• Title/Summary/Keyword: Autoregressive Effect

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Longitudinal Relationship between Overuse/Addictive Use of Mobile Phones and Depression in Adolescents: Adapting the Autoregressive Cross-Lagged Model and Multiple Group Analysis across Gender (자기회귀교차지연모형을 이용한 청소년의 휴대폰 과다사용 및 중독적 사용과 우울의 종단적 관계 검증: 성별 간 다집단 분석)

  • Jun, Sangmin
    • Human Ecology Research
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    • v.52 no.3
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    • pp.301-312
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    • 2014
  • The purpose of this study was to examine whether a temporal relationship would develop between the overuse/addictive use of mobile phones and depression in adolescents. For this study, we used the 4-year longitudinal data (2004-2007, Study 1, which measured the overuse of mobile phones and depression) and the 2-year longitudinal data (2010-2011, Study 2, which measured the addictive use of mobile phones and depression) of the Korea Youth Panel study. In addition, the study explored gender differences with respect to the above mentioned relationship. Autoregressive cross-lagged modeling was carried out, along with a multiple group analysis across genders. The findings showed that the overuse/addictive use of mobile phones and depression in adolescents had a significant effect on the future selves of these adolescents over time. Moreover, the overuse/addictive use of mobile phones had a significant influence on subsequent depression, rather than vice versa. This means that as the overuse/addictive use of mobile phones by adolescents increases, their depression intensifies later on; however, as depression among adolescents intensifies, the overuse/addictive use of mobile phones by adolescents' does not increase. Further, the study showed there were significant gender differences in the longitudinal relationship between the overuse/addictive use of mobile phones and depression. Study 1 shows that, prior to the release of smartphones, the overuse of mobile phones had a definite effect on the depression of only males. However, Study 2 shows that, after the release of smartphones, the effect of the addictive use of mobile phones on depression in females was greater than that in males.

A Longitudinal Study on Adolescent's Community Consciousness and Life Satisfaction using Autoregressive Cross-lagged Model

  • Kim, Hyun-Joo;Park, Hyun-Sun;Park, Hwie-Seo
    • Journal of the Korea Society of Computer and Information
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    • v.24 no.6
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    • pp.175-182
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    • 2019
  • This study aims to identify causal variables by examining the mutual influences of community consciousness and life satisfaction. We used some data of KCYPS. A longitudinal study of 1952 adolescents selected as a sample was conducted using the Aautoregressive crossover delay model. The results of this study are as follows: First, it showed that life satisfaction is consistently affecting the later life satisfaction with the passage of time. Second, community consciousness showed that the previous community consciousness has a constant influence on the subsequent community consciousness as time passes. Third, the effect of previous life satisfaction on community consciousness was significant. Therefore, the cross-delay effect of life satisfaction on community awareness was stable with time. In other words, life satisfaction level was a causal variable that takes precedence over community consciousness, and the higher the life satisfaction of the previous time, the higher the level of community consciousness in the future. Fourth, the cross-delay effect of community consciousness on life satisfaction was not significant because community consciousness at previous time had no meaningful effect on life satisfaction at later time, so consciousness of community at previous time affects life satisfaction. This study provided some implications basing on this results.

The Reciprocal Relationship Between Young Children's Vocabulary Ability and Physical Aggression: A Longitudinal Study Using Autoregressive Cross-lagged Modeling (유아기의 어휘력과 신체적 공격성 간의 상호 영향: 자기회귀교차지연모형을 활용한 종단연구)

  • Han, Sae-Young;Joo, Ji-Yeong
    • Korean Journal of Childcare and Education
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    • v.15 no.5
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    • pp.23-45
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    • 2019
  • Objective: The purpose of this study is to identify the longitudinal reciprocal relationship between young children's vocabulary ability and physical aggression in young children. Methods: Two waves of panel data(2013/2015) from the Panel Study of Korean Children were analyzed in this study by using an adapted version of Autoregressive cross-lagged modeling. A total of 306 five-year-old and seven-year-old preschoolers, and their mothers participated in the study. Autoregressive cross-lagged modeling for multiple groups was conducted by using AMOS 24.0. Results: First, vocabulary ability and physical aggression showed stability over time. Second, young children's vocabulary ability(t) had a statistically significant effect on physical aggression(t+1). Conclusion/Implications: This study confirmed the interrelationships of young children's vocabulary ability and physical aggression by examining longitudinal data using the longitudinal analysis method. This study highlights the importance of developing interventions to support language development with aggressive children. The results of the present study can be used as a source in developing policies for aggressive children and their parents.

