• Journal of the Korean Data and Information Science Society
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• v.26 no.3
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• pp.569-580
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• 2015

Log-rank is widely used for testing equality of two survival functions, and this method is efficient only under the proportional hazard assumption. However, crossing survival functions are common in practice. Therefore, many approaches have been suggested to test equality of them. This study considered several methods; Renyi type test, modified Kolmogorov-Smirnov and Cramer-von Mises test, and weighted Log-rank test, which can be applied when the survival functions cross, and simulated power of those methods. Based on the simulation results, we provide the useful information to choose a suitable approach in a given situation.

• The Korean Journal of Financial Management
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• v.9 no.1
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• pp.207-222
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• 1992

본(本) 연구(硏究)는 주식시장의 변화가 경기변동에 대하여 갖는 선행성(先行性)의 유무(有無)와 선행기간(先行期間) 및 선행패턴을 검정하였다. 기존의 경기 정점(peak)과 저점(trough)에 따른 선행시차분석(先行時差分析)이나 주식시장과 경기변동간의 단순회귀모형에 의한 ${\beta}$계수 측정 방법과는 달리, 교차상관관계(交叉相關關係)에 의한 선행 결합여부를 검정하고 Granger 정의에 입각한 인과관계검정(因果關係檢定)을 시도하였다. 1975년부터 1991년까지의 월별자료를 이용하여 교차상관계수(交叉相關係數)에 의한 Ljung-Box Q-통계량 검정을 실시한 결과 주식수익률과 경기동행지수 순환변동치는 선행결합(先行結合)하고 있음을 알 수 있었으며, t-7기의 주식수익률과 t기의 경기동행지수 순환변동치간의 계수가 가장 크게 나타났다. 또한 주식수익률의 lead 1에서 3기까지 보다는 lead 4기 이후에 크게 나타났으며 업종별(業種別)로는 제조업(製造業) 관련분야에서 유의적으로 나타났다. Granger 정의에 의한 인과관계(因果關係) 검정(檢定)을 실시한 결과, 12개월 내지 9개월 전부터 1개월 전까지의 주식수익률을 이용하는 것이 경기동행지수 순환변동치의 과거 정보만을 이용하는 것보다 예측오차를 줄일 수 있는 것으로 나타나 주식수익률이 경기동행지수 순환변동치의 원인변수라 할 수 있을 것이다. 업종별(業種別) Granger 검정결과는 교차상관계수(交叉相關係數)에 의한 Ljung-Box Q-통계량 검정결과와 유사하게 나타났는데 이는 검정결과의 신뢰성을 높여주었다.

• The Korean Journal of Applied Statistics
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• v.28 no.3
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• pp.529-540
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• 2015

A cross-over design is frequently used in clinical trials (especially in bioequivalence tests with a parametric method) for the comparison of two treatments. Missing values frequently take place in cross-over designs in the second period. Usually, subjects that have missing values are removed and analyzed. However, it can be unsuitable in clinical trials with a small sample size. In this paper, we compare single imputation methods in a $2{\times}2$ cross-over design when missing values exist in the second period. Additionally, parametric and nonparametric methods are compared after applying single imputation methods. A Monte-Carlo simulation study compares type I error and the power of methods.

• Journal of Korean Society of Transportation
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• v.28 no.1
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• pp.97-105
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• 2010

An All-red clearance interval(AR) has been operating with amber signal in order to avoid collision between vehicles which cannot come out of the intersections, vehicles coming in from the opposite direction, and pedestrians(bicycles) on the crosswalk during the signal conversion time at the intersections. Foreign nations have been analyzing AR's influences of traffic accidents. On the other hand, the similar research has not been conducted in the country. The objective of this paper, therefore, is to analyze the safety at the intersections with respect to the installation of AR through the hypothesis test. A before-and-after analysis has been performed for 10 intersections where applied AR. From the 95% of significance level, the results of Non-parametric Test show that the installation of AR improves a safety at the intersections. The results indicates that AR discharges vehicles passing through the intersections and control entering vehicles at the intersections.

