كلية العلوم الرياضية والاحصاء
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Item MODELING CONSUMPTION FUNCTI ON USING DISTRIBUTED LAG MODELS(Neelain University, 2008) ATIF ALI YASSIN ALIAbstract This study utilized the ‘Distributed Lag Models’ which can be defined as the unique equations of a distributed influence upon both dependent and independent variables. This influence is of varying degrees which can last for one prolonged time interval, discreet intervals or infinite intervals. This study is comprised of six chapters: the first four chapters contained the theoretical framework for ‘The Distributed Lag Models‘; besides that, the data of the study. On the hand, the last two chapters were allotted for the empirical aspects of the study. The problem of this study is to identify the methods of applying ‘Distributed lag models‘ with reference to autocorrelation and multicoleanerity, focusing on the influence of the consumer persistence habits and current income upon the current consumption. Therefore, the distributed lag models equations were used to as methodology to estimate the Friedman's Consumption Function which seemed to have lag coefficients of a geometrically distribution. In addition to that Bayesian Analysis method is used to compare and contrast four models of error term employed in this study. I The hypothesis of the study is that, the current consumption is not influenced by the persistence consumption. Hence, through the collection and the analysis of time series data of a seven consumer products from the 1980-2005; this study aimed to estimate consumption functions using statistical methods unlike other economical analysis methods. The results were that the model was significant with regard to the first and the fourth model. It was sometimes significant with regard to the third model; and it was insignificant with regard to the second model. This could be due to the problems of autocorrelation and multicolinearity. The study concluded that, the factor which influenced consumption during the duration of the study was Habit Persistence. Finally, the most important recommendations of the study were that, when distributed lag models are applied in varied studied it should be expected that problems of autocorrelation and multicolinearity might occur. Therefore, researchers are advised to adopted large sample and increase the lag interval in order to lessen the effect of the lag variables utilizing ARIMA models and transfer functions models. i I n conclusion it could be assumed that studies applying Lag Models are scant regionally and internationally, therefore lag models should be used more often in studies as such because it enables researchers to maintain efficiency, sufficiency and unbiasness in their estimations; on the condition that the problems of the ordinary least square method were redden off. However, it is not advisable to apply lag models unless Bayesain method is used.Item MODELING CONSUMPTION FUNCTION USING DISTRIBUTED LAG MODELS(Al-Neelain University, 2008) ATIF ALI YASSIN ALIAbstract This study utilized the 'Distributed Lag Models' which can be defined as the unique equations of a distributed influence upon both dependent and independent variables. This influence is of varying degrees which can last for one prolonged time interval, discreet intervals or infinite intervals. This study is comprised of six chapters: the first four chapters contained the theoretical framework for 'The Distributed Lag Models'; besides that, the data of the study. On the hand, the last two chapters were allotted for the empirical aspects of the study. The problem of this study is to identify the methods of applying 'Distributed lag models' with reference to autocorrelation and multicoleanerity, focusing on the influence of the consumer persistence habits and current income upon the current consumption. Therefore, the distributed lag models equations were used to as methodology to estimate the Friedman's Consumption Function which seemed to have lag coefficients of a geometrically distribution. In addition to that Bayesian Analysis method is used to compare and contrast four models of error term employed in this study. The hypothesis of the study is that, the current consumption is not influenced by the persistence consumption. Hence, through the collection and the analysis of time series data of a seven consumer products from the 1980-2005; this study aimed to estimate consumption functions using statistical methods unlike other economical analysis methods. The results were that the model was significant with regard to the first and the fourth model. It was sometimes significant with regard to the third model; and it was insignificant with regard to the second model. This could be due to the problems of autocorrelation and multicolinearity. The study x concluded that, the factor which influenced consumption during the duration of the study was Habit Persistence. Finally, the most important recommendations of the study were that, when distributed lag models are applied in varied studied it should be expected that problems of autocorrelation and multicolinearity might occur. Therefore, researchers are advised to adopted large sample and increase the lag interval in order to lessen the effect of the lag variables utilizing ARIMA models and transfer functions models. I n conclusion it could be assumed that studies applying Lag Models are scant regionally and internationally, therefore lag models should be used more often in studies as such because it enables researchers to maintain efficiency, sufficiency and unbiasness in their estimations; on the condition that the problems of the ordinary least square method were redden off. However, it is not advisable to apply lag models unless Bayesian method is used. المستخلص نمذجة دالة الاستهلاك باستخدام نماذج الإبطاء(نمذجة إحصائية) تم استخدام (نماذج الإبطاء) في الدراسة وهي المعادلات المفردة التي تمارس تأثيراً موزعاً علي متغير آخر (تابع أو مستقل) وهذا التأثير قد يكون علي فترة زمنية واحدة أو فترات زمنية متباعدة أو غير محددة. اشتملت الدراسة علي ستة فصول، الفصول الأربعة الأولي اشتملت علي الجوانب النظرية لمعادلات الإبطاء الموزعة , بجانب التطرق للبيانات المستخدمة في الدراسة والفصلين الآخرين من الدراسة ركزت علي الجانب التطبيقي. تمثلت مشكلة الدراسة في التعرف علي طرق تطبيق نماذج الإبطاء في ظل ظهور مشكلة الارتباط الذاتي والارتباط الخطي المتعدد مع التركيز علي تأثير كل من العادات الاستهلاكية والدخل الحالي علي الاستهلاك الحالي وتم استخدام معادلات الإبطاء الموزعة لتقدير دالة الاستهلاك لفريدمان والتي تبين أنها تحتوي علي معاملات إبطاء لها توزيع هندسي وبالإضافة إلي استخدام طريقة بايز للمقارنة بين النماذج الأربعة المستخدمة في الدراسة وهي أربعة نماذج خاصة بحد الخطأ وتمثلت فرضية الدراسة في أن الاستهلاك الحالي لا يتأثر بالاستهلاك السابق وذلك من خلال جمع بيانات سلاسل زمنية لسبع من السلع الجاري استهلاكها للفترة من (2005 – 1980) هدفت الدراسة إلي تقدير دوال الاستهلاك باستخدام النماذج الإحصائية بعيداً عن النماذج الاقتصادية وقد كان النموذج معنوي تحت النموذج الأول والرابع وأحياناً النموذج الثالث وغير معنوي تحت الفرض الثالث وهذه مرده لظهور مشاكل الازدواج الخطي والارتباط الخطي وتوصلت الدراسة إلي العامل المؤثر في الاستهلاك خلال فترة الدراسة هو عامل العادات الاستهلاكية وتمثلت أهم توصيات الدراسة أنه عند تطبيق نماذج الإبطاء في الدراسات المختلفة يتوقع ظهور مشكلة الارتباط الخطي والمتعدد بناء علي ذلك ينبغي علي الباحث زيادة حجم العينة وزيادة فترة الإبطاء لتقليل تأثير المتغيرات المتباطئة مع استخدام نماذج بديلة مثل نماذج (ARIMA) ونماذج الدوال المرحلة وعموماً يري الباحث أن الدراسات التي تستخدم نماذج الإبطاء شحيحة علي المستوي الإقليمي والدولي وينبغي التوسع في تبني نماذج الإبطاء لأنها تقود مقدرات تتسم بالفعالية والاتساق وعدم التحيز بعد التخلص من مشاكل طرق المربعات ألصغري ولا ينصح بتطبيق نماذج الإبطاء بدون استخدام نماذج بايز.