1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......differencing: nonseasonal order=1, seasonal...

92
Differencing: none Sample Autocorrelations of the Residuals 鉱工業1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 +----+----+----+----+----+----+----+----+----+----+ 1 . |XXXXXXXXXX 0.389 2 . |XXXX . 0.180 3 . |XXXXXXXXXXXXXX 0.542 4 . |XXXXXXXXXXX 0.453 5 . |XXXXXXX. 0.274 6 . |XXXXXXXXXXX 0.427 7 . |XXXXXX . 0.229 8 . |XXXXXXXX. 0.324 9 . |XXXXXXXX . 0.335 10 . X| . -0.057 11 . |XX . 0.083 12 - - - - - - . |XXXXXXXXXXXXXX - - - 0.571 13 . |X . 0.055 14 . XXX| . -0.108 15 . |XXXXX . 0.191 16 . |XXXX . 0.142 17 . | . 0.013 18 . |XXXX . 0.152 19 . | . 0.020 20 . |XXX . 0.118 21 . |XXX . 0.126 22 . XXXXX| . -0.187 23 . X| . -0.049 24 - - - - - - . |XXXXXXXX . - - - - - 0.339 25 . XX| . -0.076 26 . XXXXX| . -0.214 27 . |X . 0.023 28 . X| . -0.021 29 . XXX| . -0.134 30 . X| . -0.032 31 . XXXX| . -0.146 32 . XX| . -0.078 33 . X| . -0.056 34 . XXXXXXXX| . -0.307 35 . XXXXX| . -0.197 36 - - - - - . |XXX . - - - - 0.122 Sample Partial Autocorrelations of the Residuals -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 +----+----+----+----+----+----+----+----+----+----+ 1 . |XXXXXXXXXX 0.389 2 . |X . 0.034 3 . |XXXXXXXXXXXXXX 0.544 4 . |XXX . 0.132 5 . |XXXX. 0.144 6 . |XXXX. 0.175 7 XXXXXXX| . -0.284 8 . |XXXXXXXX 0.302 9 XXXXXXX| . -0.282 10 XXXXXXXXXX| . -0.403 11 . |XX . 0.086 12 - - - - - - - - - . |XXXXXXXXXXXX - - - - 0.497 13 XXXXXXX| . -0.261 14 . |X . 0.040 15 XXXXXX| . -0.236 16 . |XXXXX 0.203 17 . |X . 0.056 18 . | . 0.007 19 . |XX . 0.070 20 XXXXX| . -0.201 21 . | . 0.005 22 . X| . -0.035 23 . | . 0.005 24 - - - - - - - - - . X| . - - - - - - - - -0.057 25 . XX| . -0.084 26 . XX| . -0.073 27 . |X . 0.044 28 . X| . -0.039 29 . |X . 0.055 30 . X| . -0.053 31 . XX| . -0.081 32 . X| . -0.046 33 . |XX . 0.069 34 . |X . 0.032 35 . X| . -0.040 36 - - - - - - - - - . XX| . - - - - - - - - -0.062

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Page 1: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: noneSample Autocorrelations of the Residuals 【鉱工業】1

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXX 0.3892 . |XXXX . 0.1803 . |XXXXXXXXXXXXXX 0.5424 . |XXXXXXXXXXX 0.4535 . |XXXXXXX. 0.2746 . |XXXXXXXXXXX 0.4277 . |XXXXXX . 0.2298 . |XXXXXXXX. 0.3249 . |XXXXXXXX . 0.33510 . X| . -0.05711 . |XX . 0.08312 - - - - - - . |XXXXXXXXXXXXXX - - - 0.57113 . |X . 0.05514 . XXX| . -0.10815 . |XXXXX . 0.19116 . |XXXX . 0.14217 . | . 0.01318 . |XXXX . 0.15219 . | . 0.02020 . |XXX . 0.11821 . |XXX . 0.12622 . XXXXX| . -0.18723 . X| . -0.04924 - - - - - - . |XXXXXXXX . - - - - - 0.33925 . XX| . -0.07626 . XXXXX| . -0.21427 . |X . 0.02328 . X| . -0.02129 . XXX| . -0.13430 . X| . -0.03231 . XXXX| . -0.14632 . XX| . -0.07833 . X| . -0.05634 . XXXXXXXX| . -0.30735 . XXXXX| . -0.19736 - - - - - . |XXX . - - - - 0.122

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXX 0.3892 . |X . 0.0343 . |XXXXXXXXXXXXXX 0.5444 . |XXX . 0.1325 . |XXXX. 0.1446 . |XXXX. 0.1757 XXXXXXX| . -0.2848 . |XXXXXXXX 0.3029 XXXXXXX| . -0.28210 XXXXXXXXXX| . -0.40311 . |XX . 0.08612 - - - - - - - - - . |XXXXXXXXXXXX - - - - 0.49713 XXXXXXX| . -0.26114 . |X . 0.04015 XXXXXX| . -0.23616 . |XXXXX 0.20317 . |X . 0.05618 . | . 0.00719 . |XX . 0.07020 XXXXX| . -0.20121 . | . 0.00522 . X| . -0.03523 . | . 0.00524 - - - - - - - - - . X| . - - - - - - - - -0.05725 . XX| . -0.08426 . XX| . -0.07327 . |X . 0.04428 . X| . -0.03929 . |X . 0.05530 . X| . -0.05331 . XX| . -0.08132 . X| . -0.04633 . |XX . 0.06934 . |X . 0.03235 . X| . -0.04036 - - - - - - - - - . XX| . - - - - - - - - -0.062

