49,486 research outputs found

    The Error Correction Model as a Test for Cointegration

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    In this paper we generate critical values for a test for cointegration based on the joint significance of the levels terms in an error correction equation. We show that the appropriate critical values are higher than those derived from the standard F-distribution. We compare the power properties of this test with those of the Engle-Granger test and Kremers et alÂŽs t-test based on the t-statistic from an error correction equation. The F-test has higher power than the Engle-Granger test but lower power than the t-form of the error correction test. However, the F-form of the test has the advantage that its distribution is independent of the parameters of the problem being considered. Finally, we consider a test for cointegration between UK and US interest rates. We show that the F-test rejects the null of no cointegration between these variables although the Engle-Granger test fails to do so

    Interacting Unities: An Agent-Based System

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    Recently architects have been inspired by Thompsonis Cartesian deformations and Waddingtonis flexible topological surface to work within a dynamic field characterized by forces. In this more active space of interactions, movement is the medium through which form evolves. This paper explores the interaction between pedestrians and their environment by regarding it as a process occurring between the two. It is hypothesized that the recurrent interaction between pedestrians and environment can lead to a structural coupling between those elements. Every time a change occurs in each one of them, as an expression of its own structural dynamics, it triggers changes to the other one. An agent-based system has been developed in order to explore that interaction, where the two interacting elements, agents (pedestrians) and environment, are autonomous units with a set of internal rules. The result is a landscape where each agent locally modifies its environment that in turn affects its movement, while the other agents respond to the new environment at a later time, indicating that the phenomenon of stigmergy is possible to take place among interactions with human analogy. It is found that it is the environmentis internal rules that determine the nature and extent of change

    Fluctuating observation time ensembles in the thermodynamics of trajectories

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    The dynamics of stochastic systems, both classical and quantum, can be studied by analysing the statistical properties of dynamical trajectories. The properties of ensembles of such trajectories for long, but fixed, times are described by large-deviation (LD) rate functions. These LD functions play the role of dynamical free-energies: they are cumulant generating functions for time-integrated observables, and their analytic structure encodes dynamical phase behaviour. This "thermodynamics of trajectories" approach is to trajectories and dynamics what the equilibrium ensemble method of statistical mechanics is to configurations and statics. Here we show that, just like in the static case, there is a variety of alternative ensembles of trajectories, each defined by their global constraints, with that of trajectories of fixed total time being just one of these. We show that an ensemble of trajectories where some time-extensive quantity is constant (and large) but where total observation time fluctuates, is equivalent to the fixed-time ensemble, and the LD functions that describe one ensemble can be obtained from those that describe the other. We discuss how the equivalence between generalised ensembles can be exploited in path sampling schemes for generating rare dynamical trajectories.Comment: 12 pages, 5 figure

    The coevolution of toxin and antitoxin genes drives the dynamics of bacterial addiction complexes and intragenomic conflict

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    Bacterial genomes commonly contain ‘addiction’ gene complexes that code for both a toxin and a corresponding antitoxin. As long as both genes are expressed, cells carrying the complex can remain healthy. However, loss of the complex (including segregational loss in daughter cells) can entail death of the cell. We develop a theoretical model to explore a number of evolutionary puzzles posed by toxin–antitoxin (TA) population biology. We first extend earlier results demonstrating that TA complexes can spread on plasmids, as an adaptation to plasmid competition in spatially structured environments, and highlight the role of kin selection. We then considered the emergence of TA complexes on plasmids from previously unlinked toxin and antitoxin genes. We find that one of these traits must offer at least initially a direct advantage in some but not all environments encountered by the evolving plasmid population. Finally, our study predicts non-transitive ‘rock-paper-scissors’ dynamics to be a feature of intragenomic conflict mediated by TA complexes. Intragenomic conflict could be sufficient to select deleterious genes on chromosomes and helps to explain the previously perplexing observation that many TA genes are found on bacterial chromosomes

    A review of strength and conditioning internships: the UKSCA’s State of the Nation survey

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    Internships within the strength and conditioning (S&C) industry have become a ‘right of passage’ for any junior or student coach wanting to gain employment. They have recently been described as ‘the new degree’, implying that formal education is no longer sufficient enough to gain employment on its own. Given the importance of practical skills required to successfully deliver S&C coaching, there is an expectation that applicants for professional jobs possess an appropriate level of experience. The UKSCA decided to conduct a survey of S&C interns in order to discover just exactly what kind of experiences they receive during their internships. The results are presented and discussed below

    Collisionless heating in capacitive discharges enhanced by dual-frequency excitation

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    We discuss collisionless electron heating in capacitive discharges excited by a combination of two disparate frequencies. By developing an analytical model, we find, contrary to expectation, that the net heating in this case is much larger than the sum of the effects occurring when the two frequencies act separately. This prediction is substantiated by kinetic simulations, which are also in excellent general quantitative agreement with the model for discharge parameters that are typical of recent experiments

    Fe XXV and Fe XXVI Diagnostics of the Black Hole and Accretion Disk in Active Galaxies: Chandra Time-Resolved Spectroscopy of NGC 7314

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    We report the detection of Fe XXV and Fe XXVI KαK\alpha emission lines from a Chandra HETGS observation of the Seyfert~1 galaxy NGC 7314, made simultaneously with RXTE. The lines are redshifted (cz ~ 1500 km/s) relative to the systemic velocity and unresolved. We argue that the lines originate in a near face-on (<7 degrees) disk having a radial line emissivity flatter than r^-2. Line emission from ionization states of Fe in the range ~Fe I up to Fe XXVI is observed. The ionization balance of Fe responds to continuum variations on timescales less than 12.5 ks, supporting an origin of the lines close to the X-ray source. We present additional, detailed diagnostics from this rich data set. These results identify NGC 7314 as a key source to study in the future if we are to pursue reverberation mapping of space-time near black-hole event horizons. This is because it is first necessary to understand the ionization structure of accretion disks and the relation between the X-ray continuum and Fe K line emission. However, we also describe how our results are suggestive of a means of measuring black-hole spin without a knowledge of the relation between the continuum and line emission. Finally, these data emphasize that one {\it can} study strong gravity with narrow (as opposed to very broad) disk lines. In fact narrow lines offer higher precision, given sufficient energy resolution.Comment: Accepted for publication in the Astrophysical Journal. 30 pages, six figures, five of them color. Abstract is abridge
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