Construction of Time Series Prediction Models for Event Influence and Revenue Growth in Sports Industry
, et
21 mars 2025
À propos de cet article
Publié en ligne: 21 mars 2025
Reçu: 18 oct. 2024
Accepté: 10 févr. 2025
DOI: https://doi.org/10.2478/amns-2025-0569
Mots clés
© 2025 Xiaolu Li et al., published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.
Figure 1.

Figure 2.

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 |