This paper analyzes the asymptotic behavior of two types of so-called KPSS tests when a logarithm transformation has been applied spuriously to data that are themselves an integrated time series. Although a different limit distribution is obtained, the asymptotic convergence behavior of the KPSS statistic is reminiscent of that of integrated time series, and it is shown that the KPSS test canno...

Collusion susceptible key predistribution schemes (KPS) are trade-offs between complexity and security. Measures of complexity include storage, computation and bandwidth overhead; a measure of security is their collusion resistance. Probabilistic KPSs (P-KPS) have some unique advantages in application scenarios where hardware assisted protection of secrets is mandatory. To facilitate a quantita...

Marketing research has identified several benefits of dynamic pricing strategies in the retail industry. However, today’s retailers are limited to apply them in real-time to customer needs as corresponding pricing services provided by smart product infrastructures have not been adopted so far. In addition, dynamic pricing strategies rely on a business service ecosystem of retailers, suppliers, ...

The literature has been notably less definitive in distinguishing between finite sample studies of seasonal stationarity than in seasonal unit root tests. Although the use of seasonal stationarity and unit root tests is advised to determine correctly the most appropriate form of the trend in a seasonal time series, such a use is rarely noted in the relevant studies on this topic. Recently, the ...

sts15 Tests for stationarity of a time series Christopher F. Baum, Boston College, [email protected] Abstract: Implements the Elliott–Rothenberg–Stock (1996) DF-GLS test and the Kwiatkowski–Phillips–Schmidt–Shin (1992) KPSS tests for stationarity of a time series. The DF-GLS test is an improved version of the augmented Dickey–Fuller test. The KPSS test has a null hypothesis of stationarity and may be...

OBJECTIVE To characterize clinical features, neuroimaging, and outcomes of herpes simplex encephalitis (HSE) in immunocompromised individuals. METHODS We performed a retrospective case control review of patients diagnosed with HSE. Adult patients were dichotomized into immunocompromised (n = 14) and immunocompetent groups (n = 15). RESULTS Fewer immunocompromised patients presented with pro...

The Phillips-Perron unit root test was used to test for unit roots, using level or trend nonstationarity as the null [1]. (A unit root tests whether a variable y evolves as a random walk, i.e., with the dynamic relation yt = yt-1 + constant + deterministic trend + errort.) The KPSS test [1,2], which uses level or trend stationarity as the null, was used to confirm the results of the Phillips-Pe...