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Journal articles on the topic 'Durbin-Watson statistic'

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Published: 4 June 2021

Last updated: 1 February 2022

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1

Champion, R., C. T. Lenard, and T. M. Mills. "Demonstrating the Durbin-Watson Statistic." Journal of the Royal Statistical Society: Series D (The Statistician) 47, no. 4 (December 1998): 643–44. http://dx.doi.org/10.1111/1467-9884.00161.

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2

Srivastava, M. S. "Asymptotic distribution of Durbin-Watson statistic." Economics Letters 24, no. 2 (January 1987): 157–60. http://dx.doi.org/10.1016/0165-1765(87)90243-6.

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3

Inder, Brett. "An Approximation to the Null Distribution of the Durbin-Watson Statistic in Models Containing Lagged Dependent Variables." Econometric Theory 2, no. 3 (December 1986): 413–28. http://dx.doi.org/10.1017/s0266466600011683.

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We consider testing for autoregressive disturbances in the linear regression model with a lagged dependent variable. An approximation to the null distribution of the Durbin—Watson statistic is developed using small-disturbance asymptotics, and is used to obtain test critical values. We also obtain nonsimilar critical values for the Durbin—Watson and Durbin's h and t tests. Monte Carlo results are reported comparing the performances of the tests under the null and alternative hypotheses. The Durbin–Watson test is found to be more powerful and to perform more consistently than either of Durbin's tests under Ho.

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4

Nakamura, Shisei, and Masanobu Taniguchi. "ASYMPTOTIC THEORY FOR THE DURBIN–WATSON STATISTIC UNDER LONG-MEMORY DEPENDENCE." Econometric Theory 15, no. 6 (December 1999): 847–66. http://dx.doi.org/10.1017/s0266466699156044.

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In time series regression models with “short-memory” residual processes, the Durbin–Watson statistic (DW) has been used for the problem of testing for independence of the residuals. In this paper we elucidate the asymptotics of DW for “long-memory” residual processes. A standardized Durbin–Watson statistic (SDW) is proposed. Then we derive the asymptotic distributions of SDW under both the null and local alternative hypotheses. Based on this result we evaluate the local power of SDW. Numerical studies for DW and SDW are given.

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5

Sheehan, Dennis. "Approximating the distribution of the durbin-watson statistic." Communications in Statistics - Theory and Methods 15, no. 1 (1986): 73–88. http://dx.doi.org/10.1080/03610928608829107.

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6

Bhargava, Alok. "Missing Observations and the Use of the Durbin-Watson Statistic." Biometrika 76, no. 4 (December 1989): 828. http://dx.doi.org/10.2307/2336649.

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7

Rutledge, D. N., and A. S. Barros. "Durbin–Watson statistic as a morphological estimator of information content." Analytica Chimica Acta 454, no. 2 (March 2002): 277–95. http://dx.doi.org/10.1016/s0003-2670(01)01555-0.

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8

BHARGAVA, ALOK. "Missing observations and the use of the Durbin–Watson statistic." Biometrika 76, no. 4 (1989): 828–31. http://dx.doi.org/10.1093/biomet/76.4.828.

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9

Tsay, W. "On the power of durbin-watson statistic against fractionally integrated processes." Econometric Reviews 17, no. 4 (January 1998): 361–86. http://dx.doi.org/10.1080/07474939808800423.

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10

Lieberman, Offer. "On the Approximation of Saddlepoint Expansions in Statistics." Econometric Theory 10, no. 5 (December 1994): 900–916. http://dx.doi.org/10.1017/s0266466600008914.

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The saddlepoint approximation as developed by Daniels [3] is an extremely accurate method for approximating probability distributions. Econometric and statistical applications of the technique to densities of statistics of interest are often hindered by the requirements of explicit knowledge of the c.g.f. and the need to obtain an analytical solution to the saddlepoint defining equation. In this paper, we show the conditions under which any approximation to the saddlepoint is justified and suggest a convenient solution. We illustrate with an approximate saddlepoint expansion of the Durbin-Watson test statistic.

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11

Suganthi, L., and T. R. Jagadeesan. "A Modified Model for Prediction of India's Future Energy Requirement." Energy & Environment 3, no. 4 (June 1992): 371–86. http://dx.doi.org/10.1177/0958305x9200300403.

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A modified model has been projected in this paper which links environmental quality and technological efficiency with energy and economic factors. A comparison is made between the results obtained from the modified model with a time series and an econometric model using Ordinary Least Square Error (OLSE), square of the correlation coefficient R2 and Durbin Watson statistic. The time series model is built using seven regression equations and the best fit is selected from among them. The econometric model is built with consumption, price and gross national product. In the modified model, two more variables, technological efficiency and carbon dioxide emission are included, which help to determine the impact of these variables on energy consumption. It is found that the modified model gives least squared error and higher correlation coefficient for coal, oil and electricity. Also the Durbin Watson statistic ‘DW’ is found to be higher in two out of the three cases - coal and oil. The requirement of coal, oil and electricity in the year 1995–96 and 2000–01 is determined using the data for the period 70–89.

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12

Javan, Rahman Sadeghi. "The relationship between personality traits and entrepreneurial intentions." Social and Management Research Journal 11, no. 2 (December 1, 2014): 46. http://dx.doi.org/10.24191/smrj.v11i2.5239.

