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2 publications

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    Vector of Auto-Regressive Modeling for Agricultural Crop Production

    By R. Vetriselvi, Rajarathinam Arunachalam

    Abstract: AbstractThe present investigation was carried out to study the trends in area and production of paddy crop, grown in Tamil Nadu during the period 1950–51 to 2009–10, using the multivariate time series modeling. The multivariate time-series model, VAR (p) model of order 1 was found suitable to study the trends in area as well as production of these crops. Decreasing trends in area as well production of these crops have …

    Published in Research & Reviews: Discrete Mathematical Structures · Vol. 4, Issue 3, 2017 · pp. 42–50 Read article

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    Cointegration and Error Correaction Modeling for BSE and NSE Stock Prices Time Series Data

    By Rajarathinam Arunachalam, Balamurugan D.

    Abstract: AbstractEconometrician always have been observed that most of the economics time series are non-stationary. The ordinary least square technique could be applied to estimate the model parameters only if the variables have been found to be stationary, i.e., they do not have unit roots. Otherwise, an alternative approach has to be followed, which is ‘co-integration’. Co-integration is a method of finding out the long-term relationship between economic variables under consideration. …

    Published in Research & Reviews: Discrete Mathematical Structures · Vol. 4, Issue 3, 2017 · pp. 30–41 Read article

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