Analysis
[1] "マネタリーベース:マネタリーベース平均残高/うち日銀当座預金:兆円:日本銀行"
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2000 11.4035 5.6760 6.7932 6.3286 5.2207 5.0879 5.3323 4.7265 3.9710 3.8232 3.8897 4.2036
2001 4.9913 4.2336 4.5394 5.0885 5.0757 5.0821 5.1016 5.5642 8.0824 8.5540 9.2093 10.8051
2002 14.9865 15.0328 17.5518 19.9864 15.6612 15.0415 14.9491 15.1299 15.2045 15.2212 18.0940 19.7901
2003 20.1250 20.0858 22.8332 27.4157 27.0292 28.8500 28.9139 29.2585 29.6788 29.7070 30.0204 29.9718
2004 31.2033 33.1991 33.0488 33.0181 33.2104 32.6309 32.9679 33.1496 32.9292 32.4975 32.5099 32.6367
2005 33.4166 32.6784 32.5719 33.0324 32.7343 31.9601 32.0817 32.1237 32.9000 33.4937 33.3352 32.2486
2006 33.6289 33.0879 30.4396 24.7613 15.1672 13.5173 11.9884 9.0511 8.7854 9.1240 7.8599 9.2552
2007 9.0102 8.5799 8.5517 11.0903 8.8833 8.4826 8.6870 8.6757 8.2780 8.2631 7.4838 8.2224
2008 7.7152 7.7834 7.9222 8.0654 7.4649 8.2960 7.6150 7.8009 8.7262 8.8459 8.3274 9.4319
2009 10.9378 12.9083 13.3936 14.6111 13.5616 13.2382 12.4288 12.8370 11.9996 12.7196 11.9375 14.4903
2010 15.6860 14.8834 15.1287 16.7404 16.6680 16.1079 17.3788 17.0379 16.6128 17.5564 17.5848 19.7892
2011 19.5315 18.3568 28.5498 37.4003 30.4210 30.4710 30.1126 30.5702 30.7103 32.4157 35.0151 31.9111
2012 33.1728 28.0484 27.5106 36.3191 31.8611 35.5032 38.0501 36.0747 39.1947 42.8428 38.8277 43.5567
2013 43.5197 42.4196 47.3674 61.9433 66.3050 76.1590 82.3519 84.3254 93.7486 98.7576 101.1535 101.8478
2014 108.6710 111.2480 117.8882 131.4470 133.6433 143.0031 152.1889 151.2314 154.9156 164.6186 167.6452 172.6512
2015 180.5957 181.9484 188.2382 206.1602 209.7476 218.7786 227.5161 227.2613 236.1564 242.4597 246.5776 246.1375
2016 254.7249 255.8817 262.7502 280.5584 281.3656 292.8396 301.7768 300.0575 306.6602 312.7923 316.0874 321.8408
2017 330.4487 327.4851 332.0877 351.8542 351.2682 355.1751 359.9452 360.7896 365.8174 368.2270 366.3521 365.1425
2018 368.0235 363.5595 367.4066 383.3311 384.1615 384.8228 388.3878 388.9556 389.4618 392.1148 391.4601 384.4459
2019 386.9959 381.6276 382.1401 393.7713 397.1398 401.1631 403.6991 400.1821 401.8207 405.0807 405.3420
Call:
lm(formula = value ~ ID)
Residuals:
Min 1Q Median 3Q Max
-6.6989 -2.1354 0.2556 1.9249 11.8617
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 10.56160 1.11975 9.432 0.000000000022 ***
ID 0.78826 0.04879 16.155 < 0.0000000000000002 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 3.429 on 37 degrees of freedom
Multiple R-squared: 0.8758, Adjusted R-squared: 0.8725
F-statistic: 261 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 = 0.17949, p-value = 0.5622
alternative hypothesis: two-sided
Durbin-Watson test
data: value ~ ID
DW = 1.0518, p-value = 0.0003877
alternative hypothesis: true autocorrelation is greater than 0
studentized Breusch-Pagan test
data: value ~ ID
BP = 0.14807, df = 1, p-value = 0.7004
Box-Ljung test
data: lm_residuals
X-squared = 9.1429, df = 1, p-value = 0.002497
Call:
lm(formula = value ~ ID)
Residuals:
Min 1Q Median 3Q Max
-53.323 -17.285 -2.151 16.475 40.597
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 63.9929 5.2586 12.17 <0.0000000000000002 ***
ID 4.7551 0.1088 43.72 <0.0000000000000002 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 23.74 on 81 degrees of freedom
Multiple R-squared: 0.9594, Adjusted R-squared: 0.9588
F-statistic: 1912 on 1 and 81 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 = 0.084337, p-value = 0.9317
alternative hypothesis: two-sided
Durbin-Watson test
data: value ~ ID
DW = 0.04844, p-value < 0.00000000000000022
alternative hypothesis: true autocorrelation is greater than 0
studentized Breusch-Pagan test
data: value ~ ID
BP = 19.655, df = 1, p-value = 0.000009275
Box-Ljung test
data: lm_residuals
X-squared = 75.644, df = 1, p-value < 0.00000000000000022
Call:
lm(formula = value ~ ID)
Residuals:
Min 1Q Median 3Q Max
-7.0064 -2.7381 0.7809 2.3770 10.7325
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 3.18433 0.92629 3.438 0.0011 **
ID 0.65232 0.02685 24.293 <0.0000000000000002 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 3.512 on 57 degrees of freedom
Multiple R-squared: 0.9119, Adjusted R-squared: 0.9104
F-statistic: 590.2 on 1 and 57 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 = 0.13559, p-value = 0.6544
alternative hypothesis: two-sided
Durbin-Watson test
data: value ~ ID
DW = 0.70486, p-value = 0.000000002539
alternative hypothesis: true autocorrelation is greater than 0
studentized Breusch-Pagan test
data: value ~ ID
BP = 1.0604, df = 1, p-value = 0.3031
Box-Ljung test
data: lm_residuals
X-squared = 23.48, df = 1, p-value = 0.000001262
Call:
lm(formula = value ~ ID)
Residuals:
Min 1Q Median 3Q Max
-51.068 -19.478 3.503 17.392 40.227
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 82.7785 5.2803 15.68 <0.0000000000000002 ***
ID 4.6704 0.1133 41.23 <0.0000000000000002 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 23.39 on 78 degrees of freedom
Multiple R-squared: 0.9561, Adjusted R-squared: 0.9556
F-statistic: 1700 on 1 and 78 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 = 0.1, p-value = 0.8219
alternative hypothesis: two-sided
Durbin-Watson test
data: value ~ ID
DW = 0.048618, p-value < 0.00000000000000022
alternative hypothesis: true autocorrelation is greater than 0
studentized Breusch-Pagan test
data: value ~ ID
BP = 18.244, df = 1, p-value = 0.00001943
Box-Ljung test
data: lm_residuals
X-squared = 72.986, df = 1, p-value < 0.00000000000000022
