表 15: X-12-ARIMA の再帰性

国内家計最終消費支出(单位:10億円)	民間企業設備投資(单位:10億円)
名目	実質	名目	実質
李鵬值	李鵬値の李鵬値	差の絶対値	李鵬値	李鵬値の李鵬値	差の絶対値	李鵬値	李鵬値の李鵬値	差の絶対値	李鵬値	李鵬値の李鵬値	差の絶対値
1994/1-3.	55184.0	55228.5	44.6	54814.7	54876.2	61.5	18128.5	18236.0	107.5	17557.0	17778.0	221.0
4-6.	55497.7	55533.6	35.8	55174.4	55201.9	27.5	18018.5	17927.0	91.4	17720.0	17596.0	124.0
7-9.	56666.1	56605.2	61.0	56363.3	56287.2	76.1	17827.0	17807.2	19.8	17616.7	17577.0	39.6
10-12.	56079.2	56061.4	17.8	55660.0	55646.5	13.6	17832.5	17847.1	14.5	17740.6	17699.1	41.5
1995/1-3.	55735.7	55775.3	39.6	55450.2	55509.1	58.8	17769.6	17857.1	87.5	17524.6	17718.2	193.6
4-6.	56267.4	56301.6	34.1	56264.0	56292.5	28.6	18399.9	18319.0	80.9	18452.9	18340.0	112.9
7-9.	56565.4	56513.0	52.4	56680.2	56609.0	71.2	18224.7	18202.9	21.7	18295.4	18253.0	42.4
10-12.	56885.4	56868.5	16.9	57051.1	57035.9	15.2	18208.2	18229.9	21.7	18354.6	18327.2	27.4
1996/1-3.	57107.7	57141.4	33.7	57357.3	57413.8	56.5	17531.8	17594.7	62.9	17704.9	17858.9	154.0
4-6.	57432.0	57457.2	25.2	57772.0	57795.2	23.2	18294.0	18230.5	63.5	18730.8	18641.6	89.2
7-9.	57327.4	57291.3	36.1	57746.1	57687.3	58.7	19082.0	19062.9	19.1	19663.4	19623.1	40.3
10-12.	58066.5	58052.0	14.5	58449.4	58434.1	15.3	19468.1	19500.7	32.5	20103.1	20096.5	6.7
1997/1-3.	59582.5	59605.3	22.8	60082.9	60130.1	47.2	20248.1	20271.8	23.7	20806.9	20908.7	101.8
4-6.	57791.1	57809.8	18.7	57439.4	57462.9	23.5	20575.0	20551.0	24.0	21293.3	21252.7	40.6
7-9.	58377.9	58355.9	22.0	58093.7	58044.6	49.2	20488.8	20459.9	28.9	21321.9	21271.8	50.1
10-12.	58107.6	58096.5	11.0	57947.1	57930.2	16.9	20751.3	20798.0	46.7	21597.7	21619.1	21.5
1998/1-3.	57868.6	57879.9	11.4	57861.7	57900.5	38.8	20642.7	20614.7	27.9	21493.8	21513.3	19.5
4-6.	57552.5	57564.4	11.8	57731.6	57753.6	22.0	20099.7	20118.8	19.1	20977.6	20993.5	15.9
7-9.	57832.9	57823.5	9.3	58232.1	58194.0	38.1	19731.3	19706.9	24.4	20700.1	20658.3	41.8
10-12.	58142.5	58139.2	3.4	58199.2	58179.7	19.4	18698.8	18737.6	38.9	19816.1	19845.3	29.2
1999/1-3.	57119.6	57114.2	5.4	57449.6	57477.2	27.7	18442.8	18383.8	59.0	19808.0	19764.6	43.4
4-6.	57117.0	57129.8	12.8	57671.6	57700.4	28.8	18328.2	18382.2	54.0	19793.9	19856.8	62.9
7-9.	57155.6	57150.6	4.9	57852.1	57818.5	33.7	18345.4	18321.0	24.5	19893.8	19856.5	37.3
