How to analyse time series data using cointegration techniques / Nik Muhd Naziman Ab Rahman
This paper examines the methods and procedures that are employed in order to analyse time series data. Unit root tests (Augmented Dickey-Fuller and Phillips-Perron) are performed to investigate the order of integration of each variable that enters the model. Models containing non-stationary variabl...
Saved in:
Main Author: | Ab Rahman, Nik Muhd Naziman |
---|---|
Format: | Article |
Language: | English |
Published: |
Universiti Teknologi MARA Kedah, Sungai Petani
2002
|
Subjects: | |
Online Access: | http://ir.uitm.edu.my/id/eprint/11846/1/AJ_NIK%20MUHD%20NAZIMAN%20AB%20RAHMAN%20WA%2002.pdf http://ir.uitm.edu.my/id/eprint/11846/ |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Price dynamics in relation to foreign exchange market and Kuala Lumpur composite index: a cointegration approach / Nik Muhammad Naziman Ab Rahman
by: Ab Rahman, Nik Muhammad Naziman, et al.
Published: (2004) -
Cointegration and causality between non-bank financial intermediaries and economic growth in Malaysia: an ARDL bounds testing approach
by: Islam, Mohd Aminul, et al.
Published: (2009) -
Stress and thermal analysis on the piston head using finite element analysis (FEA) / Mohd Yusof Ab Razak
by: Ab Razak, Mohd Yusof
Published: (2005) -
Material and subjective wellbeing of Malaysian household: a comparative analysis / Farah Shazlin Johari, Hamidah Muhd Irpan and Mohamed Saladin Abdul Rasool
by: Johari, Farah Shazlin, et al.
Published: (2021) -
The effects of production, stock and export variables on the prices of the Malaysian crude palm oil futures market / Nik Muhammad Naziman Abd Rahman and Anuar Wahab
by: Abd Rahman, Nik Muhammad Naziman, et al.
Published: (2003)