• Title/Summary/Keyword: 인과성검정

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A Study on the Effect of Delinquency Rate of Real Estate PF on Macroeconomic Variables (거시경제변수에 따른 부동산PF 연체율에 관한 연구)

  • Roh, Chi-Young;Kim, Hyung-Joo
    • The Journal of the Korea Contents Association
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    • v.18 no.4
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    • pp.416-427
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    • 2018
  • As the loan size of real estate PF is huge, its market ripple effect gets bigger when overdue occurs. Accordingly, the management of the delinquency rate and macroeconomic analysis are required. As the preceding research mainly proceeded with microeconomic analysis through the real estate PF data of individual banks to evaluate importance of list or analyzed core factors for delinquency, it lacked research on comprehensive real estate PF size. In order to overcome the limitations of such data, this research studied real estate PF delinquency rate of the entire market and effect relationship by the size. The research utilized the size of real estate PF loans, money supply, interest rate, consumer price index(CPI), and GDP data. Also, it applied the first model of VECM as linear relationship between at least two or more variables, following the result of co-integration test. As a result of Granger-causality test, the real estate PF loans delinquency rate is influenced by their loan size, and as a result of impulse response analysis, the interest rate is shown to be affecting delinquency rate the most. Interest rate could risesomeday and aggravate the delinquency rate of real estate PF. Also, risk exposure could be serious as the loan size increases.Therefore, the management of real estate PF delinquency rate requires continuous monitoring, tracking and observing issued loans from a macro point of view. The plans to prevent delinquency will be necessary.

Study on the Forecasting and Relationship of Busan Cargo by ARIMA and VAR·VEC (ARIMA와 VAR·VEC 모형에 의한 부산항 물동량 예측과 관련성연구)

  • Lee, Sung-Yhun;Ahn, Ki-Myung
    • Journal of Navigation and Port Research
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    • v.44 no.1
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    • pp.44-52
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    • 2020
  • More accurate forecasting of port cargo in the global long-term recession is critical for the implementation of port policy. In this study, the Busan Port container volume (export cargo and transshipment cargo) was estimated using the Vector Autoregressive (VAR) model and the vector error correction (VEC) model considering the causal relationship between the economic scale (GDP) of Korea, China, and the U.S. as well as ARIMA, a single volume model. The measurement data was the monthly volume of container shipments at the Busan port J anuary 2014-August 2019. According to the analysis, the time series of import and export volume was estimated by VAR because it was relatively stable, and transshipment cargo was non-stationary, but it has cointegration relationship (long-term equilibrium) with economic scale, interest rate, and economic fluctuation, so estimated by the VEC model. The estimation results show that ARIMA is superior in the stationary time-series data (local cargo) and transshipment cargo with a trend are more predictable in estimating by the multivariate model, the VEC model. Import-export cargo, in particular, is closely related to the size of our country's economy, and transshipment cargo is closely related to the size of the Chinese and American economies. It also suggests a strategy to increase transshipment cargo as the size of China's economy appears to be closer than that of the U.S.

Prediction and Causality Examination of the Environment Service Industry and Distribution Service Industry (환경서비스업과 물류서비스업의 예측 및 인과성 검정)

