Pub Date : 2023-03-15DOI: 10.59170/stattrans-2023-027
Emilia Tomczyk
This article is set within the framework of studies focusing on the impact of the SARS-CoV-2 virus on the dynamics of economic activity. For the purposes of the analysis of the expectations expressed in business tendency surveys, the paper aims to verify whether the pandemic of 2020-2022 can be seen as just another contraction phase. Entropy and dissimilarity measures are employed to study the characteristics of the expectations and assessments expressed in the business tendency survey of Polish manufacturing companies. The empirical results show that the dynamics of the manufacturing sector data, particularly as far as general economic conditions are concerned, set the pandemic period apart. The economic consequences of the COVID-19 pandemic expressed in business tendency surveys tend to be unfavourable, but the statistical properties or the degree of the concentration of respondents’ answers do not correspond closely either to the expansion or contraction phases of the business cycle.
{"title":"Dynamics of survey responses before and during the pandemic: entropy and\u0000 dissimilarity measures app","authors":"Emilia Tomczyk","doi":"10.59170/stattrans-2023-027","DOIUrl":"https://doi.org/10.59170/stattrans-2023-027","url":null,"abstract":"This article is set within the framework of studies focusing on the impact of the\u0000 SARS-CoV-2 virus on the dynamics of economic activity. For the purposes of the analysis\u0000 of the expectations expressed in business tendency surveys, the paper aims to verify\u0000 whether the pandemic of 2020-2022 can be seen as just another contraction phase. Entropy\u0000 and dissimilarity measures are employed to study the characteristics of the expectations\u0000 and assessments expressed in the business tendency survey of Polish manufacturing\u0000 companies. The empirical results show that the dynamics of the manufacturing sector\u0000 data, particularly as far as general economic conditions are concerned, set the pandemic\u0000 period apart. The economic consequences of the COVID-19 pandemic expressed in business\u0000 tendency surveys tend to be unfavourable, but the statistical properties or the degree\u0000 of the concentration of respondents’ answers do not correspond closely either to the\u0000 expansion or contraction phases of the business cycle.","PeriodicalId":37985,"journal":{"name":"Statistics in Transition","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41637901","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-03-15DOI: 10.59170/stattrans-2023-021
Muhammad Nadeem, Khadija Noreen, H. M. Kashif Rasheed, Rashid Ahmed, Mahmood Ul Hassan
Minimal neighbour designs (NDs) are used when a response of a treatment (direct effect) is affected by the treatment(s) applied in the neighbouring units. Minimal generalised NDs are preferred when minimal NDs cannot be constructed. Through the method of cyclic shifts (Rule I), the conditions for the existence of minimal circular generalised NDs are discussed, in which v/2 unordered pairs do not appear as neighbours. Certain generators are also developed to obtain minimal circular generalised NDs in blocks of two different sizes, where k2 = 3, 4 and 5. All these designs are constructed using i sets of shifts for k1 and two for k2.
