On consistent testing for serial correlation of unknown form in vector time series models

AbstractMultivariate autoregressive models with exogenous variables (VARX) are often used in econometric applications. Many properties of the basic statistics for this class of models rely on the assumption of independent errors. Using results of Hong (Econometrica 64 (1996) 837), we propose a new test statistic for checking the hypothesis of non-correlation or independence in the Gaussian case. The test statistic is obtained by comparing the spectral density of the errors under the null hypothesis of independence with a kernel-based spectral density estimator. The asymptotic distribution of the statistic is derived under the null hypothesis. This test generalizes the portmanteau test of Hosking (J. Amer. Statist. Assoc. 75 (1980) 602). The consistency of the test is established for a general class of static regression models with autocorrelated errors. Its asymptotic slope is derived and the asymptotic relative efficiency within the class of possible kernels is also investigated. Finally, the level and power of the resulting tests are also studied by simulation

Estimation du coût total associé à la production d’eau potable : cas d’application de la ville de Québec

Une gamme de coûts probables pour l’eau potable distribuée par la ville de Québec, Canada, est déterminée en sommant les coûts annualisés des investissements nécessaires à la reconstruction à l’état neuf des infrastructures d’eau de la ville (conduites d’aqueduc et d’égout, stations de production d’eau potable et stations de traitement des eaux usées) et les coûts annuels d’opération et d’entretien associés à ces infrastructures, puis en divisant le coût total par la production annuelle moyenne d’eau potable sur le territoire de la ville de Québec (106 Mm3/an). La gamme de coûts est obtenue par 50 000 simulations Monte Carlo, en tenant compte des incertitudes sur le coût des divers éléments composant le coût total de l’eau. De cette façon, on calcule un coût total moyen de 2,85 $/m3 et d’écart-type 0,47$/m3. Globalement, 0,70 $/m3 et 2,15$/m3 sont respectivement liés, en moyenne, aux coûts d’exploitation et aux dépenses d’immobilisation. Une analyse de sensibilité des résultats montre que le taux d’intérêt et le coût de construction des conduites sont les paramètres ayant le plus d’impact sur le coût calculé. Ce coût s’avère d’ailleurs beaucoup plus élevé que le prix moyen chargé pour l’eau au Canada et au Québec, qui était respectivement de 1,00 $/m3 et 0,49$/m3 en 1999, mais s’approche du prix moyen chargé en France pour l’eau potable en 2000 (environ 3,33 $/m3 hors taxes), pays où la facture d’eau inclut l’intégralité des dépenses des services d’eau et d’assainissement. La récupération par les municipalités, sous quelle forme que ce soit, de 2,85$ pour chaque m3 d’eau produit permettrait d’assurer un entretien et un renouvellement adéquats des infrastructures d’eau municipales.Canadians are among the greatest water consumers in the world with a mean commercial and domestic consumption of 444 litres per person per day (L/p/d). As a comparison, the mean urban consumption in France is 210/p/d. Since water sources are abundant and apparently cheap in Canada, most people don’t make any effort to reduce their water consumption. However, even though raw water is a free public good, potable water production and distribution as well as wastewater collection and treatment require important operating and investment costs. Major investments will also be required during the coming years in many Canadian municipalities in order to restore water and sewer pipes and to update or, in some cases, build new treatment plants. Potable water delivered by municipalities thus has a cost, and this cost is estimated for Quebec City, Canada, in this paper.The scientific literature only gives a few assessment examples of the real cost of potable water delivered by municipalities. Some authors present general methodologies to estimate the cost of each cubic meter produced, based on the definition of fixed and variable costs (e.g., CABRERA et al., 2003; MCNEIL and TATE, 1991), but application results for these methodologies cannot be found. In 2001, the American Water Works Association (AWWA) compiled revenue and financial data linked to drinking water for 647 American and 24 Canadian municipalities (AMERICAN WATER WORKS ASSOCIATION, 2001). However, this database does not include sanitation costs (wastewater collection and treatment). In November 2002, PricewaterhouseCoopers determined that the total costs for potable water and wastewater in Montreal were $0.54/m3 in 2000 and would reach$0.83/m3 in 2022 (PRICEWATERHOUSECOOPERS, 2002). But this estimate did not include assets that were already paid, and thus underestimated the real cost of potable water. Since many North American municipal water infrastructures are aging and will need to be replaced and/or rehabilitated soon, it is essential to include the cost of all infrastructure (water pipes and sewer networks, drinking water and wastewater treatment plants) when estimating the cost of water.In the province of Quebec, water services are, in most cases, under the responsibility of the municipalities. Depending on the city, the water services are financed directly from the property tax or from a specific pricing method (flat rate or volume-based).The total cost associated with drinking water is the sum of investment, operation, maintenance and repair costs for potable water production and distribution, as well as for wastewater collection and treatment. The first step for the calculation of this cost was to estimate the construction costs of the equipment needed to perform all of these functions. As a case study, we computed the financial resources required to reconstruct Quebec City’s equipment and networks, as they existed in 2002. This reconstruction cost was annualized according to the life expectancy of each piece of equipment. As a second step, the annualized reconstruction cost was added to the annual operation, maintenance and repair costs. The total annual cost was then divided by the mean annual water production in the Quebec City region, to obtain the total potable water volumetric cost. All costs presented in this paper are in 2002 Canadian dollars, using the seasonally adjusted Statistics Canada Consumer Price Index (CPI). To take into account the uncertainty associated with the parameters used to compute the water cost, normal distributions were assigned to these parameters and the total water cost was assessed from 50,000 Monte Carlo simulations. A variance analysis was also performed to determine the impact of each parameter on the computed cost for water.The case study selected to compute the total water cost is the new city of Quebec, as incorporated on January 1st, 2002. The municipalities of Saint-Augustin and l’Ancienne-Lorette were also taken into consideration in the calculation, since these two cities use Quebec City equipment for potable water supply and wastewater treatment. In 2001, the total population of this region was 508,000 inhabitants and the total drinking water production was estimated at 287,882 m3/day (Table 2). The total length of drinking water pipes in this case study is 2,453 km and the sewer total length is 4,133 km (Table 3). In 2002, there were two wastewater treatment plants and three drinking water treatment plants in the region of this case study; the city plans to entirely renovate one of the drinking water treatment plants and to build one new plant next year. The costs and construction years of Quebec’s stations are presented in Table 4. The statistical distributions of all the parameters used to compute the water cost are summarized in Table 1.The 50,000 Monte Carlo simulations led to a mean total cost of $2.85/m3 for water in Quebec City, with a standard deviation of$0.47/m3. This means that the total cost of water has a 95% chance to lie between $1.91/m3 and$3.80/m3 in Quebec. On average, the investment cost represents $2.15/m3 and the maintenance, operation and repair cost is$0.70/m3. The distribution of the total estimated cost is illustrated in Figure 1. Table 5 summarizes the statistical characteristics obtained for the components of the total water cost.The computed cost is much higher than the average price paid by Canadians and Quebecers for their potable water, which was respectively $1.00/m3 and$0.49/m3 in 1999. However, the calculated cost is close to the average price charged for potable water in France in 2000 (about $4.24/m3 including taxes, which means$3.33/m3 without taxes), a country where all costs related to drinking water and wastewater are included in the water bill. Proper maintenance and renewal of municipal water infrastructures would be ensured if cities were to recover $2.85 for each m3 of water produced, in one way or another. Moreover, it should be noted that water meter installation, especially for industrial and commercial users, would become economically beneficial if the exact water cost were to be charged to consumers