  • Sun, Il-Suck;Lee, Choong-Hyo
    • Journal of Distribution Science
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    • v.12 no.6
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    • pp.49-57
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    • 2014
  • Purpose - The world now recognizes environmental disruption as a serious issue when regarding growth-oriented strategies; therefore, environmental preservation issues become pertinent. Consequently, green distribution is continuously emphasized. However, studying the prediction and association of distribution and the environment is insufficient. Most existing studies about green distribution are about its necessity, detailed operation methods, and political suggestions; it is necessary to study the distribution service industry and environmental service industry together, for green distribution. Research design, data, and methodology - ARIMA (auto-regressive moving average model) was used to predict the environmental service and distribution service industries, and the Granger Causality Test based on VAR (vector auto regressive) was used to analyze the causal relationship. This study used 48 quarters of time-series data, from the 4th quarter in 2001 to the 3rd quarter in 2013, about each business type's production index, and used an unchangeable index. The production index about the business type is classified into the current index and the unchangeable index. The unchangeable index divides the current index into deflators to remove fluctuation. Therefore, it is easy to analyze the actual production index. This study used the unchangeable index. Results - The production index of the distribution service industry and the production index of the environmental service industry consider the autocorrelation coefficient and partial autocorrelation coefficient; therefore, ARIMA(0,0,2)(0,1,1)4 and ARIMA(3,1,0)(0,1,1)4 were established as final prediction models, resulting in the gradual improvement in every production index of both types of business. Regarding the distribution service industry's production index, it is predicted that the 4th quarter in 2014 is 114.35, and the 4th quarter in 2015 is 123.48. Moreover, regarding the environmental service industry's production index, it is predicted that the 4th quarter in 2014 is 110.95, and the 4th quarter in 2015 is 111.67. In a causal relationship analysis, the environmental service industry impacts the distribution service industry, but the distribution service industry does not impact the environmental service industry. Conclusions - This study predicted the distribution service industry and environmental service industry with the ARIMA model, and examined the causal relationship between them through the Granger causality test based on the VAR Model. Prediction reveals the seasonality and gradual increase in the two industries. Moreover, the environmental service industry impacts the distribution service industry, but the distribution service industry does not impact the environmental service industry. This study contributed academically by offering base line data needed in the establishment of a future style of management and policy directions for the two industries through the prediction of the distribution service industry and the environmental service industry, and tested a causal relationship between them, which is insufficient in existing studies. The limitations of this study are that deeper considerations of advanced studies are deficient, and the effect of causality between the two types of industries on the actual industry was not established.

An Empirical Analysis of Industrial Design′s Functional Role in the Causal Model of Quality Competitiveness : Korean Manufacturing Sector (품질경쟁력 인과모형 하에서 산업디자인의 기능적 역할에 관한 실증적 분석 : 한국 제조업 부문을 중심으로)

  • 임채숙;윤종영
    • Archives of design research
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    • v.17 no.3
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    • pp.111-122
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    • 2004
  • The purpose of this study are two the first is to identify the positioning of product design and analyze its functional relationship with product development, manufacturing, marketing and sales in the comprehensive competitiveness evaluation model ; and the second is to estimate the determinants of QCI(quality competitiveness index), analyze the impact of product design on QCI, and compare the aforementioned results for the seven industrial sectors and the five product patterns. For this empirical analysis, this study surveyed 400 Korean manufacturing firms during August-October 2003. The major empirical findings are summarized as follows : First, the hypothesis on the positive effect of product design on QCI is accepted at a highly significant level (p < 0.001) for all : the manufacturing sector, seven industrial sectors, and five product categories. Second, the correlation analysis and factor analysis lead to the result that the effect of product design on QCI is estimated to be relatively very low, in comparison to those of product functionality and basic performance on QCI. These findings imply that Korean manufacturing sector has been still in the prematured stage at which product design has not played an important role yet. This study concludes that product design in line with other functions (product development, manufacturing, marketing, and sales) should make a good contribution to the improvement of QCI in the future.

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Investigating the Improvement of Concept and Inquiry Activities in Elementary School Science Textbook of the 2015 Revised Curriculum - Focus on Earth Science Section - (2015 개정 교육과정 초등학교 과학 교과서에 제시된 개념과 탐구 활동의 개선 방안 조사 - 지구과학 영역을 중심으로 -)

  • Lee, Hyundong
    • Journal of Science Education
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    • v.44 no.3
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    • pp.300-317
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    • 2020
  • The purpose of this study is to suggest improvements in the science concepts and inquiry activities presented in the earth science section in the 2015 revised curriculum elementary science textbooks. For this study, two science educator and three elementary school teachers developed a survey questionnaire to investigate science concepts, inquiry activities, and suggest improvements. The survey was conducted two times, and 30 elementary school teachers and three earth science professors (geology, meteorology, astronomy) participated in the survey. As a result, it was investigated that eight concepts in the solid section, three concepts in the fluid section, and one concept in universe and integration section contained misconceptions. It was investigated that the content of inquiry activity needs to be supplemented, with seven elements in solid section, three elements in fluid section, and one in the universe and integration section. According to the research results, if the textbook is revised, it is necessary to accurately confirm the science concepts or content of inquiry activities. Also in the case of science concepts presented in textbooks, it will be necessary to consider not only the scope and sequence of contents but also the process of learning progression.