10-12.	57039.4	57048.6	9.2	57848.2	57829.2	19.0	18729.4	18756.6	27.3	20427.9	20451.8	23.8
2000/1-3.	57008.9	56984.6	24.3	58072.0	58088.4	16.5	19214.6	19151.1	63.5	21057.5	20994.1	63.4
4-6.	56912.5	56931.8	19.3	58264.0	58302.6	38.6	19005.1	19063.8	58.7	21004.8	21077.5	72.6
7-9.	56624.4	56617.3	7.1	58298.2	58264.1	34.1	19739.1	19727.3	11.9	22059.6	22041.3	18.3
10-12.	56796.3	56817.7	21.4	58738.7	58720.0	18.7	20996.3	21003.2	6.9	23631.3	23632.0	0.6
2001/1-3.	57136.9	57096.8	40.2	59375.7	59383.6	7.8	20040.7	19985.6	55.1	22760.7	22699.9	60.8
4-6.	56971.6	57000.8	29.2	59493.9	59546.9	53.0	19884.8	19945.4	60.6	22679.8	22757.2	77.4
7-9.	56398.5	56383.4	15.2	59244.2	59199.3	44.9	19329.3	19325.6	3.7	22204.4	22199.2	5.3
10-12.	56294.2	56324.6	30.4	59554.3	59536.7	17.6	18155.6	18143.5	12.1	21034.4	21011.5	22.9
2002/1-3.	56227.5	56183.4	44.2	59777.6	59789.4	11.7	17726.9	17694.6	32.3	20783.9	20749.1	34.8
4-6.	56243.8	56272.7	28.9	59901.7	59955.3	53.6	17883.5	17928.7	45.2	21168.3	21227.8	59.5
7-9.	56926.5	56906.1	20.5	60843.2	60791.2	52.1	17917.0	17920.7	3.7	21432.9	21437.1	4.1
10-12.	56024.0	56065.7	41.7	60463.3	60451.2	12.1	18315.2	18291.7	23.5	22132.3	22094.1	38.2
合計值→	876.6	1230.8	1398.9	2038.0

表 16: TRAMO-SEATS の再帰性

国内家計最終消費支出(单位:10億円)	民間企業設備投資(单位:10億円)
名目	実質	名目	実質
李調值	李調值の季調值	差の绝对值	李調值	李調值の季調值	差の绝对值	李調值	李調值の季調值	差の绝对值	李調值	李調值の季調值	差の绝对值
1994/1-3.	55359.5	55392.0	32.4	54638.0	54639.0	1.0	18107.6	18105.1	2.5	17687.8	17689.9	2.1
4-6.	55657.9	55659.1	1.1	55339.4	55339.4	0.0	18037.6	18034.4	3.1	17681.6	17673.4	8.2
7-9.	56358.8	56328.6	30.2	56331.0	56330.1	0.9	17802.1	17802.3	0.2	17551.3	17554.0	2.7
10-12.	56026.8	56022.6	4.1	55696.0	55695.8	0.2	17910.7	17916.1	5.4	17757.5	17761.0	3.4
1995/1-3.	55843.1	55866.6	23.5	55292.3	55293.1	0.8	17838.5	17836.0	2.5	17730.0	17732.2	2.2
4-6.	56403.2	56403.3	0.1	56418.6	56418.7	0.1	18418.8	18415.6	3.1	18406.7	18398.8	7.9
7-9.	56441.8	56429.2	12.6	56643.2	56642.6	0.6	18126.5	18126.6	0.1	18158.0	18159.6	1.7
10-12.	56827.7	56822.9	4.8	57092.6	57092.3	0.3	18221.6	18227.1	5.5	18332.5	18336.2	3.7
1996/1-3.	57008.5	57011.9	3.4	57207.5	57207.9	0.4	17664.0	17661.5	2.5	17943.8	17944.9	1.1
4-6.	57608.0	57611.2	3.2	57928.2	57928.4	0.2	18340.8	18337.8	3.0	18731.6	18726.1	5.5
