Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We consider model selection criteria which have data-dependent penalties for a lack of parsimony, as well as the traditional ones. We suggest a new procedure which is a hybrid of traditional criteria and criteria with data-dependant penalties. In order to compute the fit of each model, we propose an iterative procedure to compute the maximum likelihood estimates of parameters of a VAR model with short-run and long-run restrictions. Our Monte Carlo simulations measure the improvements in forecasting accuracy that can arise from the joint determination of lag-length and rank, relative to the commonly used procedure of selecting the lag-length only and then testing for cointegration.

Short-term temporal changes of soil carbon losses after tillage described by a first-order decay model

Tillage stimulates soil carbon (C) losses by increasing aeration, changing temperature and moisture conditions, and thus favoring microbial decomposition. In addition, soil aggregate disruption by tillage exposes once protected organic matter to decomposition. We propose a model to explain carbon dioxide (CO2) emission after tillage as a function of the no-till emission plus a correction due to the tillage disturbance. The model assumes that C in the readily decomposable organic matter follows a first-order reaction kinetics equation as: dC(sail)(t)/dt = -kC(soil)(t) and that soil C-CO2 emission is proportional to the C decay rate in soil, where C-soil(t) is the available labile soil C (g m(-2)) at any time (t). Emissions are modeled in terms soil C available to decomposition in the tilled and non-tilled plots, and a relationship is derived between no-till (F-NT) and tilled (F-Gamma) fluxes, which is: F-T = a1F(NT)e(-a2t), where t is time after tillage. Predicted and observed fluxes showed good agreement based on determination coefficient (R-2), index of agreement and model efficiency, with R-2 as high as 0.97. The two parameters included in the model are related to the difference between the decay constant (k factor) of tilled and no-till plots (a(2)) and also to the amount of labile carbon added to the readily decomposable soil organic matter due to tillage (a,). These two parameters were estimated in the model ranging from 1.27 and 2.60 (a(1)) and - 1.52 x 10(-2) and 2.2 x 10(-2) day(-1) (a(2)). The advantage is that temporal variability of tillage-induced emissions can be described by only one analytical function that includes the no-till emission plus an exponential term modulated by tillage and environmentally dependent parameters. (C) 2008 Elsevier B.V. All rights reserved.

Influence of a probiotic soy product on fecal microbiota and its association with cardiovascular risk factors in an animal model

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Double sampling (x)over-bar control chart for a first-order autoregressive moving average process model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Intestinal Anti-Inflammatory Activity of Baccharis dracunculifolia in the Trinitrobenzenesulphonic Acid Model of Rat Colitis

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Superspace approach to the renormalization of the O'Raifeartaigh model up to the second order in the linear delta expansion parameter

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A Simple maxwell Based Model in Order to Represent the frequency-dependent viscosity measured by ultrasound

A previous work showed that viscosity values measured high frequency by ultrasound agreed with the values at low frequency by the rotational viscometer when conditions are met, such as relatively low frequency viscosity. However, these conditions strongly reduce the range of the measurement cell. In order to obtain a measurement range and sensitivity high frequency must used, but it causes a frequency-dependent decrease on the viscosity values. This work introduces a new simple in order to represent this frequency-dependent behavior.model is based on the Maxwell model for viscoelastic , but using a variable parameter. This parameter has physical meaning because it represents the linear behavior the apparent elasticity measured along with the viscosity by .Automotive oils SAE 90 and SAE 250 at 22.5±0.5oC viscosities at low frequency of 0.6 and 6.7 Pa.s, respectively,tested in the range of 1-5 MHz. The model was used in to fit the obtained data using an algorithm of non-linear in Matlab. By including the viscosity at low frequency an unknown fitting parameter, it is possible to extrapolate its . Relative deviations between the values measured by the and extrapolated using the model for the SAE 90 and SAE 250 oils were 5.0% and 15.7%, respectively.©2008 IEEE.