Page 2: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Seasonal Order=1Sample Autocorrelations of the Residuals 【鉱工業】1

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXXXXXXXXXXXX 0.9042 . |XXXXXXXXXXXXXXXXXXXXX 0.8593 . |XXXXXXXXXXXXXXXXXXXX 0.7834 . |XXXXXXXXXXXXXXXXX 0.6725 . |XXXXXXXXXXXXXX. 0.5526 . |XXXXXXXXXXX . 0.4357 . |XXXXXXX . 0.2848 . |XXXXX . 0.1849 . |XXX . 0.10010 . | . -0.00511 . XX| . -0.06012 - - - . XX| . - - -0.09713 . XXX| . -0.13314 . XX| . -0.09615 . XXX| . -0.10416 . XX| . -0.08317 . X| . -0.04618 . X| . -0.03119 . | . -0.01520 . | . 0.00221 . X| . -0.02022 . X| . -0.04023 . X| . -0.03024 - - - . XX| . - - -0.08925 . XXX| . -0.10926 . XXX| . -0.13427 . XXXX| . -0.17728 . XXXXX| . -0.19129 . XXXXX| . -0.21330 . XXXXXX| . -0.22431 . XXXXXX| . -0.22232 . XXXXX| . -0.20233 . XXXXX| . -0.18734 . XXXX| . -0.15135 . XXX| . -0.12636 - - - . XXX| . - - -0.105

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXXXXXXXXXXXX 0.9042 . |XXXXXX 0.2343 . XXX| . -0.1354 XXXXXXXX| . -0.3195 XXXXXX| . -0.2416 . XX| . -0.0677 .XXXXX| . -0.2088 . |XXXX . 0.1509 . |XXXXXXX 0.28910 . XX| . -0.06411 . | . 0.00212 - - - - - - - - . |X . - - - - - - - 0.05213 . X| . -0.04414 . |XXXXXXX 0.27315 .XXXXX| . -0.18116 . X| . -0.04517 . X| . -0.05618 XXXXXX| . -0.22519 . | . 0.02020 . X| . -0.04221 . X| . -0.04922 . X| . -0.02523 . |XXXX . 0.16724 - - - - - - - - . XX| . - - - - - - - -0.07725 . |X . 0.05826 . |X . 0.02627 . | . -0.01328 . XX| . -0.06629 . XXX| . -0.12130 . |XXXX . 0.14731 . XX| . -0.09232 . |X . 0.03333 . |XX . 0.09734 . XX| . -0.08435 . X| . -0.05536 - - - - - - - - . X| . - - - - - - - -0.059

Page 3: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1Sample Autocorrelations of the Residuals 【鉱工業】1

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXX| . -0.3282 XXXXXXXXXXX| . -0.4603 . |XXXXXXXXX 0.3544 . |XX . 0.0905 .XXXXXXX| . -0.2746 . |XXXXXXX. 0.2907 . XXXXXX| . -0.2418 . |XX . 0.0809 . |XXXXXXXX 0.31410 XXXXXXXXXXX| . -0.42511 . XXXXXXX| . -0.28812 - - - - - - . |XXXXXXXXXXXXXXXXXXXX 0.81713 . XXXXXXX| . -0.29314 . XXXXXXXXX| . -0.36315 . |XXXXXX . 0.25916 . |XX . 0.08217 . XXXXXX| . -0.23018 . |XXXXXX . 0.22419 . XXXXX| . -0.19720 . |XX . 0.08321 . |XXXXXX . 0.24222 . XXXXXXXXX| . -0.35923 . XXXXX| . -0.21224 - - - - - . |XXXXXXXXXXXXXXXX - - 0.65625 . XXXXXX| . -0.22826 . XXXXXXX| . -0.29027 . |XXXXX . 0.20528 . |XX . 0.08329 . XXXXX| . -0.19630 . |XXXXX . 0.19231 . XXXX| . -0.15732 . |X . 0.05033 . |XXXXX . 0.20434 . XXXXXXX| . -0.28335 . XXXX| . -0.17136 - - - - . |XXXXXXXXXXXXX . - - - 0.512

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXX| . -0.3282 XXXXXXXXXXXXXXXX| . -0.6363 XXXXX| . -0.1934 .XXXX| . -0.1575 XXXXX| . -0.1956 . |XXXXXXX 0.2927 XXXXXXXX| . -0.3068 . |XXXXXXXX 0.3139 . |XXXXXXXXX 0.37310 .XXXX| . -0.14011 XXXXXXXXXXXXX| . -0.51812 - - - - - - - - - . |XXXXX - - - - - - - - 0.20413 . XXX| . -0.12414 . |XXXXX 0.19215 XXXXXXX| . -0.28416 . X| . -0.05317 . XX| . -0.08418 . XX| . -0.08719 . |XXXX. 0.14720 . XX| . -0.06521 . | . 0.00322 . XXX| . -0.10323 . X| . -0.02424 - - - - - - - - - . | . - - - - - - - - -0.00425 . |X . 0.02326 . XX| . -0.07727 . | . 0.01728 . XX| . -0.07329 . | . 0.00930 . |XX . 0.06531 . | . -0.00832 . XXX| . -0.10133 . XXX| . -0.11934 . XX| . -0.07435 . | . 0.00536 - - - - - - - - - . XX| . - - - - - - - - -0.072

Page 4: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1, Seasonal Order=1Sample Autocorrelations of the Residuals 【鉱工業】1

