A test of their linkage between money supply, liquidity, and share prices by Chung, Tin Fah

“…The empirical tests are conducted after the usual statistical tests (unit root,Granger causality, Johansen cointegration tests and VECM) are done on whether the data are stationary and cointegrated. …”
Get full text

How do interest rate changes affect Islamic banks? empirical evidence on Islamic banks in Malaysia by Aliaziz, Muhammad Hafiz, Abdul Rahim, Norhuda, Yahya, Mohamed Hisham

“…In the same vein, this study investigates the impact of interest rates on Malaysian Islamic banks by analysing the relationship between changes in interest rates on Islamic banks' deposits and financing, Design: The objective is investigated using the ARDL bounds test with 144 observations of monthly data from 2007 to 2018. The unit root tests of Augmented Dickey and Fuller (ADF) and the Phillips-Peron (PP) were conducted, followed by the diagnostic tests of serial correlation and heteroscedasticity, and Cumulative Sum of Recursive Residuals or CUSUM and CUSUM Square stability test to ensure robustness of the results. …”
Get full text

The Energy Mix Dilemma and Environmental Sustainability: Interaction among Greenhouse Gas Emissions, Nuclear Energy, Urban Agglomeration, and Economic Growth by Abdul Rehman, Hengyun Ma, Magdalena Radulescu, Crenguta Ileana Sinisi, Loredana Maria Paunescu, MD Shabbir Alam, Rafael Alvarado

“…The stationarity of the variables was tested through unit root tests, while the ARDL (autoregressive distributed lag) method with long and short-run estimations was applied to reveal the linkages between variables. …”
Get full text

Time-series ARIMA modelling of the Labeobarbus spp (Cyprinidae) fishery in water hyacinth-infested and non-infested sites in Lake Tana, Ethiopia by Brehan Mohammed Yesuf, Abebe Getahun, Seyoum Mengistou, Glenn Wilson, Wassie Anteneh, Wuletawu Abera

“…The stationarity of the data was investigated using the Augmented Dickey-Fuller (ADF) unit root test. First-order data differencing was applied to solve the non-stationarity data to stationarity. …”
Get full text

Performance evaluation of univariate time-series techniques for forecasting monthly rainfall data by P. Kabbilawsh, D. Sathish Kumar, N. R. Chithra

“….; The HK algorithm used in this study connects the unit root test, minimising the corrected Akaike information criterion (AICc) and maximum likelihood estimator (MLE) to obtain the model order and parameter (coefficients) of a SARIMA model.; The hyper-parameters of SARIMA models obtained from the HK algorithm identified that the seasonal autoregressive (AR) and moving average (MA) components are more prominent than the non-seasonal components.; The concept of strength of seasonality and the strength of trend is utilised to explore the non-stationary nature of rainfall datasets, and it was inferred that all eighteen stations are indeed non-stationary.; HK-SARIMA performs better than YJNSTF, NSTF and SN, which can be attributed to the fact that HK-SARIMA handles seasonality better than TF by creating an auto-regression equation on the time series dataset…”
Get full text

Prediction of Fruit Production in India: An Econometric Approach by Ray Soumik, Mishra Pradeep, Ayad Hicham, Kumari Prity, Sharma Rajnee, Kumari Binita, Al Khatib Abdullah Mohammad Ghazi, Tamang Anant, Biswas Tufleuddin

“…This study focused on the forecasting behavior of production of apples, bananas, grapes, mangoes, guavas, and pineapples in India using data from 1961 to 2015 (modelling set) and 2016–2020 (predicting set). Two unit root tests were used, the Ng–Perron (2001) test, and the Dickey–Fuller test with bootstrapping critical values depending on the Park (2003) technique. …”
Get full text

ECONOMETRIC EVALUATION OF THE RELATIONSHIP ECONOMIC GROWTH AND UNEMPLOYMENT IN EU & TURKEY by Erygit Pinar, Cura Serkan, Zungun Deniz, Ortanca Murat

“…Analysis Breitung (2000), ADF Fisher and Levin, Lin and Chu (2002) panel unit root tests, Westerlund (2007) panel cointegration tests are used. …”
Get full text

Crop-climate link in the southeastern USA: A case study on oats and sorghum by Ramandeep Kumar Sharma, Jagmandeep Dhillon, Sunny Kumar, Kamal Vatta, Krishna N. Reddy

“…The required diagnostic tests were used to statistically confirm that the dataset was free of multi-collinearity, unit root (non-stationarity), and auto-correlation issues. …”
Get full text

Exploring the nexus link of environmental technology innovation, urbanization, financial development, and energy consumption on environmental pollution: Evidence from 27 emerging e... by Fredrick Oteng Agyeman, Emmanuel Adu Gyamfi Kedjanyi, Agyemang Akwasi Sampene, Malcom Frimpong Dapaah, Abdul Razak Monto, Paul Buabeng, Guy Carlos Guimatsie Samekong

“…Also, the cross-sectional Im, Pesaran, and Shin (CIPS) and the cross-sectional augmented Dickey-Fuller (CADF) unit root testing approaches were utilized to check the stationarity of the series. …”
Get full text

Factors Influencing Farm-Land Value in the Czech Republic by Petr Prochazka, Mansoor Maitah, Kevin J. Mullen, Vladimir Honig, Jana Soukupova, Martina Zamkova, Stanislav Rojik, Lubos Smutka, Inna Cabelkova, Jana Hinke, Marek Dvorak, Petra Sanova