{"title":"New generators for minimal circular generalised neighbour designs in blocks of two\u0000 different sizes","authors":"Muhammad Nadeem, Khadija Noreen, H. M. Kashif Rasheed, Rashid Ahmed, Mahmood Ul Hassan","doi":"10.59170/stattrans-2023-021","DOIUrl":"https://doi.org/10.59170/stattrans-2023-021","url":null,"abstract":"Minimal neighbour designs (NDs) are used when a response of a treatment (direct\u0000 effect) is affected by the treatment(s) applied in the neighbouring units. Minimal\u0000 generalised NDs are preferred when minimal NDs cannot be constructed. Through the method\u0000 of cyclic shifts (Rule I), the conditions for the existence of minimal circular\u0000 generalised NDs are discussed, in which v/2 unordered pairs do not appear as neighbours.\u0000 Certain generators are also developed to obtain minimal circular generalised NDs in\u0000 blocks of two different sizes, where k2 = 3, 4 and 5. All these designs are constructed\u0000 using i sets of shifts for k1 and two for k2.","PeriodicalId":37985,"journal":{"name":"Statistics in Transition","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45110722","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-03-15DOI: 10.59170/stattrans-2023-019
Vivek Verma, D. C. Nath, S. Dwivedi
This article outlines the application of the Bayesian method of parameter estimation to situations where the probability of age misreporting is high, leading to transfers of an individual from one age group to another. An essential requirement for Bayesian estimation is prior distribution, derived for both perfect and imperfect age reporting. As an alternative to the Bayesian methodology, a classical estimator based on the maximum likelihood principle has also been discussed. Here, the age misreporting probability matrix has been constructed using a performance indicator, which incorporates the relative performance of estimators based on age when reported correctly instead of misreporting. The initial guess of performance indicators can either be empirically or theoretically derived. The method has been illustrated by using data on Empowered Action Group (EAG) states of India from National Family Health Survey-3 (2005–2006) to estimate the total marital fertility rates. The present study reveals through both a simulation and real-life set-up that the Bayesian estimation method has been more promising and reliable in estimating fertility rates, even in situations where age misreporting is higher than in case of classical maximum likelihood estimates.
{"title":"Bayesian estimation of fertility rates under imperfect age reporting","authors":"Vivek Verma, D. C. Nath, S. Dwivedi","doi":"10.59170/stattrans-2023-019","DOIUrl":"https://doi.org/10.59170/stattrans-2023-019","url":null,"abstract":"This article outlines the application of the Bayesian method of parameter\u0000 estimation to situations where the probability of age misreporting is high, leading to\u0000 transfers of an individual from one age group to another. An essential requirement for\u0000 Bayesian estimation is prior distribution, derived for both perfect and imperfect age\u0000 reporting. As an alternative to the Bayesian methodology, a classical estimator based on\u0000 the maximum likelihood principle has also been discussed. Here, the age misreporting\u0000 probability matrix has been constructed using a performance indicator, which\u0000 incorporates the relative performance of estimators based on age when reported correctly\u0000 instead of misreporting. The initial guess of performance indicators can either be\u0000 empirically or theoretically derived. The method has been illustrated by using data on\u0000 Empowered Action Group (EAG) states of India from National Family Health Survey-3\u0000 (2005–2006) to estimate the total marital fertility rates. The present study reveals\u0000 through both a simulation and real-life set-up that the Bayesian estimation method has\u0000 been more promising and reliable in estimating fertility rates, even in situations where\u0000 age misreporting is higher than in case of classical maximum likelihood\u0000 estimates.","PeriodicalId":37985,"journal":{"name":"Statistics in Transition","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43935906","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The growing concern over the global effects of the COVID-19 pandemic on every aspect of human endeavour has necessitated a continuous modelling of its impact on socio-economic phenomena, allowing the formulation of policies aimed at sustaining future economic growth and mitigating the looming recession. The study employed Exponential Generalised Autoregressive Conditional Heteroscedasticity (EGARCH) procedures to develop stock volatility models for the pre- and COVID-19 era. The Fixed-Effects Two Stage Least Square (TSLS) technique was utilised to establish an empirical relationship between capital market volatility and the COVID-19 occurrence based on equity market indices and COVID-19 reported cases of five emerging African economies: Nigeria, Egypt, South Africa, Gabon and Tanzania. The stock series was made stationary at the first order differencing and the model results indicated that the stock volatility of all the countries responded sharply to the outbreak of COVID-19 with the average stock returns of Nigeria and Gabon suffering the most shocks. The forecast values indicated a constant trend of volatility shocks for all the countries in the continuous presence of the COVID-19 pandemic. Additionally, the confirmed and death cases of COVID-19 were found to increase stock prices while recovered cases bring about a reduction in the stock prices in the studied periods.