7-9.	57348.4	57351.8	3.4	57684.3	57684.1	0.2	19025.3	19025.4	0.1	19563.6	19565.0	1.4
10-12.	58031.3	58027.5	3.8	58496.1	58495.8	0.3	19398.8	19404.7	5.9	20011.5	20016.0	4.5
1997/1-3.	59299.0	59285.1	13.9	59957.3	59957.3	0.0	20343.0	20339.9	3.1	20970.8	20968.0	2.8
4-6.	58053.7	58063.0	9.3	57589.3	57589.6	0.3	20593.2	20590.0	3.2	21293.3	21290.0	3.3
7-9.	58364.8	58369.4	4.6	58001.2	58001.1	0.1	20462.4	20462.4	0.1	21270.0	21271.5	1.5
10-12.	58034.4	58027.2	7.3	57987.6	57987.4	0.2	20674.9	20681.2	6.3	21508.1	21513.8	5.7
1998/1-3.	57735.5	57730.6	5.0	57787.6	57787.6	0.1	20745.0	20741.6	3.3	21610.7	21604.4	6.3
4-6.	57774.6	57780.8	6.2	57878.7	57878.8	0.1	20035.4	20032.4	2.9	20913.8	20913.5	0.3
7-9.	57782.4	57786.3	3.9	58105.1	58105.2	0.0	19715.1	19715.1	0.0	20682.3	20683.2	0.9
10-12.	58007.1	57995.3	11.7	58223.4	58223.2	0.2	18606.1	18611.7	5.7	19721.6	19726.7	5.1
1999/1-3.	57107.1	57108.5	1.4	57432.9	57432.8	0.1	18562.2	18559.2	3.1	19918.3	19911.2	7.1
4-6.	57241.9	57240.8	1.1	57803.1	57803.0	0.0	18295.5	18293.0	2.5	19763.6	19766.2	2.6
7-9.	57126.6	57133.8	7.1	57716.1	57716.3	0.2	18341.3	18341.4	0.0	19887.5	19888.1	0.6
10-12.	56981.8	56978.0	3.8	57845.9	57845.9	0.0	18570.7	18576.2	5.6	20257.0	20260.2	3.2
2000/1-3.	56971.4	56967.8	3.6	58094.7	58094.4	0.2	19319.7	19316.5	3.2	21159.6	21151.7	7.8
4-6.	56944.6	56935.5	9.0	58396.3	58396.1	0.2	18994.9	18992.3	2.5	21013.6	21018.6	5.0
7-9.	56629.5	56639.2	9.7	58160.6	58160.9	0.3	19771.0	19771.0	0.0	22089.6	22090.0	0.4
10-12.	56823.7	56830.7	7.0	58698.5	58698.6	0.2	20810.4	20816.5	6.1	23419.5	23421.3	1.8
2001/1-3.	57086.7	57079.3	7.4	59434.4	59434.0	0.4	20112.6	20109.3	3.3	22816.9	22809.2	7.7
4-6.	56952.7	56939.0	13.8	59636.4	59636.1	0.3	19849.9	19847.3	2.6	22663.9	22668.9	5.0
7-9.	56333.2	56335.9	2.7	59101.5	59101.8	0.3	19326.3	19326.3	0.0	22201.8	22201.5	0.3
10-12.	56384.6	56400.5	15.8	59477.4	59477.7	0.3	18087.2	18092.6	5.4	20957.6	20959.6	2.1
2002/1-3.	56248.6	56245.1	3.4	59871.4	59871.1	0.4	17806.1	17803.2	2.9	20860.3	20854.8	5.5
4-6.	56253.4	56241.9	11.5	60048.8	60048.4	0.3	17883.9	17881.6	2.4	21185.1	21189.6	4.6
7-9.	56714.6	56703.9	10.7	60693.2	60693.4	0.2	17897.7	17897.7	0.0	21410.0	21409.6	0.4
10-12.	56150.8	56172.1	21.3	60361.1	60361.4	0.4	18253.7	18259.1	5.4	22052.1	22053.6	1.5
合計值一	314.0	9.9	103.6