{"created":"2023-07-25T10:29:09.892135+00:00","id":410,"links":{},"metadata":{"_buckets":{"deposit":"046e1aba-8339-47aa-aac8-6100236ebe39"},"_deposit":{"created_by":1,"id":"410","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"410"},"status":"published"},"_oai":{"id":"oai:hue.repo.nii.ac.jp:00000410","sets":["46:120:124:125"]},"author_link":["1057","1058","1059","1060"],"control_number":"410","item_10002_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2022-03-31","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"3","bibliographicPageEnd":"16","bibliographicPageStart":"1","bibliographicVolumeNumber":"44","bibliographic_titles":[{"bibliographic_title":"広島経済大学経済研究論集"},{"bibliographic_title":"HUE Journal of Economics and Business","bibliographic_titleLang":"en"}]}]},"item_10002_description_19":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_10002_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"前報にて，内示の時系列特性について実証研究が進められ，内示のブレが定常過程であるなどの多くの特性が明らかになっている。|本論文は，内示のもつ予測性能の優位性に関する基礎的研究を行うものである。すなわち，内示プロセスにおける需要予測について，内示情報を用いた予測モデル（内示モデルという）を提案する。そして，定常過程の予測については多くの手法があるが，ここでは代表的な階差を用いた方法（階差モデルという），誤差修正モデル（VECM/VARモデルという）を取り上げ，内示モデルを用いる予測性能が他に比べて優位にあることを実証的に示すものである。|まず，内示プロセスの厳密な記述法を提案する。次に，内示が定期定例的業務の中で，先行性，需要変動への対応性，予測可能性などに優位性を持ち，また内示のブレが平均回帰性（長期均衡性）を有していることなどから，内示を活用することの有用性について述べる。続いて，前報にて明らかになった内示の特性を利用して，内示情報を使った予測モデルを提案する。実データを用いて，内示モデル，VECM/VARモデル，階差モデルについて，その予測誤差の分散，所定の有意水準の下での信頼区間を比較し，内示モデルが予測精度，効率性において優位であることを明らかにする。最後に，今後の課題と意義について述べる。","subitem_description_type":"Abstract"}]},"item_10002_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.18996/keizai2022440301","subitem_identifier_reg_type":"JaLC"}]},"item_10002_publisher_8":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"広島経済大学経済学会"}]},"item_10002_source_id_11":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00212083","subitem_source_identifier_type":"NCID"}]},"item_10002_source_id_9":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"0387-1436","subitem_source_identifier_type":"PISSN"}]},"item_10002_version_type_20":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"上野, 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