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Record W3189227088 · doi:10.3390/jrfm14080366

Spurious Relationships for Nearly Non-Stationary Series

2021· article· en· W3189227088 on OpenAlexvenueno aff
Yushan Cheng, Yongchang Hui, Michael McAleer, Wing‐Keung Wong

Bibliographic record

VenueJournal of risk and financial management · 2021
Typearticle
Languageen
FieldDecision Sciences
TopicForecasting Techniques and Applications
Canadian institutionsnot available
Fundersnot available
KeywordsSpurious relationshipSeries (stratigraphy)ConjectureEconometricsRegressionRegression analysisSet (abstract data type)MathematicsStatisticsStatistical physicsApplied mathematicsComputer scienceCombinatoricsPhysics

Abstract

fetched live from OpenAlex

Literature shows that the regression of independent and (nearly) nonstationary time series could result in spurious outcomes. In this paper, we conjecture that under some situations, the regression of two independent and nearly non-stationary series does not have any spurious problem at all. To check whether our conjecture holds, we set up several situations and conduct simulations to justify our conjecture. Our simulations show that under some situations, the chance that the regressions being spurious is very high for all the cases simulated in our paper. Nonetheless, under some other situations, our simulation shows that the rejection rates are much smaller than the 5% level of significance for all the cases simulated in our paper, implying that our conjecture could hold under some situations that regression of two independent and nearly non-stationary series does not have any spurious problem at all.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.028
metaresearch head score (Gemma)0.167
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.028
Threshold uncertainty score0.146

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0280.167
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.002
Science and technology studies0.0010.003
Scholarly communication0.0020.004
Open science0.0020.002
Research integrity0.0030.003
Insufficient payload (model declined to judge)0.0030.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.061
GPT teacher head0.328
Teacher spread0.267 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations31
Published2021
Admission routes1
Has abstractyes

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