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Dickey-Fuller\u691c\u5b9a\u3092\u884c\u3063\u305f\u3068\u3053\u308d\u3001\u4ee5\u4e0b\u306e\u3088\u3046\u306a\u7d50\u679c\u306b\u306a\u308a\u307e\u3057\u305f\u3002\uff08P\u5024\u306f0.05\u3067\u898b\u3066\u3044\u307e\u3059\uff09<\/p>\n<div><strong><u>\u30fb\u75c5\u5e8a\u6570\uff08\u4eba\u53e310\u4e07\u4eba\u5bfe\uff09<\/u><\/strong><br \/>\n\u8328\u57ce\u3001\u77f3\u5ddd\u3001\u798f\u4e95\u3001\u5948\u826f\u3001\u611b\u5a9b\u3001\u798f\u5ca1\u3001\u4f50\u8cc0\u4ee5\u5916\u306f\u5358\u4f4d\u6839\u904e\u7a0b\u306b\u3042\u308b<br \/>\n<strong><u>\u30fb\u304c\u3093\u5e74\u9f62\u8abf\u6574\u6b7b\u4ea1\u7387\uff08\u4eba\u53e310\u4e07\u4eba\u5bfe\uff09<\/u><\/strong><br \/>\n\u5c71\u53e3\u3001\u9ad8\u77e5\u3001\u9577\u5d0e 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decoding=\"async\" loading=\"lazy\" class=\"alignnone wp-image-3254 size-full\" src=\"https:\/\/mm-lab.jp\/wp-content\/uploads\/2017\/07\/dda9bb331e5adc2b5a3ca1088fa71280.jpg\" alt=\"\" width=\"435\" height=\"402\" srcset=\"https:\/\/mm-lab.jp\/wp-content\/uploads\/2017\/07\/dda9bb331e5adc2b5a3ca1088fa71280.jpg 435w, https:\/\/mm-lab.jp\/wp-content\/uploads\/2017\/07\/dda9bb331e5adc2b5a3ca1088fa71280-300x277.jpg 300w, https:\/\/mm-lab.jp\/wp-content\/uploads\/2017\/07\/dda9bb331e5adc2b5a3ca1088fa71280-271x250.jpg 271w\" sizes=\"(max-width: 435px) 100vw, 435px\" \/><br \/>\n\u307e\u3001\u3084\u3063\u3071\u305d\u3046\u306a\u308a\u307e\u3059\u3088\u306d\u2026\u3002\u6b63\u306e\u76f8\u95a2\u95a2\u4fc2\uff08\u76f8\u95a2\u4fc2\u65700.4\u4ee5\u4e0a\u3068\u3057\u305f\u5834\u5408\uff09\u306b\u3042\u308b\u5e9c\u770c\u306f\u5ca9\u624b\u3068\u5927\u962a\u3067\u3057\u305f\u3002<\/p>\n<p>\u3082\u3057<strong><u>\u5358\u4f4d\u6839\u904e\u7a0b\u306b\u3042\u308b\u30c7\u30fc\u30bf\u306e\u307f\u3067\u76f8\u95a2\u3092\u5224\u65ad\u3057\u3066\u3044\u305f\u3068\u306a\u308b\u3068\u3001\u305d\u308c\u306f\u300c\u898b\u305b\u304b\u3051\u306e\u56de\u5e30\u300d\u7684\u306a\u8a71\u3067\u3057\u3087\u3046\u304b<\/u><\/strong>\u3002<\/p>\n<p>&nbsp;<\/p>\n<h2>\u30b0\u30ec\u30f3\u30b8\u30e3\u30fc\u56e0\u679c\u6027\u691c\u5b9a\u3092\u884c\u3046<\/h2>\n<p>\u6620\u50cf\u3067\u306f\u300c\u30c7\u30a3\u30fc\u30d7\u30e9\u30fc\u30cb\u30f3\u30b0\u3092\u7528\u3044\u3066\u3044\u308b\u300d\u3068\u8aac\u660e\u304c\u3042\u3063\u305f\u306e\u3067\u3001<strong><u>\u304a\u305d\u3089\u304f\u30