Förpackningsproduktion samt studie om hur reumatikervänliga förpackningar är idag

AssiDomän Frövi board mill has in cooperation with students from Graphic Technologyat the University of Dalarna a degree project that involves developing package solutionsin carton material from AssiDomän Frövi. This year the basic condition was to use theweights 270g/m2, 300g/m2 and 330g/m2 and choose between Frövi Bright, Frövi Lightand Frövi Carry.The packages were supposed to be in the segments industrial products,chocolate/sweets and beauty products/cosmetics. Two packages were produced in thesegments industrial products and beauty products/cosmetics.The first package, produced in the industrial segment, contains textile color and templatesand the second package is a gift package and contains nail polish.The investigation part of the project deals with how the packages today are fit forrheumatics in opening purpose.

Common Features in Vector Nonlinear Time Series Models

This thesis consists of four manuscripts in the area of nonlinear time series econometrics on topics of testing, modeling and forecasting nonlinear common features. The aim of this thesis is to develop new econometric contributions for hypothesis testing and forecasting in these area. Both stationary and nonstationary time series are concerned. A definition of common features is proposed in an appropriate way to each class. Based on the definition, a vector nonlinear time series model with common features is set up for testing for common features. The proposed models are available for forecasting as well after being well specified. The first paper addresses a testing procedure on nonstationary time series. A class of nonlinear cointegration, smooth-transition (ST) cointegration, is examined. The ST cointegration nests the previously developed linear and threshold cointegration. An Ftypetest for examining the ST cointegration is derived when stationary transition variables are imposed rather than nonstationary variables. Later ones drive the test standard, while the former ones make the test nonstandard. This has important implications for empirical work. It is crucial to distinguish between the cases with stationary and nonstationary transition variables so that the correct test can be used. The second and the fourth papers develop testing approaches for stationary time series. In particular, the vector ST autoregressive (VSTAR) model is extended to allow for common nonlinear features (CNFs). These two papers propose a modeling procedure and derive tests for the presence of CNFs. Including model specification using the testing contributions above, the third paper considers forecasting with vector nonlinear time series models and extends the procedures available for univariate nonlinear models. The VSTAR model with CNFs and the ST cointegration model in the previous papers are exemplified in detail,and thereafter illustrated within two corresponding macroeconomic data sets.