The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test

This paper considers the effect of using a GARCH filter on the properties of the BDS test statistic as well as a number of other issues relating to the application of the test. It is found that, for certain values of the user-adjustable parameters, the finite sample distribution of the test is far-removed from asymptotic normality. In particular, when data generated from some completely different model class are filtered through a GARCH model, the frequency of rejection of iid falls, often substantially. The implication of this result is that it might be inappropriate to use non-rejection of iid of the standardised residuals of a GARCH model as evidence that the GARCH model ‘fits’ the data.

Tests of non-linearity using LIFFE futures transactions price data

This paper presents and implements a number of tests for non-linear dependence and a test for chaos using transactions prices on three LIFFE futures contracts: the Short Sterling interest rate contract, the Long Gilt government bond contract, and the FTSE 100 stock index futures contract. While previous studies of high frequency futures market data use only those transactions which involve a price change, we use all of the transaction prices on these contracts whether they involve a price change or not. Our results indicate irrefutable evidence of non-linearity in two of the three contracts, although we find no evidence of a chaotic process in any of the series. We are also able to provide some indications of the effect of the duration of the trading day on the degree of non-linearity of the underlying contract. The trading day for the Long Gilt contract was extended in August 1994, and prior to this date there is no evidence of any structure in the return series. However, after the extension of the trading day we do find evidence of a non-linear return structure.

Enhanced affective brain representations of chocolate in cravers vs. non-cravers

To examine the neural circuitry involved in food craving, in making food particularly appetitive and thus in driving wanting and eating, we used fMRI to measure the response to the flavour of chocolate, the sight of chocolate and their combination in cravers vs. non-cravers. Statistical parametric mapping (SPM) analyses showed that the sight of chocolate produced more activation in chocolate cravers than non-cravers in the medial orbitofrontal cortex and ventral striatum. For cravers vs. non-cravers, a combination of a picture of chocolate with chocolate in the mouth produced a greater effect than the sum of the components (i.e. supralinearity) in the medial orbitofrontal cortex and pregenual cingulate cortex. Furthermore, the pleasantness ratings of the chocolate and chocolate-related stimuli had higher positive correlations with the fMRI blood oxygenation level-dependent signals in the pregenual cingulate cortex and medial orbitofrontal cortex in the cravers than in the non-cravers. To our knowledge, this is the first study to show that there are differences between cravers and non-cravers in their responses to the sensory components of a craved food in the orbitofrontal cortex, ventral striatum and pregenual cingulate cortex, and that in some of these regions the differences are related to the subjective pleasantness of the craved foods. Understanding individual differences in brain responses to very pleasant foods helps in the understanding of the mechanisms that drive the liking for specific foods and thus intake of those foods.

The effect of chosen extraterrestrial solar spectrum on clear-sky atmospheric absorption and heating rates in the near infrared

The extraterrestrial solar spectrum (ESS) is an important component in near infrared (near-IR) radiative transfer calculations. However, the impact of a particular choice of the ESS in these regions has been given very little attention. A line-by-line (LBL) transfer model has been used to calculate the absorbed solar irradiance and solar heating rates in the near-IR from 2000-10000 cm−1(1-5 μm) using different ESS. For overhead sun conditions in a mid-latitude summer atmosphere, the absorbed irradiances could differ by up to about 11 Wm−2 (8.2%) while the tropospheric and stratospheric heating rates could differ by up to about 0.13 K day−1 (8.1%) and 0.19 K day−1 (7.6%). The spectral shape of the ESS also has a small but non-negligible impact on these factors in the near-IR.

Effect of acceptable use policy on employee computer use : case of Sri Lankan software development organizations

It is a known fact that some employees misuse the organizational computers to do their personal work such as sending emails, surfing the Internet, chatting, playing games. These activities not only waste productive time of employees but also bring a risk factor to the organization. This affects organizations in the software industry very much as almost all of their employees are connected to the Internet throughout them day./ By introducing an Acceptable Use Policy (AUP) for an organization, it is believed that the computer misuse by its employees could be reduced. In many countries Acceptable Use Policies are used and they have been studied with various perspectives. In Sri Lankan context research on these areas are scarce. This research explored the situation in Sri Lanka with respect to AUPs and their effectiveness./ A descriptive study was carried out to identify the large and medium scale software development organizations that had implemented computer usage guidelines for employees. A questionnaire was used to gather information regarding employee’s usual computer usage behavior. Stratified random sampling was employed to draw a representative sample from the population./ Majority of the organizations have not employed a written guideline on acceptable use of work computers. The study results did not provide evidence to conclude that the presence or non presence of an AUP has a significant difference in computer use behaviors of employees. A significant negative correlation was observed between level of awareness about AUP and misuse. Access to the Internet and organizational settings were identified as significant factors that influence employee computer misuse behavior.

