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An annual runoff forecasting method is presented based on unit root test, cointegration test and error correction model of the upper and lower reaches of the Second Songhua River. The method of cointegration analysis is applied to the annual runoff data of the Baishan and Fengman hydrology Stations; then the error correction model is set up, which can predict the annual runoff of Fengman hydrology...
It is well known that in the reality, sequential data more likely exhibit a non-stationary time series or a seasonal non-stationary time series than the stationary one. Therefore, a hypothesis is needed for testing those properties in the time series. Various tests are available in the literature; however in this study unit root test of Dickey fuller, augmented Dickey fuller and seasonal Dickey fuller...
The purpose of the paper is to model and study features of fluctuation in the international dirty tanker shipping market using GARCH class. As an indicator of the market, the time series from Baltic dirty tanker index covers the fluctuating rules, which is proved to be of auto correlation and stationarity by unit root test and ARCH LM test. Hereby GARCH, EGARCH and TGARCH can be employed better than...
In this article an alternative method for analysis the integration of time series is proposed. The procedure is appropriate in the presence of outliers and was called 'linearized Dickey-Fuller test'. The method is based on the assumption that the data is generated by some ARIMA (Autoregressive integrated moving average) proces. In the first step, the outliers are identified on the basis of likelihood...
Since 2002, whether existing bubbles in Chinese real estate market has been a controversial question. On the one hand, the real estate management organs and enterprises deny the bubble's existence. And on the other hand, all consumers consider that there has big bubble in real estate market based on soaring real estate price nowadays. Scholars in economics also have different opinions on this theme...
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