Empirical Study of the 1-2-3 Trend Indicator

In this paper we study automatically recognized trends and investigate their statistics. To do that we introduce the notion of a wavelength for time series via cross correlation and use this wavelength to calibrate the 1-2-3 trend indicator of Maier-Paape [Automatic One Two Three, Quantitative Finance, 2013] to automatically find trends. Extensive statistics are reported for EUR-USD, DAX-Future, Gold and Crude Oil regarding e.g. the dynamic, duration and extension of trends on different time scales.Comment: 21 pages, 13 figures, 5 tables; Keywords: market technical trends, automatic trend analysis, wavelength of time series, autocorrelatio

New Zealand energy quarterly

Provides quarterly statistics and trend data on the supply of major fuel types, electricity generation and its associated greenhouse gas emissions, and liquid fuel prices. Summary The New Zealand Energy Quarterly provides quarterly statistics and trend data on the supply of major fuel types, electricity generation and its associated greenhouse gas emissions, and liquid fuel prices. This publication is part of the suite of energy publications produced by the Energy Information and Modelling group of the Ministry of Business, Innovation and Employment (MBIE). The Ministry of Business, Innovation and Employment (MBIE) is the primary source of energy production and generation statistics. As a result, the New Zealand Energy Quarterly replaces Statistics New Zealand\u27s Hot Off the Press on Energy. The latest edition includes data through to the end of the June quarter 2014

Measuring influence in dynamic regression models

This article presents a methodology to build measures of influence in regression models with time series data. We introduce statistics that measure the influence of each observation on the parameter estimates and on the forecasts. These statistics take into account the autocorrelation of the sample. The first statistic can be decomposed to measure the change in the univariate ARIMA parameters, the transfer function parameters and the interaction between both. For independent data they reduce to the D statistics considered by Cook in the standard regression modelo These statistics can be easily computed using standard time series software. Their performance is analyzed in an example in which they seem to be useful to identify important events, such as additive outliers and trend shifts, in time series data

Nonparametric inference of quantile curves for nonstationary time series

The paper considers nonparametric specification tests of quantile curves for a general class of nonstationary processes. Using Bahadur representation and Gaussian approximation results for nonstationary time series, simultaneous confidence bands and integrated squared difference tests are proposed to test various parametric forms of the quantile curves with asymptotically correct type I error rates. A wild bootstrap procedure is implemented to alleviate the problem of slow convergence of the asymptotic results. In particular, our results can be used to test the trends of extremes of climate variables, an important problem in understanding climate change. Our methodology is applied to the analysis of the maximum speed of tropical cyclone winds. It was found that an inhomogeneous upward trend for cyclone wind speeds is pronounced at high quantile values. However, there is no trend in the mean lifetime-maximum wind speed. This example shows the effectiveness of the quantile regression technique.Comment: Published in at http://dx.doi.org/10.1214/09-AOS769 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Growth or decline in the Church of England during the decade of Evangelism: did the Churchmanship of the Bishop matter?

The Decade of Evangelism occupied the attention of the Church of England throughout the 1990s. The present study employs the statistics routinely published by the Church of England in order to assess two matters: the extent to which these statistics suggest that the 43 individual dioceses finished the decade in a stronger or weaker position than they had entered it and the extent to which, according to these statistics, the performance of dioceses led by bishops shaped in the Evangelical tradition differed from the performance of dioceses led by bishops shaped in the Catholic tradition. The data demonstrated that the majority of dioceses were performing less effectively at the end of the decade than at the beginning, in terms of a range of membership statistics, and that the rate of decline varied considerably from one diocese to another. The only exception to the trend was provided by the diocese of London, which experienced some growth. The data also demonstrated that little depended on the churchmanship of the diocesan bishop in shaping diocesan outcomes on the performance indicators employed in the study

A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models

This paper extends commonly used tests for equality of hazard rates in a two-sample or k-sample setup to a situation where the covariate under study is continuous. In other words, we test the hypothesis that the conditional hazard rate is the same for all covariate values, against the omnibus alternative as well as more specific alternatives, when the covariate is continuous. The tests developed are particularly useful for detecting trend in the underlying conditional hazard rates or changepoint trend alternatives. Asymptotic distribution of the test statistics are established and small sample properties of the tests are studied. An application to the e¤ect of aggregate Q on corporate failure in the UK shows evidence of trend in the covariate e¤ect, whereas a Cox regression model failed to detect evidence of any covariate effect. Finally, we discuss an important extension to testing for proportionality of hazards in the presence of individual level frailty with arbitrary distribution

Methods for trend analysis: Examples with problem/failure data

Statistics are emphasized as an important role in quality control and reliability. Consequently, Trend Analysis Techniques recommended a variety of statistical methodologies that could be applied to time series data. The major goal of the working handbook, using data from the MSFC Problem Assessment System, is to illustrate some of the techniques in the NASA standard, some different techniques, and to notice patterns of data. Techniques for trend estimation used are: regression (exponential, power, reciprocal, straight line) and Kendall's rank correlation coefficient. The important details of a statistical strategy for estimating a trend component are covered in the examples. However, careful analysis and interpretation is necessary because of small samples and frequent zero problem reports in a given time period. Further investigations to deal with these issues are being conducted

Partonic flow and ϕ\phi-meson production in Au+Au collisions at sNN\sqrt{s_{NN}} = 200 GeV

We present first measurements of the $\phi$-meson elliptic flow ($v_{2}(p_{T})$) and high statistics $p_{T}$ distributions for different centralities from $\sqrt{s_{NN}}$ = 200 GeV Au+Au collisions at RHIC. In minimum bias collisions the $v_{2}$ of the $\phi$ meson is consistent with the trend observed for mesons. The ratio of the yields of the $\Omega$ to those of the $\phi$ as a function of transverse momentum is consistent with a model based on the recombination of thermal $s$ quarks up to $p_{T}\sim 4$ GeV/$c$, but disagrees at higher momenta. The nuclear modification factor ($R_{CP}$) of $\phi$ follows the trend observed in the $K^{0}_{S}$ mesons rather than in $\Lambda$ baryons, supporting baryon-meson scaling. Since $\phi$-mesons are made via coalescence of seemingly thermalized $s$ quarks in central Au+Au collisions, the observations imply hot and dense matter with partonic collectivity has been formed at RHIC.Comment: 6 pages, 4 figures, submit to PR