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This study investigates the impact of personality traits on intention to start an entrepreneurship. In order to examine personality traits, the big five model was used. The big five model consists of five dimensions: extroversion, agreeableness, conscientiousness, emotional stability, and openness to experience. Entrepreneurship consists of six dimensions: hardworking, risk-taking, self-confidence, creativity, flexibility, and tolerance of ambiguity. In order to collect data, a 47 items questionnaire was designed. Statistical population was university of Isfahan’s personnel, and sample size was 160 personnel and were selected based on the available sampling method. In order to analyse data,descriptive statistic, inferential statistics, ENTER method, and Durbin-Watson test has been used. To measure stability of questionnaires’ items, Cronbach's alpha was calculated for each variable separately. The results of this article indicate that personality traits have an impact on the tendency to entrepreneurship. Based on these results, between all personality traits, agreeableness, conscientiousness, neuroticism, and openness to experience have impacts on the tendency to entrepreneurship and these factors could explain 0/533 of entrepreneurship regression. Durbin- Watson test results also indicate that there is no selfcorrelation between independent variables. Finally, empirical suggestions have been offered for human resources managers and related professionals.

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13

Mulyono, Sri, Wahyul Amien Syafei, and Retno Kusumaningrum. "Analisa Tingkat Penerimaan Pengguna Terhadap Aplikasi SIMPUS dengan Metode Technology Acceptance Model (TAM)." JOINS (Journal of Information System) 5, no. 1 (May 31, 2020): 147–55. http://dx.doi.org/10.33633/joins.v5i1.3277.

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Penelitian ini bertujuan melakukan Analisa Tingkat Penerimaan PenggunaTerhadap pengguna Apikasi Sistem Informasi Manajemen Puskesmas SIMPUS dengan metode TAM. Variabel yang digunakan yaitu persepsi tentang kemudahan (Perseive ease of use), Persepsi terhadap kemanfaatan (Perceived Usefulness), Sikappenggunaan (Attitude Toward Using), Perilaku untuk tetap menggunakan (Behavioral Intention To Use), Kondisi nyata pengguna sistem (Actual System Usage).Bahan dan alat penelitian adalah Aplikasi SIMPUS.Teknik pengumpulan data dengan observasi dan penyebaran kuisioner tertutupsejumlah 110 kuisioner kepada 110 pengguna aplikasi SIMPUS sebagai sampel.Hasil penelitian menunjukan pada data keenam variable berdistribusi normal (nilai Sig > 0.05) yaitu X1 (p= 0,172), X2 (p=0,171), X3 (p=0,143), X4 (p=0,117), X5 (p=0,062), Y (p=0,592).Hasil Uji Linearitas dengan menggunakan uji Durbin Watson menunjukkan bahwa tidak auto korelasi atau asumsi terpenuhi bahwa fungsi linier yaitu nilai statistic Durbin Watson (1,722) terletak diantara nilai table Durbin Watson (1,703) dan 4 – DU (2,291).Hasil Uji multikolinieritas menunjukkan bahwa tidak ada satu pun variable bebas yang memiliki nilai VIF(variance inflation factor) lebih dari 10 atau nilai toleransi kurang dari 0,10. Dan nilaiFhitung =91,469>Ftabel=2,65 atau nilai p<0,05.Variabel X1, X2, X3,X4, X5berpengaruh secara simultan atau bersama – sama dan signifikan terhadap penerimaan SIMPUS.Kesimpulan aspek persepsi kemudahan, persepsi kegunaan,sikap menggunakan, memberikan pengaruh nyata terhadap penerimaan SIMPUS. Sedangkan niat perilaku menggunakan, penggunaan SIMPUS sesungguhnya tidak berpengaruh terhadap penerimaan SIMPUS.

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14

Lee, Mei Yu. "On the Durbin-Watson statistic based on a Z-test in large samples." International Journal of Computational Economics and Econometrics 6, no. 1 (2016): 114. http://dx.doi.org/10.1504/ijcee.2016.073370.

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15

Hisamatsu, Hiroyuki, and Koichi Maekawa. "The distribution of the Durbin-Watson statistic in integrated and near-integrated models." Journal of Econometrics 61, no. 2 (April 1994): 367–82. http://dx.doi.org/10.1016/0304-4076(94)90090-6.

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16

Hillier, Grant. "THE DENSITY OF A QUADRATIC FORM IN A VECTOR UNIFORMLY DISTRIBUTED ON THE n-SPHERE." Econometric Theory 17, no. 1 (February 2001): 1–28. http://dx.doi.org/10.1017/s026646660117101x.

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There are many instances in the statistical literature in which inference is based on a normalized quadratic form in a standard normal vector, normalized by the squared length of that vector. Examples include both test statistics (the Durbin–Watson statistic) and estimators (serial correlation coefficients). Although much studied, no general closed-form expression for the density function of such a statistic is known. This paper gives general formulae for the density in each open interval between the characteristic roots of the matrix involved. Results are given for the case of distinct roots, which need not be assumed positive, and when the roots occur with multiplicities greater than one. Starting from a representation of the density as a surface integral over an (n − 2)-dimensional hyperplane, the density is expressed in terms of top-order zonal polynomials involving difference quotients of the characteristic roots of the matrix in the numerator quadratic form.

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17

Bitseki Penda, S. Valère, Hacène Djellout, and Frédéric Proïa. "Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process." ESAIM: Probability and Statistics 18 (2014): 308–31. http://dx.doi.org/10.1051/ps/2013038.

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18

Provost, Serge B., and Young-Ho Cheong. "On Approximating the Distribution of the Durbin-Watson Statistic from its Moments Obtained Recursively." American Journal of Mathematical and Management Sciences 25, no. 3-4 (February 2005): 207–20. http://dx.doi.org/10.1080/01966324.2005.10737650.

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19

Smrčok, Ľ. "Rietveld refinement of 3CaO.Al2O3.6H2O." Journal of Applied Crystallography 20, no. 4 (August 1, 1987): 320–22. http://dx.doi.org/10.1107/s002188988708659x.

