Content

背景が赤色で塗りつぶされた時系列チャートについて

  • 以下に示す対象範囲(サンプルサイズ:\(n\))の時系列データについて説明変数を\((1,2 \ldots,n)\)、応答変数を指標値とし、次の2つの条件を満たした場合にチャート背景を赤色で塗りつぶしています。
    • 条件1:“線形回帰係数(傾き)\(=0\)”が有意水準5%で棄却される。
    • 条件2:その残差の“系列相関なし”および“正規性”が有意水準5%で棄却されない。
    • 上述の時系列データの対象範囲は、
      • 日次データ:直近20営業日分
      • 週次データ:直近15週分
      • 月次データ:直近6ヶ月分
      • 四半期データ:直近8四半期分
      • 年次データ:直近5年分

米国石油週間在庫報告

  • Source:U.S. Energy Information Administration

Date 08-16 08-09 08-02 07-26 07-19 07-12 07-05 06-28
Weekly Cushing, OK Ending Stocks excluding SPR of Crude Oil(Thousand Barrels) 42,336 44,821 47,361 48,865 50,398 50,827 52,178 52,488
Weekly U.S. Ending Stocks excluding SPR of Crude Oil(Thousand Barrels) 437,778 440,510 438,930 436,545 445,041 455,876 458,992 468,491
Weekly U.S. Ending Stocks of Distillate Fuel Oil(Thousand Barrels) 138,123 135,513 137,451 135,922 136,816 136,203 130,517 126,788
Weekly U.S. Ending Stocks of Total Gasoline(Thousand Barrels) 234,072 233,760 235,172 230,735 232,526 232,752 229,187 230,642
Weekly U.S. Exports of Crude Oil(Thousand Barrels per Day) 2,803 2,683 1,865 2,574 3,292 2,534 3,048 2,990
Weekly U.S. Imports of Crude Oil(Thousand Barrels per Day) 7,218 7,714 7,148 6,663 7,028 6,832 7,302 7,585
Weekly U.S. Net Imports of Crude Oil and Petroleum Products(Thousand Barrels per Day) 1,353 2,622 2,845 932 1,639 2,167 1,651 1,347
Weekly U.S. Net Imports of Crude Oil(Thousand Barrels per Day) 4,415 5,031 5,283 4,089 3,736 4,298 4,254 4,595
Weekly U.S. Net Imports of Total Petroleum Products(Thousand Barrels per Day) -3,062 -2,410 -2,438 -3,157 -2,097 -2,131 -2,603 -3,248
  • 前週差
Date 08-16 08-09 08-02 07-26 07-19 07-12 07-05 06-28
Weekly Cushing, OK Ending Stocks excluding SPR of Crude Oil(Thousand Barrels) -2,485 -2,540 -1,504 -1,533 -429 -1,351 -310 652
Weekly U.S. Ending Stocks excluding SPR of Crude Oil(Thousand Barrels) -2,732 1,580 2,385 -8,496 -10,835 -3,116 -9,499 -1,085
Weekly U.S. Ending Stocks of Distillate Fuel Oil(Thousand Barrels) 2,610 -1,938 1,529 -894 613 5,686 3,729 1,408
Weekly U.S. Ending Stocks of Total Gasoline(Thousand Barrels) 312 -1,412 4,437 -1,791 -226 3,565 -1,455 -1,583
Weekly U.S. Exports of Crude Oil(Thousand Barrels per Day) 120 818 -709 -718 758 -514 58 -780
Weekly U.S. Imports of Crude Oil(Thousand Barrels per Day) -496 566 485 -365 196 -470 -283 929
Weekly U.S. Net Imports of Crude Oil and Petroleum Products(Thousand Barrels per Day) -1,269 -223 1,913 -707 -528 516 304 2,023
Weekly U.S. Net Imports of Crude Oil(Thousand Barrels per Day) -616 -252 1,194 353 -562 44 -341 1,709
Weekly U.S. Net Imports of Total Petroleum Products(Thousand Barrels per Day) -652 28 719 -1,060 34 472 645 314