Filtered Coupling Measures for Variable Selection in Sparse Vector Autoregressive Modeling (필터링된 잔차를 이용한 희박벡터자기회귀모형에서의 변수 선택 측도)

  • Lee, Seungkyu;Baek, Changryong
    • The Korean Journal of Applied Statistics
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    • v.28 no.5
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    • pp.871-883
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    • 2015
  • Vector autoregressive (VAR) models in high dimension suffer from noisy estimates, unstable predictions and hard interpretation. Consequently, the sparse vector autoregressive (sVAR) model, which forces many small coefficients in VAR to exactly zero, has been suggested and proven effective for the modeling of high dimensional time series data. This paper studies coupling measures to select non-zero coefficients in sVAR. The basic idea based on the simulation study reveals that removing the effect of other variables greatly improves the performance of coupling measures. sVAR model coefficients are asymmetric; therefore, asymmetric coupling measures such as Granger causality improve computational costs. We propose two asymmetric coupling measures, filtered-cross-correlation and filtered-Granger-causality, based on the filtered residuals series. Our proposed coupling measures are proven adequate for heavy-tailed and high order sVAR models in the simulation study.

Analysis of Determinants of Farmland Price Using Spatio-temporal Autoregressive Model (시공간자기회귀모형을 이용한 농지가격 결정요인 분석)

  • Lee Kyeongok;Yi, Hyangmi;Kim, Yunsik;Kim Taeyoung
    • Journal of Korean Society of Rural Planning
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    • v.30 no.2
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    • pp.1-11
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    • 2024
  • Farmland transaction prices are affected by various factors such as politics, society, and the economy. The purpose of this study is to identify multiple factors that affect the farmland transaction price due to changes in the actual transaction price of farmland by farmland unit from 2016 to 2020. There are several previous studies analyzed the determinants of farmland transaction prices by considering spatial dependency. However, in the case of land transactions where the time and space of the transaction affect simultaneously, if only spatial dependence is considered, there is a limitation in that it cannot reflect spatial dependence that occurs over time. In order to solve these limitations, To address these limitations, this study builds a spatio-temporal autoregressive model that simultaneously considers spatial and temporal dependencies using farmland transactions in Jinju City as an example. As a result of the analysis, it was confirmed that there was significant spatio-temporal dependence in farmland transactions within the previous 30 days. This means that if the previous farmland transaction was carried out at a high price, it has a spatio-temporal spillover effect that indirectly affects the increase in the price of other nearby farmland transactions. The study also found that various location attributes and socioeconomic attributes have a significant impact on farmland transaction prices. The spatio-temporal autoregressive model of farmland prices constructed in this study can be used to improve the prediction accuracy of farmland prices in the farmland transaction market in the future, and it is expected to be useful in drawing policy implications for stabilizing farmland prices

The role of Patent on Foreign Direct Investment: Evidence in Vietnam

  • PHAM, Nga Thi;PHAM, Huong Thi Thu
    • Journal of Distribution Science
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    • v.18 no.6
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    • pp.77-82
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    • 2020
  • Purpose: In the period of international integration, how is the implementation of intellectual property regulation in developing countries? Do intellectual property rights help attract more Foreign direct investment (FDI)? This study aims to show the effect of intellectual property rights, reflect in the number of patent registered (Patent distribution into two components: Patent_residents and Patent_non-residents) on FDI attraction in Vietnam. Research design, data and methodology: Using Autoregressive distributed lag (ARDL) model for the data collected from 1990 to 2018 with EViews version 9 software. Conclusions: The results indicate that the number of patent protection has a positive effect on FDI in both short term and long term. In particular, only patent registration of foreign individuals and organizations has a significant positive effect on attracting FDI, while that of Vietnamese patents is not statistically significant. From the results of this study, we provide some recommendations to help attract FDI based on raising awareness of intellectual property rights: Increase international cooperation for innovation to learn and encourage patent; Improve the capac ity of inventing as well as the ability to register patents of Vietnamese people; Government agencies are tasked to support a nd review registration procedures; Encouraging patent registration based on the patent.

The Determinants of Foreign Exchange Reserves: Evidence from Indonesia

  • ANDRIYANI, Kurnia;MARWA, Taufiq;ADNAN, Nazeli;MUIZZUDDIN, Muizzuddin
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.11
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    • pp.629-636
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    • 2020
  • This study aims to identify and analyze the factors that affect foreign exchange reserves in Indonesia. We consider the variables of external debt, exchange rate, inflation, and exports as explanatory factors referring to previous studies. We apply the Autoregressive Distributed Lag approach to time-series data retrieved from the Central Bank of Indonesia (BI), the Central Bureau of Statistics (BPS), and International Monetary Funds (IMF) from January 2016 to December 2018. Our results show that foreign debt, exchange rates, inflation, and exports significantly affect the simultaneous fluctuation of foreign exchange reserves in Indonesia. Partially, foreign debt has a significant and positive effect on foreign exchange reserves. The exchange rate has a significant and negative effect on foreign exchange reserves in Indonesia. However, our findings explain that inflation does not significantly affect foreign exchange reserves in Indonesia, and exports have a significant and positive effect on foreign exchange reserves. This study is expected to be useful to policymakers in managing foreign exchange reserves, so the economy of Indonesia can grow sustainably. One of the exciting things in this study lies in the model that uses the Autoregressive Distributed Log, which can explain long-term relationships through adjusted coefficient and cointegration tests.

