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Record W4240750140 · doi:10.22495/jgr_v4_i4_p7

Box-Jenkins transfer function framework applied to saving-investment nexus in the South African context

2015· article· en· W4240750140 on OpenAlexaboutno aff
Ntebogang Dinah Moroke

Bibliographic record

VenueJournal of Governance and Regulation · 2015
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicHousing Market and Economics
Canadian institutionsnot available
Fundersnot available
KeywordsNexus (standard)Investment (military)EconometricsQuarter (Canadian coin)Context (archaeology)EconomicsUnit rootInvestment functionCapital (architecture)Capital investmentMacroeconomicsGeographyFinanceComputer sciencePolitical science

Abstract

fetched live from OpenAlex

This paper studied the relationship between investment and savings in South Africa for the period 1990 quarter 1 to 2014 quarter 3. The unit root test confirmed the non-stationarity of the series prior to first differencing. The correlation coefficient and the model assessing a full capacity mobility hypothesis were significant and passed all the diagnostic examinations. The estimated parameter provided evidence of imperfect capital mobility. ARIMAX (5, 1, 0) out-performed all the five models and was used for pre-whitening process. This model was later used to produce a two year forecasts of investment. The error forecast measure provided enough evidence to conclude that ARIMAX (5, 1, 0) provided valid forecasts. These results are recommended when embarking on future saving-investment plans in South Africa.

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)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.657
Threshold uncertainty score0.310

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
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 head0.030
GPT teacher head0.202
Teacher spread0.173 · 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 designTheoretical or conceptual
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

Citations5
Published2015
Admission routes1
Has abstractyes

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