• Title/Summary/Keyword: Time Lag Regression

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Kinetic Biodegradation of Polycyclic Aromatic Hydrocarbons for Five Different Soils under Aerobic Conditions in Soil Slurry Reactors

  • Ha, Jeong Hyub;Choi, Suk Soon
    • Applied Chemistry for Engineering
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    • v.32 no.5
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    • pp.581-588
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    • 2021
  • In this study, soil slurry bioreactors were used to treat soils containing 16 polycyclic aromatic hydrocarbons (PAHs) for 35 days. Five different soil samples were taken from manufactured gas plant (MGP) and coal tar disposal sites. Soil properties, such as carbon content and particle distribution, were measured. These properties were significantly correlated with percent biodegradation and degradation rate. The cumulative amount of PAH degraded (P), degradation rate (Km), and lag phase (𝜆) constants of PAHs in different MGP soils for 16 PAHs were successfully obtained from nonlinear regression analysis using the Gompertz equation, but only those of naphthalene, anthracene, acenaphthene, fluoranthene, chrysene, benzo[k]fluoranthene, benzo(a)pyrene, and benzo(g,h,i)perylene are presented in this study. A comparison between total non-carcinogenic and carcinogenic PAHs indicated higher maximum amounts of PAH degraded in the former than that in the latter owing to lower partition coefficients and higher water solubilities (S). The degradation rates of total non-carcinogenic compounds for all soils were more than four times higher than those of total carcinogenic compounds. Carcinogenic PAHs have the highest partitioning coefficients (Koc), resulting in lower bioavailability as the molecular weight (MW) increases. Good linear relationships of Km, 𝜆, and P with the octanol-water partitioning coefficient (Kow), MW, and S were used to estimate PAH remaining, lag time, and biodegradation rate for other PAHs.

Analysis on the Adequate Level of R&D Investment in Small and Medium-sized Enterprises Using Threshold Regression (문턱회귀모형(threshold regression)을 활용한 중소기업의 적정 R&D 투자수준 분석)

  • Jung, Euy-Young;Baek, Chulwoo
    • Journal of Technology Innovation
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    • v.23 no.1
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    • pp.87-105
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    • 2015
  • This research confirms a non-linear relationship between R&D investment and performance of small and medium-sized enterprises and measures the adequate level as threshold value. Although previous studies did not consider the time lag and estimated indirectly the level using the R&D investment squared term, this study assumes 2 years time lag and uses the threshold estimation model to measure directly. We find that there is the S-curve relationship between the profit rate as R&D output and R&D intensity and the ratio of researchers to employees as R&D input. Also, we estimate the adequate levels of R&D investment, 6.4% for R&D intensity and 13% for the ratio of researchers to employees. This relationship and measurement of the level can offer basic facts and implications about R&D policy and strategy.

Economic Impact of Information Technology : Empirical Relationship between Informatization level and Productivity (정보기술의 경제적 효과 : 정보화수준과 생산성의 실증적 관계)

  • 조세형;정용균
    • Journal of Information Technology Application
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    • v.3 no.2
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    • pp.25-48
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    • 2001
  • This Study intends to Investigate the economic impact of information technology investment. Six countries in OECD are selected and analyzed to understand the empirical relationship between informatization level and productivity Correlation test and regression analysis are executed, using macro data concerning informatization index, total factor productivity and real output per worker hour The impact of informatization level on productivity is characterized by the time lag effect which is used to explain the productivity paradox in precedent studies. Empirical analysis shows that the higher informatization level and information intensity, the lower time lag effect. The result indicates that IT investment has characteristic as sunk cost and the economic impact is appeared after a certain period of time.

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Analysis on the Relationship between R&D Inputs and Performance by using Panel Data : Focus on Defense Industry (패널 데이터를 이용한 방위산업의 R&D 투입과 성과 관계 분석)

  • Lee, Kang-Taek;Kim, Geun-Hyung;Lee, Seung-Hyun;Lee, Ik-Do
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.19 no.12
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    • pp.491-497
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    • 2018
  • This study analyzes the relationship between R&D input and performance using panel data from the defense industry. A research model is established based on the R&D logic model, and the study sample consists of a strongly balanced panel data (n=351) empirically analyzed using panel linear regression. Results identified that defense improvement expenditure has a positive influence on the R&D input, and R&D input positively affected patents using a 5-year time lag. In addition, R&D input positively impacts economic performance, including sales and profit. Hence, the major finding includes R&D inputs have statistically significant effects on economic outcome and the R&D logic model featuring a time-lag.

