• Title/Summary/Keyword: Unit Root Test

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A Causality Analysis of the Hairtail Price by Distribution Channel Using a Vector Autoregressive Model (VAR 모형을 이용한 유통단계별 갈치가격의 인과성 분석)

  • Kim, Cheol-Hyun;Nam, Jong-Oh
    • The Journal of Fisheries Business Administration
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    • v.46 no.1
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    • pp.93-107
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    • 2015
  • This study aims to analyze causalities among Hairtail prices by distribution channel using a vector autoregressive model. This study applies unit-root test for stability of data, uses Granger causality test to know interaction among Hairtail Prices by distribution channel, and employes the vector autoregressive model to estimate statistical impacts among t-2 period variables used in model. Analyzing results of this study are as follows. First, ADF, PP, and KPSS tests show that the change rate of Hairtail price by distribution channel differentiated by logarithm is stable. Second, a Granger causality test presents that the producer price of Hairtail leads the wholesale price and then the wholesale price leads the consumer price. Third, the vector autoregressive model suggests that the change rate of Hairtail producer price of t-2 period variables statistically, significantly impacts change rates of own, wholesale, and consumer prices at current period. Fourth, the impulse response analysis indicates that impulse responses of the structural shocks with a respectively distribution channel of the Hairtail prices are relatively more powerful in own distribution channel than in other distribution channels. Fifth, a forecast error variance decomposition of the Hairtail prices points out that the own price has relatively more powerful influence than other prices.

Evaluation of side resistance for drilled shafts in rock sections

  • Hsiao, Cheng-Chieh;Topacio, Anjerick J.;Chen, Yit-Jin
    • Geomechanics and Engineering
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    • v.21 no.6
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    • pp.503-511
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    • 2020
  • This study evaluated the side resistance of drilled shafts socketed into rock sections. Commonly used analysis methods for side resistance of piles in rocks are examined by utilizing a large number of load test data. The analysis of the unit side resistance of pile foundations embedded into rock sections is based on an empirical coefficient (α) and the uniaxial compressive strength (qu) or its root (${\sqrt{q_u}}$). The Davisson criterion was used to interpret the resistance capacity from the load test results to acquire the computed relationships. The α-${\sqrt{q_u}}$ relationship is proven to be reliable in the prediction of friction resistance. This study further analyzed the relationship by including the effect of rock quality designation (RQD) on the results. Analysis results showed that the analysis model of α-${\sqrt{q_u}}$-RQD provided better prediction and reliability considering the RQD classification. Based on these analyses, the side resistance of drilled shafts socked into rocks is provided with statistical data to support the analysis.

Effects of Technology and Innovation Management and Total Factor Productivity on the Economic Growth of China

  • LEE, Jung Wan;XUAN, Ye
    • The Journal of Asian Finance, Economics and Business
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    • v.6 no.2
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    • pp.63-73
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    • 2019
  • The paper aims to investigate relationships between technology and innovation management, total factor productivity and economic growth in China. By comparing the trends in total factor productivity growth of industrialized economies (i.e. OECD), this study intends to showcase the importance of total factor productivity progress in the Chinese economy. The study employs time series data of an annual basis for the period from 1977 to 2016 retrieved from the World Development Indicator. The study employs unit root test, cointegration test, fully modified least squares estimation method, canonical cointegrating regression and dynamic least squares estimation method to test the hypotheses. The results of the cointegrating regression analysis show that manufacturing growth leads to an increase of total factor productivity in the short-run in China. The findings of the study suggest that manufacturing (i.e. technology and product innovation) is positively related to the increase of total factor productivity in the short-run and total output growth in the long-run. The findings suggest that promoting technology and innovation management and supporting R&D subsidies may reduce the marginal cost of conducting R&D and increase the rate of technology and innovation management and R&D activity and therefore, the total factor productivity growth rate.

Legal Stability and Determinants of Insurance Development in the Middle East and North Africa Region (MENA)

  • BEN DHIAB, Lassad;DKHILI, Hichem
    • The Journal of Asian Finance, Economics and Business
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    • v.9 no.2
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    • pp.141-149
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    • 2022
  • Despite the importance of the insurance business for financial and economic development, few studies have looked at the factors that influence its growth. This research adds to the body of knowledge by empirically examining the impact of numerous factors on the development of the insurance business in 15 Middle East and North African (MENA) countries from 2000 to 2017. The study looks at macroeconomic, demographic, and institutional factors as potential drivers of the insurance industry's growth, with the insurance premium as a percentage of GDP as the dependent variable. All variables are stationary at the first difference, according to the IPS panel unit root test. The Pedroni residual cointegration test, Kao residual cointegration test, and Johansen-Fisher panel cointegration tests are then used to look for long-run associations. The cointegration tests strongly suggest that the insurance premium and the various variables have long-run correlations. Findings from the Fully-Modified OLS imply that GDP per capita, gross capital formation, and the KOF economic globalization index have a positive long-term impact on the insurance business. The insurance business is also driven by combating corruption and the rule of law. The population and regulatory quality, on the other hand, have no significant impact.

