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A Comparative Study for Estimate Fractional Parameter of ARFIMA Model

      Long memory analysis is one of the most active areas in econometrics and time series where various methods have been introduced to identify and estimate the long memory parameter in partially integrated time series. One of the most common models used to represent time series that have a long memory is the ARFIMA (Auto Regressive Fractional Integration Moving Average Model) which diffs are a fractional number called the fractional parameter. To analyze and determine the ARFIMA model, the fractal parameter must be estimated. There are many methods for fractional parameter estimation. In this research, the estimation methods were divided into indirect methods, where the Hurst parameter is estimated first, and then the fractional integration parameter is estimated from it by a relation between them. As for direct methods, the fractional integration parameter is estimated directly without relying on Hurst's parameter, and most of them are semi parametric methods. In this paper, some of the most common direct methods were used to estimate the fraction modulus namely (Geweke-Porter-Hudak, Smoothed Geweke-Porter-Hudak, Local Whittle, Wavelet and weighted wavelet), using simulation method with different value of (d) and different size of time series. The comparison between the methods was done using the mean squared error (MSE). It turns out that the best methods to estimate the fractional parameter is (Local Whittle).

      The ARFIMA model was generated by a function programmed by the MATLAB statistical program

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Publication Date
Sat Oct 28 2023
Journal Name
Baghdad Science Journal
COMPARATIVE STUDY BETWEEN A NOVEL DETERMINISTIC TEST FOR MERSENNE PRIMES AND THE WELL-KNOWN PRIMALITY TESTS

In this article, a new deterministic primality test for Mersenne primes is presented. It also includes a comparative study between well-known primality tests in order to identify the best test. Moreover, new modifications are suggested in order to eliminate pseudoprimes. The study covers random primes such as Mersenne primes and Proth primes. Finally, these tests are arranged from the best to the worst according to strength, speed, and effectiveness based on the results obtained through programs prepared and operated by Mathematica, and the results are presented through tables and graphs.

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Publication Date
Fri Dec 14 2018
Journal Name
Iraqi National Journal Of Nursing Specialties
Evaluation of Diabetes Self-Management among Patients in Baghdad City: A Comparative Study

Objective(s): To Evaluate Diabetes self –management among patients in Baghdad City and to compare
between these patients self-management relative to the type of the disease.
Methodology: A descriptive design was conducted in Baghdad city, started from November 16th 2017 to the
end of May 17 th 2018 in order to evaluate Diabetes self-management. Purposive (non-probability) sample,
which was consisted of (120) patients who were diagnosed with D.M. The sample is comprised of (60) patient
with diabetes type I and (60) patient with diabetes type II. It is consisted of (60) male and (60) female. A
questionnaire is constructed for the purpose of the study. It is composed of (42) items. Reliability and validity of
the ques

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Publication Date
Wed Oct 07 2020
Journal Name
Journal Of Legal Sciences
The status of the Arabic language in the Constitution of the Republic o f Iraq for the year 2005: A comparative study

    The Constitution of the Republic of Iraq for the year 2005, in force and following most of the previous Iraqi constitutions and the constitutions of the Arab countries, states that Arabic is the official language of the state.  Recognition of the great and lofty status of it, it is the language sanctified by the Creator (Almighty), by choosing a language not written by Heaven and the dominant of them all (the Holy Quran).  In addition, it is also the endowment of lingual to the seal of his prophets and the leader of his messengers, the greatest Prophet Muhammad bin Abdullah (peace be upon him).  Moreover, this is what questioned the study of the rules of this constitutional demarcation of the Arabic lang

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Publication Date
Thu Feb 07 2019
Journal Name
Journal Of The College Of Education For Women
Iraqi Third Year College Students' Recognition of English Idioms: A Comparative Study

An idiom is a group of words whose meaning put together is different from the meaning of
individual words. English is a rich language when it comes to idioms, they represent variety. For
foreign learners, idioms are problematic because even if they know the meaning of individual
words that compose an idiom the meaning of it might be something completely different.
The present study investigates Iraqi third year college students’ recognition of idioms. To
achieve this, the researchers have conducted a test which comprises three questions. Certain
conclusions are reached here along with some suggestions and recommendations.

