Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives

Abstract. This paper describes artificial neural network based pure significance tests for the unit root hypothesis against nonlinear alternatives. The theoretical properties of the tests are discussed and a Monte Carlo investigation of their small sample properties is undertaken.     

罗茨真空泵机组抽气速率分析

罗茨真空泵机组因配用前级泵不同和所处工作压力范围的差异，相应其抽气速率变化较大，设计中应根据具体工况条件及真空系统使用要求，力求使罗茨真空泵机组体现好的适用性和经济性。     

三次方程求根及根的性质

给出实系数三次代数方程三个根的关系式定理。只要知道一个根，由该定理可方便地求出另外两根；对重根也适用，且更方便。     

罗茨真空泵的溢流阀与旁通阀的组合

在简要地介绍了罗茨泵功能的基础上，通过溢流阀的改进设计，使溢流阀成为既能旁通又能溢流的组合阀，罗茨泵的功能将更加完备。     

Analysis of a homologous series of non-reducing oligosaccharides from Arnica montana L. Roots

The oligosaccharide component compositions of a series of non-reducing oligosaccharides extracted from the roots of Arnica montana L. has been determined by gel permeation chromatography (g.p.c.). The range of oligosaccharides present was found to extend beyond the octasaccharide previously reported. with 16% to 19% of the oligosaccharides having a degree of polymerisation of between 11 and 19 and almost 3% having a degree of polymerisation greater than 20. The chromatographic behaviour of this series of oligosaccharides is compared with that observed for series of D-gluco-oligosaccharides.     

UNIT ROOTS IN PERIODIC AUTOREGRESSIONS

Abstract. This paper analyzes the presence and consequences of a unit root in periodic autoregressive models for univariate quarterly time series. First, we consider various representations of such models, including a new parametrization which facilitates imposing a unit root restriction. Next, we propose a class of likelihood ratio tests for a unit root, and we derive their asymptotic null distributions. Likelihood ratio tests for periodic parameter variation are also proposed. Finally, we analyze the impact on unit root inference of misspecifying a periodic process by a constant-parameter model.     

一类Toeplitz矩阵的平方根

给出了一类上三角Toeplitz矩阵的平方根的新的性质定理,还给出了求其平方根的迭代公式,数值例子验证了迭代公式的正确性.     

Range Unit‐Root (RUR) Tests: Robust against Nonlinearities,Error Distributions,Structural Breaks and Outliers

Abstract. Since the seminal paper by Dickey and Fuller in 1979, unit‐root tests have conditioned the standard approaches to analysing time series with strong serial dependence in mean behaviour, the focus being placed on the detection of eventual unit roots in an autoregressive model fitted to the series. In this paper, we propose a completely different method to test for the type of long‐wave patterns observed not only in unit‐root time series but also in series following more complex data‐generating mechanisms. To this end, our testing device analyses the unit‐root persistence exhibited by the data while imposing very few constraints on the generating mechanism. We call our device the range unit‐root (RUR) test since it is constructed from the running ranges of the series from which we derive its limit distribution. These nonparametric statistics endow the test with a number of desirable properties, the invariance to monotonic transformations of the series and the robustness to the presence of important parameter shifts. Moreover, the RUR test outperforms the power of standard unit‐root tests on near‐unit‐root stationary time series; it is invariant with respect to the innovations distribution and asymptotically immune to noise. An extension of the RUR test, called the forward–backward range unit‐root (FB‐RUR) improves the check in the presence of additive outliers. Finally, we illustrate the performances of both range tests and their discrepancies with the Dickey–Fuller unit‐root test on exchange rate series.     

基层OA系统研究

办公自动化(OA)系统是办公系统发展的必然趋势,也是企事业单位及政府部门加强自身建设与发展的客观要求。该文阐述了本单位办公自动化系统的设计构想及目标,包括系统体系结构与功能设计,还有系统实现与应用过程中遇到的主要问题及应对策略等。     

基于多项式根最大模求解的二分搜索算法

传统多项式根最大模求解算法的求解效率低、计算复杂.针对该问题,提出一种基于多项式根的最大模求解的二分搜索算法.该算法通过选取模的上下界确定初始搜索区间,利用判定定理判断多项式的根与单位圆的关系,从而求得多项式任意精度的最大模.仿真结果表明,该算法收敛速度快、求解精度高.