This paper proposes a new time-varying parameter distributed lag(DL)model.In contrast to the existing methods,which assume parameters to be random walks or regime shifts,our method allows time-varying coefficients of ...This paper proposes a new time-varying parameter distributed lag(DL)model.In contrast to the existing methods,which assume parameters to be random walks or regime shifts,our method allows time-varying coefficients of lagged explanatory variables to be conditional on past information.Furthermore,a test for constant-parameter DL model is introduced.The model is then applied to examine time-varying causal effect of inventory on crude oil price and forecast weekly crude oil price.Time-varying causal effect of US commercial crude oil inventory on crude oil price return is presented.In particular,the causal effect of inventory is occasionally positive,which is contrary to some previous research.It’s also shown that the proposed model yields the best in and out-of-sample performances compared to seven alternative models including RW,ARMA,VAR,DL,autoregressive-distributed lag(ADL),time-varying parameter ADL(TVP-ADL)and DCB(dynamic conditional beta)models.展开更多
目的探讨昼夜温差(diurnal temperature range,DTR)影响慢性肾脏病(chronic kidney diseases,CKD)日住院人次的影响。方法收集2019年1月1日至2020年12月31日乌鲁木齐市4所三甲医院、4所二甲医院、1所一甲医院CKD日住院人次数据,同期气...目的探讨昼夜温差(diurnal temperature range,DTR)影响慢性肾脏病(chronic kidney diseases,CKD)日住院人次的影响。方法收集2019年1月1日至2020年12月31日乌鲁木齐市4所三甲医院、4所二甲医院、1所一甲医院CKD日住院人次数据,同期气象及污染物数据来自于乌鲁木齐市主城区的6个国控监测点,采用分布滞后非线性模型,控制星期几效应、假期效应、长期时间趋势及其它因素,分析DTR与CKD日住院人次的关系。结果CKD日住院人次与DTR(滞后0~21 d)的暴露-反应曲线呈“N”形,CKD患者住院风险随DTR的升高呈先上升后下降趋势。低度和高度DTR对CKD患者住院的影响存在一定的滞后效应,中度DTR对住院影响较小;DTR=5℃时,单日效应出现在第3天[RR=1.081,95%CI(1.020,1.145),P<0.05],最大效应出现在第21天[RR=1.090,95%CI(1.014,1.173),P<0.05];高度DTR=14℃(P_(95))时,单日效应出现在第4天[RR=1.086,95%CI(1.007,1.172),P<0.05],最大效应出现在第5天[RR=1.089,95%CI(1.009,1.176),P<0.05],累积滞后均暂未发现有统计学差异。男性和年龄<65岁的CKD患者更易受到DTR的影响,寒冷季节和四季更替时DTR变化对CKD患者住院的影响更大。结论男性与<65岁CKD患者更易受到DTR的影响,在寒冷季节和四季交替DTR变化时更应重点保护易感人群免受DTR的影响。展开更多
Objective This study aimed to determine the spatiotemporal distribution and epidemiological characteristics of hospital admissions for carbon monoxide poisoning(COP)in Guangdong,China,from 2013 to 2020.Methods Data on...Objective This study aimed to determine the spatiotemporal distribution and epidemiological characteristics of hospital admissions for carbon monoxide poisoning(COP)in Guangdong,China,from 2013 to 2020.Methods Data on age-and sex-specific numbers of hospital admissions due to COP in Guangdong(2013-2020)were collected.Daily temperatures were downloaded through the China Meteorological Data Sharing Service System.We analyzed temporal trends through time series decomposition and used spatial autocorrelation analysis to detect spatial clustering.The distributed lag nonlinear model was used to quantify the effects of temperature.Results There were 48,854 COP admissions over the study period.The sex ratio(male to female)was1:1.74.The concentration ratios(M)ranged from 0.73-0.82.The highest risk occurred in January(season index=3.59).Most cases were concentrated in the northern mountainous areas of Guangdong with high-high clustering.COP in the study region showed significant spatial autocorrelation,and the global Moran’s I value of average annual hospital admission rates for COP was 0.447(P<0.05).Low temperatures were associated with high hospital admission rates for COP,with a lag lasting 7 days.With a lag of 0 days,the effects of low temperatures[5th(12℃)]on COP were 2.24-3.81,as compared with the reference temperature[median(24℃)].Conclusion COP in Guangdong province showed significant temporal and spatial heterogeneity.Low temperature was associated with a high risk of COP,and the influence had a lag lasting 7 days.展开更多
基金National Natural Science Foundation of China(71871213)。
文摘This paper proposes a new time-varying parameter distributed lag(DL)model.In contrast to the existing methods,which assume parameters to be random walks or regime shifts,our method allows time-varying coefficients of lagged explanatory variables to be conditional on past information.Furthermore,a test for constant-parameter DL model is introduced.The model is then applied to examine time-varying causal effect of inventory on crude oil price and forecast weekly crude oil price.Time-varying causal effect of US commercial crude oil inventory on crude oil price return is presented.In particular,the causal effect of inventory is occasionally positive,which is contrary to some previous research.It’s also shown that the proposed model yields the best in and out-of-sample performances compared to seven alternative models including RW,ARMA,VAR,DL,autoregressive-distributed lag(ADL),time-varying parameter ADL(TVP-ADL)and DCB(dynamic conditional beta)models.
基金supported by National Institute for Occupational Health and Poison Control,Chinese Center for Disease Control and Prevention Chemical Poisoning Treatment base and Health Emergency Team Operation[131031109000160007]
文摘Objective This study aimed to determine the spatiotemporal distribution and epidemiological characteristics of hospital admissions for carbon monoxide poisoning(COP)in Guangdong,China,from 2013 to 2020.Methods Data on age-and sex-specific numbers of hospital admissions due to COP in Guangdong(2013-2020)were collected.Daily temperatures were downloaded through the China Meteorological Data Sharing Service System.We analyzed temporal trends through time series decomposition and used spatial autocorrelation analysis to detect spatial clustering.The distributed lag nonlinear model was used to quantify the effects of temperature.Results There were 48,854 COP admissions over the study period.The sex ratio(male to female)was1:1.74.The concentration ratios(M)ranged from 0.73-0.82.The highest risk occurred in January(season index=3.59).Most cases were concentrated in the northern mountainous areas of Guangdong with high-high clustering.COP in the study region showed significant spatial autocorrelation,and the global Moran’s I value of average annual hospital admission rates for COP was 0.447(P<0.05).Low temperatures were associated with high hospital admission rates for COP,with a lag lasting 7 days.With a lag of 0 days,the effects of low temperatures[5th(12℃)]on COP were 2.24-3.81,as compared with the reference temperature[median(24℃)].Conclusion COP in Guangdong province showed significant temporal and spatial heterogeneity.Low temperature was associated with a high risk of COP,and the influence had a lag lasting 7 days.