Displaying publications 1 - 20 of 2561 in total

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  1. Zurina AM, Asma' M, Raja Latifah RJ, Noriah Y
    Sains Malaysiana, 2014;43(11):1729-1735.
    Recent studies suggested that exposure to household smoking (HHS) could be a modifiable risk factor for caries development among children. Majority of the studies were cross sectional in nature. Therefore, a case-control study was designed to test the hypothesis that HHS is a risk factor to caries experience in permanent teeth. Calculation of sample size was based on the ratio of 1 case to 4 controls. Case was defined as a child aged 13-14 years old with caries in at least one second permanent molar and control was defined as a child from the same age and school with no caries second permanent molars. Matching was done for gender and ethnicity. School dental records provided information on oral health status and oral hygiene status. Information on HHS, socio-economic status, child’s smoking status and child’s oral health practices were obtained from a self- administered questionnaire, completed by the children and their parents. The result showed that 55.9% of the case group was exposed to HHS, as compared to 44.1% among the control group. In the final multiple logistic regression model after controlling for important risk factors for caries, children with caries were almost twice as likely to have been exposed to HHS for more than 10 years as compared to children with no caries, (Adjusted OR=1.90 and 95% CI=1.35, 2.60). In addition, children who only received dental care from the school dental service had reduced risk of having dental caries by more than one third (36%) as compared with those who received dental care from school dental service (SDS) as well as had additional dental problem solving visit outside SDS (Adjusted OR=0.64 and 95% CI=0.50, 0.90). It is concluded that exposure to HHS for a long duration (> than 10 years) increase the risk to have caries experience in permanent teeth of children.
    Study site: 12 secondary schools, Kelang District, Selangor, Malaysia
  2. Tzar M, Zetti Z, Ramliza R, Sharifah A, Leelavathi M
    Sains Malaysiana, 2014;43:1737-1742.
    Prevalence of dermatomycoses varies from one centre to another due to many factors. Knowledge of local prevalence is useful to aid clinical diagnosis and treatment. Due to lack of data in Malaysia, this study aimed to look at the causes of dermatomycoses in Kuala Lumpur, Malaysia. Dermatological specimens including skin scrapings, hair and nail clippings were collected carefully from clinically suspected cases of dermatomycoses between 2008 and 2010. All cultures of skin, hair and nails that yielded positive fungal growth were included. Any fungal growth outside the streaking area, duplicate and incomplete data were excluded from the study. Three-hundred-fifty-eight patients were included. Male patients were slightly more than females with a ratio of 1.2:1. The median age was 53 years old with interquartile range of 38-64 years. More than half (53.6%) belonged to 20-60 years age group. Rates of culture isolation were 89.0% for nails, 56.2% for hair and 55.6% for skin. Five-hundred-twenty-two fungi were isolated from 358 clinical specimens. Non-dermatophyte moulds (NDMs) represented the largest group (50.5%; mainly Aspergillus species 18.7%), followed by yeasts (41.6%; mainly Candida species 26.8%) and dermatophytes (7.9%; mainly Trichophyton species 7.7%). In conclusion, NDMs and yeasts were more commonly isolated than dermatophytes from dermatological specimens in this centre. Current treatment regime that focuses on dermatophytes may be ineffective to treat dermatomycoses caused by NDMs or yeasts. Antifungal susceptibility study may be needed to guide therapy in recalcitrant cases.
  3. Sarani Zakaria, Rasidi Roslan, Umar Adli Amran, Chia CH, Saiful Bahari Bakaruddin
    Sains Malaysiana, 2014;43:429-435.
    Different type of fibers which is EFB and KC were liquefied in phenol with the presence of sulphuric acid as a catalyst. The liquefied residue was characterized by using Fourier transform infrared (FTIR) to determine the functional groups presents in both residues, X-ray diffraction (XRD) to determine the degree of crystallinity in the residue, thermogravimetric analysis (TGA) to analyze the thermal properties of the residue and scanning electron microscope (SEM) to investigate the structure and morphology of the residue. Phenol-to-EFB/KC ratio shows great effect on the amount of residue in the liquefaction process. Peak appearance can be observed in the FTIR analysis at 810 and 750 cm-1 which is attributed to the para and meta benzene, respectively or to be specific its associated to the p-alkyl phenol and m-alkyl phenol. In the XRD analysis, CrI of lignocellulosic materials increased after liquefaction process. Liquefaction process caused chemical penetration across the grain of the fiber, thus the fiber bundles started to separate into individual fibers shown in the SEM micrograph and the weights lost curve for both liquefied EFB and KC experienced three region decompositions.
