Relevant bibliographies by topics / ADF(Augmented Dickey-Fuller Test)

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Academic literature on the topic 'ADF(Augmented Dickey-Fuller Test)'

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Published: 4 June 2021
Last updated: 18 February 2022

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Journal articles on the topic "ADF(Augmented Dickey-Fuller Test)"

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Deng, Lu. "Augmented Dickey-Fuller Test and the Lag Length Selection Problem." Applied Mechanics and Materials 130-134 (October 2011): 3019–22. http://dx.doi.org/10.4028/www.scientific.net/amm.130-134.3019.

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Many studies indicated that ADF test is very sensitive to different leg length selection models. Based on Hall, and Ng, Perron’s works, this article simulates a more general ARIMA(0,1,q) process and compares the influence of different selection methods to the size and power of the ADF test. Finally, it is proved that the Modified Information Criteria always shows a more proper size and the General to Special Criteria has more robust ADF test properties.
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Anggraini, Try Beta, and Yefriza Yefriza. "NILAI TUKAR RUPIAH DAN NET EKSPOR INDONESIA 2000 – 2017 (GRANGER CAUSALITY TEST)." Convergence: The Journal of Economic Development 1, no. 1 (March 31, 2020): 9–24. http://dx.doi.org/10.33369/convergence-jep.v1i1.10854.

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The aims of this research is to find out the relationship of rupiah exchange rate and net export Indonesia. This research covers the periode for 2000.Q1-2017.Q4, used secondary data which were analyzed using Granger Causality Test and Augmented Dickey Fuller (ADF) and existing data processed by using computer program of Eviews 9.0. The stationary properties of the time series data are examined by using Augmented Dickey-Fuller (ADF) test. Granger Causality test is applied to find out long-run relationship along with causality among the variables. The result of the data analysis show that there is no causality between rupiah exchange rate and net xport. Granger Causality test showed that there is unidirectional causality between net export to rupiah exchange rate. It is mean that net export effect rupiah exchange rate, but rupiah exchange rate does not effect net export. Keywords: Causality, Net Export, Exchange Rate
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FURUOKA, Fumitaka. "MEAN REVERSION IN UNEMPLOYMENT: NEW FINDINGS FROM THE BALTIC TIGERS." Technological and Economic Development of Economy 23, no. 3 (September 18, 2015): 462–82. http://dx.doi.org/10.3846/20294913.2015.1070769.

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The tendency of the unemployment rate to revert to the mean value or the natural rate of unemployment has been one of the most discussed topics in macroeconomics. This study focused on three Baltic countries – Estonia, Latvia and Lithuania – as case studies to investigate unemployment dynamics. Three unit root tests were performed for this purpose: 1) the Augmented DickeyFuller (ADF) test, 2) the Seemingly Unrelated Regressions Augmented Dickey-Fuller (SURADF) test and 3) the Fourier Augmented Dickey-Fuller (FADF) test. The null hypothesis was that unemployment in the Baltic countries is a unit root process. As the findings revealed, the ADF test and the SURADF test failed to reject the null hypothesis of a unit root for all the three Baltic countries. However, the nonlinear FADF test could not reject the null hypothesis for Lithuania. This means that unemployment in Lithuania could be described as a stationary process. As such, it has the tendency to revert to a sustainable level. By contrast, unemployment in Estonia and Latvia would be best characterised as a non-stationary process where the unemployment rate lacks the mean reverting behaviour.
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Castro, Tomás del Barrio, Paulo M. M. Rodrigues, and A. M. Robert Taylor. "THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS." Econometric Theory 29, no. 6 (August 20, 2013): 1289–313. http://dx.doi.org/10.1017/s0266466613000066.

