The changes on the vegetables oil trading environment might change the foundation of palm oil pricing and induce a structural change to the price model. Failing to take it account the structural change in a data series might lead to misspecification of the actual model. This study, however, showed that structural change was not present in the monthly, January 1983 to July 1995, palm oil price, but it was present on the unconditional variance. The underlying model of this series was ARIMA (3, 1, 0) with ARCH (1). The critical change of the unconditional variance took place in April 1989.
Perubahan dalam suasana perdagangan minyak sayuran boleh mengubah asas harga minyak kelapa sawit. Seterusnya ia merangsang perubahan dalam struktur model harga minyak tersebut. Kegagalan untuk mengambil kira perubahan struktur dalam siri data menjadikan model itu tidak menepati spesifikasi daripada model sebenar. Kajian ini mendapati bahawa perubahan struktur tidak berlaku bagi data harga minyak sawit dari Januari 1983 hingga Julai 1995. Tetapi perubahan berlaku pada varians tidak bersyaratnya. Model asas bagi siri ini adalah ARIMA (3,1,0) dengan ARCH(1). Didapati juga bahawa perubahan yang kritikal bagi varians tidak bersyarat berlaku pada bulan April 1989.
For the generalised diffusion equation with the potential of an harmonic ascillator, we obtain the exact real integral solution in a form similar to the existing Feynman integral solution.
Penyelesaian tepat berkamiran nyata diperoleh dalam bentuk yang serupa dengan penyelesaian kamiran Feynman yang sedia ada, bagi persamaan resapan teritlak berpotensi pengayun harmonik
Kajian lakuan maternal Landak Raya (Hystrix brachyura) di dalam kurungan telah dijalankan selama dua bulan dengan enam sesi pemerhatian, iaitu Sesi Pemerhatian 1-6 (SP 1 –SP 6). Kaedah pemerhatian yang digunakan adalah kaedah fokal berterusan dan sampel menggunakan seekor ibu dan anak Landak Raya. Lakuan yang telah dikenalpasti ialah rehat, menyusu, gerak, jilat anak dan makan. Terdapat perbezaan yang bererti (p<0.05) untuk aktiviti rehat dan menyusu bagi peratus masa yang diperuntukkan bagi SP 1 hingga SP 6. Manakala untuk aktiviti lain (gerak, jilat anak dan makan) didapati tiada perbezaan bererti (p>0.05) untuk peratus masa yang diperuntukkan untuk SP 1 hingga SP 6. Lakuan utama pada bulan pertama (SP 1 - SP 3) adalah rehat dan diikuti oleh menyusu, tetapi sebaliknya pada bulan kedua (SP 4 - SP 6) yang menunjukkan lakuan menyusu lebih tinggi dan diikuti oleh rehat. Ibu Landak Raya mempunyai enam puting susu yang terletak pada bahagian sisi lateral kiri. Anak Landak Raya lebih cenderung memilih puting susu di bahagian hadapan (T1 dan T2) semasa aktiviti menyusu berlangsung. Dalam kajin ini tidak dapat dikenalpasti waktu penceraian susu bagi anak Landak Raya kerana sehingga SP 6 berlangsung, lakuan menyusu masih berterusan, malahan kadar tempoh menyusu semakin meningkat.
The influences of temperatures and fluxes on contact angles, intermetallic (IMC) phase and thickness of Sn-40Pb and Sn-8Zn-3Bi solders on copper substrate were investigated. As expected, the contact angle decreases and the intermetallic thickness increases as the temperature increases. The Sn-40Pb solder exhibits a lower contact angles compared to Sn-8Zn-3Bi solder for all the fluxes tested. The Sn-40Pb/Cu system exhibits a single Cu6Sn5 intermetallic. The Sn-8Zn-3Bi/Cu interface exhibits ε(Cu-Zn) and γ-Cu5Zn8 phases and soldering at 280oC exhibits a single γ-Cu5Zn8 phase. Sn-40Pb/Cu gives higher intermetallic thickness compare to Sn-8Zn-3Bi/Cu system when soldering was done at 220oC. On the other hand, the IMC thickness formed by Sn-8Zn-3Bi/Cu system is higher than Sn-40Pb/Cu system for all other temperatures. Although, the fluxes have no significant influence on the thickness of IMC formed, ZnCl2 generally gives lower IMC thickness.
This paper addresses the optimal Dye Solar Cell (DSC) design considering parameters namely TiO2
thickness, surface
area, iodide concentration in electrolyte and TiO2
passivation layer thickness as they have influence on DSC performance.
