845 resultados para Multivariate unit root tests


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We tested the price linkage, the law of one price (LOP) condition, and the causality of the price linkage between the U.S. and Japanese gold and silver futures markets with consideration of structural breaks in the price series. The LOP condition did not hold for both the gold and silver markets when structural breaks were not considered but it sustained in some periods when it was tested for the break periods. We found from the causality test that the price linkage between the U.S. and Japanese gold and silver futures markets were led by the U.S. market.

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Cold-formed steel sections are commonly used in low-rise commercial and residential buildings. During fire events, cold-formed steel structural elements in these buildings will be exposed to elevated temperatures. Hence after such events there is a need to evaluate the residual strength of these structural elements. However, only limited information is available in relation to the residual strength of fire exposed cold-formed steel sections. This means conservative decisions are often made in relation to fire exposed building structures. This research is aimed at investigating the buckling capacities of fire exposed cold-formed lipped channel steel sections. A series of compression tests of fire exposed, short lipped channel columns made of varying steel grades and thicknesses was undertaken in this research. Test columns were first exposed to different elevated temperatures up to 800 oC. They were then allowed to cool down at ambient temperatures before they were tested to failure. Similarly tensile coupon tests were also undertaken after being exposed to various elevated temperatures, from which the residual mechanical properties (yield stress and Young’s modulus) of the steels used in this study were derived. Using these mechanical properties, the residual compression capacities of tested short columns were predicted using the currently used design rules in AS/NZS 4600 and AISI cold-formed steel standards. This comparison showed that ambient temperature design rules for compression members can be used to predict the residual compression capacities of fire exposed short or laterally restrained cold-formed steel columns provided the maximum temperature experienced by the columns can be estimated after a fire event. Such residual capacity assessments will allow structural and fire engineers to make an accurate prediction of the safety of fire exposed buildings. This paper presents the details of this experimental study and the results.

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Background Delirium is a common underdiagnosed condition in advanced cancer leading to increased distress, morbidity, and mortality. Screening improves detection but there is no consensus as to the best screening tool to use with patients with advanced cancer. Objective To determine the incidence of delirium in patients with advanced cancer within 72 hours of admission to an acute inpatient hospice using clinical judgement and validated screening tools. Method One hundred consecutive patients with advanced cancer were invited to be screened for delirium within 72 hours of admission to an acute inpatient hospice unit. Two validated tools were used, the Delirium Rating Scale-Revised 98 (DRS-R-98) and the Confusion Assessment Method (CAM) shortened diagnostic algorithm. These results were compared with clinical assessment by review of medical charts. Results Of 100 consecutive admissions 51 participated and of these 22 (43.1%) screened positive for delirium with CAM and/or DRS-R-98 compared to 15 (29.4%) by clinical assessment. Eleven (21.6%) were identified as hypoactive delirium and 5 (9.8%) as subsyndromal delirium. Conclusion This study confirms that delirium is a common condition in patients with advanced cancer.While there remains a lack of consensus regarding the choice of delirium screening tool this study supports theCAMas being appropriate. Further research may determine the optimal screening tool for delirium enabling the development of best practice clinical guidelines for routinemedical practice.

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In this paper we propose a new multivariate GARCH model with time-varying conditional correlation structure. The time-varying conditional correlations change smoothly between two extreme states of constant correlations according to a predetermined or exogenous transition variable. An LM–test is derived to test the constancy of correlations and LM- and Wald tests to test the hypothesis of partially constant correlations. Analytical expressions for the test statistics and the required derivatives are provided to make computations feasible. An empirical example based on daily return series of five frequently traded stocks in the S&P 500 stock index completes the paper.

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Purpose – The purpose of this paper is to examine the effect of superstars (and other factors) on football fans’ attraction to competition (i.e. disloyal behavior). Design/methodology/approach – A proprietary data set including archival data on professional German football players and clubs as well as survey data of more than 900 football fans is used. The hypotheses are tested with two-sample mean-comparison t-tests and multivariate probit models. Findings – This study provides evidence that superstars both attract new fans and contribute to the retention of existing fans. While the presence of superstars, team loyalty and team identification prevent football fans from being attracted to competition, the team's recent performance seems to have no effect. Fans who select their favorite player from a competing team rather choose superstars, young players, players who are known for exemplary behavior and defenders. Originality/value – This paper contributes to existing research by expanding the list of antecedents of disloyalty and by being the first to employ independent, quantitative data for the assessment of superstar characteristics in the context of team loyalty.

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Aim The aim of this reflective account is to provide a view of the intensive care unit (ICU) relative’s experiences of supporting and being supported in the ICU. Background Understanding the relatives’ experiences of ICU is important especially because a recent work has identified the potential for this group to develop post-traumatic stress disorder, a condition that is normally equated with the ICU survivor. Design A thematic analysis was used in identifying emerging themes that would be significant in an ICU nursing context. Setting The incident took place in two 8-bedded ICUs (Private and National Health Service) in October. Results Two emergent themes were identified from the reflective story – fear of the technological environment and feeling hopeless and helpless. Conclusion The use of relative stories as an insight into the live experiences of ICU relatives may give a deeper understanding of their life-world. The loneliness, anguish and pain of the ICU relative extends beyond the walls of the ICU, and this is often negated as the focus of the ICU team is the patient. Relevance to clinical practice: Developing strategies to support relatives might include the use of relative diaries used concurrently with patient diaries to support this groups recovery or at the very least a gaining a sense of understanding for their ICU experience. Relative follow-up clinics designed specifically to meet their needs where support and advice can be given by the ICU team, in addition to making timely and appropriate referrals to counselling services and perhaps involving spiritual leaders where appropriate.

