The Effects of Detrending in Granger Causality Tests

Nonstationary time series are frequently detrended in empirical investigations by regressing the series on time or a function of time. The effects of the detrending on the tests for causal relationships in the sense of Granger are investigated using quarterly U.S. data. The causal relationships between nominal or real GNP and M1, inferred from the Granger–Sims tests, are shown to depend very much on, among other factors, whether or not series are detrended. Detrending tends to remove or weaken causal relationships, and conversely, failure to detrend tends to introduce or enhance causal relationships. The study suggests that we need a more robust test or a better definition of causality.     

Exponentiality test based on Renyi distance between equilibrium distributions

ABSTRACT

On the basis of Csiszar's φ-divergence discrimination information, we propose a measure of discrepancy between equilibriums associated with two distributions. Proving that a distribution can be characterized by associated equilibrium distribution, a Renyi distance of the equilibrium distributions is constructed that made us to propose an EDF-based goodness-of-fit test for exponential distribution. For comparing the performance of the proposed test, some well-known EDF-based tests and some entropy-based tests are considered. Based on the simulation results, the proposed test has better powers than those of competing entropy-based tests for the alternatives with decreasing hazard rate function. The use of the proposed test is evaluated in an illustrative example.     

NONPARAMETRIC TWO SAMPLE TESTS BASED ON AREA STATISTICS

ABSTRACT

Area statistics are sample versions of areas occurring in a probability plot of two distribution functions F and G. This paper presents a unified basis for five statistics of this type. They can be used for various testing problems in the framework of the two sample problem for independent observations, such as testing equality of distributions against inequality or testing stochastic dominance of distributions in one or either direction against nondominance. Though three of the statistics considered have already been suggested in literature, two of them are new and deserve our interest. The finite sample distributions of the statistics (under F=G) can be calculated via recursion formulae. Two tables with critical values of the new statistics are included. The asymptotic distribution of the properly normalized versions of the area statistics are functionals of the Brownian bridge. The distribution functions and quantiles thereof are obtained by Monte Carlo simulation. Finally, the power functions of the two new tests based on area statistics are compared to the power functions of the tests based on the corresponding supremum statistics, i.e., statistics of the Kolmogorov–Smirnov type.     

Improving TAIEX forecasting using fuzzy time series with Box–Cox power transformation

Box–Cox together with our newly proposed transformation were implemented in three different real world empirical problems to alleviate noisy and the volatility effect of them. Consequently, a new domain was constructed. Subsequently, universe of discourse for transformed data was established and an approach for calculating effective length of the intervals was then proposed. Considering the steps above, the initial forecasts were performed using frequently used fuzzy time series (FTS) methods on transformed data. Final forecasts were retrieved from initial forecasted values by proper inverse operation. Comparisons of the results demonstrate that the proposed method produced more accurate forecasts compared with existing FTS on original data.     

Discrete Linnik Weibull distribution

Abstract

We introduce a new family of distributions using truncated discrete Linnik distribution. This family is a rich family of distributions which includes many important families of distributions such as Marshall–Olkin family of distributions, family of distributions generated through truncated negative binomial distribution, family of distributions generated through truncated discrete Mittag–Leffler distribution etc. Some properties of the new family of distributions are derived. A particular case of the family, a five parameter generalization of Weibull distribution, namely discrete Linnik Weibull distribution is given special attention. This distribution is a generalization of many distributions, such as extended exponentiated Weibull, exponentiated Weibull, Weibull truncated negative binomial, generalized exponential truncated negative binomial, Marshall-Olkin extended Weibull, Marshall–Olkin generalized exponential, exponential truncated negative binomial, Marshall–Olkin exponential and generalized exponential. The shape properties, moments, median, distribution of order statistics, stochastic ordering and stress–strength properties of the new generalized Weibull distribution are derived. The unknown parameters of the distribution are estimated using maximum likelihood method. The discrete Linnik Weibull distribution is fitted to a survival time data set and it is shown that the distribution is more appropriate than other competitive models.     

The Culture of High-Risk Alcohol Use Among Club and Intramural Athletes

Abstract

Objective: The purpose of this study was to examine the drinking patterns of club and intramural college athletes and compare their alcohol consumption, perceived norms around the excessive use of alcohol, experience of negative consequences, and employment of protective strategies with those of campus varsity athletes. Participants: A total of 442 undergraduate students attending a private, suburban institution in the Northeast participated in the American College Health Association National College Health Assessment-II Web survey in spring 2011. Thirty-five students identified themselves as varsity athletes, 76 identified as club sport athletes, and 196 students identified themselves as intramural athletes. Methods: Survey responses were analyzed using Statistical Package for the Social Sciences. The Pearson's correlation coefficient and test for independence were applied to identify significant relationships between athlete status and identified variables related to alcohol use. Results: Results indicated that there were significant correlations between athlete status and all variables, to varying degrees. Conclusions: These findings have implications for campus health promotion professionals and athletics program coordinators seeking to address high-risk alcohol use among college athletes.     

我国高职教育校企合作的演变趋势与深化策略

我国高职教育校企合作从初起到深化,有着明显的阶段特征,在加快转变经济发展方式的大背景下将迎来新的发展机遇。高职院校要在深化教育教学改革中,积极探寻基于不同需求类型的校企深度合作模式,努力实现从"点状"到"块状",再到"网状"的合作,以此提高校企合作的效能与活力,推进高职教育的可持续发展。     

多媒体网络环境下的英语自主合作学习探究

英语自主合作学习有利于学生主体地位的发挥，有利于促进英语的学习效果。多媒体网络技术的发展为英语自主合作学习提供了强有力的支撑和优越的发展条件。在多媒体网络环境下，通过对英语白主合作学习的实施与应用，简单地探究和讨论其中的问题，提出解决办法。     

青藏高原地区与东部发达地区区域经济合作若干法律问题研究

本文以青藏高原地区与东部发达地区区域经济合作为切入点,以法治化为视角,对青藏高原地区经济一体化的必然性、法律特征以及青藏高原地区与东部发达地区区域经济合作的若干法律问题进行了初步探讨,并提出了相关法律对策建议。     

Orientation relationship in finite dimensional space

In the present article, we discuss the regression of a point on the surface of a unit sphere in d dimensions given a point on the surface of a unit sphere in p dimensions, where p may not be equal to d. Point projection is added to the rotation and linear transformation for regression link function. The identifiability of the model is proved. Then, parameter estimation in this set up is discussed. Simulation studies and data analyses are done to illustrate the model.