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The lattice parameter of the title compound was found from X-ray Rietveld refinement to be 12.5755(1) Å; in addition to the diffractometer zero point, the specimen surface displacement was also varied. The estimated atomic positions of O and H atoms obtained from several refinements are in agreement with the values reported previously either from neutron or X-ray data. The degree of serial correlation in residuals was evaluated using the Durbin–Watson d statistic.

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20

Samoura, Yacouba. "MODERATE DEVIATIONS FOR THE DURBIN-WATSON STATISTIC ASSOCIATED TO THE STABLE p-ORDER AUTOREGRESSIVE PROCESS." Far East Journal of Theoretical Statistics 53, no. 6 (November 1, 2017): 349–89. http://dx.doi.org/10.17654/ts053060349.

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21

Bercu, Bernard, Bruno Portier, and Victor Vazquez. "On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking." International Journal of Adaptive Control and Signal Processing 28, no. 10 (August 14, 2013): 1002–23. http://dx.doi.org/10.1002/acs.2424.

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22

Bazilevsky, M. P. "Research of New Criteria for Detecting First-order Residuals Autocorrelation in Regression Models." Mathematics and Mathematical Modeling, no. 3 (August 3, 2018): 13–25. http://dx.doi.org/10.24108/mathm.0318.0000102.

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When estimating regression models using the least squares method, one of its prerequisites is the lack of autocorrelation in the regression residuals. The presence of autocorrelation in the residuals makes the least-squares regression estimates to be ineffective, and the standard errors of these estimates to be untenable. Quantitatively, autocorrelation in the residuals of the regression model has traditionally been estimated using the Durbin-Watson statistic, which is the ratio of the sum of the squares of differences of consecutive residual values to the sum of squares of the residuals. Unfortunately, such an analytical form of the Durbin-Watson statistic does not allow it to be integrated, as linear constraints, into the problem of selecting informative regressors, which is, in fact, a mathematical programming problem in the regression model. The task of selecting informative regressors is to extract from the given number of possible regressors a given number of variables based on a certain quality criterion.The aim of the paper is to develop and study new criteria for detecting first-order autocorrelation in the residuals in regression models that can later be integrated into the problem of selecting informative regressors in the form of linear constraints. To do this, the paper proposes modular autocorrelation statistic for which, using the Gretl package, the ranges of their possible values and limit values were first determined experimentally, depending on the value of the selective coefficient of auto-regression. Then the results obtained were proved by model experiments using the Monte Carlo method. The disadvantage of the proposed modular statistic of adequacy is that their dependencies on the selective coefficient of auto-regression are not even functions. For this, double modular autocorrelation criteria are proposed, which, using special methods, can be used as linear constraints in mathematical programming problems to select informative regressors in regression models.

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23

Gourieroux, C., A. Monfort, and A. Trognon. "A General Approach to Serial Correlation." Econometric Theory 1, no. 3 (December 1985): 315–40. http://dx.doi.org/10.1017/s0266466600011245.

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In this paper the testing and estimation problems are discussed in the case of serial correlation. Various models are particular cases of the general framework considered: the nonlinear simultaneous equations models, the probit models, the tobit models, the disequilibrium models, the frontier models, etc. In this context, it is shown that the score test can be written explicitly and that the statistic obtained is a generalization of that of Durbin and Watson; moreover, the maximum likelihood estimation procedure is shown to be robust with respect to serial correlation.

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24

Ratuszna, Alicja, Michel Rousseau, and Philippe Daniel. "Crystal structure of KCaF3 determined by the Rietveld profile method." Powder Diffraction 12, no. 2 (June 1997): 70–75. http://dx.doi.org/10.1017/s0885715600009453.

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Using the Rietveld profile method, the atomic coordinates and anisotropic temperature factors of KCaF3 were refined. At room temperature, KCaF3 crystallizes in monoclinic B21/m symmetry, with the lattice parameters: a=8.754(2) Å, b=8.765(4) Å, c=8.760(5) Å, β=90.48(3)°, V=672.1(3) Å3, Z=8. The refinement procedure was stopped when RB=0.05 and the Durbin–Watson statistic factor=0.85 had been reached. The structure determined is related to the tilting of CaF6 octahedra of the a−b+c− type, which are responsible for the monoclinic distortion in perovskite crystals.

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25

Kohn, Robert, Thomas S. Shively, and Craig F. Ansley. "Algorithm AS 279: Computing p-Values for the Generalized Durbin-Watson Statistic and Residual Autocorrelations in Regression." Applied Statistics 42, no. 1 (1993): 249. http://dx.doi.org/10.2307/2347430.

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26

Sourmeiy, Soulmaz, Ali Mashhadi Khodadadi, Iman Khaki, and Mohammad Taghi Momeni. "Investigating the Role of Audit Time Pressure on Dividend Quality in Companies Listed in Stock Exchange of Tehran." Revista Eletrônica em Gestão, Educação e Tecnologia Ambiental 24 (April 8, 2020): 35. http://dx.doi.org/10.5902/2236117043412.

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The present study investigated the role of audit time pressure on dividend quality in listed companies in Stock Exchange of Tehran. Auditors are often pressured to set time budgets. Due to the increasing importance of audit firms for achieving time budgets as a measure of effectiveness, their difficulties in measuring audit effectiveness, the potential conflict between doing the right things and control costs for high quality audits have intensified. In order to study the aforementioned subject, the statistical population of the audit firms of the member of the Society of Certified Public Accountants within the city of Tehran was determined and the required data were collected from these institutes by random sampling. Durbin–Watson statistic method and correlation with Eviews software were also used to test the research hypotheses. The results indicated that audit time pressure has a significant effect on dividend quality.

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27

Tiefelsdorf, M., and B. Boots. "The Exact Distribution of Moran's I." Environment and Planning A: Economy and Space 27, no. 6 (June 1995): 985–99. http://dx.doi.org/10.1068/a270985.

