• Korea journal of population studies
• /
• v.34 no.2
• /
• pp.135-162
• /
• 2011

Given the 4 contexts-parents, friends, teachers and community- of adolescents, this research verified the casual relationships between each contextual support and the suicidal impulse, and the gender difference. The 4-year longitudinal data(KYPS) collected from 3,697 adolescents were used in this study. Using the Autoregressive Cross-Lagged Model, the suicidal impulse was consistently present from the 3rd grade in middle school to the 3rd grade in high school with significant stability. Gender differences were founded in the effect of parental support among the 3rd grade in middle school. Also the negative effect of friends' support on the suicidal impulse among the first grade high school students. The effects were more stronger for girls than boys. Previous supports by teachers and community had no significant effects on later suicidal impulses. These results suggest that the study of suicidal impulse needs to examine the complex support system of multiple context layers.

• Asia-Pacific Journal of Business
• /
• v.15 no.2
• /
• pp.207-222
• /
• 2024

Purpose - This study investigates whether the lagged price difference ratio between preferred and common stocks is related to the return and closing price of the preferred stock using three panel models. Design/methodology/approach - As a first step, we use a two-way fixed effect panel model with stationary preferred stock returns as a dependent variable. For robustness, we then apply the autoregressive distributed lag model (ARDL) and error correction model (ECM) with nonstationary closing prices of the preferred stocks as a dependent variable and compare the results of each model. The ARDL and ECM models provide an advantage of estimating a long-run equilibrium equation together if a long-run relationship exists between the two time-series variables compared to the fixed effect model. Findings - Our sample consists of 107 preferred stocks with at least four years of daily observations as of the end of December 2023. The coefficients of the error correction terms in the ARDL and ECM models are highly statistically significant, approximately -0.08. This indicates that the disequilibrium between the closing prices of common and preferred stocks adjusts by about 8% per day toward equilibrium. In all three models, the price difference ratio on day t-1 was statistically significant in explaining the preferred stock returns or closing prices on day t, implying that trading based on the previous day's price difference ratio is effective for one day. Research implications or Originality - Furthermore, the returns on preferred stocks are higher for firms with a lower proportion of foreign investors or a lower foreign market capitalization of preferred stocks. This suggests that foreign investors with informational advantages do not actively engage in profit-taking by trading preferred stocks, thus not narrowing the price difference. In summary, the recent surge in preferred stock prices is likely driven mainly by the irrational behavior of retail investors.

• Water for future
• /
• v.15 no.3
• /
• pp.23-36
• /
• 1982

The stochastic variations and structures of time series data on water quality were examined by employing the techniques of autocorrelation function, variance spectrum, Fourier series, autoregressive model and ARIMA model. These time series included hourly and daily observation on DO, turbidity, conductivity pH and water temperature. The measurement was made by automatic recording instrument at Noryangjin and Dook-do located in the downstream part of Han River during 1975 and 1976. Hourly water quality time series varied with the dominant 24-hour periodicity, and the 12-hour periodicity was also observed. An important factor affecting 24-hour periodic variation of DO is believed to be photosynthesis by algae. These phenomena might be attributable to periodic discharges of municipal sewage. Noryangjin site showed the more distinct 12-hour periodicity than Dook-do site did, and tidal effect might be responsible for the difference. The water quality, as measured by DO and turbidity, was better in the afternoon compared with the quality in the morning. This change can be explained by the periodic variation of DO, temperature and the amount of municipal wewage discharge. It was also observed that the water temperature at Noryangjin was higher than the temperature at Dook-do. This difference might have been caused by the pollutants that were added to the section between two sites. The correlation coefficients between some of the variables were fairly high. For example, the coefficient was -0.88 between DO and water temperature, 0.75 between turbidity and river flow, and 0.957 between water temperature and air temperature. The lag time of heat transfer from the air to the water was estimated as 24 days. The first order auto-regressive model was appropriate for explaning standardized hourly DO time series. The ARIMA model of (1, 0, 0) type provided relatively satisfactory results for daily DO time series after the removal of significant harmonic value.

• Journal of Preventive Medicine and Public Health
• /
• v.51 no.3
• /
• pp.140-147
• /
• 2018

Objectives: Environmental pollution is a negative consequence of the development process, and many countries are grappling with this phenomenon. As a developing country, Iran is not exempt from this rule, and Iran pays huge expenditures for the consequences of pollution. The aim of this study was to analyze the long- and short-run impact of air pollution, along with other health indicators, on private and public health expenditures. Methods: This study was an applied and developmental study. Autoregressive distributed lag estimating models were used for the period of 1972 to 2014. In order to determine the co-integration between health expenditures and the infant mortality rate, fertility rate, per capita income, and pollution, we used the Wald test in Microfit version 4.1. We then used Eviews version 8 to evaluate the stationarity of the variables and to estimate the long- and short-run relationships. Results: Long-run air pollution had a positive and significant effect on health expenditures, so that a 1.00% increase in the index of carbon dioxide led to an increase of 3.32% and 1.16% in public and private health expenditures, respectively. Air pollution also had a greater impact on health expenditures in the long term than in the short term. Conclusions: The findings of this study indicate that among the factors affecting health expenditures, environmental quality and contaminants played the most important role. Therefore, in order to reduce the financial burden of health expenditures in Iran, it is essential to reduce air pollution by enacting and implementing laws that protect the environment.

