Autocorrelation

METHODLOGY The purpose of this paper is concentrated on relationship between Vietnamese stock price relative to exchange rate and United State stock market. In order to have a better view about this relationships, the suitable econometrics model will be used in the research are OLS and ARMA. To determine the correlation, coefficients among the variables from the test we will be able to find out the β, R2, P-value, Standard Error, Durbin-Watson stat statistic etc... With the time series dataset

Part A: Analysis of Predictability and Efficiency of PT Astra Agro Lestari Tbk and PT Kalbe Farma Tbk Market efficiency, predictability and its importance for stock traders and/or other market participant There is a saying that no one can beat the market systematically when market is efficient because no one can predict the return. Market is said to be efficient when all available information fully and quickly reflected in the security price. Efficiency can be achieved when market is perfectly

presence of autocorrelation. The residual values from the regression analysis helps determine if there is a relationship between values that are lagged. The result of the Durbin Watson test lies between 0 and 4 and depending on the value it will show the presence or absence of autocorrelation. The value that is closer to 0 indicates that there is positive autocorrelation, 2 indicates that there is no autocorrelation and values approaching 4 indicate that there is negative autocorrelation. For the hypothesis

Kitov & Kitov (2011) provided an empirical model to check the impact of inflation and unemployment reactions to changes in the labor force in Switzerland using data from 1965 to 2010. Their overall, findings established that there exist long term equilibrium relations between the rate of labor force change and inflation rate. AMINU (2012) investigated the relationship between unemployment and inflation in Nigeria economy between 1977 and 2009. The results indicate that inflation had a negative impact

with spatial autocorrelation and non-independence of sampling site that often accompany research into water quality and land use. Literally, autocorrelation is where a variable is said to be correlated with itself and it states that pairs of subjects that are close to each other are more likely to have values that are more similar, and pairs of subjects far apart from each other are more likely to have values that are less similar. The spatial structure of the data in autocorrelation refers to any

equation is statistically significant in explaining the dependent variable (Y), one uses the: a. F-test b. Durbin-Watson test c. t-test d. z-test e. none of the above 15. One commonly used test in checking for the presence of autocorrelation when working with time series data is the ____. a. F-test b. Durbin-Watson test c. t-test d. z-test e. none of the above 16. The method which can give some information in estimating demand of a product that hasn’t yet come to

Part 3 - Data and Methodology 3.1 Data Description The purpose of this study is to investigate the presence of January effect in emerging stock markets of four Southeast Asia countries: Malaysia, Thailand, Philippine and Indonesia, for the period of January 2012 until December 2015, which is the most recent period after the financial crisis in 2007-2008. The financial crisis would affect the behaviour of the stock markets and thus the stock price might not reflect its true value. As the most recent

Compared to other countries, the United States was reported to have the second highest rate of obesity in the world after Mexico. Over the past decade, cases of obesity have triplicated in the U.S., affecting more than one-third (34.9% or 78.6 million) of the adults (Ogden et al. 2014). Given the current trends, it is projected that 42% of the U.S. population will be obese by 2030 (Finkelstein et al. 2012). Aside from its nefarious impact on the overall quality of life of the affected individual

In energy detector, the received signal is first filtered with a band pass filter in bandwidth to normalize the noise variance and to limit the noise power. The output signal is then squared and integrated as follows: for each in-phase or quadrature component, a number of samples over a time interval are squared and summed. The conventional energy detection method assumes that the primary user signal is either absent or present and the performance degrades when the primary user is absent

Interpolating Cd Metal in Soil Using Spatial Techniques in Metropolis Areas of Faisalabad Abstract Rapid industrialization and urbanization in recent decades has resulted in large emissions of heavy metals especially in urban soils around the world. Soil contamination with heavy metals may pose serious threat to environmental quality and human health due to their toxicity even at low concentration. Cadmium (Cd) is one of the toxic heavy metals that has high mobility in soil-plant system and can