scholarly journals Statistical Significance and Stability of the Hog Cycle

1986 ◽  
Vol 18 (2) ◽  
pp. 227-234 ◽  
Author(s):  
J. Scott Shonkwiler ◽  
Thomas H. Spreen

AbstractCyclical fluctuations in prices and production have long characterized the United States hog industry. Recent evidence suggests that the length of the hog cycle has changed. In order to determine whether the change in cycle length is statistically significant, the bootstrap technique is employed to derive confidence intervals for point estimates of the hog cycle. Application of the bootstrap technique to time series models is discussed and empirical results are presented. It is concluded that the hog cycle is undergoing rather complicated changes based on cycle lengths that are calculated to be statistically different from zero.

Circulation ◽  
2015 ◽  
Vol 132 (suppl_3) ◽  
Author(s):  
Shaker M Eid ◽  
Aiham Albaeni ◽  
Rebeca Rios ◽  
May Baydoun ◽  
Bolanle Akinyele ◽  
...  

Background: The intent of the 5-yearly Resuscitation Guidelines is to improve outcomes. Previous studies have yielded conflicting reports of a beneficial impact of the 2005 guidelines on out-of-hospital cardiac arrest (OHCA) survival. Using a national database, we examined survival before and after the introduction of both the 2005 and 2010 guidelines. Methods: We used the 2000 through 2012 National Inpatient Sample database to select patients ≥18 years admitted to hospitals in the United States with non-traumatic OHCA (ICD-9 CM codes 427.5 & 427.41). A quasi-experimental (interrupted time series) design was used to compare monthly survival trends. Outcomes for OHCA were compared pre- and post- 2005 and 2010 resuscitation guidelines release as follows: 01/2000-09/2005 vs. 10/2005-9/2010 and 10/2005-9/2010 vs. 10/2010-12/2012. Segmented regression analyses of interrupted time series data were performed to examine changes in survival to hospital discharge. Results: For the pre- and post- guidelines periods, 81600, 69139 and 36556 patients respectively survived to hospital admission following OHCA. Subsequent to the release of the 2005 guidelines, there was a statistically significant worsening in survival trends (β= -0.089, 95% CI -0.163 – -0.016, p =0.018) until the release of the 2010 guidelines when a sharp increase in survival was noted which persisted for the period of study (β= 0.054, 95% CI -0.143 – 0.251, p =0.588) but did not achieve statistical significance (Figure). Conclusion: National clinical guidelines developed to impact outcomes must include mechanisms to assess whether benefit actually occurs. The worsening in OHCA survival following the 2005 guidelines is thought provoking but the improvement following the release of the 2010 guidelines is reassuring and worthy of perpetuation.


2016 ◽  
Vol 29 (19) ◽  
pp. 6893-6908 ◽  
Author(s):  
Xiaoyan Wang ◽  
Kaicun Wang

Abstract Boundary layer height (BLH) significantly impacts near-surface air quality, and its determination is important for climate change studies. Integrated Global Radiosonde Archive data from 1973 to 2014 were used to estimate the long-term variability of the BLH based on profiles of potential temperature, relative humidity, and atmospheric refractivity. However, this study found that there was an obvious inhomogeneity in the radiosonde-derived BLH time series because of the presence of discontinuities in the raw radiosonde dataset. The penalized maximal F test and quantile-matching adjustment were used to detect the changepoints and to adjust the raw BLH series. The most significant inhomogeneity of the BLH time series was found over the United States from 1986 to 1992, which was mainly due to progress made in sonde models and processing procedures. The homogenization did not obviously change the magnitude of the daytime convective BLH (CBLH) tendency, but it improved the statistical significance of its linear trend. The trend of nighttime stable BLH (SBLH) is more dependent on the homogenization because the magnitude of SBLH is small, and SBLH is sensitive to the observational biases. The global daytime CBLH increased by about 1.6% decade−1 before and after homogenization from 1973 to 2014, and the nighttime homogenized SBLH decreased by −4.2% decade−1 compared to a decrease of −7.1% decade−1 based on the raw series. Regionally, the daytime CBLH increased by 2.8%, 0.9%, 1.6%, and 2.7% decade−1 and the nighttime SBLH decreased significantly by −2.7%, −6.9%, −7.7%, and −3.5% decade−1 over Europe, the United States, Japan, and Australia, respectively.


2021 ◽  
Vol 111 ◽  
pp. 366-370
Author(s):  
Sydney C. Ludvigson ◽  
Sai Ma ◽  
Serena Ng

Using monthly data on costly natural disasters affecting the United States over the last 40 years, we estimate 2 time series models and use them to generate predictions about the impact of COVID-19. We find that while our models yield reasonable estimates of the impact on industrial production and the number of scheduled flight departures, they underestimate the unprecedented changes in the labor market.


Author(s):  
Rizki Rahma Kusumadewi ◽  
Wahyu Widayat

Exchange rate is one tool to measure a country’s economic conditions. The growth of a stable currency value indicates that the country has a relatively good economic conditions or stable. This study has the purpose to analyze the factors that affect the exchange rate of the Indonesian Rupiah against the United States Dollar in the period of 2000-2013. The data used in this study is a secondary data which are time series data, made up of exports, imports, inflation, the BI rate, Gross Domestic Product (GDP), and the money supply (M1) in the quarter base, from first quarter on 2000 to fourth quarter on 2013. Regression model time series data used the ARCH-GARCH with ARCH model selection indicates that the variables that significantly influence the exchange rate are exports, inflation, the central bank rate and the money supply (M1). Whereas import and GDP did not give any influence.


Marketing ZFP ◽  
2010 ◽  
Vol 32 (JRM 1) ◽  
pp. 24-29
Author(s):  
Marnik G. Dekimpe ◽  
Dominique M. Hanssens

2020 ◽  
Vol 5 (1) ◽  
pp. 374
Author(s):  
Pauline Jin Wee Mah ◽  
Nur Nadhirah Nanyan

The main purpose of this study is to compare the performances of univariate and bivariate models on four time series variables of the crude palm oil industry in Peninsular Malaysia. The monthly data for the four variables, which are the crude palm oil production, price, import and export, were obtained from Malaysian Palm Oil Board (MPOB) and Malaysian Palm Oil Council (MPOC). In the first part of this study, univariate time series models, namely, the autoregressive integrated moving average (ARIMA), fractionally integrated autoregressive moving average (ARFIMA) and autoregressive autoregressive (ARAR) algorithm were used for modelling and forecasting purposes. Subsequently, the dependence between any two of the four variables were checked using the residuals’ sample cross correlation functions before modelling the bivariate time series. In order to model the bivariate time series and make prediction, the transfer function models were used. The forecast accuracy criteria used to evaluate the performances of the models were the mean absolute error (MAE), root mean square error (RMSE) and mean absolute percentage error (MAPE). The results of the univariate time series showed that the best model for predicting the production was ARIMA  while the ARAR algorithm were the best forecast models for predicting both the import and export of crude palm oil. However, ARIMA  appeared to be the best forecast model for price based on the MAE and MAPE values while ARFIMA  emerged the best model based on the RMSE value.  When considering bivariate time series models, the production was dependent on import while the export was dependent on either price or import. The results showed that the bivariate models had better performance compared to the univariate models for production and export of crude palm oil based on the forecast accuracy criteria used.


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