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In this paper we investigate the impact of persistent (nonstationary or near nonstationary) cycles on the asymptotic and finite-sample properties of standard unit root tests. Results are presented for the augmented Dickey–Fuller (ADF) normalized bias and t-ratio-based tests (Dickey and Fuller, 1979, Journal of the American Statistical Association 745, 427–431; Said and Dickey, 1984; Biometrika 71, 599–607). the variance ratio unit root test of Breitung (2002, Journal of Econometrics 108, 343–363), and the M class of unit-root tests introduced by Stock (1999, in Engle and White (eds.), A Festschrift in Honour of Clive W.J. Granger) and Perron and Ng (1996, Review of Economic Studies 63, 435–463). We show that although the ADF statistics remain asymptotically pivotal (provided the test regression is properly augmented) in the presence of persistent cycles, this is not the case for the other statistics considered and show numerically that the size properties of the tests based on these statistics are too unreliable to be used in practice. We also show that the t-ratios associated with lags of the dependent variable of order greater than two in the ADF regression are asymptotically normally distributed. This is an important result as it implies that extant sequential methods (see Hall, 1994, Journal of Business & Economic Statistics 17, 461–470; Ng and Perron, 1995, Journal of the American Statistical Association 90, 268–281) used to determine the order of augmentation in the ADF regression remain valid in the presence of persistent cycles.
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Soebagiyo, Daryono. "KAUSALITAS GRANGER PDRB TERHADAP KESEMPATAN KERJA DI PROVINSI DATI I JAWA TENGAH." Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan 8, no. 2 (December 1, 2007): 177. http://dx.doi.org/10.23917/jep.v8i2.1040.

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This research conducted to know the relation of causality between Regional Gross Domestic Products (PDRB) and level of employment. Research method which applied is Granger causality test. Then to get estimation result, done testing stationerity, integration degree testing by using ADF (Augmented Dickey Fuller), and testing cointegration by using ADF. Data in the research is time series data from year 1979 up to 2004. Analysis result gives conclusion that found unidirectional causality relation from Regional Gross Domestic Product (PDRB) to employment level.
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Oumarou, Issoufou, and Ousseini A. Maiga. "A Causal Relationship Between Trade, Foreign Direct Investment and Economic Growth in Niger." Journal of Social and Economic Statistics 8, no. 2 (December 1, 2019): 24–38. http://dx.doi.org/10.2478/jses-2019-0003.

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Abstract Foreign direct investment and Trade were regarded as an important elements in enhancing economic development. This study used some time series econometric tests including the Augmented Dickey – Fuller (ADF) unit root test developed by Dickey – Fuller, stationary test developed by Kwiatkowski-Philips-Schmidt-Shin (KPSS), Johansen co-integration test and Granger causality test to analyse the connection between foreign direct investment, trade and economic growth in Niger. The tests results showed a bilateral relationship between trade and economic growth and a unidirectional causal relationship between trade and foreign direct investment with direction from trade to foreign direct investment. The long run effect tests revealed that trade has a positive effect on economic growth while foreign direct investment has a negative effect on economic growth in Niger. On average, ceteris paribus, the coefficients are statistically significant at 5% level.
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JIWA ATMAJA, MADE ARISTIAWAN, I. PUTU EKA N. KENCANA, and G. K. GANDHIADI. "ANALISIS KOINTEGRASI JUMLAH WISATAWAN, INFLASI, DAN NILAI TUKAR TERHADAP PRODUK DOMESTIK REGIONAL BRUTO (PDRB) PROVINSI BALI." E-Jurnal Matematika 4, no. 3 (June 27, 2015): 83. http://dx.doi.org/10.24843/mtk.2015.v04.i03.p093.

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This paper aimed to determine long-run equilibrium the tourist arrivals, inflation, exchange rate and gross domestic regional product (GDRP) of Bali Province used Johansen’s cointegration test. First examined whether each stationary variables using augmented dickey fuller (ADF) test. ADF test showed GDRP of Bali, tourist arrivals, and exchange rate are not stationary, so it is assumed stationary in first lag or I(1). While inflation is stationary in level or I(0). Johansen’s cointegration test showed the tourist arrivals, inflation, exchange rate and GDRP of Bali are not cointegrated. Notice that there is no long-run equilibrium, it can not be concluded for structural equation models.
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Bashir, Furrukh, Imran Sharif Chaudhry, Rashid Ahmad, and Fiza Habib. "An Econometric Investigation of Sectoral Output and Environmental Degradation in Pakistan." Review of Education, Administration & LAW 3, no. 3 (December 31, 2020): 443–56. http://dx.doi.org/10.47067/real.v3i3.90.

