時系列データの月別・年別平均、基本統計量、標本自己相関係数、標本偏自己相関係数

  Reading input spec file from lev-jb.spc
  Reading data from C:\X12ARIMA\lev-jb.dat

1

               U. S. Department of Commerce, U. S. Census Bureau

                X-12-ARIMA monthly regARIMA model estim Method,
                         Release Version 0.3  Build 192



           This method modifies the X-11 variant of Census Method II
           by J. Shiskin A.H. Young and J.C. Musgrave of February, 1967.
          and the X-11-ARIMA program based on the methodological research
           developed by Estela Bee Dagum, Chief of the Seasonal Adjustment
            and Time Series Staff of Statistics Canada, September, 1979.

            This version of X-12-ARIMA includes an automatic ARIMA model
          selection procedure based largely on the procedure of Gomez and
                  Maravall (1998) as implemented in TRAMO (1996).

      Primary Programmers: Brian Monsell, Mark Otto


     Series Title- Index of Consumption Expenditure Level
     Series Name- lev-jb
     Sep 11, 2014  15.36.43 

        -Period covered-  1st month,1981 to  7th month,2014
        -Spectral plot of the original series generated
  lev-jb.out* program output file
  lev-jb.err* program error file
  lev-jb.udg* seasonal adjustment and model diagnostics file
        Index of Consumption Expenditure Level            PAGE   1, SERIES lev-jb

     Contents of spc file lev-jb.spc

 Line #
 ------
      1: #スペックファイルはANSIコードで作成。UTF-8では日本語コメントが文字化けする
      2: series{
      3: title="Index of Consumption Expenditure Level" #要ダブルクォート
      4: file="C:\X12ARIMA\lev-jb.dat" #要ダブルクォート
      5: period=12
      6: start=1981.1
      7: span=(1981.1,2014.7)
      8: decimals=1
      9: }
     10: 	
     11: transform{
     12: function=auto
     13: #log 対数変換を指定
     14: #auto 対数変換の要否を自動選択 AIC(結果数値が小さい方)で判断
     15: #引用 有田帝馬(2012).『入門季節調整』.東洋経済新報社.pp255
     16: }
     17:  
     18: identify{#原系列とその階差系列のACFとPACF
     19: diff=0 #原系列のみ
     20: #diff=(0,1)
     21: #sdiff=(0,1)
     22: #diff 通常階差の次数を指定
     23: #sdiff 季節階差の次数を指定
     24: #引用 有田帝馬(2012).『入門季節調整』.東洋経済新報社.pp255
     25: }


 Likelihood statistics for model fit to untransformed series.

 Likelihood Statistics
 ------------------------------------------------------------------
 Number of observations (nobs)                                  403
 Effective number of observations (nefobs)                      403
 Number of parameters estimated (np)                              1
 Log likelihood (L)                                      -2438.5523
 AIC                                                      4879.1046 
 AICC (F-corrected-AIC)                                   4879.1146 
 Hannan Quinn                                             4880.6878 
 BIC                                                      4883.1035 
 ------------------------------------------------------------------


 Likelihood statistics for model fit to log transformed series.

 Likelihood Statistics
 ------------------------------------------------------------------
 Number of observations (nobs)                                  403
 Effective number of observations (nefobs)                      403
 Number of parameters estimated (np)                              1
 Log likelihood                                          -1188.9606
 Transformation Adjustment                               -1863.2689
 Adjusted Log likelihood (L)                             -3052.2295
 AIC                                                      6106.4590 
 AICC (F-corrected-AIC)                                   6106.4689 
 Hannan Quinn                                             6108.0421 
 BIC                                                      6110.4579 
 ------------------------------------------------------------------


   *****   AICC (with aicdiff=-2.00) prefers no transformation   *****



        Index of Consumption Expenditure Level            PAGE   2, SERIES lev-jb

 A 1  Time series data (for the span analyzed)
  From  1981.Jan to 2014.Jul
  Observations        403
 -----------------------------------------------------------------------------
               Jan      Feb      Mar      Apr      May      Jun 
               Jul      Aug      Sep      Oct      Nov      Dec        TOTAL  
 -----------------------------------------------------------------------------
  1981         86.1     87.5     98.1     96.1     85.9     89.1
               94.1     90.3     85.4     85.1     88.0    127.9        1113.6
 