It aims to do the research of the practical use of Taguchi method in the optimization of DSC design in order to improve
the performance of DSC. This work highlight on the integration of Taguchi method with simulation which showed that the
optimal design of DSC is 10 µm thickness of TiO2
, 90m2
/g of TiO2
photoelectrode surface area, 1 M iodide concentration
in electrolyte and two layers with 20 nm thickness of TiO2
passivation layer with efficiency of 4.59165%. All the features
of the Taguchi-based optimization were also discussed.
PEG at compositions of 10, 15 and 20 g were added into the initial formulation of hydrogel L, which was composed of
6 g low molecular weight chitosan (LMC) and 14 g poly (vinyl pyrrolidone) in 100 g of 2% lactic acid. The mixtures
were moulded and exposed to γ radiation at 7 kGy. The hydrogels obtained were characterized in term of gel fraction,
swelling property, syneresis effect, FTIR, XRD and cross section morphology. The results indicated PEG reduces almost
27% crosslinking density of the LMC-PVP hydrogel yet increased hydrogel’s water holding capacity from 450% and 480%
to 750% and 650% in phosphate buffer solution (PBS) at pH5.5 and pH7.0, respectively. Also PEG enhanced the ability
of LMC-PVP hydrogel to retain its moisture from dehydration at body temperature. The morphological study showed PEG
developed thick pores wall and reduced the pores size of the hydrogels’ network.
The application of microbial techniques in aquaculture has been playing a vital role to increase the production yield by improving the nutritional values of the targeted fish. Phototrophic purple bacteria as single cell protein (SCP) appears to be a promising substitution for protein rich supplement for aquaculture feeds making them a promising growth enhancer in aquaculture industry. Two species of phototrophic purple bacteria, Marichromatium sp. and Rhodopseudomonas sp. were used in the commercial diet to compare the growth, survival rate and feed utilizationon for Tor tambroides juvenile. Purple bacteria were isolated from mangrove sediment and fish tank and mass cultured using 112 synthetic media under anaerobic light condition. Bacterial cells were included in the diets by mixing the fresh biomass with the crushed commercial pellet, re-pelleted and air-dried. The experimental diets were fed to the fingerlings twice per day for 10 weeks to satiation level. The results showed that there were trends of increased growth, better survival rate and improved feed conversion ratio when fed with diet 1 (Marichromatium sp.) compared with other diets. There was significant difference (p<0.05) between the sampling days. The specific growth rate and weight gain of the fish fed with diet 1 were 0.49 % and 4.92 g, respectively, compared to 0.42% and 4.11 g from the control. This study suggested that purple bacteria could be used in feed formulation as a supplement to promote growth and survival of freshwater fishes in Malaysia.
The linear stability theory is applied to investigate the effects of rotation and feedback control on the onset of steady and oscillatory thermocapillary convection in a horizontal fluid layer heated from below with a free-slip bottom. The thresholds and codimension-2 points for the onset of steady and oscillatory convection are determined. The effect of feedback control on the parameter space dividing the steady and oscillatory convection regions is demonstrated.
A question of interest in the demografic and actuarial fields is the estimation of the complete sets of qx-values when the data are given in age groups. This study presents two techniques of expanding an abridged life table to a complete ones. The two expansion techniques used in the study are King’s Osculatory Interpolation and Heligman-Pollard model. This work evaluated and compared the performance of King’s Osculatory Interpolation and Heligman-Pollard model. For that purpose, empirical data sets on abridged life tables for Malaysian populations for the period of 1991, 1995 and 1999 for both gender were collected. Then each of the expanding techniques considered was applied to these abridged data sets. The complete sets of qx-values obtained from these two techniques were then used to produce the estimated abridged ones. These results were then compared with the actual values published in the abridged life tables.
This study deals with the presence and distinction of bounded m-solutions (type mild) for a family of generalized integral and differential equations of spot order with fractional resolvent and indefinite delay.
