{"created":"2021-03-01T07:02:11.276751+00:00","id":42316,"links":{},"metadata":{"_buckets":{"deposit":"2fcee00e-0026-41d7-86c9-bca7bfd7af2f"},"_deposit":{"id":"42316","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42316"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042316","sets":["62:7433:7437","9:7435:7436"]},"item_8_alternative_title_1":{"attribute_name":"その他のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"Seasonality and Seasonal Switching Time Series Models"}]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2005-07","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-J-135","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-J"}]}]},"item_8_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"米国商務省センサス局で開発されている季節調整プログラムX-12-ARIMA(2002)ではRegARIMAモデルと呼ばれる統計的時系列モデルを利用してデータの事前調整を行っている。本稿ではまず経済時系列が非定常な和分過程（nonstationary integrated process）の実現値であると見なしてRegARIMAモデルを利用すると必然的に生じる見せかけの季節単位根（spurious seasonal unit roots）と呼ぶべき統計的問題点を指摘する。次に多くの経済時系列において観察される季節性を処理する枠組みとして、季節転換自己回帰移動平均モデル（SSARMAモデル）および回帰季節転換自己回帰移動平均モデル（RegSSARMAモデル）を提案し、経済時系列の季節性の理解や季節調整への利用を例示する。","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"97392","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Kunitomo, Naoto"}]},{"nameIdentifiers":[{"nameIdentifier":"97393","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Takaoka, Makoto"}]}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2005/2005cj135ab.html","subitem_relation_type_select":"URI"}}]},"item_8_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11451834","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"330","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"東京大学大学院経済学研究科"},{"subitem_text_value":"東京大学先端科学技術センター"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"metadata only access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_14cb"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"国友, 直人"}],"nameIdentifiers":[{"nameIdentifier":"97390","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"高岡, 慎"}],"nameIdentifiers":[{"nameIdentifier":"97391","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"X-12-ARIMA","subitem_subject_scheme":"Other"},{"subitem_subject":"季節調整","subitem_subject_scheme":"Other"},{"subitem_subject":"RegARIMAモデル","subitem_subject_scheme":"Other"},{"subitem_subject":"見せかけの季節単位根（spurious seasonal unit roots）","subitem_subject_scheme":"Other"},{"subitem_subject":"SSARIMAモデル","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"経済季節性と季節転換時系列モデル","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"経済季節性と季節転換時系列モデル"}]},"item_type_id":"8","owner":"1","path":["7436","7437"],"pubdate":{"attribute_name":"公開日","attribute_value":"2013-06-03"},"publish_date":"2013-06-03","publish_status":"0","recid":"42316","relation_version_is_last":true,"title":["経済季節性と季節転換時系列モデル"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:17:33.198775+00:00"}