  1982         86.9     90.4    101.7     97.2     89.3     93.7
               97.1     92.7     86.8     89.9     90.4    130.4        1146.5
 
  1983         90.3     91.1    101.5     98.9     88.5     92.3
               97.7     93.4     87.2     90.3     91.6    132.5        1155.3
 
  1984         87.8     92.1    100.8    100.2     90.1     93.0
               98.6     93.5     90.2     91.5     91.6    132.6        1162.0
 
  1985         90.7     92.3    104.2    102.1     90.6     93.3
               99.1     93.8     90.4     92.0     93.4    132.7        1174.6
 
  1986         91.1     92.6    103.1    102.6     92.0     95.2
              100.8     97.1     91.2     94.0     94.7    130.5        1184.9
 
  1987         92.4     95.0    105.6    103.5     94.7     95.9
              103.1     98.3     92.9     96.3     96.9    133.8        1208.4
 
  1988         96.5     97.8    108.6    107.2     98.9     98.2
              107.1    101.5     96.8     97.6     98.3    137.6        1246.1
 
  1989         97.6     99.0    115.4    106.6     96.3     99.2
              107.1    100.0     97.5     99.1    101.6    140.9        1260.3
 
  1990        100.4    101.8    112.6    110.9    100.1    101.6
              109.0    102.4     99.2     99.7     98.6    140.3        1276.6
 
  1991        101.3    102.4    114.6    111.0    100.7    106.9
              111.5    106.0    101.2    102.8    102.7    139.8        1300.9
 
  1992        103.6    105.4    115.4    110.7    102.8    103.5
              111.9    105.8    102.4    102.4    103.1    138.8        1305.8
 
  1993        101.8    106.3    117.6    113.2    101.6    102.9
              109.8    105.0    101.0    102.9    104.8    139.7        1306.6
 
  1994        104.6    105.7    112.1    112.4     99.9    101.9
              110.1    104.8    103.2    102.6    102.2    135.4        1294.9
 
  1995        100.7    103.4    112.0    112.8    101.1    102.0
              109.5    105.3    103.7    102.2    101.1    135.8        1289.6
 
  1996        105.0    103.8    114.2    113.7    100.7    106.5
              106.0    106.0     99.9    101.0    103.5    135.7        1296.0
 
  1997        105.3    108.1    121.3    112.4     98.8    101.3
              109.2    105.8    102.6    102.2    101.2    129.1        1297.3
 
  1998        100.9    103.2    114.3    110.4     98.1    100.6
              105.8    103.3    101.1    101.4    102.5    128.6        1270.2
 
  1999        102.6     99.8    112.4    109.8    100.7    100.6
              106.9    103.4     98.2     99.2     99.7    123.3        1256.6
 
  2000         99.6    100.3    107.9    111.2     99.0     99.0
              105.5     99.9     98.8     99.9     99.4    126.6        1247.1
 
  2001        100.0    105.7    110.7    107.0     97.5     96.3
              102.9     98.5     95.8     99.8    100.2    118.6        1233.0
 
  2002        100.8    100.5    109.5    109.3     96.1     98.5
              104.4     98.5    100.9    100.8     98.8    117.9        1236.0
 
  2003         99.4    100.1    107.3    108.1     95.0    100.1
              100.7    100.4     98.5     99.6    100.0    118.2        1227.4
 
  2004        101.0    102.0    107.7    112.5     99.8     97.2
              101.0    100.4     97.9     97.9     98.3    114.8        1230.5
 
  2005        101.0    101.2    106.8    109.7     98.7     98.4
               99.1    101.3     99.6    100.3     98.4    116.2        1230.7
 
  2006         98.8    100.4    105.2    108.3     97.4     96.8
               97.8     97.1     93.8     98.2     97.8    114.2        1205.8
 
  2007         99.6    101.9    105.5    109.6     97.9     96.9
               97.7     98.8     96.9     98.8     97.4    116.7        1217.7
 
  2008        103.4     98.6    104.0    106.8     95.0     95.5
               97.5     94.9     94.8     95.1     97.0    111.6        1194.2
 
  2009         97.3     98.7    103.9    105.7     95.4     95.8
               95.9     97.4     95.9     96.9     99.2    113.9        1196.0
 
  2010         98.5     97.7    107.7    104.4     94.5     96.5
               97.0     99.6     96.4     97.0     99.4    111.0        1199.7
 