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXX| . -0.2722 . |XXXX . 0.1563 . |XXXXX. 0.2104 . |X . 0.0355 . | . 0.0096 . |XXXX . 0.1777 .XXXXXX| . -0.2558 . XX| . -0.0869 . |XXX . 0.12010 XXXXXXX| . -0.26111 . XX| . -0.08612 - - - - - - - . X| . - - - - - - -0.03513 XXXXXXXXXX| . -0.38914 . |XXXXXX . 0.24715 . XXXX| . -0.15916 . XXX| . -0.10217 . |XXXX . 0.15818 . X| . -0.04419 . | . -0.01620 . |XXXXX . 0.21521 . X| . -0.02322 . XXXX| . -0.15823 . |XXXXXXXXX 0.36024 - - - - - - . XXXXX| . - - - - - -0.21925 . |X . 0.02126 . |XXXX . 0.14727 . XXXXX| . -0.20228 . | . 0.00029 . X| . -0.03230 . XX| . -0.08731 . X| . -0.05432 . X| . -0.02933 . XXX| . -0.11034 . |XX . 0.07635 . |X . 0.02936 - - - - - - . XXXX| . - - - - - -0.169

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXX| . -0.2722 . |XX . 0.0893 . |XXXXXXX 0.2974 . |XXXX . 0.1775 . | . -0.0176 . |XX . 0.0887 XXXXXXX| . -0.2748 XXXXXXXXX| . -0.3779 . | . -0.01610 . X| . -0.05211 . XX| . -0.06112 - - - - - - - - . | . - - - - - - - -0.00513 XXXXXXXXX| . -0.34314 . |XXXX . 0.15715 . |XX . 0.07116 . |XX . 0.07117 . |XXXXXXX 0.27018 . XX| . -0.06819 . XXX| . -0.11720 . XXX| . -0.11921 . XX| . -0.08422 .XXXXX| . -0.20923 . |X . 0.03724 - - - - - - - - . XX| . - - - - - - - -0.09125 . XX| . -0.09926 . |X . 0.02827 . |XX . 0.08628 . |X . 0.05329 . XXXX| . -0.16830 . |X . 0.04531 . X| . -0.02532 .XXXXX| . -0.19233 . | . -0.01734 . |X . 0.02435 . X| . -0.02536 - - - - - - - - . XX| . - - - - - - - -0.098

Page 5: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: noneSample Autocorrelations of the Residuals 【鉄鋼業】2

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXXXXXXX 0.7342 . |XXXXXXXXXXXXXXXXXXX 0.7573 . |XXXXXXXXXXXXXXXXX 0.6814 . |XXXXXXXXXXXXXXXX 0.6415 . |XXXXXXXXXXXXXXX 0.5846 . |XXXXXXXXXXXXXX 0.5797 . |XXXXXXXXXXXX . 0.4968 . |XXXXXXXXXXX . 0.4609 . |XXXXXXXXXXX . 0.42510 . |XXXXXXXXXX . 0.41911 . |XXXXXXXX . 0.32812 - - - . |XXXXXXXXXXXX . - - 0.49713 . |XXXXXXXX . 0.30914 . |XXXXXXXXX . 0.36015 . |XXXXXXXX . 0.33216 . |XXXXXXXX . 0.32517 . |XXXXXXXX . 0.30318 . |XXXXXXXX . 0.32819 . |XXXXXXX . 0.28520 . |XXXXXX . 0.25621 . |XXXXX . 0.21722 . |XXXXX . 0.21723 . |XXXX . 0.14424 - - . |XXXXXX . - 0.24825 . |XX . 0.06026 . |X . 0.05027 . | . -0.00128 . X| . -0.02829 . XX| . -0.06330 . XX| . -0.06831 . XXX| . -0.10732 . XXXX| . -0.14433 . XXXX| . -0.17134 . XXXX| . -0.17035 . XXXXXX| . -0.24836 - - . XXX| . - -0.140

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXXXXXXX 0.7342 . |XXXXXXXXXXXX 0.4723 . |XXX . 0.1144 . | . 0.0175 . X| . -0.0266 . |XX . 0.0927 . XX| . -0.0828 . XX| . -0.0759 . | . 0.01410 . |XXX . 0.10411 . XXX| . -0.13912 - - - - - - - - - . |XXXXXXXXXXXX - - - - 0.48113 XXXXXXXXX| . -0.35914 . | . -0.00815 . |XX . 0.09816 . | . -0.01717 . |X . 0.02618 . | . 0.00219 . | . 0.00020 . XX| . -0.07921 . XXX| . -0.11922 . |X . 0.03923 . |XX . 0.09224 - - - - - - - - - . XX| . - - - - - - - - -0.08225 XXXXXX| . -0.22126 .XXXX| . -0.17227 . | . -0.00128 . |X . 0.05029 . | . 0.00930 . X| . -0.06031 . | . -0.00632 . XX| . -0.06833 . | . -0.00434 . X| . -0.02835 .XXXX| . -0.15536 - - - - - - - - - . |XX . - - - - - - - - 0.070

Page 6: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Seasonal Order=1Sample Autocorrelations of the Residuals 【鉄鋼業】2

