• 한국방재학회:학술대회논문집
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• 2007.02a
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• pp.575-578
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• 2007

The objective of this study is to analyze the regionalization of point rainfall by statistical methods for regional frequency analysis of the rainfall. The rainfall data used in this study are annual maximum rainfall at 57 stations during the period of more than 30 years for 12 durations(10min, 1, 2, 3, 4, 5, 6, 8, 10, 12, 18, 24hr) in Korea. The Mann-Whitney U test, Kruskal-Wallis one-way analysis of variance of nonparametric test the principal component and the cluster analysis have been performed to analyze the regionalization of rainfall. The results of this study are as follows; (1) The region which hydrological homogeneous is accepted does not exist for whole duration in Korea. (2) The result of nonpametric test shows that hydrological homogeneous regions of point rainfall are divided by 5 regions. (3) In case of cluster analysis hydrological homogeneous regions of point rainfall are divided by 6 regions and 4 other areas.

• Preventive Nutrition and Food Science
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• v.17 no.1
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• pp.29-35
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• 2012

This study investigated the heat level rating of several varieties of Korean red peppers. The chemical constitution of Korean red pepper samples were as follows: 0.54~290.15 mg% capsaicinoids, 79.22~139.09 ASTA value, and 16.76~29.92% free sugar content. The heat level of the Korean red pepper samples was evaluated by trained panelists and the correlation coefficient and F value (0.001%) of the panelist’s results were determined to be significant. In the principle component analysis (PCA), PC1 (capsaicinoids) and PC2 (free sugar) were shown to represent 31.98% and 25.77% of the total variance, respectively. The results of panelists trained for red pepper heat rating were evaluated using analysis of variance and correlation analysis. The trained panelists showed a high F value (p=0.05) and high correlation coefficient. A high correlation efficient of 0.84~0.93 for the test samples with a 40 Scoville heat unit (32,000 SHU red pepper powder) was reported in the sensory evaluation of the Korean red pepper heat level by a trained panel. However, the panel showed a low correlation efficiency of 0.70 $R^2$ when the 60 SHU test samples were included in the analysis.

• The Korean Journal of Rehabilitation Nursing
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• v.17 no.1
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• pp.48-55
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• 2014

Purpose: In this study, we attempted to provide an evidence for the effects of meridian acupressure on relieving and preventing constipation in the institutionalized elderly. Methods: The research design was a non-equivalent control group, non-synchronized design. The subjects consisted of 31 institutionalized elderly (experimental group: 16, control group: 15). The experimental group was given meridian acupressure for 10 minutes daily for 2 weeks. The data was analyzed by the ${\chi}^2$-test, Fisher's exact test, t-test and repeated measures ANOVA. Results: The number of bowel movements per week of the experimental and control group performed meridian acupressure verified by repeated-measures analysis of variance revealed that interaction existed between the meridian acupressure availability and the measurement point (F=98.183, p<.001). Repeated measures analysis of variance to compare the changes in Bristol stool form scale scores of the experimental and control group performed meridian acupressure revealed that interaction existed between the meridian acupressure availability and the measurement point (F=48.896, p<.001). Conclusion: The results of this study show the meridian acupressure is a useful nursing intervention on constipation in the institutionalized elderly.

• The Journal of Fisheries Business Administration
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• v.46 no.1
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• pp.93-107
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• 2015

This study aims to analyze causalities among Hairtail prices by distribution channel using a vector autoregressive model. This study applies unit-root test for stability of data, uses Granger causality test to know interaction among Hairtail Prices by distribution channel, and employes the vector autoregressive model to estimate statistical impacts among t-2 period variables used in model. Analyzing results of this study are as follows. First, ADF, PP, and KPSS tests show that the change rate of Hairtail price by distribution channel differentiated by logarithm is stable. Second, a Granger causality test presents that the producer price of Hairtail leads the wholesale price and then the wholesale price leads the consumer price. Third, the vector autoregressive model suggests that the change rate of Hairtail producer price of t-2 period variables statistically, significantly impacts change rates of own, wholesale, and consumer prices at current period. Fourth, the impulse response analysis indicates that impulse responses of the structural shocks with a respectively distribution channel of the Hairtail prices are relatively more powerful in own distribution channel than in other distribution channels. Fifth, a forecast error variance decomposition of the Hairtail prices points out that the own price has relatively more powerful influence than other prices.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.11
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• pp.1-10
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• 2021

This paper compares the performance of Fama-French three-factor and five-factor models using a dataset of 20 Pakistani commercial banks for the period 2011 to 2020. We focus on an emerging economy as the findings from earlier studies on developed countries cannot be generalized in emerging markets. For empirical analysis, twelve portfolios were developed based on size, market capitalization, investment strategy, and growth. Subsequently, we constructed five Fama-French factors namely, R_M, SMB, HML, RMW, and CMA. The OLS regression technique with robust standard errors was applied to compare the predictive power of both the Fama-French models. Further, we also compared the mean-variance efficiency of the Fama-French models through the GRS test. Our empirical analysis provides three unique and interesting findings. First, both asset pricing models have similar predictive power to explain the expected portfolio returns in most cases. Second, our results from the GRS test suggest that there is no noticeable difference in the mean-variance efficiency of one asset pricing model over the other. Third, we find that all factors of both Fama-French models are statistically significant and are important for explaining the volatility of expected commercial bank returns in the context of Pakistan.

