Sentence examples for integrated of order from inspiring English sources
It relies on the properties of the complex conjugate integrated of order one processes which are implicitly at work in the real time series.
Accordingly, all variables are integrated of order one I(1).
We therefore say they are integrated of order one.
In other words, the variables are integrated of order 1 i.e. I(1) series).
Therefore, PC, COAL, OIL and STOCK are all integrated of order 1.
With the ADF test, both of these variables are integrated of order one.
Despite some evidence against the I(1) hypothesis from the KPSS test and the one break version of the LS test for the logged Mexican price series, most of the evidence from unit root tests suggest that all series are integrated of first order and the remainder of the work is conducted under that assumption.
We performed regression on the variables, and since the variables were integrated of the same order, the regression results are levels remained fit.
Since all the variables have been found to be integrated of a unique order we have identified the long run relationship among them by establishing the panel cointegration.
Where; i = {1, 2, 3} represents the domestic food market, external food market, and the energy market; x i are vectors of variables that are integrated either of order 1 order; α i are the adjustment parameters, β i are matrices of long-run coefficients, ∅ i are the short run coefficients, π i are vectors of constants.
A series is integrated, say, of order 1 (I(1)) if the changes (or differences: Δx t = x t − x t − 1) of the series generate stationarity (I(0)), leading to the expanded ARIMA model (ARIMA p,d,q)), where d is the degree of differencing [ 37].