ベーカー・ヒューズ米国内掘削リグ稼働数

  • Source:Baker Hughes, a GE Company

Date 08-16 08-09 08-02 07-26 07-19 07-12 07-03 06-28 06-21 06-14 06-07
Total US RigCount:Gas 165 169 171 169 174 172 174 173 177 181 186
Total US RigCount:Misc 0 1 1 1 1 2 1 1 1 0 0
Total US RigCount:Oil 770 764 770 776 779 784 788 793 789 788 789
Total US RigCount:Total 935 934 942 946 954 958 963 967 967 969 975


米国内シェールガス生産量

  • Source:U.S. Energy Information Administration
  • Shale Gas:『Natural gas produced from organic (black) shale formations.』
(Billion Cubic Feet)
Date 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
U.S. Shale Production 18589 17032 15213 13447 11415 10371 7994 5336 3110 2116 1293
Pennsylvania Shale Production 5365 5049 4597 4009 3076 2036 1068 396 65 1 1
Texas (with State Offshore) Shale Production 5171 5029 4353 4156 3876 3649 2900 2218 1789 1503 988
Ohio Shale Production 1747 1386 959 441 101 14 0 0 0 0 0
West Virginia Shale Production 1486 1270 1163 869 498 345 192 80 11 0 0
Louisiana (with State Offshore) Shale Production 1450 1111 1153 1191 1510 2204 2084 1232 293 23 1
Louisiana–North Shale Production 1414 1085 1129 1169 1509 2204 2084 1232 293 23 1
Oklahoma Shale Production 1290 1082 993 869 698 637 476 403 249 168 40
Texas–RRC District 8 Shale Production 1115 730 109 78 62 22 5 7 3 4 1
Texas–RRC District 5 Shale Production 730 827 903 1022 1128 1256 1266 1053 954 769 437
Texas–RRC District 4 onsh Shale Production 677 706 500 381 316 305 154 26 5 0 0
North Dakota Shale Production 664 582 545 426 268 203 95 64 25 3 3
Texas–RRC District 1 Shale Production 652 690 892 822 630 362 156 41 11 0 0
Arkansas Shale Production 618 733 923 1038 1026 1027 940 794 527 279 94
New Mexico Shale Production 592 497 46 28 16 13 9 6 2 0 2
Texas–RRC District 2 onsh Shale Production 584 642 793 649 474 327 141 7 *** *** ***
Texas–RRC District 7C Shale Production 494 451 140 111 13 2 0 0 *** *** ***
Texas–RRC District 9 Shale Production 452 505 608 639 619 626 612 725 643 586 460
Texas–RRC District 6 Shale Production 333 339 238 270 409 486 382 219 28 3 0
Texas–RRC District 7B Shale Production 110 116 143 165 218 258 184 140 145 141 90
Colorado Shale Production 97 164 325 236 18 9 3 1 1 0 0
Michigan Shale Production 63 84 65 96 101 108 106 120 132 122 148
Louisiana–South Onshore Shale Production 36 26 24 22 1 0 0 *** *** *** ***
Texas–RRC District 3 onsh Shale Production 23 23 17 10 2 0 0 0 0 0 0
Montana Shale Production 18 19 39 42 19 16 13 13 7 13 12
California (with State off) Shale Production 6 6 2 3 89 90 101 *** *** *** ***
Wyoming Shale Production 6 5 36 29 102 7 0 0 0 0 0
Virginia Shale Production 4 4 3 3 3 3 *** *** *** *** ***
Mississippi (with State off) Shale Production 2 2 3 2 5 2 *** *** *** *** ***
Texas–RRC District 8A Shale Production 1 0 3 1 0 0 *** *** *** *** ***
Alaska (with Total Offshore) Shale Production 0 0 0 0 0 0 0 0 0 0 0
Kansas Shale Production 0 0 1 1 3 1 *** *** *** *** ***
Texas–RRC District 10 Shale Production 0 0 7 8 5 5 0 0 0 0 0
Alabama (with State Offshore) Shale Production *** *** *** *** *** *** *** 0 0 0 0
Kentucky Shale Production *** 0 1 2 4 4 4 4 5 2 2
New Mexico–East Shale Production *** 491 44 25 13 10 5 3 1 0 2
New Mexico–West Shale Production *** 6 2 3 3 3 4 3 1 0 0
Eastern States Shale Production *** *** *** *** *** *** *** *** *** 2 2
Western States Shale Production *** *** *** *** *** *** *** *** *** 0 0