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This study examines effect of sectoral output (agriculture, industry and services) on environmental degradation in Pakistan ranging from period 1972 to 2017. This study makes use of Augmented Dickey Fuller test (ADF) followed by Autoregressive distributed lag model (ARDL). The empirical results show that Co2 emission in Pakistan is increased by Industrial sector output, population and energy consumption while agriculture sector output, services sector output and exports are reducing carbon dioxide emission.
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Seo, Myung Hwan. "UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP." Econometric Theory 24, no. 6 (July 17, 2008): 1699–716. http://dx.doi.org/10.1017/s0266466608080663.

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This paper develops a test of the unit root null hypothesis against a stationary threshold process. This testing problem is nonstandard and complicated because a parameter is unidentified and the process is nonstationary under the null hypothesis. We derive an asymptotic distribution for the test, which is not pivotal without simplifying assumptions. A residual-based block bootstrap is proposed to calculate the asymptoticp-values. The asymptotic validity of the bootstrap is established, and a set of Monte Carlo simulations demonstrates its finite-sample performance. In particular, the test exhibits considerable power gains over the augmented Dickey–Fuller (ADF) test, which neglects threshold effects.
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Ahad, Muhammad, Talat Afza, and Muhammad Shahbaz. "Financial Development and Estimation of Import Demand Function in Pakistan: Evidence from Combined Cointegration and Causality Tests." Global Business Review 18, no. 1 (February 2017): 118–31. http://dx.doi.org/10.1177/0972150916666909.

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This article explores the relationship between financial development and imports focusing on economic growth and import prices as potential contributors to this relationship. We have applied combined cointegration and causality tests using multivariate model for long-run and augmented Dickey–Fuller (ADF) as well as Phillips–Perron (PP) unit root to test the order of integration of the variables. The empirical evidence confirms the presence of a long-run relationship among the series. Financial development increases imports demand. Economic growth and imports prices decrease imports consumption. Imports are negatively affected by relative prices.
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Dissertations / Theses on the topic "ADF(Augmented Dickey-Fuller Test)"

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Ferreira, Marcos Souza. "Bubble detection in Brazil’s stock market: application of the generalized superior augmented Dickey-Fuller test." reponame:Repositório Institucional do FGV, 2016. http://hdl.handle.net/10438/16704.

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Considering the importance of the proper detection of bubbles in financial markets for policymakers and market agents, we used two techniques described in Diba and Grossman (1988b) and in Phillips, Shi, and Yu (2015) to detect periods of exuberance in the recent history of the Brazillian stock market. First, a simple cointegration test is applied. Secondly, we conducted several augmented, right-tailed Dickey-Fuller tests on rolling windows of data to determine the point in which there’s a structural break and the series loses its stationarity.
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Jurvelin, Olsson Mikael, and Andreas Hild. "Pairs Trading, Cryptocurrencies and Cointegration : A Performance Comparison of Pairs Trading Portfolios of Cryptocurrencies Formed Through the Augmented Dickey Fuller Test, Johansen’s Test and Phillips Perron’s Test." Thesis, Uppsala universitet, Statistiska institutionen, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-385484.

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This thesis analyzes the performance and process of constructing portfolios of cryptocurrency pairs based on cointegrated relationships indicated by the Augmented Dickey-Fuller test, Johansen’s test and Phillips Peron’s test. Pairs are tested for cointegration over a 3-month and a 6-month window and then traded over a trading window of the same length. The cryptocurrencies included in the study are 14 cryptocurrencies with the highest market capitalization on April 24th 2019. One trading strategy has been applied on every portfolio following the 3-month and the 6-month methodology with thresholds at 1.75 and stop-losses at 4 standard deviations. The performance of each portfolio is compared with their corresponding buy and hold benchmark. All portfolios outperformed their buy and hold benchmark, with and without transaction costs set to 2%. Following the 3-month methodology was superior to the 6- month method and the portfolios formed through Phillips Peron’s test had the highest return for both window methods.
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Basoglu, Fatma. "Testing For Rational Bubbles In The Turkish Stock Market." Master's thesis, METU, 2012. http://etd.lib.metu.edu.tr/upload/12614505/index.pdf.

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In this thesis we empirically examine whether the Turkish stock market is driven by rational bubbles over the period between March 1990 and February 2012. The bubble periods are estimated using a recently developed right-tailed unit root test, the generalized sup augmented Dickey-Fuller test of Phillips, Shi and Yu (2011a). Applying their bubble detection and location strategies to weekly price dividend ratio series, we find strong evidence for the existence of rational bubbles in the Turkish stock market benchmark indices as well as sector indices. Our located bubble periods may give early warning signals of the subsequent Turkish financial crisis.
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Mattsson, Henrik, and Jonas Vikström. "Currency Future Efficiency : Do Currency Futures Predict Future Spot Exchange Rates?" Thesis, Umeå universitet, Handelshögskolan vid Umeå universitet, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-45940.