Leidenfrost drops on a heated liquid pool

We show that a volatile liquid drop placed at the surface of a non-volatile liquid pool warmer than the boiling point of the drop can experience a Leidenfrost effect even for vanishingly small superheats. Such an observation points to the importance of the substrate roughness, negligible in the case considered here, in determining the threshold Leidenfrost temperature. A theoretical model based on the one proposed by Sobac et al. [Phys. Rev. E 90, 053011 (2014)] is developed in order to rationalize the experimental data. The shapes of the drop and of the substrate are analyzed. The model notably provides scalings for the vapor film thickness. For small drops, these scalings appear to be identical to the case of a Leidenfrost drop on a solid substrate. For large drops, in contrast, they are different and no evidence of chimney formation has been observed either experimentally or theoretically in the range of drop sizes considered in this study. Concerning the evaporation dynamics, the radius is shown to decrease linearly with time whatever the drop size, which differs from the case of a Leidenfrost drop on a solid substrate. For high superheats, the characteristic lifetime of the drops versus the superheat follows a scaling law that is derived from the model but, at low superheats, it deviates from this scaling by rather saturating

On testing for the mean vector of a multivariate distribution with generalized and {2}-inverses

Generalized Wald's method constructs testing procedures having chi-squared limiting distributions from test statistics having singular normal limiting distributions by use of generalized inverses. In this article, the use of two-inverses for that problem is investigated, in order to propose new test statistics with convenient asymptotic chi-square distributions. Alternatively, Imhof-based test statistics can also be defined, which converge in distribution to weighted sum of chi-square variables; The critical values of such procedures can be found using Imhof's (1961) algorithm. The asymptotic distributions of the test statistics under the null and alternative hypotheses are discussed. Under fixed and local alternatives, the asymptotic powers are compared theoretically. Simulation studies are also performed to compare the exact powers of the test statistics in finite samples. A data analysis on the temperature and precipitation variability in the European Alps illustrates the proposed methods