ea\u30ab\u30ec\u30f3\u30c8\u30cb\u30e5\u30fc\u30e9\u30eb\u30cd\u30c3\u30c8\u30ef\u30fc\u30af\u3092\u63a1\u629e\u3057\u3066\u3044\u308b\u306e\u3067\u306f\u306a\u3044\u304b\uff1f<\/u><\/strong>\u3068\u4eee\u8aac\u3092\u62b1\u3044\u3066\u3044\u307e\u3059\u3002\u5f53\u65b9\u306b\u305d\u3053\u307e\u3067\u306e\u6280\u8853\u529b\u304c\u7121\u3044\u305f\u3081\u3001\u4ee5\u4e0b\u306e\u6559\u79d1\u66f8\u3092\u53c2\u8003\u306b\u3057\u305f\u7d50\u679c\u3001\u30b0\u30ec\u30f3\u30b8\u30e3\u30fc\u56e0\u679c\u6027\u691c\u5b9a\u3092\u884c\u3046\u3053\u3068\u3068\u3057\u307e\u3057\u305f\u3002<\/p>\n<\/div>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"alignnone size-full wp-image-3252\" src=\"https:\/\/mm-lab.jp\/wp-content\/uploads\/2017\/07\/51-yq-cxbL._SL160_.jpg\" alt=\"\" width=\"113\" height=\"160\" \/><\/p>\n<div class=\"entry-content clearfix\">\n<div class=\"hreview\">\n<dl>\n<dt class=\"fn\">\u5ca9\u6ce2\u30c7\u30fc\u30bf\u30b5\u30a4\u30a8\u30f3\u30b9 Vol.6<\/dt>\n<dd>\u3000 \u5ca9\u6ce2\u30c7\u30fc\u30bf\u30b5\u30a4\u30a8\u30f3\u30b9\u520a\u884c\u59d4\u54e1\u4f1a<\/dd>\n<dd>\u5ca9\u6ce2\u66f8\u5e97 2017-06-23<\/dd>\n<\/dl>\n<\/div>\n<p>&nbsp;<\/p>\n<p>\u3042\u308b\u6642\u7cfb\u5217\u30c7\u30fc\u30bfX\u3092\u4e88\u6e2c\u3059\u308b\u306e\u306b\u3001\u4ed6\u306e\u6642\u7cfb\u5217\u30c7\u30fc\u30bfY\u306e\u904e\u53bb\u306e\u5024\u304c\u5f79\u7acb\u3064\u306a\u3089\u3001<strong><u>\u300cY\u304b\u3089X\u306b\u5bfe\u3057\u3066\u30b0\u30ec\u30f3\u30b8\u30e3\u30fc\u306e\u610f\u5473\u3067\u56e0\u679c\u6027\u304c\u3042\u308b\u300d<\/u><\/strong>\u3068\u8a00\u3044\u307e\u3059\u3002\u8981\u306f\u300cY\u306e\u30c7\u30fc\u30bf\u3092\u4f7f\u3048\u3070X\u306e\u4e88\u6e2c\u304c\u3067\u304d\u307e\u3059\u3088\u3002\u305d\u308c\u3063\u3066Y\u304cX\u306b\u4f55\u3089\u304b\u95a2\u4fc2\u3057\u3066\u3044\u308b\u3068\u3044\u3046\u3053\u3068\u3067\u3059\u3088\u306d\uff1f\u300d\u3068\u3044\u3046\u610f\u5473\u3067\u3001\u30c7\u30fc\u30bf\u3060\u3051\u3067\u56e0\u679c\u95a2\u4fc2\u3092\u63a8\u8ad6\u3059\u308b\u30e1\u30b8\u30e3\u30fc\u306a\u65b9\u6cd5\u3067\u3059\u3002<\/p>\n<p>\u4eca\u56de\u300124\u5e9c\u770c\u6bce\u306bGranger