Performance Evaluation for the Application of Roof Green Box Unit System Combined with Engineering P.E.Waterproof and Root Penetration Sheet (엔지니어링 PE방수.방근시트가 결합된 박스 유닛형 옥상 녹화 시스템 적용을 위한 성능평가)

  • Oh, Chang-Won;Hong, Jong-Chul;Park, Ki-Bong
    • Journal of the Korea Institute of Building Construction
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    • v.16 no.2
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    • pp.125-131
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    • 2016
  • According to the increment of urban buildings, the demand of eco-environment space will be also increased. Therefore, the artificial ground green system on a roof will be supplied gradually. In this study, the concept of simplification, unification and prefabrication was widely applied to supply green system. Consequently, the box unit system with a continuous soil layer was developed, and adhesive property, wind resistance and insulation property of this system were evaluated for site application. As a results of adhesive property and wind resistance test, comparing with design wind pressure and wind velocity, this system was safe at the height of 100m building located in urban. In addition, results of temperature measurement for 120 days showed 17% higher insulation property at daytime and 45% higher insulation property at night than normal box unit system owing to continuous soil layer.

Validity Test for Molecular Markers Associated with Resistance to Phytophthora Root Rot in Chili Pepper (Capsicum annuum L.) (고추의 역병 저항성과 연관된 분자표지의 효용성 검정)

  • Lee, Won-Phil;Lee, Jun-Dae;Han, Jung-Heon;Kang, Byoung-Cheorl;Yoon, Jae-Bok
    • Horticultural Science & Technology
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    • v.30 no.1
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    • pp.64-72
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    • 2012
  • Phytophthora root rot has been causing a serious yield loss in pepper production. Since 2004, the year in which commercial cultivars resistant to the disease were firstly commercialized, it has been necessary to introduce the resistance into domestic pepper cultivars for dried red pepper. Therefore, developing molecular markers linked to the resistance is required for an accurate selection of resistant plants and increasing breeding efficiency. Until now, several markers associated with the major dominant gene resistant to Phytophthora root rot have been reported but they have some serious limitations for their usage. In this study, we aimed to develop molecular markers linked to the major dominant gene that can be used for almost of all genetic resources resistant to Phytophthora root rot. Two segregating $F_2$ populations derived from a 'Subicho' ${\times}$ 'CM334' combination and a commercial cultivar 'Dokyacheongcheong' were used to develop molecular markers associated with the resistance. After screening 1,024 AFLP primer combinations with bulked segregant analysis, three AFLP (AFLP1, AFLP2, and AFLP3) markers were identified and converted into three CAPS markers (M1-CAPS, M2-CAPS, and M3-CAPS), respectively. Among them, M3-CAPS marker was further studied in ten resistants, fourteen susceptibles, five hybrids and 53 commercial cultivars. As a result, M3-CAPS marker was more fitted to identify Phytophthora resistance than previously reported P5-SNAP and Phyto5.2-SCAR markers. The result indicated that the M3-CAPS marker will be useful for resistance breeding to Phytophthora root rot in chili pepper.

Evaluation of Soil Streptomyces spp. for the Biological Control of Fusarium Wilt Disease and Growth Promotion in Tomato and Banana

  • Praphat, Kawicha;Jariya, Nitayaros;Prakob, Saman;Sirikanya, Thaporn;Thanwanit, Thanyasiriwat;Khanitta, Somtrakoon;Kusavadee, Sangdee;Aphidech, Sangdee
    • The Plant Pathology Journal
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    • v.39 no.1
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    • pp.108-122
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    • 2023
  • Fusarium oxysporum f. sp. lycopersici (Fol) and Fusarium oxysporum f. sp. cubense (Foc), are the causal agent of Fusarium wilt disease of tomato and banana, respectively, and cause significant yield losses worldwide. A cost-effective measure, such as biological control agents, was used as an alternative method to control these pathogens. Therefore, in this study, six isolates of the Streptomyces-like colony were isolated from soils and their antagonistic activity against phytopathogenic fungi and plant growth-promoting (PGP) activity were assessed. The results showed that these isolates could inhibit the mycelial growth of Fol and Foc. Among them, isolate STRM304 showed the highest percentage of mycelial growth reduction and broad-spectrum antagonistic activity against all tested fungi. In the pot experiment study, the culture filtrate of isolates STRM103 and STRM104 significantly decreased disease severity and symptoms in Fol inoculated plants. Similarly, the culture filtrate of the STRM304 isolate significantly reduced the severity of the disease and symptoms of the disease in Foc inoculated plants. The PGP activity test presents PGP activities, such as indole acetic acid production, phosphate solubilization, starch hydrolysis, lignin hydrolysis, and cellulase activity. Interestingly, the application of the culture filtrate from all isolates increased the percentage of tomato seed germination and stimulated the growth of tomato plants and banana seedlings, increasing the elongation of the shoot and the root and shoot and root weight compared to the control treatment. Therefore, the isolate STRM103 and STRM104, and STRM304 could be used as biocontrol and PGP agents for tomato and banana, respectively, in sustainable agriculture.

