Tests for noncorrelation of two multivariate ARMA time series

In many situations, we want to verify the existence of a relationship between multivariate time series. In this paper, we generalize the procedure developed by Haugh (1976) for univariate time series in order to test the hypothesis of noncorrelation between two multivariate stationary ARMA series. The test statistics are based on residual cross-correlation matrices. Under the null hypothesis of noncorrelation, we show that an arbitrary vector of residual cross-correlations asymptotically follows the same distribution as the corresponding vector of cross-correlations between the two innovation series. From this result, it follows that the test statistics considered are asymptotically distributed as chi-square random variables. Two test procedures are described. The first one is based on the residual cross-correlation matrix at a particular lag, whilst the second one is based on a portmanteau type statistic that generalizes Haugh's statistic. We also discuss how the procedures for testing noncorrelation can be adapted to determine the directions of causality in the sense of Granger (1969) between the two series. An advantage of the proposed procedures is that their application does not require the estimation of a global model for the two series. The finite-sample properties of the statistics introduced were studied by simulation under the null hypothesis. It led to modified statistics whose upper quantiles are much better approximated by those of the corresponding chi-square distribution. Finally, the procedures developed are applied to two different sets of economic data.     

Probability scoring for spelling correction

This paper describes a new program, CORRECT, which takes words rejected by the Unix^® SPELL program, proposes a list of candidate corrections, and sorts them by probability score. The probability scores are the novel contribution of this work. They are based on a noisy channel model. It is assumed that the typist knows what words he or she wants to type but some noise is added on the way to the keyboard (in the form of typos and spelling errors). Using a classic Bayesian argument of the kind that is popular in recognition applications, especially speech recognition (Jelinek, 1985), one can often recover the intended correction,c, from a typo,t, by finding the correctionc that maximizesPr(c) Pr(t/c). The first factor,Pr(c), is a prior model of word probabilities; the second factor,Pr(t/c), is a model of the noisy channel that accounts for spelling transformations on letter sequences (insertions, deletions, substitutions and reversals). Both sets of probabilities were estimated using data collected from the Associated Press (AP) newswire over 1988 and 1989 as a training set. The AP generates about 1 million words and 500 typos per week.In evaluating the program, we found that human judges were extremely reluctant to cast a vote given only the information available to the program, and that they were much more comfortable when they could see a concordance line or two. The second half of this paper discusses some very simple methods of modeling the context usingn-gram statistics. Althoughn-gram methods are much too simple (compared with much more sophisticated methods used in artificial intelligence and natural language processing), we have found that even these very simple methods illustrate some very interesting estimation problems that will almost certainly come up when we consider more sophisticated models of contexts. The problem is how to estimate the probability of a context that we have not seen. We compare several estimation techniques and find that some are useless. Fortunately, we have found that the Good-Turing method provides an estimate of contextual probabilities that produces a significant improvement in program performance. Context is helpful in this application, but only if it is estimated very carefully.At this point, we have a number of different knowledge sources—the prior, the channel and the context—and there will certainly be more in the future. In general, performance will be improved as more and more knowledge sources are added to the system, as long as each additional knowledge source provides some new (independent) information. As we shall see, it is important to think more carefully about combination rules, especially when there are a large number of different knowledge sources.     

Consumer brand categorization for durables with limited problem solving: An empirical test and proposed extension of the Brisoux-Laroche model

This paper examines the Brisoux-Laroche consumer brand categorization process which conceptualizes the ceoked, hold, reject, and foggy sets. In contrast to previous studies of this model in routinized response situations, this study involves a durable good in a limited problem-solving situation. The results of this study provide (1) further support for the existence and uniqueness of the four hypothesized sets; (2) information regarding the importance of various product-specific attributes and insights into how these attributes are utilized in the brand categorization process; and (3) evidence that order effect bias is negligible. Furthermore, analysis of the results of this sluily and a previous study of brand categorization led to a modified Brisoux-Laroche model for limited and extensive problem-solving situations.     

Undocumented migration to Venezuela

"In 1980 Venezuela took...steps to regularize the undocumented migrant population. While the number responding to the amnesty was small relative to expectations, the majority of illegals appeared to have regularized their status. For the first time it was possible to assess objectively the characteristics of the undocumented population. Moreover, the problem of illegal migrants seems to have been temporarily solved, a result of both the amnesty and the country's declining economic activity." Topics covered in the present article include the nationality, geographic distribution, sex and age distribution, educational status, and occupations of undocumented migrants.     

Strategic planning in a changing corporate environment

Strategic planning is about nothing, if it is not about attempting to achieve desirable futures. In the past this has often been seen as an excuse, or indeed a necessity, for fixed goals which are constantly timed. Such a state of planning has, fortunately, for a long time now been discredited and this paper concentrates upon the concepts of strategic planning within the changing corporate environment, an environment which therefore has to effect both the goals as well as the process of planning. Furthermore, the author concentrates upon the concept of a planning, allocating, and monitoring cycle of strategic planning which sets the strategic planning concept within a process cycle as well as within an effective allocative structure. The author considers this latter point an extremely important one since, as he says, ‘planning can become a very sterile and barren activity if it is not viewed integrally with acting and doing’. Finally, this paper concentrates on the important fact that planning must, within a dynamic environment, be an iterative and a learning process.     

War-related mental health problems of today's veterans: new clinical awareness

1. Veterans of the military conflicts in Iraq and Afghanistan may have been exposed to significant psychological stressors, resulting in mental and emotional disorders. 2. Posttraumatic stress disorder (PTSD) is characterized by symptoms in three domains: reexperiencing the trauma, avoiding stimuli associated with the trauma, and symptoms of increased autonomic arousal. 3. Treatment of PTSD often requires both psychological and pharmacological interventions. 4. In addition to PTSD, other mental disorders may be precipitated or worsened by exposure to combat, including depression, anxiety, psychosis, and substance abuse.