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In analogy to the exact distribution of the Durbin—Watson d statistic for serial autocorrelation of regression residuals, the exact small sample distribution of Moran's I statistic (or alternatively Geary's c) can be derived. Use of algebraic results by Koerts and Abrahamse and theoretical results by Imhof, allows the authors to determine by numerical integration the exact distribution function of Moran's I for normally distributed variables. For the case in which the explanatory variables have been neglected, an upper and a lower bound can be given within which the exact distribution of Moran's I for regression residuals will lie. Furthermore, the proposed methodology is flexible enough to investigate related topics such as the characteristics of the exact distribution for distinct spatial structures as well as their different specifications, the exact power function under different spatial autocorrelation levels, and the distribution of Moran's I for nonnormal random variables.

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28

Kalina, J. "Three contributions to robust regression diagnostics." Journal of Applied Mathematics, Statistics and Informatics 11, no. 2 (December 1, 2015): 69–78. http://dx.doi.org/10.1515/jamsi-2015-0013.

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Abstract Robust regression methods have been developed not only as a diagnostic tool for standard least squares estimation in statistical and econometric applications, but can be also used as self-standing regression estimation procedures. Therefore, they need to be equipped by their own diagnostic tools. This paper is devoted to robust regression and presents three contributions to its diagnostic tools or estimating regression parameters under non-standard conditions. Firstly, we derive the Durbin-Watson test of independence of random regression errors for the regression median. The approach is based on the approximation to the exact null distribution of the test statistic. Secondly, we accompany the least trimmed squares estimator by a subjective criterion for selecting a suitable value of the trimming constant. Thirdly, we propose a robust version of the instrumental variables estimator. The new methods are illustrated on examples with real data and their advantages and limitations are discussed.

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29

Bercu, Bernard, and Frédéric Proïa. "A sharp analysis on the asymptotic behavior of the Durbin–Watson statistic for the first-order autoregressive process." ESAIM: Probability and Statistics 17 (2013): 500–530. http://dx.doi.org/10.1051/ps/2012005.

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30

Hashem, Dezhbakhsh, and JerryG Thursby. "A monte carlo comparison of tests based on the durbin-watson statistic with other autocorrelation tests in dynamic models." Econometric Reviews 14, no. 3 (January 1995): 347–65. http://dx.doi.org/10.1080/07474939508800325.

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31

Eladly, Salah Mohamed. "The Financial Performance on Asset Quality of Insurance Industry in Egypt (Panel Data Analysis)." International Business Research 14, no. 6 (May 12, 2021): 24. http://dx.doi.org/10.5539/ibr.v14n6p24.

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This study is an attempt to analyze the  impact of the financial performance on asset quality of insurance industry in Egypt as  applied on a sample of 19 insurance companies over the period 1999-2019.The financial performance measured by profitability (return on equity-return on investment) and liquidity results show that there is a significant negative linear relationship between the independent variable in terms ofX3, and the dependent variable; y, at a significant level less than (0.01), while there is no significant linear relationship between the independent variable of X1,X2, and dependent variable; y at a significant level greater than (0.05) . The study methodology used panel data analysis according to ARDL model and OLS, beside the robustness check supports these results using the Jarque-Bera test and the Durbin-Watson test statistic

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32

Diodato, N., G. Bellocchi, C. Bertolin, and D. Camuffo. "Multiscale regression model to infer historical temperatures in a central Mediterranean sub-regional area." Climate of the Past Discussions 6, no. 6 (December 1, 2010): 2625–49. http://dx.doi.org/10.5194/cpd-6-2625-2010.

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Abstract. To reconstruct sub-regional European climate over the past centuries, several efforts have been made using historical datasets. However, only scattered information at low spatial and temporal resolution have been produced to date for the Mediterranean area. This paper has exploited, for Southern and Central Italy (Mediterranean Sub-Regional Area), an unprecedented historical dataset as an attempt to model seasonal (winter and summer) air temperatures in pre-instrumental time (back to 1500). Combining information derived from proxy documentary data and large-scale simulation, a statistical methodology in the form of multiscale-temperature regression (MTR)-model was developed to adapt larger-scale estimations to the sub-regional temperature pattern. The modelled response lacks essentially of autocorrelations among the residuals (marginal or any significance in the Durbin-Watson statistic), and agrees well with the independent data from the validation sample (Nash-Sutcliffe efficiency coefficient >0.60). The advantage of the approach is not merely increased accuracy in estimation. Rather, it relies on the ability to extract (and exploit) the right information to replicate coherent temperature series in historical times.

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33

Aslam, A. L. M. "Impact of Money Supply on Sri Lankan Economy: An Econometric Analysis." International Letters of Social and Humanistic Sciences 67 (March 2016): 11–17. http://dx.doi.org/10.18052/www.scipress.com/ilshs.67.11.

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Economists argue that the money supply positively impact on economic growth of nations. In Sri Lankan context this statement was not tested econometrically. Therefore, the aim of this study was to scrutinize the impact of money supply on Sri Lankan economy. To exam this objective, this study considered the time series data from the period of 1959 to 2013 and used two types of variables such as dependent and independent variables. Here, the gross domestic product was considered as dependent variable, and Money supply, Exchange rate, Exports earnings, Imports outflow, the Colombo consumer price index were deemed as independent variables. In the meantime, the multivariate econometric method was used to test the impacts of money supply on economic growth of Sri Lanka. According to the analytical results, the money supply has kept positive impact on the economic growth of Sri Lanka at 1% significant level. The R-squared of the estimated model was 92% which was indicated that the estimated model was desirable. Meanwhile, the Durbin Watson test statistic was 2.43 and also the Breusch –Godfrey serial correlation LM test results was greater than 5%. Therefore, these statistics indicated that, the estimated model was not suffering from serial correlation.