  2011         98.3     98.2     99.0    102.4     93.5     93.2
               95.0     95.5     94.5     96.7     96.3    111.7        1174.3
 
  2012         96.2     97.1    102.5    105.2     97.3     94.8
               96.6     97.4     93.7     96.6     96.6    111.0        1185.0
 
  2013         98.5    101.4    107.9    106.9     95.8     94.5
               96.8     96.0     97.5     97.6     96.9    112.2        1202.0
 
  2014        100.0     99.3    115.9    102.1     88.3     91.8
               91.3                                                      688.7
 
  AVGE         98.2     99.4    108.4    107.1     96.2     97.7
              102.2     99.5     96.5     97.8     98.2    126.1

  Table Total-      41214.3   Mean-      102.3   Std. Dev.-        9.7
                              Min -       85.1        Max -      140.9

 Transformation
  No transformation


 MODEL IDENTIFICATION
  Sample Autocorrelations of the Series with the Ljung-Box diagnostic.
  Differencing:  none

  Lag      1     2     3     4     5     6     7     8     9    10    11    12
  ACF   0.09 -0.01  0.24  0.30  0.07 -0.05  0.07  0.30  0.23 -0.03  0.05  0.92
  SE    0.05  0.05  0.05  0.05  0.06  0.06  0.06  0.06  0.06  0.06  0.06  0.06
  Q     3.07  3.12 26.28 62.86 65.07 65.98 67.85104.53126.12126.41127.59482.48
  DF       1     2     3     4     5     6     7     8     9    10    11    12
  P    0.080 0.210 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000

  Lag     13    14    15    16    17    18    19    20    21    22    23    24
  ACF   0.06 -0.03  0.21  0.28  0.05 -0.06  0.05  0.27  0.21 -0.04  0.03  0.87
  SE    0.09  0.09  0.09  0.09  0.09  0.09  0.09  0.09  0.10  0.10  0.10  0.10
  Q   483.91484.40502.76535.69536.83538.54539.75570.95589.25590.04590.44918.10
  DF      13    14    15    16    17    18    19    20    21    22    23    24
  P    0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000

  Lag     25    26    27    28    29    30    31    32    33    34    35    36
  ACF   0.04 -0.05  0.19  0.26  0.03 -0.08  0.03  0.24  0.18 -0.06  0.01  0.82
  SE    0.12  0.12  0.12  0.12  0.12  0.12  0.12  0.12  0.12  0.12  0.12  0.12
  Q   918.83919.82935.70965.13965.60968.63968.97993.33************************
  DF      25    26    27    28    29    30    31    32    33    34    35    36
  P    0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000

  The P-values approximate the probability of observing a Q-value at least
  this large when the model fitted is correct.  When DF is positive, small
  values of P, customarily those below 0.05, indicate model inadequacy.

  Sample Autocorrelations of the Series
  Differencing:  none
                 -1.0 -0.8 -0.6 -0.4 -0.2  0.0  0.2  0.4  0.6  0.8  1.0
                   +----+----+----+----+----+----+----+----+----+----+
            1                             . |XX                        0.087
            2                            .  |  .                      -0.011
            3                            .  |XXXXXX                    0.238
            4                            .  |XXXXXXX                   0.299
            5                            .  |XX.                       0.073
            6                            . X|  .                      -0.047
            7                            .  |XX.                       0.067
            8                            .  |XXXXXXX                   0.298
            9                            .  |XXXXXX                    0.228
           10                            . X|  .                      -0.026
           11                            .  |X .                       0.053
           12       - - - - - - - - - -  .  |XXXXXXXXXXXXXXXXXXXXXXX   0.922
           13                          .    |X   .                     0.059
           14                          .   X|    .                    -0.034
           15                          .    |XXXXX                     0.209
           16                          .    |XXXXXXX                   0.279
           17                          .    |X   .                     0.052
           18                          .  XX|    .                    -0.063
           19                          .    |X   .                     0.054
           20                          .    |XXXXXXX                   0.271
           21                          .    |XXXXX                     0.207
           22                          .   X|    .                    -0.043
           23                          .    |X   .                     0.031
           24       - - - - - - - - -  .    |XXXXXXXXXXXXXXXXXXXXXX    0.872
           25                         .     |X    .                    0.041
           26                         .    X|     .                   -0.048
           27                         .     |XXXXX.                    0.191
           28                         .     |XXXXXXX                   0.260
           29                         .     |X    .                    0.033
           30                         .   XX|     .                   -0.083
           31                         .     |X    .                    0.028
           32                         .     |XXXXXX                    0.235
           33                         .     |XXXX .                    0.176
           34                         .   XX|     .                   -0.065
           35                         .     |     .                    0.006
           36       - - - - - - - -   .     |XXXXXXXXXXXXXXXXXXXX      0.818
  
