• The Korean Journal of Applied Statistics
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• v.21 no.5
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• pp.727-738
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• 2008

If a cointegrating relation is affected by important economic and political events occurred in the sample period, the assumption of the time-invariant cointegrating vector is violated, which leads to the misrep-resentation of the actual relations between the variables. From such a viewpoint, this study utilizes the recursive estimation process in testing for the stability of the long-run equilibrium of the domestic stock market system and then attempts to develop the framework for stabilizing time-variant cointegraing relations by introducing the dummy variables where the structural changes are found to exist.

• Journal of the Korean Society for Railway
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• v.17 no.4
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• pp.307-312
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• 2014

This study suggested the ARIMA model taking into consideration the seasonal characteristic factor as a method for efficiently forecasting passenger transport demand of the Joongang Line. The forecasting model was built including the demand for the central inland region tourist train (O-train, V-train), which was opened to traffic in April-, 2013 and run in order to reflect the recent demand for the tourism industry. By using the monthly time series data (103) from January-, 2005 to July-, 2013, the optimum model was selected. The forecasting results of passenger transport demand of the Joongang Line showed continuous increase. The developed model forecasts the short-term demand of the Joongang Line.

• Korean Journal of Environment and Ecology
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• v.35 no.1
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• pp.24-36
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• 2021

Countries around the world, including the Republic of Korea, are participating in efforts to preserve biodiversity. Concerning species, in particular, studies that aim to find potential habitats and establish conservation plans by conducting habitat suitability analysis for specific species are actively ongoing. However, few studies on mid- to long-term changes in suitable habitat areas are based on accumulated information. Therefore, this study aimed to analyze the time-series changes in the habitat suitable area and examine the otters' changing pattern (Lutra lutra) designated as Level 1 endangered wildlife in Gangwon-do. The time-series change analysis used the data on otter species' presence points from the 2nd, 3rd, and 4th national natural environment surveys conducted for about 20 years. Moreover, it utilized the land cover map consistent with the survey period to create environmental variables to reflect each survey period's habitat environment. The suitable habitat area analysis used the MaxEnt model that can run based only on the species presence information, and it has been proven to be reliable by previous studies. The study derived the habitat suitability map for otters in each survey period, and it showed a tendency that habitats were distributed around rivers. Comparing the response curves of the environmental variables derived from the modeling identified the characteristics of the habitat favored by otters. The examination of habitats' change by survey period showed that the habitats based on the 2nd National Natural Environment Survey had the widest distribution. The habitats of the 3rd and 4th surveys showed a tendency of decrease in area. Moreover, the study aggregated the analysis results of the three survey periods and analyzed and categorized the habitat's changing pattern. The type of change proposed different conservation plans, such as field surveys, monitoring, protected area establishment, and restoration plan. This study is significant because it produced a comprehensive analysis map that showed the time-series changes of the location and area of the otter habitat and proposed a conservation plan that is necessary according to the type of habitat change by region. We believe that the method proposed in this study and its results can be used as reference data for establishing a habitat conservation and management plan in the future.

• The Journal of the Korea Contents Association
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• v.12 no.9
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• pp.357-368
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• 2012

The purpose of this study is to empirically examine the impact of enterprise R&D investment on international trade in Korea under the new Normal Era. In order to test whether the time series data of trade variables are stationary or not, we put in operation unit root test and cointegration test. Based on VECM (Vector Error Correction Model), we also apply impulse response functions and variance decomposition to estimate the dynamic effects in the short-run and long-run. The results show that the relationship between enterprise R&D investment and international trade (export and import) exists in the long-run as well as in the short-run. The results of applying impulse response functions and variance decomposition also indicate that the impact of enterprise R&D investment on international trade is positive, and a significant portion of fluctuations in the trade variable is explained by enterprise R&D investment. Therefore, enterprise R&D investment must be continuously increased to improve economic growth with promoting trading competition power in Korea under the new Normal Era.

• Spatial Information Research
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• v.20 no.3
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• pp.39-50
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• 2012

The objective of this study is the quantitative analysis of climate change effects by performing several statistical analyses with hydrometeorological data sets for past 30 years in Geum river watershed. Temperature, precipitation, relative humidity data sets were collected from eight observation stations for 37 years(1973~2009) in Geum river watershed. River level data was collected from Gongju and Gyuam gauge stations for 36 years(1973~2008) considering rating curve credibility problems and future long-term runoff modeling. Annual and seasonal year-to-year variation of hydrometeorological components were analyzed by calculating the average, standard deviation, skewness, and coefficient of variation. The results show precipitation has the strongest variability. Run test, Turning point test, and Anderson Exact test were performed to check if there is randomness in the data sets. Temperature and precipitation data have randomness and relative humidity and river level data have regularity. Groundwater level data has both aspects(randomness and regularity). Linear regression and Mann-Kendal test were performed for trend test. Temperature is increasing yearly and seasonally and precipitation is increasing in summer. Relative humidity is obviously decreasing. The results of this study can be used for the evaluation of the effects of climate change on water resources and the establishment of future water resources management technique development plan.