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34

Xu, Jianhua, Yiwen Xu, and Chunan Song. "An Integrative Approach to Understand the Climatic-Hydrological Process: A Case Study of Yarkand River, Northwest China." Advances in Meteorology 2013 (2013): 1–9. http://dx.doi.org/10.1155/2013/272715.

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Taking the Yarkand River as an example, this paper conducted an integrative approach combining the Durbin-Watson statistic test (DWST), multiple linear regression (MLR), wavelet analysis (WA), coefficient of determination (CD), and Akaike information criterion (AIC) to analyze the climatic-hydrological process of inland river, Northwest China from a multitime scale perspective. The main findings are as follows. (1) The hydrologic and climatic variables, that is, annual runoff (AR), annual average temperature, (AAT) and annual precipitation (AP), are stochastic and, no significant autocorrelation. (2) The variation patterns of runoff, temperature, and precipitation were scale dependent in time. AR, AAT, and AP basically present linear trends at 16-year and 32-year scales, but they show nonlinear fluctuations at 2-year and 4-year scales. (3) The relationship between AR with AAT and AP was simulated by the multiple linear regression equation (MLRE) based on wavelet analysis at each time scale. But the simulated effect at a larger time scale is better than that at a smaller time scale.

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35

Bilgin, O. C., N. Esenbuga, and M. E. Davis. "Comparison of models for describing the lactation curve of Awassi, Morkaraman and Tushin sheep." Archives Animal Breeding 53, no. 4 (October 10, 2010): 447–56. http://dx.doi.org/10.5194/aab-53-447-2010.

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Abstract. The aim of this study was to identify a suitable mathematical model for describing the lactation curve of Awassi, Morkaraman and Tushin sheep breeds and to determine breed differences. Data on milk yield of 182 Awassi, 47 Morkaraman and 74 Tushin ewes were used. Eight empirical models from the literature were used to fit the standard lactation curves. Among them the Wood model (WD) appeared the most appropriate according to mean square prediction error (MSPE), coefficient of determination (R2), Durbin-Watson statistic (DW), and its applicability to the data for all three breeds. There were statistically significant (P<0.05) differences among Awassi, Morkaraman and Tushin breeds in accordance with a, b and c parameters and peak yield. The Awassi breed had the highest peak yield and the Morkaraman and Tushin breeds had statistically similar lower peak yields. There were no significant differences among the parameters of the WD model except for peak yield and peak time in accordance with parities. Breed and parity interaction was significant (P<0.05) only for peak yield.

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36

Alrobaian, S., K. Hurley, E. Fitzpatrick, L. Mosher, M. Young, N. Murphy, and K. Matheson. "P004: Effect of telephone triage (811) calls on a regional poison centre." CJEM 21, S1 (May 2019): S64. http://dx.doi.org/10.1017/cem.2019.195.

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Introduction: Telephone Triage Services (TTS) manage phone calls from the public regarding general medical problems and provide telephone advice. This telephone based care can overlap with care provided by Poison Centres. Our objective was to examine the impact of a provincial 811 TTS on the IWK Regional Poison Centre (RPC). Methods: This is a retrospective descriptive study using interrupted time series methodology. We compared monthly IWK RPC call volume in the pre-811 era (January 2007-July 2009) and the post-811 era (September 2009-December 2017). We summarized the characteristics of callers who accessed the IWK RPC in terms of client age, sex, intentionality, time of day, call disposition and outcome. Caller characteristics were compared between the pre- and post-811 eras using chi-square test for categorical variables. We used segmented regression analysis to evaluate changes in slope of call volume in the pre- and post 811 eras. The Durbin-Watson statistic was performed to test for serial correlation and the Dickey-Fuller test to investigate seasonality. Results: The dataset included 82683 calls to the IWK RPC – 27028 pre-811 and 55655 post-811. Overall, 55% of calls were for female clients and the largest age group was children aged 0-5 years (37%). Most calls originated from home (47%), followed by a health care facility (23%). Most calls were managed at home (65%). Less than 3% of calls resulted in major effect or death. The Durbin Watson statistic was not statistically significant (p = 0.94). The Dickey-Fuller test indicated series stationarity (p = 0.001). There was no statistically significant change in call volume to the IWK RPC due to the introduction of 811 (p = 0.39). There was no significant variation by time of day, day of week or month, with most calls occurring in the evening. There were significantly more calls regarding intentional ingestions in the post-811 era (23% vs. 19% pre-811, p < .001). Outcomes in the pre and post 811 eras were as follows: minor/no effect/non-toxic/minimal 80% vs. 78%; moderate 7% vs. 10%; and, major/death 1.7% vs. 2.0%. Conclusion: The introduction of a TTS did not change call volumes at our RPC. The increase in the percentage of calls about intentional ingestions may reflect an increase in call acuity as the 811-TTS likely manages calls about minor/non-toxic ingestions without consulting with the RPC. Our future research will examine the nature of poison related calls to the 811-TTS.

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Kim, Minbo. "Remark AS R96: A Remark on Algorithm AS 279: Computing p-Values for the Generalized Durbin-Watson Statistic and Residual Autocorrelations in Regression." Applied Statistics 45, no. 2 (1996): 273. http://dx.doi.org/10.2307/2986161.

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Zogjani, MSc Jeton, and Dr Sc Myrvete Badivuku-Pantina. "The Role and Impact of Remittances on the Economic Growth - Kosovo Case Study." ILIRIA International Review 4, no. 2 (February 8, 2016): 61. http://dx.doi.org/10.21113/iir.v4i2.32.

