• Title/Summary/Keyword: t검정 통계 분석

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주식시장(株式市場)의 경기선행성(景氣先行性)에 관한 연구(硏究)

  • Ji, Ho-Jun
    • 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.

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범주형 자료에서 연관성 측도들의 비교 분석

  • 홍종선;임한승
    • Communications for Statistical Applications and Methods
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    • v.4 no.3
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    • pp.645-661
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    • 1997
  • 연속형 변수들의 상관관계와 범주형 변수들의 연관성 측도들을 비교 연구하였다. 이 연구를 위하여 연속형 변수들이며 +1에서 -1까지 완벽한 상관관계를 갖고 있는 2 변량 정규분포를 이용하여 2$\times$2 분할표와 확장하여 일반적인 I$\times$J 분할표를 대신하는 3$\times$3 분할표를 생성하였다. 2 차원 분할표에서 정의된 연관성 측도들을 구하여 논의하였는데 2$\times$2 분할표에서는 교차적비 $\alpha$ 통계량과 교차적비의 함수로 표현되는 Yule [1912]의 Q와 Y의 통계량 그리고 상관계수 R 통계량과 R 통계량의 함수인 P 통계량을 설명하고 생성된 분할표에서 구한 통계량값을 분석하였으며, 3$\times$3 분할표에서는 Pearson의 독립성 검정통계량 $X^2$의 함수로 표현되는 P. T. V 통계량과 Goodman과 Kruskal [1954]의 $\lambda_{C/R}$통계량과 Light와 Margolin [1971]의 $\tau_{R/C}$ 통계량을 설명하고 그 값들을 Pearson의 상관계수와 비교 분석하였다.

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Variation Analysis on the Quality of Blast Furnace Slag Type Ⅲ that affects Carbonation of Concrete (Type Ⅲ 고로슬래그 미분말의 품질이 콘크리트의 중성화에 미치는 영향에 관한 분산분석)

  • Min, Jeong-Wook;Park, Seung-Bum;Lee, Byoung-Jai;Yoon, Eui-Sik
    • Proceedings of the Korea Concrete Institute Conference
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    • 2008.04a
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    • pp.605-608
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    • 2008
  • We have studied statistically about quality difference of Blast furnace slag Type Ⅲ that affects carbonation of concrete. According to KS F 2563 blast furnace slag was classified 3 types. Type Ⅲ blast furnace slag(specific surface area is $4000cm^2/g$) from different providers with Type A, the B and the C. The statistical technique was applied to exclude error of engineering judgement. T test and F test were used among 3 groups to investigate statistical meaning. The effect which on the quality of blast furnace slag type Ⅲ that affects carbonation of concrete is significant.

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Statistical Homogeneity Tests and Multiple Comparison Analysis for Response Characteristics between Treatments of Bridge Groups (교량 집단의 특성 수준간 통계적 응답 동질성 검정 및 다중 비교 분석)

  • Hwang, Jin-Ha;Kim, Ju-Han;An, Seoung-Su
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.18 no.4
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    • pp.107-117
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    • 2014
  • This study tests homogeneity and performs multiple comparison analysis among treatment levels of each factor group through t-test by materials and analysis of variance by structural type and service period. For that descriptive statistical analysis is performed for static and dynamic response characteristics and their ratios of calculated versus measured values based on a good many safety assessment reports for bridges. Homogeneity and post hoc test based on descriptive statistical analysis provide the measures for homogeneity identification among comparison groups in addition to the statistical reference values such as central tendency, variation and shape. This study is expected to be valuable for structural integrity assessment and design by comparing the measured and calculated values with the reference values for the homogeneous group identified, which can help the engineers review the adequacy of the values and put the group database to practical use.

A Study on the Influence of Educational Environment for Reemployment of Cooking Schools on Job Satisfaction (요리직업전문학교의 재취업 교육 환경이 취업 만족도에 미치는 영향에 관한 연구)

  • Seo, Hyun-Ju;Cho, Han-Yung;Lee, Jong-Ho
    • Culinary science and hospitality research
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    • v.16 no.1
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    • pp.280-291
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    • 2010
  • This study investigates the influence of educational satisfaction on job satisfaction. The sample consists of 243 students who took a re-vocational cooking class program at a cooking school. To accomplish the result, frequency analysis, factor and reliability analysis, t-test, ANOVA and Multiple Regression Analysis were used. Based on the result, educational satisfaction is related to satisfaction with education time, satisfaction with facilities and satisfaction with contents. Also, job satisfaction is related to satisfaction with payment and satisfaction with performance. The result showed that gender and possession of a license are statistically significant on education time and educational contents; however, it didn't show the significance of educational facilities.

