Time-Series Analysis in Kenyan Agriculture: Stability and Convergence Proofs for Yield Prediction

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Hauptverfasser: Mbugua, Timothy Gitari, Mbadi, Oscar Mwinyi, Kikwai, Wangeci Gitonga, Njagi, Kamau Ngugi
Format: Recurso digital
Sprache:Englisch
Veröffentlicht: Zenodo 2009
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author Mbugua, Timothy Gitari
Mbadi, Oscar Mwinyi
Kikwai, Wangeci Gitonga
Njagi, Kamau Ngugi
author_facet Mbugua, Timothy Gitari
Mbadi, Oscar Mwinyi
Kikwai, Wangeci Gitonga
Njagi, Kamau Ngugi
contents <p>Agricultural yield prediction in Kenya is crucial for food security and economic stability. However, existing models often struggle with capturing temporal dynamics effectively. We employ ARIMA (AutoRegressive Integrated Moving Average) model for forecasting and conduct theoretical proofs using Lyapunov's stability criterion and Kolmogorov's limit theorem. Our analysis reveals that the Kenyan agricultural data exhibits stable and convergent behaviour, validating our theoretical models over different time horizons. The empirical findings confirm the robustness of ARIMA in predicting agricultural yields in Kenya, providing a solid foundation for future policy development. Policy makers should consider integrating these predictive models into their decision-making frameworks to enhance food security and economic planning. The analytical core is $\hat{y}_t=\mathcal{F}(x_t;\theta)$ with $\hat{\theta}=argmin_{\theta}L(\theta)$, and convergence is established under standard smoothness conditions.</p>
format Recurso digital
id zenodo_https___doi_org_10_5281_zenodo_18891675
institution Zenodo
language eng
publishDate 2009
publisher Zenodo
record_format zenodo
spellingShingle Time-Series Analysis in Kenyan Agriculture: Stability and Convergence Proofs for Yield Prediction
Mbugua, Timothy Gitari
Mbadi, Oscar Mwinyi
Kikwai, Wangeci Gitonga
Njagi, Kamau Ngugi
Kenya
Time-Series Econometrics
ARIMA
Cointegration
Unit Root Test
Granger Causality
Long Memory Processes
<p>Agricultural yield prediction in Kenya is crucial for food security and economic stability. However, existing models often struggle with capturing temporal dynamics effectively. We employ ARIMA (AutoRegressive Integrated Moving Average) model for forecasting and conduct theoretical proofs using Lyapunov's stability criterion and Kolmogorov's limit theorem. Our analysis reveals that the Kenyan agricultural data exhibits stable and convergent behaviour, validating our theoretical models over different time horizons. The empirical findings confirm the robustness of ARIMA in predicting agricultural yields in Kenya, providing a solid foundation for future policy development. Policy makers should consider integrating these predictive models into their decision-making frameworks to enhance food security and economic planning. The analytical core is $\hat{y}_t=\mathcal{F}(x_t;\theta)$ with $\hat{\theta}=argmin_{\theta}L(\theta)$, and convergence is established under standard smoothness conditions.</p>
title Time-Series Analysis in Kenyan Agriculture: Stability and Convergence Proofs for Yield Prediction
topic Kenya
Time-Series Econometrics
ARIMA
Cointegration
Unit Root Test
Granger Causality
Long Memory Processes
url https://doi.org/10.5281/zenodo.18891675