{"author_name":"yoshihide-sugiura","categories":["\u77e5\u8b58","\u682a\u4fa1\u4e88\u6e2c"],"height":"190","description":"R\u8a00\u8a9e\u3092\u4f7f\u3063\u305fARIMA\u4e88\u6e2c\u30b7\u30ea\u30fc\u30ba\u3092\u6708\u521d\u306b\u30a2\u30c3\u30d7\u81f4\u3057\u307e\u3059 \u5bfe\u8c61\u306f\u3001S&P500\u3068VIX\u3068NOAA\u592a\u967d\u9ed2\u70b9\u6570\u306e\uff13\u70b9\u3067\u3059 S&P500\u3068VIX\u306f\u7fcc\u6708\u521d\u306e\u59cb\u5024\uff08\u6708\u5e73\u5747\u3067\u306f\u306a\u3044\uff01\uff09\u3001\u592a\u967d\u9ed2\u70b9\u6570\u306f\u4eca\u6708\u306e\u5e73\u5747\u5024\u3001\u3092\u4e88\u6e2c\u3057\u307e\u3059 \u304a\u4ed8\u304d\u5408\u3044\u9802\u3051\u308c\u3070\u5e78\u3044\u3067\u3059 \u56f3\uff11-\uff11\uff1aS&P500\u306e\uff13\u6708\u59cb\u5024\u4e88\u6e2c\uff1a\u51fa\u5178 S&P 500 (^GSPC) Historical Data - Yahoo Finance \uff13\u6708\u521d\u3081\u306b\u306f\u4e0a\u304c\u308b\u304b\u4e0b\u308b\u304b\u5206\u304b\u3089\u306a\u3044\u3001\u3068\u8a00\u3063\u3066\u3044\u307e\u3059 ARIMA(0,1,0)\u3067\u306f\u3001\u3053\u308c\u3092\u30c9\u30ea\u30d5\u30c8\u72b6\u614b\u3068\u8868\u73fe\u3057\u3066\u3044\u307e\u3059 \u5148\u6708\u4e88\u6e2c\u306f3853.3\u8fba\u308a\u3067\u3057\u305f\u306e\u3067\u3001\u7d50\u679c 3853.3 \u27a1 4070.1\u3068\u5897\u52a0\u3057\u3066\u3044\u307e\u3059 \u56f3\uff11\u2026","width":"100%","author_url":"https://blog.hatena.ne.jp/yoshihide-sugiura/","blog_url":"https://yoshihide-sugiura.hatenadiary.jp/","title":"\uff12\u6708\u5ea6\u305d\u306e\uff12\u3000ARIMA\u4e88\u6e2c\u30b7\u30ea\u30fc\u30ba \u27a1 23\u5e743\u6708S&P500\u3068VIX\u300123\u5e742\u6708\u592a\u967d\u9ed2\u70b9\u6570\u3092\u4e88\u6e2c\u3059\u308b\uff01","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fyoshihide-sugiura.hatenadiary.jp%2Fentry%2F2023%2F02%2F03%2F000844\" title=\"\uff12\u6708\u5ea6\u305d\u306e\uff12\u3000ARIMA\u4e88\u6e2c\u30b7\u30ea\u30fc\u30ba \u27a1 23\u5e743\u6708S&amp;P500\u3068VIX\u300123\u5e742\u6708\u592a\u967d\u9ed2\u70b9\u6570\u3092\u4e88\u6e2c\u3059\u308b\uff01 - \u306a\u305c\u5730\u7403\u78c1\u6975\u306f\u9006\u8ee2\u3059\u308b\u306e\u304b\uff1f\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","published":"2023-02-03 00:08:44","blog_title":"\u306a\u305c\u5730\u7403\u78c1\u6975\u306f\u9006\u8ee2\u3059\u308b\u306e\u304b\uff1f","type":"rich","image_url":"https://cdn-ak.f.st-hatena.com/images/fotolife/y/yoshihide-sugiura/20230202/20230202172654.jpg","url":"https://yoshihide-sugiura.hatenadiary.jp/entry/2023/02/03/000844","provider_url":"https://hatena.blog","provider_name":"Hatena Blog","version":"1.0"}