The effect of polyoxyethylene polymers on the transport of ranitidine in Caco-2 cell monolayers.

Previous in vivo studies using PEG 400 showed an enhancement in the bioavailability of ranitidine. This study investigated the effect of PEG 200, 300 and 400 on ranitidine transport across Caco-2 cells. The effect of PEG polymers (20%, v/v) on the bi-directional flux of (3)H-ranitidine across Caco-2 cell monolayers was measured. The concentration dependence of PEG 400 effects on ranitidine transport was also studied. A specific screen for P-glycoprotein (P-gp) activity was used to test for an interaction between PEG and P-gp. In the absence of PEG, ranitidine transport showed over 5-fold greater flux across Caco-2 monolayers in the secretory than the absorptive direction; efflux ratio 5.38. PEG 300 and 400 significantly reduced this efflux ratio (p<0.05), whereas PEG 200 had no effect (p>0.05). In concordance, PEG 300 and 400 showed an interaction with the P-gp transporter, whereas PEG 200 did not. Interestingly, with PEG 400 a non-linear concentration dependence was seen for the inhibition of the efflux ratio of ranitidine, with a maxima at 1%, v/v (p<0.05). The inhibition of ranitidine efflux by PEG 300 and 400 which interact with P-gp provides a mechanism that may account for the observations of ranitidine absorption enhancement by PEG 400 in vivo.

Effect of fall-grazed sericea lespedeza (Lespedeza cuneata) on gastrointestinal nematode infections of growing goats

High prevalence of anthelmintic-resistant gastrointestinal nematodes (GIN) in goats has increased pressure to find effective, alternative non-synthetic control methods, one of which is adding forage of the high condensed tannin (CT) legume sericea lespedeza (SL; Lespedeza cuneata) to the animal's diet. Previous work has demonstrated good efficacy of dried SL (hay, pellets) against small ruminant GIN, but information is lacking on consumption of fresh SL, particularly during the late summer–autumn period in the southern USA when perennial warm-season grass pastures are often low in quality. A study was designed to determine the effects of autumn (September–November) consumption of fresh SL forage, grass pasture (predominantly bermudagrass, BG; Cynodon dactylon), or a combination of SL + BG forage by young goats [intact male Spanish kids, 9 months old (20.7 ± 1.1 kg), n = 10/treatment group] on their GIN infection status. Three forage paddocks (0.40 ha) were set up at the Fort Valley State University Agricultural Research Station (Fort Valley, GA) for an 8-week trial. The goats in each paddock were supplemented with a commercial feed pellet at 0.45 kg/head/d for the first 4 weeks of the trial, and 0.27 kg/head/d for the final 4 weeks. Forage samples taken at the start of the trial were analyzed for crude protein (CP), neutral detergent fiber (NDF), and acid detergent fiber (ADF) content, and a separate set of SL samples was analyzed for CT in leaves, stems, and whole plant using the benzyl mercaptan thiolysis method. Animal weights were taken at the start and end of the trial, and fecal and blood samples were collected weekly for determination of fecal egg counts (FEC) and packed cell volume (PCV), respectively. Adult GIN was recovered from the abomasum and small intestines of all goats at the end of the experiment for counting and speciation. The CP levels were highest for SL forage, intermediate for SL + BG, and lowest for BG forage samples, while NDF and ADF values were the opposite, with highest levels in BG and lowest in SL forage samples. Sericea lespedeza leaves had more CT than stems (16.0 g vs. 3.3 g/100 g dry weight), a slightly higher percentage of PDs (98% vs. 94%, respectively) and polymers of larger mean degrees of polymerization (42 vs. 18, respectively). There were no differences in average daily gain or blood PCV between the treatment groups, but SL goats had lower FEC (P < 0.05) than the BG or SL + BG forage goats throughout most of the trial. The SL + BG goats had lower FEC than the BG forage animals by the end of the trial (week 8, P < 0.05). The SL goats had lower numbers (P < 0.05) of male Haemonchus contortus and tended to have fewer female (P < 0.10) and total (P < 0.07) H. contortus compared with the BG goats. The predominant GIN in all the goats was Trichostrongylus colubriformis (73% of total GIN). As a low-input forage with activity against pathogenic GIN (H. contortus), SL has a potential to reduce producers’ dependence upon synthetic anthelmintics and also to fill the autumn ‘window’ in good-quality fresh forages for goat grazing in the southern USA.

