{"author_name":"yoshihide-sugiura","categories":["\u682a\u4fa1\u4e88\u6e2c"],"height":"190","blog_url":"https://yoshihide-sugiura.hatenadiary.jp/","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fyoshihide-sugiura.hatenadiary.jp%2Fentry%2F2023%2F03%2F04%2F040641\" title=\"\uff13\u6708\u5ea6\u305d\u306e\uff12\u3000ARIMA\u4e88\u6e2c\u30b7\u30ea\u30fc\u30ba \u27a1 23\u5e744\u6708\u59cb\u5024\u306eS&amp;P500\u3068VIX\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>","url":"https://yoshihide-sugiura.hatenadiary.jp/entry/2023/03/04/040641","version":"1.0","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\u306e\uff12\u70b9\u306b\u7d5e\u308a\u307e\u3057\u305f S&P500\u3068VIX\u306f\u7fcc\u6708\u521d\u306e\u59cb\u5024\u3092\u4e88\u6e2c\u3057\u307e\u3059 \u304a\u4ed8\u304d\u5408\u3044\u9802\u3051\u308c\u3070\u5e78\u3044\u3067\u3059 \u56f3\uff11\uff1aS&P500\u306e\uff14\u6708\u59cb\u5024\u4e88\u6e2c\uff1a\u51fa\u5178 S&P 500 (^GSPC) Historical Data - Yahoo Finance \uff14\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 S&P500\u306eARIMA\u4e88\u6e2c\u306f\u3001\u307b\u3068\u3093\u3069\u5f79\u306b\u7acb\u3061\u307e\u305b\u3093\uff01 \u56f3\uff12-\uff11\uff1aVIX\u306e\uff14\u6708\u59cb\u5024\u4e88\u6e2c\uff1a\u51fa\u5178 CBOE Volatility Index (^VIX) His\u2026","width":"100%","author_url":"https://blog.hatena.ne.jp/yoshihide-sugiura/","blog_title":"\u306a\u305c\u5730\u7403\u78c1\u6975\u306f\u9006\u8ee2\u3059\u308b\u306e\u304b\uff1f","title":"\uff13\u6708\u5ea6\u305d\u306e\uff12\u3000ARIMA\u4e88\u6e2c\u30b7\u30ea\u30fc\u30ba \u27a1 23\u5e744\u6708\u59cb\u5024\u306eS&P500\u3068VIX\u3092\u4e88\u6e2c\u3059\u308b\uff01","image_url":"https://cdn-ak.f.st-hatena.com/images/fotolife/y/yoshihide-sugiura/20230303/20230303083934.jpg","type":"rich","provider_url":"https://hatena.blog","provider_name":"Hatena Blog","published":"2023-03-04 04:06:41"}