  4. Rafii M, Zakiah M, Asfaliza R, Iffah Haifaa M, Latif M, Malek M
    Sains Malaysiana, 2014;43:1-7.
    A total of 17 rice genotypes consisted of 12 F1 progenies and five parental lines were evaluated for performance of grain qualities, yield and yield components and vegetative traits at the Malaysian Agricultural Research and Development Institute (MARDI) Research Station in Seberang Perai, Penang. Except grain length, all other grain quality characters, yield components and vegetative traits varied significantly among the genotypes. Among the studied characters, the highest heritability value was observed in plant height with 99.75% followed by panicle length having 96.90% and grain shape with 56.70% which could be successfully inherited to the next generations. The rest of the traits had low heritability values and ranged from 20.24 to 35.88%. This indicates that the characters are mainly influenced by environmental factors such as geographical effects and climate. However, in the quantitative traits such as grain qualities and yield components, they are usually difficult to inherit to the next generation due to low heritability values. The combinations of Q76 and MR84 had the highest in amylose content while Q76 and MRQ74 had the lowest. Several selected F1 indica rice genotypes from this evaluation are useful for future breeding programme and biotechnological research for the improvement of valuable grain quality traits.
  5. Xiaochun Wang, Zongshan Li, Keping Ma
    Sains Malaysiana, 2014;43:9-19.
    The climatic regime shift that occurred in the North Pacific Basin during 1976/’77 have been linked to a decadal mode of climate variability, which long-term behavior could be reconstructed from tree-ring records. We analyzed radial growth patterns of five subtropical tree species in Southeast China in relation to air and sea surface temperature, the Pacific Decadal Oscillation (PDO) and El Niño-Southern Oscillation (ENSO) indices 25 years before and after 1977. In 1953-1977, tree-ring chronologies showed higher correlations with air temperature than in 1978-2002, so that their time-series graphs showed divergence after 1977. The first principal component of the five tree-ring chronologies was significantly correlated with ENSO and PDO indices in 1978-2002, while it had no significant correlations with these variables during 1953-1977. Correlation maps of PC1, PDO and ENSO indices with surface air temperature showed different patterns before and after 1977. Based on these comparisons, altered sensitivity of tree growth to temperature in recent decades could depend on basin-wide climatic shift in the North Pacific, which either changed the effects of local climatic factors on tree growth or modified the relationships between local and regional climate.
  6. Wararit Panichkitkosolkul
    Sains Malaysiana, 2014;43:1623-1633.
    A unit root test based on the modified least squares (MLS) estimator for first-order autoregressive process is proposed and compared with unit root tests based on the ordinary least squares (OLS), the weighted symmetric (WS) and the modified weighted symmetric (MWS) estimators. The percentiles of the null distributions of the unit root test are also reported. The empirical probabilities of type I error and powers of the unit root tests were estimated via Monte Carlo simulation. The simulation results showed that all unit root tests can control the probability of type I error for all situations. The empirical power of the test is higher than the other unit root tests, and Apart from that, the and tests also provide the highest empirical power. As an illustration, the monthly series of U.S. nominal interest rates on three-month treasury bills is analyzed.
  7. Khairil M, Wan Juliana WA, Nizam M, Razi Idris W
    Sains Malaysiana, 2014;43:1635-1643.
    Three forest types were recognized at Chini watershed namely inland, seasonal flood and riverine forests. The soil physico-chemical characteristics from the three forest types were investigated to determine the soil properties variation within a landscape scale. Thirty sampling stations were established, represented by fourteen inland, nine stations in seasonal flood forest and seven in riverine forest. In each station, three soil samples were taken at 0-15 cm depth by using an auger. The study showed 71% of the soil in the inland forest was found to be dominated by clay, 44% of the soil in the seasonal flood forest by clay loam and 42% of the soil in the riverine forest was dominated by silty clay. The pH of all three types of forest studied was acidic and insignificantly different. Organic matter content in the study sites was moderate. The mean of electric conductivity (EC) and cation exchange capacity (CEC) values in the studied soils were low. Based on ANOVA, there were significant differences of the available P and K, K+, Ca2+ and Mg2+ cations and electrical conductivity amongst the three forest types (p<0.05). Cluster analysis showed that the variations of the soil physico-chemical characteristics between the three forest types were low thus indicating that the soil physico-chemical investigated in this study were not the only main contributing factors in floristic variation of the three forest types in Chini watershed.