An in vitro evaluation of the accuracy of four electronic apex locators using stainless-steel and nickel-titanium hand files

  • Gehlot, Paras Mull;Manjunath, Vinutha;Manjunath, Mysore Krishnaswamy
    • Restorative Dentistry and Endodontics
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    • v.41 no.1
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    • pp.6-11
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    • 2016
  • Objectives: The purpose of this in vitro study was to evaluate the accuracy of working length (WL) determination of four electronic apex locators (EALs), namely, Root ZX (RZX), Elements diagnostic unit and apex locator (ELE), SybronEndo Mini Apex locator (MINI) and Propex pixi (PIXI) using Stainless steel (SS) and nickel-titanium (NiTi) hand files. The null hypothesis was that there was no difference between canal length determination by SS and NiTi files of 4 EALs. Materials and Methods: Sixty extracted, single rooted human teeth were decoronated and the canal orifice flared. The actual length (AL) was assessed visually, and the teeth were embedded in an alginate model. The electronic length (EL) measurements were recorded with all four EALs using SS and NiTi files at '0.5' reading on display. The differences between the AL and EL were compared. Results: The results obtained with each EAL with SS and NiTi files were compared with AL. A paired sample t test showed that there was a statistical significant difference between EAL readings with SS and NiTi files for RZX and MINI (p < 0.05). The accuracy of RZX, ELE, MINI and PIXI within ${\pm}0.5 mm$ of AL with SS/NiTi files were 93.3%/70%, 90%/91.7%, 95%/68.3%, and 83.3%/83.3%, respectively. Conclusions: The results of this study indicate that Root ZX was statistically more accurate with NiTi files compared to SS files, while MINI was statistically more accurate with SS files compared to NiTi files. ELE and PIXI were not affected by the alloy type of the file used to determine WL.

An analysis on the relationship between prices and catch amounts of sandfish using a cointegration test (공적분 검정을 이용한 도루묵 어획량과 시장가격 간의 관계분석)

  • Seo, Young-Il;Chung, Young-Hoon;Kim, Do-Hoon
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.50 no.4
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    • pp.502-510
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    • 2014
  • This study aimed to analyze the relationship between catch amount and market price of sandfish for improvement of fishing revenues and effective fisheries management. By estimating the sandfish price function by fishery, the study tried to investigate changes of prices by catch amount as well as changes of fishing revenues by catch amount and price. Results showed that time series data on catch and price were estimated to be non-stationary from unit root tests, but long-term equilibrium relations between catch amount and price were found from a cointegration analysis. Results of regression analyses indicated that the catch amount would have negative impacts on prices of sandfish in both coastal gillnet and danish seine fisheries.

A Study on Demanding forecasting Model of a Cadastral Surveying Operation by analyzing its primary factors (지적측량업무 영향요인 분석을 통한 수요예측모형 연구)

  • Song, Myeong-Suk
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2007.11a
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    • pp.477-481
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    • 2007
  • The purpose of this study is to provide the ideal forecasting model of cadastral survey work load through the Economeatric Analysis of Time Series, Granger Causality and VAR Model Analysis, it suggested the forecasting reference materials for the total amount of cadastral survey general work load. The main result is that the derive of the environment variables which affect cadastral survey general work load and the outcome of VAR(vector auto regression) analysis materials(impulse response function and forecast error variance decomposition analysis materials), which explain the change of general work load depending on altering the environment variables. And also, For confirming the stability of time series data, we took a unit root test, ADF(Augmented Dickey-Fuller) analysis and the time series model analysis derives the best cadastral forecasting model regarding on general cadastral survey work load. And also, it showed up the various standards that are applied the statistical method of econometric analysis so it enhanced the prior aggregate system of cadastral survey work load forecasting.

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