1) Augmented Dickey-Fuller Test
The data used in this research are fixed and can be
considered in return to the 11variables. See fig. 5
Fig. 5 shows as the ADF Test Statistic level of all variables
which contain Unit Root or time series is qualified Non
Stationary. This means that all variables have stationary
International Journal of Computer Science and Electronics Engineering (IJCSEE) Volume 3, Issue 3 (2015) ISSN 2320–4028 (Online)
260
qualifications at First Differencing include FFB_F Price,
CPO_T Price, CPO_M Price, CPO_L Price, B100 Price,
RPO_T Price, RPO_M Price, Cooking Oil Price,
GDP_Percapita, SBO_W Price, RSS_F Price and QFFB_F.
The value from the test was conducted by considering the tautest value is greater than the tau-critical. The researcher takes
the first difference to calculate the equilibrium relationship
and found that variables have long-term equilibrium
relationships. The researcher uses that suitable variable to
build ARIMAX Model.
1) Augmented Dickey-Fuller TestThe data used in this research are fixed and can beconsidered in return to the 11variables. See fig. 5Fig. 5 shows as the ADF Test Statistic level of all variableswhich contain Unit Root or time series is qualified NonStationary. This means that all variables have stationaryInternational Journal of Computer Science and Electronics Engineering (IJCSEE) Volume 3, Issue 3 (2015) ISSN 2320–4028 (Online)260qualifications at First Differencing include FFB_F Price,CPO_T Price, CPO_M Price, CPO_L Price, B100 Price,RPO_T Price, RPO_M Price, Cooking Oil Price,GDP_Percapita, SBO_W Price, RSS_F Price and QFFB_F.The value from the test was conducted by considering the tautest value is greater than the tau-critical. The researcher takesthe first difference to calculate the equilibrium relationshipand found that variables have long-term equilibriumrelationships. The researcher uses that suitable variable tobuild ARIMAX Model.
การแปล กรุณารอสักครู่..
