Neural Networks and Rules-based Systems used to Find Rational and Scientific Correlations between being Here and Now with Afterlife Conditions
Neural Networks and Rules-based Systems used to Find Rational and
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Usual test of testing unit root such as Dickey-Fuller (DF), Augmented Dickey-Fuller (ADF), Phillips Perron etc ignores sign and boundary of parameters. In this paper, we demonstrated the ignorance of sign and boundary of parameters and consequences of this ignorance in estimation and testing by Monte Carlo Simulation. Our main objective is to develop a method to capture the non-stationarity keeping in mind the boundary and sign problem and to develop the restricted ADF test based on ESS using the constraint estimate of parameters. We compare the power properties of the usual ADF test and ADF test with restricted error sum of squares using the constraint estimate of parameters by Monte Carlo Simulation and we find that the proposed ADF test gives better result than the usual ADF test in terms of power properties.
Gowranga Kumar Paul. 2014. \u201cBoundary and Sign Problems of Parameters along with its Solutions of the Augmented Dickey-Fuller Test\u201d. Global Journal of Science Frontier Research - F: Mathematics & Decision GJSFR-F Volume 14 (GJSFR Volume 14 Issue F5): .
Crossref Journal DOI 10.17406/GJSFR
Print ISSN 0975-5896
e-ISSN 2249-4626
The methods for personal identification and authentication are no exception.
Total Score: 103
Country: Bangladesh
Subject: Global Journal of Science Frontier Research - F: Mathematics & Decision
Authors: Shayla Naznin, Gowranga Kumar Paul, Ajit kumar Majumder (PhD/Dr. count: 0)
View Count (all-time): 128
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Publish Date: 2014 10, Tue
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Usual test of testing unit root such as Dickey-Fuller (DF), Augmented Dickey-Fuller (ADF), Phillips Perron etc ignores sign and boundary of parameters. In this paper, we demonstrated the ignorance of sign and boundary of parameters and consequences of this ignorance in estimation and testing by Monte Carlo Simulation. Our main objective is to develop a method to capture the non-stationarity keeping in mind the boundary and sign problem and to develop the restricted ADF test based on ESS using the constraint estimate of parameters. We compare the power properties of the usual ADF test and ADF test with restricted error sum of squares using the constraint estimate of parameters by Monte Carlo Simulation and we find that the proposed ADF test gives better result than the usual ADF test in terms of power properties.
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