  8. Ferdous Ahamed, Zoarder Faruque Ahmed, Md. Yeamin Hossain, Jun Ohtomi
    Sains Malaysiana, 2014;43:1645-1655.
    Population biology including population structure, reproduction, length-weight relationship and condition factor of a commercially important clupeid freshwater fish, Gudusia chapra was studied in the Old Brahmaputra River, Bangladesh during January-December 2009. In the present study, a total of 2032 specimens (1091 male; 941 female) were collected. The overall sex ratio showed significant difference from the expected value 1:1 (male: female = 1:0.86, χ2 = 11.07, p<0.001). Length-frequency distribution showed a size predominance of females over males, where mean female size consistently exceeded that of males throughout the year. Female size at first sexual maturity was estimated as 8.3 cm in standard length (SL). Monthly gonadosomatic index (GSI) was higher during March-September with a peak in April, indicating this was the main spawning season. The allometric coefficient b of the length-weight relationship (LWR) indicated negative allometric growth in males and females, but the analysis of covariance (ANCOVA) showed significant differences in slope and intercept between the sexes (p<0.001). Fulton’s condition factor by months and SLs varied in both sexes and was attributed to variations in GSI with maturity.
  9. Haslawati Baharuddin, Mohamed Rizman-Idid, Sekaran Muniandy, Mohd Zakaria-Ismail
    Sains Malaysiana, 2014;43:1707-1714.
    This paper presents the first reliable record on the occurrence of the pangasiid catfish, Pangasius polyuranodon, in Peninsular Malaysia. It was previously unnoticed because of misidentification due to its close morphological appearance to Pseudolais micronemus. Pangasius polyuranodon can be positively distinguished from P. micronemus with a combination of characters: Distinctive palatal dentition with a large nearly squared vomerine tooth patch with small lateral palatine toothplates; longer maxillary and mandibular barbels; higher count of anal fin rays; higher counts of gill rakers on the first gill arch. Other characters are: longer caudal peduncle 19.84 ± 24.27% vs 18.35 ± 1.57% standard length (SL); wider anterior snout 35.49-40.60% head length (HL) and wider mouth 45.15-59.65% HL. This finding has important implications for taxonomy and conservation of indigenous Pangasiid catfishes, due to its close morphological appearance to the more abundant P. micronemus but with different biology and ecological behavior, thus necessitating different management and conservation strategies.
  10. Jumardi Roslan, Siti Mazlina Mustapa Kamal, Khairul Faezah Md. Yunos, Norhafizah Abdullah
    Sains Malaysiana, 2014;43:1715-1723.
    Fish protein hydrolysate was prepared from tilapia muscle using commercial Alcalase enzyme. Optimization of enzymatic hydrolysis process for preparing tilapia muscle protein hydrolysates (TMPH) was performed by employing central composite design (CCD) method of response surface methodology (RSM). O-phtaldialdehyde (OPA) method was employed to calculate the degree of hydrolysis (DH), which is the key parameter for monitoring the reaction of protein hydrolysis. The suggested model equation was proposed based on the effects of pH, temperature, substrate concentration and enzyme concentration on the DH. Optimum enzymatic hydrolysis conditions using Alcalase enzyme were obtained at pH7.5, temperature of 50oC, substrate concentration of 2.5% and enzyme concentration of 4.0%. Under these conditions, the highest value of the DH was achieved at 25.16% after hydrolysing at 120 min. The TMPH was further assessed for their nutritional value with respect to chemical and amino acid compositions. Molecular weight distributions of TMPH were characterized by SDS-PAGE. TMPH contains moderate amount of protein (28.14%) and good nutritive value with respect to the higher total amino acid composition (267.57 mg/g). Glutamic acid, aspartic acid and lysine were the most abundant amino acids present in TMPH with values 42.68, 29.16 and 26.21 mg/g, respectively. Protein hydrolysates from tilapia muscle containing a desirable peptide with low molecular weight which may potentially to be used as functional food products.
  11. Asad Shah, Mohammad Akmal, Mohammad Jamal Khan, Mohammad Arif
    Sains Malaysiana, 2014;43:1811-1819.
