Time-Series Modelling in a Regional Economy: An Exposition of Box—Jenkins Techniques

1981 ◽  
Vol 13 (5) ◽  
pp. 635-644 ◽  
Author(s):  
T Cook ◽  
P Falchi
Keyword(s):  
Time Series ◽  
Transfer Function ◽  
Economic Activity ◽  
Regional Economy ◽  
Time Series Data ◽  
Series Data ◽  
Household Formation ◽  
Regional Economic ◽  
Time Series Modelling

Box-Jenkins techniques are shown to be a useful tool for analyzing regional economic activity. This paper identifies temporal, spatial, and causal properties derived from these techniques. A case study is presented illustrating the univariate, transfer-function, multivariate, and multivariate transfer-function methods with household formation and employment time-series data.

Producers' Response to Changes in Prices and Marketing Policies: A Case Study of Sugarcane and Paddy in Eastern U.P. by S. C. Gupta and A. Majid. New York: Asia Publishing House, 1965.

1968 ◽  
Vol 8 (2) ◽  
pp. 308-309
Author(s):  
Mohammad Irshad Khan
Keyword(s):  
New York ◽  
Time Series ◽  
Time Series Data ◽  
Publishing House ◽  
Economic Incentives ◽  
The Other ◽  
Series Data ◽  
Poor Countries ◽  
Northern India

It is alleged that the agricultural output in poor countries responds very little to movements in prices and costs because of subsistence-oriented produc¬tion and self-produced inputs. The work of Gupta and Majid is concerned with the empirical verification of the responsiveness of farmers to prices and marketing policies in a backward region. The authors' analysis of the respon¬siveness of farmers to economic incentives is based on two sets of data (concern¬ing sugarcane, cash crop, and paddy, subsistence crop) collected from the district of Deoria in Eastern U.P. (Utter Pradesh) a chronically foodgrain deficit region in northern India. In one set, they have aggregate time-series data at district level and, in the other, they have obtained data from a survey of five villages selected from 170 villages around Padrauna town in Deoria.

scholarly journals Bernoulli Time Series Modelling with Application to Accommodation Tourism Demand

2021 ◽  
Vol 5 (1) ◽  
pp. 17
Author(s):  
Miguel Ángel Ruiz Reina
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Prognostic Models ◽  
Series Data ◽  
Economic Agents ◽  
Time Series Modelling ◽  
Simulation And Training ◽  
Uncertainty Method ◽  
And Training ◽  
Hotel Accommodation

In this research, a new uncertainty method has been developed and applied to forecasting the hotel accommodation market. The simulation and training of Time Series data are from January 2001 to December 2018 in the Spanish case. The Log-log BeTSUF method estimated by GMM-HAC-Newey-West is considered as a contribution for measuring uncertainty vs. other prognostic models in the literature. The results of our model present better indicators of the RMSE and Ratio Theil’s for the predictive evaluation period of twelve months. Furthermore, the straightforward interpretation of the model and the high descriptive capacity of the model allow economic agents to make efficient decisions.

A new approach to detect extreme events: a case study using remotely-sensed precipitation time-series data

2021 ◽  
Vol 24 ◽  
pp. 100618
Author(s):  
Philipe Riskalla Leal ◽  
Ricardo José de Paula Souza e Guimarães ◽  
Fábio Dall Cortivo ◽  
Rayana Santos Araújo Palharini ◽  
Milton Kampel
Keyword(s):  
Time Series ◽  
Extreme Events ◽  
Time Series Data ◽  
Remotely Sensed ◽  
Series Data ◽  
Precipitation Time Series ◽  
New Approach

CAUSAL RELATIONSHIP OF ENERGY CONSUMPTION AND ECONOMIC GROWTH – A CASE STUDY OF PAKISTAN

2021 ◽  
Vol 9 (1) ◽  
pp. 139-164
Author(s):  
Saddam Hussain ◽  
Chunjiao Yu
Keyword(s):  
Economic Growth ◽  
Time Series ◽  
Energy Consumption ◽  
Causal Relationship ◽  
Inflation Rate ◽  
Time Series Data ◽  
Consumer Price Index ◽  
Series Data ◽  
Relationship Of

This paper explores the causal relationship between energy consumption and economic growth in Pakistan, applying techniques of co-integration and Hsiao’s version of Granger causality, using time series data over the period 1965-2019. Time series data of macroeconomic determi-nants – i.e. energy growth, Foreign Direct Investment (FDI) growth and population growth shows a positive correlation with economic growth while there is no correlation founded be-tween economic growth and inflation rate or Consumer Price Index (CPI). The general conclu-sion of empirical results is that economic growth causes energy consumption.

scholarly journals ANALISIS DAMPAK KEPEMILIKAN SURAT BERHARGA OLEH BPD TERHADAP PERTUMBUHAN EKONOMI DAERAH

2018 ◽  
Vol 14 (1) ◽  
pp. 32-47
Author(s):  
Khairur dan Telisa Aulia Falian Raziqiin ◽  
Telisa Aulia Falian
Keyword(s):  
Economic Growth ◽  
New York ◽  
Time Series ◽  
Regional Development ◽  
Time Series Data ◽  
Financial Institution ◽  
Positive Influence ◽  
Regional Economic Growth ◽  
Series Data ◽  
Regional Economic