The Impact of High Apparent Temperature on the Increase of Summertime Disease-related Mortality in Seoul: 1991-2000 (높은 체감온도가 서울의 여름철 질병 사망자 증가에 미치는 영향, 1991-2000)

  • Choi, Gwang-Yong;Choi, Jong-Nam;Kwon, Ho-Jang
    • Journal of Preventive Medicine and Public Health
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    • v.38 no.3
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    • pp.283-290
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    • 2005
  • Objectives : The aim of this paper was to examine the relationship between the summertime (June to August) heat index, which quantifies the bioclimatic apparent temperature in sultry weather, and the daily disease-related mortality in Seoul for the period from 1991 to 2000. Methods : The daily maximum (or minimum) summertime heat indices, which show synergetic apparent temperatures, were calculated from the six hourly temperatures and real time humidity data for Seoul from 1991 to 2000. The disease-related daily mortality was extracted with respect to types of disease, age and sex, etc. and compared with the time series of the daily heat indices. Results : The summertime mortality in 1994 exceeded the normal by 626 persons. Specifically, blood circulation-related and cancer-related mortalities increased in 1994 by 29.7% (224 persons) and 15.4% (107 persons), respectively, compared with those in 1993. Elderly persons, those above 65 years, were shown to be highly susceptible to strong heat waves, whereas the other age and sex-based groups showed no significant difference in mortality. In particular, a heat wave episode on the 22nd of July 2004 ($>45^{\circ}C$ daily heat index) resulted in double the normal number of mortalities after a lag time of 3 days. Specifically, blood circulation-related mortalities, such as cerebral infraction, were predominant causes. Overall, a critical mortality threshold was reached when the heat index exceeded approximately $37^{\circ}C$, which corresponds to human body temperature. A linear regression model based on the heat indices above $37^{\circ}C$, with a 3 day lag time, accounted for 63% of the abnormally increased mortality (${\geq}+2$ standard deviations). Conclusions : This study revealed that elderly persons, those over 65 years old, are more vulnerable to mortality due to abnormal heat waves in Seoul, Korea. When the daily maximum heat index exceeds approximately $37^{\circ}C$, blood circulation-related mortality significantly increases. A linear regression model, with respect to lag-time, showed that the heat index based on a human model is a more dependable indicator for the prediction of hot weather-related mortality than the ambient air temperature.

Price Discovery in the Korean Treasury Bond Futures Market (한국국채선물시장에서의 가격발견기능에 관한 연구)

  • Seo, Sang-Gu
    • Management & Information Systems Review
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    • v.30 no.2
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    • pp.257-275
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    • 2011
  • The price relationship between the futures market and the underlying spot market has attracted the attention of academics, practitioners, and regulators due to their roles during periods of turbulence in financial markets. The purpose of this paper is to investigate the dynamic of price relationship(or lead-lag relationship) between Korean Treasury Bond futures market and spot market. To examine the nature of the price relationship, descriptive statistics, serial correlation, and cross-correlation are used as a preliminary statistics in the Korean Treasury Bond spot and futures market. Next, following Stoll-Whaley(1990) and Chan(1992), the multiple regression method is used to examine the lead-lag patterns between the two markets. The empirical results are summarized as follows. The mean returns of spot markets and future markets are positive(+) and negative(-) respectively and the standard deviation of both stock and futures returns increase through the sub-periods. For the most periods, there is negative skewness in the both markets. The zero excess kurtosis due to the heavy tails of the distribution are relatively large. The autocorrelations in the spot returns for the sample periods are positive in time lag 1, but the autocorrelations in the future returns shows no significant evidence. The results of the daily cross-correlations between the KTB spot and futures returns indicate that a lead-lag relationship don't exist for price changes of futures and spot markets as a preliminary analysis. Finally, empirical results of regression analysis for both market indicate that there is no evidence that the KTB futures lead the KTB spot market, or the KTB spot market lead the KTB futures market. These results are robust for all sub-periods.

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A Study on the Forecasting of Employment Demand in Kenya Logistics Industry

  • Shin, Yong-John;Kim, Hyun-Duk;Lee, Sung-Yhun;Han, Hee-Jung;Pai, Hoo-Seok
    • Journal of Navigation and Port Research
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    • v.39 no.2
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    • pp.115-123
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    • 2015
  • This study focused on the alternative to estimate the demand of employment in Kenya logistics. First of all, it investigated the importance and necessity of search about the present circumstance of the country's industry. Next, it reviewed respectively the concept and limitation of several previous models for employment, including Bureau of Labor Statistics, USA; ROA, Netherlands; IER (Institute for Employment Research), UK; and IAB, Germany. In regard to the demand forecasting of employers in logistics, it could anticipate more realistically the future demand by the time-lag approach. According to the findings, if value of output record 733,080 KSH million in 2015 and 970,640 in 2020, compared to 655,222 in 2013, demand on wage employment in logistics industry would be reached up to 95,860 in 2015 and 104,329 in 2020, compared to about 89,600 in 2012. To conclude, this study showed the more rational numbers about the demand forecasting of employment than the previous researches and displayed the systematic approach to estimate industry manpower in logistics.