• Investigative Magnetic Resonance Imaging
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• v.9 no.1
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• pp.9-15
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• 2005

Purpose : This study attempted to investigate the effects of supply of highly concentrated $(30\%)$ oxygen on human ability of visuospatial cognition using time course data analysis of functional Magnetic Resonance Imaging (fMRI). Materials and Methods : To select an item set in the visuospatial performance test, two questionnaires with similar difficulty were developed through group testing. A group test was administered to 263 college students. Two types of questionnaire containing 20 questions were developed to measure the ability of visuospatial cognition. Eight college students (right-handed male, average age of 23.5 yrs) were examined for fMRI study. The experiment consisted of two runs of the visuospatial cognition testing, one with $21\%$ level of oxygen and the other with $30\%$ oxygen level. Each run consisted of 4 blocks, each containing control and visuospatial items. Functional brain images were taken from 37 MRI using the single-shot EPI method. Using the subtraction procedure, activated areas in the brain during visuospatial tasks were color-coded by t-score. To investigate the time course data in each activated area from brain images, 4 typical regions (cerebellum, occipital lobe, parietal lobe, and frontal lobe) were selected. Results : The average accuracy was $50.63{\pm}8.63$ and $62.50{\pm}9.64$ for $21\%\;and\;30\%$ oxygen respectively, and a statistically significant difference was found in the accuracy between the two types of oxygen (p<0.05). There were more activation areas observed at the cerebellum, occipital lobe, parietal lobe and frontal lobe with $30\%$ oxygen administration. The rate of increase in the cerebellum, occipital lobe and parietal lobe was $17\%$ and that of the frontal lobe, $50\%$. Especially, there were increase of intensity of BOLD signal at the parietal lobe with $30\%$ oxygen administration. The increase rate of the left parietal lobe was $1.4\%$ and that of the right parietal lobe, $1.7\%$. Conclusion : It is concluded that while performing visuospatial tasks, high concentrations of oxygen administration make oxygen administration sufficient, thus making neural network activate more, and the ability to perform visuospatial tasks increase.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.19 no.3
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• pp.376-381
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• 2018

The purpose of this study is to investigate price transmissions between wholesale and retail markets regarding Jeju tangerines by employing co-integration analysis and vector error correction model. The results of this study are summarized as follows: First, the long-run equilibrium relationship was found among wholesale and retail markets in time series for level by distribution channel. Second, a short-run causality relationship was observed between wholesale and retail markets. Third, the long-run causality relationship between wholesale market and retail markets was found bidirectional and feedback effect. These results imply that the wholesale price performs a central role in establishing price in the tangerine market, and the wholesale market influences tangerine price. In conclusion, for the development of a competitive tangerine industry, it is necessary to aggressively promote the policy of supply and demand control of tangerine production through organizing producers.

• Journal of Energy Engineering
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• v.24 no.2
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• pp.167-173
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• 2015

This paper attempts to estimate the electricity demand function in Korea with quarterly data of average temperature, GDP and electricity price over the period 2005-2013. We apply lagged dependent variable model and ordinary least square method as a robust approach to estimating the parameters of the electricity demand function. The results show that short-run price and income elasticities of the electricity demand are estimated to be -0.569 and 0.631, respectively. They are statistically significant at the 1% level. Moreover, long-run income and price elasticities are estimated to be 1.589 and -1.433, respectively Both of results reveal that the demand for electricity is price- and income-elastic in the long-run. The relationship between electricity consumption and temperature is supported by many of references as a U-shaped relationship, and the base temperature of electricity demand is about $15.2^{\circ}C$. It is shown that power of explanation and goodness-of-fit statistics are improved in the use of the lagged dependent variable model rather than conventional model.

• Journal of Energy Engineering
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• v.29 no.1
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• pp.1-12
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• 2020

The rapid climate change is strengthening carbon emissions regulations internationally. Korea is strongly pressed to accept the obligation to reduce greenhouse gases as one of the United Nations Framework Convention on Climate Change. This article analyzed the Granger causalities among environmental regulation, economic growth, electricity consumption, and CO₂ emission in Korea, using unit root test, cointegration test, and vector error correction model. As the results, environmental regulation has shown the bidirectional causalities with electricity consumption and CO₂ emission, while being unilaterally affected by economic growth in the long-run and strong relationship. Economic growth has affected electricity consumption, CO2 emission, and environmental regulation in the long-run, in the complex structure of the unilateral and short-run causality with electricity consumption and the bidirectional causality with CO2 emission. The policy implications will be as follows: ① environmental regulation should induce sustainable growth through encouraging technological innovation relating to CO2 reduction and productivity enhancement. ② Responding to the international CO2 reduction regulation, the synthetic policy initiatives will be considered to make synergy effects among policies relating to economic growth, electricity consumption.

• Journal of Korea Port Economic Association
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• v.32 no.4
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• pp.165-182
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• 2016

This study examines the competitiveness and cooperativeness among the container ports in East Asia by analyzing their monthly dynamics in eight years (2008-2015). Time series data on container throughput divided into origin and destination (O/D), such as the top six Chinese ports and the transshipment (T/S) ports such as Hong Kong, Busan, and Singapore, are computed with two methods based on the Vector Error Correction Model (VECM). The first Granger causality test results show that Busan T/S has significant bilateral relations with three Chinese O/D ports; and significant unidirectional relations with three other O/D ports. Shenzhen port has significant bilateral relations with Singapore, and has a significant unidirectional relation with Hong Kong port. Co-integrating test results showed that Busan holds negative co-integration with all Chinese O/D ports. Impulse response function (IRF) results show an opposite direction between paired ports. The ratios of the impulse from T/S ports are significantly high to one another in the short-run, but its power declines as time passes. The ratio of the impulse from the Chinese ports to T/S ports is less significant in the short-run period, however, it becomes more significant as time passes. The significance of most shocks was high in the second period, but was diluted after the sixth period.