Analysis

[1] "一般職業紹介状況:新規求人:正社員:季節調整値:厚生労働省"
        Jan    Feb    Mar    Apr    May    Jun    Jul    Aug    Sep    Oct    Nov    Dec
2004                                                                       358456 352835
2005 356518 352418 367627 363483 364946 366214 364177 360273 368675 371400 369173 367616
2006 376478 371619 367793 370191 364291 373083 370711 368543 367910 359968 363696 367917
2007 351173 354985 348548 346689 348837 345589 344455 344359 340026 335007 330280 327493
2008 326671 329544 318095 314040 319993 306607 302785 303970 289231 284883 282256 288786
2009 264737 229251 230223 225651 209839 214787 213624 209525 216582 213065 212142 216570
2010 216914 212406 221453 223448 229200 235979 234503 239977 245032 258011 254821 258042
2011 265448 273169 252630 272870 268220 269273 280458 282864 279993 285946 295070 289571
2012 293440 298093 301402 302817 310004 308063 307579 311250 309263 305867 310554 310830
2013 310132 319404 317380 316012 320632 321837 325719 325645 332775 334325 331728 337506
2014 346197 335658 336431 348224 339890 342257 343172 342153 341102 345269 342892 344708
2015 355006 343635 342003 353559 351900 353219 359910 357265 359991 369294 370087 370641
2016 372448 375118 369868 373345 380664 377730 381645 379598 385195 385454 387371 391693
2017 393761 393091 398242 395941 399340 409462 399399 414847 411678 410858 418493 430665
2018 400976 420709 423326 423605 422657 426900 414041 424734 427530 422118 426528 431413
2019 421914 435729 427798 423049 435938 430408 417795 426780 417514 421555

民主党政権 第二次安倍内閣 白川日銀総裁 黒田日銀総裁 特記その他

  • 民主党政権 


Call:
lm(formula = value ~ ID)

Residuals:
     Min       1Q   Median       3Q      Max 
-12811.0  -4106.8    193.3   4157.3  13828.6 

Coefficients:
             Estimate Std. Error t value            Pr(>|t|)    
(Intercept) 209653.48    2131.46   98.36 <0.0000000000000002 ***
ID            2922.76      92.88   31.47 <0.0000000000000002 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 6528 on 37 degrees of freedom
Multiple R-squared:  0.964, Adjusted R-squared:  0.963 
F-statistic: 990.3 on 1 and 37 DF,  p-value: < 0.00000000000000022



    Two-sample Kolmogorov-Smirnov test

data:  lm_residuals and rnorm(n = length(lm_residuals), mean = 0, sd = sd(lm_residuals))
D = 0.12821, p-value = 0.9114
alternative hypothesis: two-sided



    Durbin-Watson test

data:  value ~ ID
DW = 1.0266, p-value = 0.0002713
alternative hypothesis: true autocorrelation is greater than 0



    studentized Breusch-Pagan test

data:  value ~ ID
BP = 0.95575, df = 1, p-value = 0.3283



    Box-Ljung test

data:  lm_residuals
X-squared = 7.9476, df = 1, p-value = 0.004815

  • 第二次安倍内閣~ 


Call:
lm(formula = value ~ ID)

Residuals:
     Min       1Q   Median       3Q      Max 
-22525.4  -4186.9    193.7   4390.3  23281.3 

Coefficients:
             Estimate Std. Error t value            Pr(>|t|)    
(Intercept) 314081.78    1684.29  186.48 <0.0000000000000002 ***
ID            1555.03      35.25   44.11 <0.0000000000000002 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 7556 on 80 degrees of freedom
Multiple R-squared:  0.9605,    Adjusted R-squared:   0.96 
F-statistic:  1946 on 1 and 80 DF,  p-value: < 0.00000000000000022



    Two-sample Kolmogorov-Smirnov test

data:  lm_residuals and rnorm(n = length(lm_residuals), mean = 0, sd = sd(lm_residuals))
D = 0.20732, p-value = 0.05871
alternative hypothesis: two-sided



    Durbin-Watson test

data:  value ~ ID
DW = 0.98099, p-value = 0.0000001679
alternative hypothesis: true autocorrelation is greater than 0



    studentized Breusch-Pagan test

data:  value ~ ID
BP = 12.048, df = 1, p-value = 0.0005186



    Box-Ljung test

data:  lm_residuals
X-squared = 18.169, df = 1, p-value = 0.00002022

  • 白川日銀総裁 


Call:
lm(formula = value ~ ID)

Residuals:
   Min     1Q Median     3Q    Max 
-46550 -26460   1057  16574  84061 

Coefficients:
            Estimate Std. Error t value             Pr(>|t|)    
(Intercept) 234835.5     8419.5  27.892 < 0.0000000000000002 ***
ID            1096.4      244.1   4.492            0.0000349 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 31930 on 57 degrees of freedom
Multiple R-squared:  0.2615,    Adjusted R-squared:  0.2485 
F-statistic: 20.18 on 1 and 57 DF,  p-value: 0.00003494



    Two-sample Kolmogorov-Smirnov test

data:  lm_residuals and rnorm(n = length(lm_residuals), mean = 0, sd = sd(lm_residuals))
D = 0.13559, p-value = 0.6544
alternative hypothesis: two-sided



    Durbin-Watson test

data:  value ~ ID
DW = 0.081357, p-value < 0.00000000000000022
alternative hypothesis: true autocorrelation is greater than 0



    studentized Breusch-Pagan test

data:  value ~ ID
BP = 27.576, df = 1, p-value = 0.000000151



    Box-Ljung test

data:  lm_residuals
X-squared = 49.79, df = 1, p-value = 0.000000000001711

  • 黒田日銀総裁~ 


Call:
lm(formula = value ~ ID)

Residuals:
     Min       1Q   Median       3Q      Max 
-22403.8  -4183.4    162.7   4477.3  23303.1 

Coefficients:
             Estimate Std. Error t value            Pr(>|t|)    
(Intercept) 318995.91    1742.35  183.08 <0.0000000000000002 ***
ID            1550.28      37.84   40.97 <0.0000000000000002 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 7670 on 77 degrees of freedom
Multiple R-squared:  0.9561,    Adjusted R-squared:  0.9556 
F-statistic:  1678 on 1 and 77 DF,  p-value: < 0.00000000000000022



    Two-sample Kolmogorov-Smirnov test

data:  lm_residuals and rnorm(n = length(lm_residuals), mean = 0, sd = sd(lm_residuals))
D = 0.10127, p-value = 0.8161
alternative hypothesis: two-sided



    Durbin-Watson test

data:  value ~ ID
DW = 0.97138, p-value = 0.0000002016
alternative hypothesis: true autocorrelation is greater than 0



    studentized Breusch-Pagan test

data:  value ~ ID
BP = 11.236, df = 1, p-value = 0.0008024



    Box-Ljung test

data:  lm_residuals
X-squared = 17.989, df = 1, p-value = 0.00002222
  • 特記その他
  1. 時系列データの特徴(誤差構造、負数の有無その他等)に関わらず線形回帰を求めている。よってあくまでも対象とした期間における線形回帰そしてその残差の傾向を確認しているのみであり結果の外挿は出来ない。
  2. 民主党政権:2009-09-16~2012-12-25
  3. 白川方明氏の日銀総裁就任期間:2008-04-09~2013-03-19