• The Korean Journal of Financial Management
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• v.16 no.1
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• pp.261-281
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• 1999

본 연구는 우리나라를 비롯한 미국, 영국, 독일, 일본시장을 대상으로 환율과 주가의 선후행 결합관계를 검정해 보고 선행변수가 원인변수가 될 수 있는가에 대한 인과관계를 검정해 보고자 시도되었다. 이를 위해서 1980년부터 1997년까지를 분석기간으로 교차상관관계검정과 인과 관계검정을 시도해 보았다. 우선 AIC에 따른 최적시차를 대상으로 교차상관관계에 대한 Ljung-Box Q 통계량 검정을 실시한 결과 한국, 영국, 독일의 경우에는 환율이 주가에 선행결합하는 것으로 나타났으나 미국, 일본은 유의적인 관계가 도출되지 않았다. 또한 안정적 시계열자료를 대상으로 Granger, Sims, Geweke-Meese-Dent 모형에 따라 인과관계를 검정해 본 결과에서는 한국, 영국, 독일의 경우에는 환율변동률이 주식수익률에 대한 일방적 원인변수로 나타났다. 이를 환율변동의 크기에 따라 루브르 협정 이전과 이후로 구분해서 검정해 본 결과 환율변동이 매우 심했던 협정 이전 기간에는 한국과 영국의 일부 모형에서만 환율변수가 유의적인 원인변수로 작용하였지만 환율변동이 작았던 협정 이후 기간에는 한국, 영국, 독일을 대상으로 모든 검정모형에서 유의적인 인과관계가 나타났다. 반면에 미국, 일본의 경우에는 분석기간 전체뿐만 아니라 루브르 협정 이전과 이후를 구분하더라도 유의적인 인과관계가 나타나지 않았다. 이는 미국, 일본의 대외무역의존도가 20%대 수준에 머물고 있어서 상대적으로 40%대 이상의 대외무역의존도를 기록하고 있는 한국, 영국, 독일과는 다른 결과가 도출된 것이라고 볼 수 있다. 따라서 대외무역의존도가 높은 한국, 영국, 독일에서는 환율이 주가에 비해 선행하여 변동한다고 볼 수 있다.

• Communications for Statistical Applications and Methods
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• v.17 no.2
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• pp.241-253
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• 2010

As standard unit root tests are empirically proved to fail to reject the null hypothesis of a unit root for many economic and business time series, it is doubtful that most of those series are informative about the existence of a unit root or that those tests are powerful against relevant alternative hypotheses. This study attempts to perform tests of the null hypothesis of stationarity as well as tests of the null hypothesis of a unit root using the time series data of housing prices in the major metropolitan areas. The results of the additional analyses such as lead-lag, cross-correlation and impulse response for testing the statistical interrelationships between the prices are generally found to be consistent.

• Journal of Korea Port Economic Association
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• v.30 no.4
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• pp.151-168
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• 2014

The purpose of this paper is to show the brief efficiency and clustering measurement way by using the game cross-efficiency model which is newly introduced in this paper for 13 container ports during 3 years(2009, 2010, and 2013) with 3 input variables(depth, total area, and number of crane) and 1 output variable(container TEU). The main empirical results are as follows. First, the average rankings of game cross-efficiency model are Ningbo, Hongkong, Shanghai, Dubai, Singapore, Qingdao, Kaosiung, Busan, Tokyo, Incheon, Nagoya, Manila, Gwangyang ports in order. Second, according to ANOVA analysis, three models show the similar results in terms of the efficiency rankings. Third, in the clustering analysis using dendrogram, group A(Shangahi and Busan), group B(Ningbo and Nagoya), and group C(Incheon and Manila) show the common clustering ports during 3 or 2 years. The policy implication of this paper is that Korean port policy planner should introduce the game cross-efficiency method when measuring the individual port efficiency. Also port authority should consider the merits of the clustering ports for improving the port management and operations.

