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付録Ａ
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システムモデルの推定
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| 式（14）から式（17）の推定パラメータを次の表に示す。 |
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表4 Estimation of the System Model
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r(t)
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△ｍ(t)
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△ｌ(t)
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△ｙ(t)
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ｒ (ｔ-１)
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1.386
0.0952
[14.56]
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-0.0023
0.0011
[-2.135]
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0.000641
0.017
[0.380]
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0
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ｒ (ｔ-2)
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-0.49
0.0961
[-5.096]
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0.0017
0.0011
[1.598]
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-0.000956
0.0017
[-0.56]
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0
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△ｍ (ｔ-１)
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0.8652
10.48
[0.0826]
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0.551
0.119
[4.62]
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-0.116
0.186
[-0.622]
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0.388
0.107
[3.62]
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△ｍ (ｔ-2)
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8.973
11.04
[0.812]
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-0.0663
0.126
[-0.528]
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0.174
0.196
[0.886]
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-0.049
0.115
[-0.427]
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△ｌ (ｔ-１)
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-0.1505
6.934
[-0.0217]
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-0.0456
0.079
[-0.578]
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0.483
0.123
[3.93]
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0.0066
0.0713
[0.093]
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△ｌ (ｔ-2)
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-3.258
6.807
[-0.479]
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0.0508
0.0775
[0.655]
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-0.0077
0.121
[-0.063]
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0.0522
0.071
[0.737]
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△ｙ (ｔ-１)
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3.431
10.80
[0.318]
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0.0178
0.123
[0.145]
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0.0267
0.192
[0.139]
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-0.157
0.113
[-1.39]
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△ｙ (ｔ-2)
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2.018
10.194
[0.198]
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0.148
0.116
[1.275]
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-0.168
0,181
[-0.929]
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0.101
0.106
[0.954]
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ｃ
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0.654
0.459
[1.427]
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0.0129
0.005
[2.475]
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0.0165
0.0081
[2.03]
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0.0035
0.0014
[2.5]
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trend
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-0.0063
0.0043
[-1.465]
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-0.00011
4.9E-05
[-2.133]
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-0.000147
7.65E-05
[-1.919]
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0
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| At eacj cell, the top is an estimated value of coeffcient,the second is a standard error and the third [ ･] is t-statistics. |
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- 17 -
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