  Sample Partial Autocorrelations of the Series
  Differencing:  none

  Lag      1     2     3     4     5     6     7     8     9    10    11    12
  PACF  0.09 -0.02  0.24  0.27  0.06 -0.10 -0.07  0.22  0.27  0.02 -0.09  0.90
  SE    0.05  0.05  0.05  0.05  0.05  0.05  0.05  0.05  0.05  0.05  0.05  0.05

  Lag     13    14    15    16    17    18    19    20    21    22    23    24
  PACF -0.37 -0.09 -0.13  0.03 -0.11  0.03  0.03 -0.13  0.04  0.04  0.11  0.12
  SE    0.05  0.05  0.05  0.05  0.05  0.05  0.05  0.05  0.05  0.05  0.05  0.05

  Lag     25    26    27    28    29    30    31    32    33    34    35    36
  PACF -0.04  0.00 -0.02 -0.05 -0.03 -0.05 -0.09 -0.07 -0.02  0.04  0.05  0.02
  SE    0.05  0.05  0.05  0.05  0.05  0.05  0.05  0.05  0.05  0.05  0.05  0.05

  Sample Partial Autocorrelations of the Series
  Differencing:  none
                 -1.0 -0.8 -0.6 -0.4 -0.2  0.0  0.2  0.4  0.6  0.8  1.0
                   +----+----+----+----+----+----+----+----+----+----+
            1                             . |XX                        0.087
            2                             . | .                       -0.018
            3                             . |XXXXXX                    0.243
            4                             . |XXXXXXX                   0.273
            5                             . |X.                        0.059
            6                            XXX| .                       -0.104
            7                             XX| .                       -0.067
            8                             . |XXXXX                     0.217
            9                             . |XXXXXXX                   0.271
           10                             . | .                        0.020
           11                             XX| .                       -0.089
           12       - - - - - - - - - -   . |XXXXXXXXXXXXXXXXXXXXXX    0.898
           13                      XXXXXXXXX| .                       -0.366
           14                             XX| .                       -0.094
           15                            XXX| .                       -0.133
           16                             . |X.                        0.028
           17                            XXX| .                       -0.115
           18                             . |X.                        0.027
           19                             . |X.                        0.026
           20                            XXX| .                       -0.130
           21                             . |X.                        0.038
           22                             . |X.                        0.039
           23                             . |XXX                       0.109
           24       - - - - - - - - - -   . |XXX    - - - - - - - -    0.121
           25                             .X| .                       -0.039
           26                             . | .                       -0.004
           27                             . | .                       -0.018
           28                             .X| .                       -0.047
           29                             .X| .                       -0.028
           30                             .X| .                       -0.051
           31                             XX| .                       -0.092
           32                             XX| .                       -0.072
           33                             . | .                       -0.017
           34                             . |X.                        0.038
           35                             . |X.                        0.046
           36       - - - - - - - - - -   . | .   - - - - - - - - -    0.018
  
        Index of Consumption Expenditure Level            PAGE   3, SERIES lev-jb

 B 1  Original series (prior adjusted)
  From  1981.Jan to 2014.Jul
  Observations        403
 -----------------------------------------------------------------------------
               Jan      Feb      Mar      Apr      May      Jun 
               Jul      Aug      Sep      Oct      Nov      Dec        TOTAL  
 -----------------------------------------------------------------------------
  1981         86.1     87.5     98.1     96.1     85.9     89.1
               94.1     90.3     85.4     85.1     88.0    127.9        1113.6
 
  1982         86.9     90.4    101.7     97.2     89.3     93.7
               97.1     92.7     86.8     89.9     90.4    130.4        1146.5
 
  1983         90.3     91.1    101.5     98.9     88.5     92.3
               97.7     93.4     87.2     90.3     91.6    132.5        1155.3
 
  1984         87.8     92.1    100.8    100.2     90.1     93.0
               98.6     93.5     90.2     91.5     91.6    132.6        1162.0
 
