Book ChapterDOI
Fitting autoregressive models for prediction
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This is a preliminary report on a newly developed simple and practical procedure of statistical identification of predictors by using autoregressive models in a stationary time series.Abstract:
This is a preliminary report on a newly developed simple and practical procedure of statistical identification of predictors by using autoregressive models. The use of autoregressive representation of a stationary time series (or the innovations approach) in the analysis of time series has recently been attracting attentions of many research workers and it is expected that this time domain approach will give answers to many problems, such as the identification of noisy feedback systems, which could not be solved by the direct application of frequency domain approach [1], [2], [3], [9].read more
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Long-run relationship between sectoral productivity and energy consumption in Malaysia: An aggregated and disaggregated viewpoint
Saifur Rahman,Ha Junsheng,Farihana Shahari,Farihana Shahari,Mohamed Aslam,Muhammad Mehedi Masud,Hasanul Banna,Ma Liya +7 more
TL;DR: In this paper, the authors investigated the causal relationship between energy consumption and economic productivity in Malaysia at both aggregated and disaggregated levels using the modified Granger causality test proposed by Toda and Yamamoto within a multivariate framework.
Journal ArticleDOI
The relationship between international bond markets and international stock markets
TL;DR: In this article, the authors investigated interrelationships between international bond and international stock markets over the period November 1988 through December 1993 and found that bidirectional causality exists between stock market returns and bond market returns; and international markets were more inefficient during the first half of the study period than during the second half.
Journal ArticleDOI
Multistep forecasting of long memory series using fractional exponential models
TL;DR: In this article, a forecasting methodology for the fractional exponential (FEXP) model is developed for the United Kingdom, where the coefficients in the infinite order autoregressive and moving average representations of a FEXP process are computed.
Journal ArticleDOI
Estimation of autoregressive moving‐average order given an infinite number of models and approximation of spectral densities
TL;DR: A modification of the minimum Akaike information criterion (AIC) procedure for order estimation in autoregressive moving‐average (ARMA) models is introduced so that consistency for the order estimators obtained via this procedure can be established without restricting attention to only a finite number of models.
Journal ArticleDOI
Differences in the Association between Serum Leptin Levels and Body Mass Index in Black and White Women: A Report from the Southern Community Cohort Study
Sarah S. Cohen,Jay H. Fowke,Qiuyin Cai,Maciej S. Buchowski,Lisa B. Signorello,Lisa B. Signorello,Margaret K. Hargreaves,Wei Zheng,William J. Blot,William J. Blot,Charles E. Matthews +10 more
TL;DR: Persistent racial differences in leptin concentrations exist after adjustment for BMI and other factors, and assessment may be informative in future studies that investigateracial differences in the development of obesity-related diseases.
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