Local government-owned banks (BPD), was established in order to help accelerate the development of the area where the BPD located. The expected goals of this study are: To measure the effect of the placement of funds by BPD on regional economic growth, to measure investment lending by BPD to regional economic growth. Population was all the existing Regional Development Bank in Indonesia. Based on data from Bank Indonesia, the number of regional development banks perDesember 2013 as many as 26 banks. The type of data that will be used in this research is time series data (time series) from January 2009 until December 2013 The model that will be used in this research is the use of panel data. Results of research on Analysis of Impact of Ownership of Securities by BPD Against Regional Development, government capital spending, credit productive, ownership of securities by BPD positive effect on GDP, and significantly affect GDP, labor force have a positive influence on the GDP, but the effect was not significant workforce to GDP.Badan Pusat Statistik. Berbagai tahun. Data Realisasi APBD. Badan PusatStatistik, Jakarta. Bank Indonesia. Berbagai tahun. Laporan Publikasi Bank Umum. Bank Indonesia,Jakarta. Budiono. (2001). Ekonomi Moneter Edisi 3. Yogyakarta : BPFE Djojosubroto, Dono Iskandar. (2004). Koordinasi Kebijakan Fiskal dan Moneter di Indonesia Pasca Undang – undang Bank Indonesia 1999. Jakarta : Kompas Dornbusch, Rudiger, Stanley Fischer, Richard Startz. (2004). Makroekonomi. (Yusuf Wibisono, Roy Indra Mirazudin, terjemahan). Jakarta :MediaGlobal Edukasi. Gujarati, Damodar. (1997). Ekonometrika Dasar. (Sumarno Zein, terjemahan).Jakarta : Erlangga. Gultom, Lukdir. (2013). Tantangan Meningkatkan Efisiensi dan Efektifitas BPD sebagai Regional Champion Dalam Pengembangan Usaha Mikro, Kecil dan Menengah di Indonesia, Makalah SESPIBI Angkatan XXXI (Tidak Dipublikasikan). Bank Indonesia. Husnan, Suad. (2003). Dasar – dasar Teori Portofolio dan Analisis Sekuritas.Yogyakarta : UPP AMP YKPN. Kasmir. (2002). Dasar – Dasar Perbankan. Jakarta : PT. Raja Grafindo Persada. Kuncoro, Mudrajad. (2001) Metode Kuantitatif : Teori dan Aplikasi untuk Bisnis dan Ekonomi. Yogyakarta : AMP YKPN. Latumaerissa dan Julius R. (1999). Mengenal Aspek-aspek Operasi Bank Umum. Jakarta : Bumi Aksara. Lipsey, Richard G, et al. (1997). Pengantar Makro Ekonomi. ( Jaka Wasana danKibrandoko, terjemahan). Jakarta :Binarupa Aksara. Mankiw, Gregory. (2000). Macroeconomics Theory. New York : Worth PublisherInc. Nachrowi, Nachrowi D., Hardius Usman. (2006). Pendekatan Populer dan Praktis EKONOMETRIKA untuk Analisis Ekonomi dan Keuangan.Jakarta : Lembaga Penerbit FEUI. Rahmany, A. Fuad. (2004). Era Baru Kebijakan Fiskal : Pemikiran, Konsep dan Implementasi. Jakarta : Penerbit Buku Kompas, hal. 445 – 462. Rivai, Veithzal, Andria Permata Veithzal, Ferry N. Idroes. (2007). Bank and Financial Institution Management : Conventional & Sharia System, Jakarta : RajaGrafindo Persada. Sunarsip. (2008). Relasi Bank Pembangunan Daerah dan Perekonomian Daerah, dimuat dalam Republika, Rabu, 9 Januari 2008. Rubrik Pareto hal.16 Sunarsip. (2011). Transformasi BPD. Dimuat Infobank Edisi Januari 2011. Republik Indonesia, Kementrian Keuangan (2010), Potensi Bank Pembangunan Daerah Sebagai Pendiri Dana Pensiun Lembaga Keuangan,Tim Studi Potensi Bank Pembangunan Daerah Sebagai Pendiri Dana Pensiun. Jakarta.Waluyanto, Rahmat. (2004). Era Baru Kebijakan Fiskal : Pemikiran, Konsep dan Implementasi. Jakarta : Penerbit Buku Kompas, hal. 463 – 508. Wuryandari, Gantiah. (2013). Mengusung Bank Pembangunan Daerah (BPD) Sebagai Bank Fokus Sektor Strategis Dalam Mendukung Pembangunan Nasional, Makalah SESPIBI Angkatan XXXI (Tidak Dipublikasikan). Bank Indonesia.

scholarly journals ANALISIS PENGARUH INVESTASI SWASTA , PENGELUARAN PEMERINTAH, DAN PENDUDUK TERHADAP PERTUMBUHAN EKONOMI DI KOTA BITUNG

