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χ loglog log - 3 -
σ - 4 -
- 5 -
ψφ θθ - 6 -
σ 월이윤년인경우 월이윤년이아닌경우 α - 7 -
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π π π - 9 -
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모형 모형 - 13 -
모형 모형 - 14 -
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σ σ - 18 -
σ MSR 크기 MSR 2.5 3.5 MSR 5.5 MSR>6.5 계절 filter 3x3 3 5 3 9-19 -
σ - 20 -
- 21 -
S4 S3 S1 90.1 91.1 92.1 93.1 97.12 98.12 99.12 00.12-22 -
계절요인 max max min min 전월비 max max min 전년비 max max min max max - 23 -
β β β β β β β β β β β - 24 -
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χ χ - 28 -
χ χ χ - 29 -
χ - 30 -
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계열명 ARIMA 원계열 잔차요일계절 스펙트럼 SA 요일계절 IRR 요일계절 AICC BIC F- 통계량 Fs Fm Q MIN MGU MMO MNME MANUF MOP MFB MTB MTESW MSWAF TDLLF WPCEF MPPP PPRRM NCRPNF MCCP MRPP MNMP MBM MFMP MOME MCOM MEMA ECRTC MPOIWC MMVTS MOTE MFMA EG PCDE MGD CPI EXPORT IMPORT BUILD CONCORD UR 211011 L L L L211011 L110011 L L L L L L L L L 300011 L L 110101 L L L300011 L100011 L L L L L010011 S1 S5 S5 S3 S1 S4 S1 S4 S5 S3 S5 S1 S4 S5 S4 S1 0 S5 0 T1 0 S1 T1 S3 T1 S1 T1 S1 T2 0 0 S3 T2 0 0 S6 T2 0 T2 0 T2 0 1608.91 1628.73 1833.04 1846.33 1952.74 1962.73 1544.21 1554.21 963.46 986.51 1153.42 1179.69 1144.63 1167.68 1578.65 1598.47 1218.21 1241.26 1492.68 1502.68 1636.28 1662.54 1391.40 1411.22 1048.44 1071.49 1258.94 1275.51 1196.29 1212.86 926.64 939.93 1131.07 1150.89 1258.46 1284.72 902.35 925.41 1255.64 1268.93 1273.73 1283.73 852.08 865.38 1234.11 1257.20 809.59 826.16 1347.38 1357.38 1425.08 1457.71 1434.34 1454.51 1364.29 1374.29 714.80 735.34 846.92 870.00 813.12 827.97 158.19 174.76 2447.37 2456.34 2448.44 2468.98 3811.74 3828.31 6254.14 6267.43-149.79-133.23 32.42 2.088 166.67 0.906 5.57 1.402 104.60 1.982 40.70 1.309 46.58 0.946 58.78 0.629 4.32 1.643 45.98 0.570 27.21 1.666 14.78 0.902 51.94 1.245 39.37 2.233 44.27 0.711 37.40 1.914 25.26 1.087 38.06 1.244 181.40 1.475 56.30 1.986 30.00 1.255 29.87 2.669 8.71 0.632 13.90 2.823 20.87 1.348 18.27 1.909 9.89 0.744 9.34 3.471 26.81 1.290 46.31 6.131 66.28 0.769 1190.98 1.315 31.52 0.582 44.08 2.059 9.72 2.119 15.28 1.096 62.94 0.842 122.70 6.326 0.51 0.35 0.79 0.46 0.47 0.55 0.51 1.57 0.31 0.48 0.48 0.38 0.35 0.48 0.50 0.43 0.40 0.32 0.35 0.54 0.47 0.59 0.59 0.43 0.67 0.81 0.87 0.54 0.45 0.36 0.16 0.31 0.41 0.67 0.64 0.56 0.33-41 -
계열명 ARIMA 잔차요일계절 스펙트럼 SA 요일계절 IRR 요일계절 TD t- 값 AICC BIC F-통계량 Fs Fm Q MIN MGU MMO MNME MANUF MOP MFB MTB MTESW MSWAF TDLLF WPCEF MPPP PPRRM NCRPNF MCCP MRPP MNMP MBM MFMP MOME MCOM MEMA ECRTC MPOIWC MMVTS MOTE MFMA EG PCDE MGD CPI EXPORT IMPORT BUILD ONCORD UR 210011 110011 210011 010011 111011 010011 110101 100011 010011 0 S5 0 T1 0 S6 0 S1 T1 S3 0 S1 0 S1 T2 0 0 S3 0 S6 T2 S6 0 S4 T1 S 0.2964 2.05 0.0060 5.15 0.6156 1.83 0.1018 0.65 0.0022 4.14 0.2363 4.59 0.0032 4.54 0.0073 4.44 0.2275 2.92 0.0018 2.08 0.0021 2.91 0.2672 2.70 0.0011 1.76 0.0018 2.65 0.0009 0.86 0.0025 4.75 0.0015 2.56 0.0021 2.19 0.0004 0.78 0.2364 3.23 0.1785 2.56 0.0018 1.71 0.1537 2.47 0.0014 1.89 0.2666 4.15 0.0048 2.55 0.004.05 0.0028 3.60 0.0012 2.40 0.0013 3.02 0.0009 0.91 0.000.87 0.0025 