Analysis
[1] "株式平均売買代金:内国株式:一部:売買代金:1日平均:百万円:株式会社日本取引所グループ"
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1999 1190270 997131
2000 1065612 1423953 1401572 1242929 920692 907501 843227 830590 878884 780431 712746 744993
2001 783773 766107 974928 907208 926221 857046 713116 728824 792165 768405 746111 787767
2002 700687 770380 1058624 815055 911387 890467 770104 650081 776920 644281 692154 644484
2003 618597 659740 665502 691904 727446 932425 1149128 1048995 1456620 1474119 1187506 984390
2004 1242558 1192139 1628998 1772750 1486559 1358666 1176267 1066055 1218821 1191488 1220486 1216419
2005 1249814 1407819 1584125 1346660 1268646 1257471 1278306 1816680 2418753 2578389 3005621 3223037
2006 3272619 3117105 2533110 2846416 2848278 2550797 2278013 2135954 2269660 2600484 2497690 2352511
2007 2865176 3545261 3298899 2849570 3047014 3102085 3001339 3299086 2679483 2779445 2981175 2486611
2008 3004505 2716782 2484303 2351160 2585057 2516938 2241916 2010353 2358670 2348158 1838792 1429989
2009 1412669 1375946 1501132 1638853 1658454 1794484 1487329 1513037 1478630 1509394 1383657 1421421
2010 1670310 1409769 1391792 1709751 1894527 1370943 1255825 1177438 1306663 1452950 1418767 1402251
2011 1577937 1773305 2105237 1443220 1369539 1275402 1262152 1435452 1288385 1161690 1071715 950474
2012 1103033 1490064 1539904 1276379 1196318 1145316 1030783 978849 1136654 1164265 1226901 1593594
2013 2202269 2414066 2539406 3391862 3924916 2803719 2481552 1965620 2313087 2179362 2485873 2625938
2014 2852485 2601033 2356798 1997479 2022514 2168276 1952640 1947647 2287060 2557745 3182968 2603687
2015 2504939 2908712 2887224 2835424 3104931 2881951 2841807 3302245 2877702 2681361 2817305 2615000
2016 2961982 3222283 2526312 2616106 2354225 2351540 2664518 2331876 2298815 2255915 3023368 2950654
2017 2631057 2545715 2504086 2546934 2818867 2776371 2558166 2441106 2822167 3107697 3664844 2807537
2018 3350338 3631533 3075846 2843747 3021328 2820784 2701101 2556004 3092903 3332933 2981527 2990440
2019 2598955 2635621 2683901 2490223 2758853 2181869 2152049 2272770 2692279 2546099
Call:
lm(formula = value ~ ID)
Residuals:
Min 1Q Median 3Q Max
-324723 -130491 -36877 76808 728375
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1591488 68557 23.214 < 0.0000000000000002 ***
ID -11296 2987 -3.781 0.000552 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 210000 on 37 degrees of freedom
Multiple R-squared: 0.2787, Adjusted R-squared: 0.2592
F-statistic: 14.3 on 1 and 37 DF, p-value: 0.0005519
Two-sample Kolmogorov-Smirnov test
data: lm_residuals and rnorm(n = length(lm_residuals), mean = 0, sd = sd(lm_residuals))
D = 0.15385, p-value = 0.7523
alternative hypothesis: two-sided
Durbin-Watson test
data: value ~ ID
DW = 1.004, p-value = 0.0001947
alternative hypothesis: true autocorrelation is greater than 0
studentized Breusch-Pagan test
data: value ~ ID
BP = 0.079428, df = 1, p-value = 0.7781
Box-Ljung test
data: lm_residuals
X-squared = 10.23, df = 1, p-value = 0.001381
Call:
lm(formula = value ~ ID)
Residuals:
Min 1Q Median 3Q Max
-919302 -261574 -41348 250603 1392430
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 2508978 89768 27.95 <0.0000000000000002 ***
ID 3918 1856 2.11 0.0379 *
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 405200 on 81 degrees of freedom
Multiple R-squared: 0.05212, Adjusted R-squared: 0.04042
F-statistic: 4.454 on 1 and 81 DF, p-value: 0.03791
Two-sample Kolmogorov-Smirnov test
data: lm_residuals and rnorm(n = length(lm_residuals), mean = 0, sd = sd(lm_residuals))
D = 0.096386, p-value = 0.8386
alternative hypothesis: two-sided
Durbin-Watson test
data: value ~ ID
DW = 0.79652, p-value = 0.0000000002024
alternative hypothesis: true autocorrelation is greater than 0
studentized Breusch-Pagan test
data: value ~ ID
BP = 2.6313, df = 1, p-value = 0.1048
Box-Ljung test
data: lm_residuals
X-squared = 27.645, df = 1, p-value = 0.0000001457
Call:
lm(formula = value ~ ID)
Residuals:
Min 1Q Median 3Q Max
-417044 -234352 -109920 122088 1218130
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1919029 92787 20.682 < 0.0000000000000002 ***
ID -12256 2690 -4.556 0.0000279 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 351800 on 57 degrees of freedom
Multiple R-squared: 0.267, Adjusted R-squared: 0.2541
F-statistic: 20.76 on 1 and 57 DF, p-value: 0.00002794
Two-sample Kolmogorov-Smirnov test
data: lm_residuals and rnorm(n = length(lm_residuals), mean = 0, sd = sd(lm_residuals))
D = 0.28814, p-value = 0.01452
alternative hypothesis: two-sided
Durbin-Watson test
data: value ~ ID
DW = 0.43744, p-value = 0.000000000000009077
alternative hypothesis: true autocorrelation is greater than 0
studentized Breusch-Pagan test
data: value ~ ID
BP = 0.75132, df = 1, p-value = 0.3861
Box-Ljung test
data: lm_residuals
X-squared = 27.205, df = 1, p-value = 0.000000183
Call:
lm(formula = value ~ ID)
Residuals:
Min 1Q Median 3Q Max
-690136 -256430 -49369 221483 1326057
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 2591074 89445 28.968 <0.0000000000000002 ***
ID 2595 1919 1.353 0.18
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 396300 on 78 degrees of freedom
Multiple R-squared: 0.02292, Adjusted R-squared: 0.01039
F-statistic: 1.829 on 1 and 78 DF, p-value: 0.1801
Two-sample Kolmogorov-Smirnov test
data: lm_residuals and rnorm(n = length(lm_residuals), mean = 0, sd = sd(lm_residuals))
D = 0.15, p-value = 0.3307
alternative hypothesis: two-sided
Durbin-Watson test
data: value ~ ID
DW = 0.83032, p-value = 0.000000001494
alternative hypothesis: true autocorrelation is greater than 0
studentized Breusch-Pagan test
data: value ~ ID
BP = 2.2984, df = 1, p-value = 0.1295
Box-Ljung test
data: lm_residuals
X-squared = 28.138, df = 1, p-value = 0.000000113