Keluli karbon amat mudah terkakis dalam pelbagai persekitaran terutamanya dalam keadaan berudara lembap dan suhu tinggi. Oleh sebab itu, permukaan keluli karbon perlu dilindungi dengan bahan atau logam yang mampu menangani serangan kakisan yang agresif dengan membentuk lapisan oksida dan lapisan antara logam yang bersifat pelindung. Kajian ini dijalankan untuk menentukan mikrostruktur permukaan dan kekerasan salutan aluminium (Al) tulen yang telah dihasilkan melalui teknik celupan panas. Celupan panas dalam leburan Al tulen dilakukan pada suhu berbeza untuk mendapatkan lapisan salutan yang optimum. Keputusan teknik celupan panas menunjukkan dua lapisan utama terhasil iaitu lapisan luar Al dan lapisan dalam aluminit (Fe-Al). Manakala lapisan dalam aluminida terdiri daripada dua lapisan yang berbeza iaitu lapisan nipis luar FeAl3 dan lapisan tebal dalam Fe2Al5. Keputusan daripada ujian mikrokekerasan Vickers menunjukkan bahawa nilai kekerasan lapisan aluminida meningkat dengan peningkatan suhu leburan Al manakala lapisan Al tidak menunjukkan sebarang perubahan yang ketara.
This paper compared the composition and performance of portfolios constructed by employing different risk measures utilizing the Malaysian share market data in three diverse economic scenarios. The risk measures considered were the mean-variance (MV) and their alternatives; the semi-variance (SV), mean absolute deviation (MAD) and conditional value at risk (CVAR). The data were divided into three sub-periods representing the growth period in the economy, financial crisis and the recovery period. The results of this study showed different optimal portfolios’ performances and compositions for the three economic periods. Nevertheless, among the risk models tested, CVAR(0.99) model gave the highest portfolio skewness. High skewness means that the probability of getting large negative returns is decreased. As a conclusion, for the Malaysian stock market, the CVAR(0.99) model is the most appropriate portfolio optimization model for downside risk aversion investors in all three economic scenarios.
This study proposes a simple methodology to estimate the power-law tail index of the Malaysian stock exchange by using the maximum likelihood Hill’s estimator. Recursive procedures base on empirical distribution tests are use to determine the threshold number of observations in the tail estimation. The threshold extreme values can be selected bases on the desired level of p-value in the goodness-of-fit tests. Finally, these procedures are apply to three indices in the Malaysian stock exchange.
This research investigated the unit-root tests using nonparametric sequences-reversals (S-R), Phillip-Perron (PP) tests and parametric Augmented Dickey-Fuller (ADF) test for the Malaysian equity indices. Under the considerations of drift and structural break, it was found that during the restructuring period after the Asian financial crisis, most of the indices provided evidences against the unit-root tests. These results are somewhat contrasted with the conventional unit-root tests that ignored the impact of structural changes. In addition, the S-R tests were found to have little power to identify the deviations from the unit-root even after the inclusion of structural break.
In this research we introduce an analyzing procedure using the Kullback-Leibler information criteria (KLIC) as a statistical tool to evaluate and compare the predictive abilities of possibly misspecified density forecast models. The main advantage of this statistical tool is that we use the censored likelihood functions to compute the tail minimum of the KLIC, to compare the performance of a density forecast models in the tails. Use of KLIC is practically attractive as well as convenient, given its equivalent of the widely used LR test. We include an illustrative simulation to compare a set of distributions, including symmetric and asymmetric distribution, and a family of GARCH volatility models. Our results on simulated data show that the choice of the conditional distribution appears to be a more dominant factor in determining the adequacy and accuracy (quality) of density forecasts than the choice of volatility model.
The behaviour of many financial time series cannot be modeled solely by linear time series model. Phenomena such as mean reversion, volatility of stock markets and structural breaks cannot be modelled implicitly using simple linear time series model. Thus, to overcome this problem, nonlinear time series models are typically designed to accommodate these nonlinear features in the data. In this paper, we use portmanteau test and structural change test to detect nonlinear feature in three ASEAN countries exchange rates (Malaysia, Singapore and Thailand). It is found that the null hypothesis of linearity is rejected and there is evidence of structural breaks in the exchange rates series. Therefore, the decision of using regime switching model in this study is justified. Using model selection criteria (AIC, SBC, HQC), we compare the in-sample fitting between two types of regime switching model. The two regime switching models we considered were the Self-Exciting Threshold Autoregressive (SETAR) model and the Markov switching Autoregressive (MS-AR) model where these models can explain the abrupt changes in a time series but differ as how they model the movement between regimes. From the AIC, SBC and HQC values, it is found that the MS -AR model is the best fitted model for all the return series. In addition, the regime switching model also found to perform better than simple autoregressive model in in-sample fitting. This result justified that nonlinear model give better in-sample fitting than linear model.
