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These were daytime indoor pollution – one day lag; night-time indoor pollution – same night and one day lag; temperature; minimum and maximum inside temperature, and relative humidity.
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The results of the Granger causality tests between liquidity measures and volatility for the TSX60 on the exchange are presented in Table 10 with a one day lagged term.
Granger causality regression between liquidity measures for individual stocks and the volatility of their asset prices with a one day lagged term for the constituent stocks of the TSX60 Vol. −> Liq.
The BIC matrix was calculated and tested for p values from 1 to 24 in order to: ({textcircled {1}}) cover all significant lags in ACF and PACF plots especially when there is no trend or repeating values for the significant lags as shown in Fig. 4; ({textcircled {2}}) cover one day lags (24 lags); ({textcircled {3}}) cover large numbers of lags compared to the literature.
The analysis of the results of the present study revealed a positive relationship for the day of admission and a lag effect at one and four-days later between PM10 peak and CAA for school age asthmatic children, while admissions of the younger asthmatics (0-4 years of age) were not related (on the day of admission) or declined (one-day lag) with mean daily PM10 concentrations.
Interestingly, regression using grass pollen data did not show a significant same-day effect, but for daily ED visits, this effect became significant for a one-day lag and became stronger as the lag increased to three days before dropping to non-significant levels after three days.
The obtained linear correlation coefficients and chance probabilities with one-day lag for two cases are r ≃ 0.81 with P > 99.9%, and r ≃ 0.84 with P > 99.9%, respectively.
We used a mixed model with random intercepts for unique subject-sessions (SAS Proc Mixed procedure) to determine the within-individual effect of zero-day and one-day lagged 24-hour averaged outdoor PM on measures of inflammation (CRP and fibrinogen) and thrombosis (D-dimer) for individuals in each health group.
This moderation effect was found only concurrently whereas one-day lagged analysis failed to reveal this effect.
Results of this study show that the automatic calibration of such daily models will be misled by model performance metrics that are based on the aggregation of daily residuals to a solution that systematically underestimate the peak flow rates while trying to emulate the one-day lags.
One-day lagged analyses in the CVD subgroup found similar null results.
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