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXXXXXXXXXXX 0.8772 . |XXXXXXXXXXXXXXXXXXX 0.7633 . |XXXXXXXXXXXXXXXX 0.6574 . |XXXXXXXXXXXXXX 0.5475 . |XXXXXXXXXX . 0.4046 . |XXXXXX . 0.2527 . |XX . 0.0918 . X| . -0.0349 . XXX| . -0.12310 . XXXXXX| . -0.22011 . XXXXXXXX| . -0.33912 - - - - . XXXXXXXXXX| . - - - -0.41213 . XXXXXXXXX| . -0.37014 . XXXXXXXX| . -0.31315 . XXXXXXX| . -0.29016 . XXXXXXX| . -0.27717 . XXXXXX| . -0.22818 . XXXX| . -0.17019 . XXX| . -0.11820 . XX| . -0.07521 . XX| . -0.06622 . X| . -0.04123 . | . 0.01824 - - - . |X . - - 0.02625 . | . -0.01526 . XX| . -0.06227 . XX| . -0.07028 . XX| . -0.08129 . XXX| . -0.10430 . XXXX| . -0.14031 . XXXX| . -0.17732 . XXXXX| . -0.20833 . XXXXX| . -0.21634 . XXXXXX| . -0.23935 . XXXXXXX| . -0.26336 - - - . XXXXXX| . - - -0.258

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXXXXXXXXXXX 0.8772 . X| . -0.0273 . X| . -0.0294 . XX| . -0.0785 .XXXXX| . -0.2146 . XXXX| . -0.1607 . XXXX| . -0.1798 . | . 0.0079 . |XX . 0.07110 . XX| . -0.09611 .XXXXX| . -0.21012 - - - - - - - - . | . - - - - - - - -0.00113 . |XXXXXXXXXX 0.39714 . |XXXX . 0.14715 . XXXX| . -0.17516 .XXXXX| . -0.21817 . | . -0.01618 . | . -0.02019 . XX| . -0.06620 . |XX . 0.08221 . X| . -0.03422 . XX| . -0.08523 . | . -0.00424 - - - - - - - - . XX| . - - - - - - - -0.07825 . |XX . 0.06226 . X| . -0.04627 . X| . -0.03828 . XXX| . -0.10829 . X| . -0.02530 . | . -0.01431 . XX| . -0.08132 . XXX| . -0.11833 . X| . -0.05334 . | . -0.01635 . |XX . 0.07636 - - - - - - - - . | . - - - - - - - -0.003

Page 7: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1Sample Autocorrelations of the Residuals 【鉄鋼業】2

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXXXXXXXXX| . -0.6142 . |XXXXXX. 0.2273 . XX| . -0.0894 . |XX . 0.0965 . XXX| . -0.1296 . |XXXX . 0.1677 . XX| . -0.0948 . |X . 0.0279 . XXX| . -0.10110 . |XXXXXX . 0.23311 XXXXXXXXXXXXXX| . -0.56112 - - - - - - - . |XXXXXXXXXXXXXXXXXXX 0.74613 XXXXXXXXXXXXXX| . -0.54814 . |XXXXX . 0.19615 . XX| . -0.09216 . |XX . 0.06617 . XXX| . -0.13118 . |XXX . 0.12619 . X| . -0.05220 . |X . 0.04521 . XXX| . -0.12422 . |XXXXX . 0.21323 .XXXXXXXXXXX| . -0.43924 - - - - - . |XXXXXXXXXXXXXXXX - - 0.62625 . XXXXXXXXXX| . -0.39726 . |XXX . 0.13627 . XX| . -0.07128 . |XX . 0.06829 . XX| . -0.09130 . |XX . 0.08931 . | . -0.00432 . | . -0.01133 . XX| . -0.08934 . |XXXXXX . 0.22135 . XXXXXXXXXX| . -0.42036 - - - - . |XXXXXXXXXXXX . - - - 0.489

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXXXXXXXXX| . -0.6142 XXXXXX| . -0.2403 . XXX| . -0.1074 . |X . 0.0585 . X| . -0.0546 . |XX . 0.0907 . |XXX . 0.1008 . |X . 0.0329 .XXXX| . -0.15610 . |XXX . 0.13011 XXXXXXXXXXXXXXX| . -0.58112 - - - - - - - - - . |XXXXXXXXX - - - - - 0.34213 . X| . -0.04414 . XXX| . -0.11815 . X| . -0.03516 .XXXX| . -0.17517 . XX| . -0.08018 . XXX| . -0.11019 . X| . -0.05820 . |XXX . 0.12121 . X| . -0.03122 .XXXX| . -0.16723 . XX| . -0.07124 - - - - - - - - - . | . - - - - - - - - 0.00925 . |XXXXX 0.21726 . | . -0.00927 . XXX| . -0.11528 . XX| . -0.09129 . XXX| . -0.10630 . XX| . -0.09731 . |X . 0.03132 . XXX| . -0.12833 . |X . 0.02134 . |XX . 0.09735 .XXXX| . -0.16736 - - - - - - - - - . XX| . - - - - - - - - -0.077

Page 8: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1, Seasonal Order=1Sample Autocorrelations of the Residuals 【鉄鋼業】2

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |X . 0.0262 . X| . -0.0413 . |XX . 0.0804 . |XXXXX. 0.2075 . |XX . 0.0776 . |XX . 0.0927 . XXX| . -0.1258 . XXXX| . -0.1629 . | . 0.01810 . |XX . 0.08211 . XXX| . -0.11712 - - - - XXXXXXXXXXXXXX| . - - - - - - - -0.55013 . XXX| . -0.11414 . |XXX . 0.10815 . | . -0.00516 . XXXX| . -0.17017 . XX| . -0.06618 . X| . -0.05419 . | . 0.00320 . |XXXXX . 0.20721 . XX| . -0.08322 . XXX| . -0.13423 . |XXXX . 0.17024 - - - - - - - . |XXXXX . - - - - - - 0.19525 . |X . 0.02326 . XX| . -0.09827 . | . -0.00928 . |X . 0.03529 . |XX . 0.07930 . | . 0.01531 . |X . 0.05332 . XXXXX| . -0.21833 . |XX . 0.06434 . |X . 0.03135 . XXX| . -0.10436 - - - - - - - . XXX| . - - - - - - -0.134

