Pius Sibeate

• Bsc Maths, Msc Applied Statistics
• PhD Student at Rivers State University

This study applied a fractionally integrated GARCH (FIGARCH) process in modelling daily cases of COVID-19 in Nigeria from 28 February 2020 to 23 March 2022. The time plot of the series showed the constant fluctuation in the study variable. The daily COVID-19 data was tested for stationarity using Augmented Dickey-Fuller (ADF), the series was not st...

Following the recent worldwide crisis brought on by the prolonged COVID-19 pandemic and the ongoing war in Ukraine, food insecurity has emerged as the topic of conversation that is being addressed the most. This study's main goal is to disentangle the relationship between household socioeconomic indicators and other variables that may have an impac...

Socio-economic development, household income, and finances are all significantly influenced by household per capita consumption. The primary objective of this study is to investigate the determinants of household per capita consumption in Nigeria using the Blinder-Oaxaca decomposition model approach. Longitudinal data were collected from the World...

Natural gas consumption is a significant issue in European countries due to the Russia-Ukraine war crisis. Natural gas is very important both for household and commercial purposes. The primary objective of this study is to investigate the relationship between natural gas consumption and its determinants. Panel data collected from Eurostat and World...

The Naira's value has continued fluctuating in comparison with other currencies due to its depreciation. Because of this fluctuation, returns are difficult to forecast. The core objective of this study is to find a unified probability distribution for modelling the exchange rate in Nigeria and this will contribute immensely to the existing body of...

In this study, the microeconomics in Nigeria were modelled using restricted multivariate Generalized Autoregressive conditional heteroscedasticity (M-GARCH). This strategy was chosen because the restricted technique is smoother than the unconstrained approach. The original series' time plot revealed trend, and the return series' logarithm transform...

In this study, the microeconomics in Nigeria were modelled using restricted multivariate Generalized Autoregressive conditional heteroscedasticity (M-GARCH). This strategy was chosen because the restricted technique is smoother than the unconstrained approach. The original series' time plot revealed a trend, and the return series' logarithm transfo...

To model inflation rate and crude oil prices, we used Markov Switching intercept heteroscedasticity Vector Autoregressive models. The data for this analysis was gathered from the Central Bank of Nigeria Statistical Bulletin monthly. The upward and downward movement in the series revealed by the time plot suggests that the series exhibit a regime-sw...

To model Nigeria crude oil prices, this analysis compared univariate linear models to univariate nonlinear models. The data for this analysis was gathered from the Central Bank of Nigeria (CBN) Monthly Statistical Bulletin. The upward and downward movement in the series revealed by the time plot suggests that the series exhibit a regime-switching p...

This study compares the Seasonal autoregressive integrated moving average (SARIMA) model within Fourier time series model in modelling rainfall data in Port Harcourt Rivers State from 2000-2014. The time plot of the series showed Seasonality but a not obvious trend. The raw data is nonstationary at the level. Time plot of the seasonal differencing...

s: This study applied Autoregressive conditional heteroscedasticity (ARCH) models in modelling Nigeria inflation rate. The time plot of the original series showed the present of seasonality and logarithm transformation of return series make it stationary. The return was estimated using both the conditional mean and conditional variance. The study a...

Monthly distribution of household kerosene (HHK) in Nigeria from January 2009 to December 2015 experienced a sudden jump as from January 2013. It is believed that this increase was caused by the deregulation of the downstream sector of the petroleum industry of Nigeria in January 2012. This is an intervention case with January 2013 as the point of...

An examination of the daily exchange rates of the Japanese Yen and the Nigerian Naira between May 1, 2016 and October 28, 2016 reveals an abrupt change on June 20, 2016 in further favour of the Yen. This change is significant as the pre-intervention series has a mean of 1.845 with a standard deviation of 0.0335 and the post-intervention mean of 2.9...

A look at the trend of monthly British Pound (GBP) – Nigerian Naira (NGN) exchange rates since 2008 to 2016 reveals a fairly horizontal trend prior to 2015 and all-time high values currently. This necessitates some intervention. Going by the time-plot, the intervention point is pegged at February 2015 after which the rates are above 280 naira to a...

A look at the trend of monthly British Pound (GBP) - Nigerian Naira (NGN)exchange rates since 2008 to 2016 reveals a fairly horizontal trend prior to 2015 and all-time high values currently. This necessitates some intervention. Going by the time-plot, the intervention is pegged pegged at February 2015 after which the rates are above 280 naira to a...

This is a study of monthly natural gas production in Nigeria as a time series. The realization sampled and analyzed spans from January 2008 to December 2015. Knowledge of the trend of the production and a model which adequately accounts for variability in the series could be helpful for planning and administrative purposes. The time plot shows a ge...

Daily Japanese Yen / Nigerian Naira exchange rates are modelled as a time series. A time plot of a realization of the series, which begins from 15 th October 2015 to 8 th April 2016, shows that relatively the Nigerian currency is depreciating. The exchange rates are adjudged to be non-stationary by the Augmented Dickey Fuller Test. A seven-point di...

The survey was administered to 400 randomly selected University of Lagos (UNILAG) students via questionnaire. The study is to know more about the university life for students at UNILAG main campus. However, the data collected from the Student indicates that statistically there is no significant different between male and female opinions regarding d...

This realization of the time series, referred to as NXOF, is a generally decreasing one, reflecting the relative depreciation of the Naira within the period of interest. As expected the Augmented Dickey Fuller (ADF) Tests adjudge it to be non-stationary. There is indication that NXOF is seasonal of period 7 days, there being a tendency for weekly m...