Using Granger Test in the Analysis of Stationary Time series

doi:10.33899/iqjoss.2011.028392

	Using Granger Test in the Analysis of Stationary Time series
IRAQI JOURNAL OF STATISTICAL SCIENCES
Article 15, Volume 11, Issue 1, 2011, Pages 267-288 PDF (0 K)
DOI: 10.33899/iqjoss.2011.028392
Abstract
In this research the relation among rain , temperature and relative humidity in Mosul city of the time 1988-2001 was determined by applying Granger test to determine and measure the direction of the causative relation among the variables of the research. To make clear whether the chain is stable or not there was a need for using units root test to check the characters of time chains of the sample variables to know the extent of their stability and determining the degree of integrity of each variable alone. The results showed that the variables were highly integrated so , due to that the joint integrity test was used to determine he existence or the absence of the longterm relation among the variables under the study. The analysis showed the absence of the joint integrity among the variables of the research, besides the instability of remains of the joint integrity equation .Also , passage analysis was used to show the causative relation among the variables under the study and this test boosted by results we came up with by applying Granger test.

Statistics Article View: 374 PDF Download: 792