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649 ：名無しさん＠お腹いっぱい。[]：2011/11/11(金) 08:07:34.10 ID:y8F2Dy9c - 回帰分析
2011年11月11日
＊＊＊＊＊＊＊
GDPの均衡値は以下のように求められるでしょう．
回帰係数を180948.4364とします．
また，短期政策金利をおよそ1.33253とします．
さらに誤差項をおよそ241118.92044とします．
GDPの均衡値は，およそ482,238.140396十億円です．
GDP=β*i+ε
http://www.ichigobbs.org/cgi/15bbs/economy/1607/102-108
A regression analysis
November 11, 2011
＊＊＊＊＊＊＊＊＊
The equilibrium value of the GDP will be in this way found as follows.
I assume regression coefficient 180948.4364.
In addition, I assume short term policy rate approximately 1.33253.
Furthermore, I assume error term approximately 241118.92044.
A equilibrium value of the GDP is approximately 482,238.140396 billion yen.
GDP=β*i+ε
http://www.ichigobbs.org/cgi/15bbs/economy/1607/109-113
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650 ：名無しさん＠お腹いっぱい。[]：2011/11/11(金) 08:35:33.56 ID:y8F2Dy9c - >>649
http://www.ichigobbs.org/cgi/15bbs/economy/1607/105-106 追加
暦年 回帰係数 i_{t} β*i_{t} 誤差項 GDP
平均 180948.4364 2.402361111 434703.4867 -0.00005505 434703.4867
合計 13041104.6 -0.00165135 13,041,104.60000000
回帰分析の式の合計は以下の通りです．
∑^{n}_{t=1}GDP_{t}=∑^{n}_{t=1}β*i_{t}+ε_{t}
13,041,104.60000000 \approx 13041104.6-0.00165135
http://www.ichigobbs.org/cgi/15bbs/economy/1607/112-113 addition
A calendar year Regression coefficient i_{t} β*i_{t} Error term GDP
Average 180948.4364 2.402361111 434703.4867 -0.00005505 434703.4867
The total sum 13041104.6 -0.00165135 13,041,104.60000000
The total sum of the expression of the regression analysis are as follows.
∑^{n}_{t=1}GDP_{t}=∑^{n}_{t=1}β*i_{t}+ε_{t}
13,041,104.60000000 \approx 13041104.6-0.00165135
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654 ：名無しさん＠お腹いっぱい。[]：2011/11/11(金) 15:45:41.57 ID:y8F2Dy9c - >>649-650
訂正です．グラフを読み間違いました．御免なさい．
It is a correction.I misread a graph.I'm sorry.
回帰分析
2011年11月11日
＊＊＊＊＊＊＊
GDPの均衡値は以下のように求められるでしょう．
回帰係数を180948.4364とします．
また，短期政策金利をおよそ1.020833333とします．
さらに誤差項をおよそ310447.30456865とします．
GDPの均衡値を495165.5とします．
GDP=β*i+ε
GDPの均衡値は，およそ495165.5十億円です．
短期政策金利の均衡は，およそ1%でしょう．
http://www.ichigobbs.org/cgi/15bbs/economy/1607/116-117
http://www.ichigobbs.org/cgi/15bbs/economy/1607/107-108
A regression analysis
November 11, 2011
＊＊＊＊＊＊＊＊＊
The equilibrium value of the GDP will be in this way found as follows.
I assume regression coefficient 180948.4364.
In addition, I assume short term policy rate approximately 1.020833333.
Furthermore, I assume error term approximately 310447.30456865.
I assume a equilibrium value of the GDP 495165.5.
GDP=β*i+ε
A equilibrium value of the GDP is approximately 495165.5 1 billion yen.
Equilibrium of the short term policy rate will be approximately 1%.
http://www.ichigobbs.org/cgi/15bbs/economy/1607/118-119
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655 ：名無しさん＠お腹いっぱい。[]：2011/11/11(金) 16:49:45.17 ID:y8F2Dy9c - >>654
再訂正
A re-correct
再訂正
均衡の意味を考えました．
その上で，先程投稿した内容は間違いでした．
正解は，初めに投稿した内容です．
御免なさい．
回帰分析
2011年11月11日
＊＊＊＊＊＊＊
GDPの均衡値は以下のように求められるでしょう．
回帰係数を180948.4364とします．
また，短期政策金利をおよそ1.33253とします．
さらに誤差項をおよそ241118.92044とします．
GDPの均衡値は，およそ482,238.140396十億円です．
GDP=β*i+ε
http://www.ichigobbs.org/cgi/15bbs/economy/1607/102-108,
http://www.ichigobbs.org/cgi/15bbs/economy/1607/115
A re-correction
I thought about a meaning of the equilibrium.