Distribution of Competitiveness and Foreign Direct Investment using Autoregressive Distributed Lag Model

  • PHAM, Huong Thi Thu;PHAM, Nga Thi
    • Journal of Distribution Science
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    • v.20 no.8
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    • pp.1-8
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    • 2022
  • Purpose: Research on attracting foreign direct investment (FDI) plays an important role in helping provinces attract more FDI projects. However, with local competition, FDI enterprises also have to consider their investment. This study evaluates the provincial competitiveness to attract FDI in Thai Nguyen province, a province of Vietnam. In which provincial distribution of competitiveness is measured through nine indicators. Research design, data, and methodology: The study collects data (FDI and the provincial competitiveness index) from 2006 to 2020. The study uses Autoregressive Distributed Lag (ARDL) to text the impact of distribution of competitivenes on foreign direct investment. With time-series, the ARDL is suitable for data analysis. Results: The regression results indicate that the competition index of market entry and informal costs negatively impact attracting FDI into the province; The human resource training quality index has a positive effect on FDI. The results show that FDI enterprises pay much attention to business establishment procedures, hidden costs, and quality of human resources in the province. Conclusions: At the same time, in terms of practice, the results of this study, the authors also offer solutions to help improve the ability to attract FDI into Thai Nguyen province. The significant provincial competitiveness indicators should be taken into account for improvement first.

The Risk of Colorectal Cancer After Cholecystectomy or Appendectomy: A Population-based Cohort Study in Korea

  • Lee, Joonki;Choe, Sunho;Park, Ji Won;Jeong, Seung-Yong;Shin, Aesun
    • Journal of Preventive Medicine and Public Health
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    • v.51 no.6
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    • pp.281-288
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    • 2018
  • Objectives: We investigated the association between cholecystectomy or appendectomy and the subsequent risk of colorectal cancer (CRC) in the Korean population. Methods: A retrospective cohort study was conducted with the National Health Insurance Service-National Sample Cohort of Korea; this sample was followed up from January 1, 2002, until the date of CRC incidence, loss to follow-up, or December 31, 2015. The exposure status of cholecystectomy and appendectomy was treated as a time-varying covariate. The calculated risk of CRC was stratified by follow-up period, and the association between these surgical procedures and CRC was investigated by a Cox regression model applying appropriate lag periods. Results: A total of 707 663 individuals were identified for analysis. The study population was followed up for an average of 13.66 years, and 4324 CRC cases were identified. The hazard ratio (HR) of CRC was elevated in the first year after cholecystectomy (HR, 1.71; 95% confidence interval [CI], 1.01 to 2.89) and in the first year and 2-3 years after appendectomy (HR, 4.22; 95% CI, 2.87 to 6.20; HR, 2.34; 95% CI, 1.36 to 4.03, respectively). The HRs of CRC after applying 1 year of lag after cholecystectomy and 3 years of lag after appendectomy were 0.80 (95% CI, 0.57 to 1.13) and 0.77 (95% CI, 0.51 to 1.16), respectively. Conclusions: The risk of CRC increased in the first year after cholecystectomy and appendectomy, implying the possibility of bias. When appropriate lag periods after surgery were applied, no association was found between cholecystectomy or appendectomy and CRC.

Analysis of Variations in Soil Heat Flux and Air Temperature by Net Radiation at a Mud Flat in Hampyeong Bay (함평만 갯벌에서 순복사에 의한 토양열 플럭스와 기온의 변동 분석)

  • Park, Ho-seon;Kwon, Byung Hyuk;Kim, Il-Kyu;So, Yoon Hwan;Oh, Se Bong;Kang, Dong-hwan
    • Journal of Environmental Science International
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    • v.26 no.9
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    • pp.1101-1110
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    • 2017
  • In this study, we analyze changes in soil heat flux and air temperature in August (summer) and January (winter) according to net radiation, at a mud flat in Hampyeong Bay. Net radiation was observed as $-84.2{\sim}696.2W/m^2$ in August and $-79.4{\sim}352.5W/m^2$ in January. Soil heat flux was observed as $-80.7{\sim}139.5Wm^{-2}$ in August and $-49.09{\sim}137W/m^2$ in January. Air temperature was observed as $24.2{\sim}32.9^{\circ}C$ in August and $-1.5{\sim}11.1^{\circ}C$ in January. The rate of soil heat flux for net radiation ($H_G/R_N$) was 0.17 in August and 0.34 in January. Because the seasonal fluctuation in net radiation was bigger than the soil heat flux, net radiation in August was bigger than in January. We estimated a linear regression function to analyze variations in soil heat flux and air temperature by net radiation. The linear regression function and coefficient of determination for the soil heat flux by net radiation was y=0.19x-7.94, 0.51 in August, and y=0.39x-11.69, 0.81 in January. The time lag of the soil heat flux by net radiation was estimated to be within ten minutes in August 2012 and January 2013. The time lag of air temperature by net radiation was estimated at 160 minutes in August, and 190 minutes in January.