• KOREAN JOURNAL OF CROP SCIENCE
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• v.24 no.4
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• pp.1-11
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• 1979

Increased nitrogen fertilization increased root respiration and top dry weight of rice plant, and increased phosphorus fertilization increased root respiration only with the same amount of nitrogen applied. The effect of phosphorus on root respiration under low growth temperature was not significant and the large application of phosphorus alone decreased root respiration greatly. Root respiration per unit root weight correlated highly with top dry weight and nutrient uptake.

• Journal of the Korean Operations Research and Management Science Society
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• v.42 no.3
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• pp.13-24
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• 2017

This paper aims to implement "structural changes detection procedure" in pairs trading algorithm and to show that the proposed approach outperforms the extant pair trading algorithm. Structural changes in pairs trading are defined in terms of changes in cointegrating factors and broken cointegration relationship. These changes are designed to test extant structural changes and unit root test methodologies. The simulation finds that expanding the changes in structure, increasing the mean reverting process of spread, and extending the consecutive days of broken cointegration will increase the performances of the proposed algorithm. Empirical study results are also consistent those of the simulation studies. The proposed algorithm outperforms the extant algorithm relative to risk and return given that the cumulative profit/loss has a significant upward-slope with minimal variance.

• Journal of the Korean Statistical Society
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• v.28 no.3
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• pp.371-387
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• 1999

For possibly nonstationary autoregressive moving average, modeling based on the original observations rather than the differenced observations is considered. Under this scheme, sample autocorrelation functions, parameter estimates, model diagnostic statistics, and prediction are all computed from the original data instead of the differenced data. The methods and results established under stationarity of data are shown to naturally extend to the nonstationarity of one autoregressive unit root. The sample ACF and PACF can be used for ARMA order determination. The BIC order is strongly consistent. The parameter estimates are asymptotically normal. The portmanteau statistic has chi-square distribution. The predictor is asymptotically equivalent to that based on the differenced data.

• The Journal of Asian Finance, Economics and Business
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• v.2 no.3
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• pp.17-22
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• 2015

This paper examines the effect of impulsiveness of euro on Indian stock market. In order to examine the problem, we select rupee-euro exchange rates and S&P CNX NIFTY and BSE30 SENSEX to represent stock price. We select euro as it considered as second most widely used currency at the international level after dollar. The data are collected a daily basis over a period of 3-Apr-2007 to 30-Mar-2012. The statistical and time series properties of each and every variable have examined using the conventional unit root such as ADF and PP test. Adopting a generalized autoregressive conditional heteroskedasticity (GARCH) and exponential GARCH (EGARCH) model, the study suggests a negative relationship between exchange rate and stock prices in India. Even though India is a major trade partner of European Union, the study couldn't find any significant statistical effect of fluctuations in Euro-rupee exchange rates on stock prices. The study also reveals that shocks to exchange rate have symmetric effect on stock prices and exchange rate fluctuations have permanent effects on stock price volatility in India.

• Communications for Statistical Applications and Methods
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• v.4 no.1
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• pp.101-109
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• 1997

For the detection on variance changes in the nonstationary time series with a unit root two types of test statistics are proposed, of which one is based on the cumulative sum of squares and the other is based on the likelihood ratio test. The properties of the cusum type test statistic are derived and the performance of two tests in small samples are compared through Monte Carlo study. It is ovserved that the test based on the cumulative sum of squares can detect a samll change in the variance faster than the one based on the likelihood ratio.

• Journal of the Korean Society of Manufacturing Process Engineers
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• v.19 no.5
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• pp.1-7
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• 2020

This study examines the processing and performance of an f-theta lens, one of the main components used in laser printer and laser scanning systems. To design an f-theta lens, the optical path of the components of the laser scanning unit f-theta lens, cylinder lens, and collimator lens must be identified. The goal after machining the master f-theta lens is to understand the optical properties, root mean square, and peak to valley.

• Journal of Technology Innovation
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• v.10 no.2
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• pp.91-105
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• 2002

This paper extends the empirical analysis on R&D based growth model so that the nonstationary panel unit root testing methods can be used to distinguish the exogenous growth model and R&D based growth model for the 1981-1999 period with fourteen OECD economies including Korea. Our results show that first, using U.S. and Group mean as benchmarking, the stochastic R&D productivity convergence to benchmarking is not supported in our data set. Second, the empirical results for stochastic nonconvergence to the U.S. or group mean also are robustness to panel unit root methods. We, therefore, find strong support for the implications for R&D based growth model.

• Proceedings of the Korea Information Processing Society Conference
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• 2018.10a
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• pp.398-402
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• 2018

비정상(non-stationary) 장기 시계열 안에서도, 단기적으로 추세의 변화가 일시적인 것인지, 아니면 구조적으로 변한 것인지를 적시에 판단하는 것은 중요하다. 이는 시계열 추세의 변화를 상시 감지하여, 변화에 맞는 적정한 수준의 대응을 할 필요가 있기 때문이다. 본 연구에서는 장기 시계열이 주어진 상황에서, 단위근 검정법을 기반으로 단기적으로 구조변화를 감지하여, 이러한 변화가 얼마나 지속될 것인지를 시각적으로 판단할 수 있는 방법을 제시하고자 한다.

• Journal of Ginseng Research
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• v.8 no.1
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• pp.57-64
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• 1984

In order to clarify an effect of seedling weight on the growth pattern of ginseng, seedlings ranged from 0.4g plant to 1.8g plant were transplanted, and then the characters of 5- and 6-year-old ginseng were investigated. The characters of root and leaf, such as length and diameter of main root, root weight, leaf area, and leaf dry weight of 5- and 6-year-old ginseng originated from large seedlings were superior as compared with those from small seedlings, and percentage of missing plant was increased with the increase of seedling weight. There were, however, no significant difference in stem length, stem dry weight, number of seeds per plant and number of palmate leaves and leaflets per plant in 5- and 6-year-old ginseng and these characters were not affected by the weight of seedings transplanted. Root field per unit area was higher in seedings of above 0.6g/plant than in small seedlings.

• Asia-Pacific Journal of Business
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• v.11 no.1
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• pp.61-75
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• 2020

Purpose - The purpose of this study was to examine the efficiency of the foreign exchange markets in Korea, Japan and China. Design/methodology/approach - This study collected 1327 observations each of the daily closing exchange rates of the three currencies against the US dollar for the sample period from January 1, 2015 to January 31, 2020, based on the tests for autocorrelation, unit root tests and GARCH-M(1,1) model estimation. Findings - We have found that the autocorrelation test indicates the lack of autocorrelation and unit root test confirms the existence of unit roots in all times series of the three currencies, respectively. The GARCH-M(1,1) test results, however, suggest that the exchange rates do not follow a random walk process. In conclusion, the recent spot foreign exchange markets in Korea, Japan and China are believed to be informationally inefficient. Research implications or Originality - These findings have practical implications for both individual and institutional investors to be able to obtain excess returns on their investments in the foreign exchange markets in three countries by using appropriate risk management, portfolio strategy, technical analysis, etc. This study provides the first empirical examination on the foreign exchange market efficiency in the three biggest economies in Asia including China, which has been excluded from research due to its exchange rate regime.