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |X . 0.0262 . X| . -0.0423 . |XX . 0.0824 . |XXXXX. 0.2035 . |XX . 0.0796 . |XXX . 0.1077 . XXXX| . -0.1608 XXXXXX| . -0.2279 . X| . -0.05710 . |X . 0.05011 . X| . -0.03012 - - - - XXXXXXXXXXXXX| . - - - - - - - -0.51613 . XXXX| . -0.17714 . |XXX . 0.12515 . |XXXX . 0.17416 . |XX . 0.06317 . |X . 0.02718 . |X . 0.02719 .XXXXX| . -0.18920 . |X . 0.03821 . X| . -0.04822 . X| . -0.03123 . |XXX . 0.10624 - - - - - - - - XXXXXX| . - - - - - - - -0.23925 . XXX| . -0.12626 . XX| . -0.06127 . |XXX . 0.13828 . |XX . 0.06129 . | . 0.00230 . | . 0.00831 . |XX . 0.06232 . XXX| . -0.13033 . XX| . -0.08034 . XXXX| . -0.14535 . X| . -0.02436 - - - - - - - - . X| . - - - - - - - -0.047

Page 9: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: noneSample Autocorrelations of the Residuals 【非鉄金属工業】3

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXX. 0.1562 XXXXXX| . -0.2473 . |XXXXX. 0.2054 . |XXXXXXXXXX 0.3915 . |X . 0.0556 . XX| . -0.0897 . |XX . 0.0658 . |XXXXXXXX 0.3109 . |XX . 0.07310 XXXXXXXXXX| . -0.38411 . X| . -0.04212 - - - - - - - . |XXXXXXXXXXXXXXX - - 0.59513 . XX| . -0.07614 XXXXXXXXX| . -0.35715 . | . 0.00616 . |XXXXX . 0.20917 . XX| . -0.06818 . XXXXX| . -0.20619 . X| . -0.03620 . |XXXXX . 0.19221 . | . -0.00322 .XXXXXXXXX| . -0.34823 . X| . -0.02924 - - - - - - . |XXXXXXXXXXXX - - - - 0.48025 . X| . -0.03626 . XXXXXXX| . -0.27927 . | . 0.01328 . |XXXXX . 0.19729 . X| . -0.05430 . XXXXX| . -0.18131 . | . -0.01132 . |XXXX . 0.15733 . | . -0.00934 . XXXXXXX| . -0.30035 . XX| . -0.06736 - - - - - . |XXXXXXXXX . - - - - 0.342

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXX. 0.1562 XXXXXXX| . -0.2783 . |XXXXXXXX 0.3304 . |XXXXXX 0.2445 . |XX . 0.0686 . | . -0.0037 . X| . -0.0548 . |XXXXX 0.2159 . X| . -0.03510 XXXXXXXXX| . -0.36811 . | . -0.00612 - - - - - - - - - . |XXXXXXXXXXXXX - - - 0.50213 XXXXXXXX| . -0.31414 . |X . 0.04915 XXXXXX| . -0.25916 . |X . 0.05417 . |X . 0.04218 . X| . -0.03219 . | . 0.00920 . XX| . -0.09221 . |X . 0.03922 . |XXX . 0.12123 . |X . 0.03424 - - - - - - - - - . |XXX . - - - - - - - - 0.11825 . | . -0.01626 . XX| . -0.07127 . | . 0.00828 . XXX| . -0.12529 . | . -0.01530 . X| . -0.05831 . | . -0.01932 . | . -0.01833 . |X . 0.03234 . | . 0.01135 . X| . -0.04136 - - - - - - - - - . | . - - - - - - - - 0.012

Page 10: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Seasonal Order=1Sample Autocorrelations of the Residuals 【非鉄金属工業】3

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXXXXXX 0.6652 . |XXXXXXXXXXXXXX 0.5663 . |XXXXXXXXXXX 0.4584 . |XXXXXXXX . 0.3295 . |XXXXXXXX . 0.3146 . |XXXXXX . 0.2467 . |XXX . 0.1238 . |XX . 0.0619 . | . 0.00310 . XXXXX| . -0.20311 . XXXXX| . -0.22012 - - - - - - . XXXXXXXX| . - - - - - -0.31913 . XXXXXXXX| . -0.31014 . XXX| . -0.12315 . XXXX| . -0.14316 . XXX| . -0.13917 . XXX| . -0.11118 . XX| . -0.09319 . XX| . -0.07720 . | . -0.01021 . |X . 0.04222 . |XX . 0.06923 . |XXXX . 0.17324 - - - - - . |X . - - - - 0.04225 . |X . 0.05426 . |X . 0.03527 . | . -0.01828 . |XX . 0.06529 . |XX . 0.06430 . |X . 0.04231 . |X . 0.05632 . |X . 0.05333 . | . -0.01534 . | . 0.01035 . | . 0.00636 - - - - - . |X . - - - - 0.042

