• 한국컴퓨터정보학회논문지
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• 제24권7호
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• pp.153-160
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• 2019

This study aims to analyze the mutual influences between adolescents' multicultural acceptability and school adjustment. Research problems for research are as follows. First, is multicultural acceptability and school adjustment stable over time? Second, what is the longitudinal impact of school adjustment on multicultural acceptability over time? Third, what is the longitudinal impact of multicultural acceptability on school adjustment over time? The results of analyzing the research problems by applying the autoregressive cross-lagged model are as follows. First, the autoregressive model of school adjustment has a significant effect on the future time point and is stable over time. Second, the autoregressive model of multicultural acceptability have a significant effect on the future time point and is stable over time. Third, cross-lagged effect from school adjustment to multicultural acceptability has a statistically significant effect on the multicultural acceptability at a later time, and is stable over time. Fourth, cross-lagged effect from multicultural acceptability to school adjustment was not statistically significant at the time of multicultural acceptability, and there was no change with time. This study is meaningful to provide the theoretical and practical implications by verifying the influence of the three - year term data over time.

• Journal of the Korean Statistical Society
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• 제22권2호
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• pp.271-282
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• 1993

Unit root test for temporally aggregated first order autoregressive process is considered. The temporal aggregate of fist order autoregression is an autoregressive moving average of order (1,1) with moving average parameter being function of the autoregressive parameter. One-step Gauss-Newton estimators are proposed and are shown to have the same limiting distribution as the ordinary least squares estimator for unit root when complete observations are available. A Monte-Carlo simulation shows that the temporal aggregation have no effect on the size. The power of the suggested test are nearly the same as the powers of the test based on complete observations.

• 부동산연구
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• 제24권1호
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• pp.7-14
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• 2014

본 연구는 2006년 1월부터 2013년 6월까지의 서울시 아파트 개별 실거래가격에 대한 시공간 자료로 시공간자기상관의 문제를 헤도닉가격결정모형에 의한 통상최소자승법(OLS), 시간효과를 고려한 시간자기회귀모형(TAR), 공간효과를 고려한 공간자기회귀모형(SAR)과 시공간자기회귀모형(STAR)을 이용해 아파트 가격 추정결과를 비교분석하였다. 실증분석결과, STAR모형이 기존의 OLS에 비해 수정결정계수가 약 10% 증가하였으며, 추정오차는 약 18% 감소한 것으로 나타나 시공간효과를 고려했을 때 아파트 가격 추정이 기존모형에 비해 정확함을 알 수가 있었다. STAR모형 분석결과, 아파트 매매가격에 전용면적(-), 아파트연수(-), 저층더미(-), 개별난방(-), 도시가스(-), 재건축더미(+), 계단식(+), 단지규모(+)등이 영향을 주는 것으로 나타났으며 다른 분석방법론과도 대부분 같은 부호를 나타냈다. 시공간자기회귀모형을 이용해 부동산 가격을 추정시 정부 당국자는 부동산시장의 동향을 정확히 파악해 정책을 수립 집행해 정책효율을 높을 수 있고 투자자의 입장에서는 객관적인 정보를 바탕으로 합리적 투자를 할 수 있다.

• 아동복지연구
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• 제16권2호
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• pp.109-135
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• 2018

The purpose of this study was to analyze the longitudinal causal relationship between caregiver relations and peer relations of children in out-of-home care. We analyzed the three years(2011-2013) of longitudinal data from the Panel Study on Korean Children in Out-of-Home Care. The autoregressive cross-lagged model (ARCL) was used to measure the longitudinal causal relationship between caregiver relations and peer relations. As a result, first, caregiver relations and peer relations showed stability over time. In other words, the results of the measurement at three time points showed that the caregiver relations and peer relations at the previous time had a significant effect on the caregiver relations and peer relations at the later time point. Second, the previous caregiver relations had a significant effect on the subsequent peer relations over time. Third, the previous peer relations had a significant effect on the subsequent caregiver relations over time. This study confirmed the interrelationships of caregiver relations and peer relations of children in care by examining the longitudinal data using the longitudinal analysis method.

• 한국경영과학회지
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• 제34권4호
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• pp.91-112
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• 2009

The bullwhip effect means the phenomenon of increasing demand variation as moving UP to the upstream in the supply chain. Therefore, it is recognized that the bullwhip effect is problematic for effective supply chain operations. In this paper, we exactly quantifies the bullwhip effect for the case of stochastic lead time and seasonal demand in two-echelon supply chain where retailer employs a base-stock policy considering SARMA demand processes and stochastic lead time. We also investigate the behavior of the proposed measurement for the bullwhip effect with autoregressive and moving average coefficient, stochastic lead time, and seasonal factor.

