Long memory analysis (March 2020)
International tourist arrival at ASEAN countries, Indonesia, Malaysia, Philippines, Singapore and Thailand
Source of data: Indonesia (Statistics, Indonesia); Malaysia (Tourism Malaysia); Philippines (Department of Tourism, Philippines); Singapore (Singapore Tourism Board), Thailand (Office of Tourism Development, Thailand)
1. Data set (International tourism arrival) Indonesia, Malaysia, Philippines, Singapore, Thailand
2(a). OxGauss Codes for Geweke-Porter-Hudak (with imaginary number)
2(b). OxGauss Codes for Geweke-Porter-Hudak (without imaginary number)
3(a). OxGauss codes for analysis of Lagrange Multiplier (LM) analysis in Robinson (1994): directly translated from Fortran code in Gil-Alana (2004), Meterol. Appl. 11, pp.319-328.
3(a). OxGauss codes for analysis of the Confidence Interval (CI) analysis in Robinson (1994): Gil-Alana (2004)
3(b). OxGauss codes for analysis of the Lagrange Multiplier (LM) analysis in Robinson (1994): Gil-Alana (2004), residuals are estimated from regression analysis
3(b). OxGauss codes for analysis of the Confidence Interval (CI) analysis in Robinson (1994): Gil-Alana (2004),residuals are estimated from regression analysis
3(c). OxGauss codes for analysis of the Lagrange Multiplier (LM) analysis in Robinson (1994): Gil-Alana (2004), periodogram are estimated using imaginary number
3(c). OxGauss codes for analysis of the Confidence Interval (CI) analysis in Robinson (1994): Gil-Alana (2004),periodogram are estimated using imaginary number
4. OxGauss codes for analysis of the Hurst exponent analysis