TSA012 - waseda2bun_r @ ウィキ

 

x <- read.csv("gdp_ex.csv",skip=3) gdp <- x[,2] ex <- x[,3] GDP <- ts(log(gdp),start=c(1980,1),frequency=4)#log EX <- ts(log(ex),start=c(1980,1),frequency=4)#log time <- seq(1,length(GDP));time kaiki2 <- lm(GDP~time);sumarry(kaiki2);plot(kaiki2) ttl <- "実質・原系列GDPとトレンド" GDP_tr <- ts(kaiki2$fitted,start=c(1980,1),frequency=4) plot(GDP,type="l",lty=1,pch=1);lines(GDP_tr,lty=1,pch=1,col=2) hanrei <- c("実質・原系列GDP","トレンド") legend(locator(1),legend=hanrei,pch=1,lty=1,col=c(1:2)) GDP <- ts(log(gdp),start=c(1980,1),frequency=4)#log EX <- ts(log(ex),start=c(1980,1),frequency=4)#log time2 <- seq(1,length(EX));time2 kaiki3 <- lm(EX~time2);plot(kaiki3) ttl <- "実質・原系列EXとトレンド" EX_tr <- ts(kaiki3$fitted,start=c(1980,1),frequency=4) plot(EX,type="l",lty=1,pch=1);lines(EX_tr,lty=1,pch=1,col=2) hanrei2 <- c("実質・原系列EX","トレンド") legend(locator(1),legend=hanrei2,pch=1,lty=1,col=c(1:2))

 

gdp_l <- log(GDP) time4 <- seq(1,length(EX));time4 kaiki4 <- lm(gdp_l~time4);kaiki4;summary(kaiki4) lgdp_tr <- kaiki4$fitted LGDP_tr <- ts(exp(lgdp_tr),start=c(1980,1),frequency=4) ts.plot(GDP,LGDP_tr,type="l",col=c(1:2)) #residuals LGDP_oth <- kaiki4$residuals ts.LGDP_oth <- ts(exp(LGDP_oth),start=c(1980,1),frequency=4)#指数をもとに戻す ts.plot(ts.LGDP_oth,type="l",col=3) abline(h=1.0)