X-13A-S 프로그램을 이용한 계절조정방법 분석 - X-12 필터와 SEATS 방법의 비교 -

이한식,Lee, Hahn-Shik 한국통계학회 2010 응용통계연구 Vol.23 No.6

본 연구에서는 최근에 새롭게 개발된 X-13A-S 프로그램을 이용하여 우리나라 경제시계열에 적합한 계절조정방법을 모색하였다. 특히 한국의 주요 거시경제지표에 대하여 X-12 필터와 SEATS 방법을 각각 적용하여 계절조정계열을 산출하고, 안정성 멱등성 등 계절조정의 적합성 평가기준을 토대로 두 방법의 유용성에 대한 이론적 실증적 비교분석을 시도하였다. 본 연구의 분석에 의하면 두 방법 모두 안정성이 우수한 것으로 나타나 계절조정의 신뢰성은 높은 것으로 평가되었다. 두 방법 사이의 상대적 비교에서는 대상 자료에 따라 약간 다른 결과를 보이고 있기는 하지만 전체적으로 모형에 기초하여 계절조정을 시행하는 SEATS 방법이 우월한 것으로 나타났다. 특히 구조변화를 고려하여 구간을 나누어 계절변동조정을 시행하면, 전체 기간에 대한 분석에 비해 SEATS 방법에 상대적으로 더 유리한 결과가 도출되었다. 이는 모형 분석에 기초를 둔 TRAMO-SEATS 방법이 계절조정의 이론적 정합성 및 일관성 측면에서 더 우수하다는 최근의 학문적인 연구 결과와 일치한다. 이러한 결과는 그 동안 현재 국내에서 사용되고 있는 X-12-ARIMA 방법 이외에 TRAMO-SEATS 방법을 한국 경제시계열 자료에 적용할 필요성이 있다는 것을 암시하는 것이라 할 수 있다. 따라서 향후 X-13A-S 프로그램과 같이 두 방법을 같이 병행하면서 이를 우리 자료에 맞게 조정하는 방안에 관한 지속적인 연구가 필요하다. 이를 통해 계량모형에 기초한 TRAMO-SEATS 방법의 이론적 정합성과 X-12-ARIMA 방법의 실증적 적합성을 결합시킬 수 있는 새로운 차원의 계절조정방법을 계속 모색해야 한다. This paper compares the two most widely used seasonal adjustment methods: the X-12-ARIMA and TRAMO-SEATS procedures. The basic features of these methods are discussed and compared in both their theoretical and empirical aspects. In doing so, the X-13A-S program is used to reevaluate their applicability to Korean macroeconomic data by considering possible structural breaks in the series. The finding is that both methods provide very reliable and stable estimates of seasonal factors and seasonally adjusted data. As for the empirical comparisons, TRAMO-SEATS appears to outperform X-12-ARIMA, although the results are somewhat mixed depending on the comparison criteria used and on the series under analysis. In particular, the performance of TRAMO-SEATS turns out to compare more favorably when seasonal adjustment is carried out to each sub-samples (by taking possible structural breaks into account) than when the whole sample period is used. The result suggests that as the model-based TRAMO-SEATS has a considerable theoretical appeal, some features of TRAMO-SEATS should further be incorporated into X-12-ARIMA until a standard and integrated procedure is reached by combining the theoretical coherence of TRAMO-SEATS and the empirical usefulness of X-12-ARIMA.

향후의 flexible automation과 robot system 방향연구 ( The prospects for the future on research of flexible automation and robot system )

이한식 한국통신학회 1992 한국통신학회 학술대회논문집 Vol.- No.-

經濟學 敎科課程에서 計量 分析 敎育의 改編 方向

이한식 서강대학교 경제학연구원 2002 시장경제연구 Vol.31 No.1

제30차 학술대회 : 17. 상부 위암에 대한 임상적 고찰

이한식,윤태연,지훈상,김춘규 () 대한외과학회 1978 대한외과학회 학술대회자료집 Vol.- No.-

질식성 심정지 모델에서 Epinephrine과 Vasopressin의 비교

정순미,박원녕,정성필,황태식,장문준,이한식 大韓應急醫學會 1999 대한응급의학회지 Vol.10 No.1

Background : Vasopressin has recently been recognized to have greater effect on improving blood flow to myocardium and brain during cardiac resuscitation than epinephrine and also improves rates of ROSC(return of spontaneous circulation) and survival in pre-hospital and in-hospital prolonged refractory cardiac arrest patients who did not respond to the standard epinephrine treatment. This study was designed to investigate the effects of vasopressin on ROSC rates and survival rates in rat asphyxia arrest model. Method & Material : Thirty male sprague-Dawley rats were used. Anesthesia was induced with halothane and nitrous oxide and ventilatory care was maintained. EtCO₂ was adjusted to 30-40㎜Hg and halothane was maintained. Right internal carotid artery and right femoral vein were cannulated and EKG electrodes were attached. After 10 minutes of asphyxia, group 1 was treated with 1ml of saline, group 2 with 1ml (0.001㎎/100g) of epinephrine and groups 3 with 1ml (0.16u/100g) of vasopressin for resuscitation. Statistical significance was an analyzed by SPSS with ANOVA and chi-square tests. Results : No significant difference were seen in baseline measurements. There ROSC and three 60 minutes survivals were found in group 1, whereas nine ROSC and eight 60 minutes survivals were obtained in groups 1 and all of the subjects in group 3 showed ROSC and 60 minutes survival, but no statistical differences were seen between groups 2 and 3. Conclusion : Vasopressin seems to have similar effect on improving ROSC and survival rates compared to epinephrine in rat asphyxia models.

