Specification and testing of multiplicative time-varying GARCH models with applications

In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.

Os programas de educação física e o desempenho motor na ginástica: um estudo exploratório com alunos do 12º ano de escolaridade

Relatório de estágio de mestre em Ensino de Educação Física nos Ensinos Básico e Secundário

The reasonant influence of supply chain management practices on organizational performance

A single supply chain management (SCM) practice will have a certain impact on organizational performance(OP). However, since it is placed in a system that many other practices are conducted simultaneously, the practice itself will interact with other ones and have a greater impact on OP. This mechanism is named the "resonant" influence. The technique of Structural equation modelling (SEM) was used to test the above mechanism with data collected from Vietnamese garment enterprises. The tcst results showed that the model without mutual interaction among SCM practices could explain 42.8%, 26.3% and 34% variance of operational performance, customer satisfaction and financial performance. While the one containing this interaction is capable to explain 69.5%, 33.1% and 57.3%, respectively.

Exposição à escrita e rendimento académico na língua portuguesa: um estudo com alunos do 5.º e 7.º ano

Dissertação de mestrado integrado em Psicologia

Satisfaction with Life Scale among adolescents and young adults in Portugal: extending evidence of construct validity

The paper presents three empirical studies designed to extend the test of the construct validity of the Satisfaction With Life Scale (SWLS) among Portuguese students. In the first study, the responses of 461 elementary and secondary education students were submitted to a principal component analysis. A solution of one single factor was chosen, accounting for 55.7 % of the total variance, with Cronbach alpha coefficient and inter-item correlation above .70 and .20, respectively. The second study used a sample of 317 undergraduate students and registered a similar factor solution for SWLS (/pq = 0.99), which accounted for 65.6 % of the total variance (Cronbach alpha .89 and inter-item correlation above .20). A test–retest analysis registered coefficients of .70 (T2) and .77 (T3) and no significant statistically differences between T2, T3 and T1. The third study used a sample of 107 foster care youths from elementary and secondary education. Confirmatory factor analysis results indicate adequate fit indexes for the one-factor solution (v2/df = 2.70, GFI = .96, CFI = .96), which showed convergent validity, reliability and homogeneity. In conclusion, there is psychometric evidence for the one-factor structure of the SWLS in Portugal.

Re-Design of ribbon for new applications

O conceito de qualidade de vida surge pela primeira vez em 1920, através do economista inglês Arthur Cecil Pigou, que utiliza este termo para descrever o impacto governamental sobre a vida das pessoas mais desfavorecidas. Com a instalação de uma era industrializada e com o fim da 2º Guerra Mundial, a sociedade mudou de paradigma e iniciou uma procura incessante de formas para melhorar a sua qualidade de vida. Este conceito desenvolve-se juntamente com o desenvolvimento do conceito de educação, saúde, habitação, transporte, trabalho e lazer, bem como indicadores do aumento da esperança de vida, a diminuição da mortalidade infantil e dos níveis de poluição. O avanço da tecnologia teve um papel fundamental para a evolução desses conceitos, bem como o Design na procura de soluções para aplicação dessas mesmas tecnologias. No caso concreto da indústria tèxtil, a tendência é o desenvolvimento de têxteis inteligentes envolvendo a engenharia electrónica no seu processo de conceptualização e de fabrico. A chamada tecnologia wearable abre novos horizontes para a criação de soluções inovadoras, abrindo novos nichos de mercado com elevado valor acrescentado. Existem atualmente vários produtos no mercado cuja funcionalidade e utilidade lhes conferiu um estatuto imutável ao longo dos anos, onde a evolução não avançou na tendência atual. Esse é o caso dos tecidos estreitos, cuja funcionalidade poderá adquirir novas capacidades e ser utilizada em diferentes componentes têxteis nas mais variadas áreas. Essas capacidades poderão ser acrescentadas pela incorporação de materiais com luminosidade (Led’s e L-Wire) nas suas estruturas. Neste estudo realizado o design de produtos com novas funcionalidades, adaptando as tecnologias até agora desenvolvidas em novas soluções e/ou novas recriações de produto.

On the Hill estimator: a comparison of methods

Extreme value theory (EVT) deals with the occurrence of extreme phenomena. The tail index is a very important parameter appearing in the estimation of the probability of rare events. Under a semiparametric framework, inference requires the choice of a number k of upper order statistics to be considered. This is the crux of the matter and there is no definite formula to do it, since a small k leads to high variance and large values of k tend to increase the bias. Several methodologies have emerged in literature, specially concerning the most popular Hill estimator (Hill, 1975). In this work we compare through simulation well-known procedures presented in Drees and Kaufmann (1998), Matthys and Beirlant (2000), Beirlant et al. (2002) and de Sousa and Michailidis (2004), with a heuristic scheme considered in Frahm et al. (2005) within the estimation of a different tail measure but with a similar context. We will see that the new method may be an interesting alternative.

