Simulation experiments are a means of solving in many fields, and it is the process of designing a model of the real system in order to follow it and identify its behavior through certain models and formulas written according to a repeating software style with a number of iterations. The aim of this study is to build a model that deals with the behavior suffering from the state of (heteroskedasticity) by studying the models (APGARCH & NAGARCH) using (Gaussian) and (Non-Gaussian) distributions for different sample sizes (500,1000,1500,2000) through the stage of time series analysis (identification , estimation, diagnostic checking and prediction). The data was generated using the estimations of the parameters resulting from the application of these models to the return series for the exchange rates of Iraqi dinar against US dollar (IQ/USD) for the period from (21/7/2011) until (21/07/2021) and then using these estimations in the process of generating data. The identifications were made using the (Ljung-Box and ARCH tests) with (1000 replicates) and the result showed the presence of states (autocorrelation and heteroskedasticity) and this states increased with increasing the sample size and the best result of NAGARCH with Normal distribution and the best result of APGARCH with General error distribution. The Maximum Likelihood Estimation method used to estimate the parameters of the models and the best result with largest sample size (2000) , in the diagnostic checking phase the result showed the ability of the models (NAGARCH & APGARCH) to process the states of (autocorrelation and heteroskedasticity) and the best result with (APGARCH) model when the error distributed (General error distribution)
The importance of Baghdad city as the capital of Iraq and the center of the attention of delegations because of its long history is essential to preserve its environment. This is achieved through the integrated management of municipal solid waste since this is only possible by knowing the quantities produced by the population on a daily basis. This study focused to predicate the amount of municipal solid waste generated in Karkh and Rusafa separately, in addition to the quantity produced in Baghdad, using IBM SPSS 23 software. Results that showed the average generation rates of domestic solid waste in Rusafa side was higher than that of Al-Karkh side because Rusafa side has higher population density than Al-Karkh side. T
... Show MoreThere is a great operational risk to control the day-to-day management in water treatment plants, so water companies are looking for solutions to predict how the treatment processes may be improved due to the increased pressure to remain competitive. This study focused on the mathematical modeling of water treatment processes with the primary motivation to provide tools that can be used to predict the performance of the treatment to enable better control of uncertainty and risk. This research included choosing the most important variables affecting quality standards using the correlation test. According to this test, it was found that the important parameters of raw water: Total Hardn
Abstract
The catalytic cracking conversion of Iraqi vacuum gas oil was studied on large and medium pore size (HY, HX, ZSM-22 and ZSM-11) of zeolite catalysts. These catalysts were prepared locally and used in the present work. The catalytic conversion performed on a continuous fixed-bed laboratory reaction unit. Experiments were performed in the temperature range of 673 to 823K, pressure range of 3 to 15bar, and LHSV range of 0.5-3h-1. The results show that the catalytic conversion of vacuum gas oil increases with increase in reaction temperature and decreases with increase in LHSV. The catalytic activity for the proposed catalysts arranged in the following order:
HY>H
... Show MoreThis research aims to clarify the advantages of using the regression method as analytical procedure in the tax audit to reducing the examination cost , time, effort, human and material resources, and represents an applied study in the General Commission of taxes. In order to achieve its objectives the research has used in the theoretical side the descriptive approach (analytical), and in the practical side regression method has been applied to the research sample represented by the soft drinks company that is subject to the tax settlement for the year 2014, where the value of sales has been verified by using the regression method without conductinga comprehensive examination. The most important results of the research indicate that the r
... Show MoreIn this research, the semiparametric Bayesian method is compared with the classical method to estimate reliability function of three systems : k-out of-n system, series system, and parallel system. Each system consists of three components, the first one represents the composite parametric in which failure times distributed as exponential, whereas the second and the third components are nonparametric ones in which reliability estimations depend on Kernel method using two methods to estimate bandwidth parameter h method and Kaplan-Meier method. To indicate a better method for system reliability function estimation, it has be
... Show MoreThe performance evaluation process requires a set of criteria and for the purpose of measuring the level of performance achieved by the Unit and the actual level of development of its activities, and in view of the changes and of rapid and continuous variables surrounding the Performance is a reflection of the unit's ability to achieve its objectives, as these units are designed to achieve the objectives of exploiting a range of economic resources available to it, and the performance evaluation process is a form of censorship, focusing on the analysis of the results obtained from the achievement All its activities with a view to determining the extent to which the Unit has achieved its objectives using the resources available to it and h
... Show MoreThe study focused on the identification of the natural relation between the organizational components, and the most important is the organizational structure, which not hid its effect on each function and operation of the organizational structure through commanding the individual craters and its forms according to the requirement of these function, also it has relation with an organic synthesis that between the dimensions of the organic synthesis and the practice side in the commission of Integrity.
The problem of the research pensioned in some questions about hypothesis and theoretical parts, in which they go a mention about the hypothesis questions is to use all the knowledge's in this atmosphere and th
... Show MoreThis paper aims at studying the illocutionary speech acts: direct and indirect to show the most dominant ones in a presidential speech delivered by the USA president. The speech is about the most critical health issue in the world, COVID-19 outbreak. A descriptive qualitative study was conducted by observing the first speech delivered by president Trump concerning coronavirus outbreak and surveying the illocutionary acts: directive, declarative, commissive, expressive, and representative. Searle's (1985) classification of illocutionary speech acts is adopted in the analysis.
What are the main types of the illocutionary speech acts performed by Trump in his speech?; Why does
... Show MoreForeign trade receives a good deal of economists' attention for its active contribution to economic growth, and imports of goods and services that could not be produced locally constitute an important share of the local economy. Agricultural imports constitute an important share of the total imports due to their role in fulfilling the needs of local markets; however, the agricultural sector in Iraq contributes no more than a limited share of the country's need, which has encouraged the import of a variety of fruits, vegetables and strategic crops and different types of red and white meat. For the sake of identifying the factors affecting the demand on agricultural imports in Iraq, the following factors has been analyzed: th
... Show MoreThe judgment enjoys many potential sources. If we look at these sources with analytical view that enable us to identify the potentials of strength in them which is the existence of features that distinct each place from the other one, which can be considered opportunities that provide the designer and the planner the possibility to design and planning which is based on subs taken from the reality of the available data of the location.
At this point outstands the role of development sources as one of the processes of re-configuring the place which appear as a result of a reality that requires setting new goals for the society and to achieve these goals it takes observations dealing with the place policies that should be taken, so this