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。     

单轴传动滚切式双边剪薄钢板剪后“错牙”及“飞边”的原因分析与对策

针对单轴传动滚切式双边剪生产过程中出现的薄钢板经双边剪剪后出现“错牙”及“飞边”的问题,从多个方面入手对薄钢板出现“错牙”及“飞边”的原因进行了分析对比,提出了相应的解决方案,对今后滚切式双边剪的设计、制造及安装调试有借鉴和参考价值。     

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。     

仿西班牙横移车断齿事故分析及改进

某炼钢厂仿西班牙产品制造的板坯横移车运行机构采用分别驱动、变频调速、无人操纵自动控制技术。其减速器齿轮多次发生点蚀、塑性变形、断齿等事故或故障 ,严重时曾出现轮齿全部被剃光的现象。经分析 ,其根本原因是承载能力不足。通过重新选型设计 ,加大减速器中心距 ,彻底根除了断齿等事故隐患     

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.