The Purpose of this research is a comparison between two types of multivariate GARCH models BEKK and DVECH to forecast using financial time series which are the series of daily Iraqi dinar exchange rate with dollar, the global daily of Oil price with dollar and the global daily of gold price with dollar for the period from 01/01/2014 till 01/01/2016.The estimation, testing and forecasting process has been computed through the program RATS. Three time series have been transferred to the three asset returns to get the Stationarity, some tests were conducted including Ljung- Box, Multivariate Q and Multivariate ARCH to Returns Series and Residuals Series for both models with comparison between the estimation and forecasting models based on the criterion, mean Squared error (MSE), compared to the Suitability of these two models of the nature of the data and the ability to Capture the volatility. We concluded that BEKK is better than DVECH in forecasting from the model.
The two most popular models inwell-known count regression models are Poisson and negative binomial regression models. Poisson regression is a generalized linear model form of regression analysis used to model count data and contingency tables. Poisson regression assumes the response variable Y has a Poisson distribution, and assumes the logarithm of its expected value can be modeled by a linear combination of unknown parameters. Negative binomial regression is similar to regular multiple regression except that the dependent (Y) variables an observed count that follows the negative binomial distribution. This research studies some factors affecting divorce using Poisson and negative binomial regression models. The factors are unemplo
... Show MoreThis paper delves into some significant performance measures (PMs) of a bulk arrival queueing system with constant batch size b, according to arrival rates and service rates being fuzzy parameters. The bulk arrival queuing system deals with observation arrival into the queuing system as a constant group size before allowing individual customers entering to the service. This leads to obtaining a new tool with the aid of generating function methods. The corresponding traditional bulk queueing system model is more convenient under an uncertain environment. The α-cut approach is applied with the conventional Zadeh's extension principle (ZEP) to transform the triangular membership functions (Mem. Fs) fuzzy queues into a family of conventional b
... Show MoreThis study is concerned with the comparison of the results of some tests of passing and dribbling of the basketball of tow different years between teams of chosen young players in Baghdad. Calculative methods were used namely (Arithmetic mean, Value digression and T.test for incompatible specimens). After careful calculative treatments, it has been that there were abstract or no abstract differences in the find results of chestpass, highdribble and cross-over dribble. The clubs were: (Al-Khark, Air defence, Police and Al-Adamiyah) each one separate from the other for the year (2000-2001). After all that many findings were reached such as the lack of objective valuation (periodical tests) between one sport season and the other. In the light
... Show MoreThe appropriateness of the verses and surahs of the Qur’an, and the connection of their structures, is one of the aspects of the miraculousness of the Holy Qur’an, and it is an honorable knowledge by which the intellect guesses, and by which the value of the one who says what he says is known, and this science was written to appear in the early fourth century AH.
The occasion makes the parts of speech entwined with each other, so that connection is strengthened, and the composition becomes the same as the case of a tight construction that is compatible with the parts.
The Holy Qur’an has adopted a unique approach in its presentation of issues, in contrast to all previous and subsequent approaches. Sometimes he mentions a part
This research Find semantic relations between the Holy Quran and readings anomalous in particular, does not mention the readings anomalies are all but signed the examples of them where he found a marked contrast between them and what is known in the Holy Quran, and the intervention of research in the words of the commentators and between their views and stated what is unacceptable and what before, nor Luck meaning significantly different in some readings, leading to different Islamic ruling as well, also found that of the readings made clear what is meant by the blessed verse in the Holy Quran and signed to be even if it was abnormal.
The present study investigates the effect of the de-sanding (recycling system) on the bearing capacity of the bored piles. Full-scale models were conducted on two groups of piles, the first group was implemented without using this system, and the second group was implemented using the recycling system. All piles were tested by static load test, considering the time factor for which the piles were implemented. The test results indicated a significant and clear difference in the bearing capacity of the piles when using this system. The use of the recycling system led to a significant increase in the bearing capacity of the piles by 50% or more. Thus it was possible to reduce the pile length by (15 % or more) thus, and implementation costs
... Show MoreThe present study investigates the effect of the de-sanding (recycling system) on the bearing capacity of the bored piles. Full-scale models were conducted on two groups of piles, the first group was implemented without using this system, and the second group was implemented using the recycling system. All piles were tested by static load test, considering the time factor for which the piles were implemented. The test results indicated a significant and clear difference in the bearing capacity of the piles when using this system. The use of the recycling system led to a significant increase in the bearing capacity of the piles by 50% or more. Thus it was possible to reduce the pile length by (15 % or more) thus, and implementation c
... Show MoreReliability has an important role in both the industrial and engineering applications. So the need for Reliability Tests appeared are series of tests a discover out of factors that appear through the test, knowledge limit of fit a specifics production addition for getting on goodness of production.
Therefore, the need for research to test for censor data from ( Type II ) for exponential distribution with one parameter and that test it’s (Reliability Growth) includes three curves are Idealized Growth curve estimation parameters and reliability with maximum likelihood method, Duane Growth curve takes estimation parameters and reliability with least squares method, Exponential Reliability Growth Cur
... Show MoreIn this paper has been building a statistical model of the Saudi financial market using GARCH models that take into account Volatility in prices during periods of circulation, were also study the effect of the type of random error distribution of the time series on the accuracy of the statistical model, as it were studied two types of statistical distributions are normal distribution and the T distribution. and found by application of a measured data that the best model for the Saudi market is GARCH (1,1) model when the random error distributed t. student's .