LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS

Abstract. In this paper we consider the estimation of the degree of differencing d in the fractionally integrated autoregressive moving-average time series model ARFIMA ( p, d, q ). Using lag window spectral density estimators we develop a regression type estimator of d which is easy to calculate and does not require prior knowledge of p and q. Some large sample properties of the estimator are studied and the performance of the estimator for small samples is investigated using the simulation method for a range of commonly used lag windows. Some practical recommendations on the choice of lag windows and the choice of the window parameters are provided.     

Biodegradable polymers: An update

The use of polymeric materials for the administration of pharmaceuticals, and as biomedical devices has increased dramatically. This review focuses on synthetic biodegradable polymers of current interest for medical use, based on ester and anhydride bonds. Special attention is given to factors affecting biodegradation, including: polymer structure, morphology, molecular weight, radiation, and chemical treatment, as well as the effects of drugs and plasticizers added to the polymer mass. The toxicity and biocompatibility of the polymers and their current and future applications in medicine are also briefly reviewed.     

Effect of specific dietary fatty acids on lipogenesis in the livers and mammary glands of lactating mice

The effects of linoleic, linolenic and columbinic acids fed as 4% of a high carbohydrate (50% glucose) diet on the activities and the amounts of several enzymes associated with fatty acid synthesis in livers and mammary glands of lactating mice were compared with those for stearic and oleic acids. Fatty acid synthesis, measured in vivo, was significantly lower in livers of mice ingesting all 3 polyunsaturated fatty acids (PUFA), whereas in mammary glands synthesis was lower only in mice receiving columbinic acid. The activities of fatty acid synthetase (FAS) and acetyl CoA carboxylase were significantly reduced in liver by all 3 PUFA, as were activities of glucose-6-phosphate dehydrogenase, malic enzyme (ME) and citrate cleavage enzyme (CCE), also associated with lipogenesis. In mammary gland, on the other hand, the activities of these enzymes were unaffected by dietary PUFA. The tissue contents of FAS, ME and CCE, measured by rocket immunoelectrophoresis, were found to be significantly reduced in liver by linoleate, linolenate and columbinate but were not significantly altered in mammary gland. The decrease in hepatic lipogenesis observed was principally due to a decrease in the amounts of these enzymes induced by the dietary PUFA but the inhibition in mammary gland caused by columbinate could not be accounted for by a reduction in enzyme contents and therefore may be due to allosteric effects which occur when fatty acid synthesis is measured with³H₂O. The fatty acid composition in liver and mammary gland of dams and in liver and kidney of pups completely reflected dietary fatty acids. Columbinate made up ca. 20% of the total fatty acids in both tissues of the columbinic acid-fed mice and ca. 15% in the pup tissues. This suggests that columbinate is incorporated into milk lipids of dams and is easily absorbed by pups. The elevated ratios of 16/16∶1 and 18/18∶1 in liver and mammary gland of dams and liver and kidney of the pups from dams fed linoleate, linolenate and columbinate suggest that each of these polyunsaturated fatty acids in the diet can inhibit the activity of Δ9 desaturase.     

Determination of sulfur contents of vegetable and marine oils by ion chromatography and indirect ultraviolet photometry of their combustion products

A simple method for the determination of total sulfur content in vegetable and marine oils is described. The method involves combustion of the oil sample in an oxygen bomb to convert all forms of sulfur to sulfate ions with subsequent determination of the sulfate by ion chromatography and indirect ultraviolet detection. The ultraviolet system described is more sensitive than conductivity detection and enables the method to be applied more widely. Application of the method to a variety of vegetable and marine oils showed the general occurrence of sulfur in fats and oils, albeit often at a low level. Among the samples examined, crude Canola oil had the highest sulfur content (25.0 mg/kg) followed by the marine oils (5.8-15.2 mg/kg) and the non-Cruciferae vegetable oils (2.0-6.1 mg/kg). To whom correspondence should be addressed.     