月次時系列データ

商品価格インデックス 商品価格

商品価格インデックス

  • 世界市場を代表する月次商品価格インデックス
  • Source:FRED

Date 2019-07 2019-06 2019-05 2019-04 2019-03 2019-02 2019-01 2018-12
Global price of Agr. Raw Material Index:Index 2016 = 100,Not Seasonally Adjusted 99.03142 104.37517 104.07285 105.75931 105.22629 103.6236 103.03957 101.61677
Global price of APSP crude oil index:Index 2016 = 100,Not Seasonally Adjusted 144.4467 139.917 157.1244 160.4541 148.86 142.5283 131.4234 126.0768
Global price of Beverages index:Index 2016 = 100,Not Seasonally Adjusted 84.76585 84.41444 81.22596 81.45968 81.67267 84.03166 83.19055 82.21028
Global price of Energy index:Index 2016 = 100,Not Seasonally Adjusted 126.8898 123.5323 139.4106 143.7683 138.2564 136.0488 133.3021 133.3485
Global price of Food and beverage index:Index 2016 = 100,Not Seasonally Adjusted 98.61118 99.98876 98.07178 101.24968 97.99178 98.7188 99.98577 98.31794
Global price of Food index:Index 2016 = 100,Not Seasonally Adjusted 99.78262 101.3065 99.4971 102.9241 99.37253 99.96147 101.4068 99.6808
Global price of Industrial Materials index:Index 2016 = 100,Not Seasonally Adjusted 133.7341 130.8232 128.9428 129.9632 127.4872 125.8128 118.6957 116.9821
Global price of Metal index:Index 2016 = 100,Not Seasonally Adjusted 147.5277 141.3356 138.828 139.5837 136.3354 134.6325 124.9186 123.0895
Global price of Non-Fuel index:Index 2016 = 100,Not Seasonally Adjusted 111.4095 110.4901 107.9433 110.0628 107.8263 107.7914 106.2653 104.2618