Estudo de validação do Partner Interaction Questionnaire para fumantes e ex-fumantes

O presente artigo tem por objetivo validar uma versão adaptada do Partner Interaction Questionnaire (PIQ), instrumento que avalia o suporte para deixar de fumar dado pelo parceiro. É apresentada uma versão adaptada do PIQ para fumantes e abstinentes. Participaram no estudo 224 fumantes (52.7% do sexo feminino e 47.3% do sexo masculino; média de idades=28.6 anos; DP=8.69) e 169 ex-fumantes (68.6% do sexo masculino e 31.4% do sexo feminino; média de idades= 43.1 anos; DP=13.02). O instrumento apresentou boa fidelidade (alfa de Cronbach: 0.73) para a subescala positiva e para a subescala negativa (alfa de Cronbach: 0.77). O estudo de validade revelou a presença de dois fatores que explicam 43.36% da variância. O instrumento apresenta boa validade de construto, correlacionando-se positivamente com o ajustamento de casais e a qualidade de vida mental, e negativamente com a depressão. Esta versão adaptada do PIQ reuniu as condições necessárias para a sua aplicação em fumantes e ex-fumantes, podendo ser uma escala útil em programas de intervenção de cessação tabágica e de manutenção da abstinência.

Suporte social em cuidadores informais de dependentes de substâncias.

Os cuidadores informais têm de lidar com situações potencialmente causadoras de stress e Sobrecarga. Uma amostra com 120 cuidadores de Dependentes de Substâncias, residentes em Portugal, completou uma bateria de questionários que incluía o BDI (Beck, Ward, Mendelson, Mock, & Erbaugh, 1961; McIntyre & Araújo-Soares, 1999), BSI (Canavarro, 1999; Derogatis, 1975, 1993), CRA (Given, et al., 1992), WHOQOL – Bref (Fleck, 2000; Vaz Serra, et al., 2006) e o IESSS (Ensel & Woelfel, 1986; Faria, 1999). De seguida, os participantes foram distribuídos por três grupos (G1, G2 e G3), dependendo do tempo de abstinência do familiar a quem prestavam cuidados. O estudo explorou a relação entre diversas variáveis clínicas e psicológicas e o suporte social nesses cuidadores. Os resultados revelaram que a coabitação com o paciente, o distress psicológico, a qualidade de vida (relações sociais e psicológica) e a sobrecarga são preditores, do suporte social explicando 48% da variância observada. O modelo de mediação demonstrou que o suporte social é um mediador parcial da relação entre o distress e a sobrecarga, explicando 60% da variância observada. Deste modo, verifica-se a importância de intervir no suporte social no sentido de diminuir o impacto do distress e sobrecarga nos cuidadores.

Construção e validação de uma escala de autoconceito para estudantes universitários de Moçambique

O presente artigo apresenta a construção e validação de um questionário de avaliação do autoconceito para a população de adolescentes e jovens-adultos que frequentam o ensino universitário em Moçambique. A construção do questionário teve como base a análise de conteúdo de descrições de si, fornecidas por 15 estudantes, e que informaram acerca das categorias centrais ao autoconceito e seus principais descritores. Com base nos resultados deste primeiro estudo, foram elaborados 77 itens que foram sucessivamente aplicados a pequenos grupos de alunos/as e a diferentes amostras, realizando-se análises qualitativas e quantitativas das respostas aos itens de modo a proceder à definição de dimensionalidade da escala e escolha dos melhores itens. Num último estudo, a versão ultimada da escala foi administrada a uma amostra de 250 estudantes (Midade=29.0, DP= 7.70). Os resultados da análise de componentes principais identificaram 24 itens que se organizam em cinco dimensões de autoconceito: autoconceito religioso, artístico, académico, social e físico. Estas cinco dimensões explicam 56.8% da variância total dos itens retidos na versão final da escala. As propriedades psicométricas são favoráveis à utilização deste instrumento de avaliação do autoconceito em estudantes universitários de Moçambique.

Is honey able to potentiate the antioxidant and cytotoxic properties of medicinal plants consumed as infusions for hepatoprotective effects?

Due to the enormous variety of phytochemicals present in plants, their extracts have been used for centuries in the treatment of innumerous diseases, being perceived as an invaluable source of medicines for humans. Furthermore, the combination of different plants was reported as inducing an improved effect (synergism) in comparison to the additive activity of the plants present in those mixtures. Nevertheless, information regarding the effects of plant infusions added with honey is still rather scarce. Accordingly, the aim of this study was evaluating the interaction between chestnut honey, a natural product with well-reported beneficial properties, and three medicinal plants (either as single plant or as combinations of two and three plants), with regard to their antioxidant activity and hepatotoxicity. Antioxidant activity was evaluated by comparing the results from four different assays; the hepatotoxicity was assessed in two different cell lines. Results were compared by analysis of variance and linear discriminant analysis. The addition of honey to the infusions had a beneficial result in both cases, producing a synergistic effect in all samples, except beta-carotene bleaching inhibition for artichoke+milk thistle+honey preparation and also preparations with lower hepatotoxicity, except in the case of artichoke+honey. Moreover, from discriminant linear analysis output, it became obvious that the effect of honey addition overcame that resulting from using single plant or mixed plants based infusions. Also, the enhanced antioxidant activity of infusions containing honey was convoyed by a lower hepatotoxicity.