2019 ◽  
Vol 19 (1) ◽  
Author(s):  
Yandiles Weya ◽  
Vecky A.J. Masinambow ◽  
Rosalina A.M. Koleangan
Keyword(s):  
Economic Growth ◽  
Time Series ◽  
Economic Activity ◽  
Time Series Data ◽  
Private Investment ◽  
Least Square ◽  
Series Data ◽  
Ordinary Least Square ◽  
North Sulawesi ◽  
The City

ANALISIS PENGARUH INVESTASI SWASTA , PENGELUARAN PEMERINTAH, DAN PENDUDUK TERHADAP PERTUMBUHAN EKONOMI DI KOTA BITUNG Yandiles Weya, Vecky A.J. Masinambow, Rosalina A.M. Koleangan. Fakultas Ekonomi dan Bisnis, Magister Ilmu EkonomiUniversitas Sam Ratulangi, Manado ABSTRAKPada suatu periode perekonomian mengalami pertumbuhan negatif berarti kegiatan ekonomi pada periode tersebut mengalami penurunan. Kota Bitung periode tahun 2004-2014 mengalami pertumbuhan ekonomi yang fluktuasi. Adanya fluktuasi ini dapat dipengaruhi oleh investasi swasta, belanja langsung, dan penduduk Pertumbuhan ekonomi merupakan salah satu tolok ukur keberhasilan pembangunan ekonomi di suatu daerah. Pertumbuhan ekonomi mencerminkan kegiatan ekonomi. Pertumbuhan ekonomi dapat bernilai positif dan dapat pula bernilai negatif. Jika pada suatu periode perekonomian mengalami pertumbuhan positif berarti kegiatan ekonomi pada periode tersebut mengalami peningkatan. Sedangkan jikaTahun 2004-2014 yang bersumber dari Badan Pusat Statistik Provinsi Sulut dan Kota Bitung. Metode analisis yang digunakan adalah model ekonometrik regresi berganda double-log (log-log) dengan metode Ordinary Least Square (OLS). Penelitian ini bertujuan untuk mengetahui apakah perkembangan investasi swasta, belanja langsung, dan penduduk berpengaruh terhadap pertumbuhan ekonomi Kota Bitung. Data yang dipakai menggunakan data time series periodeHasil regresi model pertumbuhan ekonomi dengan persamaan regresinya yaitu  LPDRB  =  - 4,445    +  0.036 LINV  +  0.049 LBL  +  2,229 LPOP.  Dari hasil tersebutmenunjukkan perkembangan investasi swasta, belanja langsung dan penduduk berpengaruh positif dan signifikan terhadap pertumbuhan ekonomi Kota Bitung.Kata Kunci :pertumbuhan ekonomi, belanja langsung, penduduk, regresi bergandaABSTRACT    The economy experienced a period of negative growth means economic activity in this period has decreased. Bitung-year period 2004-2014 economic growth fluctuations. These fluctuations can be influenced by private investment, direct spending, and population Economic growth is one measure of the success of economic development in an area. Economic growth reflects economic activity. Economic growth can be positive and can also be negative. If the economy experienced a period of positive growth means economic activity during the period has increased. Whereas if  years 2004-2014 are sourced from the Central Statistics Agency of North Sulawesi Province and Bitung. The analytical method used is an econometric model double-log regression (log-log) with Ordinary Least Square (OLS). This study aims to determine whether the development of private investment, direct spending, and population affect the economic growth of the city of Bitung. The data used using time series data period.    The results of the regression model of economic growth with the regression equation is LPDRB = - LINV 4.445 + 0.036 + 0.049 + 2.229 LPOP LBL. From these results show the development of private investment, direct expenditure and population positive and significant impact on economic growth of Bitung.Keywords: Economic growth, direct spending, population, regression.

scholarly journals Visibility Graph Power Geometric Aggregation Operator and Its Application in Water, Energy and Food Efficiency Evaluation

2020 ◽  
Vol 17 (11) ◽  
pp. 3891
Author(s):  
Lihua Liu ◽  
Jing Huang ◽  
Huimin Wang
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Coupling Efficiency ◽  
Aggregation Operator ◽  
Visibility Graph ◽  
Series Data ◽  
Efficiency Evaluation ◽  
Geometric Operator ◽  
The Relationship

In the real decision-making process, there are so many time series values that need to be aggregated. In this paper, a visibility graph power geometric (VGPG) aggregation operator is developed, which is based on the complex network and power geometric operator. Time series data are converted into a visibility graph. A visibility matrix is developed to denote the links among different time series values. A new support function based on the distance of two values are proposed to measure the support degree of each other when the two time series values have visibility. The VGPG operator considers not only the relationship but also the similarity degree between two values. Meanwhile, some properties of the VGPG operator are also investigated. Finally, a case study for water, energy, and food coupling efficiency evaluation in China is illustrated to show the effectiveness of the proposed operator. Comparative analysis with the existing research is also offered to show the advantages of the proposed method.

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