商品価格

  • 各種商品価格
  • Source:The World Bank Group
Date 2019-07 2019-06 2019-05 2019-04 2019-03 2019-02 2019-01 2018-12
Aluminum(USD/mt) 1,796.99 1,755.95 1,781.26 1,845.42 1,871.21 1,862.99 1,853.72 1,920.38
Barley(USD/mt) 149.27 149.27 149.27 136.41 119.42 119.42 119.42 119.42
Beef(USD/kg) 4.63 4.63 4.6 4.7 4.48 4.28 4.24 4.19
Coal, Australian(USD/mt) 72.08 72.49 82.32 86.77 93.12 95.42 98.56 101.37
Coal, South African(USD/mt) 65.79 62.94 68.93 72.49 78.81 84.16 91.29 95.41
Cocoa(USD/kg) 2.42 2.41 2.32 2.33 2.2 2.26 2.26 2.21
Coconut oil(USD/mt) 657.31 635.6 661.17 668.63 678.56 710.43 773.07 796.27
Coffee, Arabica(USD/kg) 2.99 2.86 2.66 2.67 2.73 2.83 2.83 2.8
Coffee, Robusta(USD/kg) 1.63 1.63 1.57 1.62 1.7 1.73 1.72 1.71
Copper(USD/mt) 5,941.2 5,882.23 6,017.9 6,438.36 6,439.46 6,300.49 5,939.1 6,075.32
Cotton, A Index(USD/kg) 1.67 1.71 1.77 1.92 1.85 1.79 1.82 1.9
Crude oil, average(USD/bbl) 61.48 59.76 66.83 68.58 63.79 61.13 56.58 53.96
Crude oil, Brent(USD/bbl) 64 63.3 70.53 71.2 66.41 64.13 59.27 56.46
Crude oil, Dubai(USD/bbl) 62.91 61.3 69.13 70.66 66.8 64.32 58.96 56.47
Crude oil, WTI(USD/bbl) 57.52 54.68 60.84 63.87 58.15 54.95 51.52 48.95
DAP(USD/mt) 344 354 313.4 323.75 335.03 357.38 382.13 389.67
Fish meal(USD/mt) 1,496.12 1,522.28 1,511.52 1,505.38 1,476.02 1,472.28 1,486.35 1,480.06
Gold(USD/troy oz) 1,412.89 1,359.04 1,283.7 1,285.91 1,300.9 1,320.07 1,291.75 1,250.4
Groundnut oil(USD/mt) 1,437.71 1,391.97 1,392.89 1,377.61 1,370.38 1,370.06 1,379.77 1,434.58
Groundnuts(USD/mt) 1,260 1,315 1,312.86 1,318.5 1,383.33 1,367.5 1,235.22 1,212.63
Iron ore, cfr spot(USD/dmtu) 120.24 108.94 100.15 93.7 86.47 88.22 76.16 69.15
Lead(USD/mt) 1,975.64 1,899.7 1,815.19 1,938.99 2,046.46 2,062.79 1,997.14 1,972.32
Liquefied natural gas, Japan(USD/mmbtu) 10.04 10.04 10.15 10.27 11.29 11.81 12.01 12
Logs, Cameroon(USD/cubic meter) 392.7 395.22 391.48 393.44 395.75 397.32 399.74 398.55
Logs, Malaysian(USD/cubic meter) 275.11 275.39 270.59 266.66 267.74 269.71 273.25 265.43
Maize(USD/mt) 189.42 195.08 171.08 161.49 166.22 169.52 166.74 167.44
Meat, chicken(USD/kg) 1.99 2.07 2.09 2.09 2.07 2.09 2.15 2.09
Natural gas index(2010=100) 52.67 52.96 59.42 62.49 67.91 69.55 80.06 94.06
Natural gas, Europe(USD/mmbtu) 3.62 3.59 4.34 4.92 5.18 6.01 7.26 7.98
Natural gas, US(USD/mmbtu) 2.36 2.4 2.63 2.65 2.94 2.72 3.08 3.95
Nickel(USD/mt) 13,546.3 11,943.94 12,016.31 12,772.79 13,026.27 12,685.23 11,523.09 10,835.08
Orange(USD/kg) 0.54 0.54 0.52 0.57 0.65 0.63 0.64 0.72
Palm kernel oil(USD/mt) 555.03 542.24 573.36 636.23 654.72 694.67 765 738.36
Palm oil(USD/mt) 543.88 552.19 563.2 588.45 573.02 602.97 584.58 535.02
Phosphate rock(USD/mt) 85 105 97.5 97.5 98.5 102.5 102.5 99.17
Platinum(USD/troy oz) 843.95 808.2 833.55 887.29 842.81 818.15 806.77 791.16
Plywood(cents/sheet) 504.62 505.14 496.32 489.12 491.1 494.7 501.2 486.85
Potassium chloride(USD/mt) 272 272 265.5 265.5 245.5 215.5 215.5 215.5
Rapeseed oil(USD/mt) 845.21 840.01 815.84 805.96 808.68 829.7 859.73 827.02
Rice, Thai 25% (USD/mt) 409 411 401 404 399 401 402 395
Rice, Thai 5% (USD/mt) 416 420 409 413 406 408 410 404
Rice, Thai A.1(USD/mt) 391.7 394.2 386.76 391.3 382.43 386.25 387.35 379.33
Rice, Viet Namese 5%(USD/mt) 360.16 358.82 350.94 341.11 342.62 367.95 396.31 399.52
Rubber, SGP/MYS(USD/kg) 1.67 1.93 1.77 1.72 1.72 1.65 1.59 1.44
Rubber, TSR20(USD/kg) 1.41 1.5 1.5 1.5 1.47 1.4 1.36 1.26
Sawnwood, Cameroon(USD/cubic meter) 597.74 607.52 615.52 624.77 631.38 623.14 617.24 607.47
Sawnwood, Malaysian(USD/cubic meter) 679.89 691.01 700.11 710.63 718.15 708.77 702.07 690.95
Shrimps, Mexican(USD/kg) 12.95 11.97 11.79 11.79 11.79 11.79 11.79 11.79
Silver(USD/troy oz) 15.79 15.04 14.66 15.06 15.3 15.82 15.62 14.77
Sorghum(USD/mt) 157.74 157.74 165.46 165.46 169.31 170.42 162.92 163.8
Soybean meal(USD/mt) 348.73 362.6 339.18 341.53 344.63 353.34 362.01 361.02
Soybean oil(USD/mt) 748.17 742.89 742.53 733.77 750.33 772.82 747.79 727.88
Soybeans(USD/mt) 365.41 362.72 337.3 360.34 369.94 380.75 382.35 380.53
Sugar, EU(USD/kg) 0.37 0.37 0.37 0.37 0.37 0.37 0.37 0.37
Sugar, US(USD/kg) 0.57 0.58 0.58 0.59 0.58 0.57 0.56 0.56
Sugar, world(USD/kg) 0.28 0.28 0.27 0.28 0.28 0.29 0.28 0.28
Sunflower oil(USD/mt) 753.83 725 721.57 713 711.71 700 688.13 703
Tea, avg 3 auctions(USD/kg) 2.63 2.57 2.73 2.65 2.38 2.38 2.54 2.62
Tea, Colombo(USD/kg) 2.82 2.78 3.09 3.34 3.38 3.27 3.23 3.18
Tea, Kolkata(USD/kg) 2.9 2.75 2.71 2.34 1.63 1.72 2.12 2.39
Tea, Mombasa(USD/kg) 2.17 2.19 2.39 2.26 2.13 2.16 2.27 2.3
Tin(USD/mt) 17,977.85 19,193.2 19,523.9 20,604.3 21,393.4 21,263.95 20,457.75 19,259.58
Tobacco, US import u.v.(USD/mt) 4,904.57 4,906.68 4,649.53 4,671.82 4,731.46 4,781.58 4,805.38 4,919.17
TSP(USD/mt) 284 294 305 310 321 344 355 368
Urea (USD/mt) 263.5 256.25 247.5 247.5 247.5 250.63 260 276.67
Wheat, US HRW(USD/mt) 196.21 206.13 199.52 199.52 205.76 218.99 209.81 211.28
Wheat, US SRW(USD/mt) 203.96 222.41 200.32 197.33 200.39 217.25 220.16 217.81
Woodpulp(USD/mt) 875 875 875 875 875 875 875 875
Zinc(USD/mt) 2,446.51 2,601.22 2,742.81 2,932.65 2,850.6 2,707.19 2,569.7 2,616.29


