843 resultados para Residual-Based Cointegration Test
Resumo:
Coronary artery disease (CAD) is a worldwide leading cause of death. The standard method for evaluating critical partial occlusions is coronary arteriography, a catheterization technique which is invasive, time consuming, and costly. There are noninvasive approaches for the early detection of CAD. The basis for the noninvasive diagnosis of CAD has been laid in a sequential analysis of the risk factors, and the results of the treadmill test and myocardial perfusion scintigraphy (MPS). Many investigators have demonstrated that the diagnostic applications of MPS are appropriate for patients who have an intermediate likelihood of disease. Although this information is useful, it is only partially utilized in clinical practice due to the difficulty to properly classify the patients. Since the seminal work of Lotfi Zadeh, fuzzy logic has been applied in numerous areas. In the present study, we proposed and tested a model to select patients for MPS based on fuzzy sets theory. A group of 1053 patients was used to develop the model and another group of 1045 patients was used to test it. Receiver operating characteristic curves were used to compare the performance of the fuzzy model against expert physician opinions, and showed that the performance of the fuzzy model was equal or superior to that of the physicians. Therefore, we conclude that the fuzzy model could be a useful tool to assist the general practitioner in the selection of patients for MPS.
Resumo:
To date there is no documented procedure to extrapolate findings of an isometric nature to a whole body performance setting. The purpose of this study was to quantify the reliability of perceived exertion to control neuromuscular output during an isometric contraction. 21 varsity athletes completed a maximal voluntary contraction and a 2 min constant force contraction at both the start and end of the study. Between pre and post testing all participants completed a 2 min constant perceived exertion contraction once a day for 4 days. Intra-class correlation coefficient (R=O.949) and standard error of measurement (SEM=5.12 Nm) concluded that the isometric contraction was reliable. Limits of agreement demonstrated only moderate initial reliability, yet with smaller limits towards the end of 4 training sessions. In conclusion, athlete's na"ive to a constant effort isometric contraction will produce reliable and acceptably stable results after 1 familiarization sessions has been completed.
Resumo:
This paper studies seemingly unrelated linear models with integrated regressors and stationary errors. By adding leads and lags of the first differences of the regressors and estimating this augmented dynamic regression model by feasible generalized least squares using the long-run covariance matrix, we obtain an efficient estimator of the cointegrating vector that has a limiting mixed normal distribution. Simulation results suggest that this new estimator compares favorably with others already proposed in the literature. We apply these new estimators to the testing of purchasing power parity (PPP) among the G-7 countries. The test based on the efficient estimates rejects the PPP hypothesis for most countries.
Resumo:
In this paper we propose exact likelihood-based mean-variance efficiency tests of the market portfolio in the context of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include normality as a special case. These tests are developed in the frame-work of multivariate linear regressions (MLR). It is well known however that despite their simple statistical structure, standard asymptotically justified MLR-based tests are unreliable. In financial econometrics, exact tests have been proposed for a few specific hypotheses [Jobson and Korkie (Journal of Financial Economics, 1982), MacKinlay (Journal of Financial Economics, 1987), Gib-bons, Ross and Shanken (Econometrica, 1989), Zhou (Journal of Finance 1993)], most of which depend on normality. For the gaussian model, our tests correspond to Gibbons, Ross and Shanken’s mean-variance efficiency tests. In non-gaussian contexts, we reconsider mean-variance efficiency tests allowing for multivariate Student-t and gaussian mixture errors. Our framework allows to cast more evidence on whether the normality assumption is too restrictive when testing the CAPM. We also propose exact multivariate diagnostic checks (including tests for multivariate GARCH and mul-tivariate generalization of the well known variance ratio tests) and goodness of fit tests as well as a set estimate for the intervening nuisance parameters. Our results [over five-year subperiods] show the following: (i) multivariate normality is rejected in most subperiods, (ii) residual checks reveal no significant departures from the multivariate i.i.d. assumption, and (iii) mean-variance efficiency tests of the market portfolio is not rejected as frequently once it is allowed for the possibility of non-normal errors.
Resumo:
La aplicación de materiales compuestos de matriz polimérica reforzados mediante fibras largas (FRP, Fiber Reinforced Plastic), está en gradual crecimiento debido a las buenas propiedades específicas y a la flexibilidad en el diseño. Uno de los mayores consumidores es la industria aeroespacial, dado que la aplicación de estos materiales tiene claros beneficios económicos y medioambientales. Cuando los materiales compuestos se aplican en componentes estructurales, se inicia un programa de diseño donde se combinan ensayos reales y técnicas de análisis. El desarrollo de herramientas de análisis fiables que permiten comprender el comportamiento mecánico de la estructura, así como reemplazar muchos, pero no todos, los ensayos reales, es de claro interés. Susceptibilidad al daño debido a cargas de impacto fuera del plano es uno de los aspectos de más importancia que se tienen en cuenta durante el proceso de diseño de estructuras de material compuesto. La falta de conocimiento de los efectos del impacto en estas estructuras es un factor que limita el uso de estos materiales. Por lo tanto, el desarrollo de modelos de ensayo virtual mecánico para analizar la resistencia a impacto de una estructura es de gran interés, pero aún más, la predicción de la resistencia residual después del impacto. En este sentido, el presente trabajo abarca un amplio rango de análisis de eventos de impacto a baja velocidad en placas laminadas de material compuesto, monolíticas, planas, rectangulares, y con secuencias de apilamiento convencionales. Teniendo en cuenta que el principal objetivo del presente trabajo es la predicción de la resistencia residual a compresión, diferentes tareas se llevan a cabo para favorecer el adecuado análisis del problema. Los temas que se desarrollan son: la descripción analítica del impacto, el diseño y la realización de un plan de ensayos experimentales, la formulación e implementación de modelos constitutivos para la descripción del comportamiento del material, y el desarrollo de ensayos virtuales basados en modelos de elementos finitos en los que se usan los modelos constitutivos implementados.
Resumo:
The Olsen method is an indicator of plant-available phosphorus (P). The effect of time and temperature on residual phosphate in soils was measured using the Olsen method in a pot experiment. Four soils were investigated: two from Pakistan and one each from England (calcareous) and Colombia (acidic). Two levels of residual phosphate were developed in each soil after addition of phosphate by incubation at either 10degreesC or 45degreesC. The amount of phosphate added was based on the P maximum of each soil, calculated using the Langmuir equation. Rvegrass was used as the test crop. The pooled data for the four soils incubated at 10degreesC showed good correlation between Olsen P and dry matter yield or P uptake (r(2) = 0.85 and 0.77, respectively), whereas at 45 degreesC, each soil had its own relationship and pooled data did not show correlation of Olsen P with dry matter yield or P uptake. When the data at both temperatures were pooled, Olsen P was a good indicator of yield and uptake for the English soil. For the Pakistani soils, Olsen P after 45 degreesC treatment was an underestimate relative to the 10 degreesC data and for the Colombian soil it was an overestimate. The reasons for these differences need to be explored further before high temperature incubation can be used to simulate long-term changes in the field.
Resumo:
We propose a likelihood ratio test ( LRT) with Bartlett correction in order to identify Granger causality between sets of time series gene expression data. The performance of the proposed test is compared to a previously published bootstrapbased approach. LRT is shown to be significantly faster and statistically powerful even within non- Normal distributions. An R package named gGranger containing an implementation for both Granger causality identification tests is also provided.