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXXXXXX 0.6652 . |XXXXXX 0.2223 . |X . 0.0344 . XX| . -0.0815 . |XXX . 0.1056 . | . -0.0097 . XXXX| . -0.1628 . X| . -0.0589 . | . 0.00010 XXXXXXXXX| . -0.34111 . | . -0.01912 - - - - - - - - . XX| . - - - - - - - -0.09913 . |XX . 0.06614 . |XXXXXXXXX 0.34715 . | . 0.00216 . XX| . -0.07117 . | . 0.01118 . |XX . 0.07219 . XX| . -0.09020 . XX| . -0.08521 . |XXXX . 0.14122 . XXX| . -0.11523 . |X . 0.03224 - - - - - - - - .XXXXX| . - - - - - - - -0.19425 . |X . 0.02326 . |XXX . 0.13027 . X| . -0.02628 . |XX . 0.09429 . | . 0.00630 . |X . 0.04531 . |XX . 0.06332 . XX| . -0.06433 . |X . 0.04134 . X| . -0.05035 . |X . 0.02236 - - - - - - - - . |X . - - - - - - - 0.020

Page 11: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1Sample Autocorrelations of the Residuals 【非鉄金属工業】3

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXX| . -0.2572 XXXXXXXXXXXXX| . -0.5053 . |XXXX . 0.1504 . |XXXXXXXX 0.3215 . XXX| . -0.1076 . XXXXX| . -0.1907 . XX| . -0.0688 . |XXXXXXXX 0.3119 . |XXX . 0.13010 XXXXXXXXXXXX| . -0.47311 . XXXXX| . -0.18312 - - - - - - - . |XXXXXXXXXXXXXXXXXXX 0.77513 . XXXXXX| . -0.22714 . XXXXXXXXX| . -0.37615 . |XX . 0.07816 . |XXXXXXX . 0.29917 . XX| . -0.08618 . XXXXX| . -0.19019 . X| . -0.04620 . |XXXXXXX . 0.26721 . |XX . 0.09122 . XXXXXXXXXX| . -0.39323 . XXX| . -0.13024 - - - - - . |XXXXXXXXXXXXXXX - - 0.61025 . XXXX| . -0.15826 . XXXXXXXX| . -0.31027 . |X . 0.04728 . |XXXXXXX . 0.27829 . XX| . -0.08630 . XXXX| . -0.16631 . X| . -0.02132 . |XXXXX . 0.22033 . |XX . 0.07834 . XXXXXXXX| . -0.30835 . XXX| . -0.11036 - - - - . |XXXXXXXXXXXX . - - - 0.480

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXX| . -0.2572 XXXXXXXXXXXXXXX| . -0.6113 XXXXXXXXX| . -0.3694 . XXX| . -0.1265 . X| . -0.0356 . | . 0.0107 XXXXXXX| . -0.2618 . |X . 0.0289 . |XXXXXXXX 0.31110 . X| . -0.05811 XXXXXXXXXXXXX| . -0.50012 - - - - - - - - - . |XXXXXXXXX - - - - - 0.34413 . XX| . -0.08114 . |XXXXXX 0.22515 . XXX| . -0.13516 . X| . -0.04017 . XX| . -0.07918 . X| . -0.05119 . |X . 0.03520 . XX| . -0.09921 . XXX| . -0.12022 . XX| . -0.08323 . XXX| . -0.12624 - - - - - - - - - . | . - - - - - - - - 0.00025 . |X . 0.04926 . | . -0.01627 . |XX . 0.07828 . | . -0.01829 . | . 0.02030 . | . 0.00531 . | . -0.00732 . X| . -0.03733 . X| . -0.03534 . |X . 0.02935 . | . 0.00936 - - - - - - - - - . |X . - - - - - - - - 0.031

Page 12: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1, Seasonal Order=1Sample Autocorrelations of the Residuals 【非鉄金属工業】3

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXXX| . -0.3542 . | . 0.0083 . |X . 0.0544 . XXXXX| . -0.1855 . |XXX . 0.1096 . |XX . 0.0707 . XX| . -0.0978 . | . 0.0129 . |XXXXX . 0.21710 XXXXXXX| . -0.28211 . |XXXX . 0.15012 - - - - - - - . XXXXX| . - - - - - - -0.18113 .XXXXXXX| . -0.27014 . |XXXXXXXX 0.31615 . X| . -0.03216 . X| . -0.05617 . |X . 0.03818 . X| . -0.03819 . X| . -0.05020 . | . 0.01221 . |X . 0.03122 . XXX| . -0.11623 . |XXXXXXXX. 0.33324 - - - - - - - . XXXXXX| . - - - - - - -0.23525 . |X . 0.03526 . |XXX . 0.12327 . XXXXXX| . -0.23128 . |XXXX . 0.14429 . | . 0.01830 . X| . -0.05131 . |X . 0.04032 . |XX . 0.07433 . XXX| . -0.13434 . |XXX . 0.10535 . XX| . -0.07336 - - - - - - . XX| . - - - - - -0.063

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXXX| . -0.3542 . XXX| . -0.1353 . | . 0.0104 .XXXXX| . -0.1855 . X| . -0.0276 . |XX . 0.0977 . X| . -0.0268 . XX| . -0.0659 . |XXXXXX 0.25610 . XXX| . -0.11611 . | . -0.00412 - - - - - - - - .XXXXX| . - - - - - - - -0.18813 XXXXXXXXXX| . -0.41414 . X| . -0.05515 . |XX . 0.07616 . X| . -0.05717 . XX| . -0.08918 . |XX . 0.06219 . |X . 0.05120 .XXXXX| . -0.18521 . |XXX . 0.12422 . XX| . -0.06223 . |XXX . 0.13524 - - - - - - - - . XXX| . - - - - - - - -0.12025 XXXXXX| . -0.22626 . |X . 0.03527 . X| . -0.02928 . | . -0.01729 . X| . -0.04030 . | . -0.01931 . |XX . 0.07232 . XX| . -0.07933 . |X . 0.03934 . |XX . 0.07435 . | . -0.00836 - - - - - - - - . |X . - - - - - - - 0.042