  1985         90.7     92.3    104.2    102.1     90.6     93.3
               99.1     93.8     90.4     92.0     93.4    132.7        1174.6
 
  1986         91.1     92.6    103.1    102.6     92.0     95.2
              100.8     97.1     91.2     94.0     94.7    130.5        1184.9
 
  1987         92.4     95.0    105.6    103.5     94.7     95.9
              103.1     98.3     92.9     96.3     96.9    133.8        1208.4
 
  1988         96.5     97.8    108.6    107.2     98.9     98.2
              107.1    101.5     96.8     97.6     98.3    137.6        1246.1
 
  1989         97.6     99.0    115.4    106.6     96.3     99.2
              107.1    100.0     97.5     99.1    101.6    140.9        1260.3
 
  1990        100.4    101.8    112.6    110.9    100.1    101.6
              109.0    102.4     99.2     99.7     98.6    140.3        1276.6
 
  1991        101.3    102.4    114.6    111.0    100.7    106.9
              111.5    106.0    101.2    102.8    102.7    139.8        1300.9
 
  1992        103.6    105.4    115.4    110.7    102.8    103.5
              111.9    105.8    102.4    102.4    103.1    138.8        1305.8
 
  1993        101.8    106.3    117.6    113.2    101.6    102.9
              109.8    105.0    101.0    102.9    104.8    139.7        1306.6
 
  1994        104.6    105.7    112.1    112.4     99.9    101.9
              110.1    104.8    103.2    102.6    102.2    135.4        1294.9
 
  1995        100.7    103.4    112.0    112.8    101.1    102.0
              109.5    105.3    103.7    102.2    101.1    135.8        1289.6
 
  1996        105.0    103.8    114.2    113.7    100.7    106.5
              106.0    106.0     99.9    101.0    103.5    135.7        1296.0
 
  1997        105.3    108.1    121.3    112.4     98.8    101.3
              109.2    105.8    102.6    102.2    101.2    129.1        1297.3
 
  1998        100.9    103.2    114.3    110.4     98.1    100.6
              105.8    103.3    101.1    101.4    102.5    128.6        1270.2
 
  1999        102.6     99.8    112.4    109.8    100.7    100.6
              106.9    103.4     98.2     99.2     99.7    123.3        1256.6
 
  2000         99.6    100.3    107.9    111.2     99.0     99.0
              105.5     99.9     98.8     99.9     99.4    126.6        1247.1
 
  2001        100.0    105.7    110.7    107.0     97.5     96.3
              102.9     98.5     95.8     99.8    100.2    118.6        1233.0
 
  2002        100.8    100.5    109.5    109.3     96.1     98.5
              104.4     98.5    100.9    100.8     98.8    117.9        1236.0
 
  2003         99.4    100.1    107.3    108.1     95.0    100.1
              100.7    100.4     98.5     99.6    100.0    118.2        1227.4
 
  2004        101.0    102.0    107.7    112.5     99.8     97.2
              101.0    100.4     97.9     97.9     98.3    114.8        1230.5
 
  2005        101.0    101.2    106.8    109.7     98.7     98.4
               99.1    101.3     99.6    100.3     98.4    116.2        1230.7
 
  2006         98.8    100.4    105.2    108.3     97.4     96.8
               97.8     97.1     93.8     98.2     97.8    114.2        1205.8
 
  2007         99.6    101.9    105.5    109.6     97.9     96.9
               97.7     98.8     96.9     98.8     97.4    116.7        1217.7
 
  2008        103.4     98.6    104.0    106.8     95.0     95.5
               97.5     94.9     94.8     95.1     97.0    111.6        1194.2
 
  2009         97.3     98.7    103.9    105.7     95.4     95.8
               95.9     97.4     95.9     96.9     99.2    113.9        1196.0
 
  2010         98.5     97.7    107.7    104.4     94.5     96.5
               97.0     99.6     96.4     97.0     99.4    111.0        1199.7
 
  2011         98.3     98.2     99.0    102.4     93.5     93.2
               95.0     95.5     94.5     96.7     96.3    111.7        1174.3
 
  2012         96.2     97.1    102.5    105.2     97.3     94.8
               96.6     97.4     93.7     96.6     96.6    111.0        1185.0
 
  2013         98.5    101.4    107.9    106.9     95.8     94.5
               96.8     96.0     97.5     97.6     96.9    112.2        1202.0
 
