Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?

This paper investigates the properties of Dickey-Fuller tests for seasonally unadjusted quarterly data when deterministic seasonality is present but it is neglected in the test regression. While for the random walk case the answer is straightforward, an extensive Monte Carlo study has to be performed for more realistic processes and testing strategies. The most important conclusion is that the common perception that deterministic seasonality has nothing to do with the long-run properties of the data is incorrect. Further numerical evidence on the shortcomings of the general-to-specific t-sig lag selection method is also presented.unit root; Dickey-Fuller tests; similar tests; seasonality; Monte Carlo

The Order of Integration for Quarterly Macroeconomic Time series: a Simple Testing Strategy

Besides introducing a simple and intuitive definition for the order of integration of quarterly time series, this paper also presents a simple testing strategy to determine that order for the case of macroeconomic data. A simulation study shows that much more attention should be devoted to the practical issue of selecting the maximum admissible order of integration. In fact, it is shown that when that order is too high, one may get (spurious) evidence for an excessive number of unit roots, resulting in an overdifferenced series.

The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts

This paper studies the behavior of the HEGY statistics for quarterly data, for seasonal autoregressive unit roots, when the analyzed time series is deterministic seasonal stationary but exhibits a change in the seasonal pattern. As a by-product we analyze also the HEGY test for the nonseasonal unit root, the data generation process being trend stationary too. Our results show that when the break magnitudes are finite the HEGY test statistics are not asymptotically biased towards the non-rejection of the seasonal and nonseasonal unit root hypotheses. However, the finite sample power properties may be substancially affected, the behavior of the tests depending on the type of the break. Hence, our results are also useful to understand and to predict this behavior under several circumstances.seasonality; unit roots; strctural breaks; HEGY tests

Short and long run tests of the expectations hypothesis: the Portuguese case

The purpose of this paper is to test both short- and long-run implications of the (rational) expectations hypothesis of the term structure of interest rates using Portuguese data for the interbank money market. The results support only a very weak, long-run or "asymptotic" version of the hypothesis, and broadly agree with previous (but separate) evidence for other countries. Empirical evidence supports the cointegration of Portuguese rates and the "puzzle" well known in the literature: although its forecasts of future short-term rates are in the correct direction, the spread between longer and shorter rates fails to forecast future longer rates. Further short-run implications of the hypothesis in terms of the predictive ability of the spread are also clearly rejected, even for the more stable period which emerged in the middle nineties.Term structure; Expectations hypothesis; Hypothesis testing; Structural breaks; Portugal

The Evolution of Web Search User Interfaces -- An Archaeological Analysis of Google Search Engine Result Pages

Web search engines have marked everyone's life by transforming how one searches and accesses information. Search engines give special attention to the user interface, especially search engine result pages (SERP). The well-known ''10 blue links'' list has evolved into richer interfaces, often personalized to the search query, the user, and other aspects. More than 20 years later, the literature has not adequately portrayed this development. We present a study on the evolution of SERP interfaces during the last two decades using Google Search as a case study. We used the most searched queries by year to extract a sample of SERP from the Internet Archive. Using this dataset, we analyzed how SERP evolved in content, layout, design (e.g., color scheme, text styling, graphics), navigation, and file size. We have also analyzed the user interface design patterns associated with SERP elements. We found that SERP are becoming more diverse in terms of elements, aggregating content from different verticals and including more features that provide direct answers. This systematic analysis portrays evolution trends in search engine user interfaces and, more generally, web design. We expect this work will trigger other, more specific studies that can take advantage of our dataset.Comment: 10 pages, Full Paper of CHIIR 202

Non-parametric comparison of histogrammed two-dimensional data distributions using the Energy Test

When monitoring complex experiments, comparison is often made between regularly acquired histograms of data and reference histograms which represent the ideal state of the equipment. With the larger HEP experiments now ramping up, there is a need for automation of this task since the volume of comparisons could overwhelm human operators. However, the two-dimensional histogram comparison tools available in ROOT have been noted in the past to exhibit shortcomings. We discuss a newer comparison test for two-dimensional histograms, based on the Energy Test of Aslan and Zech, which provides more conclusive discrimination between histograms of data coming from different distributions than methods provided in a recent ROOT release.The Science and Technology Facilities Council, U

Detection survey for grapevine rust at the irrigated areas of the São Francisco Valley, Brazil.

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Distributed crowd-based annotation of soccer games using mobile devices

Soccer is one of the most loved sports in the world. Millions of people either follow the sport or are actually involved in its practice. Soccer also moves huge financial amounts every year and therefore teams always thrive to be better than the competition. New technologies have become a common place both in the preparation of the games and on the analysis of the games after they are concluded. In this paper, the authors will present a developed system, based on the usage of distributed mobile devices, that will enable the annotation of soccer matches, either in real time or after the matched is concluded (through the observation of other media). The capture of relevant events in the game can be used to better analyse the game and the performance of individual players fostering improvements and better decisions in the future. The application is implemented in the Android platform so that it can be easily installed by typical soccer fans empowering them as match annotators. This crowd of annotators, although not experts, can collectively provide a robust and rich annotation for soccer matches.info:eu-repo/semantics/publishedVersio

Produção de mudas de palma-forrageira utilizando fragmentos de cladódios.

A palma (Opuntia ficus-indica L.) é uma das principais alternativas para alimentação de caprinos, ovinos e bovinos no Semiárido brasileiro. Contudo, o ataque da cochonilhado-carmim (Dactylopius opuntiae Cockerel) erradicou grande parte da área plantada, já que a maioria das variedades cultivadas são suscetíveis à praga. Três novas variedades resistentes à praga foram identificadas: Orelha-de-elefante mexicana, Miúda ou Doce e a variedade Mão-de-moça (clones IPA-Sertânea e PALMEPA-PB1). Contudo, a disponibilidade de material propagativo (cladódios ou raquetes) ainda é baixa, aumentando o preço da palma-semente. Assim, desenvolveu-se uma metodologia utilizando-se fragmentos (pedaços) de raquetes para a obtenção de novas mudas