Statistical test for Multiple Detrended Cross-Correlation Coefficient

2021 ◽  
Vol 562 ◽  
pp. 125285 ◽  
Author(s):  
A.M. da Silva Filho ◽  
G.F. Zebende ◽  
A.P.N. de Castro ◽  
E.F. Guedes
2014 ◽  
Vol 29 (01) ◽  
pp. 1450236 ◽  
Author(s):  
Guangxi Cao ◽  
Yan Han

Recent studies confirm that weather affects the Chinese stock markets, based on a linear model. This paper revisits this topic using DCCA cross-correlation coefficient (ρ DCCA (n)), which is a nonlinear method, to determine if weather variables (i.e., temperature, humidity, wind and sunshine duration) affect the returns/volatilities of the Shanghai and Shenzhen stock markets. We propose an asymmetric ρ DCCA (n) by improving the traditional ρ DCCA (n) to determine if different cross-correlated properties exist when one time series trending is either positive or negative. Further, we improve a statistical test for the asymmetric ρ DCCA (n). We find that cross-correlation exists between weather variables and the stock markets on certain time scales and that the cross-correlation is asymmetric. We also analyze the cross-correlation at different intervals; that is, the relationship between weather variables and the stock markets at different intervals is not always the same as the relationship on the whole.


2019 ◽  
Vol 9 (1) ◽  
Author(s):  
Andrea de Almeida Brito ◽  
Heráclio Alves de Araújo ◽  
Gilney Figueira Zebende

AbstractDue to the importance of generating energy sustainably, with the Sun being a large solar power plant for the Earth, we study the cross-correlations between the main meteorological variables (global solar radiation, air temperature, and relative air humidity) from a global cross-correlation perspective to efficiently capture solar energy. This is done initially between pairs of these variables, with the Detrended Cross-Correlation Coefficient, ρDCCA, and subsequently with the recently developed Multiple Detrended Cross-Correlation Coefficient, $${\boldsymbol{DM}}{{\boldsymbol{C}}}_{{\bf{x}}}^{{\bf{2}}}$$DMCx2. We use the hourly data from three meteorological stations of the Brazilian Institute of Meteorology located in the state of Bahia (Brazil). Initially, with the original data, we set up a color map for each variable to show the time dynamics. After, ρDCCA was calculated, thus obtaining a positive value between the global solar radiation and air temperature, and a negative value between the global solar radiation and air relative humidity, for all time scales. Finally, for the first time, was applied $${\boldsymbol{DM}}{{\boldsymbol{C}}}_{{\bf{x}}}^{{\bf{2}}}$$DMCx2 to analyze cross-correlations between three meteorological variables at the same time. On taking the global radiation as the dependent variable, and assuming that $${\boldsymbol{DM}}{{\boldsymbol{C}}}_{{\bf{x}}}^{{\bf{2}}}={\bf{1}}$$DMCx2=1 (which varies from 0 to 1) is the ideal value for the capture of solar energy, our analysis finds some patterns (differences) involving these meteorological stations with a high intensity of annual solar radiation.


2018 ◽  
Vol 2 (2) ◽  
Author(s):  
Gilang Nugraha ◽  
Soebagijoh Poegoeh Edijanto

Abstract: Measurement LDL-Cholesterol (LDL-C) can be performed by estimating LDL-C (cLDL-C) inthe blood. In addition to the first proposed Friedewald formula, several new formulas that promise betterexamination in determining LDL-C levels, proposed by Anandaraja, Puavilai, Chen, Vujovic, deCordova and Dansethakul. The subjects of the study were patients who performed routine lipid profileexamination in Institution of Clinical Pathology of Gedung Pusat Diagnostik Terpadu RSUD Dr.Soetomo Surabaya who performs 10 to 12 hours of fasting with TG less than 400 mg / dL. The sampleconsisted of 41 men and 48 women with an average age of 52 years. The statistical test on each cLDLC gave the Friedewald -1.32% bias value; Anandaraja -3,92%; Puavilai 4.26%, Chen -2.19%; Vujovic-23.65%; de Cordova -0.91% and Dansethakul 4.45%. The correlation coefficient on Friedewald0.9509; Anandaraja 0.9013; Puavilai 0.9576, Chen 0.9585; Vujovic 0.8745; de Cordova 0.9300 andDansethakul 0.9505. The proposed cLDL-C formula Chen et al promises in determining the LDL-Cestimate and the Vujovic formula gives a poor result in this study. Validation methods should be appliedto each of the cLDL formulas if they are to be applied to clinical laboratories.


1990 ◽  
Vol 36 (8) ◽  
pp. 1474-1478 ◽  
Author(s):  
A Trull ◽  
K Hue ◽  
K Tan ◽  
S Gore ◽  
S Whitewood ◽  
...  

Abstract Cross-correlation of cyclosporine concentrations with results of biochemical tests of renal and liver function, measured during the first three months post-operatively, was carried out retrospectively in 24 heart and eight heart-lung transplant recipients to assess the temporal relationship between cyclosporine treatment and the development of possible toxic side-effects. We found a statistically significant negative correlation (95% confidence interval of the mean correlation coefficient did not overlap zero) between the five-day mean concentration of cyclosporine in whole blood (but not plasma) as measured with nonselective (NSRIA) and selective radioimmunoassays (SRIA) and the mean reciprocal creatinine concentration measured in the subsequent five days. In 15 of 32 (47%) patients the negative correlation coefficient exceeded 0.7 (high susceptibility), whereas in 11 of 32 (34%) it was between 0.5 and 0.7 (medium susceptibility), and in only six of 32 (19%) was it less than 0.3 (low susceptibility). We found no consistent correlations between cyclosporine measurements and results of other renal-function tests or liver-function tests. This suggests that therapeutic doses of the drug are not hepatotoxic in most patients. There was, however, a significantly correlated decrease in the NSRIA/SRIA ratio and in serum bilirubin concentration with time post-operatively, reflecting improvement in hepatic function and clearance of the cyclosporine metabolites that are detected by NSRIA. Assays of cyclosporine in whole blood, but not in plasma, are of value in anticipating changes in renal function after heart and heart-lung transplantation.


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