“…These three factors were thoroughly examined for the existence of a unit root using the Augmented Dickey Fuller Test. The long-run relationship between farm-land value and these elements was estimated using the co-integration approach, specifically the Johansen procedure. …”
Get full text

Does globalization escalate the carbon emissions? Empirical evidence from selected next-11 countries by Tasnim Sultana, Md. Shaddam Hossain, Liton Chandra Voumik, Asif Raihan

“…For this reason, the researchers used several econometric methods, including the slope homogeneity test, the cross-sectional dependency test, the panel unit root test, the panel cointegration test, the method of moment’s panel quantile regression analysis, and the Wald test. …”
Get full text

The impact of financial development, health expenditure, CO2 emissions, institutional quality, and energy Mix on life expectancy in Eastern Europe: CS-ARDL and quantile regression... by Elvira Nica, Adela Poliakova, Gheorghe H. Popescu, Katarina Valaskova, Stefan Gabriel Burcea, Andreea-Ligia Drugau Constantin

“…After verifying the CSD and SH issues, the study uses the second generation's unit root and cointegration tests. As the previous test indicates, a new panel method, the cross-sectional autoregressive distributive lag (CS-ARDL) model, is required, as conventional estimations are inappropriate. …”
Get full text

Analisis faktor – faktor makroekonomi yang Memengaruhi keberlanjutan industri polymer emulsion (styrene butadiene latex) di Indonesia by Rosalendro Eddy Nugroho

“…Analisa empiris memakai analisa time series data, lalu diikuti dengan pengujian kausalitas diantara variabel, dilanjutkan Johansen VAR-based cointegration tehcnique yang digunakan untuk menguji sensitivitas variabel makro ekonomi terhadap harga SBL di Indonesia, baik untuk jangka panjang yang berasal dari perubahan jangka pendek dan di check melalui vector error correction model, termasuk root test unit, pairwise Granger causality test, impulse response function dan forecast variance decomposition. Hasil unit root test menunjukkan adanya stasioner pada keseluruhan variabel pada first difference (1). …”
Get full text

PERMINTAAN KREDIT INVESTASI DI INDONESIA (2002:1-2009:12) by , Selvi Herry, , Prof. Dr. Nopirin, M.A.

“…First, the variables were tested by using unit root tests to test the stationary of those variables and then followed by Johansen cointegration test to identify whether those variables have a longterm relationship or only a short-term one. …”

Analysis Of Real Activities In The Syrian Economy: 1980 - 2010 by Mohsen, Adel Shakeeb

“…The main issue in this study is how to improve overall and sectoral growth, public and private sector investment and foreign trade in Syria. The VAR model, ADF unit root test, Johansen cointegration test, Granger causality test, impulse response functions (IRF), and variance decomposition (VD) analysis are used in this study. …”
Get full text

Long run and short run cointegration relationship for tourist arrivals in Malaysia by Gan, Keng You

“…Investigation is carried out using standard procedures for determining long run and short run relationship such as unit root test, Johansen and Juselius cointegration test, Vector Autoregression (V AR) model, Granger causality test and Vector Error Correction (VEC) model. …”
Get full text

PUBLIC FAMILY SPENDING, LABOUR PRODUCTIVITY, INCOME INEQUALITY AND POVERTY GAP IN THE GROUP OF SEVEN COUNTRIES: EMPIRICAL EVIDENCE FROM PANEL DATA by Andy Titus Okwu, Rowland Tochukwu Obiakor, Timothy Chidi Obiwuru, Margret N. Kabuoh, Emeka Okoro Akpa

“…After graphical analysis of the data, order of integration was via unit root tests. Hausman test was carried out to choose between fixed and random effects models. …”
Get full text

Interrelation between the prevalence rate of suicides and the length of working hours by P. A. Korotkov, E. A. Zagaynova

“…Based on analysis of a dynamics of the studied variables different hypothesis have been made: 1) about existence of statistically significant linear or logarithmic dependence of the level of prevalence of suicides from an average factual duration of working time inside a country 2) about existence of a parabolic (U-shaped) dependence of the level of prevalence of suicides from an average factual duration of working time between countries. A set of panel unit root tests and stationarity testify that the examined variables are unsteady variables with integratedness order I(1). …”
Get full text

Dynamics of Greenhouse Gas Emissions From Cement Industries in Saudi Arabia—Challenges and Opportunities by Zaid A. Khan, Babatunde A. Salami, Syed A. Hussain, Md. A. Hasan, Baqer M. Al-Ramadan, Syed M. Rahman

“…The local production of cement depends on many factors including demography, urbanization, tourism, GDP and interactions. The unit root test results prove no variables have unit roots “at first differences”. …”
Get full text

Implikasi Penerapan Kaidah Kebijakan Fiskal (Fiscal Rule) Terhadap Variabel-Variabel Ekonomi Makro di Indonesia Pendekatan Makroekonomika Konsensus Baru: New Consensus Macroeconomi... by , MARSELINA, SE, MPM, , Prof. Dr. Insukindro, MA.

“…Intertemporal model which is dynamic and cointegration in this study, was estimated by using Vector Error Correction Model (VECM) with the surprise uses a simulation and a unit root test has previously been done to see stationer of time series data and test of the stability model uses CUSUM test, CUSUMSQ test and heteroscedasticity and autocorrelation test as a classic assumption test are conducted. …”