The asymptotic distribution of canonical correlations and vectors in higher-order cointegrated models

The study of the large-sample distribution of the canonical correlations and variates in cointegrated models is extended from the first-order autoregression model to autoregression of any (finite) order. The cointegrated process considered here is nonstationary in some dimensions and stationary in some other directions, but the first difference (the “error-correction form”) is stationary. The asymptotic distribution of the canonical correlations between the first differences and the predictor variables as well as the corresponding canonical variables is obtained under the assumption that the process is Gaussian. The method of analysis is similar to that used for the first-order process.

Bond orientational order, molecular motion, and free energy of high-density DNA mesophases.

By equilibrating condensed DNA arrays against reservoirs of known osmotic stress and examining them with several structural probes, it has been possible to achieve a detailed thermodynamic and structural characterization of the change between two distinct regions on the liquid-crystalline phase diagram: (i) a higher density hexagonally packed region with long-range bond orientational order in the plane perpendicular to the average molecular direction and (ii) a lower density cholesteric region with fluid-like positional order. X-ray scattering on highly ordered DNA arrays at high density and with the helical axis oriented parallel to the incoming beam showed a sixfold azimuthal modulation of the first-order diffraction peak that reflects the macroscopic bond-orientational order. Transition to the less-dense cholesteric phase through osmotically controlled swelling shows the loss of this bond orientational order, which had been expected from the change in optical birefringence patterns and which is consistent with a rapid onset of molecular positional disorder. This change in order was previously inferred from intermolecular force measurements and is now confirmed by 31P NMR. Controlled reversible swelling and compaction under osmotic stress, spanning a range of densities between approximately 120 mg/ml to approximately 600 mg/ml, allow measurement of the free-energy changes throughout each phase and at the phase transition, essential information for theories of liquid-crystalline states.