광류 ( Optical Flow ) 정보를 이용한 이동로봇의 장애물 회피 ( Obstacle Avoidance of a Mobile Robot Using Optical Flow )

이한식,김문화,장동식 한국경영과학회 1996 한국경영과학회 학술대회논문집 Vol.- No.1

혈청 neuron specific enolase를 이용한 심정지후 신경학적 예후의 예측

강용선,정성필,박기일,김승환,김태승,이한식 大韓應急醫學會 1999 대한응급의학회지 Vol.10 No.2

Background: The purpose of this study was to determine that the assessment of serum neuron specific enolase(NSE) could provide a reliable early predictor of neurologic outcome after cardiac arrest. Methods: Prospective, observational study was performed from April 1996 to March 1998 at a university teaching hospital ED. Serum NSE concentrations were analysed twice at 24 and 48 hours after return of spontaneous circulation(ROSC). Neurologic outcome was categorized using cerebral performance category(CPC). Results: Twenty-nine patients(16 were men) were enrolled during the study period. The mean age was 50.8 years. Nine(31%) of them showed good outcome defined as CPC 1-3, and 20(69%) patients showed bad outcome defined as CPC 4-5. In the good outcome group, the serum NSE was revealed 33.8±9.3 ng/ml at 24 hours, 34.0±4.73 ng/ml at 48 hours. While in the bad outcome group, it was 99.5±11.7 ng/ml and 114.6±15.8 ng/ml. The NSE at 48hr after ROSC was more prescise than that of 24hr. When the cutoff value of 50 ng/ml at 48hr, the sensitivity was 82%, and specificity was 93%. Conclusion: This study suggest that the serum NSE may represent a valuable, noninvasive, and useful clinical tool for prediction of neurologic outcome after cardiac arrest.

로봇 손목기구의 정밀 조작을 위한 퍼지 제어 규칙의 형식과 추론법 연구 ( Robot Gripper System for the form of Fuzzy Control and Inference Methods )

이한식 한국통신학회 1993 한국통신학회 학술대회논문집 Vol.1993 No.2

小波動 技法을 이용한 可變 베타의 長期 持續性 분석

이한식,윤병욱 서강대학교 경제학연구원 2004 시장경제연구 Vol.33 No.2

The properties of CAPM betas play a key role in characterizing capital asset pricing mechanism. An attempt is made in this paper to examine whether systematic risk(the beta of an asset) is stationary and/or mean-reverting. In doing so, we use the wavelet analysis to estimate the fractional differencing parameter of the ARFIMA (Autoregressive Fractionally Integrated Moving Average) model for time-varying betas. Specifically we apply the wavelet OLS method to stock's betas of four emerging markets : namely, Korea, Hong Kong, Singapore, and Malaysia. Unlike alternative estimating methods which are very sensitive to model mis- specification of short-term parameters in ARFIMA models, the wavelet OLS estimator is invariant to the specification of short-term ARMA parameters. Our empirical findings show that time-varying betas of the four markets appear to have a mean-reverting pattern although they may have a long-memory property.

응급실 내원시 예상치 못한 사망 환자의 예측 인자

김욱진,서정필,정성필,황태식,이한식 대한응급의학회 1998 대한응급의학회지 Vol.9 No.4

Background: Unexpected deaths of the patients at ED are surprising to the medical staffs as well as the families. It may also increase the possibilities of medico-legal problems. This study was conducted to review the unexpected death in ED and find the predictive factors leading patients to unexpected death. Methods: A retrospective study with reviewing available medical records of 183 patients who were expired at Ed of Shinchon Severance Hospital from Mar. 1997 to Feb. 1998 and 103 patients of Youngdong Severance Hospital from Mar. 1996 to Feb. 1998 was done. Analyses were done on 30 variables of physical findings, laboratory results, procedures and therapies. We used univariate analysis such as t-test and x²-test and multiple logistic regression analysis. Results: Of the total 286 deaths in Ed, 153 cases were enrolled in this analysis. The number of unexpected deaths were 76. Age, mental status, fraction of neutrophil count, BUN level, whether endotracheal intubation was done, use of inotropics were the factors with statistical significance on the univariate analysis, but only comatose mentality, endotracheal intubated case, and use of the inotropics were significant on logistic regression analysis. The longer the ED length of stay, the higher the rate of mortality and unexpected death. Conclusion: This result suggest that medical attention is needed on the patients with comatose decreased mental status, endotracheally intubated case and needing inotropic agents to prevent unexpected deaths shortening the ED length of stay may also be a factor for decrease the unexpected death rate.