{"created":"2022-01-28T04:26:33.441458+00:00","id":2007584,"links":{},"metadata":{"_buckets":{"deposit":"d776c46a-83b5-4268-b003-96e92da9a515"},"_deposit":{"id":"2007584","owner":"1","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"2007584"},"status":"published"},"_oai":{"id":"oai:u-ryukyu.repo.nii.ac.jp:02007584","sets":["1642837622505:1642837818741:1642837847857","1642838403551:1642838405494"]},"author_link":[],"item_1617186331708":{"attribute_name":"Title","attribute_value_mlt":[{"subitem_1551255647225":"X-12-ARIMAにおけるモデル選択の安定性の改善について―法人企業統計の事例―","subitem_1551255648112":"ja"},{"subitem_1551255647225":"Stability Improvement of ARIMA Model Selection Procedures of X-12 ARIMA: Application to \"Quarterly Financial Statements Statistics of Corporations by Industry\"","subitem_1551255648112":"en"}]},"item_1617186419668":{"attribute_name":"Creator","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"高岡, 慎","creatorNameLang":"ja"}]},{"creatorNames":[{"creatorName":"Takaoka, Makoto","creatorNameLang":"en"}]}]},"item_1617186476635":{"attribute_name":"Access Rights","attribute_value_mlt":[{"subitem_1522299639480":"open access","subitem_1600958577026":"http://purl.org/coar/access_right/c_abf2"}]},"item_1617186626617":{"attribute_name":"Description","attribute_value_mlt":[{"subitem_description":"多くの官庁統計で利用されている季節調整プログラムX-12-ARlMAでは、新規データを追加した再計算に伴う過去の季節調整値の改定幅が小さいという意味で「安定的」な季調値を算出するために、定期的な内部モデルの選択作業が必要となる。しかしながら、近年では不安定な経済情勢を反映した不規則なデータの変動のために、定期的なモデル替えが安定性の点で必ずしも良好に機能せず、モデル替え自体が原因となって過去の公表値に無視できないほどの大幅な遡及改定が生じるケースが生じている。財務省によって公表されている法人企業統計調査では、こうした問題に対応するため、平成23年10-12月期調査(平成24年3月1日公表)から安定性に関する条件を加味した新しいモデル選択法を採用している。本稿では、この新しいモデル選択法について説明するとともに、いくつかのシミュレーション結果について示す。","subitem_description_type":"Other"},{"subitem_description":"紀要論文","subitem_description_type":"Other"}]},"item_1617186643794":{"attribute_name":"Publisher","attribute_value_mlt":[{"subitem_1522300295150":"ja","subitem_1522300316516":"琉球大学法文学部"},{"subitem_1522300295150":"en","subitem_1522300316516":"Faculty of Law and Letters University of the Ryukyus"}]},"item_1617186702042":{"attribute_name":"Language","attribute_value_mlt":[{"subitem_1551255818386":"jpn"}]},"item_1617186783814":{"attribute_name":"Identifier","attribute_value_mlt":[{"subitem_identifier_type":"HDL","subitem_identifier_uri":"http://hdl.handle.net/20.500.12000/28014"}]},"item_1617186819068":{"attribute_name":"Identifier Registration","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.24564/0002007584","subitem_identifier_reg_type":"JaLC"}]},"item_1617186920753":{"attribute_name":"Source Identifier","attribute_value_mlt":[{"subitem_1522646500366":"ISSN","subitem_1522646572813":"0557-580X"},{"subitem_1522646500366":"NCID","subitem_1522646572813":"AN00250468"}]},"item_1617186941041":{"attribute_name":"Source Title","attribute_value_mlt":[{"subitem_1522650068558":"ja","subitem_1522650091861":"琉球大学経済研究＝Ryukyu University Economic Review"}]},"item_1617187056579":{"attribute_name":"Bibliographic Information","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2013-09-30","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"86","bibliographicPageEnd":"77","bibliographicPageStart":"53"}]},"item_1617258105262":{"attribute_name":"Resource Type","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_1617265215918":{"attribute_name":"Version Type","attribute_value_mlt":[{"subitem_1522305645492":"VoR","subitem_1600292170262":"http://purl.org/coar/version/c_970fb48d4fbd8a85"}]},"item_1617605131499":{"attribute_name":"File","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_access","filename":"No86p053.pdf","mimetype":"application/pdf","url":{"objectType":"fulltext","url":"https://u-ryukyu.repo.nii.ac.jp/record/2007584/files/No86p053.pdf"},"version_id":"5a6318e1-7f51-4447-8ea2-f963348d431d"}]},"item_title":"X-12-ARIMAにおけるモデル選択の安定性の改善について―法人企業統計の事例―","item_type_id":"15","owner":"1","path":["1642837847857","1642838405494"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2013-12-18"},"publish_date":"2013-12-18","publish_status":"0","recid":"2007584","relation_version_is_last":true,"title":["X-12-ARIMAにおけるモデル選択の安定性の改善について―法人企業統計の事例―"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2022-11-29T05:53:46.329093+00:00"}