• Title/Summary/Keyword: sign test

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Estimation of BDI Volatility: Leverage GARCH Models (BDI의 변동성 추정: 레버리지 GARCH 모형을 중심으로)

  • Mo, Soo-Won;Lee, Kwang-Bae
    • Journal of Korea Port Economic Association
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    • v.30 no.3
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    • pp.1-14
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    • 2014
  • This paper aims at measuring how new information is incorporated into volatility estimates. Various GARCH models are compared and estimated with daily BDI(Baltic Dry Index) data. While most researchers agree that volatility is predictable, they differ on how this volatility predictability should be modelled. This study, hence, introduces the asymmetric or leverage volatility models, in which good news and bad news have different predictability for future. We provide the systematic comparison of volatility models focusing on the asymmetric effect of news on volatility. Specifically, three diagnostic tests are provided: the sign bias test, the negative size bias test, and the positive size bias test. From the Ljung-Box test statistic for twelfth-order serial correlation for the level we do not find any significant serial correlation in the unpredictable BDI. The coefficients of skewness and kurtosis both indicate that the unpredictable BDI has a distribution which is skewed to the left and significantly flat tailed. Furthermore, the Ljung-Box test statistic for twelfth-order serial correlations in the squares strongly suggests the presence of time-varying volatility. The sign bias test, the negative size bias test, and the positive size bias test strongly indicate that large positive(negative) BDI shocks cause more volatility than small ones. This paper, also, shows that three leverage models have problems in capturing the correct impact of news on volatility and that negative shocks do not cause higher volatility than positive shocks. Specifically, the GARCH model successfully reveals the shape of the news impact curve and is a useful approach to modeling conditional heteroscedasticity of daily BDI.

Acute toxicity, Dermal and Ocular Irritation Studies of Taglisodog-eum ointment (탁리소독음 피부외용제형의 급성경피독성시험, 피부자극시험 및 안점막자극시험)

  • Lee, Jung Bok;Choi, Jae Hwan;Kim, Hee Taek;Kim, Yun Kyung;Yu, Young Beob
    • Herbal Formula Science
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    • v.24 no.4
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    • pp.289-300
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    • 2016
  • Objectives : Taglisodog-eum(TSE), a poly herbal formula, has been widely used to improve carbuncles by removing inflammation of the lymphatic channels in Traditional Korean Medicine. We previousely reported the action mechanism of TSE on experimental atopic dermatitis and the establishment of formulation for TSE ointment. In this study, we examined the toxicity test on skin and eye irritation by TSE ointment to prove the safety of Taglisodog-eum ointment in clinical use. Methods : Acute skin toxicity of the TSE ointment was evaluated in Sprague-Dawley(SD) rats. After dermal administration of TSE ointment(2,000mg/kg), body weight, mortality, and clinical signs of the rats were observed for 14days. Primary skin irritation and ocular irritation tests for TSE ointment were performed in male New Zealand White Rabbits. In dermal and ocular irritation test, body weight, mortality, clinical signs, Primary Irritation Index(P.I.I.), and The Index of Acute Ocular Irritaion(I.A.O.I.) of rabbit were observed after applying at abraded skin and eye balls with Taglisodog-eum ointment. Results : In the results of acute skin toxicity, no significant differences were found in body weight, the clinical sign and the mortality between control and TSE ointment treated group. In primary dermal irritation test, body weight, the clinical sign and the mortality were not significantly changed and Primary Irritation Index(P.I.I.) was 0.8, indicating TSE ointment as weak irritant material. In ocular irritation test, The Index of Acute Ocular Irritaion was 0.0, indicating TSE ointment as non-irritating to the eye of the rabbits. To evaluate toxicity of the TSE ointment in animal test, body weight, the clinical signs, the skin and eye irritation check were conducted; TSE ointment was considered to be weak dermal irritant in test animals. The no response of eye irritation test was observed in this experimental condition. Conclusions : According to the above toxicity test, We consider that this results is helpful for saying about the safety of TSE ointment in clinical use.

Sample Size Determination for One-Sample Location Tests (일표본 위치검정에서의 표본크기 결정)

  • Yeo, In-Kwon
    • The Korean Journal of Applied Statistics
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    • v.28 no.3
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    • pp.573-581
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    • 2015
  • We study problems of sample size determination for one-sample location tests. A simulation study shows that sample size calculations based on approximated distribution do not achieve the nominal level of power. We investigate sample size determinations based on exact distribution and with a power that attains the nominal level.