  2014        100.0     99.3    115.9    102.1     88.3     91.8
               91.3                                                      688.7
 
  AVGE         98.2     99.4    108.4    107.1     96.2     97.7
              102.2     99.5     96.5     97.8     98.2    126.1

  Table Total-      41214.3   Mean-      102.3   Std. Dev.-        9.7
                              Min -       85.1        Max -      140.9
        Index of Consumption Expenditure Level            PAGE   4, SERIES lev-jb


  Visually significant residual seasonal peaks have been
  found in the spectral plot of the following series starting in 2006.Aug:

          differenced original series (Table A1 or B1) (4 Seasonal peak(s))

        Index of Consumption Expenditure Level            PAGE   5, SERIES lev-jb
 G 0  10*LOG(SPECTRUM) of the differenced Original Series
      (Table A1 or B1).  Spectrum estimated from 2006.Aug to 2014.Jul.
 ++++++++++I+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++I
      31.23I                                                            SI     31.23
           I                              S                             SI
           I                              S                             SI
           I                              S                             SI
      28.72I                              S                             SI     28.72
           I                              S         S                   SI
           I                              S         S                   SI
           I                              S         S                   SI
      26.20I                              S         S                   SI     26.20
           I                              S         S                   SI
           I                              S         S                   SI
           I                              S         S         S         SI
      23.69I                              S         S         S         SI     23.69
           I                              S         S         S         SI
           I                              S         S         S         SI
           I                              S         S*        S         SI
      21.17I          S                   S         S*        S         SI     21.17
           I          S                   S*        S*        S         SI
           I          S                   S*        S*        S         SI
           I          S                   S*        S*        S        *SI
      18.66I          S                   S*       *S*        S        *SI     18.66
           I          S                  *S*       *S*        S        *SI
           I          S                  *S*       *S*       *S        *SI
           I          S                  *S*       *S*       *S        *SI
      16.14I          S                  *S*       *S*       *S*       *SI     16.14
           I          S                  *S**     **S*T      *S*       *SI
           I          S                  *S**     **S*T      *S*      **SI
           I          S                  *S**    ***S*T      *S*      **SI
      13.63I          S*                 *S**   ****S*T***   *S*      **SI     13.63
           I          S*         *      **S***  ****S*T**** **S*      **SI
           I         *S*         *      **S*** *****S*T*******S*     ***SI
           I         *S*         *      **S*********S*T*******S*     ***SI
      11.11I         *S*        S*      **S*********S*T*******S*     ***SI     11.11
           I         *S*        S*     ***S*********S*T*******S*T   ****SI
           I         *S**       S**    ***S*********S*T*******S*T   ****SI
           I         *S**       S**    ***S*********S*T*******S*T   ****SI
       8.60I         *S**       S**   ****S*********S*T*******S*T  *****SI      8.60
           I         *S**       S**   ****S*********S*T*******S*T* *****SI
           I         *S**      *S*********S*********S*T*******S*T*******SI
           I         *S***     *S*********S*********S*T*******S*T*******SI
       6.08I         *S***     *S*********S*********S*T*******S*T*******SI      6.08
           I        **S***     *S*********S*********S*T*******S*T*******SI
           I        **S***    **S*********S*********S*T*******S*T*******SI
           I        **S****   **S*********S*********S*T*******S*T*******SI
       3.56I        **S****  ***S*********S*********S*T*******S*T*******SI      3.56
           I    *   **S*********S*********S*********S*T*******S*T*******SI
           I   **   **S*********S*********S*********S*T*******S*T*******SI
           I   *** ***S*********S*********S*********S*T*******S*T*******SI
       1.05I   *******S*********S*********S*********S*T*******S*T*******SI      1.05
           I  ********S*********S*********S*********S*T*******S*T*******SI
           I  ********S*********S*********S*********S*T*******S*T*******SI
           I  ********S*********S*********S*********S*T*******S*T*******SI
      -1.47I**********S*********S*********S*********S*T*******S*T*******SI     -1.47
 ++++++++++I+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++I
            S=SEASONAL FREQUENCIES, T=TRADING DAY FREQUENCIES

アプリケーション The X-12-ARIMA Seasonal Adjustment Program https://www.census.gov/srd/www/x12a/参考文献 有田帝馬(2012).『入門季節調整』.東洋経済新報社.pp255