Range unit root tests

Since the seminal paper by Dickey and Fuller in 1979, unit-root tests have conditioned the standard approaches to analyse time series with strong serial dependence, the focus being placed in the detection of eventual unit roots in an autorregresive model fitted to the series. In this paper we propose a completely different method to test for the type of "long-wave" patterns observed not only in unit root time series but also in series following more complex data generating mechanism. To this end, our testing device analyses the trend exhibit by the data, without imposing any constraint on the generating mechanism. We call our device the Range Unit Root (RUR) Test since it is constructed from running ranges of the series. These statistics allow a more general characterization of a strong serial dependence in the mean behavior, thus endowing our test with a number of desirable properties. Among these properties are the invariance to nonlinear monotonic transformations of the series and the robustness to the presence of level shifts and additive outliers. In addition, the RUR test outperforms the power of standard unit root tests on near-unit-root stationary time series

A range unit root test

Since the seminal paper by Dickey and Fuller in 1979, unit-root tests have conditioned the standard approaches to analyse time series with strong serial dependence, the focus being placed in the detection of eventual unit roots in an autorregresive model fitted to the series. In this paper we propose a completely different method to test for the type of long-wave patterns observed not only in unit root time series but also in series following more complex data generating mechanisms. To this end, our testing device analyses the trend exhibit by the data, without imposing any constraint on the generating mechanism. We call our device the Range Unit Root (RUR) Test since it is constructed from running ranges of the series. These statistics allow a more general characterization of a strong serial dependence in the mean behavior, thus endowing our test with a number of desirable properties, among which its error-model-free asymptotic distribution, the invariance to nonlinear monotonic transformations of the series and the robustness to the presence of level shifts and additive outliers. In addition, the RUR test outperforms the power of standard unit root tests on near-unit-root stationary time series and is asymptotically immune to noise

A RANGE UNIT ROOT TEST

Since the seminal paper by Dickey and Fuller in 1979, unit-root tests have conditioned the standard approaches to analyse time series with strong serial dependence, the focus being placed in the detection of eventual unit roots in an autorregresive model fitted to the series. In this paper we propose a completely different method to test for the type of“long-wave” patterns observed not only in unit root time series but also in series following more complex data generating mechanisms. To this end, our testing device analyses the trend exhibit by the data, without imposing any constraint on the generating mechanism. We call our device the Range Unit Root (RUR) Test since it is constructed from running ranges of the series. These statistics allow a more general characterization of a strong serial dependence in the mean behavior, thus endowing our test with a number of desirable properties, among which its error-model-free asymptotic distribution, the invariance to nonlinear monotonic transformations of the series and the robustness to the presence of level shifts and additive outliers. In addition, the RUR test outperforms the power of standard unit root tests on near-unit-root stationary time series and is asymptotically immune to noise.

Mineral carbonation of ceramic brick at low pressure and room temperature. A simulation study for a superficial CO2 store using a common clay as sealing material

This research explores the possibilities of CO2 sequestration on ceramic bricks in a short time and at surface conditions. The experiment was carried out in a specially designed reaction chamber, filled with brick wastes and sealed with common clays. The brick used were composed of quartz, wollastonite, diopside, orthoclase and anhydrite, and the common clay was a marl composed of calcite, quartz, illite, smectite and kaolinite. Experimental condition in the reaction chamber were: reaction time 5 months, pressure of CO2 0.5 bar, 4:1 solid/water ratio. The experiment was followed by XRD, XRF, BET, physical sorption by N2 and CO2, Hg porosity, TG-DTA, SEM and ICP-EOS. After the CO2 treatment, wollastonite and anhydrite were practically destroyed and some diopside and orthoclase. Calcite precipitated as new phase (up to 48 wt%), and small amount of illite was the result of orthoclase alteration. Concerning the sealing clay, the CO2 produced an increment of calcite content (from 32 to 41 wt%) and a partial destruction of smectite, particularly close to the upper part of the brick layer. These results are hopeful in relation with the possible mineral carbonation of building ceramic waste in a short time at surface conditions, and open the opportunity to use those wastes for CO2 trapping in an appropriate system, as a quarry reclamation

Predicción de la frescura del aceite de oliva virgen extra durante el almacenamiento mediante espectroscopía de fluorescencia

