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Record W2181245786 · doi:10.5539/ijsp.v5n1p36

Temporal Disaggregation Methods in Flow Variables of Economic Data: Comparison Study

2015· article· en· W2181245786 on OpenAlexvenueno aff
I. O. Ajao, Femi J. Ayoola, Joseph O. Iyaniwura

Bibliographic record

VenueInternational Journal of Statistics and Probability · 2015
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsnot available
Fundersnot available
KeywordsMathematicsEconometricsStatisticsMean squared errorCorrelation coefficientGross domestic productSeries (stratigraphy)Pearson product-moment correlation coefficientCoefficient of determinationTime seriesEconomics

Abstract

fetched live from OpenAlex

Annual Gross Domestic Product (GDP) for Nigeria using observed annual time-series data for the period 1981-2012 was studied. Five different econometric disaggregation techniques, namely the Denton, Denton-Cholette, Chow-Lin-maxlog, Fernandez, and Litterman-maxlog, are used for quarterisation. We made use of quarterly Export and Import as the indicator variables while disaggregating annual into quarterly data. The time series properties of estimated quarterly series were examined using various methods for measuring the accuracy of prediction such as, Theil's Inequality Coefficient, Root Mean Squared Error (RMSE), Absolute Mean Difference (MAD), and Correlation Coefficients. Results obtained showed that export and import are not good indicators for predicting GDP for Nigeria is concerned for the period covered. Denton method proved to be the worst using Mean Absolute Difference (MAD) and Theil’s Inequality Coefficient. However, RSME% and Pearson’s correlation coefficient gave robust values for Litterman-maxlog, thereby making it the best method of temporal disaggregation of Nigeria GDP.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.769
Threshold uncertainty score0.369

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0040.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.227
GPT teacher head0.391
Teacher spread0.164 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations8
Published2015
Admission routes1
Has abstractyes

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