جستجوی مقالات مرتبط با کلیدواژه « Seasonal Unit Root » در نشریات گروه « اقتصاد کشاورزی »

With the increasing contribution of aquaculture to seafood supply, the interactions between fisheries and aquaculture are expected to become even more important. So this paper has investigated seasonality price integration for farmed and wild fishes in Fars province. The analysis draws on monthly price data from March 2007 to March 2013 for four species of fish, including Shir, Ghobad, Sangsar and Ghezelalla and applies seasonal unit root and integration approaches. The results show that almost seasonal unit roots have bilateral causality and farmed and wild fishes markets are integrated. Therefor policy making in each market will effect on price behavior in the other markets.

This study tries to model the seasonal behavior of GDP in different economic sectors (agriculture, services, oil) using periodic autoregressive (PAR) and seasonal integration (SI) models during 1998:3-2010:6. According to the results, the GDP of agricultural sector has a regular and periodic behavior, therefore employing the periodic autoregressive model for GDP behavior of this sector can be very effective. Results of the Hylleberg et al (1990) seasonal unit root test showed seasonal behavior in service sector, so the data became stationary using appropriate filters and then the appropriate seasonal integration model was estimated. The oil sector showed no seasonal behavior, and autoregressive integrated moving average (ARIMA) model is applied to model the GDP of this sector. Finally, the fitted models applicated to forecast the next two years production in economic sectors. So, due to the different nature of the various economic sectors, studying the sectors independently is recommended

Considering importance and the role of forecasting water consumption in water resources management and implementing appropriate short- and long-run policies in order to optimize water demand، therefore، this study aims to provide a model for predicting the water consumption via Box and Jenkins method. To this end، monthly data for the domestic and Agricultural Water Consumptions of Tehran Province for 2001-2009 has been used. A HEGY seasonal and non-seasonal unit roots test، which was presented by Beaulieu and Miron (1993) for expanding monthly data has been performed. Following Box-Jenkins’ approach on the converted data، and were chosen to forecast water consumption in domestic and agriculture sectors، respectively. The results water consumption in each period was influenced by their level and the shocks they received during the previous periods. Therefore an approximate، not an exact prediction of the mentioned values lets the policy-makers have a general view towards the future value of the domestic and agricultural water consumption in the following months so that they can plan and make future decisions effectively in order to take necessary initiatives for appropriate management of water consumption and operation of water reservoirs.

Investigation of spatial integration (convergence) as an indicator of the efficiency of markets and test of Law of One Price (LOP) in these markets, in the literature of market structure is very important. Seasonal nature of the monthly price series provides different conditions. Therefore in this study spatial integration of Marine Bony fish markets in Guilan and Mazandaran at least 120 months during 2001:1 to 2010:12 will be investigated. Given that fishing season is from October to late April, for the remaining five months (May to September) has been used from registered prices by Iranian Fisheries Organization. In this study a new approach of investigating seasonal unit root and estimating the Seasonal Error Correction Model (SECM) have been used. The results show that there is seasonal co-integration in types of fish market and spatial markets in two provinces of Mazandaran and Guilan obey from LOP. Therefore this long-term seasonal dynamics in error correction calculations and forecasting future situation of price behavior in the fish markets must be considered. Otherwise, price policy and market planning in order to achieve suitable spatial efficiency in the long run will fail.