Exploratory Research on the Success Factors of YouTube Music Cover Channel Based on the Post Acceptance Model(PAM) and Flow Theory (후기기술수용모형(PAM)과 플로우(Flow)이론을 기반으로 한 유튜브 커버음악 채널의 성공 요인에 대한 탐색적 연구)

  • Lee, Jin-Hyung;Chae, Myung-Sin;Jang, Jun-Geun
    • Journal of Korea Entertainment Industry Association
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    • v.14 no.6
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    • pp.91-107
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    • 2020
  • The purpose of this study is to explore quantitatively the success factors of YouTube's music cover channel. Along the process, constructing and testing the measurement for music cover channel's characteristics. The research constructed the measurement items based on results of qualitative studies. To perform the purposes the study suggest a research model which integrated the Post Acceptance Model with five music cover channel's characteristics based on the recent case studies. The five characteristics were contents, video, creator, interactivity, and publicity. The characteristics were integrated with Post Acceptance Model. After testing reliability and validity the research model was revised then, the research hypothesis was tested. The research results show: first, it was found that the content characteristics did not meet the expected value of users. Second, among the five factors of channel characteristics presented in creator's characteristics have the largest effect on user's value perception Third, in the factor analysis process, the content factor and the video were loaded on the same factor thus integrated as one factor. Fourth, satisfaction and intention for continual usage were also loaded on the same factor thus integrated as one factor. The research results suggest that music cover channel operators need to enhance the creator's attraction, communication with user, and publicity in various ways.

An Empirical Analysis on the Appeal Case of Origin Verification for Korean Import Goods Using Bootstrapping Technique (부트스트랩 기법을 활용한 한국 수입 상품의 원산지검증 불복사례 실증분석)

  • Kim, Jong-Hyuk;Heo, Sang-Hyun;Kim, Suk-Chul
    • Korea Trade Review
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    • v.42 no.4
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    • pp.93-114
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    • 2017
  • Under the FTA agreement, preferential tariffs between FTA members will result in tariff reductions. In order to ensure the stable use of the FTA tariff system, it is necessary for the customs authorities to determine whether the origin goods are clearly applicable. This study analyzed the procedure of appeal according to the origin verification system based on the decision made by Korea Customs Service and Tax Tribunal. From this, we examined whether the rate of re-claiming a case rejected in the 'Review System of the Legality Before Taxation' differs. In addition, we carried out a quantitative analysis using bootstrapping technique in order to overcome the scarcity cases of verification of origin among FTA members. The implications of this paper are summarized as follows: First, we tested the hypothesis that the re-claiming rate of Western countries is higher. Second, some issues represented higher re-claiming rate. Third, there was no significant difference between the verification group and the re-claiming rate. Finally, even if an applicant makes a claim again, there is a possibility of being rejected again.

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The Impact of Health Teachers' Behavioral Characteristics on Organizational Commitment: Ffocusing on Self-Efficacy and Task Importance (보건교사의 행동적 특성이 조직몰입에 미치는 영향: 자기효능감과 과업중요성을 중심으로)

  • Sangho Park;Kyung Kim;Shincheol Kang
    • Asia-Pacific Journal of Business Venturing and Entrepreneurship
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    • v.19 no.4
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    • pp.215-229
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    • 2024
  • The purpose of this study was to explore various factors that affect the organizational commitment of health teachers' behavioral characteristics and explain the causal relationship between each factor. As an exploratory study, the subjects were about 500 people working as health teachers. A survey was conducted, and 190 responses were collected. Descriptive statistics were analyzed using SPSS, and the measurement model and hypotheses were tested using structural equation modeling. As a result of the analysis, the behavioral characteristics of health teachers were found to have a positive effect on their self-efficacy, and the behavioral characteristics and self-efficacy were found to have a positive effect on emotional commitment. In addition, health teachers' self-efficacy has a positive effect on emotional commitment, which means that rather than their behavioral characteristics having a direct effect on emotional commitment, their behavioral characteristics indirectly affect emotional commitment through a mediator called self-efficacy. It shows that it has an impact. In particular, it was confirmed that the school nurse's level of awareness of the importance of the task affected self-efficacy and emotional commitment. The implication of this study is that it explained the phenomenon of transfer of their behavioral characteristics to organizational commitment by empirically revealing that the competency, or behavioral characteristics, of health teachers are a factor affecting organizational commitment through self-efficacy. The goal is to empirically demonstrate that awareness of task importance, a job characteristic, affects self-efficacy and organizational commitment. The results of the study are expected to be able to suggest directions for capacity building and operation of health teachers.

