10,125 research outputs found
Range Unit Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers
No full textSince the seminal paper by Dickey and Fuller in 1979, unit-root tests have conditioned the standard approaches to analysing time series with strong serial dependence in mean behaviour, the focus being placed on the detection of eventual unit roots in an autoregressive model fitted to the series. In this paper, we propose a completely different method to test for the type of long-wave patterns observed not only in unit-root time series but also in series following more complex data-generating mechanisms. To this end, our testing device analyses the unit-root persistence exhibited by the data while imposing very few constraints on the generating mechanism. We call our device the range unit-root (RUR) test since it is constructed from the running ranges of the series from which we derive its limit distribution. These nonparametric statistics endow the test with a number of desirable properties, the invariance to monotonic transformations of the series and the robustness to the presence of important parameter shifts. Moreover, the RUR test outperforms the power of standard unit-root tests on near-unit-root stationary time series; it is invariant with respect to the innovations distribution and asymptotically immune to noise. An extension of the RUR test, called the forward?backward range unit-root (FB-RUR) improves the check in the presence of additive outliers. Finally, we illustrate the performances of both range tests and their discrepancies with the Dickey?Fuller unit-root test on exchange rate series.Publicad
Beginning all over again : a metaxological natural theology of the arts
No full textRedacted version excludes material for which permission has not been granted by the rights holderFollowing Russell Re Manning, I acknowledge the diversity and persistence of natural theology. Going further than Re Manning, however, I propose a 5-type taxonomy stretching from natural theology as natural religion to natural theology as theology of nature. Having met this descriptive responsibility, I then turn in a second chapter to prescriptive possibility in dialogue with the Anglican theologian Howard E. Root (1926–2007). An early advocate of natural theology and the arts, Root called in his 1962 essay, “Beginning All Over Again,” for awareness (i.e., of the arts) rather than formal argument. Critiqued by E.L. Mascall and others, Root responded in his 1972 Bampton Lectures, “The Limits of Radicalism.” Never published, I discovered these lectures in an uncatalogued box at Lambeth Palace Library, London. Drawing upon these lectures, as well as other archival materials, I consider Root’s contribution to a natural theology of the arts. That said, Root’s work requires further development, and so in an effort to recover Root I have supplemented his contribution with the more recent work of David Brown, his unacknowledged theological heir. In an effort to recover Root more fully I turn in a third chapter to consider the philosopher William Desmond, the result of which is a metaxologically reformulated Root-Brown hybrid. In a fourth and final chapter, I consider the American contemporary artist Jonathan Borofsky and several others in order to see how this theoretical frame might be applied in practice as a metaxological natural theology of the arts
Domestic dogs (Canis familiaris) recognise meaningful content in monotonous streams of read speech
No full textDomestic dogs (Canis familiaris) can recognize basic phonemic information from human speech and respond to commands. Commands are typically presented in isolation with exaggerated prosody known as dog-directed speech (DDS) register. Here, we investigate whether dogs can spontaneously identify meaningful phonemic content in a stream of putatively irrelevant speech spoken in monotonous prosody, without congruent prosodic cues. To test this ability, dogs were played recordings of their owners reading a meaningless text which included a short meaningful or meaningless phrase, either read with unchanged reading prosody or with an exaggerated DDS prosody. We measured the occurrence and duration of dogs’ gaze at their owners. We found that, while dogs were more likely to detect and respond to inclusions that contained meaningful phrases spoken with DDS prosody, they were still able to detect these meaningful inclusions spoken in a neutral reading prosody. Dogs detected and responded to meaningless control phrases in DDS as frequently as to meaningful content in neutral reading prosody, but less often than to meaningful content in DDS. This suggests that, while DDS prosody facilitates the detection of meaningful content in human speech by capturing dogs’ attention, dogs are nevertheless capable of spontaneously recognizing meaningful phonemic content within an unexaggerated stream of speech.</p
Data Files for Beachgrass Invasion and Root-Associated Fungi Studies
No full textFull descriptions of the files and their variables are included in the readme.txt documentation file.Datasets for beachgrass experiments conducted in the field and growth chamber. The overall goals of the experiments to understand the ecological factors underlying community assembly of fungal endophytes found in beachgrass roots, and to understand the drivers behind beachgrass invasion. Files include plant measurements, fungal colonization, and fungi identified using culture-based and next-generation Illumina sequencing.NSF Integrative Graduate Education and Research Traineeship Introduced Species and Genotypes program (DGE-0653827)NSF Graduate Research Fellowship program (NSF 00039202)Puget Sound Mycological Society Ben Woo FellowshipUniv. of Minnesota Rothman FellowshipNSF Dimensions of Biodiversity (DEB 1045608)Environmental Protection Agency (EPA/NCER R833836)David, Aaron S; Seabloom, Eric W; May, Georgiana. (2016). Data Files for Beachgrass Invasion and Root-Associated Fungi Studies. Retrieved from the University Digital Conservancy, http://doi.org/10.13020/D6S88B
Testing for a unit root in the presence of a possible break in trend