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A Study on the Impact of Hotel Internal Marketing Practices on Culinary Staff Job Satisfaction and Organizational Commitment (호텔기업 내부마케팅활동이 조리종사원들의 직무만족과 조직몰입에 미치는 영향에 관한 연구)

  • Ahn, Sung-Bin;Lee, Jong-Ho
    • Culinary science and hospitality research
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    • v.21 no.2
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    • pp.60-74
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    • 2015
  • This study seeks to determine causal relationships between hotel internal marketing practices and job satisfaction, and ultimately on organizational commitment, to contribute information enabling hotel management to better understand employees working in hotel culinary departments. SPSS 18.0 and AMOS 18.0 were employed for the statistical analysis (e.g. frequency statistics, exploratory factor analysis, confirmatory factor analysis, reliability analysis, and structure equation model). Results revealed that the formulated model showed proper model fit (${\chi}^2=227.154$(df=179), p-value=0.009, CMIN/DF=1.269, RMR=0.013, GFI=0.931, AGFI=0.911, NFI=0.906, CFI=0.978, RMSEA=0.031), and confirmed construct reliability and convergent validity. Three factors (benefit package, educational training, work autonomy) were extracted based on the results of the factor analyses. Specifically, benefit package and work autonomy exhibited an effect on job satisfaction with benefit package asthe most significant factor (t-value 3.311, p<0.001), partially supporting the first hypothesis of this study. In addition, job satisfaction has found to have a positive influence in organizational commitment, confirming the second hypothesis of this study.

The Effects of PBL-based Data Science Education classes using App Inventor on elementary student Computational Thinking and Creativity improvement (앱인벤터를 활용한 PBL 기반 데이터 사이언스 교육 수업이 초등학생의 컴퓨팅 사고력과 창의성 향상에 미치는 효과)

  • Kim, Yongmin
    • Journal of The Korean Association of Information Education
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    • v.24 no.6
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    • pp.551-562
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    • 2020
  • The purpose of this study is to investigate the effects of Data Science Education classes using PBL-based App Inventor on elementary student Computational Thinking and Creativity. Based on the results of the pre-requisite analysis by Rossett's demand analysis model, PBL-based Data Science Education class was designed according to the procedure of ADDIE model which is 42 hours of classroom instruction for elementary student. As a result of the Paired t-test, it was proved that the Computational Thinking was statistically significantly improved in the post-test. In addition, as a result of the Paired t-test and Wilcoxon's signed rank test, it was found that the sub-factors of Creativity were 'Originality', 'Fluency', 'Closure', 'Average', and 'Index'. Therefore, it was confirmed that the PBL-based Data Science Education class using App Inventor is effective in improving Computational Thinking and Creativity of elementary student.

A Robust Test for Location Parameters in Multivariate Data (다변량 자료에서 위치모수에 대한 로버스트 검정)

  • So, Sun-Ha;Lee, Dong-Hee;Jung, Byoung-Cheo
    • The Korean Journal of Applied Statistics
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    • v.22 no.6
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    • pp.1355-1364
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    • 2009
  • This work propose a robust test for location parameters in multivariate data based on MVE and MCD with the affine equivariance and the high-breakdown properties. We consider the hypothesis testing satisfying high efficiency and high test power simultaneously to bring in the one-step reweighting procedure upon high-breakdown estimators, which generally suffer from the low efficiency and, as a result, usually used only in the exploratory analysis. Monte Carlo study shows that the suggested method retains nominal significance levels and higher testing power without regard to various population distributions than a Hotelling's $T^2$ test. In an example, a data set containing known outliers does not make an influence toward our proposal, while it renders a Hotelling's $T^2$ useless.

A Convergence Study on the Demographic Differences in Technostressors (테크노 스트레스 유발 요인의 인구통계학적 차이에 관한 융복합 연구)

  • Yim, Myung-Seong
    • Journal of the Korea Convergence Society
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    • v.8 no.3
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    • pp.1-13
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    • 2017
  • The aim of this study is to investigate the demographical differences in technostressors(cause technological stresses). Although previous studies have been conducted to investigate the factors that affect technostress, little studies have examined the differences in demographic factors. Therefore, this study empirically attempts to investigate how level of technostressors differ by demographic factors. Independent sample t-test was used to identify differences after dividing sample into two groups. The technostressors used in this work are work overload, life invasion, complexity of technology, job insecurity, pace of technological change. We found that, sex and position show a significant difference in pace of technological change. In the educational level, there is a difference between work overload. Work overload, life invasion, complexity of technology, and pace of change show differences in age group. In computer knowledge, there are differences in complexity technology, job insecurity, and pace of change. On the other hand, there is no difference in computer using hours. Conclusions and implications are discussed in final section.

A Meta-Analysis on the Effects of Educational Programming Language (교육용프로그래밍언어의 효과에 관한 메타분석)

  • Jin, Young-Hak;Kim, Yung-Sik
    • The Journal of Korean Association of Computer Education
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    • v.14 no.3
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    • pp.25-36
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    • 2011
  • The purpose of this study was to analyze the effects of educational programming language(EPL) using the meta-analysis method. In order to achieve the purpose of this study, t-test and F-test were performed for the effect size differences between the variables. The results of the study were as follows: First, EPL turned out to be highly effective in improving learning effects. The total mean of effect size was as big as 1.01 and the value of $U_3$ was 84.38%. EPL increased the learning effect by 34.38% compared with the control group. Second, the moderator variables such as subject, publication type, and learner's school age there was no statistically significant differences. By designing the experiment nonequivalent control group pretest-posttest design showed statistically significant effect size compared with single group pretest-posttest design. Third, the mean effect sizes of the dependent variables were as follows: Creativity 1.90, problem solving ability 1.25, logical thinking ability 1.18, learning motivation 0.81, and achievement 0.59. EPL showed positive effect than traditional teaching and learning method comprehensively.

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