{"title":"Modelling the volatility of African capital markets in the presence of the Covid-19\u0000 pandemic: evidence from five emerging economies in Africa","authors":"Nureni Olawale Adeboye, Sakinat Oluwabukonla Folorunso, O. Abimbola, Rasaki Yinka Akinbo","doi":"10.59170/stattrans-2023-018","DOIUrl":"https://doi.org/10.59170/stattrans-2023-018","url":null,"abstract":"The growing concern over the global effects of the COVID-19 pandemic on every\u0000 aspect of human endeavour has necessitated a continuous modelling of its impact on\u0000 socio-economic phenomena, allowing the formulation of policies aimed at sustaining\u0000 future economic growth and mitigating the looming recession. The study employed\u0000 Exponential Generalised Autoregressive Conditional Heteroscedasticity (EGARCH)\u0000 procedures to develop stock volatility models for the pre- and COVID-19 era. The\u0000 Fixed-Effects Two Stage Least Square (TSLS) technique was utilised to establish an\u0000 empirical relationship between capital market volatility and the COVID-19 occurrence\u0000 based on equity market indices and COVID-19 reported cases of five emerging African\u0000 economies: Nigeria, Egypt, South Africa, Gabon and Tanzania. The stock series was made\u0000 stationary at the first order differencing and the model results indicated that the\u0000 stock volatility of all the countries responded sharply to the outbreak of COVID-19 with\u0000 the average stock returns of Nigeria and Gabon suffering the most shocks. The forecast\u0000 values indicated a constant trend of volatility shocks for all the countries in the\u0000 continuous presence of the COVID-19 pandemic. Additionally, the confirmed and death\u0000 cases of COVID-19 were found to increase stock prices while recovered cases bring about\u0000 a reduction in the stock prices in the studied periods.","PeriodicalId":37985,"journal":{"name":"Statistics in Transition","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44222383","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-03-15DOI: 10.59170/stattrans-2023-022
A. Eideh
Informative sampling refers to a sampling design for which the sample selection probabilities depend on the values of the model outcome variable. In such cases the model holding for the sample data is different from the model holding for the population data. Similarly, nonignorable nonresponse refers to a nonresponse mechanism in which the response probability depends on the value of a missing outcome variable. For such a nonresponse mechanism the model holding for the response data is different from the model holding for the population data. In this paper, we study, within a modelling framework, the semi-parametric prediction of a finite population total by specifying the probability distribution of the response units under informative sampling and nonignorable nonresponse. This is the most general situation in surveys and other combinations of sampling informativeness and response mechanisms can be considered as special cases. Furthermore, based on the relationship between response distribution and population distribution, we introduce a new measure of the representativeness of a response set and a new test of nonignorable nonresponse and informative sampling, jointly. Finally, a calibration estimator is obtained when the sampling design is informative and the nonresponse mechanism is nonignorable.
{"title":"On representativeness, informative sampling, nonignorable nonresponse,\u0000 semiparametric prediction and calibration","authors":"A. Eideh","doi":"10.59170/stattrans-2023-022","DOIUrl":"https://doi.org/10.59170/stattrans-2023-022","url":null,"abstract":"Informative sampling refers to a sampling design for which the sample selection\u0000 probabilities depend on the values of the model outcome variable. In such cases the\u0000 model holding for the sample data is different from the model holding for the population\u0000 data. Similarly, nonignorable nonresponse refers to a nonresponse mechanism in which the\u0000 response probability depends on the value of a missing outcome variable. For such a\u0000 nonresponse mechanism the model holding for the response data is different from the\u0000 model holding for the population data. In this paper, we study, within a modelling\u0000 framework, the semi-parametric prediction of a finite population total by specifying the\u0000 probability distribution of the response units under informative sampling and\u0000 nonignorable nonresponse. This is the most general situation in surveys and other\u0000 combinations of sampling informativeness and response mechanisms can be considered as\u0000 special cases. Furthermore, based on the relationship between response distribution and\u0000 population distribution, we introduce a new measure of the representativeness of a\u0000 response set and a new test of nonignorable nonresponse and informative sampling,\u0000 jointly. Finally, a calibration estimator is obtained when the sampling design is\u0000 informative and the nonresponse mechanism is nonignorable.","PeriodicalId":37985,"journal":{"name":"Statistics in Transition","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43867279","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-03-15DOI: 10.59170/stattrans-2023-025
Shashi Bhushan, Anoop Kumar
This paper considers some efficient classes of estimators for the estimation of population mean using known population proportion. The usual mean estimator, classical ratio, and regression estimators suggested by Naik and Gupta (1996) and Abd-Elfattah et al. (2010) estimators are identified as the members of the suggested class of estimators. The expressions of bias and mean square errors are derived up to first-order approximation. The proposed estimators were put to test against various other competing estimators till date. It has been found both theoretically and empirically that the suggested classes of estimators dominate the existing estimators.