Validation of the Portuguese version of the Evidence-Based Practice Questionnaire

OBJECTIVES: To describe the process of translation and linguistic and cultural validation of the Evidence Based Practice Questionnaire for the Portuguese context: Questionário de Eficácia Clínica e Prática Baseada em Evidências (QECPBE). METHOD: A methodological and cross-sectional study was developed. The translation and back translation was performed according to traditional standards. Principal Components Analysis with orthogonal rotation according to the Varimax method was used to verify the QECPBE's psychometric characteristics, followed by confirmatory factor analysis. Internal consistency was determined by Cronbach's alpha. Data were collected between December 2013 and February 2014. RESULTS: 358 nurses delivering care in a hospital facility in North of Portugal participated in the study. QECPBE contains 20 items and three subscales: Practice (α=0.74); Attitudes (α=0.75); Knowledge/Skills and Competencies (α=0.95), presenting an overall internal consistency of α=0.74. The tested model explained 55.86% of the variance and presented good fit: χ2(167)=520.009; p = 0.0001; χ2df=3.114; CFI=0.908; GFI=0.865; PCFI=0.798; PGFI=0.678; RMSEA=0.077 (CI90%=0.07-0.08). CONCLUSION: confirmatory factor analysis revealed the questionnaire is valid and appropriate to be used in the studied context.

Deteção remota na avaliação das alterações da cobertura do solo no Parque Nacional da Peneda-Gerês

Dissertação de mestrado integrado em Engenharia Civil

Validation of the Portuguese Version of EHP-30 (The Endometriosis Health Profile-30)

Introduction: Endometriosis Health Profile Questionnaire-30 is currently the most used questionnaire for quality of life measurement in women with endometriosis. The aim of this study is to evaluate the psychometric properties and to validate the Portuguese Endometriosis Health Profile Questionnaire-30 version. MATERIAL AND METHODS A sequential sample of 152 patients with endometriosis, followed in a Portugal reference center, were asked to complete a questionnaire on social and demographic features, the Portuguese version of the Endometriosis Health Profile Questionnaire-30 and of the Short Form Health Survey 36 Item â version 2. Appropriate statistical analysis was performed using descriptive statistics, factor analysis, internal consistency, item-total correlation and convergent validity. RESULTS Factorial analysis confirmed the validity of the five-dimension structure of the Endometriosis Health Profile Questionnaire-30 core questionnaire, which explained 83.2% of the total variance. All item-total correlations presented acceptable results and high internal consistency, with Cronbach's alpha ranging between 0.876 and 0.981 for the core questionnaire and between 0.863 and 0.951 for the modular questionnaire. Significant negative associations between similar scales of Endometriosis Health Profile Questionnaire-30 and Short Form Health Survey 36 Item â version 2 were demonstrated. Data completeness achieved was high for all dimensions. The emotional well-being scale in the core questionnaire and the infertility scale in the modular section had the highest median scores, and therefore the most negative impact on the quality of life of participating women. DISCUSSION The test-retest reliability and responsiveness of the questionnaire should be evaluated in future studies. CONCLUSION The present study demonstrates that the Portuguese version of the Endometriosis Health Profile Questionnaire-30 is a valid, reliable and acceptable tool for evaluating the health-related quality of life of Portuguese women with endometriosis.

24-h urinary free cortisol from mid-pregnancy to 3-months postpartum: gender and parity differences and effects

Background: Pregnancy and postpartum have been associated to several physiological changes;however, empirical evidence was almost exclusively obtained in primiparous women and few studies focus on hormonal changes in men and second-time parents. The main aim of this study is to examine 24-h urinary free cortisol from mid-pregnancy to 3-months postpartum, comparing women/men and first/second-time parents.Methods: Twenty-six women and 22 men (N = 48) were recruited from an antenatal obstetric unit in Porto, Portugal. 24-h urinary free cortisol was measured at the 2nd and 3rd trimester and at 3-months postpartum. Repeated measures analyses of variance were conducted, in order to analyze 24-h urinary free cortisol patterns of change over this period. Gender and parity were included in the analyses as potential modifiers, in order to compare women and men, and first-and second-time parents.Results: An increase from the 2nd to the 3rd trimester (p = .006) and a decrease from the 3rd trimester to 3-months postpartum (p = .005) were reported in all parents’ 24-h urinary free cortisol. The interaction effects for Time * Gender (p = .03) and Time * Parity (p = .02) were found. Women and first-time parents revealed higher levels, while men and second-time parents showed lower 24-h urinary free cortisol levels at the 2nd trimester than at 3-months postpartum.Conclusions: Findings appear to clarify the direction, as well as, the timing, gender and parity extension of 24-h urinary free cortisol changes from mid-pregnancy to 3-months postpartum.The same pattern of change in all parents’ 24-h urinary free cortisol from mid-pregnancy to 3-months postpartum is consistent with the proposed role of hormones in preparation to parenting.