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In this research paper the role and impact of remittances on the economic growth of Kosovo in the recent years (2008 - 2013) through remittances, inflation rate, real effective exchange rate (REER) as independent variables and economic growth as depend variable is analyzed. The secondary data are used which are taken from international and domestic institutions which are analyzed through STATA software (an econometric and statistical program).The reason for writing is that in 2013 the total value of remittances in Kosovo was 620.8 million € and in 2011 Kosovo was among the top 10 countries with the highest level of remittances. The main arguments used in this research paper are: how do remittances affect in overall the economy? What is the impact of remittances on businesses? How do we use it for family consumption? In the research methodology are used secondary data and all of them are analyzed by STATA software which helps in calculation of OLS method of regression, descriptive statistic and correlation matrix.Also this paper research findings show us that if we refer to the result of variables that are included in the paper though OLS methods, the remittances (β1= - 0.017) and the exchange rate (β3= - 0.322) have negative impact and nonsignificant (T < 2) effect on economic growth but the inflation rate has positive (β2= 0.245) and significant (T > 2) effect on economic growth and the coefficient of determination (R²) is 84% then the coefficient of Durbin Watson Statistic (DW) is 2.11, it means there is no autocorrelation.

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Oliveira, Carlos Yure Barbosa de, Allysson Winick da Silva, Emerson José da Silva Olivera, João Lucas Oliveira Rocha, Maria Mirele Nogueira Barbosa, Larissa Joyce Lopes Nunes, and Renata Akemi Shinozaki-Mendes. "PROFILE OF ANIMAL PROTEIN CONSUMERS AND CHARACTERIZATION OF FISH CONSUMPTION IN THE SEMIARID REGION OF BRAZIL." Revista Científica Rural 22, no. 1 (June 10, 2020): 69–81. http://dx.doi.org/10.30945/rcr-v22i1.2748.

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The present study characterizes animal protein consumers, with emphasis on fish consumption in the semiarid region of Brazil. No significant differences were observed in our analysis of the frequency of fish consumption as a function of education level (p =0.1362), with a mean consumption across all levels of 4.78±2.05 meals per month and a median of four meals per month. In the analysis of fish consumption as a function of age, gender, education level, income and product preference, in a multiple model, the most influential variable was found to be product preference (P-value = 0.00005, Durbin-Watson = 2.0594), with no statistic difference regards to age, gender, schooling or income (p = 0.6987). In semiarid´s region, there is a predominant preference for bovine, with fish being the third most consumed protein. It is essential to maintain and promote campaigns to encourage fish consumption, as well as to promote public investment in order to reduce production costs and, consequently, ensure that fish is always a readily available option for consumers. These and other actions are necessary in order to prevent the economic factor from becoming the deciding factor for consumption decisions, in the short, medium and long term.

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Barzin, Razieh, Amin Shirvani, and Hossein Lotfi. "Estimation of daily average downward shortwave radiation from MODIS data using principal components regression method: Fars province case study." International Agrophysics 31, no. 1 (January 1, 2017): 23–34. http://dx.doi.org/10.1515/intag-2016-0035.

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Abstract Downward shortwave radiation is a key quantity in the land-atmosphere interaction. Since the moderate resolution imaging spectroradiometer data has a coarse temporal resolution, which is not suitable for estimating daily average radiation, many efforts have been undertaken to estimate instantaneous solar radiation using moderate resolution imaging spectroradiometer data. In this study, the principal components analysis technique was applied to capture the information of moderate resolution imaging spectroradiometer bands, extraterrestrial radiation, aerosol optical depth, and atmospheric water vapour. A regression model based on the principal components was used to estimate daily average shortwave radiation for ten synoptic stations in the Fars province, Iran, for the period 2009-2012. The Durbin-Watson statistic and autocorrelation function of the residuals of the fitted principal components regression model indicated that the residuals were serially independent. The results indicated that the fitted principal components regression models accounted for about 86-96% of total variance of the observed shortwave radiation values and the root mean square error was about 0.9-2.04 MJ m−2 d−1. Also, the results indicated that the model accuracy decreased as the aerosol optical depth increased and extraterrestrial radiation was the most important predictor variable among all.

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Mardiyah, Aida Ainul. "PENGARUH FAKTOR KLIEN DAN FAKTOR AUDITOR TERHAD AP AUDITOR CHANGES Sebuah Pendekatan dengan Model Kontijensi RPA (Recursive Model Alogarithm)." Media Riset Akuntansi, Auditing dan Informasi 3, no. 2 (May 12, 2017): 133. http://dx.doi.org/10.25105/mraai.v3i2.1854.

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<p class="Style4">This study intends to identify the effects of client-related factors and auditor-related factors on the auditor changes. Data is selected using random sampling and purposive sampling. The data collection is performed using mail survey and archaival. The statistic method used to test the hypotheses is regression analysis and RPA (Re-cursive Partitioning Algorithm) model.</p><p class="Style4">The study results are as follows: first, The results provide support for the hypothesis that ctient-related factors and auditor-related factors on the auditor changes; second, the normal data test and non response bias using t-<sub>ba</sub> shows an insignificant result This means that there are non response bias and the normal data; third, this is demonstrated by the multicolinearity number r< 0,8 or VIF mean 1 that shows that the multicolinearity is not dangerous, the Durbin Watson approaches 2 and BG (The Breussh-Godfrey) r = 0 which means that between one variable and the other there is no dependency relationship (independent), and and homoscedacity occur.</p><p class="Style3"><em>Keywords: RPA (Recursive Partitioning Algorithm), client-related factors, auditor-related factors and auditor changes</em></p>

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Etelawi, Abdulrazag Mohamed, Keith A. Blatner, and Jill McCluskey. "Crude Oil and the Libyan Economy." International Journal of Economics and Finance 9, no. 4 (March 12, 2017): 95. http://dx.doi.org/10.5539/ijef.v9n4p95.