{"title":"On some efficient classes of estimators using auxiliary attribute","authors":"Shashi Bhushan, Anoop Kumar","doi":"10.59170/stattrans-2023-025","DOIUrl":"https://doi.org/10.59170/stattrans-2023-025","url":null,"abstract":"This paper considers some efficient classes of estimators for the estimation of\u0000 population mean using known population proportion. The usual mean estimator, classical\u0000 ratio, and regression estimators suggested by Naik and Gupta (1996) and Abd-Elfattah et\u0000 al. (2010) estimators are identified as the members of the suggested class of\u0000 estimators. The expressions of bias and mean square errors are derived up to first-order\u0000 approximation. The proposed estimators were put to test against various other competing\u0000 estimators till date. It has been found both theoretically and empirically that the\u0000 suggested classes of estimators dominate the existing estimators.","PeriodicalId":37985,"journal":{"name":"Statistics in Transition","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48000894","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-03-15DOI: 10.59170/stattrans-2023-024
Ermyas Kefelegn
Ethiopia has one of the largest livestock populations in Africa. In 2016–2017, the share of live animals, leather, and meat in the total export of the country reached 9.6%. This paper aims to identify the determinants of the export of Ethiopian livestock products by means of vector autoregressive and vector error correction models. Multivariate time series is used to model the association between the products of the Ethiopian livestock export included in the study. Vector autoregressive and vector error correction models are used for modelling and inference. The results indicated the existence of a long term correlation between the volume of live animals, meat and leather exports. The volume of meat export is significantly affected by a lag occurring in the export of live animals in the short-run. Therefore, 3.7% of the shortrun imbalance in the volume of leather export is adjusted each quarter. It is suggested that the exporters of livestock products should properly utilise the Ethiopian livestock resources. On the other hand, the government should offer different forms of support to exporters, especially those focusing on exporting value-added products.
{"title":"Determinants of livestock products export in Ethiopia","authors":"Ermyas Kefelegn","doi":"10.59170/stattrans-2023-024","DOIUrl":"https://doi.org/10.59170/stattrans-2023-024","url":null,"abstract":"Ethiopia has one of the largest livestock populations in Africa. In 2016–2017, the\u0000 share of live animals, leather, and meat in the total export of the country reached\u0000 9.6%. This paper aims to identify the determinants of the export of Ethiopian livestock\u0000 products by means of vector autoregressive and vector error correction models.\u0000 Multivariate time series is used to model the association between the products of the\u0000 Ethiopian livestock export included in the study. Vector autoregressive and vector error\u0000 correction models are used for modelling and inference. The results indicated the\u0000 existence of a long term correlation between the volume of live animals, meat and\u0000 leather exports. The volume of meat export is significantly affected by a lag occurring\u0000 in the export of live animals in the short-run. Therefore, 3.7% of the shortrun\u0000 imbalance in the volume of leather export is adjusted each quarter. It is suggested that\u0000 the exporters of livestock products should properly utilise the Ethiopian livestock\u0000 resources. On the other hand, the government should offer different forms of support to\u0000 exporters, especially those focusing on exporting value-added products.","PeriodicalId":37985,"journal":{"name":"Statistics in Transition","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45099081","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-02-24DOI: 10.59170/stattrans-2023-016
Deepika Rajoriya, D. Shukla
Several countries of the world are involved in mutual and collaborative business of military equipments, weapons in terms of their production, sales, technical maintenance, training and services. As a consequence, manufacturing of boms, rockets, missiles and other ammunitions have taken structured and smooth shape to help others where and when needed. Often the military support among countries remain open for information to the media, but sometime remain secret due to the national security and international political pressure. Such phenomenon (hidden or open support ) is a part of military supply chain and could be modeled like a Petersen graph considering vertices as countries and edges as economic bonds. For a large graphical structure, without sampling, it is difficult to find out average economic