2.22 0.0034 2.51 0.0130 3.80 0.0041 1.05 0.0001 0.17 1608.28 1634.55 1810.77 1827.33 1951.49 1964.79 1545.87 1559.16 950.52 976.78 1138.05 1167.51 1130.03 1156.29 1542.85 1559.42 1213.74 1233.56 1490.47 1503.77 1630.30 1659.76 1386.46 1409.51 1043.85 1073.30 1253.94 1273.76 1197.68 1217.50 907.96 924.53 1126.77 1159.39 1255.95 1285.41 903.91 930.18 1247.77 1264.33 1272.66 1292.48 852.00 865.29 1230.80 1250.62 808.48 825.06 1333.16 1346.45 1420.98 1456.75 1436.38 1459.84 1357.67 1380.72 713.46 739.61 840.87 867.14 814.47 832.20 159.56 179.38 2444.65 2456.55 2448.54 2471.90 3800.17 3819.99 6255.14 6271.71-147.70-127.88 32.56 2.12 189.89 1.28 5.68 1.25 105.00 2.04 45.29 1.58 51.25 1.07 65.38 0.73 4.92 1.53 48.28 0.51 27.25 1.84 15.4.92 53.84 1.56 39.33 2.30 45.88 0.79 37.62 1.87 27.35 0.98 39.63 1.30 186.80 1.44 56.97 2.05 31.82 1.20 30.95 2.63 8.95 0.62 14.31 2.94 21.10 1.35 20.13 2.14 10.15 0.77 9.34 3.48 28.56 1.26 46.40 6.58 67.38 0.95 1183.62 1.31 31.35 0.59 45.73 2.32 9.78 1.15 16.32 1.23 62.46 0.81 121.76 6.46 0.51 0.25 0.80 0.45 0.39 0.49 0.39 1.55 0.28 0.52 0.51 0.38 0.36 0.48 0.49 0.42 0.36 0.30 0.35 0.50 0.49 0.59 0.59 0.41 0.61 0.75 0.88 0.45 0.40 0.32 0.19 0.29 0.38 0.60 0.57 0.54 0.28-42 -
계열명 ARIMA 잔차요일계절 스펙트럼 SA 요일계절 IRR 요일계절 χ 2 p 값 AICC BIC F-통계량 Fs Fm Q MIN MGU MMO MNME MANUF MOP MFB MTB MTESW MSWAF TDLLF WPCEF MPPP PPRRM NCRPNF MCCP MRPP MNMP MBM MFMP MOME MCOM MEMA ECRTC MPOIWC MMVTS MOTE MFMA EG PCDE MGD CPI EXPORT IMPORT BUILD CONCORD UR 110011 110011 110011 111011 300011 100011 010011 0 S5 0 0 0 S6 0 S1 0 S1 0 S1 T2 0 0 S6 0 S3 T1 T2 0 0 S6 0 S4 T2 0 T2 0 T1 0 S6 T2 0 0 S6 7.58 0.27 40.59 0.00 6.24 0.40 1.83 0.93 21.54 0.00 27.29 0.00 30.85 0.00 24.31 0.00 17.94 0.01 8.29 0.22 16.59 0.01 15.04 0.02 11.06 0.09 13.06 0.04 2.14 0.91 25.0.00 10.98 0.09 10.66 0.10 8.73 0.19 18.56 0.00 16.36 0.01 5.66 0.46 8.47 0.21 8.73 0.19 27.43 0.00 8.39 0.21 3.03 0.80 17.96 0.01 19.22 0.00 19.4.00 7.14 0.31 3.93 0.69 11.15 0.08 12.83 0.05 20.56 0.00 4.27 0.64 9.0.17 1616.49 1658.50 1810.15 1842.78 1959.39 1988.84 1555.16 1584.61 958.30 1000.31 1145.11 1190.20 1133.64 1175.64 1549.84 1582.47 1214.86 1256.87 1497.52 1526.98 1634.64 1679.73 1390.36 1429.27 1047.82 1092.91 1259.09 1294.86 1207.19 1242.96 916.64 949.26 1134.04 1182.19 1262.20 1310.34 902.27 947.36 1251.24 1283.87 1271.25 1300.70 860.02 889.47 1239.32 1281.39 814.15 849.92 1335.39 1364.84 1430.67 1481.85 1379.92 1415.70 1364.57 1403.47 712.02 749.00 843.59 885.60 819.71 851.42 167.35 203.13 2449.88 2476.03 2455.79 2492.77 3805.61 3841.39 6262.85 6295.48-145.52-109.74 32.62 1.99 0.49 195.51 1.35 0.25 5.72 1.36 0.80 105.15 2.12 0.45 47.85 1.51 0.35 51.98 1.06 0.48 67.83 0.75 0.41 5.59 1.64 1.36 49.59 0.46 0.31 27.64 1.94 0.47 15.85 0.8.49 55.68 1.51 0.41 40.56 2.3.35 46.64 0.82 0.47 37.86 1.76 0.48 27.53 1.06 0.40 40.04 1.22 0.35 188.98 1.4.33 57.76 1.69 0.36 32.46 1.06 0.48 32.37 2.81 0.50 8.94 0.63 0.59 14.31 2.91 0.01 21.41 1.36 0.38 21.13 2.21 0.65 10.01 0.63 0.75 9.28 3.52 0.87 28.92 1.23 0.44 47.29 7.12 0.42 67.94 0.96 0.33 1328.02 1.39 0.09 22.0.58 0.33 47.20 1.93 0.34 10.34 1.12 0.64 16.32 1.23 0.57 60.91 0.74 0.58 129.39 6.66 0.23-43 -