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This paper has tested the efficiency, weak form according to EMH, of the currency future market. The efficiency test has been incorporated in the research question since the market has to be efficient in order for the future to work as predictor of the future spot rate - Can currency futures be used as a tool for predicting futures spot exchange rate? The two sub questions are - Is the prediction power of currency futures stable over time and is the prediction power of currency futures similar for different currencies?   The main theory in the research is the Efficient Market Hypothesis and the Random Walk Hypothesis. The research was conducted with a positivistic philosophy in conjunction with a realistic approach. Since the research question has been deducted from the theoretical framework the research has a deductive approach, a quantitative technique was adapted when the data at hand was mainly future and spot rate data.   Data on 13 currencies ranging from 2005 to 2010 was used. The prices were available in weekly intervals for all currencies except for the Brazilian real, Swiss frank and the Mexican peso. The statistical test that was used is the Augmented Dickey-Fuller test and the Phillips-Ouliaris cointegration test. The test was conducted on the whole timeframe. After that, the data was divided into three sub periods to show if the efficiency where different in the period before the crises (2005-2007), during the crises (2008-2009) and after the crises (2010). The test has also been done on annual and quarterly data to show if the length of the time period tested has an effect on efficiency. The PO test has been conducted on all data and the ADF test has been conducted on the whole timeframe and the sub periods.   The results show that, ten of the currencies which we had weakly data, the future is a good predictor of the future spot exchange rate. This is true when the tests are done on an interval of one year and more. For the three currencies that we had monthly data, the results showed cointegration on the whole timeframe. When shorter time periods were tested the currencies that consisted of monthly data showed no cointegration sooner than the weakly data. When test is done on quarterly data, only one test is cointegrated. It cannot concluded that, the future was not a good predictor for the future spot exchange rate during this time, merely that this particular test might be the true one and that the tests where not able to capture it. Several reasons for this are presented in the analysis chapter, where the statistical tests and their design are mentioned among other reasons.
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Chuang, Chien-Min, and 莊建民. "The Asymptotic Distribution of the Augmented Dickey-Fuller t Test under a Generally Fractionally-Integrated Process." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/42184120549188372665.

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碩士
國立中山大學
經濟學研究所
92
In this paper, we derive the asymptotic distribution of the Augmented Dickey-Fuller t Test statistics, t_{ADF}, against a generalized fractional integrated process (for example: ARFIMA(p,1+d,q) ,|d|<1/2,and p, q be positive integer) by using the propositions of Lee and Shie (2003). Then we discuss why the power decreases with the increasing lags in the same and large enough sample size T when d is unequal to 0. We also get that the estimator of the disturbance''s variance, S^2, has slightly increasing bias with increasing k. Finally, we support the conclusion by the Monte Carlo experiments.
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Jordan, Lisa Marie. "Can recent property price dynamics still be justified by fundamentals or are they indicating house price bubbles?" Master's thesis, 2018. http://hdl.handle.net/10362/36374.

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have fueled the analysis of property price determinants. Using a Fixed Effects model, we analyze to what extent fundamental factors, such as macroeconomic, demographic or real estate market conditions, influence the evolution of housing prices in 15 OECD economies over the period 1970-2016. In the second part of this work, a Rolling Augmented Dickey-Fuller test was applied with the objective of providing evidence for potential bubbles in these OECD countries.
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Book chapters on the topic "ADF(Augmented Dickey-Fuller Test)"

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Yıldız, Furkan. "Globalization, International Trade, and CO2 Convergence." In Handbook of Research on the Empirical Aspects of Strategic Trade Negotiations and Management, 53–64. IGI Global, 2021. http://dx.doi.org/10.4018/978-1-7998-7568-0.ch003.