    Yield performance in wheat (Triticum aestivum) was compared under crop residue, tillage system and nitrogen rate treatments in cereal based cropping system. The experiments were conducted at Agronomy Research Farm, The University of Agriculture, Peshawar, in 2009-2010 and 2010-2011. Chopped crop residue on dry matter basis (5 t ha1-) of legume (Vigna unguicuata, var. Ebney) and cereal (Zea mays, var. Azam) was applied in main plots with no residue treatments and plowed with Mould Board (MB) and Cultivator as deep and shallow treatments, respectively. A month after the crop residue and tillage system treatments, field was uniformly plowed with cultivator and wheat was sown with drill in rows 25 cm apart in the month of November on both years. Both P2O55 and K2O (80 and 40 kg ha , respectively) were applied uniformly to all fields before sowing. Nitrogen as subplot treatment (0, 40, 80, 120 and 160 kg ha-1) was applied in two splits, half at 15 and the other half at 45 days after sowing with uniform cultural practices for crop growth and development. Compared to year 1, crop of year 2 showed better phenology with extended life cycle (LC). On two years average across tillage and N treatments, biological yield did not change (p<0.05) under the residue but did report lower at no-residue treatment. Nonetheless, grain yield showed a significant (p<0.05) change with the highest in legume followed by cereal and the lowest in no-residue treatments. A non-significant tiller number and significant variations in grain weight and spike m-2 were observed that influenced the grain and biological yield differently. Deep than shallow tillage resulted in better traits, which returned better biomass and grain yield. Nitrogen application from control to every increment showed a significant (p<0.05) improvement in all observations contributing in yield. The study confirms the significance of legume vs. cereal over no-crop residue incorporated through deep tillage system with optimum N (120 kg ha-1) in cereal-based cropping system for sustainable performance to sustain soil C:N for future production.
  12. Meng XF, Zhen Li, Wu XJ, Wang YJ, Li QY
    Sains Malaysiana, 2014;43:1821-1826.
    A reciprocal transplant-replant experiment was carried out to investigate the clonal plasticity and local specialization of OAFE population (O type) and BF population (U type) of a clonal rhizome herb Iris japonica in contrasting reciprocal heterogeneous habitats on Jinyun Mountain. U Population had better performance of plant size and clonal propagation (including allocation to clonal propagation, daughter ramet and fine rhizome) in different reciprocal heterogeneous habitats than O population. Both the population origin and reciprocal spatial heterogeneous habitat had effects on clonal ramets and biomass of clonal components of experimental plants. The plasticity of clonal growth had difference in clonal components to balance High light-Low soil resources (water) (HL) or Low light-High soil resources (LH) due to the ecological isolation of the two I. japonica populations. Our findings indicated that two major types of patterns of spatial covariance of resources can have different effects on the growth and local variation of clonal plants.
  13. Ahmad A, Abd. Aziz Z, Shuhaimi-Othman M
    Sains Malaysiana, 2014;43:1657-1663.
    A study on the chironomids (Diptera:Chironomidae) diversity at pristine ecosystem was carried out at upstream of Sungai Langat, Selangor. The study determines chironomids distribution and composition at 7 streams and river within the upstream site of Langat Catchment. Chironomid was sampled using Surber net and water quality was measured based on Malaysia WQI. The result indicated that Chironomidae was represented by three subfamilies namely Chironominae, Orthocladiinae and Tanypodinae, which comprises of 2502 individuals. Chironominae was the most dominant subfamily (1619 individuals) followed by Orthocladinae (629 individuals) and Tanypodinae (254 individuals). Polypedilum (subfamily: Chironominae) is the most dominant genus found followed by Rheocricotopus (subfamily: Orthocladiinae), Microtendipes and Cryptochironomus. Polypedilum was abundant in all stations except Sg. Langat 3 which was dominated by Rheocricotopus. Sungai Langat 3 has the highest number of individual (1113) which is (44.5%) from total chironomid individual and followed by Sg. Lolo with 468 individuals that were dominated by Polypedilum.
  14. Jinxiu Zhang, Zhigang Bei, Yi Zhang, Linkui Cao
    Sains Malaysiana, 2014;43:1665-1671.
