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CIRJE-R-5 |
『季節調整法X-12-ARIMAと日本の官庁統計』 "X-12-ARIMA" |
Author Name |
国友直人編 (Naoto Kunitomo ed.) |
Language |
Japanese |
Date |
January 2006 |
Abstract |
この報告書は米国センサス局(U.S.Census Breau)で開発された季節調整プログラムX-12-ARIMAを、日本の主要な官庁である財務省において実際に利用する際に生じた問題を検討した際に作成したリポートを中心に、関連する論功と資料をまとめたものである。 |
This report is a summary of the research on the applications of seasonal adjustment procedures including X-12-ARIMA to Japanese official statistics including the fixed investments and import-export trading statistics published at the Ministry of Finance, the government of Japan. It also includes several published papers on the seasonal adjustment practice in Japan written by N. Kunitomo mainly for the Japanese Government Officials. |
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PDF |
PDF file (7.02MB) |