Adsorption of organic molecules at the TiO2(110) surface: the effect of van der Waals interactions

Understanding the interaction of organic molecules with TiO2 surfaces is important for a wide range of technological applications. While density functional theory (DFT) calculations can provide valuable insight about these interactions, traditional DFT approaches with local exchange-correlation functionals suffer from a poor description of non-bonding van der Waals (vdW) interactions. We examine here the contribution of vdW forces to the interaction of small organic molecules (methane, methanol, formic acid and glycine) with the TiO2 (110) surface, based on DFT calculations with the optB88-vdW functional. The adsorption geometries and energies at different configurations were also obtained in the standard generalized gradient approximation (GGA-PBE) for comparison. We find that the optB88-vdW consistently gives shorter surface adsorbate-to-surface distances and slightly stronger interactions than PBE for the weak (physisorbed) modes of adsorption. In the case of strongly adsorbed (chemisorbed) molecules both functionals give similar results for the adsorption geometries, and also similar values of the relative energies between different chemisorption modes for each molecule. In particular both functionals predict that dissociative adsorption is more favourable than molecular adsorption for methanol, formic acid and glycine, in general agreement with experiment. The dissociation energies obtained from both functionals are also very similar, indicating that vdW interactions do not affect the thermodynamics of surface deprotonation. However, the optB88-vdW always predicts stronger adsorption than PBE. The comparison of the methanol adsorption energies with values obtained from a Redhead analysis of temperature programmed desorption data suggests that optB88-vdW significantly overestimates the adsorption strength, although we warn about the uncertainties involved in such comparisons.

Effect of breadmaking process on In Vitro gut microbiota parameters in irritable bowel syndrome

A variety of foods have been implicated in symptoms of patients with Irritable Bowel Syndrome (IBS) but wheat products are most frequently cited by patients as a trigger. Our aim was to investigate the effects of breads, which were fermented for different lengths of time, on the colonic microbiota using in vitro batch culture experiments. A set of in vitro anaerobic culture systems were run over a period of 24 h using faeces from 3 different IBS donors (Rome Criteria–mainly constipated) and 3 healthy donors. Changes in gut microbiota during a time course were identified by fluorescence in situ hybridisation (FISH), whilst the small -molecular weight metabolomic profile was determined by NMR analysis. Gas production was separately investigated in non pH-controlled, 36 h batch culture experiments. Numbers of bifidobacteria were higher in healthy subjects compared to IBS donors. In addition, the healthy donors showed a significant increase in bifidobacteria (P<0.005) after 8 h of fermentation of a bread produced using a sourdough process (type C) compared to breads produced with commercial yeasted dough (type B) and no time fermentation (Chorleywood Breadmaking process) (type A). A significant decrease of δ-Proteobacteria and most Gemmatimonadetes species was observed after 24 h fermentation of type C bread in both IBS and healthy donors. In general, IBS donors showed higher rates of gas production compared to healthy donors. Rates of gas production for type A and conventional long fermentation (type B) breads were almost identical in IBS and healthy donors. Sourdough bread produced significantly lower cumulative gas after 15 h fermentation as compared to type A and B breads in IBS donors but not in the healthy controls. In conclusion, breads fermented by the traditional long fermentation and sourdough are less likely to lead to IBS symptoms compared to bread made using the Chorleywood Breadmaking Process.

The latitudinal effect of corotating interaction regions on galactic cosmic rays

The response of galactic cosmic rays (GCRs) to an isolated enhancement of the non-axisymmetric component of the solar open magnetic field between June and November 1996 is investigated by using a combination of solar observations and numerical modelling of the interplanetary medium. The most obvious coronal hole visible from Earth at the time had little shielding effect on the flux of GCRs, as measured at Earth by neutron monitors. It is found that the evolution of the corotating interaction regions generated by a less obvious coronal hole was the principal controlling factor. Moreover, we demonstrate the imprint of the latitudinal and longitudinal evolution of that coronal hole on the variation of GCRs. The latitudinal extent of this solar minimum corotating interaction region had a determining, but local, shielding effect on GCRs, confirming previous modelling results.

Non-replication of the association between 5HTTLPR and response to psychological therapy for child anxiety disorders

Background We previously reported an association between 5HTTLPR genotype and outcome following cognitive–behavioural therapy (CBT) in child anxiety (Cohort 1). Children homozygous for the low-expression short-allele showed more positive outcomes. Other similar studies have produced mixed results, with most reporting no association between genotype and CBT outcome. Aims To replicate the association between 5HTTLPR and CBT outcome in child anxiety from the Genes for Treatment study (GxT Cohort 2, n = 829). Method Logistic and linear mixed effects models were used to examine the relationship between 5HTTLPR and CBT outcomes. Mega-analyses using both cohorts were performed. Results There was no significant effect of 5HTTLPR on CBT outcomes in Cohort 2. Mega-analyses identified a significant association between 5HTTLPR and remission from all anxiety disorders at follow-up (odds ratio 0.45, P = 0.014), but not primary anxiety disorder outcomes. Conclusions The association between 5HTTLPR genotype and CBT outcome did not replicate. Short-allele homozygotes showed more positive treatment outcomes, but with small, non-significant effects. Future studies would benefit from utilising whole genome approaches and large, homogenous samples.

