Using The Fully Modified M Method In Estimating The Effect Of Cultivated Area On Barley Production In Iraq For The Period 1970-2018

Authors

  • A.S. Azhar Kadhim Jbarah
  • Prof Dr. Ahmed Shaker Mohammed

Keywords:

Robust Estimating Methods, Fully Modified M Method, Stationary And Nonstationary Time Series, Autoregressive-Moving Average

Abstract

Abstract

The research is concerned with estimating the effect of the cultivated area of barley crop on the production of that crop by estimating the regression model representing the relationship of these two variables. The results of the tests indicated that the time series of the response variable values is stationary and the series of values of the explanatory variable  were nonstationary and that they were integrated of order one ( I(1) ), these tests also indicate that the random error terms are auto correlated and can be modeled according to the mixed autoregressive-moving average models ARMA(p,q), for these results we cannot use the classical estimation method to estimate our regression model, therefore, a fully modified M method was adopted, which is a robust estimation methods, The estimated results indicate a positive significant relation between the production of barley crop and cultivated area.

Downloads

Download data is not yet available.

Published

2022-03-27