Browsing Research Output by Subject "Box-Jenkins Transfer Function"
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Box-Jenkins transfer function framework applied to saving-investment nexus in the South African context (Virtus Interpress, 2015)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. ...