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Background Rapid diagnostic tests (RDTs) for detection of Plasmodium falciparum infection that target P. falciparum histidine-rich protein 2 (PfHRP2), a protein that circulates in the blood of patients infected with this species of malaria, are widely used to guide case management. Understanding determinants of PfHRP2 availability in circulation is therefore essential to understanding the performance of PfHRP2-detecting RDTs. Methods The possibility that pre-formed host anti-PfHRP2 antibodies may block target antigen detection, thereby causing false negative test results was investigated in this study. Results Anti-PfHRP2 antibodies were detected in 19/75 (25%) of plasma samples collected from patients with acute malaria from Cambodia, Nigeria and the Philippines, as well as in 3/28 (10.7%) asymptomatic Solomon Islands residents. Pre-incubation of plasma samples from subjects with high-titre anti-PfHRP2 antibodies with soluble PfHRP2 blocked the detection of the target antigen on two of the three brands of RDTs tested, leading to false negative results. Pre-incubation of the plasma with intact parasitized erythrocytes resulted in a reduction of band intensity at the highest parasite density, and a reduction of lower detection threshold by ten-fold on all three brands of RDTs tested. Conclusions These observations indicate possible reduced sensitivity for diagnosis of P. falciparum malaria using PfHRP2-detecting RDTs among people with high levels of specific antibodies and low density infection, as well as possible interference with tests configured to detect soluble PfHRP2 in saliva or urine samples. Further investigations are required to assess the impact of pre-formed anti-PfHRP2 antibodies on RDT performance in different transmission settings.

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Aim: The aim of this survey was to assess registered nurse’s perceptions of alarm setting and management in an Australian Regional Critical Care Unit. Background: The setting and management of alarms within the critical care environment is one of the key responsibilities of the nurse in this area. However, with up to 99% of alarms potentially being false-positives it is easy for the nurse to become desensitised or fatigued by incessant alarms; in some cases up to 400 per patient per day. Inadvertently ignoring, silencing or disabling alarms can have deleterious implications for the patient and nurse. Method: A total population sample of 48 nursing staff from a 13 bedded ICU/HDU/CCU within regional Australia were asked to participate. A 10 item open-ended and multiple choice questionnaire was distributed to determine their perceptions and attitudes of alarm setting and management within this clinical area. Results: Two key themes were identified from the open-ended questions: attitudes towards inappropriate alarm settings and annoyance at delayed responses to alarms. A significant number of respondents (93%) agreed that alarm fatigue can result in alarm desensitisation and the disabling of alarms, whilst 81% suggested the key factors are those associated with false-positive alarms and inappropriately set alarms.

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Aortic root replacement is a complex procedure, though subsequent modifications of the original Bentall procedure have made surgery more reproducible. The study aim was to examine the outcomes of a modified Bentall procedure, using the Medtronic Open PivotTM valved conduit. Whilst short-term data on the conduit and long-term data on the valve itself are available, little is known of the long-term results with the valved conduit. Patients undergoing aortic root replacement between February 1999 and February 2010, using the Medtronic Open Pivot valved conduit were identified from the prospectively collected Cardiothoracic Register at The Prince Charles Hospital, Brisbane, Australia. All patients were followed up echocardiographically and clinically. The primary end-point was death, and a Cox proportional model was used to identify factors associated.with survival. Secondary end-points were valve-related morbidity (as defined by STS guidelines) and postoperative morbidity. Predictors of morbidity were identified using logistic regression. A total of 246 patients (mean age 50 years) was included in the study. The overall mortality was 12%, with actuarial 10-year survival 79% and a 10-year estimate of valve-related death of 0.04 (95% CI: 0.004, 0.07). Preoperative myocardial infarction (p = 0.004, HR 4.74), urgency of operation (p = 0.038, HR 2.8) and 10% incremental decreases in ejection fraction (p = 0.046, HR 0.69) were predictive of mortality. Survival was also affected by the valve gradients, with a unit increase in peak gradient reducing mortality (p = 0.021, HR 0.93). Valve-related morbidity occurred in 11 patients. Urgent surgery (p <0.001, OR 4.12), aortic dissection (p = 0.015, OR 3.35), calcific aortic stenosis (p = 0.016, OR 2.35) and Marfan syndrome (p 0.009, OR 3.75) were predictive of postoperative morbidity. The reoperation rate was 1.2%. The Medtronic Open Pivot valved conduit is a safe and durable option for aortic root replacement, and is associated with low morbidity and 10-year survival of 79%. However, further studies are required to determine the effect of valve gradient on survival.