With that in mind, the contents which I contributed some time ago were mistakes.
The correct answer was the firstly contents which I contributed.
I'm sorry.
A regression analysis
November 11, 2011
＊＊＊＊＊＊＊＊＊
The equilibrium value of the GDP will be in this way found as follows.
I assume regression coefficient 180948.4364.
In addition, I assume short term policy rate approximately 1.33253.
Furthermore, I assume error term approximately 241118.92044.
A equilibrium value of the GDP is approximately 482,238.140396 billion yen.
GDP=β*i+ε
http://www.ichigobbs.org/cgi/15bbs/economy/1607/109-113,
http://www.ichigobbs.org/cgi/15bbs/economy/1607/115
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657 ：名無しさん＠お腹いっぱい。[]：2011/11/11(金) 20:41:14.10 ID:y8F2Dy9c - 政策目標
2011年11月11日
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政策目標は以下のように求めます．
従属変数をReal GDPとします．
独立変数をFF rateとします．
βを回帰係数とします．
ε_{t}を誤差項とします．
この仮定の下で，政策目標を以下のように定めます．
GDP_{t}=β*i_{t}+ε_{t}
∑^{n}_{t=1}(β*i_{t}-GDP_{t})+ε_{t}
β=∑^{n}_{t=1}GDP_{t}/∑^{n}_{t=1}i_{t}
∑^{n}_{t=1}((GDP_{t}/i_{t})*i_{t}-GDP_{t})+ε_{t}
ε_{t}=∑^{n}_{t=1}(GDP_{t}-β*i_{t})
β*i_{t}とε_{t}のグラフを作成します．
β*i_{t}とε_{t}が均衡しているデータを調べます．
そのデータの二つの階級のε_{t}の平均を調べます．
ε_{1}+ε_{2}/2
その平均をβで割ります．
政策目標の金利 = \bar{ε}/β
この値が政策目標の金利です．
回帰係数と政策目標の金利を掛けます．
この値に均衡付近の二つの階級の誤差項の平均を加えます．
この値が政策目標のGDPです．
政策目標のGDP = (回帰係数 * 政策目標の金利) + 均衡付近の誤差項の平均
http://www.ichigobbs.org/cgi/15bbs/economy/1607/124-129
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658 ：名無しさん＠お腹いっぱい。[]：2011/11/11(金) 20:41:43.16 ID:y8F2Dy9c - Policy target
November 11, 2011
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The policy target demands it as follows.
I assume a dependent variable Real GDP.
I assume an independent variable FF rate.
I assume β regression coefficient.
I assume ε_{t} error term.
Under this supposition, it determines policy target as follows.
GDP_{t}=β*i_{t}+ε_{t}
∑^{n}_{t=1}(β*i_{t}-GDP_{t})+ε_{t}
β=∑^{n}_{t=1}GDP_{t}/∑^{n}_{t=1}i_{t}
∑^{n}_{t=1}((GDP_{t}/i_{t})*i_{t}-GDP_{t})+ε_{t}
ε_{t}=∑^{n}_{t=1}(GDP_{t}-β*i_{t})
I make a graph of β*i_{t} and ε_{t}.
I examine the data that β*i_{t} and ε_{t} are equilibrium.
I examine average of ε_{t} of two rank of the data.
ε_{1}+ε_{2}/2
I divide this average by β.
Interest rate of the policy target = \bar{ε}/β
This value is an interest rate of the policy target.
I multiply regression coefficient by an interest rate of the policy target.
I add average of error term of two rank of the equilibrium neighborhood to this value.
This value is the GDP of the policy target.
The GDP of the policy target
= (Regression Coefficient * Interest rate of the policy rate)
+ Average of error term of the equilibrium neighborhood
http://www.ichigobbs.org/cgi/15bbs/economy/1607/124-129
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