Comparing Two Classical Methods of Detecting Multicollinearity in Financial and Economic Time Series Data
Mutairu Oyewale Akintunde,
Abolade Oludayo Olawale,
Ajitoni Simeon Amusan,
Adeyinka Ismail Abdul Azeez
Issue:
Volume 7, Issue 3, September 2021
Pages:
62-67
Received:
12 May 2021
Accepted:
7 June 2021
Published:
18 August 2021
Abstract: Multicollinearity is an unavoidable problem being faced by researchers in financial and Economic data. It refers to a situation where the degrees of correlations between two or more independent variables are high. This is to say, one explanatory variable can be used in forecasting the other variable. This creates redundant information in a series under study, skewing the results in regression models. There is need to search for the source of the problem and proffering solution to this problem in Economics and Financial data. The data used was extracted from the record of Federal trade commission (FTC), 2019. The commission usually ranks annually arrays of locally made cigarettes in relation to Tar, nicotine and carbon monoxide components that was made available. Farrah-Glauber test and variance inflation factor were used as methods of detection multicollinearity in this paper. SPSS and J-muliti packages were used to analyse the data collected for empirical illustration. The results of analysis indicated that variance inflation factor of X1 and X2 (Tar and Nicotine) are far above 10 (21.63 and 21.90) must be removed or collapsed from the model in order to correct multicollinearity. So, the preciseness of VIF made it to be preferred to Farrah-Glauber test. In line with the analysis, the use of Variance Inflation Factor is more preferred to Farrah-Glauber method. As VIF not only detected but also pointed to the direction of the problem.
Abstract: Multicollinearity is an unavoidable problem being faced by researchers in financial and Economic data. It refers to a situation where the degrees of correlations between two or more independent variables are high. This is to say, one explanatory variable can be used in forecasting the other variable. This creates redundant information in a series u...
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Comparison Between Adomain Decomposition Method and Numerical Solutions of Linear Volterra Integral Equations of the Second Kind by Using the Fifth Order of Non-Polynomial Spline Functions
Elgaili Abdalla Elhassan Ibrahim,
Abdel Radi Abdel Rahman Abdel Gadir Abdel Rahman,
Neama Yahia Mohammed,
Nageeb Abdallah Hamed Haroun
Issue:
Volume 7, Issue 3, September 2021
Pages:
68-79
Received:
11 August 2021
Accepted:
23 August 2021
Published:
31 August 2021
Abstract: Volterra integral equations are a special type of integrative equations; they are divided into two categories referred to as the first and second type. This paper will deal with the second type which has wide range of the applications in physics and engineering problems. Spline functions are piece-wise polynomials of degree n joined together at the break points with n-1 continuous derivatives. The break points of splines are called Knot, spline function can be integrated and differentiated due to being piece wise polynomials and can easily store and implemented on digital computer, non-polynomial spline function apiece wise is a blend of trigonometric, as well as, polynomial basis function, which form a complete extended Chebyshev space. Matlab is a powerful computing system for handling the calculations involved scientific and engineering problems. The aim of this paper is to compare between Adomain decomposition method and numerical solution to solve Volterra Integral Equations of second kind using the fifth order non-polynomial Spline functions by Matlab. We followed the applied mathematical method numerically by Matlab. Numerical examples are presented to illustrate the applications of this methods and to compare the computed results with analytical solutions. Finally by comparison of numerical results, Simplicity and efficiency of this method be shown.
Abstract: Volterra integral equations are a special type of integrative equations; they are divided into two categories referred to as the first and second type. This paper will deal with the second type which has wide range of the applications in physics and engineering problems. Spline functions are piece-wise polynomials of degree n joined together at the...
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Some Properties of Multivalent Analytic Starlike Function Subordinated with Cosine Hyperbolic Function
Muhammad Azam,
Naseer Ullah
Issue:
Volume 7, Issue 3, September 2021
Pages:
80-87
Received:
2 June 2021
Accepted:
19 July 2021
Published:
11 September 2021
Abstract: Abdullah Alotaibi defined a starlike function connected with a cosine hyperbolic function in the year 2020. We establish some appropriate conditions for several features of multivalent analytic starlike function subordinated with cosine hyperbolic function in this article. We determine conditions on α are subordinated by Janowski function. We acquire some suitable conditions by selecting specific values for functions we get some adequate conditions for multivalent starlik function related with cosine hyperbolic. Over the last decade, starlike functions have grown in popularity in both literature and application. Our goal in this work is look at some practical challenges with q-starlike functions. Moreover, we will show that the class described in this research, as well as the results gained, generalizes numerous previously published papers. We need to add some fundamental Geometric function theory literature here to comprehend the notions employed in our work in a straightforward way. To do so, we'll start with the notation, which signifies the class of holomorphic or analytic functions in the holomorphic or analytic functions. Then the relationships must be stable. In addition, all univalent functions will belong to the subfamily. Furthermore, the possibility of subjections between analytic functions and, as shown by, as; the functions, are related by the connection of subjection, if there exists an analytic function with restrictions and such that in addition, if the function is in, we get The aim of this paper is to define a family of multivalent q-starlike functions associated with circular domains and to study some of its useful properties of multivalent analytic functions subordinated cosine hyperbolic function.
Abstract: Abdullah Alotaibi defined a starlike function connected with a cosine hyperbolic function in the year 2020. We establish some appropriate conditions for several features of multivalent analytic starlike function subordinated with cosine hyperbolic function in this article. We determine conditions on α are subordinated by Janowski function. We acqui...
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