Causality\u691c\u5b9a\u3092\u884c\u3044\u307e\u3057\u305f\u3002\u300c\u75c5\u5e8a\u6570\u304c\u6e1b\u308c\u3070\u304c\u3093\u5e74\u9f62\u8abf\u6574\u6b7b\u4ea1\u7387\u304c\u6e1b\u308b\u300d\u3068\u306e\u3053\u3068\u306a\u306e\u3067<strong><u>\u300c\u75c5\u5e8a\u6570\u304b\u3089\u304c\u3093\u5e74\u9f62\u8abf\u6574\u6b7b\u4ea1\u7387\u3078\u306e\u56e0\u679c\u6027\u306f\u7121\u3044\u300d\u3068\u3044\u3046\u5e30\u7121\u4eee\u8aac\u304c5%\u6c34\u6e96\u3067\u68c4\u5374\u3067\u304d\u308b\u304b\u3069\u3046\u304b<\/u><\/strong>\u8abf\u3079\u307e\u3059\u3002<\/p>\n<p>\u5f53\u305f\u308a\u524d\u3067\u306f\u3042\u308a\u307e\u3059\u304c\u3001\u5404\u5e9c\u770c\u5358\u4f4d\u3067\u3042\u308b\u7a0b\u5ea6\u3042\u3066\u306f\u307e\u308a\u306b\u6e80\u8db3\u3067\u304d\u308bVAR\u30e2\u30c7\u30eb\u3092\u9078\u629e\u3057\u3066\u3044\u308b\u306e\u3067\u3001\u5e9c\u770c\u306b\u3088\u3063\u3066\u306fVAR\u30e2\u30c7\u30eb\u306e\u30e9\u30b0\u304c\u7570\u306a\u308a\u307e\u3059\u3002<\/p>\n<p>\u3069\u306a\u305f\u304b\u304cAI\u306e\u4ed5\u7d44\u307f\u306b\u3064\u3044\u3066\u300c5\u5e74\u307b\u3069\u306e\u671f\u9593\u306e\u30ba\u30ec\u304c\u3042\u3063\u3066\u3082\uff5e\u300d\u3068\u767a\u8a00\u3055\u308c\u3066\u3044\u307e\u3057\u305f\u304c\u3001\u3082\u3057\u304b\u3057\u3066VAR\u30e2\u30c7\u30eb\u306e\u30e9\u30b0\u306e\u8a71\u3092\u3057\u3066\u3044\u308b\u306e\u304b\u306a\uff1f\u3068\u601d\u3063\u3066\u3044\u307e\u3057\u305f\u3002<\/p>\n<p>&nbsp;<\/p>\n<p>\u7d50\u679c\u3001\u79cb\u7530\uff08lag3\uff09\u3001\u9577\u91ce\uff08lag4\uff09\u3001\u4f50\u8cc0\uff08lag5\uff09\u306f\u3001\u30b0\u30ec\u30f3\u30b8\u30e3\u30fc\u306e\u610f\u5473\u3067\u56e0\u679c\u6027\u304c\u3042\u308b\u770c\u3060\u3068\u5224\u65ad\u3067\u304d\u307e\u3057\u305f\u3002\uff08P\u5024\u306f0.05\u3067\u898b\u3066\u3044\u307e\u3059\uff09<\/p>\n<p>\u3053\u306e\u7d50\u679c\u304b\u3089\u9451\u307f\u308b\u306b\u3001\u300c\u305d\u3046\u3044\u3046\u5730\u57df\u306f\u3042\u308b\u306e\u304b\u3082\u3057\u308c\u306a\u3044\u3051\u3069\u3001\u75c5\u9662\u6570\u3092\u6e1b\u3089\u305b\u3070\u30ac\u30f3\u6b7b\u4ea1\u8005\u6570\u306f\u6e1b\u308b\u3068\u307e\u3067\u306f\u8a00\u3044\u5207\u308c\u306a\u3044\u3093\u3058\u3083\u306a\u3044\uff1f\u300d\u3068\u3044\u3046\u58f0\u304c\u8133\u5185\u306b\u97ff\u3044\u3066\u304a\u308a\u307e\u3059\u3002<\/p>\n<p>\u3061\u306a\u307f\u306b\u8272\u3005\u671f\u9593\u3092\u64cd\u4f5c\u3057\u305f\u306e\u3067\u3059\u304c\u3001\u75c5\u9662\u6570\u304c\u6e1b\u308c\u3070\u304c\u3093\u6b7b\u4ea1\u8005\u6570\u304c\u6e1b\u3063\u3066\u308b\u3068\u306f\u8a00\u3048\u306a\u3044\u2026\u304b\u306a\u2026\u3002<\/p>\n<p>&nbsp;<\/p>\n<p>\u3082\u3061\u308d\u3093\u3001\u3053\u306e\u