bonding (open & secret) between any pair of countries involved in the military business or support. This paper presents a sample based estimation methodology for estimating the mean economic bond value among countries involved in the military support or business. Motivation to the problem is derived from current Russia-Ukraine war situation and a kind of hidden support to war by NATO countries. A node sampling procedure is proposed whose bias, mean-squared error and other properties are derived. Results are supported with empirical studies. Findings are compared with particular cases and confidence intervals are used as a basic tool of comparison. Pattern imputation is used together with a new proposal of CIImputation method who has been proved useful for filling the missing value, specially when secret economic support data from involved countries found missing. The current undergoing war between Ukraine and Russia and secret weapon, economic support from NATO countries is an application of the proposed methodology contained in this paper. Key words: Graph, Petersen Graph, Estimator, Bias, Mean Squared Error (MSE), Optimum Choice, Confidence intervals (CI), Nodes (vertices), Pattern Imputation, CI-Imputation (LLimputation and UL-imputation), Economic Bonds, Military War, Weapon Support
{"title":"Under military war weapon support the economic bond level estimation using\u0000 generalized Petersen graph with imputation","authors":"Deepika Rajoriya, D. Shukla","doi":"10.59170/stattrans-2023-016","DOIUrl":"https://doi.org/10.59170/stattrans-2023-016","url":null,"abstract":"Several countries of the world are involved in mutual and collaborative business\u0000 of military equipments, weapons in terms of their production, sales, technical\u0000 maintenance, training and services. As a consequence, manufacturing of boms, rockets,\u0000 missiles and other ammunitions have taken structured and smooth shape to help others\u0000 where and when needed. Often the military support among countries remain open for\u0000 information to the media, but sometime remain secret due to the national security and\u0000 international political pressure. Such phenomenon (hidden or open support ) is a part of\u0000 military supply chain and could be modeled like a Petersen graph considering vertices as\u0000 countries and edges as economic bonds. For a large graphical structure, without\u0000 sampling, it is difficult to find out average economic bonding (open & secret)\u0000 between any pair of countries involved in the military business or support. This paper\u0000 presents a sample based estimation methodology for estimating the mean economic bond\u0000 value among countries involved in the military support or business. Motivation to the\u0000 problem is derived from current Russia-Ukraine war situation and a kind of hidden\u0000 support to war by NATO countries. A node sampling procedure is proposed whose bias,\u0000 mean-squared error and other properties are derived. Results are supported with\u0000 empirical studies. Findings are compared with particular cases and confidence intervals\u0000 are used as a basic tool of comparison. Pattern imputation is used together with a new\u0000 proposal of CIImputation method who has been proved useful for filling the missing\u0000 value, specially when secret economic support data from involved countries found\u0000 missing. The current undergoing war between Ukraine and Russia and secret weapon,\u0000 economic support from NATO countries is an application of the proposed methodology\u0000 contained in this paper. Key words: Graph, Petersen Graph, Estimator, Bias, Mean Squared\u0000 Error (MSE), Optimum Choice, Confidence intervals (CI), Nodes (vertices), Pattern\u0000 Imputation, CI-Imputation (LLimputation and UL-imputation), Economic Bonds, Military\u0000 War, Weapon Support","PeriodicalId":37985,"journal":{"name":"Statistics in Transition","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-02-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41838593","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-02-24DOI: 10.59170/stattrans-2023-001
D. Rozkrut, W. Okrasa, O. Osaulenko, Misha V. Belkindas, R. Wasserstein
Statistics has accompanied the social forms of human civilization since its inception, reflecting also conflicts and wars. Statistics acts as a beacon, especially in turbulent times, capturing the most important aspects of reality, while helping decision-makers navigate key choices in the face of adversity of a radically changing situation. To this end, statisticians of a war-affected country make every effort by adapting the way statistics work to overcome methodological and organizational obstacles in everyday professional work, including innovative development of research instruments to substitute the destroyed or unavailable ones.
