Research Article
Two Different Points of View through Artificial Intelligence and Vector Autoregressive Models for Ex Post and Ex Ante Forecasting
Table 2
Augmented dickey fuller (ADF) stationary test results.
| | Variables | Level value | First difference | | None | Intercept | Trend and intercept | None | Intercept | Trend and intercept |
| | USD | 1.0078() | −2.0151() | −2.7693() | −9.22638() | −9.3790() | −9.357046() | | 0.9172 ( value) | 0.2802 ( value) | 0.2107 ( value) | 0.000 ( value) | 0.000 ( value) | 0.000 ( value) |
| | BIST | 1.5502() | 0.0584() | −3.0669() | −11.1903() | −11.3511() | −11.3634() | | 0.9702 ( value) | 0.9616 ( value) | 0.1176 ( value) | 0.000 ( value) | 0.000 ( value) | 0.000 ( value) |
| | GP | 1.3376() | 0.3920() | −2.0456() | −9.9681() | −10.2438() | −10.2221() | | 0.9543 | 0.9066 ( value) | 0.5719 | 0.000 | 0.000 | 0.000 |
|
|
“” means meaningful according to 5% significance level.
|
