Robustness of alternative non‐linearity tests for SETAR models

In recent years there has been a growing interest in exploiting potential forecast gains from the non‐linear structure of self‐exciting threshold autoregressive (SETAR) models. Statistical tests have been proposed in the literature to help analysts check for the presence of SETAR‐type non‐linearities in an observed time series. It is important to study the power and robustness properties of these tests since erroneous test results might lead to misspecified prediction problems. In this paper we investigate the robustness properties of several commonly used non‐linearity tests. Both the robustness with respect to outlying observations and the robustness with respect to model specification are considered. The power comparison of these testing procedures is carried out using Monte Carlo simulation. The results indicate that all of the existing tests are not robust to outliers and model misspecification. Finally, an empirical application applies the statistical tests to stock market returns of the four little dragons (Hong Kong, South Korea, Singapore and Taiwan) in East Asia. The non‐linearity tests fail to provide consistent conclusions most of the time. The results in this article stress the need for a more robust test for SETAR‐type non‐linearity in time series analysis and forecasting. Copyright © 2004 John Wiley & Sons, Ltd.     

Solving Non-Uniqueness in Agglomerative Hierarchical Clustering Using Multidendrograms

In agglomerative hierarchical clustering, pair-group methods suffer from a problem of non-uniqueness when two or more distances between different clusters coincide during the amalgamation process. The traditional approach for solving this drawback has been to take any arbitrary criterion in order to break ties between distances, which results in different hierarchical classifications depending on the criterion followed. In this article we propose a variable-group algorithm that consists in grouping more than two clusters at the same time when ties occur. We give a tree representation for the results of the algorithm, which we call a multidendrogram, as well as a generalization of the Lance andWilliams’ formula which enables the implementation of the algorithm in a recursive way. The authors thank A. Arenas for discussion and helpful comments. This work was partially supported by DGES of the Spanish Government Project No. FIS2006–13321–C02–02 and by a grant of Universitat Rovira i Virgili.     

Truth and openness: an epistemology for interpretive systemology

Both an ontoepistemology for reductionist modern science (counter-ontoepistemology) and an ontology for interpretive Systemology have been outlined in the two preceding papers in this special issue ofSystems Practice. In the present article, the notion of “truth” is interpreted in terms of both the ontoepistemology of “reductionism” and the ontology of interpretive systemology. Both interpretations are discussed. Such a discussion represents the objective of this paper, that is, to outline the epistemological “face” of the ontoepistemology of interpretive systemology. In order to design that “epistemological face,” the relation between ontology and epistemology must be clarified. Such a relation is seen from the standpoint already provided by the ontology. After the discussion on the notion of truth, the general shape of a systemic-interpretive inquiring process is outlined.     

In vivo effects of immunostimulating lipopeptides on mouse liver microsomal cytochromes P-450 and on paracetamol-induced toxicity

Summary Immunomodulating lipopeptides lauroyl-L-Ala--D-Glu-LL-A2pmNH2-Gly (RP 44.102) and lauroyl-L-Ala--D-Glu-LL-A2pmNH2 (RP 56.142) were found to protect mice against the hepatotoxicity of paracetamol, which is due to cytochrome P-450 dependent formation of toxic metabolites and radicals. In fact they decreased the amount of hepatic microsomal cytochrome P-450, and the level of CCl₄-induced lipid peroxidation. In contrast lauroyl-L-Ala--D-Glu-DD-A2pmNH2 (RP 53.204), which only differs by the configuration of the two chiral carbons of A2pm (diaminopimelic acid) and is not an immunomodulating agent, failed to protect against poisoning by paracetamol and had no effect on the level of hepatic cytochrome P-450 or the microsomal CCl₄-induced lipid peroxidation. This provides a clear connection between the immunostimulating properties of a compound and its effects on xenobiotic biotransformations.     

The induction of secondary seed dormancy by oxygen deficiency in a barnyard grassEchinochloa crus-galli

At 25°C, secondary dormancy was induced in seeds ofE. crus-galli exposed for 100 days to oxygen deficiency. By contrast, hypoxia did not induce dormancy at 15°C or prevent dormancy termination at 7°C. Secondary dormancy was terminated after 2 months stratification at 7°C. Oxygen deficiency may increase the proportion of dormant seeds in the soil, and affect the dynamics of the barnyard-grass soil seed bank.We thank Miss Jitka Králová for her excellent technical assistance.     

Photoperiodic summation is temperature-dependent inPyrrhocoris apterus (L.) (Heteroptera)

Summary InPyrrhocoris apterus, a low temperature, 15°C, prevented the termination of diapause by long days and, unexpectedly, also the induction of diapause by short days. Both responses were enabled at a higher temperature, 26°C. In contrast to current concepts, it was proved that the summation of photoperiodic signals was temperature-dependent, since the morphogenetic development was prevented by starvation.     

The use of cyclophosphamide as an enhancer of the vaccine against foot-and-mouth disease

The immunization of biungulate animals with killed foot-and-mouth disease virus (FMDV) requires periodic vaccinations due to a low vaccine immunogenicity. Therefore, FMDV antigens need to be combined with adjuvants such as aluminum hydroxide, saponin or oil emulsions. Animal handling for periodic inoculations, and the repeated doses of vaccines that have to be administered increase the commercialization costs. Moreover, the use of adjuvants may induce adverse effects.In the present work we show that it is possible to increase the life span of neutralizing antibodies in serum when a single dose of cyclophosphamide (Cy) is administered four days before vaccination with aluminum hydroxidesaponin FMDV vaccine.     

Nicotianamine,the ‘normalizing factor’ for the auxotroph tomato mutantChloronerva; a representative of a new class of plant effectors

Summary The article surveys our knowledge of the normalizing factor, gained from its discovery a quarter of a century ago up to the present time, under the following headings: Discovery; Physiological properties; Isolation and characterization; Structure determination (Identity of the normalizing factor with nicotianamine); Chemical properties; Analysis; Synthesis; Occurrence and physiological role; Related compounds; Prospects.     

Oxygen consumption in rat skeletal muscle at various rates of oxygen delivery

Summary Resting oxygen consumption of the vascularly isolated gracilis anticus muscle of the rat perfused by natural circulation via the femoral artery with diluted or undiluted blood depends on oxygen delivery (the product of flow rate and arterial oxygen concentration-DO₂) only when DO₂ falls below 16 l/min/g.