    Water deficit and environmental pollution owing to excessive nitrogen use have caused considerable attention. In a field experiment, a combination of three water levels (20, 40 and 60 cm) and nitrogen fertilizer rates (0, 85 and 170 kg ha-1) was applied. The main objectives of this study were to optimize water and nitrogen application and exploit their interactive effects on the growth characteristics, yield and water and nitrogen use efficiency of spinach. The results showed that water and nitrogen significantly influenced average plant height and leaf area. Total aboveground biomass (TB) was affected by nitrogen fertilizer and TB decreased in water deficit. Adding nitrogen fertilizer amount resulted in higher leaf chlorophyll content and chlorophyll content obtained the maximum value in N2 treatment, but chlorophyll content was not affected by water deficit. Spinach yield was higher at N1 compared with N0 and N2 at all water levels. Abundant water supply resulted in the highest spinach yield, but yield reduced at lower water level (W3). The correlation analysis between spinach yield and leaf number was relatively weak (R2=0.58). On the contrast, the correlation analysis between spinach yield and leaf weight showed a correlationship (R2=0.91), indicating that leaf weight was the primary reason for yield increase in all treatments. Nitrogen fertilization significantly decreased NUE in all the treatments. WUE of spinach increased with adding nitrogen application in most conditions.
  15. Muhamad Fahrin Maskam, Jamaludin Mohamad, Mahmood Ameen Abdulla, Adlin Afzan, Isa Wasiman
    Sains Malaysiana, 2014;43:1673-1684.
    The objective of this study was to determine the antioxidant activity of Rhodomyrtus tomentosa fruit extract and its effect on triacylglycerides (TG), total cholesterol (TC), low density lipoprotein (LDL), high density lipoprotein (HDL) and lipid peroxidation in induced-cholesterol New Zealand White Rabbits. In DPPH assay, at concentration of 200 ug/mL methanol extract give 62.13% inhibition of DPPH free radicals with IC50 of 107 μg/mL. Similarly, in FRAP assay the methanol extract at concentration of 500 ug/mL showed the highest absorbance (0.16) for antioxidant activity. Whereas, in metal chelating assay the methanol extract at concentration of 100 mg/mL exhibited 36% inhibition of metal chelating ions. The antioxidant activities were due to the presence of phenolics compounds of quinic acid, gallic acid and caffeic acid, which were identified with Q-TQF MS. Total phenolic and total flavonoid content was the highest in water extract at 66.515 mg of GAE/g and 1.828 mg of QE/g, respectively. The water extract of R. tomentosa was non-toxic at LC50 = 616.083 μg/mL. The white New Zealand rabbits group A was fed by oral gavages with normal diet; Group B cholesterol 1% diet; group C cholesterol 1% diet with fruit extract 50 mg/kg and Group D cholesterol 1% diet with simvastatin standard drug 5 mg/kg. The rabbits in group C has a significantly reduced (p<0.05) total cholesterol (TC), low density lipoprotein (LDL) and significantly increased (p<0.05) high density lipoprotein (HDL) and triacylglycerides (TG) as compared with group B. The lipid peroxidation was reduced significantly (p<0.05) as indicated by the low TBARs-MDA level in group C. Thus, these results showed that the R. tomentosa fruit extracts was able to reduce cholesterol level and increased HDL level which can prevent the formation of atherosclerosis in New Zealand white rabbits.
  16. Jin Liang, Pradeep Puligundla, Sanghoon Ko, Xiao-Chun Wan
    Sains Malaysiana, 2014;43:1685-1692.
    Selenium (Se) has been recognized as an essential nutrient for humans. Plant foods are the predominant source of selenium and majority of dietary selenium is absorbed depending on the type of food consumed. Nowadays, green tea is becoming increasingly popular for its prominent health benefits, including the ability to supplement selenium in organically bound, natural food form. The selenium content of Se-enriched green tea is influenced by the selenium level of local soils in which it is grown. However, selenium content of plants can also be improved by artificial fortification methods. In this review, the chemical speciation and biological functions of selenium, fortification methods, biological activities and nutraceutical applications of Se-enriched green tea are discussed. This review provides insights into the current research and the importance of Se-enriched green tea in the enrichment of human nutrition and health.
  17. Norlida Mamat, Jamia Azdina Jamal, Ibrahim Jantan, Khairana Husain
    Sains Malaysiana, 2014;43:1827-1833.