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The goal of this study is to investigate the potential effects of international trade on per-capita CO2 emissions among trade partners. To achieve this purpose, the Group of Seven (G7) countries and each of their developing trade-partner countries with the highest trade volume have been selected as the sample. The stochastic convergence methodology has been employed using Augmented Dickey Fuller (ADF), Phillips-Perron (PP), and Enders-Lee Fourier unit root tests in order to test for convergence or divergence. Various results have been obtained from the unit root tests. These results suggest international trade to have no general or common effects on per capita CO2 emissions.
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Dinç, Dilek Temiz, Aytaç Gökmen, and Zehra Burçin Kanık. "Energy Policy Issues in Turkey." In Foreign Direct Investments, 1152–68. IGI Global, 2020. http://dx.doi.org/10.4018/978-1-7998-2448-0.ch049.

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Energy is the source of development of the mankind and an indispensable input for economic growth. Currently, most of the energy consumed in the world is composed of fossil fuels which are not environmentally friendly and reliable since their prices are volatile and their supply compels importing countries dependent on energy exporting countries. Thus, a good remedy to reduce fossil fuel dependency is to utilize more renewable energy resources. Renewable resources can be replenished quickly, are almost infinite and would lead a country to sustainable development. The Republic of Turkey is a net importer of energy. The diversification of energy sources and supply security is of great importance for it. Thus, the objective of this study is to analyze the relationship between renewable energy production and economic growth in Turkey by using Johansen Cointegration Test, Vector Error Correction Model (VECM), Granger Causality Test and the Augmented Dickey-Fuller Test (ADF). Consequently, both long run and short run a casualty running from GDP growth to renewable energy production is determined in the study.
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Doğdu, Ali, Gökçe Kurucu, and İhsan Erdem Kayral. "Testing the Validity of Taylor's Rule on Developing Countries for Effective Financial Marketing." In Advances in Marketing, Customer Relationship Management, and E-Services, 450–70. IGI Global, 2020. http://dx.doi.org/10.4018/978-1-7998-2559-3.ch021.

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This chapter examines whether the central bank policy behaviors of E-7 countries are valid by using a Taylor type monetary policy response function. In this context, the policy response function of banks is analyzed by using monthly data for the 2008-2018 period. Then, unit root tests of ADF (Augmented Dickey Fuller), PP (Philips Perron), IPS (Im Peseran Shin) and LLC (Levin Lin Chu) were performed and analyzed by using Dumitrescu-Hurlin methodology. As a result of the analyses conducted using inflationary data, it was observed that short-term interest rates of the central bank affect price stability by causing inflation, but inflation rates did not cause an increase or decrease in short-term interest rates. According to the findings, although inflation does not cause interest rates to change in E7 countries, a causality relationship has emerged from interest rates to inflation rates. These results indicate that the monetary policies implemented in these countries are not carried out in accordance with the Taylor rule.
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"Analyzing Dynamic Causal Linkages Between Developed Stock Markets of Spain and Canada." In Emerging Research on Monetary Policy, Banking, and Financial Markets, 282–93. IGI Global, 2019. http://dx.doi.org/10.4018/978-1-5225-9269-3.ch015.

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The main objective of this chapter involves analyzing dynamic causal linkages between developed stock markets of Spain and Canada. The long-run dynamic causal linkages between international stock markets highlight the importance of a functional and stable financial environment. As an explanation based on chaos theory, seemingly insignificant structural imbalances can easily generate dramatic consequences in the context of a globalized and integrated worldwide financial structure. The empirical analysis is based on daily log-returns of selected developed stock markets major indices during the sample period between June 1993 and December 2013. The financial econometrics empirical research includes the Unit Root Test, the Augmented Dickey-Fuller stationary test, the BDS test and the Granger causality test. The empirical results provide a useful framework on international portfolio diversification and risk management.
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Goel, Nisha, Hima Bindu Kota, Gurinder Singh, Monir Mir, and Bhawna Kumar. "Technological Innovation and Regulation as Determinants of Business Growth." In Technological Innovations for Sustainability and Business Growth, 39–55. IGI Global, 2020. http://dx.doi.org/10.4018/978-1-5225-9940-1.ch004.