A Study on Cumean - a self Starting Cusum (누적합(累積合)에서 출발(出發)한 누적평균(累積平均)에 관한 고찰(考察))

  • Jo, Jae-Ip
    • Journal of Korean Society for Quality Management
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    • v.9 no.2
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    • pp.26-30
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    • 1981
  • A typical industrial data - monitoring scheme often requires trend detection Trend detection can be accomplished in many ways. Common statistical methods are the sign test, the run test, and the trend test. Graphical methods include various smoothing schemes and the cusum. The cusum has established itself as an efficient method of detecting changes in the mean level of a process being monitored. The cusum requires a "target value" with which the raw data are compared. At production start - up it is often difficult to designate the target value. This paper offers a means of initiating the cusum technique without a target value.

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Cyclic fatigue test on different rotary NiTi files and handling methods

  • Kim, Jae-Kwan;Kim, Eui-Seong
    • Proceedings of the KACD Conference
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    • 2003.11a
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    • pp.599-599
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    • 2003
  • Endodontic rotary NiTi(Nickel-Titanium) files have several advantages, but they also have some problems. Fracture of instrument is the one of the problems. Cyclic fatigue fracture may not give a previous sign(ex, bending or distortion of the files) before it happen. It is affected by various factors. This study investigated time which takes for cyclic fatigue fracture to happen and fracture patterns with regard to different NiTi files and pecking motion.(omitted)

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The Usefulness of Serologic Diagnosis for Tuberculosis with Two Rapid Immunochromatographic Assay Devices (혈청학적 방법을 이용한 결핵 진단 방법의 효용성)

  • Kim, Deog-Kyeom;Kwon, Sung-Youn;Lee, Suk-Young;Park, Gye-Young;Jung, Kyung-Hae;Lee, Chun-Taek;Yoo, Churl-Gyoo;Kim, Young-Whan;Han, Sung-Koo;Shim, Yong-Soo
    • Tuberculosis and Respiratory Diseases
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    • v.47 no.5
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    • pp.586-597
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    • 1999
  • Background: Many diagnostic tests have developed to diagnose tuberculosis and other mycobacterial diseases but the diagnosis of tuberculosis relies largely on radiological findings and acid-fast staining of sputum and/or culture. Recently, new serologic diagnostic methods, which are safe and easy to use have been introduced into Korea. In this study, the usefulness of serologic diagnosis for tuberculosis and the disease pattern induced variation of the test were evaluated. Methods: Serological assay was performed upon 108 patients with two test kits, the ICT tuberculosis and the BioSign$^{TM}$TB, which are based upon a rapid immunochromatographic assay technique, capable of being interpreted within 15 minutes. The case groups consisted of 61 patients with active pulmonary tuberculosis(36 patients), extrapulmonary tuberculosis(3 patients), or both(22 patients). Control groups consisted of 47 patients with inactive old pulmonary tuberculosis(17 patients), nontuberculous pulmonary disease(16 patients) and nonpulmonary cardiac disease(14 patients). Results : The diagnostic sensitivity, specificity, positive predictive value(PPV) and negative predictive value(NPV) of the ICT tuberculosis were 64.3%, 91.5%, 90.0% and 68.3% respectively. The diagnostic sensitivity, specificity, PPV and NPV of the BioSign$^{TM}$TB were 76.5%, 95.3%, 94.1 % and 78.8% respectively. Differences in sensitivity were not significant between patients with previous history of tuberculosis or patients without prior history of tuberculosis. The ICT tuberculosis test showed higher sensitivity in pulmonary tuberculosis patients(76.5%) than extrapulmonary tuberculosis patients(33.3%). There was no difference in sensitivity between patients with or without cavitary lesion by chest X-ray. Conclusion: Considering high specificity and PPV, serologic diagnosis using a rapid immunochromatographic assay device is another helpful diagnostic method in the diagnosis of tuberculosis, when combined with previous diagnostic methods such as chest X-ray, microbiologic study but it has limitation in terms of confirming the diagnosis for tuberculosis as the only diagnostic method because of relatively low sensitivity and NPV.

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Detection of VTe-producing E coli using PCR method (PCR 기법 이용 VTe 분비 대장균 검출)

  • Yoon, Soon-seek;Park, Nam-yong;Lim, Jeong-taek
    • Korean Journal of Veterinary Research
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    • v.36 no.3
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    • pp.607-614
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    • 1996
  • Several methods for rapid and accurate detection of VTe-producing E coli were established. These methods contain beta-glucuronidase-secretion test, beta-haemolysis-production test in blood agar, verocytotoxicity test, and PCR. All of the VTe-producing strains made beta-haemolysis on 5% sheep blood agar. VTe-producing strains secreted beta-glucuronidase whereas 0157:H7 strains producing VTI or VTII did not secrete that enzyme. Verocytotoxicity test was established for rapid diagnosis. VTe detection was rapider in Vero cell suspension than Vero cell monolayer. In PCR, there was a positive result only in VTe-producing E coli, not in VTI or VTII-producing E coli. In this experiment, 165 strains of E coli were islated from feces or intestinal contents of post-weaning piglets showing nervous sign or diarrhea. And 20 strains of E coli that produced VTe were selected by verocytotoxicity test and PCR. According to these experiments, there was a direct correlation between verocytotoxicity test and PCR. And verocytotoxicity test is recommended as a routine diagnostic method and PCR does as a accurate diagnostic method to detect VTe-producing E coli.

