We use cookies to create the best experience for you. Keep on browsing if you are OK with that, or find out how to manage cookies.
Nobody downloaded yet

Quantitive methods - Assignment Example

Comments (0) Cite this document
1. The Order of integration Essentially, the order of integration reflects the stationarity characteristics of a time series variable. For a series that is stationary in its levels, the order of integration is zero, written as I(0). For a variable that is non-stationary in its levels, but the series of first differences is stationary, the order of integration is one, denoted as I(0)…
Download full paperFile format: .doc, available for editing
Polish This Essay98.4% of users find it useful
Quantitive methods
Read TextPreview

Extract of sample
"Quantitive methods"

Download file to see previous pages We shall first conduct an informal graphical analysis to get a feel for what to expect and then move on to formal tests for stationarity. We start by looking at the time plots of the two given series. Figure 2: share price of Korean Airlines Figures 1 and 2 present the time plots. Evidently, both series exhibit a gradually rising trend and some moderate persistence properties. This reflects that neither of the series are stationary. They also seem to reflect similar patterns of persistent volatility. Now, we turn to look at the first differences of the two series. Figure 3: The Korean Stock Exchange stock price index in first differences Figure 4: price of Korean Airlines in first differences. From figures 3 and 4, we find that neither series exhibits any patterns or trends. They seem to fluctuate randomly around zero. Thus, both the series of 1st differences seem to be stationary around a zero mean. Thus our preliminary graphical analysis reflects that both the series are integrated of the first order. Formally to evaluate the validity of these claims, we run Augmented Dickey Fuller (ADF) tests on the levels and the 1st differences of the two series. ...
Augmented Dickey-Fuller Test Equation Dependent Variable: D(LKO) Method: Least Squares Date: 04/09/12 Time: 13:53 Sample (adjusted): 1/08/1997 12/14/2011 Included observations: 780 after adjustments Coefficient Std. Error t-Statistic Prob.   LKO(-1) -0.003394 0.003258 -1.041768 0.2978 C 0.024682 0.022454 1.099231 0.2720 R-squared 0.001393     Mean dependent var 0.001348 Adjusted R-squared 0.000109     S.D. dependent var 0.044155 S.E. of regression 0.044152     Akaike info criterion -3.399783 Sum squared resid 1.516653     Schwarz criterion -3.387836 Log likelihood 1327.915     Hannan-Quinn criter. -3.395188 F-statistic 1.085281     Durbin-Watson stat 2.039111 Prob(F-statistic) 0.297843 Table 1 above presents the results of running an ADF test on the lko series. The choice of optimal lag is automatic based on the Schwarz information criterion or SIC. Note that the null hypothesis is that the series has a unit root. The relevant portions have been highlighted for convenience. The t-statistic is smaller in absolute terms compared to the critical value, and the associated p-value is 0.74>0.05. Therefore, we fail to reject the null hypothesis. Thus, this implies that the series of levels of the lko is non-stationary. Now, we take first differences of the series and test its stationarity properties. This is done in table 2. Table 2: testing stationarity of the 1st differences of lko Null Hypothesis: D(LKO) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=20) t-Statistic   Prob.* Augmented Dickey-Fuller test statistic -28.52751  0.0000 Test critical values: 1% level -3.438518 5% level -2.865035 10% level -2.568686 *MacKinnon (1996) one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent ...Download file to see next pagesRead More
Cite this document
  • APA
  • MLA
(“Quantitive methods Assignment Example | Topics and Well Written Essays - 2750 words”, n.d.)
Retrieved from https://studentshare.org/statistics/1396749-quantitive-methods
(Quantitive Methods Assignment Example | Topics and Well Written Essays - 2750 Words)
“Quantitive Methods Assignment Example | Topics and Well Written Essays - 2750 Words”, n.d. https://studentshare.org/statistics/1396749-quantitive-methods.
  • Cited: 0 times
Comments (0)
Click to create a comment or rate a document
Traning Methods
The essay will point out the advantages and disadvantages of each training method. The training system adopted by my employer will also be presented. Training Methods There are several training methods used by companies today to help improve an employee’s performance and productivity.
2 Pages(500 words)Assignment
Research methods
In other words it means determining whether the exact target of the research has been obtained. The test of validity is done by several questions being asked by the researcher to which he tries to find answers to determine whether the study is valid. Joppe defined reliability as the consistency of the outcomes of a research and whether the sample population of the research has been correctly presented, and the consistency of the results being reflected from other similar research following similar methods (Golafshani 2003).
8 Pages(2000 words)Assignment
Statistical Quantitive Methods
patience arrive they are issued with a slip that tell them the position they are in so that the doctor is only given the slips and calls the patients according to their time of arrivals. II a) Your organisation has recently started advertising its services on internet.
4 Pages(1000 words)Essay
Qualitative Methods
Grounded theory, a form of content analysis, involves the process of continually reviewing the data gathered, improving the research questions, and re-assessing the changes that were applied, in order to derive a substantive theory
1 Pages(250 words)Assignment
Evaluating The Research Methods
This data was not intended for the purposes of his research but it is the one that helps him draw inferences on the nature and frequency of travel by citizens in the particular country. In
2 Pages(500 words)Assignment
Research Methods
Theory testing and theory building are two different ways through which researchers undertake their research studies. In real life, the two approaches are common among graduate students. Masters degree students mainly focus on research
2 Pages(500 words)Assignment
Quantitive Article Anaylsis
tudy intensively and extensively came up with a model, which aimed at describing how artefacts can affect team work in the development of new business model ideas. More so, the study explicated how the artefacts will affect collaboration and creativity among the team members
2 Pages(500 words)Assignment
Quantitative Methods
This may make the researcher to scrutinize the results wrongly. The results may demonstrate a false correlation between the independent and dependent variables,
5 Pages(1250 words)Assignment
Research Methods
The test statistic would be as stated below, However the table provides that the minimum expected is less than 8.19 while all the cells in the table is less than 76.0. Hence considering the sample as in the table it is difficult
1 Pages(250 words)Assignment
Research methods
In this study, the main aim was to identify whether fostering empathy plays a role in increasing charitable giving. The study had a sample size of
7 Pages(1750 words)Assignment
Let us find you another Assignment on topic Quantitive methods for FREE!
Contact us:
Contact Us Now
FREE Mobile Apps:
  • About StudentShare
  • Testimonials
  • FAQ
  • Blog
  • Free Essays
  • New Essays
  • Essays
  • The Newest Essay Topics
  • Index samples by all dates
Join us:
Contact Us