Testing Seasonal Unit Roots in Data at Any Frequency, an HEGY approach

This paper generalizes the HEGY-type test to detect seasonal unit roots in data at any frequency, based on the seasonal unit root tests in univariate time series by Hylleberg, Engle, Granger and Yoo (1990). We introduce the seasonal unit roots at first, and then derive the mechanism of the HEGY-type test for data with any frequency. Thereafter we provide the asymptotic distributions of our test statistics when different test regressions are employed. We find that the F-statistics for testing conjugation unit roots have the same asymptotic distributions. Then we compute the finite-sample and asymptotic critical values for daily and hourly data by a Monte Carlo method. The power and size properties of our test for hourly data is investigated, and we find that including lag augmentations in auxiliary regression without lag elimination have the smallest size distortion and tests with seasonal dummies included in auxiliary regression have more power than the tests without seasonal dummies. At last we apply the our test to hourly wind power production data in Sweden and shows there are no seasonal unit roots in the series.

Children's recall of words spoken in their first and second language : Effects of Signal-to-Noise Ratio and Reverberation Time

Speech perception runs smoothly and automatically when there is silence in the background, but when the speech signal is degraded by background noise or by reverberation, effortful cognitive processing is needed to compensate for the signal distortion. Previous research has typically investigated the effects of signal-to-noise ratio (SNR) and reverberation time in isolation, whilst few have looked at their interaction. In this study, we probed how reverberation time and SNR influence recall of words presented in participants' first- (L1) and second-language (L2). A total of 72 children (10 years old) participated in this study. The to-be-recalled wordlists were played back with two different reverberation times (0.3 and 1.2 s) crossed with two different SNRs (+3 dBA and +12 dBA). Children recalled fewer words when the spoken words were presented in L2 in comparison with recall of spoken words presented in L1. Words that were presented with a high SNR (+12 dBA) improved recall compared to a low SNR (+3 dBA). Reverberation time interacted with SNR to the effect that at +12 dB the shorter reverberation time improved recall, but at +3 dB it impaired recall. The effects of the physical sound variables (SNR and reverberation time) did not interact with language. © 2016 Hurtig, Keus van de Poll, Pekkola, Hygge, Ljung and Sörqvist.