    Xanthine oxidase (XO) is an enzyme that catalyzes the metabolism of hypoxanthine and xanthine into uric acid. XO also serves as an important biological source of free radicals that contribute to oxidative damage involved in many pathological processes. Antioxidant effects of several Primulaceae species have been reported but their XO inhibitory activity has not been investigated. Thus, this study was conducted to determine the XO inhibitory and free radical scavenging activities of Primulaceae species and to correlate these activities with their total phenolic contents (TPC). A total of 129 extracts of different plant parts of twelve Primulaceae species were assayed for XO inhibition spectrophotometrically at 290 nm using allopurinol as a positive control. The antioxidant activity was determined using 2,2-diphenyl-1-picrylhydrazyl (DPPH) radical scavenging assay and TPC of the extracts were determined by the Folin-Ciocalteau method. The Pearson correlation analysis indicated that the TPC of the extracts showed moderate positive correlations with XO inhibition (r=0.31, p<0.05) and DPPH antioxidant activity (r=0.31, p<0.05) for all of the dichloromethane extracts. Amongst the extracts tested, the dichloromethane extract of the roots of Labisia pumila var. alata showed the strongest inhibitory effects for XO (IC50 4.8 μg/mL) and DPPH free radical capacity (IC50 1.7 μg/mL). The results suggested that Primulaceae species, particularly the dichloromethane extract of L. pumila var. alata roots, are the potential source of useful leads for the development of XO inhibitors.
  18. Ismet Berber, Cumhur Avsar
    Sains Malaysiana, 2014;43:1835-1842.
    The presence of coliforms bacteria is one of the most prevalent problems in terms of public health in marine ecosystems over the world. In this study were investigated the physico-chemical properties of seawater and the numbers of total aerobic, total coliform, fecal coliform, E. coli O157:H7 and fecal streptococci in seawater and mussel samples collected from Sinop environs between May and October 2011. The microbiological analysis of seawater samples showed that the difference between total coliform, fecal coliform and fecal streptococci numbers (p<0.05) was significant for each station. However, the difference among total aerobic bacteria numbers for each stations (p>0.05) were not found significant. The difference between whole counting results for mussel samples taken from different sampling sites was not significant (p>0.05), too. Furthermore, the results of the screening assay for the presence of E. coli O157:H7 showed that the strain was not detected in neither seawater nor mussel samples. In conclusion, it was determined that fecal coliform and fecal streptococci counts in the seawater and mussel samples were higher than legal (Turkish Bathing Water and Quality of Fishery Products Regulation) limit values for some stations in Sinop coastal areas.
  19. Nuradhiathy Abd Razak, Yong Zulina Zubairi, Rossita M. Yunus
    Sains Malaysiana, 2014;43:1599-1607.
    Missing values have always been a problem in analysis. Most exclude the missing values from the analyses which may lead to biased parameter estimates. Some imputations methods are considered in this paper in which simulation study is conducted to compare three methods of imputation namely mean substitution, hot deck and expectation maximization (EM) imputation. The EM imputation is found to be superior especially when the percentage of missing values is high as it constantly gives low RMSE as compared with other two methods. The EM imputation method is then applied to the PM10 concentrations data set for the southwest and northeast monsoons in Petaling Jaya and Seberang Perai, Malaysia which has missing values. Four types of distributions, namely the Weibull, lognormal, gamma and Gumbel distribution are considered to describe the PM10 concentrations. The Weibull distribution gives the best fit for the southwest monsoon data for Petaling Jaya. The lognormal distribution outperformed the others in describing the southwest monsoon in Seberang Perai. Meanwhile, for the northeast monsoon in both locations, gamma distribution is the best distribution to describe the data.
  20. Behrooz Gharleghi, Abu Hassan Shaari Md Nor, Tamat Sarmidi
    Sains Malaysiana, 2014;43:1609-1622.
    Linear time series models are not able to capture the behaviour of many financial time series, as in the cases of exchange rates and stock market data. Some phenomena, such as volatility and structural breaks in time series data, cannot be modelled implicitly using linear time series models. Therefore, nonlinear time series models are typically designed to accommodate for such nonlinear features. In the present study, a nonlinearity test and a structural change test are used to detect the nonlinearity and the break date in three ASEAN currencies, namely the Indonesian Rupiah (IDR), the Malaysian Ringgit (MYR) and the Thai Baht (THB). The study finds that the null hypothesis of linearity is rejected and evidence of structural breaks exist in the exchange rates series. Therefore, the decision to use the self-exciting threshold autoregressive (SETAR) model in the present study is justified. The results showed that the SETAR model, as a regime switching model, can explain abrupt changes in a time series. To evaluate the prediction performance of SETAR model, an Autoregressive Integrated Moving Average (ARIMA) model used as a benchmark. In order to increase the accuracy of prediction, both models are combined with an exponential generalised autoregressive conditional heteroscedasticity (EGARCH) model. The prediction results showed that the construct model of SETAR-EGARCH performs better than that of the ARIMA model and the combined ARIMA and EGARCH model. The results indicated that nonlinear models give better fitting than linear models.
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