Analysis

[1] "労働力調査(主要項目):雇用者(万人):季節調整値:男女計:総務省"
      Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec
1999                                                        5316
2000 5323 5324 5314 5314 5358 5356 5347 5348 5389 5400 5401 5388
2001 5381 5404 5384 5383 5394 5389 5369 5359 5337 5341 5345 5341
2002 5337 5332 5339 5335 5296 5322 5351 5348 5335 5321 5329 5330
2003 5328 5324 5341 5321 5321 5345 5352 5332 5321 5320 5347 5373
2004 5353 5349 5353 5370 5368 5341 5354 5370 5345 5351 5355 5357
2005 5354 5344 5354 5385 5401 5384 5389 5387 5447 5446 5406 5420
2006 5451 5471 5468 5453 5479 5491 5477 5479 5495 5498 5492 5484
2007 5503 5532 5532 5544 5537 5549 5546 5547 5514 5526 5565 5553
2008 5530 5519 5527 5546 5556 5561 5550 5558 5543 5553 5558 5550
2009 5534 5520 5482 5486 5475 5464 5482 5494 5489 5481 5477 5488
2010 5503 5492 5509 5485 5472 5468 5497 5504 5533 5524 5496 5514
2011 5540 5557 5501 5502 5520 5513 5482 5475 5505 5498 5519 5532
2012 5513 5514 5492 5500 5493 5518 5520 5527 5511 5531 5537 5495
2013 5525 5545 5538 5565 5563 5563 5572 5583 5567 5582 5603 5589
2014 5573 5580 5604 5595 5608 5611 5625 5624 5632 5618 5632 5651
2015 5637 5639 5650 5632 5647 5665 5657 5666 5687 5694 5682 5703
2016 5736 5731 5719 5731 5740 5738 5741 5745 5767 5781 5768 5809
2017 5793 5780 5777 5784 5796 5828 5834 5841 5843 5842 5856 5856
2018 5879 5901 5922 5939 5930 5921 5946 5952 5945 5961 5973 5960
2019 5953 5988 5998 5979 5992 6005 6025 6023 5997 6012

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 
-33.227 -11.773  -2.022  10.857  53.022 

Coefficients:
             Estimate Std. Error t value            Pr(>|t|)    
(Intercept) 5491.9406     6.2107 884.272 <0.0000000000000002 ***
ID             0.7081     0.2706   2.617              0.0128 *  
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 19.02 on 37 degrees of freedom
Multiple R-squared:  0.1561,    Adjusted R-squared:  0.1333 
F-statistic: 6.846 on 1 and 37 DF,  p-value: 0.01279



    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 = 1.1645, p-value = 0.001648
alternative hypothesis: true autocorrelation is greater than 0



    studentized Breusch-Pagan test

data:  value ~ ID
BP = 0.15445, df = 1, p-value = 0.6943



    Box-Ljung test

data:  lm_residuals
X-squared = 6.4049, df = 1, p-value = 0.01138

  • 第二次安倍内閣~ 


Call:
lm(formula = value ~ ID)

Residuals:
    Min      1Q  Median      3Q     Max 
-41.236 -17.545  -1.687  20.341  42.195 

Coefficients:
             Estimate Std. Error t value            Pr(>|t|)    
(Intercept) 5497.7326     5.0438 1089.99 <0.0000000000000002 ***
ID             6.2680     0.1056   59.37 <0.0000000000000002 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 22.63 on 80 degrees of freedom
Multiple R-squared:  0.9778,    Adjusted R-squared:  0.9775 
F-statistic:  3525 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 = 0.13415, p-value = 0.4541
alternative hypothesis: two-sided



    Durbin-Watson test

data:  value ~ ID
DW = 0.4074, p-value < 0.00000000000000022
alternative hypothesis: true autocorrelation is greater than 0



    studentized Breusch-Pagan test

data:  value ~ ID
BP = 0.69844, df = 1, p-value = 0.4033



    Box-Ljung test

data:  lm_residuals
X-squared = 53.195, df = 1, p-value = 0.000000000000302

  • 白川日銀総裁 


Call:
lm(formula = value ~ ID)

Residuals:
    Min      1Q  Median      3Q     Max 
-49.557 -20.033   1.528  21.299  46.186 

Coefficients:
             Estimate Std. Error t value            Pr(>|t|)    
(Intercept) 5515.0234     7.0397 783.422 <0.0000000000000002 ***
ID            -0.1047     0.2041  -0.513                0.61    
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 26.69 on 57 degrees of freedom
Multiple R-squared:  0.0046,    Adjusted R-squared:  -0.01286 
F-statistic: 0.2634 on 1 and 57 DF,  p-value: 0.6098



    Two-sample Kolmogorov-Smirnov test

data:  lm_residuals and rnorm(n = length(lm_residuals), mean = 0, sd = sd(lm_residuals))
D = 0.18644, p-value = 0.2582
alternative hypothesis: two-sided



    Durbin-Watson test

data:  value ~ ID
DW = 0.4991, p-value = 0.000000000000327
alternative hypothesis: true autocorrelation is greater than 0



    studentized Breusch-Pagan test

data:  value ~ ID
BP = 15.531, df = 1, p-value = 0.00008117



    Box-Ljung test

data:  lm_residuals
X-squared = 32.097, df = 1, p-value = 0.00000001467

  • 黒田日銀総裁~ 


Call:
lm(formula = value ~ ID)

Residuals:
    Min      1Q  Median      3Q     Max 
-40.039 -16.036  -2.273  16.549  46.177 

Coefficients:
             Estimate Std. Error t value            Pr(>|t|)    
(Intercept) 5512.4781     5.0821 1084.69 <0.0000000000000002 ***
ID             6.3450     0.1104   57.49 <0.0000000000000002 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 22.37 on 77 degrees of freedom
Multiple R-squared:  0.9772,    Adjusted R-squared:  0.9769 
F-statistic:  3305 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 = 0.11392, p-value = 0.6878
alternative hypothesis: two-sided



    Durbin-Watson test

data:  value ~ ID
DW = 0.41262, p-value < 0.00000000000000022
alternative hypothesis: true autocorrelation is greater than 0



    studentized Breusch-Pagan test

data:  value ~ ID
BP = 2.0239, df = 1, p-value = 0.1548



    Box-Ljung test

data:  lm_residuals
X-squared = 48.135, df = 1, p-value = 0.000000000003979
  • 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