• Journal of the korean veterinary medical association
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• v.36 no.6
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• pp.517-525
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• 2000

실험은 과학적 사실을 규명하기 위한 적극적인 수단이다. 실험이란 문자 그대로 검정 (test)을 의미하는데 좀 더 공식적으로 표현하자면 '연구자가 어떤 체계(system) 혹은 과정 (process)속으로 의도하는 변화를 투입 변수 (input variable)로 넣었을 때 그 결과로 얻게되는 반응에서 어떠한 변화가 초래되었는지 그 원인을 찾아내는 일련의 검정(series of tests)'이라고 정의할 수 있다. 넓은 의미에서 볼 때 실험의 형태는 발생조사(outbreak investigation)와 같이 현장 (fidld)에서 진행되는 관찰연구 (observational study)와 실험실 연구로 대별된다. 어떠한 연구형태이든 실험의 객관성을 달성하기 위해서는 연구의 목적에 합당한 실험계획을 작성하는 것이 필수적이다. 아무리 완벽하게 실험을 수행했다고 하더라도 실험계획에서 심각한 문제가 있다면 그 결과에 대해서는 신뢰성을 부여할 수 없기 때문이다. 본 논문에서는 실험을 계획할 때 적용되는 원리와 분산분석에서의 다중비교 및 의학연구에서 활용빈도가 높은 교차계획법 (crossover design)에 대하여 소개하고자 한다.

• Journal of Korean Society of Transportation
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• v.25 no.6
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• pp.55-63
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• 2007

This research deals with the relations between intersection types and traffic accidents in the case of Korean expressways. The purpose of this research is to test the hypotheses that traffic accidents depend on intersection types and geometric design elements. The main research results are as follows. First, the accident comparisons that are drawn from junctions with interchanges, and trumpet interchanges with other types of interchanges respectively displays no significant meaning. However, the differences among four types of trumpet interchanges are found to be meaningful. In other words, the BO type trumpet interchanges seem to have far more traffic accidents than other types of trumpet interchanges. Second, hypothesis tests show that approximately 90 degree and one lane connection roads have lower accident rates. Based on this research, the following directions can be suggested for the safer types of intersections and geometric design elements in freeway construction. From a road safety point of view, it is advisable not to introduce BO type interchanges. It is also desirable that the intersection angle should be approximately 90 degrees. Furthermore, it would be wise to design one lane roads if the connection road has low traffic volumes.

• Management & Information Systems Review
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• v.37 no.3
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• pp.65-81
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• 2018

This study estimated the long-run and the short-run price and income elasticity of crude oil demand by using the ARDL model in Korea. First, the long-run cointegration relationship existed between crude oil demand and price or income in the ARDL-bounds tests. Second, the long-run own price, the cross price elasticity and the income elasticity were both statistically significant elastic and sensitive in the ARDL. Third, there was autocorrelation of the residuals, but no misspecification errors and heteroscedasticity, and then the residuals showed a normal distribution. And the CUSUM & CUSUMSQ tests showed that the coefficients were stable. Fourth, the short-run own price, the cross price elasticity and the income elasticity were both statistically significant elastic and sensitive in the ARDL-RECM. The ECM with the short-run dynamics showed rapid adjustments in the long-run equilibrium of oil demand after the economic crisis. In the short-run, the sensitivity of crude oil demand to price and income changes has moved in the same direction as the long-run case. Korea, depending too much on foreign crude oil, is vulnerable to the shocks of oil prices, so rising oil prices can certainly have a negative impact on Korea's trade balance. And the elasticity of long-run oil prices may help to control and manage Korea's oil demand. The government needs to strengthen monitoring of the country's policies and market trends related to crude oil, establish strategies to customize national policies and market conditions, and strengthen active market dominance efforts through pioneering new market and diversification.