102 resultados para COINTEGRATION TESTS


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Selection criteria and misspecification tests for the intra-cluster correlation structure (ICS) in longitudinal data analysis are considered. In particular, the asymptotical distribution of the correlation information criterion (CIC) is derived and a new method for selecting a working ICS is proposed by standardizing the selection criterion as the p-value. The CIC test is found to be powerful in detecting misspecification of the working ICS structures, while with respect to the working ICS selection, the standardized CIC test is also shown to have satisfactory performance. Some simulation studies and applications to two real longitudinal datasets are made to illustrate how these criteria and tests might be useful.

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This paper considers the one-sample sign test for data obtained from general ranked set sampling when the number of observations for each rank are not necessarily the same, and proposes a weighted sign test because observations with different ranks are not identically distributed. The optimal weight for each observation is distribution free and only depends on its associated rank. It is shown analytically that (1) the weighted version always improves the Pitman efficiency for all distributions; and (2) the optimal design is to select the median from each ranked set.

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The use of geogrids in granular pavement layers could increase the modulus and the stiffness of granular layer and hence the required layer thickness can be reduced. Though, geogrids are being used in granular pavements to provide lateral restraint, bearing capacity, and membrane tension support, very limited studies have been carried out to investigate the effects of geogrids on modulus and stiffness of granular layer. In this study, two sections of a granular pavement were constructed: one with a geogrid at the bottom of the base layer and the other without a geogrid. Two sections were then tested using Falling Weight Deflectometer (FWD) and FWD results were analysed to determine the effect of geogrid on the overall modulus and stiffness of the granular pavement. The results suggested that the pavement section with geogrid has higher overall modulus and deflection ratio compared to the pavement section without geogrid.

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Sit-to-stand (STS) tests measure the ability to get up from a chair, reproducing an important component of daily living activity. As this functional task is essential for human independence, STS performance has been studied in the past decades using several methods, including electromyography. The aim of this study was to measure muscular activity and fatigue during different repetitions and speeds of STS tasks using surface electromyography in lower-limb and trunk muscles. This cross-sectional study recruited 30 healthy young adults. Average muscle activation, percentage of maximum voluntary contraction, muscle involvement in motion and fatigue were measured using surface electrodes placed on the medial gastrocnemius (MG), biceps femoris (BF), vastus medialis of the quadriceps (QM), the abdominal rectus (AR), erector spinae (ES), rectus femoris (RF), soleus (SO) and the tibialis anterior (TA). Five-repetition STS, 10-repetition STS and 30-second STS variants were performed. MG, BF, QM, ES and RF muscles showed differences in muscle activation, while QM, AR and ES muscles showed significant differences in MVC percentage. Also, significant differences in fatigue were found in QM muscle between different STS tests. There was no statistically significant fatigue in the BF, MG and SO muscles of the leg although there appeared to be a trend of increasing fatigue. These results could be useful in describing the functional movements of the STS test used in rehabilitation programs, notwithstanding that they were measured in healthy young subjects.

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Objective: To describe patient participation and clinical performance in a colorectal cancer (CRC) screening program utilising faecal occult blood test (FOBT). Methods: A community-based intervention was conducted in a small, rural community in north Queensland, 2000/01. One of two FOBT kits – guaiac (Hemoccult-ll) or immunochemical (Inform) – was assigned by general practice and mailed to participants (3,358 patients aged 50–74 years listed with the local practices). Results: Overall participation in FOBT screening was 36.3%. Participation was higher with the immunochemical kit than the guaiac kit (OR=1.9, 95% Cl 1.6-2.2). Women were more likely to comply with testing than men (OR=1.4, 95% Cl 1.2-1.7), and people in their 60s were less likely to participate than those 70–74 years (OR=0.8, 95% Cl 0.6-0.9). The positivity rate was higher for the immunochemical (9.5%) than the guaiac (3.9%) test (χ2=9.2, p=0.002), with positive predictive values for cancer or adenoma of advanced pathology of 37.8% (95% Cl 28.1–48.6) for !nform and 40.0% (95% Cl 16.8–68.7) for Hemoccult-ll. Colonoscopy follow-up was 94.8% with a medical complication rate of 2–3%. Conclusions: An immunochemical FOBT enhanced participation. Higher positivity rates for this kit did not translate into higher false-positive rates, and both test types resulted in a high yield of neoplasia. Implications: In addition to type of FOBT, the ultimate success of a population-based screening program for CRC using FOBT will depend on appropriate education of health professionals and the public as well as significant investment in medical infrastructure for colonoscopy follow-up.

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In this paper, we describe our investigation of the cointegration and causal relationships between energy consumption and economic output in Australia over a period of five decades. The framework used in this paper is the single-sector aggregate production function, which is the first comprehensive approach used in an Australian study of this type to include energy, capital and labour as separate inputs of production. The empirical evidence points to a cointegration relationship between energy and output and implies that energy is an important variable in the cointegration space, as are conventional inputs capital and labour. We also find some evidence of bidirectional causality between GDP and energy use. Although the evidence of causality from energy use to GDP was relatively weak when using the thermal aggregate of energy use, once energy consumption was adjusted for energy quality, we found strong evidence of Granger causality from energy use to GDP in Australia over the investigated period. The results are robust, irrespective of the assumptions of linear trends in the cointegration models, and are applicable for different econometric approaches.

