Stationarity Structure of Türkiye’s Industrial Production Index
Şu kitabın bölümü: Tahtalı, Y. & Demir, İ. & Bayyurt, L. (eds.) 2025. Current Approaches in Applied Statistics I.

Uğur Ayık
Erzurum Technical University

Özet

Industrial production is considered an important variable in monitoring the economic performance of countries. This study examines the stationarity structures of the indexes of sub-branches of industry as well as the total industrial production index of Türkiye and is a preliminary assessment for the stationarity, cointegration and causality analyses planned to be conducted on this subject in the future. While examining the stationarity structure of the indexes of sub-branches of industry and total industrial production, the series were subjected to separate analyses by taking the level values ​​and logarithmic transformation values ​​(1986M01-2025M02). In order to investigate the stationarity structures of the series, the Ng-Perron Unit Root Test, one of the traditional unit root tests, and the Lee-Strazicich (LS) Unit Root Test, one of the tests that take structural breaks into account, were applied and the results were reported. According to the Ng-Perron test, it was observed that the logarithmic values ​​of the series exhibited a more stationary structure compared to the level values. According to the LS test, it was determined that both the level and logarithmic values ​​were all stationary at the level I(0). In short, the results obtained were that the seasonally adjusted logarithmic industrial production series were generally stationary at the level, the series returned to their averages in the face of shocks, that is, the shocks were eliminated.

Kaynakça Gösterimi

Ayık, U. (2025). Stationarity Structure of Türkiye’s Industrial Production Index. In: Tahtalı, Y. & Demir, İ. & Bayyurt, L. (eds.), Current Approaches in Applied Statistics I. Özgür Yayınları. DOI: https://doi.org/10.58830/ozgur.pub862.c3496

Lisans

Yayın Tarihi

11 October 2025

DOI