The differentiation between normal and abnormal changes in conventional electrocardiography is substantially improved by consideration of normal age trends. For clinical application of spatial vectorcardiography, consideration of age trends is equally important. On the basis of statistical evaluation of magnitude, azimnuth and elevation of mean spatial QRS and T vectors in 105 healthy young men...

Regional differences in ventricular activation sequence and action potential duration morphology result dispersion repolarization (VR). VR is a key factor arrhythmogenesis. We studied the adaptation of global humans during normal abnormal activation, relation to QT (hysteresis). measured as T amplitude, area, gradient (VG), using continuous Frank vectorcardiography, response abrupt sustained at...

"The dynamic relationship of net migration and employment change is examined for ten selected states of the U.S. using a multivariate time series approach--a vector autoregression (VAR) model. Granger causality tests and dynamic multipliers provide information on the dynamic process. The results suggest a state-level process in which employment change occurs first, and net migration follows wi...

To help understand the order of events that occurs when generating saccades, we simulated and tested two commonly stated decoding models that are believed to occur in the oculomotor system: vector averaging (VA) and center-of-mass. To generate accurate saccades, each model incorporates two required criteria: 1) a decoding mechanism that deciphers a population response of the superior colliculus...

We review, under a historical perspective, the developement of the problem of nonfundamentalness of Moving Average (MA) representations of economic models, starting from the work by Hansen and Sargent [1980]. Nonfundamentalness typically arises when agents’ information space is larger than the econometrican’s one. Therefore it is impossible for the latter to use standard econometric techniques,...

We compare the performance of a subset of CBO’s economic forecasts against that of an unrestricted vector autoregression (VAR) model. We evaluate forecasts of real economic indicators as well as budget-related nominal statistics. We find that under most specifications, the VAR performs competitively with, if slightly worse than, the corresponding CBO forecasts at up to 20 quarters. Therefore, a...

Building on Koop, Pesaran and Potter (1996), we propose the `generalized' impulse response analysis for unrestricted vector autoregressive (VAR) and cointegrated VAR models. Unlike the traditional impulse response analysis, our approach does not require orthogonalization of shocks and is invariant to the ordering of the variables in the VAR. The approach is also used in the construction of orde...