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Oil is the primary source of income in the Libyan economy; hence, it is important to more fully understand the economic factors associated with this sector of the economy. We applied a recent growth theory model to develop a better understanding of the relationship among capital, labor, domestic consumption of oil, oil exports and gross domestic product (GDP) in the Libyan economy. A log linear model was estimated using annual data for the period 1980 to 2012. All of the coefficients were significant at the 0.05 level except the log of labor, which was significant at the 0.0613 level. The signs associated with the variables were consistent with economic theory. The adjusted R square was 0.912 indicating that approximately 91 percent of variation in GDP was explained by the independent variables. There was only limited multicollinearity in the model as all Variance Inflation Factors (VIF) values were less than 10. Breusch Pagan and Anderson-Darling test results indicated a constant variance and that the errors were normally distributed, respectively. Similarly, the Durbin-Watson statistic indicated an absence of autocorrelation at the 0.05 level. The resulting elasticities were positive and strongly inelastic, indicating that large changes in each of the variables would be required to dramatically increase GDP. Nevertheless, it is clear that oil will continue to play a leading future economic growth and development.

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Vines, Melanie, Glenn Tootle, Leigh Terry, Emily Elliott, Joni Corbin, Grant Harley, Jonghun Kam, Sahar Sadeghi, and Matthew Therrell. "A Paleo Perspective of Alabama and Florida (USA) Interstate Streamflow." Water 13, no. 5 (February 28, 2021): 657. http://dx.doi.org/10.3390/w13050657.

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Seasonal reconstructions of streamflow are valuable because they provide water planners, policy makers, and stakeholders with information on the range and variability of water resources before the observational period. In this study, we used streamflow data from five gages near the Alabama-Florida border and centuries-long tree-ring chronologies to create and analyze seasonal flow reconstructions. Prescreening methods included correlation and temporal stability analysis of predictors to ensure practical and reliable reconstructions. Seasonal correlation analysis revealed that several regional tree-ring chronologies were significantly correlated (p ≤ 0.05) with March–October streamflow, and stepwise linear regression was used to create the reconstructions. Reconstructions spanned 1203–1985, 1652–1983, 1725–1993, 1867–2011, and 1238–1985 for the Choctawhatchee, Conecuh, Escambia, Perdido, and Pascagoula Rivers, respectively, all of which were statistically skillful (R2 ≥ 0.50). The reconstructions were statistically validated using the following parameters: R2 predicted validation, the sign test, the variance inflation factor (VIF), and the Durbin–Watson (D–W) statistic. The long-term streamflow variability was analyzed for the Choctawhatchee, Conecuh, Escambia, and Perdido Rivers, and the recent (2000s) drought was identified as being the most severe in the instrumental record. The 2000s drought was also identified as being one of the most severe droughts throughout the entire reconstructed paleo-record developed for all five rivers. This information is vital for the consideration of present and future conditions within the system.

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Salamon, S. J., H. J. Hansen, and D. Abbott. "How real are observed trends in small correlated datasets?" Royal Society Open Science 6, no. 3 (March 2019): 181089. http://dx.doi.org/10.1098/rsos.181089.

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The eye may perceive a significant trend in plotted time-series data, but if the model errors of nearby data points are correlated, the trend may be an illusion. We examine generalized least-squares (GLS) estimation, finding that error correlation may be underestimated in highly correlated small datasets by conventional techniques. This risks indicating a significant trend when there is none. A new correlation estimate based on the Durbin–Watson statistic is developed, leading to an improved estimate of autoregression with highly correlated data, thus reducing this risk. These techniques are generalized to randomly located data points in space, through the new concept of the nearest new neighbour path. We describe tests on the validity of the GLS schemes, allowing verification of the models employed. Examples illustrating our method include a 40-year record of atmospheric carbon dioxide, and Antarctic ice core data. While more conservative than existing techniques, our new GLS estimate finds a statistically significant increase in background carbon dioxide concentration, with an accelerating trend. We conclude with an example of a worldwide empirical climate model for radio propagation studies, to illustrate dealing with spatial correlation in unevenly distributed data points over the surface of the Earth. The method is generally applicable, not only to climate-related data, but to many other kinds of problems (e.g. biological, medical and geological data), where there are unequally (or randomly) spaced observations in temporally or spatially distributed datasets.

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Awujola, Abayomi, Anna Dyaji Baba Iyakwar, and Ropheka Emerson Bot. "Examination Of The Relationship Between Oil Price Shock And Macroeconomic Variables In Nigeria." SocioEconomic Challenges 4, no. 1 (2020): 102–10. http://dx.doi.org/10.21272/sec.4(1).102-110.2020.

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The price of oil is one of the important macroeconomic indicators because of the extreme importance of supplying oil to different countries of the world to meet their energy needs. As Nigeria’s economy depends on oil prices, the country remains vulnerable to fluctuations in world oil prices. During periods of rising oil prices caused by macroeconomic and political conditions in the international market, the state usually has a positive trade balance, there is an increase in foreign exchange reserves and the revaluation of the national currency. The purpose of the article is to evaluate the relationship between an oil price change and Nigeria’s economic growth rate using regression analysis. The source of statistical information is data from the National Bureau of Statistics, the Nigerian National Petroleum Corporation, and the Nigerian Energy Commission. By checking the time series for steady-state using the advanced Dickie-Fuller test, a regression equation is constructed where the dependent variable is represented as the price of oil and the independent variables are key macroeconomic indicators. The econometric model constructed is adequate because the determination coefficient and the adjusted determination coefficient are 0.97 and 0.96 respectively. The Durbin-Watson statistic in the model is 1.98, meaning the model is reliable. Oil price fluctuations have been found to be related to investment, economic growth, and exchange rates, as well as to inflation. The paper argues that the use of the shock of oil prices should be supported, as it promotes economic growth and is not inflationary. Therefore, the authors believe that the government, which is the main beneficiary of cash, should also implement strategies that counterbalance the propensity for the economic downturn. Based on the analysis, a set of priority measures was proposed: enhancing financial liberalization, combating corruption, transparency of government activities, creating an open currency market, and developing non-inflationary monetary and fiscal strategies. Keywords: oil price, macroeconomic variables, energy needs, Organization of Petroleum Exporting Countries, Dickie-Fuller Extended Test, Petroleum Exporters.