7d50\u679c\u3092\u53d7\u3051\u3066\u79cb\u7530\u3001\u9577\u91ce\u3001\u4f50\u8cc0\u3067\u306f\u300c\u75c5\u5e8a\u6570\u304b\u3089\u304c\u3093\u5e74\u9f62\u8abf\u6574\u6b7b\u4ea1\u7387\u3078\u306e\u56e0\u679c\u95a2\u4fc2\u306f\u3042\u308b\u300d\u3068\u306f\u8a00\u3044\u5207\u308c\u307e\u305b\u3093\u3002\u30c7\u30fc\u30bf\u3068\u3057\u3066\u305d\u3046\u3044\u3046\u7d50\u679c\u306b\u306a\u3063\u3066\u3044\u308b\u3060\u3051\u3067\u3001\u3053\u3053\u304b\u3089\u5b9f\u969b\u306e\u691c\u8a3c\u304c\u5fc5\u8981\u306b\u306a\u3063\u3066\u3044\u304d\u307e\u3059\u3002<\/p>\n<p>\u3057\u305f\u304c\u3063\u3066\u3001<strong><u>\u306a\u305c\u53d6\u6750\u73ed\u306f\u5317\u6d77\u9053\u30fb\u5915\u5f35\u306b\u8db3\u3092\u904b\u3093\u3060\u306e\u304b\uff1f\u304c\u8b0e<\/u><\/strong>\u306a\u3093\u3067\u3059\u3002<\/p>\n<p>&nbsp;<\/p>\n<p>\u307e\u305f\u30b0\u30ec\u30f3\u30b8\u30e3\u30fc\u56e0\u679c\u6027\u691c\u5b9a\u3092\u5b9f\u65bd\u3059\u308b\u524d\u6bb5\u306e\u30c7\u30fc\u30bf\u51e6\u7406\u306b\u3064\u3044\u3066\u306f\u5358\u4f4d\u6839\u691c\u5b9a\u3060\u3051\u3067\u306a\u304f\u5171\u548c\u5206\u691c\u5b9a\u306a\u3069\u3001\u3055\u3089\u306b\u8981\u78ba\u8a8d\u306a\u5834\u5408\u304c\u3042\u308a\u307e\u3059\u3002\u8208\u5473\u306e\u3042\u308b\u65b9\u306f<u>\u5ca9\u6ce2\u30c7\u30fc\u30bf\u30b5\u30a4\u30a8\u30f3\u30b96\u5dfb<\/u>\u3092\u624b\u306b\u53d6\u3063\u3066\u307f\u3066\u304f\u3060\u3055\u3044\u3002<\/p>\n<p>\u30c7\u30fc\u30bf\u5206\u6790\u3061\u3087\u3063\u3068\u3088\u304f\u5206\u304b\u3089\u306a\u3044\uff01\u3068\u3044\u3046\u65b9\u306f\u3001\u300c\u4eca\u56de\u5bfe\u8c61\u3068\u306a\u308b\u30c7\u30fc\u30bf\u3060\u3051\u3067\u56e0\u679c\u6027\u304c\u3042\u308b\u3068AI\u3072\u308d\u3057\u306f\u5224\u65ad\u3057\u305f\u3051\u3069\u3001\u305d\u308c\u3063\u3066\u3069\u3046\u3044\u3046\u30ed\u30b8\u30c3\u30af\u306a\u3093\u3060\u308d\u3046\u306d\uff1f\u4e0d\u601d\u8b70\u3060\u306d\u300d\u3068\u6349\u3048\u3066\u9802\u3051\u308c\u3070\u5e78\u3044\u3067\u3059\u3002<\/p>\n<p>&nbsp;<\/p>\n<h2>\u4eca\u56de\u306e\u307e\u3068\u3081<\/h2>\n<p>AI\u3072\u308d\u3057\u81ea\u4f53\u306f\u3001\u79c1\u306f\u597d\u304d\u306a\u3093\u3067\u3059\u3002<\/p>\n<p>\u7406\u7531\u306fNHK\u304c\u308f\u3056\u308f\u3056\u65e5\u672c\u4e2d\u306e\u30aa\u30fc\u30d7\u30f3\u30c7\u30fc\u30bf\u309230\u5e74\u5206\u3001\u90fd\u9053\u5e9c\u770c\u30ec\u30d9\u30eb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