Environmental Damage Theory Applicable to Kenya

  • ONYANGO, James;KIANO, Elvis;SAINA, Ernest
    • Asian Journal of Business Environment
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    • v.11 no.1
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    • pp.39-50
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    • 2021
  • Purpose: This study seeks to establish the environmental damage theory applicable to Kenya. The analysis is based on annual data drawn from World Bank on carbon dioxide emissions (CO2e) and gross domestic product per capita (GDPPC) for Kenya spanning 1963 to 2017. Research Methodology: The study adopts explanatory research design and autoregressive distributed lag model for analysis. Results: The results revealed a coefficient of -0.017 for GDPPC and 0.004 for GDPPC squared indicating that economic growth has negative effect on CO2e in the initial stages of growth but positive effect in the high growth regime with the marginal effect being higher in the initial growth regime. The findings suggest a U-shaped relationship consistent with Brundtland Curve Hypothesis (BCH). Conclusions: The findings emphasize the need for sustainable development path that enables present generations to meet own needs without compromising the capacity of future generations to meet their own. Sustainable development may include, investment in renewable energies like wind, solar and adoption of energy efficient technologies in production and manufacturing. The study concludes that BCH is applicable to Kenya and that developing affordable and effective mechanisms to boost sustainable development implementation is necessary to decrease the anthropogenic impact in the environment without any attendant reduction in the economic growth.

The Longitudinal Effect between Disability Acceptance and Job Satisfaction of Wage Working Disabled Persons: Adapting the Autoregressive Cross-Lagged Model and Multigroup Analysis

  • Lee, Hyoung-Ha
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.9
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    • pp.177-190
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    • 2022
  • In this study, using data from the second wave of Panel Survey of Employment for The Disabled[PESD] (2016) to the sixth year (2021), the longitudinal changes between disability acceptance and job satisfaction of adult wage workers aged 20 or older with disabilities and the correlation An autoregressive cross-lagged model was applied to analyze the causal relationship. As a result of the analysis, first, the disability acceptance and job satisfaction at the previous time point of the disabled workers were stably significant to the disability acceptance(𝛽=.556~.610) and job satisfaction(𝛽=.554~.585) at the later time point. Second, disability acceptance at the previous point in time for wage workers with disabilities crosses the job satisfaction at the later time point(𝛽=.077~.090), and the job satisfaction at the previous point crosses the disability acceptance at the later time point(𝛽=.087~.092). Third, as a result of model fit analysis according to the gender group of wage workers with disabilities, the difference in the autoregressive effect between disability acceptance and job satisfaction and the cross-lagged effect between disability acceptance and job satisfaction according to the passage of time was not significant.

A Study on the Longitudinal Relation Between Early Adolescents' Mobile Phone Dependency and Self-Regulated Learning Using an Autoregressive Cross-Lagged Modeling: Multigroup Analysis Across Gender (초기청소년의 휴대전화의존도와 자기조절학습 간 자기회귀교차지연 효과 검증: 성별 간 다집단 분석)

  • Hong, Yea-Ji;Yi, Soon-Hyung
    • Korean Journal of Child Studies
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    • v.37 no.4
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    • pp.17-29
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    • 2016
  • Objective: The purpose of this study was to examine the bidirectional relation between mobile phone dependency (MPD) and self-regulated learning (SRL) of early Korean adolescents in $4^{th}$, $6^{th}$ and $8^{th}$ grade, while taking into account gender differences. Methods: The study made use of panel data from the Korean Children and Youth Panel Study (KCYPS), and three waves of data collected from 2,264 adolescents were analyzed by means of autoregressive cross-lagged modeling. Results: The results can be summarized as follows. Firstly, MPD and SRL were consistently stable for adolescents in $4^{th}$, $6^{th}$ to $8^{th}$ grades. Secondly, a bidirectional relations between MPD and SRL were confirmed. In other words, there was a significant influence of a high level of MPD on a subsequent low level of SRL, and the high level of SRL also had a significant effect on the lower level of MPD across time. According to multi-group analysis, no gender differences were found in the relations between two constructs during the studied period. Conclusion: Findings highlighted not only the necessary media usage education but also parenting intervention strategies may help early adolescents to be prevented from negative effects of media usage and to enhance self-regulated learning ability. Based on the results, more implications were also discussed.