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An Exploratory Study on Determinants Affecting R Programming Acceptance (R 프로그래밍 수용 결정 요인에 대한 탐색 연구)

  • Rubianogroot, Jennifer;Namn, Su Hyeon
    • Management & Information Systems Review
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    • v.37 no.1
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    • pp.139-154
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    • 2018
  • R programming is free and open source system associated with a rich and ever-growing set of libraries of functions developed and submitted by independent end-users. It is recognized as a popular tool for handling big data sets and analyzing them. Reflecting these characteristics, R has been gaining popularity from data analysts. However, the antecedents of R technology acceptance has not been studied yet. In this study we identify and investigates cognitive factors contributing to build user acceptance toward R in education environment. We extend the existing technology acceptance model by incorporating social norms and software capability. It was found that the factors of subjective norm, perceived usefulness, ease of use affect positively on the intention of acceptance R programming. In addition, perceived usefulness is related to subjective norms, perceived ease of use, and software capability. The main difference of this research from the previous ones is that the target system is not a stand-alone. In addition, the system is not static in the sense that the system is not a final version. Instead, R system is evolving and open source system. We applied the Technology Acceptance Model (TAM) to the target system which is a platform where diverse applications such as statistical, big data analyses, and visual rendering can be performed. The model presented in this work can be useful for both colleges that plan to invest in new statistical software and for companies that need to pursue future installations of new technologies. In addition, we identified a modified version of the TAM model which is extended by the constructs such as subjective norm and software capability to the original TAM model. However one of the weak aspects that might inhibit the reliability and validity of the model is that small number of sample size.

Clinical Characteristics and Heart Rate Variability of Foreign Domestic Violence Victims in Korea (국내 거주 외국인 가정폭력 피해 여성의 임상적 특징 및 심박변이도)

  • Kim, Kyu-Lee;Choi, Jin-Sook;Jang, Yong-Lee;Lee, Hae-Woo;Sim, Hyun-Bo
    • Sleep Medicine and Psychophysiology
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    • v.24 no.1
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    • pp.46-54
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    • 2017
  • Objectives: Domestic violence is related to many psychiatric diseases, such as depression, anxiety disorder, and PTSD. Heart rate variability (HRV) is an index of autonomic control of the heart and is related to cardiovascular and emotional disorders. Although there have been some studies on the effects of domestic violence on women's mental health, relatively little information is available on HRV in this population. The aim of this study is to investigate demographic data, psychological features, and HRV in female victims of domestic violence and difference between Korean and foreign female victims. Methods: A total of 210 female victims of domestic violence (166 Korean women and 44 foreign women) were recruited for this study. Psychological symptoms were measured using the Hamilton Rating Scale for Anxiety (HAM-A), Hamilton Rating Scale for Depression (HAM-D), and Impact of Event Scale-Revised (IES-R). HRV measures were assessed by time-domain and frequency-domain analyses. Results: The mean score of HAM-A was 13.81, that of HAM-D was 12.92, and that of IES-R was 33.61 ; there were no significant differences between Korean and foreign women in these measures. In HRV time domain analyses, approximate entropy (ApEn) was significantly increased in foreign women compared to the Korean women. The square root of the mean of the sum of the squares of differences between adjacent NN intervals (RMSSD) was significantly decreased in foreign women compared to Korean women. There were no significant differences in the other HRV variables between Korean and foreign women. Conclusion: Female victims of domestic violence in Korea are associated with depression, anxiety, and PTSD symptoms. The physiologic factors of a female victim's nationality could be related to higher ApEn and lower RMSSD in foreign female victims. These findings have important implications for future study to study the relationships among ethnic and environmental factors and HRV variables.