Paper Title
Forecasting for Protein Food Items Productions in India: Granger Co-integration Test for VECM
Article Identifiers
: Authors
Keywords
Food Production, Granger Co-integration Test VECM
Abstract
Vector Error Correction Model (VECM) which can be used for data series which are non stationery and have co integration relationship (long term relationship). This study involved one variable and the model VAR (Vector Autoregressive) has been used. Before the model can be chosen, the stationary data must be check. In testing the stationary data, a combination of time series plot, correlogram of ACF and unit root test can be used. The next step is to test the co integration to analyze the long term relationship among the variables used in this study. When the data are stationary as at ordered and there is a co integration relationship as large as r, then the model VAR which is going to be used is Vector Error Correction Model (VECM). In this study the data which are going to be analyzed are Protein Food Productions. The data used in this study was obtained from 1985-2019.
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How To Cite (APA)
Dr. Sameerabanu P (October-2022). Forecasting for Protein Food Items Productions in India: Granger Co-integration Test for VECM . INTERNATIONAL JOURNAL OF NOVEL RESEARCH AND DEVELOPMENT, 7(10), 324-329. https://ijnrd.org/papers/IJNRD2210167.pdf
Issue
Volume 7 Issue 10, October-2022
Pages : 324-329
Other Publication Details
Paper Reg. ID: IJNRD_183675
Published Paper Id: IJNRD2210167
Downloads: 000122255
Research Area: Science
Author Type: Indian Author
Country: Thanjavur, Tamilnadu, India
Published Paper PDF: https://ijnrd.org/papers/IJNRD2210167.pdf
Published Paper URL: https://ijnrd.org/viewpaperforall?paper=IJNRD2210167
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