• Journal of Biomedical Engineering Research
• /
• v.16 no.1
• /
• pp.95-100
• /
• 1995

In this study, we have evaluated the effect of amplitude and frequency perturbation of EGG signal for single vowels associated with laryngeal pathology. The normal EGG signal was properly characterized by an autoregressive model which has an optimal order of ninth using the parametric method. This can be analyzed by determining the transfer function. Perturbations in the fundamental pitch and in the peak amplitude of EGG signal measured with a four-electrode system using the modulation/demodulation techniques were investigated for the purpose of developing a decision criteria for the laryngeal function analysis. The abnormal EGG signal has nonperiodic and unstable characteristics. It can be discriminated by the calculation of opening and closing time of glottis using the EGG signal. In case of normal and abnormal subjects, m$\pm$0.5*sd was discriminating line for frequency perturbation and m$\pm$2*sd for normal amplitude perturbations, respectively. Also, The normal and abnormal cases of the subjects can be discriminated effectively using the pattern of attractor derived with Hilbert transform of EGG signal.

• The Korean Journal of Applied Statistics
• /
• v.21 no.5
• /
• pp.855-866
• /
• 2008

Recently many small area estimation methods using the lattice data analysis have been studied and known that they have good performances. In the case of using the lattice data which is mainly used for small area estimation, the choice of better neighborhood information system is very important for the efficiency of the data analysis. Recently Lee and Shin (2008) compared and analyzed some neighborhood information systems based on GIS methods. In this paper, we evaluate the effect of various neighborhood information systems which were suggested by Lee and Shin (2008). For comparison of the estimators, MSE, Coverage, Calibration, Regression methods are used. The number of unemployment in Economic Active Population Survey(2001) is used for the comparison.

• The Journal of Asian Finance, Economics and Business
• /
• v.7 no.11
• /
• pp.137-145
• /
• 2020

The aim of this study is to find out the time-series nexus of public debt and economic growth in Malaysia. For an upper-middle income country, Malaysia had experienced over 50% ratio of debt to GDP since 2009 until now. The question arises is whether this trend is healthy to the economy. With a focus into the debt-to-GDP ratio from 1970-2015, this study investigates the short-run and long-run relationship between public debt and economic growth in Malaysia. This study used secondary data by collecting time-series data (1970-2015) from the World Bank Data and Bank Negara Malaysia. Autoregressive Distributed Lag (ARDL) model is applied in this study to examine the relationship between debt and economic growth. Based on ARDL framework, it shows that there is a long-run effect between the debt and economic growth in Malaysia. While the significance value of Error Correction Term shows that there is a long-run adjustment in the short run. Generally, this study found government expenditures, in the long run, strongly influence the GDP per capita. Through the findings, the government expenditures could increase the GDP per capita. The study also reveals that any increment of the debt ratio will result in reduction of the GDP per capita.

• Journal of the Korea Society of Computer and Information
• /
• v.27 no.9
• /
• pp.243-251
• /
• 2022

In this paper, we propose a phenomenon that analyze the impact of market sentiment on China's real estate market through the perspective of behavioral economics. Previously, real estate market analyzation basically focus on some fundamental principles which include market price, monetary policies and income, etc. However, little research has explored market sentiment and its influence. By using principal components analysis (PCA), this study first creates buyer's sentiment and seller's sentiment to measure the heat of China's real estate market. Different from using traditional estimation method, the vector autoregressive model (VAR) is used to analyze how both sentiments affect real estate return. The overall results show that from unit root test and impulse response analyzation, the impact of seller's sentiment is positive to real estate market while buyer's sentiment is negative. At the same time, the higher seller's sentiment will have different influence on the housing market compared with the higher buyer's sentiment.

• (The) Korean Journal of Educational Psychology
• /
• v.32 no.1
• /
• pp.99-130
• /
• 2018

The purpose of this study was to examine the longitudinal relationship between resilience and social support of school violence exposure types including school bullying, victimization, and dual experience. The study used data obtained from the third year (2012) of the Seoul Education Longitudinal Study of 1,137 elementary school students in grade 6 who reported experiencing school violence. The results of the autoregressive cross-lagged model are as follows. First, as a result of measuring the self-regression coefficients of resilience and social support of the youth exposed to school violence at 3 time points (2012, 2014, and 2016), it was found for all types of violence that resilience and social support at the previous time point showed a signigicant positive effect on the same variable at the next time point. Second, in the case of the cross-lagged effects of resilience and social support, the effect of previous social support on resilience at the next time point was statistically significant for the victimization group, but not for the bullying or dual experience groups. Third, considering the opposite path from resilience to social support, resilience at the previous time point had a significant influence on the social support at the next time point for both the bullying and victimization groups. This result is new and can be complementary to the cross-sectional studies so far using a longitudinal view. The results of this study suggest that the bullying and victimized students who are relatively more resilient are less likely to perceive social support than those who are not resilient. Finally, we discuss the longitudinal relationship between resilience and social support, the limitations of this study, and implications for future research.

• Korean Business Review
• /
• v.12
• /
• pp.119-138
• /
• 1999

In this study, we empirically investigate the relations between trading volumes and our proxies for information flows and differences of opnion. Econometric methods to analyze the relations in the equity and KOSPI 200 futures markets include Generalized Method of Moment(GMM) and Generalized Autoregressive Conditional Heteroscedasticity(GARCH) models. Major findings from our empirical analyses are summarized as follows; (i) Trading volume in both the equity and KOSPI 200 futures markets varies positively with proxies for information flows. We find that trading volumes in both markets are closely related to firm-specific information rather than market-wide information. (ii) Trading volumes in the equity and KOSPI 200 futures market have positive relations with our proxies for differences of opinion. (iii) Day-of-the-week effect is clear in both markets. Trading volumes in both the equity and KOSPI 200 futures markets tend to be relatively low early and late in the week. (IV) Futures contract life-cycle effect is clear. In other words, futures trading volume increses in the period around contract expiration. (V) In addition, ARCH effect on trading volumes is reported significant enough to take into account. The disturbance of trading volumes in both markets seem to be conditional heteroscedastic.