• Communications for Statistical Applications and Methods
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• v.30 no.2
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• pp.163-178
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• 2023

GARCH-X(1, 1) model specifies that conditional variance follows an AR(1) process and includes a past exogenous variable. This study proposes a new class from that model by allowing a more general (non-linear) variance function to follow an AR(1) process. The functions applied to the variance equation include exponential, Tukey's ladder, and Yeo-Johnson transformations. In the framework of normal and student-t distributions for return errors, the empirical analysis focuses on two stock indices data in developed countries (FTSE100 and SP500) over the daily period from January 2000 to December 2020. This study uses 10-minute realized volatility as the exogenous component. The parameters of considered models are estimated using the adaptive random walk metropolis method in the Monte Carlo Markov chain algorithm and implemented in the Matlab program. The 95% highest posterior density intervals show that the three transformations are significant for the GARCHX(1, 1) model. In general, based on the Akaike information criterion, the GARCH-X(1, 1) model that has return errors with student-t distribution and variance transformed by Tukey's ladder function provides the best data fit. In forecasting value-at-risk with the 95% confidence level, the Christoffersen's independence test suggest that non-linear models is the most suitable for modeling return data, especially model with the Tukey's ladder transformation.

• Tunnel and Underground Space
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• v.32 no.6
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• pp.386-396
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• 2022

To analyze the influence of variables of roadheaders, the linear cutting testing data of pick cutter were collected from the former literatures. The input factors were set up as uniaxial compressive strength, cutting depth, cutting spacing, attack angle, skew angle, and output factors were determined as specific energy, average cutting force, maximum cutting force, average vertical force, and maximum vertical force. After composing a table of the design of experiment (DOE). The contribution level of each factor was calculated by analysis of variance (ANOVA). As a result, the factors having greatest influence on cutting force and specific energy were uniaxial compressive strength and cutting spacing.

• Korean journal of food and cookery science
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• v.19 no.6
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• pp.745-752
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• 2003

The aim of this study was to test the behavioral intent-based model of the foodservice related complaint handling. Accordingly, this study examined the effects of complaint handling on the university students' behaviort based on the word-of-mouth intent and repurchase intent. The findings from this study were as follows. KMO and Bartlett's test statistics showed the data fit factor analysis. The factor loadings, eigenvalues, ％ of variance, and communalities showed that the convergent validity was supported, the average variance extracted estimates and shared variance showed that the discriminant validity is supported, and composite alpha showed that the internal consistency was supported. It was found that some of main effects on the word-of-mouth intent and the repurchase intent were significant. It was found that some of interactional effects of the complaint type, the degree of correction effort, and the satisfaction with the complaint handling were significant. Overall, the results provide some insights into the types of foodservice related complaint handling strategies or the tactics that can be effectively employed by operators who manage complaint handling for customers dining at fast food restaurants.

• International Commerce and Information Review
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• v.12 no.1
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• pp.153-175
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• 2010

This study conducts an analysis to verify an existence of co-movement among the exchange rates of Yuan-Dollar, Yen-Dollar and Won-Dollar by using time series data. An analysis period is divided into two periods. Therefore the first analysis period is from Dec. 17, 1997 to Jul. 21th. 20, 2005 and the second analysis period is from Jul. 25th, 2005 to Nov. 20th. 2009. This paper uses VAR model and daily data of exchange rates during the period. According to the result of an empirical analysis, yuan-dollar exchange rate has affected by th other variables ; yen-dollar exchange rate. It can be proved by result of an impulse response test and variance decomposition test in the second period. Therefore the won-dollar, yen-dollar, and Yen-dollar exchange rate has been influenced each other and the relationship will be maintained.

• Communications for Statistical Applications and Methods
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• v.3 no.3
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• pp.283-290
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• 1996

The simulation study shows that the rank transform test has relatively superior power advantages over the parametric analysis of variance test in many cases for a $2^3$ factorial design, particularly with heavy-tailed distributions of the error terms. However the rank transform test should be cautiously used when all main effects and interactions related to a testing effect are possibly present at the same time.