Page 13: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: noneSample Autocorrelations of the Residuals 【金属製品工業】4

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXX 0.4012 . |XXXX . 0.1663 . |XXXXXXXXXXX 0.4564 . |XXXXXXXXXXXX 0.4725 . |XXXXXXXX 0.3266 . |XXXXXXXXXXX 0.4337 . |XXXXXXXX. 0.3098 . |XXXXXXXXXX 0.3989 . |XXXXXXXX . 0.31410 . | . -0.01011 . |XXXX . 0.17012 - - - - - - . |XXXXXXXXXXXXXXXX - - 0.62413 . |XXX . 0.13814 . X| . -0.05415 . |XXXX . 0.14216 . |XXXX . 0.17817 . |X . 0.04118 . |XXX . 0.12719 . |X . 0.05620 . |XXX . 0.13721 . |X . 0.04622 . XXXXX| . -0.19523 . | . -0.01724 - - - - - . |XXXXXXXX . - - - - 0.33725 . X| . -0.02226 . XXXX| . -0.16227 . | . -0.01028 . |X . 0.03929 . XX| . -0.08930 . | . 0.01531 . X| . -0.02532 . | . 0.01633 . X| . -0.05134 . XXXXXX| . -0.23235 . XXX| . -0.10536 - - - - - . |XXXXX . - - - - 0.182

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXX 0.4012 . | . 0.0063 . |XXXXXXXXXXXX 0.4624 . |XXXXX 0.2065 . |XXXX. 0.1636 . |XXXXXXX 0.2717 . XXX| . -0.1178 . |XXXXXXXX 0.3039 XXXXXX| . -0.25010 XXXXXXXXXXX| . -0.45211 . X| . -0.02312 - - - - - - - - - . |XXXXXXXXXXX - - - - 0.45513 XXXXXXX| . -0.27514 . X| . -0.02415 XXXXXXX| . -0.26216 . |XXXX. 0.16217 . X| . -0.02618 . |XX . 0.07119 . |X . 0.04220 . XX| . -0.09221 . |X . 0.03622 . |X . 0.04823 . |XX . 0.08824 - - - - - - - - - . X| . - - - - - - - - -0.02425 . X| . -0.05026 . X| . -0.03427 . | . -0.00328 . X| . -0.04229 . X| . -0.05830 . |X . 0.03431 . X| . -0.05532 . XX| . -0.07833 . |XX . 0.07134 . X| . -0.03635 . | . -0.01236 - - - - - - - - - . | . - - - - - - - - -0.012

Page 14: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Seasonal Order=1Sample Autocorrelations of the Residuals 【金属製品工業】4

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXX 0.5392 . |XXXXXXXXXXXXXX 0.5663 . |XXXXXXXXXXXXXXXX 0.6384 . |XXXXXXXXXXXX 0.4925 . |XXXXXXXXXXXX 0.4916 . |XXXXXXXXXXX. 0.4407 . |XXXXXXX . 0.2698 . |XXXXXXXX . 0.3129 . |XXXXXX . 0.23610 . |XXXX . 0.16611 . |XXXXX . 0.18112 - - - - - . |XX . - - - - 0.06213 . |X . 0.03014 . |XXX . 0.11315 . |X . 0.04016 . |X . 0.02117 . |XX . 0.08218 . |X . 0.05819 . |X . 0.03120 . |XX . 0.09021 . |X . 0.04022 . | . 0.00723 . |XXX . 0.10624 - - - - - . XXX| . - - - - -0.11625 . X| . -0.03326 . | . 0.01527 . XXX| . -0.13428 . XX| . -0.09129 . XXXX| . -0.16030 . XXXXX| . -0.18231 . XXX| . -0.13232 . XXXXXX| . -0.25433 . XXXXXX| . -0.25634 . XXXXX| . -0.21035 . XXXXXX| . -0.24236 - - - - . XXXXX| . - - - -0.198

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXX 0.5392 . |XXXXXXXXXX 0.3883 . |XXXXXXXXXX 0.4014 . |X . 0.0395 . |X . 0.0246 . XX| . -0.0697 XXXXXXX| . -0.2758 . XX| . -0.0619 . X| . -0.04110 . |X . 0.03211 . |XX . 0.09112 - - - - - - - - . X| . - - - - - - - -0.05913 . XX| . -0.07314 . |XXX . 0.11015 . |XX . 0.09616 . |X . 0.03017 . |XX . 0.08618 . |XX . 0.06619 . XXX| . -0.11920 . X| . -0.04621 . XX| . -0.06422 . XXX| . -0.13223 . |XXX . 0.11924 - - - - - - - XXXXXXXX| . - - - - - - - -0.31525 . XX| . -0.06926 . |XXX . 0.11127 . |X . 0.03428 . |X . 0.03829 . XXX| . -0.11830 . |XX . 0.08831 . | . -0.01932 . XXXX| . -0.14733 . X| . -0.04234 . | . -0.02035 . |XXXX . 0.15336 - - - - - - - - . |X . - - - - - - - 0.050

