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Construction of Time Series Prediction Models for Event Influence and Revenue Growth in Sports Industry

,  und   
21. März 2025

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COVER HERUNTERLADEN

Figure 1.

Sports industry
Sports industry

Figure 2.

Pulse response analysis
Pulse response analysis

Statistical estimates

Industry Sequence Quantity of samples Degree of bias Kurtosis J-B Normal test
J-B statistic Probability P
Sporting goods manufacturing industry Sporting goods 80 0.3291 4.7819 10.5215 0.0053
Sports facilities 80 0.6313 4.5542 11.691 0.0028
Sports service Industry Sports service 80 0.9757 4.7898 20.455 0.0000
Sports media and information services 80 -1.6485 9.5655 157.4709 0.0000
Sports and entertainment 80 0.7149 3.8629 8.1432 0.0172

Stability result

Variable ADF test value Test type (c,t,k) T statistic P Stability
1%Critical value 5%Critical value 10%Critical value
LnGDP -0.32084 c,0,1 -5.29544 -4.0082 -3.46078 P>0.1 nonstationary
LnTYC 9.401743 c,0,1 -2.81664 -1.98227 -1.6012 P>0.1 nonstationary
ΔlnGDP -1.04696 c,0,1 -2.84732 -1.9883 -1.60021 P>0.1 nonstationary
ΔlnTYC 0.208104 c,0,1 -2.84724 -1.98812 -1.60022 P>0.1 nonstationary
Δ2lnGDP -3.53499 c,0,1 -2.93721 -2.00628 -1.59815 P<0.01 stationary
Δ2lnTYC -3.00523 c,0,1 -2.88611 -1.99586 -1.59906 P<0.01 stationary

Vector error

Variable Coefficient estimate Standard deviation T statistic P
ΔlnTYC -0.206788 0.113925 -1.81445 0.1427
C 0.168401 0.038592 4.364773 0.013
ΔlnGDPt-1 0.933958 0.169932 5.495774 0.0052
ΔlnTYCt-1 -0.529791 0.181398 -2.92057 0.0435
ECMt-1 -1.74408 0.253961 -6.86723 0.0026

Results of the granger causality test

Dependent variable Exogenous variable Chi-sq statistical value P
TYC GDP 3.845082 0.0488**
ALL 3.845082 0.0488**
GDP TYC 2.256788 0.122
ALL 2.256788 0.122

Variance decomposition

Period Variance decomposition of TYC(%) Variance decomposition of GDP(%)
TYC GDP GDP TYC
1 100 0 99.81126 0.18874
2 94.38029 5.61971 88.85596 11.14404
3 94.44463 5.55537 83.70355 16.29645
4 93.84035 6.15965 81.0841 18.9159
5 93.94914 6.05086 79.55577 20.44423
6 93.82881 6.17119 78.56684 21.43316
7 93.826 6.174 77.87858 22.12142
8 93.81337 6.18663 77.37445 22.62555
9 93.78918 6.21082 76.99104 23.00896
10 93.77399 6.22601 76.6908 23.3092

Results of the cointegral test

Original hypothesis Eigenvalue Trace survey Race test critical value (5%) P Conclusion
None 0.941735 25.60196 14.2635 0.0007 Reject
At most 1 0.000987 0.008918 3.841477 0.9245 Acceptance
Sprache:
Englisch
Zeitrahmen der Veröffentlichung:
1 Hefte pro Jahr
Fachgebiete der Zeitschrift:
Biologie, Biologie, andere, Mathematik, Angewandte Mathematik, Mathematik, Allgemeines, Physik, Physik, andere