Recent Developments in Cointegration

It is well known that inference on the cointegrating relations in a vector autoregression (CVAR) is difficult in the presence of a near unit root. The test for a given cointegration vector can have rejection probabilities under the null, which vary from the nominal size to more than 90%. This paper formulates a CVAR model allowing for multiple near unit roots and analyses the asymptotic properties of the Gaussian maximum likelihood estimator. Then two critical value adjustments suggested by McCloskey (2017) for the test on the cointegrating relations are implemented for the model with a single near unit root, and it is found by simulation that they eliminate the serious size distortions, with a reasonable power for moderate values of the near unit root parameter. The findings are illustrated with an analysis of a number of different bivariate DGPs

Extending ACL2 with SMT Solvers

We present our extension of ACL2 with Satisfiability Modulo Theories (SMT) solvers using ACL2's trusted clause processor mechanism. We are particularly interested in the verification of physical systems including Analog and Mixed-Signal (AMS) designs. ACL2 offers strong induction abilities for reasoning about sequences and SMT complements deduction methods like ACL2 with fast nonlinear arithmetic solving procedures. While SAT solvers have been integrated into ACL2 in previous work, SMT methods raise new issues because of their support for a broader range of domains including real numbers and uninterpreted functions. This paper presents Smtlink, our clause processor for integrating SMT solvers into ACL2. We describe key design and implementation issues and describe our experience with its use.Comment: In Proceedings ACL2 2015, arXiv:1509.0552

A systematic approach to atomicity decomposition in Event-B

Event-B is a state-based formal method that supports a refinement process in which an abstract model is elaborated towards an implementation in a step-wise manner. One weakness of Event-B is that control flow between events is typically modelled implicitly via variables and event guards. While this fits well with Event-B refinement, it can make models involving sequencing of events more difficult to specify and understand than if control flow was explicitly specified. New events may be introduced in Event-B refinement and these are often used to decompose the atomicity of an abstract event into a series of steps. A second weakness of Event-B is that there is no explicit link between such new events that represent a step in the decomposition of atomicity and the abstract event to which they contribute. To address these weaknesses, atomicity decomposition diagrams support the explicit modelling of control flow and refinement relationships for new events. In previous work,the atomicity decomposition approach has been evaluated manually in the development of two large case studies, a multi media protocol and a spacecraft sub-system. The evaluation results helped us to develop a systematic definition of the atomicity decomposition approach, and to develop a tool supporting the approach. In this paper we outline this systematic definition of the approach, the tool that supports it and evaluate the contribution that the tool makes

Partial Quantifier Elimination By Certificate Clauses

We study partial quantifier elimination (PQE) for propositional CNF formulas. In contrast to full quantifier elimination, in PQE, one can limit the set of clauses taken out of the scope of quantifiers to a small subset of target clauses. The appeal of PQE is twofold. First, PQE can be dramatically simpler than full quantifier elimination. Second, it provides a language for performing incremental computations. Many verification problems (e.g. equivalence checking and model checking) are inherently incremental and so can be solved in terms of PQE. Our approach is based on deriving clauses depending only on unquantified variables that make the target clauses $\mathit{redundant}$. Proving redundancy of a target clause is done by construction of a ``certificate'' clause implying the former. We describe a PQE algorithm called $\mathit{START}$ that employs the approach above. We apply $\mathit{START}$ to generating properties of a design implementation that are not implied by specification. The existence of an $\mathit{unwanted}$ property means that this implementation is buggy. Our experiments with HWMCC-13 benchmarks suggest that $\mathit{START}$ can be used for generating properties of real-life designs

Hipster: Integrating Theory Exploration in a Proof Assistant

This paper describes Hipster, a system integrating theory exploration with the proof assistant Isabelle/HOL. Theory exploration is a technique for automatically discovering new interesting lemmas in a given theory development. Hipster can be used in two main modes. The first is exploratory mode, used for automatically generating basic lemmas about a given set of datatypes and functions in a new theory development. The second is proof mode, used in a particular proof attempt, trying to discover the missing lemmas which would allow the current goal to be proved. Hipster's proof mode complements and boosts existing proof automation techniques that rely on automatically selecting existing lemmas, by inventing new lemmas that need induction to be proved. We show example uses of both modes

An Introduction to Mechanized Reasoning

Mechanized reasoning uses computers to verify proofs and to help discover new theorems. Computer scientists have applied mechanized reasoning to economic problems but -- to date -- this work has not yet been properly presented in economics journals. We introduce mechanized reasoning to economists in three ways. First, we introduce mechanized reasoning in general, describing both the techniques and their successful applications. Second, we explain how mechanized reasoning has been applied to economic problems, concentrating on the two domains that have attracted the most attention: social choice theory and auction theory. Finally, we present a detailed example of mechanized reasoning in practice by means of a proof of Vickrey's familiar theorem on second-price auctions

Report on the formal specification and partial verification of the VIPER microprocessor

The formal specification and partial verification of the VIPER microprocessor is reviewed. The VIPER microprocessor was designed by RSRE, Malvern, England, for safety critical computing applications (e.g., aircraft, reactor control, medical instruments, armaments). The VIPER was carefully specified and partially verified in an attempt to provide a microprocessor with completely predictable operating characteristics. The specification of VIPER is divided into several levels of abstraction, from a gate-level description up to an instruction execution model. Although the consistency between certain levels was demonstrated with mechanically-assisted mathematical proof, the formal verification of VIPER was never completed

05431 Abstracts Collection -- Deduction and Applications

From 23.10.05 to 28.10.05, the Dagstuhl Seminar 05431 ``Deduction and Applications\u27\u27 was held in the International Conference and Research Center (IBFI), Schloss Dagstuhl. During the seminar, several participants presented their current research, and ongoing work and open problems were discussed. Abstracts of the presentations given during the seminar as well as abstracts of seminar results and ideas are put together in this paper. The first section describes the seminar topics and goals in general. Links to extended abstracts or full papers are provided, if available