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For growth and survival of the business, technological innovations and regulatory reforms in business are absolutely necessary. Over the years, it has become evident that businesses cannot sustain without innovation and since technology is the major facilitator of innovation, it is imperative to sustain and grow businesses. An easy and encouraging regulatory environment is icing on the cake. Technology in business caused tremendous growth in trade & commerce and business concepts & models were revolutionized as a result of the introduction of technology. This chapter studies the role of technological innovations and regulations in the growth of foreign direct investment in an emerging economy, India. Using data for a 10-year period (2008-2017), the sophisticated tools, namely augmented Dickey-Fuller test, Johansen Co-integration test, and Linear Regression analysis are applied. The results show that technological innovations and regulations have a positive impact on attracting foreign direct investment into India and in turn, helping the business in India to grow.
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"Investigating International Causal Linkages Between Latin European Stock Markets in Terms of Global Financial Crisis." In Emerging Research on Monetary Policy, Banking, and Financial Markets, 238–58. IGI Global, 2019. http://dx.doi.org/10.4018/978-1-5225-9269-3.ch012.

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The main objective of this chapter is to investigate international causal linkages between selected Latin European stock markets, such as Romania, Spain, and Italy, in terms of global financial crises. Moreover, the structure of this book chapter includes both theoretical developments and new empirical findings. In recent past, the global phenomenon of increasing cointegration, co-movements and financial contagion patterns between developed and emerging stock markets have significantly influenced foreign investment behavior. The global financial crisis has seriously affected the international financial architecture and global economic stability due to unprecedented dynamic financial contractions. In addition, as strictly economic approach, Romanian labor migration is very high level in Italy and Spain. On the other hand, financial integration and the international causal linkages suggest a certain behavioral pattern between receiving societies. The financial econometrics approach includes various tools such as Unit Root Test, Hodrick-Prescott (HP) filter, Augmented Dickey-Fuller stationary test, BDS test and Granger causality test. The final results provide a comprehensive framework regarding international portfolio diversification, risk management and strategic investment decision making process.
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Conference papers on the topic "ADF(Augmented Dickey-Fuller Test)"

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Kuzu, Serdar, and H. Muhammet Kekeç. "Analysis of the Effect of Weighted Average Cost of the CBRT Funding on BIST100 Index, BISTXBANK Index and Exchange Rate." In International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c08.01884.

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This study is found to find out how Weighted Average Funding Cost, which is new policy tool implemented by The Central Bank of Turkey (CBRT) in 2011, weighted average funding cost -aiming at removing the ambiguities seen in the financial variables and minimizing the effect of capital movements on these variables is reviewed. In this study, the effects of the interest rate policy of the Central Bank of the Republic of Turkey (CBRT) on BIST100 index, BISTXBANK index and exchange rate are tested by Augmented Dickey Fuller Test (ADF), ML-GARCH and DCC GARCH models based on ENGLE, R.F. and SHEPPARD, K. (2001). According to the findings obtained, it is concluded that the decisions of the Weighted Average Funding Cost related to Central Bank of the Republic of Turkey (CBTR) lending and borrowing interest rates are direct effective on BIST100 index, BISTXBANK index but indirect with Exchange rate.
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Uysal, Özgür, and Sultan Sat. "Causality Relationship between Export and Economic Growth: The Case of Russia." In International Conference on Eurasian Economies. Eurasian Economists Association, 2015. http://dx.doi.org/10.36880/c06.01438.

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Nowadays, together with the process of globalization, the relation between export and economic growth has begun to gain importance when decisions regarding economic situation of a country are taken, and when estimations concerning economy are made. The relation between economic growth and export has become one of the most disputable issues of the economic literature. The main objective of this study is to find out the direction of the relation between export and economic growth in Russia. Analysis was performed by using quarterly export and economic growth data of belonging from 1997:01 to 2014:04.The stability of the variables was initially determined by using Augmented Dickey – Fuller (ADF) unit root test. Subsequently, the existence of co-integration between variables was investigated by using Johansen Co–integration Test. In the last stage, the direction of the relationship between variables was determined by using Granger Causality Test. As a result of the analyses carried out, it was determined that bi-directional causality exists between export and economic growth in Russia between the years 1997-2014.
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Zhang, Fusheng, Yang Zhao, Shumei Zhang, Wentao Wu, and Chao Tan. "Spacecraft Equipment Health Condition Monitoring Based on Augmented Dickey-Fuller Test and Gaussian Mixture Model." In 2021 IEEE International Conference on Mechatronics and Automation (ICMA). IEEE, 2021. http://dx.doi.org/10.1109/icma52036.2021.9512583.

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