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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
Fri Aug 01 2014
Journal Name
Int. J. Mod. Eng. Res
Exact solutions for MHD flow of a viscoelastic fluid with the fractional Burgers’ model in an annular pipe

This paper presents an analytical study for the magnetohydrodynamic (MHD) flow of a generalized Burgers’ fluid in an annular pipe. Closed from solutions for velocity is obtained by using finite Hankel transform and discrete Laplace transform of the sequential fractional derivatives. Finally, the figures are plotted to show the effects of different parameters on the velocity profile.

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Publication Date
Wed Dec 29 2021
Journal Name
Journal Of Legal Sciences
Administrative protection of young people in Iraq Comparative study with the United Arab Emirates

Because of what Iraq faced in the last quarter of the last century of wars and military conflicts and the aftermath of the economic blockade, as well as the recent occupation suffered by Iraq in the contemporary century, which culminated in lawlessness and the spread of terrorism and the most prominent on the Iraqi street manifestations not prepared before paved to the aggravation and collapse in the community system As a result of the political and social changes, all this highlighted the need for public facilities specialized in social protection for young people to provide all the new requirements, and the find a legal system commensurate with the circumstances and circumstances.

In light of the current challenges, the State h

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Publication Date
Wed May 29 2019
Journal Name
مجلة العلوم القانونية
The extent of responsibility - the seller of Alcohol or the provider – the civil towards the drug addicts and their victims "A comparative study"

There are many harmful acts that occur from drunkards in this case, especially those resulting from car accidents. The world is witnessing dozens or even hundreds of car accidents due to alcohol consumption. These accidents often result in serious injuries that could lead to the death of the drunk driver and those in the car As well as other persons present in the other vehicles with which the incident occurred or pedestrians on the street, as well as damage to private or public property, and if the order of return of the affected persons on the pretext of civil liability (tort) is made as a direct cause of the harmful act, Is entitled Do they like this refer to the liquor seller or their provider as the culprit? Or are they not related to

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Publication Date
Tue Feb 27 2024
Journal Name
Mathematical Modelling Of Engineering Problems
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Publication Date
Wed Oct 30 2019
Journal Name
Journal Of Legal Sciences
The Judge's Estimation Power in Giving the Judicial Term in the Execution Case: comparative study

The judge's estimation power in giving the judicial term in the execution case is represented in the possibility of amending the term of the contract commitment. That term on which both parties agreed to execute the contract commitment at its due date, because at the due date of fulfilling the commitment the debtor is bounded to pay, yet this fulfillment may be exhausting to the debtor, or causing him damage or harm more than that damage caused to the creditor in delaying the fulfillment.                             

             &nb

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Publication Date
Tue Oct 23 2018
Journal Name
Journal Of Economics And Administrative Sciences
Comparative study of between P chart and Multinomial Fuzzy quality control chart ( FM).

Quality is one of the important criteria to determine the success of product. So quality control is required for all stages of production to ensure a good final product with lowest possible losses. Control charts are the most important means used to monitor the quality and its accuracy is measured by quickly detecting unusual changes in the quality to maintain the product and reduce the costs and losses that may result from the defective items. There are different types of quality control charts and new types appeases involving the concept of fuzziness named multinomial fuzzy quality control chart (FM) , dividing the product to accepted and not may not be accurate therefore adding fuzziness concept to quality charts confirm and a

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Publication Date
Fri Feb 01 2019
Journal Name
Journal Of Economics And Administrative Sciences
"The relationship between the profits management and profits quality and their impact on users of accounting information (A comparative study of a sample of banks listed in the Iraqi market for securities)

The aim of the research is to determine the impact of profit management practices on the quality of profits through the use of flexibility in determining accounting methods and practices profit information is one of the most important information that concerns current users in general and observing users in particular. Some corporations managements manipulate the results of the company's profit or loss (income statement) and financial position statement with multiple reasons, including capital market motivations to raise their share prices in the stock market and attract investors, and on the other hand the motives of funding and borrowing loans, and the use of the flexibility in accounting policies and estimates to change the in

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Publication Date
Fri Dec 31 2010
Journal Name
مجلة العلوم القانونية
The moment of concluding the contract according to the United Nations Convention on Contracts for the International Sale of Goods (1980) (A comparative study with some Arab and foreign legislations)

هناك صورتان ینعقد بهما العقد (التعاقد بین حاضرین، والتعاقد بین غائبین)، وتظهر الحاجة لتحدید وقت انعقاد العقد، وبشكل أكبر، في التعاقد بین غائبین، باعتبار أن هناك فترة زمنیة تفصل بین إعلان القبول والعلم به. ویظهر من النظریات الأربعة المعروفة لدى الفقه القانوني والمحددة لزمان انعقاد العقد( نظریة اعلان القبول ، نظریة تصدیر القبول ، نظریة وصول القبول ، نظریة العلم بالقبول ) أنه من الصعب تغلیب نظریة على اخرى، إذا م

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Publication Date
Mon Jan 01 2018
Journal Name
Journal Of The College Of Languages (jcl)
‘There is no place like home’: A Comparative Study of the Meaning of Home in The Wonderful Wizard of Oz and Peter and Wendy

The Wonderful Wizard of Oz and Peter and Wendy present universal ideas that exist in all times, despite being written in the beginning of the 20th century. Among the most significant ones is the concept of “home”. The article discusses the essentiality of the idea of “home” where the identity of an individual shapes, and where one’s spiritual, psychological, and physical being develop. It also studies the attitudes of each protagonist towards the concept of ‘home’ based on their understanding of it and according to their gender differences. The characters in both stories tread on the path of perplexity between leaving their homes and returning to them. Peter’s world is the world of imagination while Doro

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Publication Date
Sun Feb 01 2015
Journal Name
Journal Of Economics And Administrative Sciences
Reliability Estimation Of Fuzzy Failure Times Of Free Distribution And It Use To Estimate The Fuzzy Reliability Of Mosul Dam

The way used to estimate the fuzzy reliability differs according to the nature of the information of failure time which has been dealt in this research.The information of failure times has no probable distribution to explain it , in addition it has fuzzy quality.The research includes fuzzy reliability estimation of three periods ,the first one from 1986 to 2013,the second one from 2013 to 2033 while the third one from 2033 to 2066 .Four failure time have been chosen to identify the membership function of fuzzy trapezoid represented in the pervious years after taking in consideration the estimation of most researchers, proffional    geologists and the technician who is incharge of maintaining of Mosul Dam project. B

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