Kajian yang dijalankan ini bertujuan untuk melihat impak pengenalan instrumen derivatif ke atas kemeruapan pulangan saham di pasaran semerta. Kajian ini juga mengambil kira kesemua instrumen derivatif yang telah diperkenalkan di pasaran tempatan. Data harian bagi indeks komposit dan sebilangan indeks-indeks untuk setiap sektor akan digunakan di dalam kajian ini bagi mengkaji kesan secara keseluruhan dan mengikut sektor. Dengan menggunakan model GARCH terubahsuai iaitu dengan mengambil kira kesan perubahan struktur. Kajian ini mendapati wujudnya kesan yang bercampur-campur. Secara umumnya, pengenalan instrumen derivative mampu untuk mengurangkan tahap kemeruapan pulangan dan secara langsung menstabilkan pasaran saham. Tambahan pula, ia turut mempertingkatkan lagi kadar dan kualiti aliran maklumat ke dalam pasaran dan dengan demikian menjadikan pasaran saham bertambah efisien.
Growth, mortality and recruitment of the sergestid shrimps Lucifer intermedius, collected from the Sungai Pulai seagrass area in Johor, Peninsular Malaysia was investigated between April 2007 and December 2007 using monthly length-frequency data. The shrimps were collected during the day by subsurface towing of a Bongo net with a mesh size of 500 μm for 30 minutes. Total length was measured monthly for 50 individuals and the estimated extreme length was 10.42 mm. The von Bertalanffy growth parameters, K and L∞ were estimated as 1.40 yr-1 and 11.10 mm, respectively. The growth performance index (φ’) was 2.237 while total mortality (Z) was calculated at 5.32 yr-1. The natural and fishing mortality was 2.99 yr-1 and 2.33 yr-1, respectively. The recruitment pattern of L. intermedius was continuous throughout the year with two major peaks. The exploitation rate (E) was estimated at 0.44. This indicates that fishery status of L. intermedius in the Sungai Pulai sea grass area of Johor Strait is below the optimum level of exploitation (E < 0.50).
Alkaline phosphatase (ALP), tartrate-resistant acid phosphatase (TRAP) and aspartate aminotransferase (AST) activities were studied as biomarkers of canine movement. Root resorption was also evaluated in canines subjected to the orthodontic forces. Nineteen subjects randomly received 100 and 150 g force using self-ligating brackets (SLB) either on the right or left site of maxillary arch. Gingival crevicular fluid samples were collected at distal sites of canines for five consecutive weeks. The activities of ALP, TRAP and AST were assayed and measured spectrophotometrically. Canine movement was measured for five consecutive weeks while root resorption was monitored at baseline, week 0 and week 5 using periapical radiographs. In 100 g group, TRAP activity significantly increased in week 3-5 when compared to TRAP baseline activity. However, ALP and AST activities slightly increased. In 150 g group, ALP and TRAP activities slightly increased when compared with their baseline activities. However, AST significantly increased in week 5. Canine movement and root resorption were not significantly different (p<0.05) in both groups. A force of 100 and 150 g slightly increased the bone modeling process and resulted in similar canine movement and root resorption. Therefore, 100 g force could be an optimum force for canine retraction and is preferable (compared with 150 g force) in canine retraction using SLB.
Stem cells, also known as mother cells are capable of undergoing both cell division and differentiation. The most primitive stem cells are totipotent cells which are capable of producing a complete organism from one cell. There are two types of haemopoietic stem cells depending on their developmental stages known as embryo and adult haemopoietic stem cells. Studies showed that only 0.01-0.05% of total bone marrow cell population consists of haemopoietic stem cells. This small population of stem cells exists in three different sizes with different characteristics. In addition, the microenvironment which contains various regulatory molecules plays an important role in the differentiation of stem cells into specific adult cells.
[Sel stem juga dikenali sebagai sel induk berupaya untuk menjalani kedua-dua proses pembahagian dan pembezaan sel. Sel stem yang paling primitif iaitu sel totipoten berupaya untuk membentuk satu organisma lengkap daripada satu sel. Sel stem hemopoietik terdiri daripada dua jenis bergantung kepada peringkat perkembangan individu iaitu sel stem hemopoietik embrio dan dewasa. Kajian mendapati hanya 0.01-0.05% daripada keseluruhan populasi sel sumsum tulang berupaya bertindak sebagai sel stem hemopoietik. Daripada julat yang kecil ini sel stem hemopoietik wujud dalam tiga saiz yang mempunyai ciri yang berbeza. Selain daripada itu mikrosekitaran yang mempunyai molekul-molekul regulatori yang berbeza-beza juga memainkan peranan yang penting dalam pembezaan sel stem kepada sel-sel matang yang spesifik].