In this article three near futures contracts are examined, namely the All Share Near Future, the All Industrial Near Future and the All Gold Near Future, to determine whether daily futures returns exhibit well-documented seasonal patterns. The detection of seasonal patterns in the daily returns...

The problem of finding the minimum-energy configurations of particles on a square lattice, subject to short-ranged repulsive interactions, is studied analytically. The study is relevant to charge-ordered states of interacting fermions, as described by the spinless Falicov-Kimball model. A simple...

To detect a change at some unknown time in the constant term of a multiple regression, an obvious statistic is the ratio c2 of the sum of squares of the partial sums of the residuals to their sum of squares. We show how the methods of Durbin and Watson (1950) can be used to find the true and an...