Results 61 to 70 of about 45,179 (311)

Test Statistics for Parameter Changes in INAR(p) Models and a Simulation Study

Austrian Journal of Statistics, 2016
In the paper a change detection procedure is introduced for integervalued autoregressive processes which are inspired by the ordinary autoregressive model.
Tamás T. Szabó
doaj   +1 more source

Understanding Egg Price Volatility and Policy Implications in the U.S. With Machine Learning

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT Eggs are an inexpensive and sustainable source of proteins, but volatility in the U.S. egg prices has intensified in recent years, raising concerns over food affordability and market stability. This study examines the drivers of U.S. egg price dynamics over 2004–2025 using a two‐stage framework that combines LASSO‐based variable selection with
Xuemei Zhao, Simon Meister, Lucie Maruejols, Xiaohua Yu   +3 more
wiley   +1 more source

A General Representation Theorem for Integrated Vector Autoregressive Processes [PDF]

We study the algebraic structure of an I(d) vector autoregressive process, where d is restricted to be an integer. This is useful to characterize its polynomial cointegrating relations and its moving average representation, that is to prove a version of ...
Massimo Franchi
core  

Volatility analysis and forecasting of vegetable prices using an ARMA‐GARCH model: An application of the CF filter and seasonal adjustment method to Korean green onions

Agribusiness, EarlyView.
Abstract The vegetable market experiences significant price fluctuations due to the complex interplay of trend, cyclical, seasonal, and irregular factors. This study takes Korean green onions as an example and employs the Christiano–Fitzgerald filter and the CensusX‐13 seasonal adjustment methods to decompose its price into four components: trend ...
Yiyang Qiao, Byeong‐il Ahn
wiley   +1 more source

Process Capability Analysis in the Presence of Autocorrelation [PDF]

Journal of Optimization in Industrial Engineering, 2013
The classical method of process capability analysis necessarily assumes that collected data are independent; nonetheless, some processes such as biological and chemical processes are autocorrelated and violate the independency assumption.
Mohsen Mohamadi, Mehdi Foumani, Babak Abbasi   +2 more
doaj  

The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics

Agribusiness, EarlyView.
ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley   +1 more source

Process Capability Analysis in the Presence of Autocorrelation [PDF]

Journal of Optimization in Industrial Engineering, 2011
The classical method of process capability analysis necessarily assumes that collected data are independent; nonetheless, some processes such as biological and chemical processes are autocorrelated and violate the independency assumption.
Mohsen Mohamadi, Mehdi Foumani, Babak Abbasi   +2 more
doaj  

The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes [PDF]

This paper investigates the empirical properties of autoregressive approximations to two classes of process for which the usual regularity conditions do not apply; namely the non-invertible and fractionally integrated processes considered in Poskitt ...
D. S. Poskitt, S. D. Grose
core  

Asymptotic behaviour of estimators of the parameters of nearly unstable INAR(1) models

, 2003
A sequence of first-order integer-valued autoregressive type (INAR(1)) processes is investigated, where the autoregressive type coefficients converge to 1.
Martien C. A. van Zuijlen, Gyula Pap, van Zuijlen, Martien C. A., Pap, Gyula, Márton Ispány, Ispány, Márton   +5 more
core   +1 more source

Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?

Agribusiness, EarlyView.
ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
wiley   +1 more source