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Publication Date
Thu Aug 03 2023
Journal Name
Journal Of Legal Sciences
Evidence of Proof in the Administrative Investigation and Employee Guarantees Towards it : A Comparative Study

The aim of this research is to identify the guarantees of collecting evidence in the administrative investigation in both the Federal Decree-Law No. (11) of 2008 regarding human resources in the federal government and its amendments, and Ministerial Resolution No.(1) of 2018 regarding the executive regulations of the Human Resources Law in the Federal Government, Compared to the Jordanian Civil Service System No.(9) for the year 2020. In order to find out the guarantees obtained by the employee to whom the job violation is attributed in order to confront the authority of the administration in the event that he is referred to the administrative investigation in the stage of collecting evidence. And to search for the balance between the le

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Publication Date
Sat May 01 2021
Journal Name
Journal Of Physics: Conference Series
Discrete wavelet based estimator for the Hurst parameter of multivariate fractional Brownian motion
Abstract<p>In this paper, wavelets were used to study the multivariate fractional Brownian motion through the deviations of the random process to find an efficient estimation of Hurst exponent. The results of simulations experiments were shown that the performance of the proposed estimator was efficient. The estimation process was made by taking advantage of the detail coefficients stationarity from the wavelet transform, as the variance of this coefficient showed the power-low behavior. We use two wavelet filters (Haar and db5) to manage minimizing the mean square error of the model.</p>
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Publication Date
Thu Feb 01 2018
Journal Name
Journal Of Economics And Administrative Sciences
Comparison Some Robust Estimators for Estimate parameters logistic regression model to Binary Response – using simulation)).

 

 The logistic regression model of the most important regression models a non-linear which aim getting estimators have a high of efficiency, taking character more advanced in the process of statistical analysis for being a models appropriate form of Binary Data.                                                          

Among the problems that appear as a result of the use of some statistical methods I

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Publication Date
Tue Mar 01 2011
Journal Name
Journal Of Economics And Administrative Sciences
Building a mathematical model for measuring and analyzing the general equilibrium in the Iraqi economy through the IS-lm-BP model

In order to achieve overall balance in the economy to be achieved in different markets and at one time (market commodity, monetary and labor market and the balance of payments and public budget), did not provide yet a model from which to determine the overall balance in the economy and the difficulty of finding the inter-relationship between all these markets and put them applied in the form of allowing the identification of balance in all markets at once.

One of the best models that have dealt with this subject is a model
(LM-BP-IS), who teaches balance in the commodity market and money market and balance of payments and the importance of this issue This research tries to shed light on the reality

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Publication Date
Sat Dec 15 2018
Journal Name
Journal Of Legal Sciences
mbalance between the executive and legislative branches In the Constitution of the Republic of Iraq for 2005: A comparative study

The most important right parliamentary system features it is based on three key elements must be met in order for this system is characterized by Balbrlmana, and these features lie in cooperation and balance between the executive and legislative branches also lies in the equality between the two branches, and this can not be achieved unless there is a mutual understanding between them, and this understanding can only be achieved if all possessed the power of the media and the influence of pressure is what makes other power stands at a certain point

Therefore constitutional rules came in this system to decide the legislative authority of certain rights exercised in the face of the executive branch and check use effective on its wo

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Publication Date
Wed May 11 2022
Journal Name
Journal Of Economics And Administrative Sciences
Comparing Some Methods For A single Imputed A missing Observation In Estimating Nonparametric Regression Function

In this paper, we will study non parametric model when the response variable have missing data (non response) in observations it under missing mechanisms MCAR, then we suggest Kernel-Based Non-Parametric Single-Imputation instead of missing value and compare it with Nearest Neighbor Imputation by using the simulation about some difference models and with difference cases as the sample size, variance and rate of missing data.      

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