Browsing by Author "Wagala, Adolphus"
Now showing items 1-12 of 14
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Application of Response Surface Methodology in Optimization of the Yields of Common Bean (Phaseolus vulgaris L.) Using Animal Manures
Masai, Kimtai Leonard; Muraya, Moses M; Wagala, Adolphus (Science and Education Publishing, 2020-07)The objective of design and analysis of experiments is to optimize a response variable which is influenced by several independent variables. In agriculture, many statistical studies have focused on investigating the effect ... -
Efficiency Evaluation When Modelling Nairobi Security Exchange Data Using Bilinear and Bilinear-Garch (Bl-Garch) Models
Wagala, Adolphus; Islam, Ali S.; Nassiuma, Dankit K. (2012-06)In this paper, the weekly returns of the Nairobi Securities Market (NSE) are modelled using bilinear models and the bilinear-GARCH models so as to determine the most efficient and adequate model for forecasting of ... -
Forecasting Commodity Price Index of Food and Beverages in Kenya Using Seasonal Autoregressive Integrated Moving Average (SARIMA) Models
Wanjuki, Teddy Mutugi; Wagala, Adolphus; Muriithi, Dennis K. (EJ-MATH, European Journal of Mathematics and Statistics, 2021)Price stability is the primary monetary policy objective in any economy since it protects the interests of both consumers and producers. As a result, forecasting is a common practice and a vital aspect of monetary ... -
A likelihood ratio test for correlated paired multivariate samples
Wagala, Adolphus (Chilean Statistical Society, 2020-04)Many laboratory experiments in the fields of biological sciences usually involve two main groups say the healthy and infected subjects. In one of these kind of experiments, each specimen from each group can be divided ... -
PLS Generalized Linear Regression and Kernel Multilogit Algorithm (KMA) for Microarray Data Classification Problem
Wagala, Adolphus; González-Farías, Graciela; Ramos, Rogelio; Dalmau, Oscar (2020)This study involves the implentation of the extensions of the partial least squares generalized linear regression (PLSGLR) by combining it with logistic regression and linear discriminant analysis, to get a partial least ... -
PLS Generalized Linear Regression and Kernel Multilogit Algorithm (KMA) for Microarray Data Classification Problem
Wagala, Adolphus; González-Farías, Graciela; Ramos, Rogelio (Revista Colombiana de Estadística - Applied Statistics, 2020)This study involves the implentation of the extensions of the partial least squares generalized linear regression (PLSGLR) by combining it with logistic regression and linear discriminant analysis, to get a partial least ... -
Price and Volumes Reaction to Annual Earnings Announcement: A Case of the Nairobi Securities Exchange
Kiremu, Mercy Kangai Gatabi; Galo, Nebat; Wagala, Adolphus; Mutegi, James Kinyua (2013-02)Modern corporate organizations listed in the security markets periodically communicate their financial performance to stakeholders through earnings announcements. Efficient markets immediately absorb and reflect the new ... -
SARIMA MODELS: REVIEW AND ITS APPLICATION TO KENYAN’S COMMODITY PRICE INDEX OF FOOD AND BEVERAGE.
Wanjuki, Teddy, M.; Wagala, Adolphus; Muriithi, Dennis, K. (Chuka University, 2021)Attaining price stability is one of the objectives of monetary policy in any economy to protect both consumers' and producers' interest. Unpredictable food and beverages prices make it difficult for consumers to plan for ... -
Singular Spectrum Analysis: An Application to Kenya’s Industrial Inputs Price Index
Kimutai, Emmanuel K.; Wagala, Adolphus; Muriithi, Dennis K. (Springer, 2022-01)Time series modelling and forecasting techniques serve as gauging tools to understand the time-related properties of a given time series and its future course. Most financial and economic time series data do not meet the ... -
Singular Spectrum Analysis: An Application to Kenya’s Industrial Inputs Price Index
Kimutai, K. Emmanuel; Wagala, Adolphus; Muriithi, Dennis K. (EJ-MATH, European Journal of Mathematics and Statistics, 2021)Abstract —Time series modeling and forecasting techniques serve as gauging tools to understand the time-related properties of a given time series and its future course. Most financial and economic time series ... -
TRIPLE EXPONENTIAL SMOOTHING TECHNIQUES: APPLICATION TO KENYA’S INDUSTRIAL INPUTS PRICE INDEX
Koech, Emmanuel K.; Wagala, Adolphus; Muriithi, Dennis K. (Chuka University, 2021)A move towards industrialization is an active ingredient in achieving sustainable economic development owing to the derived benefits of the creation of employment opportunities and enhanced international trade. Through ... -
Volatility Modelling of the Nairobi Securities Exchang
Wagala, Adolphus; Nassiuma, Dankit K.; Islam, Ali S.; Mwangi, Jesse W. (2012-03)In this paper we identify the most efficient ARCH-type model that can be applied to the Nairobi stock exchange data for forecasting and prediction of volatility which in turn is important in pricing financial derivative ...