{"version":"1.0","blog_url":"https://kiririmode.hatenablog.jp/","width":"100%","url":"https://kiririmode.hatenablog.jp/entry/20230811/1691724028","provider_url":"https://hatena.blog","type":"rich","title":"\u4f38\u3073\u7387\u306b\u5bfe\u3059\u308b\u5e73\u5747\u306f\u7b97\u8853\u5e73\u5747\u3067\u306f\u306a\u304f\u5e7e\u4f55\u5e73\u5747\u3092\u4f7f\u3046\u3079\u304d","description":"\u6307\u6570\u5316 \u3042\u308b\u6642\u70b9$t$\u306b\u304a\u3051\u308b\u5024$y_t$\u3068\u3001\u6b21\u306e\u6642\u70b9$t+1$\u306b\u304a\u3051\u308b\u5024$y_{t+1}$\u3092\u6bd4\u8f03\u3059\u308b\u3053\u3068\u306f\u591a\u304f\u884c\u308f\u308c\u307e\u3059\u3002\u4f8b\u3048\u3070MAU\u304c\u524d\u5e74\u5ea6\u306b\u5bfe\u3057\u3066\u3069\u308c\u3060\u3051\u4f38\u3073\u305f\u3001\u56db\u534a\u671f\u306e\u58f2\u308a\u4e0a\u3052\u304c\u3069\u308c\u3060\u3051\u4f38\u3073\u305f\u3001\u3068\u3044\u3046\u3088\u3046\u306a\u30b1\u30fc\u30b9\u3067\u3059\u306d\u3002 \u3053\u3046\u3044\u3063\u305f\u3068\u304d\u306e\u6bd4\u8f03\u3068\u3057\u3066\u3001\u5358\u7d14\u306a\u5dee$y_{t+1} - y_{t}$\u3067\u306f\u306a\u304f\u3001\u5909\u5316\u7387$\\frac{y_{t+1} - y_{t}}{y_{t}}$\u3092\u898b\u308b\u3053\u3068\u3082\u3001\u3084\u306f\u308a\u591a\u304f\u884c\u308f\u308c\u307e\u3059\u3002\u3053\u308c\u306f\u3042\u308b\u6642\u70b9\u3092\u57fa\u6e96\u5316\u3057\u305f\u5024\uff08\u3053\u306e\u4f8b\u3067\u306f\u3001$y_{t}$\u304c\u57fa\u6e96\u3067\u3059\u306d\uff09\u3067\u3042\u308a\u3001\u3053\u306e\u3088\u3046\u306a\u57fa\u6e96\u306b\u5bfe\u3059\u308b\u5024\u306b\u3059\u308b\u3053\u3068\u3092\u300c\u6307\u6570\u5316\u300d\u3068\u547c\u3073\u307e\u3059\u3002 \u89b3\u6e2c\u5024\u304c$y=(y_0,y_1,y_2,\\cdo\u2026","categories":["statistics"],"provider_name":"Hatena Blog","author_name":"kiririmode","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fkiririmode.hatenablog.jp%2Fentry%2F20230811%2F1691724028\" title=\"\u4f38\u3073\u7387\u306b\u5bfe\u3059\u308b\u5e73\u5747\u306f\u7b97\u8853\u5e73\u5747\u3067\u306f\u306a\u304f\u5e7e\u4f55\u5e73\u5747\u3092\u4f7f\u3046\u3079\u304d - \u7406\u7cfb\u5b66\u751f\u65e5\u8a18\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","height":"190","image_url":null,"blog_title":"\u7406\u7cfb\u5b66\u751f\u65e5\u8a18","published":"2023-08-11 12:20:28","author_url":"https://blog.hatena.ne.jp/kiririmode/"}