Virgin olive oil quality relates to flavor and unique health benefits. Some of these properties are at the most desirable level when the oil is just extracted, since it is not a product that improves with age. On the contrary, the concentrations of many compounds change during its shelf-life. These changes reveal the aging of the oil but do not necessarily mean decay in sensory properties, so in some cases an aged oil from healthy olives may be better qualified than a fresh one from olives affected by fermentation. The aim of this work is to analyze different methodologies proposed for assessing the quality of virgin olive oil with implications in freshness and aging of the oil, and to highlight the possibilities of rapid spectrofluorimetric techniques for assessing oil freshness by checking the evolution of pigments during storage. The observed change in the selected spectral features and mathematical modelling over time was compared with the accepted model for predicting the amount of pyropheophytin a, which is based on isokinetic studies. The best regression was obtained for 655 nm (adjustedR2 = 0.91) wavelength, which matches the distinctive band of pigments. The two mathematical models described in this study highlight the usefulness of pigments in the prediction of the shelf-life of extra virgin olive oil.La calidad del aceite de oliva virgen está relacionada con su flavor y sus beneficios únicos para la salud. Algunas de estas propiedades se encuentran en el nivel más deseable cuando el aceite está recién extraído, ya que no es un producto que mejore con el tiempo. Por el contrario, las concentraciones de muchos compuestos cambian a lo largo de la vida útil. Estos cambios revelan el envejecimiento del aceite, pero no implican necesariamente la alteración de las propiedades sensoriales, por lo que en algunos casos un aceite envejecido procedente de aceitunas sanas puede presentar mejor calidad que uno fresco procedente de aceitunas afectadas por procesos de fermentación. El objetivo de este trabajo es estudiar diferentes metodologías propuestas para evaluar la calidad del aceite de oliva virgen con implicaciones en la frescura y el envejecimiento del aceite, destacando las posibilidades de las rápidas técnicas espectrofluorométricas para evaluar la frescura del aceite verificando la evolución de los pigmentos durante el almacenamiento. El cambio observado en las características espectrales seleccionadas y su modelado matemático a lo largo del tiempo se comparó con el modelo aceptado para predecir la cantidad de pirofeofitina a, que se basa en estudios isocinéticos. Los dos modelos matemáticos descritos en este estudio pusieron de manifiesto la utilidad de los pigmentos en la predicción de la vida útil del aceite de oliva virgen extra. La mejor regresión se obtuvo para 655 nm (R2 -ajustado = 0,91), longitud de onda que coincide con la banda distintiva de pigmentos.Secretaría de Estado de Investigación, Desarrollo e Innovación de España-AGL2015-69320-

Proposed Methodology to Evaluate CO2 Capture Using Construction and DemolitionWaste

Since the Industrial Revolution, levels of CO2 in the atmosphere have been constantly growing, producing an increase in the average global temperature. One of the options for Carbon Capture and Storage is mineral carbonation. The results of this process of fixing are the safest in the long term, but the main obstacle for mineral carbonation is the ability to do it economically in terms of both money and energy cost. The present study outlines a methodological sequence to evaluate the possibility for the carbonation of ceramic construction waste (brick, concrete, tiles) under surface conditions for a short period of time. The proposed methodology includes a pre-selection of samples using the characterization of chemical and mineralogical conditions and in situ carbonation. The second part of the methodology is the carbonation tests in samples selected at 10 and 1 bar of pressure. The relative humidity during the reaction was 20 wt %, and the reaction time ranged from 24 h to 30 days. To show the e ectiveness of the proposed methodology, Ca-rich bricks were used, which are rich in silicates of calcium or magnesium. The results of this study showed that calcite formation is associated with the partial destruction of Ca silicates, and that carbonation was proportional to reaction time. The calculated capture e ciency was proportional to the reaction time, whereas carbonation did not seem to significantly depend on particle size in the studied conditions. The studies obtained at a low pressure for the total sample were very similar to those obtained for finer fractions at 10 bars. Presented results highlight the utility of the proposed methodology

Predicción de la frescura del aceite de oliva virgen extra durante el almacenamiento mediante espectroscopía de fluorescencia

