Tam Bang Vu Department of Economics, University of Hawaii at Manoa 2424 Maile Way, 542 Saunders Hall, Honolulu, HI 96822; [email protected] Abstract Mankiw (1982) shows that consumer durables expenditures should follow a linear ARMA(1,1) process, but the data analyzed supports an AR(1) process instead; thus, a puzzle. In this paper, we employ a more general utility function than Mankiw's quadrati...

A fifty-year time series of monthly stratospheric ozone readings from Arosa, Switzerland is analyzed. The time series exhibits the properties of a periodically correlated (PC) random sequence with annual periodicities. Spectral properties of PC random sequences are reviewed and a test to detect periodic correlation is presented. An ARMA model with periodically varying coefficients (PARMA) is fi...

1 Short-term Traffic Flow Forecasting (STFF), the process of predicting future traffic conditions 2 based on historical and real-time observations is an essential aspect of Intelligent Transportation 3 Systems (ITS). The existing well-known algorithms used for STFF include time-series analysis 4 based techniques, among which the seasonal Autoregressive Moving Average (ARMA) model 5 is one of th...

Impulse response provides important information about flaws in mechanical system. Deconvolution is one system identification technique for fault detection when signals captured from bearings with and without flaw are both available. However effects of measurement systems and noise are obstacles to the technique. In the present study, a model, namely autoregressive-moving average (ARMA), is used...

High-level resistance to aminoglycosides produced by 16S rRNA methylases in Enterobacteriaceae isolates was investigated. The prevalences of armA in Escherichia coli, Klebsiella pneumoniae, and Enterobacter cloacae were 0.6%, 3.0%, and 10%, respectively. rmtB was more prevalent than armA. Pulsed-field gel electrophoresis patterns indicated that armA and rmtB have spread horizontally and clonally.

Multimodel partition theory, introduced by Lainiotis summarizes the parametric model uncertainty into an unknown, finite dimensional parameter vector whose values are assumed to lie within a known set of finite cardinality. It is not restricted to the Gaussian case and it is also applicable to on line/adaptive operation. By applying this method a new computationally efficient order selection cr...

The ARTFIMA model applies a tempered fractional difference to the standard ARMA time series. This paper develops parameter estimation methods for the ARTFIMA model, and demonstrates a new R package. Several examples illustrate the utility of the method.

An analytically simple and tractable formula for the start-up autocovariances of periodic ARMA (P ARMA) models is provided.

The focus of this paper is using nonparametric transfer function models in forecasting. Nonparametric smoothing methods are used to model the relationship between variables (the transfer function) and the noise is modeled as an Autoregressive Moving Average (ARMA) process. The transfer function is estimated jointly with the ARMA parameters. Nonparametric smoothing methods are flexible thus can ...

Sir, Methylation of 16S ribosomal RNA (rRNA) mediated by 16S rRNA methylase, which confers high-level aminoglycoside resistance (MICs .1024 mg/L) in Enterobacteriaceae, has recently emerged as a major medical problem worldwide. Until now, seven plasmid-encoded 16S rRNA methylases, ArmA, RmtA, RmtB, RmtC, RmtD, RmtE and NpmA, have been reported in various clinical Gram-negative isolates in multi...