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Ali, Mukhtar M. "Durbin-Watson and Generalized Durbin-Watson Tests for Autocorrelations and Randomness." Journal of Business & Economic Statistics 5, no. 2 (April 1987): 195. http://dx.doi.org/10.2307/1391900.

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Zygmunt, Justyna. "Entrepreneurial activity drivers in the transition economies. Evidence from the Visegrad countries." Equilibrium 13, no. 1 (March 31, 2018): 89–103. http://dx.doi.org/10.24136/eq.2018.005.

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Research background: Entrepreneurship issues in the transition economies have attracted growing attention from scholars in recent years. However, the debate over the value of entrepreneurship in reinforcing structural change is still incomplete. The need for a more thorough approach is noticeable, taking into account drivers which determine entrepreneurial activity in the transition economies. The findings may be useful for recognising opportunities and threats of the development of these economies. Purpose of the article: This paper extends research on entrepreneurship in the transition economies by considering drivers of entrepreneurial activity. The aim of the paper is to investigate what drivers have their consequences for entrepreneurial activity in the Visegrad countries. As the Visegrad countries represent a unique context, because they faced a similar structure at the beginning of the transition process, a valuable insight can be gained by focusing on them. Methods: Hypothesis development is based on the literature review. Fixed effects panel regression was employed for hypothesis testing. Panel data consists of 440 observations for the Visegrad countries for the 2004–2014 period. To control for autocorrelation and hetero-scedasticity, Durbin-Watson test and Wald statistic were used, respectively. Findings & Value added: This paper contributes to the existing literature by pre-senting an analysis of drivers having their impact on entrepreneurial activity in the Visegrad countries. It provides new insights on understanding of the entrepreneur-ship issues in the transition economies. The main finding is that entrepreneurial activity in the Visegrad countries is determined significantly by the economy struc-ture and human capital. However, the signif-icance and the intensity of these effects are different. The findings may be interesting for policymakers in particular. Shifting from general entrepreneurship support towards a focus on promoting entrepreneurial behaviour among high-skilled workers should be considered. Fostering networking, collaboration and internalisation should be regarded for knowledge transfer and spillover enhancement.

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Gustafson, K. "The Geometry of Statistical Efficiency and Matrix Statistics." Journal of Applied Mathematics and Decision Sciences 2007 (November 13, 2007): 1–16. http://dx.doi.org/10.1155/2007/94515.

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We will place certain parts of the theory of statistical efficiency into the author's operator trigonometry (1967), thereby providing new geometrical understanding of statistical efficiency. Important earlier results of Bloomfield and Watson, Durbin and Kendall, Rao and Rao, will be so interpreted. For example, worse case relative least squares efficiency corresponds to and is achieved by the maximal turning antieigenvectors of the covariance matrix. Some little-known historical perspectives will also be exposed. The overall view will be emphasized.

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Lin, Joung-Yol, Munkh-Ulzii John Batmunkh, Massoud Moslehpour, Chuang-Yuang Lin, and Ka-Man Lei. "Impact analysis of US quantitative easing policy on emerging markets." International Journal of Emerging Markets 13, no. 1 (January 15, 2018): 185–202. http://dx.doi.org/10.1108/ijoem-03-2016-0082.

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Purpose Since the 2008 financial crisis, the USA has three times implemented quantitative easing (QE) policy. The results of the policy, however, were far below all expectations. Furthermore, it flooded emerging markets (EMs) with low-priced dollars. The purpose of this paper is to investigate the overall and individual impacts of the policy on EMs. Design/methodology/approach This study uses panel data regression model together with the fixed effects model. Also, a unit root test is conducted to check stationary properties of the data, as well as Durbin-Watson statistic to check serial correlation issues in the models. In estimating empirical models, this paper employs macroeconomic data set of stock market returns, exchange rates, lending interest rates, consumer price index, monetary aggregates and foreign exchange reserves from seven diversified emerging economies. The EMs in this study include China, Indonesia, Singapore, Hong Kong, Taiwan, Russia and Brazil. The time period undertaken in this study is from 2008 to 2012. In order to measure impacts of the different stages of the policy, the authors use dummy variables to represent each stage of the policy. Findings The results of the study show that the QE policy has significant impacts on foreign exchange reserves, foreign exchange markets and stock markets of the sample economies. Domestic credit markets, however, appear to be least influenced field by the policy. Finally, the results show that only the first stage of the policy exhibits strong significant impacts, however, leverage of the policy decreases over time. Research limitations/implications Further studies may use different samples, also variables that measure foreign capital inflows such as changes in financial accounts, foreign direct investment and foreign portfolio investment. Originality/value The present study has the following contributions on assessing the impacts of QE policy. First, the overall and individual impacts of the policy are analyzed. Second, in order to establish more valid results, the sample of this study is designed to include several EMs from three continents and diverse regions.

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Fahidy, Thomas Z. "An application of Durbin–Watson statistics to electrochemical science." Electrochimica Acta 51, no. 17 (April 2006): 3516–20. http://dx.doi.org/10.1016/j.electacta.2005.09.046.

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