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.

Testing for Seasonal Unit Roots when Residuals Contain Serial Correlations under HEGY Test Framework

This paper introduces a corrected test statistic for testing seasonal unit roots when residuals contain serial correlations, based on the HEGY test proposed by Hylleberg,Engle, Granger and Yoo (1990). The serial correlations in the residuals of test regressionare accommodated by making corrections to the commonly used HEGY t statistics. Theasymptotic distributions of the corrected t statistics are free from nuisance parameters.The size and power properties of the corrected statistics for quarterly and montly data are investigated. Based on our simulations, the corrected statistics for monthly data havemore power compared with the commonly used HEGY test statistics, but they also have size distortions when there are strong negative seasonal correlations in the residuals.

Chronic contamination assessment integrating biomarkers' responses in transplanted mussels-A seasonal monitoring

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

ESR dating of pleistocene mammal teeth and its implications for the biostratigraphy and geological evolution of the coastal plain, Rio Grande do Sul, southern Brazil

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Seasonal variations in chemical composition and stable isotopes of farmed and wild Brazilian freshwater fish

This study examined variations in the Fulton condition factor, chemical composition, and stable isotopes of carbon and nitrogen in the Brazilian freshwater fish cachara (Pseudoplatystoma fasciatum), comparing farmed and wild fish in different seasons. Values for energy, protein, moisture, and Fulton's condition factor were higher for farmed than for wild fish in the rainy season, indicating better nutritional quality; however, these differences were not observed in the dry season. Likewise, we found significant enhancement of delta(15)N in farmed fish in the rainy season but not in the dry season, whereas enhancement of delta(13)C was observed in both seasons. The combined measurement of delta(13)C and delta(15)N provided traceability under all conditions. Our findings show that stable isotope analysis of C and N can be used to trace cachara origin, and that seasonal variations need to be considered when applying chemical and isotopic authentication of fish and fish products. (C) 2010 Elsevier Ltd. All rights reserved.

Africanized honey bee (Apis mellifera) venom profiling: Seasonal variation of melittin and phospholipase A(2) levels

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

Seasonal changes in fecal testosterone concentrations and their relationship to the reproductive behavior, antler cycle and grouping patterns in free-ranging male Pampas deer (Ozotoceros bezoarticus bezoarticus)

The purpose of this study was to validate noninvasive endocrine monitoring techniques for Pampas deer and to evaluate seasonal changes in testicular steroidogenic activity and their correlation to reproductive behavior, antler cycle and group size. Thus, fecal samples, behavioral data and observations of antler status were collected at monthly intervals during 1 year from free-ranging Pampas deer stags (three radio-collared individuals and 15 random individuals) living in Emas National Park, Brazil (18 degrees S latitude). Fecal steroids were extracted using 80% methanol and steroid concentrations were quantified by a commercial enzyme immunoassay (EIA). Fecal testosterone concentrations peaked in December-January (summer), March (early autumn) and in August-September (winter-spring), with minimal values from April-July. Reproductive behavior had two peaks, the first in December-January, characterized by predominately anogenital sniffing, flehmen, urine sniffing, chasing and mounting behavior, and the second peak in July-September (behavior primarily related to gland marking). There were significant correlations between fecal testosterone and reproductive behavior (r = 0.490), and between fecal testosterone and antler phases (r = 0.239). Antler casting and regrowth occurred under low testosterone concentrations, whereas velvet shedding was associated with high concentrations of testosterone. We inferred that Pampas deer stags exhibited a seasonal cycle that modulated sexual behavior and the antler cycle, and we concluded that fecal steroid analysis was a practical and reliable non-invasive method for the evaluation of the endocrine status of free-ranging Pampas deer. (c) 2004 Elsevier B.V. All rights reserved.

Radiation balance at the surface in the city of So Paulo, Brazil: diurnal and seasonal variations

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Seasonal variation in wood formation of Cedrela fissilis (Meliaceae)

Cambial activity and periodicity of secondary xylem formation in Cedrela fissilis, a semi-ring-porous species, were studied. Wood samples were collected periodically from 1996 to 2000. The phenology was related to climate data of the region. The cambium has one active and one dormant period per year. The active period coincides with the wet season when trees leaf-out. The dormant period coincides with the dry season when trees lose their leaves. Growth rings are marked by parenchyma bands that begin to be formed, together with the small latewood vessels, just before the cambium becomes dormant at the beginning of the dry season. These bands are added to when the cambium reactivates in the wet season. At this time, the large earlywood vessels of the growth rings are also formed. As these bands consist of both terminal and initial parenchyma, we suggest the general term marginal bands be used to describe them. The growth layers vary in width among and within the trees.