Braneworlds scenarios in a gravity model with higher order spatial three-curvature terms

In this work we study a Hořava-like 5-dimensional model in the context of braneworld theory. The equations of motion of such model are obtained and, within the realm of warped geometry, we show that the model is consistent if and only if λ takes its relativistic value 1. Furthermore, we show that the elimination of problematic terms involving the warp factor second order derivatives are eliminated by imposing detailed balance condition in the bulk. Afterwards, Israel's junction conditions are computed, allowing the attainment of an effective Lagrangian in the visible brane. In particular, we show that the resultant effective Lagrangian in the brane corresponds to a (3 + 1)-dimensional Hořava-like model with an emergent positive cosmological constant but without detailed balance condition. Now, restoration of detailed balance condition, at this time imposed over the brane, plays an interesting role by fitting accordingly the sign of the arbitrary constant β, insuring a positive brane tension and a real energy for the graviton within its dispersion relation. Also, the brane consistency equations are obtained and, as a result, the model admits positive brane tensions in the compactification scheme if, and only if, β is negative and the detailed balance condition is imposed. © 2013 Springer-Verlag Berlin Heidelberg and Società Italiana di Fisica.

Characterization, inclusion mode, phase-solubility and in vitro release studies of inclusion binary complexes with cyclodextrins and meglumine using sulfamerazine as model drug

In order to investigate the effect on the aqueous solubility and release rate of sulfamerazine (SMR) as model drug, inclusion complexes with beta-cyclodextrin (beta CD), methyl-beta-cyclodextrin (M beta CD) and hydroxypropyl-beta-cyclodextrin (HP beta CD) and a binary system with meglumine (MEG) were developed. The formation of 1: 1 inclusion complexes of SMR with the CDs and a SMR: MEG binary system in solution and in solid state was revealed by phase solubility studies (PSS), nuclear magnetic resonance (NMR), Fourier-transform infrared spectroscopy (FT-IR), thermal analysis and X-Ray diffractometry (XRD) studies. The CDs solubilization of SMR could be improved by ionization of the drug molecule through pH adjustments. The higher apparent stability constants of SMR:CDs complexes were obtained in pH 2.00, demonstrating that CDs present more affinity for the unionized drug. The best approach for SMR solubility enhancement results from the combination of MEG and pH adjustment, with a 34-fold increment and a S-max of 54.8 mg/ml. The permeability of the drug was reduced due to the presence of beta CD, M beta CD, HP beta CD and MEG when used as solubilizers. The study then suggests interesting applications of CD or MEG complexes for modulating the release rate of SMR through semipermeable membranes.

Bright solitons in a quasi-one-dimensional reduced model of a dipolar Bose-Einstein condensate with repulsive short-range interactions

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Unitarity and nonrelativistic potential energy in a higher-order Lorentz symmetry breaking electromagnetic model

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Influence of a probiotic soy product on fecal microbiota and its association with cardiovascular risk factors in a animal model

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Enhancement of Nematic Order and Global Phase Diagram of a Lattice Model for Coupled Nematic Systems

We use an infinite-range Maier-Saupe model, with two sets of local quadrupolar variables and restricted orientations, to investigate the global phase diagram of a coupled system of two nematic subsystems. The free energy and the equations of state are exactly calculated by standard techniques of statistical mechanics. The nematic-isotropic transition temperature of system A increases with both the interaction energy among mesogens of system B, and the two-subsystem coupling J. This enhancement of the nematic phase is manifested in a global phase diagram in terms of the interaction parameters and the temperature T. We make some comments on the connections of these results with experimental findings for a system of diluted ferroelectric nanoparticles embedded in a nematic liquid-crystalline environment.

Effect of the thermostat in the molecular dynamics simulation on the folding of the model protein chignolin

Molecular dynamics simulations of the model protein chignolin with explicit solvent were carried out, in order to analyze the influence of the Berendsen thermostat on the evolution and folding of the peptide. The dependence of the peptide behavior on temperature was tested with the commonly employed thermostat scheme consisting of one thermostat for the protein and another for the solvent. The thermostat coupling time of the protein was increased to infinity, when the protein is not in direct contact with the thermal bath, a situation known as minimally invasive thermostat. In agreement with other works, it was observed that only in the last situation the instantaneous temperature of the model protein obeys a canonical distribution. As for the folding studies, it was shown that, in the applications of the commonly utilized thermostat schemes, the systems are trapped in local minima regions from which it has difficulty escaping. With the minimally invasive thermostat the time that the protein needs to fold was reduced by two to three times. These results show that the obstacles to the evolution of the extended peptide to the folded structure can be overcome when the temperature of the peptide is not directly controlled.