• The Journal of Asian Finance, Economics and Business
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• 제8권5호
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• pp.533-542
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• 2021

The main objective of this article is to investigate the existence of the lunar effect during the full moon period (FM period) and the new moon period (NM period) on the selected Islamic stock market returns and volatilities. For this purpose, the Ordinary Least Squares model, Autoregressive Conditional Heteroscedasticity model, Generalised Autoregressive Conditional Heteroscedasticity model and Generalised Autoregressive Conditional Heteroscedasticity-in-Mean model are employed using the mean daily returns data between January 2010 and December 2019. Next, the log-likelihood, Akaike Information Criterion and Schwarz Information Criterion value are analyzed to determine the best models for explaining the returns and volatility of returns. The empirical results have deduced that, during the NM period, excluding Malaysia, the total mean daily returns for all of the selected countries have increased mean daily returns in contrast to the mean daily returns during the FM period. The volatility shocks are intense and conditional volatility is persistent in all countries. Subsequently, the volatility behavior tends to have lower volatility during the FM period and NM period in the Islamic stock market, except Malaysia. This article also concluded that the ARCH (1) model is the preferred model for stock returns whereas GARCH-M (1, 1) is preferred for the volatility of returns.

• 한국콘텐츠학회논문지
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• 제22권9호
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• pp.473-484
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• 2022

본 연구는 노년기 주관적 건강상태와 우울 간의 종단적 상호인과관계를 밝히는 데 있다. 이를 위해 전국단위의 조사자료인 고령화연구패널조사 제5차연도 자료부터, 제6차연도, 제7차연도 자료까지 추적 조사에 모두 응답한 65세 이상 3,363명을 대상으로 자기회귀교차지연모형을 검증하였다. 주요 분석결과는 다음과 같다. 첫째, 이전 시점의 주관적 건강상태는 이후 시점의 주관적 건강상태에 정(+)적으로 유의한 영향을 미쳤다. 둘째, 이전 시점의 우울은 이후 시점의 우울에 정(+)적으로 유의한 영향을 미치는 것으로 나타났다. 셋째, 조사대상 기간 동안 이전 시점의 주관적 건강상태는 이후 시점의 우울에 부(-)적으로 유의한 영향을 미치는 것으로 나타났으나, 그러나 이전 시점의 우울은 이후 시점의 주관적 건강상태에 유의미한 영향을 미치지 않았다. 연구결과에 기초해 노년기 초기 기초체력 증진을 위한 체계적인 정책의 필요성과 건강증진 프로그램의 확대 시행 및 통합적 우울 관리 프로그램 시행이 필요함을 제안하였다.

• 직업교육연구
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• 제35권4호
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• pp.89-107
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• 2016

본 연구는 서울지역 중 고등학생의 자기주도학습능력과 진로성숙도 간 종단관계를 살펴보기 위해 서울교육종단연구 데이터를 활용하여 자기회귀교차지연 모형검증을 실시하였다. 분석 결과를 종합하면 다음과 같다. 첫째, 자기주도학습능력 변인의 경우, 1차년도에서 6차년도에 이르는 시간경로에 따라 통계적으로 유의미한 정적 영향을 미치는 것으로 나타났다. 둘째, 진로성숙도 변인 역시 1차년도에서 6차년도에 이르는 시간경로에 따라 통계적으로 유의미한 정적 영향을 미치는 것으로 나타났다. 셋째, 자기주도학습능력이 진로성숙도에 미치는 영향은 시간 흐름에 따라 통계적으로 유의미한 정적 영향관계를 보인 반면, 진로성숙도가 자기주도학습능력에 미치는 영향은 통계적으로 유의미한 결과를 보이지 않았다. 연구 결과를 바탕으로 중학교에서의 자기주도학습 강화 프로그램 정착, 입시제도가 아닌 진로발달단계를 고려한 진로지도 및 진로교육, 중 고등학교에의 진로진학상담교사 추가 배치 등을 제안하였다.

• 농촌계획
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• 제10권3호
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• pp.53-58
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• 2004

In this study the effect caused by limited storage lift of agricultural products for determining shipping amount can be analyzed by $l^{st}$ order autoregressive model based on cobweb theorem. Carrying capacity and auction price of upland-grown cabbage and garlic from 2000 to 2003 in wholesale markets were used for analysis. In result regression models of cabbage can not be used in verification periods although those of garlic approximately predicted shipping amounts in verification periods. It can be inferred that it is hard to control shipping amounts depending on price fluctuation for agricultural products which have limited storage life so cultivated areas and meteorological risk should be managed for stable price.

• 대한전기학회논문지
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• 제45권4호
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• pp.511-516
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• 1996

In this paper, weekly maximum power demand forecasting method in consideration of temperature estimation using a time series model was presented. The method removing weekly, seasonal variations on the load and irregularities variation due to unknown factor was presented. The forecasting model that represent the relations between load and temperature which get a numeral expected temperature based on the past 30 years(1961~1990) temperature was constructed. Effect of holiday was removed by using a weekday change ratio, and irregularities variation was removed by using an autoregressive model. The results of load forecasting show the ability of the method in forecasting with good accuracy without suffering from the effect of seasons and holidays. Percentage error load forecasting of all seasons except summer was obtained below 2 percentage. (author). refs., figs., tabs.