No full textIn this paper we consider the issue of testing a time series for a unit root in the possible presence of a break in a linear deterministic trend at some unknown point in the series. We propose a break fraction estimator which, in the presence of a break in trend, is consistent for the true break fraction at rate Op(T^-1) when there is either a unit root or near-unit root in the stochastic component of the series. In contrast to other estimators available in the literature, when there is no break in trend, our proposed break fraction estimator converges to zero at rate Op(T^-1/2). Used in conjunction with a quasi difference (QD) detrended unit root test that incorporates a trend break regressor in the deterministic component, we show that these rates of convergence ensure that known break fraction null critical values are applicable asymptotically. Unlike available procedures in the literature this holds even if there is no break in trend (the true break fraction is zero), in which case the trend break regressor is dropped from the deterministic component and standard QD detrended unit root test critical values then apply. We also propose a second testing procedure which makes use of a formal pre-test for a trend break in the series, including a trend break regressor only where the pre-test rejects the null of no break. Both procedures ensure that the correctly sized (near-) efficient unit root test that allows (does not allow) for a break in trend is applied in the limit when a trend break does (does not) occur.Unit root test; quasi difference de-trending; trend break; pre-test; asymptotic power
An unconditional maximum likelihood test for a unit root
No full textWe investigate a test for unit roots in autoregressive time series based on maximization of the unconditional likelihood. This is the likelihood function appropriate for stationary time series. While this function is the true likelihood only under the stationary alternative, it can nevertheless be maximized for any data including data from a unit root process. It thus gives a way to test for unit roots, provided percentill~s can be calculated. For models with estimated means, the power of the new test is better than that of some currently popular tests
Estimation in threshold autoregressive models with a stationary and a unit root regime
No full textThis paper treats estimation in a class of new nonlinear threshold autoregressive models with both a stationary and a unit root regime. Existing literature on nonstationary threshold models have basically focused on models where the nonstationarity can be removed by differencing and/or where the threshold variable is stationary. This is not the case for the process we consider, and nonstandard estimation problems are the result. This paper proposes a parameter estimation method for such nonlinear threshold autoregressive models using the theory of null recurrent Markov chains. Under certain assumptions, we show that the ordinary least squares (OLS) estimators of the parameters involved are asymptotically consistent. Furthermore, it can be shown that the OLS estimator of the coefficient parameter involved in the stationary regime can still be asymptotically normal while the OLS estimator of the coefficient parameter involved in the nonstationary regime has a nonstandard asymptotic distribution. In the limit, the rate of convergence in the stationary regime is asymptotically proportional to n-1/4, whereas it is n-1 in the nonstationary regime. The proposed theory and estimation method are illustrated by both simulated data and a real data example.Autoregressive process; null-recurrent process; semiparametric model; threshold time series; unit root structure.
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models
No full textTime Series;Unit Root
Fifteen Years of Vine Root Growth Studies in Concords
No full textUsing a miniature camera lowered into the root zone, Cornell physiologist Alan Lakso and Penn State root biologist David Eissenstat tracked seasonal growth of fine Concord roots over several growing seasons. Here is a summary of what they found
Seasonal unit root tests and the role of initial conditions
No full textIn the context of regression-based (quarterly) seasonal unit root tests, we examine the impact of initial conditions (one for each quarter) of the process on test power. We investigate the behaviour of the OLS detrended HEGY seasonal unit root tests of Hylleberg et al. (1990) and the corresponding quasi-differenced (QD) detrended tests of Rodrigues and Taylor (2007), when the initial conditions are not asymptotically negligible. We show that the asymptotic local power of a test at a given frequency depends on the value of particular linear (frequency-specific) combinations of the initial conditions. Consistent with previous findings in the non-seasonal case (see, inter alia, Harvey et al., 2008, Elliott and Muller, 2006), the QD detrended test at a given spectral frequency dominates on power for relatively small values of this combination, while the OLS detrended test dominates for larger values. Since, in practice, the seasonal initial conditions are not observed, in order to maintain good power across both small and large initial conditions, we extend the idea of Harvey et al. (2008) to the seasonal case, forming tests based on a union of rejections decision rule; rejecting the unit root null at a given frequency (or group of frequencies) if either of the relevant QD and OLS detrended HEGY tests rejects. This procedure is shown to perform well in practice, simultaneously exploiting the superior power of the QD (OLS) detrended HEGY test for small (large) combinations of the initial conditions. Moreover, our procedure is particularly adept in the seasonal context since, by design, it exploits the power advantage of the QD (OLS) detrended HEGY tests at a particular frequency when the relevant initial condition is small (large) without imposing that same method of detrending on tests at other frequencies.HEGY seasonal unit root tests; initial conditions; asymptotic local power; union of rejections decision rule
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