Showing 1 - 20 results of 74 for search '"unit root"', query time: 0.08s Refine Results
  1. 1

    Unit roots and structural breaks: new knowledge for the ASEAN macroeconomic time series model / Tan Yan Ling … [et al.] by Tan Yan Ling

    Published 2013
    “…The purpose of this study is to carry out a comprehensive examination of the univariate statistical properties in ASEAN macroeconomic time series from 1960 to 2010 using a battery of endogenous break ADF-type unit root tests. Our empirical findings show that number of rejections of a unit root null is relatively higher when considering structural breaks than without breaks in the models. …”
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    Research Reports
  2. 2

    A study on the interrelation between working capital administration and performance among construction companies in Malaysia / Nur Hasyimah Raimy by Raimy, Nur Hasyimah

    Published 2018
    “…In unit root test, the study used Levin, Lin, Chin (LLC) Test and Hadri Test. …”
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    Student Project
  3. 3

    The determinants of non-performing loan in four selected Asean countries / Muhammad Fadhil Abdul Rahman and Fatin Aqilah Mohd Jaafar by Abdul Rahman, Muhammad Fadhil, Mohd Jaafar, Fatin Aqilah

    Published 2019
    “…In unit root tests, the study used Levin, Lin, Chin (LLC) Test and Im, Pesaran, Shin (IPS) Test. …”
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    Student Project
  4. 4

    Capital and consumption led growth: case study in Malaysia, Singapore, Japan and Zimbabwe / Mohd Azlan Abdul Majid, Mariam Setapa and Noorita Mohammad by Abdul Majid, Mohd Azlan, Setapa, Mariam, Mohammad, Noorita

    Published 2010
    “…Our study will be using a few methods such as Unit Root Test (URT); i. Augmented Dickey-Fuller Method (ADF), ii. …”
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    Research Reports
  5. 5

    The determinants of inflation in selected Southeast Asia countries: a comparative study of Singapore, Malaysia and Myanmar / Muhammad Syahir Kamarulzaman by Kamarulzaman, Muhammad Syahir

    Published 2019
    “…Unit root test identify that all variables for all three country are stationary at first level except economic growth for Myanmar. …”
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    Student Project
  6. 6

    Testing on weak-form of efficient market hypothesis of FTSE Bursa Malaysia Kuala Lumpur composite index (FBMKLCI) share index / Nur Syahidah Ishak by Ishak, Nur Syahidah

    Published 2017
    “…The statistical test applied in this study is Descriptive Statistic, Augmented Dickey Fuller (ADF) Unit Root Test, Philips-Perron (PP) Unit Root Test, Autocorrelation Test and Runs Test.…”
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    Student Project
  7. 7

    Economic growth and unemployment an empirical evidence from Malaysia / Carol Erita Kichi by Kichi, Carol Erita

    Published 2012
    “…The relationship between unemployment and economic growth will be tested by using the Unit Root Test models. Co-integration, Vector Error Correction (VECM) and Granger Causality Causes. …”
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    Student Project
  8. 8
  9. 9

    The implication of economic factors on foreign direct investment in Singapore / Christina Anak Dana by Anak Dana, Christina

    Published 2017
    “…The findings using method Multiple Linear Regression Model, Autocorrelation, T-test and F-test, Unit root test , and Normality test. Research paper is focus on economic factors such as gross domestic product (GDP), inflation rate (CPI), government final consumption (GFC), export and import in Singapore.…”
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    Student Project
  10. 10

    How to analyse time series data using cointegration techniques / Nik Muhd Naziman Ab Rahman by Ab Rahman, Nik Muhd Naziman

    Published 2002
    “…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. …”
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    Article
  11. 11

    The impact of macroeconomic variables towards economic growth in Malaysia / Muhammad Ammar Bacharuddin by Bacharuddin, Muhammad Ammar

    Published 2017
    “…In the process of findings there are few types of analysis were tested using Econometric Views (E-views), such as single linear regression, multiple linear regression, descriptive statistics, unit root tests, and more. The result indicates that there are significantly related to economic growths. …”
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    Student Project
  12. 12

    The determinant of export price in Malaysia / Muhammad Firdaus Mat Youb by Mat Youb, Muhammad Firdaus

    Published 2017
    “…In the process of findings there are few types of analysis were tested using Econometric Views (E-views), such as single linear regression, multiple linear regression, descriptive statistics, unit root tests, and more. The result indicates that there are significantly related to economic growths. …”
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    Student Project
  13. 13

    Factors that affecting inflation rate in United States / Nur Fadhlin Rashid by Rashid, Nur Fadhlin

    Published 2018
    “…The period of this study is 30 years which is from 1987 until 2016 which only focus in United States. In this research, unit root test, descriptive statistic, correlation analysis and multiple linear regressions are run to investigate the relationship between independent variable and the dependent variable, which is between, unemployment rate, household consumption, crude oil prices and money supply. …”
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    Student Project
  14. 14

    The driving prospects of sustainable environment in Malaysia / Nik Isyraq Hasif Nik Zainal by Nik Zainal, Nik Isyraq Hasif

    Published 2018
    “…Annual time series data for the 1975 to 2014 period, the Autoregressive Distributed Lag (ARDL) and Unit Root Test such as Augmented Dickey Fuller (ADF) and Phillips Perron (PP) are used for the analysis. …”
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    Student Project
  15. 15

    Determinants of stock market performance in Singapore / Intan Shahira Nasarudin by Nasarudin, Intan Shahira

    Published 2018
    “…The tests included in this study are descriptive analysis, normality test, correlation test, unit root test and multiple regressions. Next, the determinants that listed in this study are consist of inflation rate, exchange rate, money supply, gold price and crude oil price. …”
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    Student Project
  16. 16

    Factors affecting gold price in Malaysia / Erliana Sazni Mohammad by Mohammad, Erliana Sazni

    Published 2017
    “…In the process of findings there are few types of analysis were tested using E-views Version 7.0, such as multiple linear regression, single linear regression descriptive statistics, unit root tests, and more. The result indicates that there are significantly related to gold price. …”
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    Student Project
  17. 17

    The macroeconomic factors that contribute to the non-performing loan in Malaysia / Syazwani Kamal by Kamal, Syazwani

    Published 2017
    “…In the process of findings there are few types of analysis were tested using E-views Version 9.5, such as unit root test, descriptive analysis, correlation analysis, single linear regression,multiple linear regression and more. …”
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    Student Project
  18. 18

    The economic impact of tourism industry on economic growth in selected ASEAN countries / Siti Masayu Mohd Sharif by Mohd Sharif, Siti Masayu

    Published 2015
    “…The dependent variable is GDP and the independent variables are tourist arrival (TARR), tourism receipts (TREC), export (XPT) and FDI. Normality test, unit root test, regression analysis, correlation analysis, multicollinearity, serial correlation and heteroscedasticity were conducted to get the best regression model. …”
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    Student Project
  19. 19

    The effects of budget deficit, investment and export on economic growth : evidence from developing countries [2008-2017] / Nurul Aiza Zainal Abidin by Zainal Abidin, Nurul Aiza

    “…The method are panel regression test, panel correlation test, unit root test and granger causality test.…”
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    Student Project
  20. 20

    Impact of macroeconomic factors towards Malaysian exchange rate / Siti Azilah Mohd Hanafi by Mohd Hanafi, Siti Azilah

    Published 2017
    “…The method used for this research is Unit root test to see whether the data is stationary or vice versa. …”
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    Student Project