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The Effects of Scapular Stabilization Training using the Different Exercise Prop for Impingement Syndrome of Factory Workers

  • Taewoo Kang;Soung Kyun Hong
    • Physical Therapy Rehabilitation Science
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    • v.11 no.4
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    • pp.553-564
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    • 2022
  • Objective: The purpose of this studyaimed to investigate the effects of scapular stabilization training using the different exercise prop for impingement syndrome of factory workers. Design: A randomized controlled trial Methods: Twenty shoulder impingement syndrome subjects were randomly divided into two groups of ten subjects each. Inclusion criteria was presence of positive sign in at least two of Neer test, Hawkins test, Yocum test, Jobe test and Speeds test. Andexclusion criteria, those with surgical history of rotator cuff, those with disease in upper limb other than shoulder impingement syndrome, those who took anti-inflammatory drugs over the past 12 months were excluded from the sample. One group was performed scapula stabilization exercise using elastic bands, while dumbbell group performed the exercise using dumbbell. Both groups performed the exercise after applying the general physical therapy. After applying five days a week for a total of six weeks, range of motion of shoulder joint, muscle strength and pain and function level were evaluated. Results: After the intervention, in both groups, all dependent variables at the 6-week post-test significantly improved compared with the pre-test (p<0.05). In addition, elastic band exercise group showed a significant differences in SPADI function score and SPADI total score compared to the dumbbell group(p<0.05). Conclusions: The elastic band training may be effective methodology using low-to-moderate intensity resistance for SPADI scores.

Factors Influencing Stroke Prevention Behaviour in Middle-aged Adults (중년기 성인의 뇌졸중 예방행위 영향요인)

  • Go, Eun
    • Journal of Korean Biological Nursing Science
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    • v.22 no.4
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    • pp.297-307
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    • 2020
  • Purpose: The purpose of this research was to identify the relationships between stroke knowledge, health perception, exercise self-efficacy and stroke prevention behaviour and the factors influencing stroke prevention behaviour in middle-aged adults. Methods: A cross-sectional survey was conducted in 2 cities of Korea from May to July 2020, using structured questionnaire. The participants were 168 middle-aged adults without a history of stroke. Collected data were analyzed using descriptive statistics, independent t-test, one-way ANOVA, Pearson correlation coefficients, and multiple regression with SPSS/WIN 25.0. Results: There was significant correlations among degree of stroke prevention behaviour, stroke knowledge about warning sign (r= .20, p= .010), health perception (r= .35, p< .001) and exercise self-efficacy (r= .43, p< .001). The most important factor influencing stroke prevention behaviour was exercise self-efficacy (β= 0.38, p< .001), followed by health perception (β= 0.18, p= .008), body mass index (β= -0.17, p= .011), stroke knowledge about warning sign (β= 0.13, p= .045) in that order. These factors explained 37.7% of total variance in stroke prevention behaviour (F= 11.09, p< .001). Conclusion: The results of this study suggest that the development of nursing intervention for stroke prevention behaviour improvement is needed considering exercise self-efficacy and stroke knowledge.

Analysis about DITI of the Patients having a Neck and Upper Extremity Pain on One Side (적외선체열촬영을 통한 편측 경항상지통환자의 임상적 고찰)

  • Park, Min-jung;Lee, Kyung-yun;Cho, Won-young;Park, Koae-hwan
    • Journal of Acupuncture Research
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    • v.21 no.2
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    • pp.301-314
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    • 2004
  • Objectives : We studied to discover the patterns of DITI of the patients having a both neck and upper extremity pain on one side without any nerve root compression sign and the history of cervical disc herniation. Method : We selected 26 patients as an experimental group, who had visited for a both neck and upper extremity pain on one side without any nerve root compression sign, at the department of acupunture and moxibustion in Conmaul oriental medical hospital, during 2001. 01. - 2003. 09. And 31 normal adults were selected as a control group, not having any neck or arm pain and any history of cervical disease. We analyzed the segmental temperature statistically with t-test. Results & Conclusion : There was a significant change of temperatures in the scapula, posterior brachium, lateral forearm and dorsal hand area. And the experimental group showed cold spot and disruption of normal thermographic shape that were usually shown on the cervical sprain.

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