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Objectives Directly measuring disease incidence in a population is difficult and not feasible to do routinely. We describe the development and application of a new method of estimating at a population level the number of incident genital chlamydia infections, and the corresponding incidence rates, by age and sex using routine surveillance data. Methods A Bayesian statistical approach was developed to calibrate the parameters of a decision-pathway tree against national data on numbers of notifications and tests conducted (2001-2013). Independent beta probability density functions were adopted for priors on the time-independent parameters; the shape parameters of these beta distributions were chosen to match prior estimates sourced from peer-reviewed literature or expert opinion. To best facilitate the calibration, multivariate Gaussian priors on (the logistic transforms of) the time-dependent parameters were adopted, using the Matérn covariance function to favour changes over consecutive years and across adjacent age cohorts. The model outcomes were validated by comparing them with other independent empirical epidemiological measures i.e. prevalence and incidence as reported by other studies. Results Model-based estimates suggest that the total number of people acquiring chlamydia per year in Australia has increased by ~120% over 12 years. Nationally, an estimated 356,000 people acquired chlamydia in 2013, which is 4.3 times the number of reported diagnoses. This corresponded to a chlamydia annual incidence estimate of 1.54% in 2013, increased from 0.81% in 2001 (~90% increase). Conclusions We developed a statistical method which uses routine surveillance (notifications and testing) data to produce estimates of the extent and trends in chlamydia incidence.

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The Galilee and Eromanga basins are sub-basins of the Great Artesian Basin (GAB). In this study, a multivariate statistical approach (hierarchical cluster analysis, principal component analysis and factor analysis) is carried out to identify hydrochemical patterns and assess the processes that control hydrochemical evolution within key aquifers of the GAB in these basins. The results of the hydrochemical assessment are integrated into a 3D geological model (previously developed) to support the analysis of spatial patterns of hydrochemistry, and to identify the hydrochemical and hydrological processes that control hydrochemical variability. In this area of the GAB, the hydrochemical evolution of groundwater is dominated by evapotranspiration near the recharge area resulting in a dominance of the Na–Cl water types. This is shown conceptually using two selected cross-sections which represent discrete groundwater flow paths from the recharge areas to the deeper parts of the basins. With increasing distance from the recharge area, a shift towards a dominance of carbonate (e.g. Na–HCO3 water type) has been observed. The assessment of hydrochemical changes along groundwater flow paths highlights how aquifers are separated in some areas, and how mixing between groundwater from different aquifers occurs elsewhere controlled by geological structures, including between GAB aquifers and coal bearing strata of the Galilee Basin. The results of this study suggest that distinct hydrochemical differences can be observed within the previously defined Early Cretaceous–Jurassic aquifer sequence of the GAB. A revision of the two previously recognised hydrochemical sequences is being proposed, resulting in three hydrochemical sequences based on systematic differences in hydrochemistry, salinity and dominant hydrochemical processes. The integrated approach presented in this study which combines different complementary multivariate statistical techniques with a detailed assessment of the geological framework of these sedimentary basins, can be adopted in other complex multi-aquifer systems to assess hydrochemical evolution and its geological controls.

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Changes in global climate and land use affect important prolesses from evapotranspiration and groundwater recharge to carbon storage and biochemical cycling. Near surface soil moisture is pivotal to understand the consequences of these changes. However, the dynamic interactions between vegetation and soil moisture remain largely unresolved because it is difficult to monitor and quantify subsurface hydrologic fluxes at relevant scales. Here we use electrical resistivity to monitor the influence of climate and vegetation on root-zone moisture, bridging the gap between remotely-sensed and in-situ point measurements. Our research quantifies large seasonal differences in root-zone moisture dynamics for a forest-grassland ecotone. We found large differences in effective rooting depth and moisture distributions for the two vegetation types. Our results highlight the likely impacts of land transformations on groun ter recharge, streamflow, and land-atmosphere exchanges.

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Objective To examine personal and social demographics, and rehabilitation discharge outcomes of dysvascular and non-vascular lower limb amputees. Methods In total, 425 lower limb amputation inpatient rehabilitation admissions (335 individuals) from 2005 to 2011 were examined. Admission and discharge descriptive statistics (frequency, percentages) were calculated and compared by aetiology. Results Participants were male (74%), aged 65 years (s.d. 14), born in Australia (72%), had predominantly dysvascular aetiology (80%) and a median length of stay 48 days (interquartile range (IQR): 25–76). Following amputation, 56% received prostheses for mobility, 21% (n = 89) changed residence and 28% (n = 116) required community services. Dysvascular amputees were older (mean 67 years, s.d. 12 vs 54 years, s.d. 16; P < 0.001) and recorded lower functional independence measure – motor scores at admission (z = 3.61, P < 0.001) and discharge (z = 4.52, P < 0.001). More nonvascular amputees worked before amputation (43% vs 11%; P < 0.001), were prescribed a prosthesis by discharge (73% vs 52%; P < 0.001) and had a shorter length of stay (7 days, 95% confidence interval: –3 to 17), although this was not statistically significant. Conclusions Differences exist in social and demographic outcomes between dysvascular and non-vascular lower limb amputees.