Gold & Silver

  • Source:FRED

Date 08-20 08-19 08-16 08-15 08-14 08-13 08-12 08-09
Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market, based in U.S. Dollars(U.S. Dollars per Troy Ounce,Not Seasonally Adjusted) 1,502.65 1,499.35 1,509.05 1,517.65 1,500.35 1,527.2 1,501.95 1,503.5
Silver Fixing Price 12:00 noon (London time) in London Bullion Market, based in U.S. Dollars(U.S. Dollars per Troy Ounce,Not Seasonally Adjusted) 17.02 16.925 17.16 17.29 17.115 17.445 16.955 17

暗号資産

  • Source:Coinbase,FRED

Date 08-20 08-19 08-18 08-17 08-16 08-15 08-14 08-13
Bitcoin 10,770.99 10,935.67 10,309.04 10,218.37 10,368.83 10,280.96 10,105.34 10,855.58
Ethereum 196.65 202.46 194.52 185.84 185.56 188 187.49 208.38
Litecoin 75.05 77.24 76.34 72.71 74.86 76.21 76.12 84.41
Bitcoin Cash 315.69 325.24 316.97 306.69 309.23 313.54 312.28 347.14

Palladium & Platinum

  • Source:OANDA

Date 08-20 08-19 08-18 08-17 08-16 08-15 08-14 08-13
プラチナ(USD/ozt) 854.7009 850.3401 846.0237 846.0237 840.3361 841.7508 850.3401 860.5852
パラジウム(USD/ozt) 1,479.29 1,464.129 1,449.275 1,449.275 1,449.275 1,438.849 1,443.001 1,447.178

Crude oil:WTI & Brent

  • Source:FRED

Date 08-19 08-16 08-15 08-14 08-13 08-12 08-09 08-08
Crude Oil Prices: Brent - Europe(Dollars per Barrel,Not Seasonally Adjusted) 59.79 59 57.37 57.86 59.9 57.13 57.37 56.29
Crude Oil Prices: West Texas Intermediate (WTI) - Cushing, Oklahoma(Dollars per Barrel,Not Seasonally Adjusted) 56.24 54.83 54.51 55.16 57.05 54.98 54.41 52.6