Using Kernel Smoothing Methods for Oil Iraqi Prices
| المصدر: | مجلة القادسية للعلوم الإدارية والاقتصادية |
|---|---|
| الناشر: | جامعة القادسية - كلية الادارة والاقتصاد |
| المؤلف الرئيسي: | Al-Sharoot, Mohammed Habeb (Author) |
| مؤلفين آخرين: | Alwan, Habeb Kazem (Co-Author) |
| المجلد/العدد: | مج23, ع1 |
| محكمة: | نعم |
| الدولة: |
العراق |
| التاريخ الميلادي: |
2021
|
| الصفحات: | 119 - 126 |
| ISSN: |
1816-9171 |
| رقم MD: | 1234882 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| رابط المحتوى: |
الناشر لهذه المادة لم يسمح بإتاحتها. |
| المستخلص: |
In this paper we use the nonparametric methods to estimate the time series models, which is different of the parametric methods, in which the data is given the opportunity to express itself and the principle of letting the data speak for itself and estimating the time series model. The time series were used representing the monthly final prices of a barrel of Iraqi crude oil in US dollars for the period from January 2003 to June 2020 by 210 observations. we use some non-parametric methods such as the Kernel Smoothing method represented by Nadaraya- Watson (NW) and local polynomial. So, we use some different methods to choose the smoothing Parameter, such as the plug -in method, smoothing cross validation method and Least Squared Cross Validation method , and some precision criteria such as (MSE, MAE, MAPE). We have been calculated to compare between the applied method models. We found that the cubic polynomial estimator (CU) is the best nonparametric method to estimate the monthly final prices of a barrel of Iraqi crude oil time series model |
|---|---|
| ISSN: |
1816-9171 |
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