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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
Thu Feb 07 2019
Journal Name
Iraqi Journal Of Laser
Design and Comparative Study of a one and Two Stage Blumlein Circuit TEA Nitrogen Laser

Two Prototypes of Transversely Excited at atmospheric pressure (TEA) Nitrogen laser systems (One Stage Blumlein Circuit and Two Stage Blumlein Circuit) were fabricated and operated. High voltage power supply with variable operating voltage (0-20 kv) and operating current (1-3A) was built and tested successfully. The gas flow rate of 15 L/ min and 10 L/ min for OSBC and TSBC was used. The performance of the fabricated systems was studied extensively reaching to the optimum operating conditions. The obtained laser output energy for the first system has linear relationship with the applied voltage. The maximum output energy was about (1.14 mJ) with (10.40) ns pulse duration and the half-wave divergence angle was about (0.1455 m rad). In the

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Publication Date
Sat Dec 15 2018
Journal Name
Journal Of The College Of Education For Women
Social responsibility of kindergarten teachers Eligibility and Government (Comparative Study)

      The present research aims to identify the social responsibility of the kindergarten teachers of the civil and governmental schools (comparative study)? For the purpose of achieving the objectives of the research, the following formulas were formulated:

- Are there statistically significant differences at the level of (0.05) among the kindergarten teachers in the social responsibility scale?

 The current research was limited to kindergarten teachers (governmental and non-governmental) in the Directorate General of Education Baghdad Rusafa / Second.

The main research sample consisted of (100) teachers, (50) teachers from government kindergartens and (50) female kindergarten teache

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Publication Date
Mon Sep 02 2019
Journal Name
Journal Of Legal Sciences
Parts of hire contract to supply specific software: Comparative Study

The aim of this study is to know the capability of the Iraqi system law, to organize contracts of supplying software especially the contract of designing or developing software, according to the requirements of somebody. The  specific software features than typical software, where the later imported as a goods, while the incoming contract to designing or developing specific software represents employment contract, in this case leads to a complicated problems of the type of contract, the later contract may interact with sale contract and lease contract. Hire contract applies to the contract of this study, where supplier to these software is contractor and the person who designed the required software, as a result this study can be di

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Publication Date
Sun Oct 01 2023
Journal Name
Journal Of The Faculty Of Medicine Baghdad
Does the local application of Platelet-Rich Plasma Reduce Hemorrhage after Tonsillectomy? A Comparative Study

Background: Tonsillectomy is one of the most common surgical operations in otolaryngology, post-tonsillectomy hemorrhage is a dangerous complication. Several methods have been used to decrease the rate of post-tonsillectomy hemorrhage, one of these methods, a relatively recent method, is local application of platelet-rich plasma (PRP) to the tonsillar beds.

Objectives: To evaluate the role of local application of autologous PRP to the tonsillar beds, at the time of tonsillectomy, in post-tonsillectomy hemorrhage.

Patients and methods: A prospective comparative study enrolled 64 patients with ages ranging from 6 to 10 years who underwent tonsillectomy with or without adenoid

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Publication Date
Wed Apr 07 2021
Journal Name
Journal Of Legal Sciences
Criminal Order and its Role in Ending the Criminal Case: Comparative Study

The Criminal Order System is a special procedural system that represents a form of (a non-pleading convention), which is intended to confront a particular type of crime in order to put an end to the expiry of the lawsuit resulting from it in a simple and easy manner that does not observe the rules prescribed for ordinary trials. The basic idea in the system of criminal orders is that the case papers in simple crimes contain enough evidence to decide on them without the need to proceed in the normal way of pleading, confronting and hearing witnesses ... etc.

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Publication Date
Mon Feb 04 2019
Journal Name
Journal Of The College Of Education For Women
The regulatory climate in the government and private kindergarten children (Comparative Study)

The research problem boils question is there in Riyadh organizational climate that enables them to do their work properly and whether there are differences between the government and private Riyadh depending on the organizational climate has sought Find measure: 1 regulatory climate for kindergarten 2. The difference between government and private Riyadh depending on the organizational climate. Limited research on the (200) parameter of the Riyadh government and private parameters for the year (20,142,015) In order to achieve the research objectives the researchers built a regulatory climate in accordance with the scientific steps to build a psychological scales measure After the formulation of climate regulation paragraphs of the (30) p

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Publication Date
Thu Feb 07 2019
Journal Name
Iraqi Journal Of Laser
Gingival Enlargement Management using Diode Laser 940 nm and Conventional Scalpel Technique (A Comparative Study)

Diode lasers are becoming popular in periodontal surgery due to their highly absorption by pigments such as melanin and hemoglobin their weak absorption by water and hydroxyapatite makes them safe to be used around dental hard tissues. Objective: The aim of the present study was to evaluate the efficiency of diode laser in performing gingivectomy in comparison to conventional scalpel technique in patients with chronic inflammatory enlargement. Materials and methods: Thirty patients were selected for this study. All of them required surgical treatment of gingival enlargements and were randomly divided into two groups: Control group (treated by scalpel and include sixteen patients) and study group (treated with diode laser 940nm and includ

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Publication Date
Thu Aug 31 2023
Journal Name
Journal Of Legal Sciences
Evidence- Based Premature Termination Implicit: Comparative Study in Contract Theory

For the premature termination of the contract is the creditor’s ability to request the termination of the contract due to the debtor’s breach of the execution date based on the debtor’s explicitness not to perform upon the occurrence of this date or because of a presumption proving that breach. Or return it to the extent of the creditor’s ability to prove what he claims, and thus the burden of proof falls on the creditor.

There is no difficulty in proving the debtor's declaration of non-performance, but the difficulty lies in proving the perceived breach in the future, that is, the creditor concludes earlier on the date of implementation that the debtor will breach his obligation and therefore the creditor does not obtain

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Publication Date
Thu Jun 15 2023
Journal Name
Journal Of Legal Sciences
The Reliance Damages for Depending Upon the Contract - An Analytical Comparative Study with the Iraqi Civil Law

The reliance damages for depending upon the contract are considered as a type of damages arising from the breach of the contract, which are included within the common law remedies for the damage and loss suffered by the non-breaching party. It is worth-bearing in mind that the reliance damages are monetary in nature, and different from such equitable remedies as the specific performance and the injunction which are of real nature. It is to be noted that this piece of research is dedicated to study the concept of the reliance damages in the English law, as well as their states, the judicial doctrines upon which this type of damages is based, and the manner how the courts estimate them. Compared with situation of the Iraqi civil law No. (4

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Publication Date
Fri Dec 01 2017
Journal Name
Journal Of Economics And Administrative Sciences
A comparison between Bayesian Method and Full Maximum Likelihood to estimate Poisson regression model hierarchy and its application to the maternal deaths in Baghdad

Abstract:

 This research aims to compare Bayesian Method and Full Maximum Likelihood to estimate hierarchical Poisson regression model.

The comparison was done by  simulation  using different sample sizes (n = 30, 60, 120) and different Frequencies (r = 1000, 5000) for the experiments as was the adoption of the  Mean Square Error to compare the preference estimation methods and then choose the best way to appreciate model and concluded that hierarchical Poisson regression model that has been appreciated Full Maximum Likelihood Full Maximum Likelihood  with sample size  (n = 30) is the best to represent the maternal mortality data after it has been reliance value param

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