Testing For Unit Roots In The Presence Of Multiple Trend Breaks: An Application To Chilean Inflation Rate Series

This paper is an application of the subject of testing for unit roots in a time series in the presence of structural change. The series used is that of the Chilean monthly inflation rate. A characteristic of this series is that, with the exception of the 1972-1977 period during which the inflation rate in Chile greatly accelerated then decelerated, the Chilean inflation rate over the 40-year period of the study stayed within a limited range. In spite of this relatively stable performance, the application of the standard unit root tests to the series results in the inability to reject the unit root. However, when a test that allows for three endogenously determined breaks in the slope of the trend function of the series is used to account for the structural change of the 1972-1977 episode; the result is a strong rejection of the unit root in favor of a, more reasonable, stationary characterization of the series

A general framework for coupled hydro-mechanical modelling of rainfall-induced instability in unsaturated slopes with multivariate random fields

An accurate estimation of rainfall-induced instability of slopes for extremely nonhomogeneous materials such as lignite mine spoils is a major challenge. This paper investigates the stability of nonhomogeneous soil slopes with respect to slip surface development, size of sliding volume, and determination of safety factor. Specified dependent random variables are cross-correlated using a multivariate Gaussian copula, the use of which provides a faster and more accurate representation of the inter-dependent properties of randomly-distributed soil. A Monte-Carlo simulation is used to generate a series of multivariate random fields for slopes. These are then implemented in Abaqus and analysed under constant rainfall conditions using a fully coupled hydro-elasto-plastic model. The resulting stress, strain, pore pressure, and displacement data are further processed in MATLAB to evaluate critical slip surfaces and safety factors. Results indicate that the factor of safety in a homogenous case is overestimated compared to the nonhomogeneous condition, while the sliding volume is underestimated. Moreover, the factor of safety decreases as the rainfall simulation continues and the probability of failure increases to nearly 100% after 10 days of rainfall. The framework developed in this paper can provide guidance for conducting relatively inexpensive probabilistic analyses