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The study investigates the long-run and dynamic relationships between energy consumption and output in Australia using a multivariate cointegration and causality framework. Using both Engle-Granger and Johansen cointegration approaches, the study finds that energy consumption and real Gross Domestic Product are cointegrated. The Granger causality tests suggest bidirectional Granger causality between energy consumption and real GDP, and Granger endogeineity in the system. Since the energy sector largely contributes to carbon emissions in Australia, we suggest that direct measures to reduce carbon by putting constraints on the energy consumption would pose significant economic costs for the Australian economy.

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In this paper we examine the effect of technology on economic growth in Zimbabwe over the period 1975–2014 whilst accounting for structural breaks. We use the extended Cobb–Douglas type Solow (Q J Econ 70(1):65–94, 1956) framework and the ARDL bounds procedure to examine cointegration and short run and long run effects. Using unit root tests, we note that structural changes in Zimbabwe are generally marked by the period 1982 onwards. We find that mobile technology has a positive short-run (0.09 %) and long-run (0.08 %) impact on the output per capita. The structural changes post-1982 periods show positive impact in the short-run (0.06) and the long-run (0.09), whereas the coefficient of trend in the short-run (−0.03) and the long-run (−0.04) is negative. The Granger non-causality test shows a unidirectional causality from capital stock (investment) per capita to output per capita and a bi-directional causality between mobile cellular technology and output per capita. The plausible reasons for estimated magnitude effects and the direction of causality are explained for policy deliberation.

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Thin-walled steel hollow flange channel beams known as LiteSteel beam (LSB) sections were developed for use as joists and bearers in various flooring systems. However, they are subjected to specific buckling and failure modes, one of them being web crippling. Despite considerable research in this area, much of the current design predictions for cold-formed steel sections are not directly applicable to LSBs. This is due to the geometry of the LSB, which consists of two closed rectangular hollow flanges, and its unique residual stress characteristics and initial geometric imperfections. Hence an experimental study was conducted to investigate the web crippling behaviour and capacities of LSBs with their flanges fastened to supports. Thirty nine web crippling tests were conducted under two flange load cases (End Two Flange (ETF) and Interior Two Flange (ITF)). Test results showed that for ETF load case the web crippling capacities increased by 50% on average while they increased by 97% for ITF load case when flanges were fastened to supports. Comparison of the ultimate web crippling capacities from tests showed that AS/NZS 4600 and AISI S100 web crippling design equations are conservative for LSB sections with flanges fastened to supports under ETF and ITF load cases. Hence new equations were proposed to determine the web crippling capacities of LSBs with flanges fastened to supports. This paper presents the details of the experimental study into the web crippling behaviour of LSB sections with their flanges fastened under ETF and ITF load cases, and the results.

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The intermittently rivet fastened Rectangular Hollow Flange Channel Beam (RHFCB) is a new cold-formed hollow section proposed as an alternative to welded hollow flange channel beams. It is a monosymmetric channel section made by intermittently rivet fastening two torsionally rigid rectangular hollow flanges to a web plate. This process enables the end users to choose an effective combination of different web and flange plate sizes to achieve optimum design capacities. Recent research studies focused mainly on the shear behaviour of the most commonly used lipped channel beam and welded hollow flange beam sections. However, the shear behaviour of rivet fastened RHFCB has not been investigated. Therefore a detailed experimental study involving 24 shear tests was undertaken to investigate the shear behaviour and capacities of rivet fastened RHFCBs. Simply supported test specimens of RHFCB with aspect ratios of 1.0 and 1.5 were loaded at mid-span until failure. Comparison of experimental shear capacities with corresponding predictions from the current Australian cold-formed steel design rules showed that the current design rules are very conservative for the shear design of rivet fastened RHFCBs. Significant improvements to web shear buckling occurred due to the presence of rectangular hollow flanges while considerable post-buckling strength was also observed. Such enhancements to the shear behaviour and capacity were achieved with a rivet spacing of 100 mm. Improved design rules were proposed for rivet fastened RHFCBs based on the current shear design equations in AISI S100 and the direct strength method. This paper presents the details of this experimental investigation and the results.

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The rivet-fastened rectangular hollow flange channel beam (RHFCB) is a new cold-formed hollow section proposed as an alternative to welded hollow flange steel beams. No research has been undertaken on the shear behaviour and strength of rivet fastened RHFCBs with web openings. Hence a detailed experimental study involving 30 shear tests was undertaken to investigate the shear behaviour and strength of rivet fastened RHFCBs with web openings. Experimental results showed that the current design rules are inadequate for the shear design of Rivet fastened RHFCBs with web openings. Improved design equations have been proposed for the shear strength of rivet fastened RHFCBs with web openings.

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The rivet-fastened rectangular hollow flange channel beam (RHFCB) is a new cold-formed hollow section proposed as an alternative to welded hollow flange steel beams. To date, no investigation has been conducted on their web crippling behaviour and strengths. Hence an experimental study was conducted to investigate the web crippling behaviour and capacities of rivet fastened RHFCBs under End Two Flange (ETF) and Interior Two Flange (ITF) load cases. Experimental results showed that the current design rules are unconservative for rivet fastened RHFCB sections under ETF and ITF load cases. Hence new equations were proposed to determine the web crippling capacities of rivet fastened RHFCBs.