UnisaIR Home
→
College of Science, Engineering and Technology
→
School of Science
→
Department of Statistics
→
Theses and Dissertations (Statistics)
→
Browsing Theses and Dissertations (Statistics) by Issue Date

Browsing Theses and Dissertations (Statistics) by Issue Date

Now showing items 1-20 of 26

An approach to estimating the variance components to unbalanced cluster sampled survey data and simulated data

Ramroop, Shaun (2009-08)
Mathematical methods for portfolio management

Ondo, Guy-Roger Abessolo (2009-08-25)

Portfolio Management is the process of allocating an investor's wealth to in vestment opportunities over a given planning period. Not only should Portfolio Management be treated within a multi-period framework, but ...
A study of cointegration models with applications

Ssekuma, Rajab (2011-06)

This study estimates cointegration models by applying the Engle-Granger (1989) two-step estimation procedure, the Phillip-Ouliaris (1990) residual-based test and Johansen’s multivariate technique. The cointegration ...
A comparison of the performance of three multivariate methods in investigating the effects of province and power usage on the amounts of five power modes in South Africa

Kanyama, Busanga Jerome (2011-06)

Researchers perform multivariate techniques MANOVA, discriminant analysis and factor analysis. The most common applications in social science are to identify and test the effects from the analysis. The use of this ...
Jump-diffusion based-simulated expected shortfall (SES) method of correcting value-at-risk (VaR) under-prediction tendencies in stressed economic climate

Magagula, Sibusiso Vusi (2014-05)

Value-at-Risk (VaR) model fails to predict financial risk accurately especially during financial crises. This is mainly due to the model’s inability to calibrate new market information and the fact that the risk measure ...
Statistical modelling of return on capital employed of individual units

Burombo, Emmanuel Chamunorwa (2014-10)

Return on Capital Employed (ROCE) is a popular financial instrument and communication tool for the appraisal of companies. Often, companies management and other practitioners use untested rules and behavioural approach ...
The use of effect sizes in credit rating models

Steyn, Hendrik Stefanus (2014-12)

The aim of this thesis was to investigate the use of effect sizes to report the results of statistical credit rating models in a more practical way. Rating systems in the form of statistical probability models like ...
Forecasting annual tax revenue of the South African taxes using time series Holt-Winters and ARIMA/SARIMA Models

Makananisa, Mangalani P. (2015-10)

This study uses aspects of time series methodology to model and forecast major taxes such as Personal Income Tax (PIT), Corporate Income Tax (CIT), Value Added Tax (VAT) and Total Tax Revenue(TTAXR) in the South African ...
Statistical modeling of unemployment duration in South Africa

Nonyana, Jeanette Zandile (2015-12)

Unemployment in South Africa has continued to be consistently high as indicated by the various reports published by Statistics South Africa. Unemployment is a global problem where in Organisation for Economic Co-operation ...
Understanding patterns of aggregation in count data

Sebatjane, Phuti (2016-06)

The term aggregation refers to overdispersion and both are used interchangeably in this thesis. In addressing the problem of prevalence of infectious parasite species faced by most rural livestock farmers, we model the ...
Long range dependence in South African Platinum prices under heavy tailed error distributions

Kubheka, Sihle (2016-11)

South Africa is rich in platinum group metals (PGMs) and these metals are important in providing jobs as well as investments some of which have been seen in the Johannesburg Securities Exchange (JSE). In this country this ...
Impact of unbalancedness and heteroscedasticity on classic parametric significance tests of two-way fixed-effects ANOVA tests

Chaka, Lyson (2016-11)

Classic parametric statistical tests, like the analysis of variance (ANOVA), are powerful tools used for comparing population means. These tests produce accurate results provided the data satisfies underlying assumptions ...
Employing Bayesian Vector Auto-Regression (BVAR) method as an altenative technique for forecsating tax revenue in South Africa

Molapo, Mojalefa Aubrey (2017-02)
Analysis of dependence structure between the Rand/U.S Dollar exchange rate and the gold/platinum prices

Malandala, Kajingulu (2018-04)

Copulas functions are a flexible tool for modelling the dependence structure between variables. The joint and marginal distributions of Copulas are not constrained by the assumptions of normality. This study examines the ...
Modelling the stability and determinants of household food insecurity: a multivariate longitudinal ordinal logistic regression approach

Jemal Ayalew Yimam (2019-09)

Multivariate longitudinal ordinal data are collected for studying the dependence between multivariate ordinal outcomes, the changes over time and associated determinant factors. This emanates from the interdependence ...
Design of side-sensitive double sampling control schemes for monitoring the location parameter

Motsepa, Collen Mabilubilu (2019-12)

Double sampling procedure is adapted from a statistical branch called acceptance sampling. The first Shewhart-type double sampling monitoring scheme was introduced in the statistical process monitoring (SPM) field in 1974. ...
Identification of factors affecting the survival lifetime of HIV+ terminal patients in Albert Luthuli municipality of South Africa

Bengura, Pepukai (2019-12-19)

The objective of the study was to identify the factors that affect the survival lifetime of HIV+ terminal patients in rural district hospitals of Albert Luthuli municipality in the Mpumalanga province of South Africa. A ...
A hybrid approach to forecasting solar irradiance using ARIMA-Neural Networks Models

Sivhugwana, Khathutshelo Steven (2020-01)

If solar power is to be integrated into the national grid in large volumes, it should be backed up by accurate short-term solar irradiance forecasting information. This is because system de signers in the solar power markets ...
Dynamic linkage amongst oil, gold, exchange rates and stock markets in Africa: evidence from volatility of major African economies

Mhlongo, Thabani Hopewell (2021-02)

The premise of this study is that price fluctuations amongst exchange rates, stock and commodities markets are dynamically linked. The study models monthly price changes amongst these markets in 20 highest World Bank ...
Predicting lapse rate in life insurance using machine learning algorithms

Kgare, Mahlodi (2021-09)

Policy lapse is a vital component in life insurance as it affects future pricing and impacts the solvency of the life insurer. Accurate prediction of lapse will help the insurers to implement personalised retention strategies ...

Browsing Theses and Dissertations (Statistics) by Issue Date

Browsing Theses and Dissertations (Statistics) by Issue Date

Search UnisaIR

Browse

All of UnisaIR

This Collection

My Account