{"title":"The Post-Conflict Reconstruction of the Statistical System in Ukraine. Key Issues\u0000 from an International Perspective","authors":"D. Rozkrut, W. Okrasa, O. Osaulenko, Misha V. Belkindas, R. Wasserstein","doi":"10.59170/stattrans-2023-001","DOIUrl":"https://doi.org/10.59170/stattrans-2023-001","url":null,"abstract":"Statistics has accompanied the social forms of human civilization since its\u0000 inception, reflecting also conflicts and wars. Statistics acts as a beacon, especially\u0000 in turbulent times, capturing the most important aspects of reality, while helping\u0000 decision-makers navigate key choices in the face of adversity of a radically changing\u0000 situation. To this end, statisticians of a war-affected country make every effort by\u0000 adapting the way statistics work to overcome methodological and organizational obstacles\u0000 in everyday professional work, including innovative development of research instruments\u0000 to substitute the destroyed or unavailable ones.","PeriodicalId":37985,"journal":{"name":"Statistics in Transition","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-02-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46512152","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-02-24DOI: 10.59170/stattrans-2023-010
Tetyana Chala, O. Korepanov, I. Lazebnyk, D. Chernenko, G. Korepanov
The article addresses the problems related to the functioning of the worldwide market of wheat and meslin. The authors identify the countries that over the past 17 years have been among the top 10 world leaders in terms of the value of export and import of wheat and meslin. The structure of wheat export by Ukrainian regions is analysed in comparison with the total export. The localisation coefficient is applied to measure the regional unevenness of the distribution of wheat export volumes and the total export by regions of the country. The modelling and forecasting of the volumes and prices of export of wheat and meslin from Ukraine are based on Singular Spectrum Analysis. The study particularly focuses on the individual components of time series, such as trend, annual, semi-annual, four-month, three-month seasonal components. The reliability of the forecast is confirmed by the calculation of the MAPE forecast error and Henry Theil’s inequality coefficient. The article proposes an algorithm for calculating the relative indicators of the structure for the individual components of the reconstructed time series, identified through the singular spectral analysis.
{"title":"Statistical modelling and forecasting of wheat and meslin export from Ukraine using\u0000 the singular spectral analysis","authors":"Tetyana Chala, O. Korepanov, I. Lazebnyk, D. Chernenko, G. Korepanov","doi":"10.59170/stattrans-2023-010","DOIUrl":"https://doi.org/10.59170/stattrans-2023-010","url":null,"abstract":"The article addresses the problems related to the functioning of the worldwide\u0000 market of wheat and meslin. The authors identify the countries that over the past 17\u0000 years have been among the top 10 world leaders in terms of the value of export and\u0000 import of wheat and meslin. The structure of wheat export by Ukrainian regions is\u0000 analysed in comparison with the total export. The localisation coefficient is applied to\u0000 measure the regional unevenness of the distribution of wheat export volumes and the\u0000 total export by regions of the country. The modelling and forecasting of the volumes and\u0000 prices of export of wheat and meslin from Ukraine are based on Singular Spectrum\u0000 Analysis. The study particularly focuses on the individual components of time series,\u0000 such as trend, annual, semi-annual, four-month, three-month seasonal components. The\u0000 reliability of the forecast is confirmed by the calculation of the MAPE forecast error\u0000 and Henry Theil’s inequality coefficient. The article proposes an algorithm for\u0000 calculating the relative indicators of the structure for the individual components of\u0000 the reconstructed time series, identified through the singular spectral\u0000 analysis.","PeriodicalId":37985,"journal":{"name":"Statistics in Transition","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-02-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47983571","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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