On Study Papers of Late Years
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A Study on the Extraction of Variable Seasonal Index from Time-series Data
On the Extraction Method of Variable Seasonal Index by the Link Relative Index Moving Method
A Monte Carlo Experiment on the Variable Seasonal Index of the Link Relative Moving(LRM) Method
A Study on the New Variable Seasonal Index and the Evaluation
A Time-series Analysis on the Real Prices and Nominal Prices
On the Extraction of Variable Cycle Used the Prices of Livestock Production
On the Characteristic and Reciprocal Relevance within Market Prices of Vegetables and Fruits
A Extraction Method on the Cyclical Fluctuation of the Variable Cycle and Amplitude
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In this paper, based on the time-series analysis, we will try a new extraction method of the variable seasonal index, which studied a fixed seasonal index method, Economic Planning Agency (EPA method) of Japan, and the Census method by the U.S. Department of Commerce, Bureau of the Census. The name of this new method is called Link Relative Moving (LRM) method in this paper.
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In this paper, a new extraction method of the variable seasonal index was developed which based on learning the extraction methods of the fixed and the variable seasonal index. The new method calls Link Relative Moving (LRM) method. We tested that the variable seasonal index of LRM method used Monte Carlo Experiment, and the result was compared the Economic Planning Agency (EPA) method.
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In this paper, the influence of the real prices and nominal prices of fruits and vegetables on time-series analysis was studied. By using link relative moving method, least square method, power-spectral analysis and Fourier-series, the variable seasonal index, secular trend and cyclical fluctuation of real prices and nominal prices were reckoned. Furthermore the seasonal, trend and cyclical fluctuation was compared between two kinds of the same item prices.
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In the long run, the cycle and amplitude in the cyclical fluctuation of economic time-series change with the economy of society, policy, technological progress and so on. But the researches on the variable cyclical fluctuation are doing very few. And so, a new method to calculate that was developed in this study. The cycle and amplitude were combined with their change characteristics: the constant, increase and decrease to create 9 sample data series for 25 years in month unit, and furthermore, the hen's egg retail price in Tottori City of Japan for 22 years from 1975 to 1996 in month unit was used to study the extraction method of variable cyclical fluctuation. First auto-correlation coefficient and provisional cycle were calculated by the removal of seasonal and trend fluctuations series and threefold period of provisional cycle was regarded as calculation section series. The principal cycle of calculation section series was decided by means of power-spectral analysis and F-test(p≦1%). After the detection of harmonic fluctuations, the cyclical fluctuation of the section data was calculated following Fourier-series. Afterwards, one mouth unit was moved forward for the next calculation. Then reserve variable cyclical fluctuation was calculated by arithmetic mean of section cyclical fluctuations. Finally functional equation for time of the arithmetic mean of section cycles and amplitudes was acquired by regression analysis, and introduced into Fourier-series to extract the cyclical fluctuation of variable cycle and amplitude.
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A Study on the Extraction of Variable Seasonal Index from Time-series Data
Li WAN ・ Kozo KASAHARA ・ Yasushi SEMBOKUYA
(｢Proceedings of Annual Conference of the Agricultural Economics Society of Japan, 1996｣, 5-12)
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On the Extraction Method of Variable Seasonal Index by the Link Relative Index Moving Method
Li WAN ・ Kozo KASAHARA ・ Yasushi SEMBOKUYA
(｢BULLETIN OF THE FACULTY OF AGRICULTURE TOTTORI UNIVERSITY｣,Vol.49,(1996),pp.111〜118)
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The moving year of link relative is an odd number's year from three years to eleven years for extraction of the reserve seasonal index. The seasonal index of the LRM method and the seasonal index of the EPA method analysis do variance and f-testing of statistical hypothesis. This paper decides the moving year is five years for the time-series date of the vegetables with checking the number size of error variance and series variance. Lastly, this paper will compare the reserve seasonal index of LRM method with the EPA method. The results are; firstly, the moving year of link relative is five years at extraction of variable seasonal index from vegetables time-series data; secondly, the reserve seasonal index does not have any distinction between the LRM method and the EPA method.
A Monte Carlo Experiment on the Variable Seasonal Index of the Link Relative Moving(LRM) Method and the Economic Planning Agency(EPA) Method
Li WAN ・ Kozo KASAHARA ・ Yasushi SEMBOKUYA
(｢Proceedings of Annual Conference of the Local Agriculture and Forestry's Economics Society｣,Vol.5,(1997),pp.109-114)
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A Study on the New Variable Seasonal Index and the Evaluation
Li WAN ・ Kozo KASAHARA
(｢JOURNAL OF RURAL PROBLEM｣,Vol.34 No.1,(1998),pp. 10-18)
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We studied the influence of the different seasonal adjustment index on cyclical fluctuation and the irregular fluctuation. We evaluated that total effect of the seasonal index on LRM method, EPA method and Link Relative method. After decision of period by power-spectral analysis, we compared the irregular fluctuation results on LRM method, EPA method and Link Relative method. In conclusions are; firstly, LRM method is a valuable method among extraction methods of the variable seasonal index; secondly, the result of Monte Carlo Experiment is stabilized in seasonal index of LMR and EPA methods, and the extract power of seasonal index is stronger in LMR method than EPA method; thirdly, the irregular fluctuation is smaller in seasonal adjustment index of LMR method than EPA method and Link Relative method.
A Time-series Analysis on the Real Prices and Nominal Prices
Li WAN ・ Kozo KASAHARA ・ Yasushi SEMBOKUYA
(｢BULLETIN OF THE FACULTY OF AGRICULTURE TOTTORI UNIVERSITY｣,Vol.50,(1997),pp.75〜82)
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By analysises real prices and nominal prices of retail and wholesale prices, following results were obtained. The real prices and nominal prices didn't affect the extraction of variable seasonal index. However the secular trend of two kinds of prices was not consistent in the some agricultural product item. The reason was that price index just represented the tendency of economic development, but could not be used to adjust the price of single agricultural product item. Therefore the secular trend of real prices was not believable. In power-spectual analysis, the basic period of the real prices is the same as that of the nominal prices. Co-variance analysis showed that the cyclical fluctuation of real prices and nominal prices was different in a few agricultural product item. Based on the above results we believe that nominal prices are reasonable for time-series analysis.
On the Extraction of Variable Cycle Used the Prices of Livestock Production
Li WAN ・ Kozo KASAHARA ・ Shigeaki MATUBARA ・ Yasushi SEMBOKUYA
(｢Proceedings of Annual Conference of the Local Agriculture and Forestry's Economics Society｣,Vol.6,(1998),pp.7-12)
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On the Characteristic and Reciprocal Relevance within Market Prices of Vegetables and Fruits
Li WAN ・ Kozo KASAHARA ・ Yosihito ITOHARA ・ Yasushi SEMBOKUYA
(｢JAPANESE JOURNAL OF FARM MANAGEMENT｣,Vol.36,No.1,(1998),pp.137〜142)
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A Extraction Method on the Cyclical Fluctuation of the Variable Cycle and Amplitude
Li WAN ・ Kozo KASAHARA
(｢JOURNAL OF RURAL ECONOMICS｣,Vol.70,No.3,(1998),pp.148〜156)
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The deviation between variable cyclical fluctuation and original sample series or the series removed of seasonal and trend was smaller than that of fixed cyclical fluctuation. It seems that the extraction method on the cyclical fluctuation of the variable cycle and amplitude is practically useful and this variable cyclical fluctuation is near the real fluctuation.
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