On testing for the mean vector of a multivariate distribution with generalized and {2}-inverses

Generalized Wald's method constructs testing procedures having chi-squared limiting distributions from test statistics having singular normal limiting distributions by use of generalized inverses. In this article, the use of two-inverses for that problem is investigated, in order to propose new test statistics with convenient asymptotic chi-square distributions. Alternatively, Imhof-based test statistics can also be defined, which converge in distribution to weighted sum of chi-square variables; The critical values of such procedures can be found using Imhof's (1961) algorithm. The asymptotic distributions of the test statistics under the null and alternative hypotheses are discussed. Under fixed and local alternatives, the asymptotic powers are compared theoretically. Simulation studies are also performed to compare the exact powers of the test statistics in finite samples. A data analysis on the temperature and precipitation variability in the European Alps illustrates the proposed methods

The effect of wood ash as a partial cement replacement material for making wood-cement panels

The aim of this study was to consider the use of biomass wood ash as a partial replacement for cement material in wood-cement particleboards. Wood-cement-ash particleboards (WCAP) were made with 10%, 20%, 30%, 40%, and 50% of wood ash as a partial replacement for cement with wood particles and tested for bending strength, stiffness, water absorption, and thermal properties. Test results indicate that water demand increases as the ash content increases, and the mechanical properties decrease slightly with an increase of the ash content until 30% of replacement. On the other hand, the heat capacity increases with the wood ash content. The WCAP can contribute to reducing the heat loss rate of building walls given their relatively low thermal conductivity compared to gypsum boards. The replacement of cement to the extent of approximately 30% by weight was found to give the optimum results

A fluorophore-tagged RGD peptide to control endothelial cell adhesion to micropatterned surfaces

The long-term patency rates of vascular grafts and stents are limited by the lack of surface endothelialisation of the implanted materials. We have previously reported that GRGDS and WQPPRARI peptide micropatterns increase the endothelialisation of prosthetic materials in vitro. To investigate the mechanisms by which the peptide micropatterns affect endothelial cell adhesion and proliferation, a TAMRA fluorophore-tagged RGD peptide was designed. Live cell imaging revealed that the micropatterned surfaces led to directional cell spreading dependent on the location of the RGD-TAMRA spots. Focal adhesions formed within 3 h on the micropatterned surfaces near RGD-TAMRA spot edges, as expected for cell regions experiencing high tension. Similar levels of focal adhesion kinase phosphorylation were observed after 3 h on the micropatterned surfaces and on surfaces treated with RGD-TAMRA alone, suggesting that partial RGD surface coverage is sufficient to elicit integrin signaling. Lastly, endothelial cell expansion was achieved in serum-free conditions on gelatin-coated, RGD-TAMRA treated or micropatterned surfaces. These results show that these peptide micropatterns mainly impacted cell adhesion kinetics rather than cell proliferation. This insight will be useful for the optimization of micropatterning strategies to improve vascular biomaterials

IRES complexity before IFN-alpha treatment and evolution of the viral load at the early stage of treatment in peripheral blood mononuclear cells from chronic hepatitis C patients.

In the proof, we asked to correct the name of one Author, and the adddess; this was acknowledged by the Editor, but was omitted in the final published version!International audienceAt the early stage of treatment, IFN alpha-2a induces inhibition of HCV replication. The viral load reflects mainly the degradation rate of the viruses. However, differences in the behavior of the viral population depend on changes, which occurred in the HCV-IRES genome. In this study, cloning and sequencing strategies permitted the generation of a large number of IRES sequences from the PBMCs of 18 patients (5 women, 13 men) with chronic hepatitis C. The HCV IRES appeared to be highly conserved structurally. However, some variability was found between the different isolates obtained: 467 substitutions with a median of 7 variants/patients. No relationship was observed between pre-treatment IRES complexity and the viral load at the beginning. However, on review of the evolution of viral load in the PBMCs during the first 3 days of IFN alpha-2a treatment, patients could be classified into two groups: Group 1, in which the viral population continued to replicate and Group 2, in which the viral load decreased significantly (P = 0.01727). Positioning of the mutations on the predicted IRES secondary structure showed that the distribution of the mutations and their apparition frequency were different between the two groups. At the early stage of treatment, IFN alpha-2a was efficient in reducing the viral replication in a significant number of patients; mechanisms of response might affect the virus directly. However, pre-treatment genomic variations observed in the 5'NCR of HCV were not a parameter of a later response to antiviral therapy in chronic hepatitis C patients. (244