Fat and fatty acid composition of cooked meat from UK retail chickens labelled as from organic and non-organic production systems

This study compared fat and fatty acids in cooked retail chicken meat from conventional and organic systems. Fat contents were 1.7, 5.2, 7.1 and 12.9 g/100 g cooked weight in skinless breast, breast with skin, skinless leg and leg with skin respectively, with organic meat containing less fat overall (P < 0.01). Meat was rich in cis-monounsaturated fatty acids, although organic meat contained less than did conventional meat (1850 vs. 2538 mg/100 g; P < 0.001). Organic meat was also lower (P < 0.001) in 18:3 n−3 (115 vs. 180 mg/100 g) and, whilst it contained more (P < 0.001) docosahexaenoic acid (30.9 vs. 13.7 mg/100 g), this was due to the large effect of one supermarket. This system by supermarket interaction suggests that poultry meat labelled as organic is not a guarantee of higher long chain n−3 fatty acids. Overall there were few major differences in fatty acid contents/profiles between organic and conventional meat that were consistent across all supermarkets.

Formulaic sequences in native and non-native argumentative writing in German

Whereas there is substantial scholarship on formulaic language in L1 and L2 English, there is less research on formulaicity in other languages. The aim of this paper is to contribute to learner corpus research into formulaic language in native and non-native German. To this effect, a corpus of argumentative essays written by advanced British students of German (WHiG) was compared with a corpus of argumentative essays written by German native speakers (Falko-L1). A corpus-driven analysis reveals a larger number of 3-grams in WHiG than in Falko-L1, which suggests that British advanced learners of German are more likely to use formulaic language in argumentative writing than their native-speaker counterparts. Secondly, by classifying the formulaic sequences according to their functions, this study finds that native speakers of German prefer discourse-structuring devices to stance expressions, whilst British advanced learners display the opposite preferences. Thirdly, the results show that learners of German make greater use of macro-discourse-structuring devices and cautious language, whereas native speakers favour micro-discourse structuring devices and tend to use more direct language. This study increases our understanding of formulaic language typical of British advanced learners of German and reveals how diverging cultural paradigms can shape written native speaker and learner output.

Sample size considerations in active-control non-inferiority trials with binary data based on the odds ratio

This paper presents an approximate closed form sample size formula for determining non-inferiority in active-control trials with binary data. We use the odds-ratio as the measure of the relative treatment effect, derive the sample size formula based on the score test and compare it with a second, well-known formula based on the Wald test. Both closed form formulae are compared with simulations based on the likelihood ratio test. Within the range of parameter values investigated, the score test closed form formula is reasonably accurate when non-inferiority margins are based on odds-ratios of about 0.5 or above and when the magnitude of the odds ratio under the alternative hypothesis lies between about 1 and 2.5. The accuracy generally decreases as the odds ratio under the alternative hypothesis moves upwards from 1. As the non-inferiority margin odds ratio decreases from 0.5, the score test closed form formula increasingly overestimates the sample size irrespective of the magnitude of the odds ratio under the alternative hypothesis. The Wald test closed form formula is also reasonably accurate in the cases where the score test closed form formula works well. Outside these scenarios, the Wald test closed form formula can either underestimate or overestimate the sample size, depending on the magnitude of the non-inferiority margin odds ratio and the odds ratio under the alternative hypothesis. Although neither approximation is accurate for all cases, both approaches lead to satisfactory sample size calculation for non-inferiority trials with binary data where the odds ratio is the parameter of interest.

How is the balance of a forecast ensemble affected by adaptive and non-adaptive localization schemes?

This paper investigates the effect on balance of a number of Schur product-type localization schemes which have been designed with the primary function of reducing spurious far-field correlations in forecast error statistics. The localization schemes studied comprise a non-adaptive scheme (where the moderation matrix is decomposed in a spectral basis), and two adaptive schemes, namely a simplified version of SENCORP (Smoothed ENsemble COrrelations Raised to a Power) and ECO-RAP (Ensemble COrrelations Raised to A Power). The paper shows, we believe for the first time, how the degree of balance (geostrophic and hydrostatic) implied by the error covariance matrices localized by these schemes can be diagnosed. Here it is considered that an effective localization scheme is one that reduces spurious correlations adequately but also minimizes disruption of balance (where the 'correct' degree of balance or imbalance is assumed to be possessed by the unlocalized ensemble). By varying free parameters that describe each scheme (e.g. the degree of truncation in the schemes that use the spectral basis, the 'order' of each scheme, and the degree of ensemble smoothing), it is found that a particular configuration of the ECO-RAP scheme is best suited to the convective-scale system studied. According to our diagnostics this ECO-RAP configuration still weakens geostrophic and hydrostatic balance, but overall this is less so than for other schemes.