ASSESSMENT OF RED BLOOD CELL DEFORMABILITY BY CENTRIFUGAL SEDIMENTATION

A centrifugal sedimentation method (CSM) is proposed for the assessment of deformability of red blood cells. The method is based on the premise that a red blood cell (RBC) should deform in a centrifugal field due to the variation of the centrifugal acceleration with the distance from the center of rotation. This change in shape of the RBC leads to a change in the rate of sedimentation in the centrifugal field. The rate of sedimentation, which serves as a measure of deformability, is characterized by an apparent sedimentation coefficient (ASC) and its normalized value (NASC), which is calculated by comparison with a control group of normal RBCs. It has been shown that the NASC is sensitive to the speed of rotation, to treatments with glutaraldehyde, diamide, or chlorpromazine, to heat treatment and to osmotic pressure variations.     

Effect of some isothiocyanates on the hydrogenation of canola oil

Sulfur compounds were added to refined and bleached canola oil before hydrogenation in the form of allyl, heptyl and 2-phenethyl isothiocyanates, and the effects on hydrogenation rate, solid fat content and percentagetrans fatty acids were determined. The poisoning effect was most pronounced with allyl isothiocyanate and least with phenethyl isothiocyanate. As the amount of added sulfur increased, the hydrogenation rate decreased. Of the three isothiocyanates used, allyl isothiocyanate caused formation of larger amounts oftrans isomers. An increased sulfur level in the oil resulted in increased solid fat content andtrans isomer level. Allyl isothiocyanate also caused formation of larger amounts of solid fat than other isothiocyanates at all levels of sulfur addition.     

Protecting biodegradable coatings releasing antimicrobial agents

This article describes the synthesis and in vitro analysis of poly(ester anhydride) antimicrobial protection coatings. Poly(ester anhydride)s composed of ricinoleic acid, sebacic acid, terephthalic acid, and isophthalic acid were used in this study. The polymers were compatible with various fillers commonly used in paint preparation. The in vitro experiments showed that the polymers are able to release diuron, an antimicrobial agent, for months. © 2007 Wiley Periodicals, Inc. J Appl Polym Sci 2007     

Identification of new components from anal glands ofTapinoma simrothi pheonicium

In addition to 2-methyl-4-heptanone, 6-methyl-5-hepten-2-one, and iridodials, the anal gland exudate of the dolichoderine ant,Tapinoma simrothi, contains 4-heptanone and 4-hydroxy-4-methyl-2-pentanone. The secretion functions as an alarm pheromone.     

LIQUID PHASE TRANSPORT PROPERTIES IN A HIGH PRESSURE PACKED COLUMN

A mathematical model of fluid flow and mass transfer in a packed bed was derived and used to evaluate the liquid phase axial dispersion and mass transfer coefficients under high pressure conditions. The least-squares method was used to evaluate the rate parameters from experimental breakthrough curves, and the agreement between the concentration curves predicted from rate parameters and those measured experimentally was good. Experiments were performed at 20 and 200°C with water as a solvent and nonporous soda-lime glass beads as packing. Although the axial dispersion coefficient was independent of temperature and pressure, the mass transport parameters were found to be pressure dependent.     

Axial dispersion and enterainment of particles in wakes of bubbles

The entrainment and dispersion of solid particles in bubble columns was investigated experimentally and heoretically. A mechanistic model for the dispersion caused by entrainment in wakes of large solitary bubbles was developed. The dispersion coefficient was found to be dependent on the bubble size, bubble frequency, particle settling velocity and column surface area. Experimental tests were conducted in a rectangular bubble column. The system consisted of air, water and copper powder. Spherical cap bubbles were produced by a single nozzle. Significant entrainment of particles in wakes of rising bubbles observed in the lower region of the column, whereas, turbulence seemed to dominate the dispersion in the upper region of the tank. Calculated particle distributions were found to be in good agreement with experimental data.