Virgin olive oil quality relates to flavor and unique health benefits. Some of these properties are at the most desirable level when the oil is just extracted, since it is not a product that improves with age. On the contrary, the concentrations of many compounds change during its shelf-life. These changes reveal the aging of the oil but do not necessarily mean decay in sensory properties, so in some cases an aged oil from healthy olives may be better qualified than a fresh one from olives affected by fermentation. The aim of this work is to analyze different methodologies proposed for assessing the quality of virgin olive oil with implications in freshness and aging of the oil, and to highlight the possibilities of rapid spectrofluorimetric techniques for assessing oil freshness by checking the evolution of pigments during storage. The observed change in the selected spectral features and mathematical modelling over time was compared with the accepted model for predicting the amount of pyropheophytin a, which is based on isokinetic studies. The best regression was obtained for 655 nm (adjustedR2 = 0.91) wavelength, which matches the distinctive band of pigments. The two mathematical models described in this study highlight the usefulness of pigments in the prediction of the shelf-life of extra virgin olive oil.La calidad del aceite de oliva virgen está relacionada con su flavor y sus beneficios únicos para la salud. Algunas de estas propiedades se encuentran en el nivel más deseable cuando el aceite está recién extraído, ya que no es un producto que mejore con el tiempo. Por el contrario, las concentraciones de muchos compuestos cambian a lo largo de la vida útil. Estos cambios revelan el envejecimiento del aceite, pero no implican necesariamente la alteración de las propiedades sensoriales, por lo que en algunos casos un aceite envejecido procedente de aceitunas sanas puede presentar mejor calidad que uno fresco procedente de aceitunas afectadas por procesos de fermentación. El objetivo de este trabajo es estudiar diferentes metodologías propuestas para evaluar la calidad del aceite de oliva virgen con implicaciones en la frescura y el envejecimiento del aceite, destacando las posibilidades de las rápidas técnicas espectrofluorométricas para evaluar la frescura del aceite verificando la evolución de los pigmentos durante el almacenamiento. El cambio observado en las características espectrales seleccionadas y su modelado matemático a lo largo del tiempo se comparó con el modelo aceptado para predecir la cantidad de pirofeofitina a, que se basa en estudios isocinéticos. Los dos modelos matemáticos descritos en este estudio pusieron de manifiesto la utilidad de los pigmentos en la predicción de la vida útil del aceite de oliva virgen extra. La mejor regresión se obtuvo para 655 nm (R2 -ajustado = 0,91), longitud de onda que coincide con la banda distintiva de pigmentos.Secretaría de Estado de Investigación, Desarrollo e Innovación de España-AGL2015-69320-

Una caracterización de las clases de cálculo en el área de ciencias

Se presenta una investigación que refiere el tipo de interacciones que se produce entre profesor y alumnos al interior de dos aulas de ciencias matemáticas al momento de desarrollar las clases de cálculo. Haciendo uso de la etnografía en tanto método cualitativo de investigación, documentamos durante un tiempo prolongado, lo acontecido en las clases de cálculo en dos grupos distintos de estudiantes. De esta manera, nuestros hallazgos son caracterizados en función de lo que hemos denominado, la costumbre didáctica del profesor y las interacciones de aula

Un estudio descriptivo de las interacciones en el aula. Elemento de análisis en la reprobación y rezago de cálculo

Reportamos un estudio de carácter descriptivo realizado al interior de dos aulas de nivel universitario en un curso de cálculo diferencial. Se consideró al aula como el escenario propicio para indagar sobre el tipo de prácticas que se ejercen al momento en que interactúan profesor, alumno en torno a un conocimiento que se quiere sea aprendido (contenido temático). De esta manera, presentamos algunas características de la cultura y del quehacer docente desarrollado en las aulas, fruto del análisis de observaciones sistemáticas realizadas a lo largo de tres meses

Regional devolopment and solidarity in Spain: the relationship between the E.C. and the internal solidarity funds.

This paper will analyse the importance that the Regional Solidarity Funds have acquired in the financial systems of those Autonomous Communities able to benefit from them, and the influence that these Funds have had in their development. In addition, the special role that Structural Funds have had in order to bring the Autonomous Communities’ development in line with the average level of the European Member States will be referred to. Then, the different EC tools that are connected with regional development will be described and analysed; next, the Spanish regions that have benefited from these tools since Spain joined the European Union in 1986 will be studied. The Internal Solidarity Funds and their relationship with the EC Structural Funds will also be analysed. The effects of these mechanisms will be examined from three different points of view. First of all, the impact of these resources on the regional financial system will be considered; secondly, the coordination between the EC Structural Funds and the Internal Solidarity Funds, and the impact of this relationship will be analysed; and finally, whether or not these mechanisms are efficient enough to achieve the aim of regional unity will be determined, and their influence in different areas of production will also be observed. Key words: Fiscal Federalism, Spanish Autonomous Communities, Structural Funds, Inter-regional Solidarity. JEL Codes: H7, H77.