Spatial variations at different observational scales and the seasonal distributions of stream macroalgae in a Brazilian subtropical region

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Fission-track dating of South American natural glasses: an overview

Although many glass-bearing horizons can be found in South American volcanic complexes or sedimentary series, only a relatively few tephra and obsidian-bearing volcanic fields have been studied using the fission-track (FT) dating method. Among them, the volcanics located in the Sierra de Guamani (east of Quito, Ecuador) were studied by several authors. Based upon their ages, obsidians group into three clusters: (1) very young obsidians, similar to 0.2Ma old, (2) intermediate-age obsidians, similar to 0.4- similar to 0.8 Ma old, and (3) older obsidians, similar to 1.4- similar to 1.6 Ma old. The FT method is also an efficient alternative technique for identification of the sources of prehistoric obsidian artefacts. Provenance studies carried out in South America have shown that the Sierra de Guamani obsidian occurrences were important sources of raw material for toot making during pre-Columbian times. Glasses originated from these sources were identified in sites distributed over relatively wide areas of Ecuador and Colombia.Only a few systematic studies on obsidians in other sectors were carried out. Nevertheless, very singular glasses have been recognised in South America, such as Macusanite (Peru) and obsidian Quiron (Argentina), which are being proposed as additional reference materials for FT dating. Analyses of tephra beds interstratified with sedimentary deposits revealed the performance of FT dating in tephrochronological studies. A remarkable example is the famous deposit outcropping at Farola Monte Hermoso, near Bahia Blanca (Buenos Aires Province), described for the first time by the middle of the 19th century by Charles Darwin.Considering the large number of volcanic glasses that were recognised in volcanic complexes and in sedimentary series, South America is a very promising region for the application of FT dating. The examples given above show that this technique may yield important results in different disciplinary fields. (c) 2005 Elsevier Ltd. All rights reserved.

Fission-track dating of Macusanite glasses with plateau and size correction methods

Two Macusanite pebbles (MB1 and MB2) were dated with the fission-track method. Six irradiations were carried out in different nuclear reactors: Pavia (Italy), IPEN-CNEN (Brazil) and IPEN-Lima (Peru). Measurements of the thorium and uranium induced-fission per target nucleus using natural thorium thin films and natural U-doped glasses calibrated against natural uranium thin films, together with lambda(F) of 8.46 x 10(-17) a(-1) were used to determine the ages. The apparent ages were corrected using the plateau and size correction methods. Track measurements were performed by different analysts, using different counting criteria. In addition, tracks were measured on samples which had been submitted to thermal treatment as well as on samples which had not been heated. Thermal treatments were carried out to erase the fossil tracks before neutron irradiation. No significant differences have been found in individual results, using the two Macusanite pebbles and the different nuclear reactors, age correction techniques, analysts, track-counting criteria, and thermal treatments before neutron irradiation. The great majority of the results (14/17) is compatible with the Ar-Ar ages of 5.12 +/- 0.11 and 5.10 +/- 0.11 Ma, Macusanite MB1 and MB2, respectively. However, the fission-track ages are systematically less (similar to8%) than the Ar-Ar ages of the two Macusanite samples studied. (C) 2003 Published by Elsevier Ltd.

New constraints on ages of glasses proposed as reference materials for fission-track dating

New analyses have been performed in order to enhance the data-set on the independent ages of four glasses that have been proposed as reference materials for fission-track dating. The results are as follows. Moldavite - repeated (40)Ar/(39)Ar age determinations on samples from deposits from Bohemia and Moravia yielded an average of 14.34 +/- 0.08 Ma. This datum agrees with other recent determinations and is significantly younger than the (40)Ar/(39)Ar age of 15.21 +/- 0.15 Ma determined in the early 1980s. Macusanite (Peru) -four K-Ar ages ranging from 5.44 +/- 0.06 to 5.72 +/- 0.12 Ma have been published previously. New (40)Ar/(39)Ar ages gave an average of 5.12 +/- 0.04 Ma. Plateau fission-track ages determined using the IRMM-540 certified glass and U and Th thin films for neutron fluence measurements agree better with these new (40)Ar/(39)Ar ages than the previously published ages. Roccastrada glass (Italy) - a new (40)Ar/(39)Ar age, 2.45 +/- 0.04 Ma, is consistent with previous determinations. The Quiron obsidian (Argentina) is a recently discovered glass that has been proposed as an additional reference material for its high spontaneous track density (around 100 000 cm(-2)). Defects that might produce spurious tracks are virtually absent. An independent (40)Ar/(39)Ar age of 8.77 +/- 0.09 Ma was determined and is recommended for this glass. We believe that these materials, which will be distributed upon request to fission-track groups, will be very useful for testing system calibrations and experimental procedures.

Fission track and U-Pb in situ dating applied to detrital zircon from the Vale do Rio do Peixe Formation, Bauru Group, Brazil

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)