Page 15: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1Sample Autocorrelations of the Residuals 【金属製品工業】4

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXX| . -0.3042 XXXXXXXXXXX| . -0.4483 . |XXXXXX. 0.2364 . |XXX . 0.1315 . XXXXX| . -0.2126 . |XXXXX . 0.1957 . XXXXX| . -0.1828 . |XXXX . 0.1449 . |XXXXX . 0.21010 XXXXXXXXXXX| . -0.43311 . XXXXXX| . -0.23512 - - - - - - - . |XXXXXXXXXXXXXXXXXXXX 0.80213 . XXXXXX| . -0.24614 . XXXXXXXX| . -0.33415 . |XXXX . 0.14216 . |XXXX . 0.14117 . XXXXX| . -0.18618 . |XXX . 0.13319 . XXX| . -0.13120 . |XXXX . 0.14421 . |XXX . 0.13722 . XXXXXXXXX| . -0.36323 . XXXX| . -0.14924 - - - - - . |XXXXXXXXXXXXXXX - - 0.60925 . XXXXX| . -0.18326 . XXXXXX| . -0.25327 . |XX . 0.09628 . |XXX . 0.13829 . XXXXX| . -0.18830 . |XXX . 0.11831 . XX| . -0.07032 . |XX . 0.09033 . |XXX . 0.10834 . XXXXXXX| . -0.27335 . XXX| . -0.13536 - - - - . |XXXXXXXXXXXX . - - - 0.479

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXX| . -0.3042 XXXXXXXXXXXXXXX| . -0.5953 XXXXXXX| . -0.2764 XXXXXX| . -0.2325 XXXXXXXX| . -0.3286 . |X . 0.0577 XXXXXXXXX| . -0.3748 . |XXXXX 0.1899 . |XXXXXXXXXXX 0.42410 . | . -0.00911 XXXXXXXXXXXXX| . -0.50712 - - - - - - - - - . |XXXXXX - - - - - - - 0.24013 . | . -0.00214 . |XXXXXX 0.25415 XXXXX| . -0.18416 . | . 0.00417 . XX| . -0.09618 . XX| . -0.08119 . |X . 0.05720 . XX| . -0.09321 . XXX| . -0.11922 .XXXX| . -0.15523 . | . 0.00424 - - - - - - - - - . | . - - - - - - - - 0.00525 . | . 0.01726 . X| . -0.03527 . |X . 0.04828 . |X . 0.04629 . X| . -0.04530 . |X . 0.02531 . |X . 0.04132 . XXX| . -0.12933 . | . -0.00834 . X| . -0.02935 . X| . -0.03936 - - - - - - - - - . | . - - - - - - - - -0.006

Page 16: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1, Seasonal Order=1Sample Autocorrelations of the Residuals 【金属製品工業】4

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXXXXXXX| . -0.5302 . X| . -0.0523 . |XXXXXX. 0.2394 . XXXX| . -0.1575 . |X . 0.0556 . |XXX . 0.1307 . XXXXXX| . -0.2348 . |XXX . 0.1329 . | . -0.00510 . XX| . -0.09511 . |XXXX . 0.14912 - - - - - - - . XX| . - - - - - - -0.09713 . XXX| . -0.12514 . |XXXX . 0.17215 . XX| . -0.06116 . XX| . -0.08817 . |XX . 0.09518 . | . -0.00119 . XX| . -0.09320 . |XXX . 0.11821 . | . -0.01722 . XXXX| . -0.14523 . |XXXXXXXXX 0.34824 - - - - - - - .XXXXXXXX| . - - - - - - -0.33425 . |X . 0.03626 . |XXXXXX . 0.22227 . XXXXX| . -0.21428 . |XXX . 0.12029 . X| . -0.04930 . XX| . -0.07931 . |XXXXX . 0.19132 . XXX| . -0.13333 . X| . -0.05434 . |XX . 0.09135 . XX| . -0.08636 - - - - - - . | . - - - - - 0.008

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXXXXXXX| . -0.5302 XXXXXXXXXXXX| . -0.4623 . XX| . -0.0814 . X| . -0.0595 . |X . 0.0396 . |XXXXXX 0.2397 . | . 0.0088 . | . -0.0179 . XX| . -0.09010 . XXXX| . -0.14411 . | . 0.01112 - - - - - - - - . |X . - - - - - - - 0.02113 . XXXX| . -0.15914 . XXX| . -0.13615 . XX| . -0.06416 . XXX| . -0.11817 . XX| . -0.09018 . |XX . 0.09419 . |X . 0.02020 . |X . 0.03521 . |XXX . 0.10622 . XXXX| . -0.14723 . |XXXXXXX 0.28224 - - - - - - - - . | . - - - - - - - 0.01425 . XXXX| . -0.17926 . XX| . -0.08927 . XX| . -0.08928 . |XX . 0.07129 . XXX| . -0.13130 . X| . -0.02231 . |XXX . 0.11132 . | . -0.00133 . X| . -0.02134 .XXXXX| . -0.18335 . XX| . -0.07736 - - - - - - - - . X| . - - - - - - - -0.040

Page 17: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: noneSample Autocorrelations of the Residuals 【一般機械工業】5

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXX 0.4542 . |XXXXXXXXX 0.3453 . |XXXXXXXXXXXXXXXX 0.6284 . |XXXXXXXXXX 0.4185 . |XXXXXXXXX 0.3566 . |XXXXXXXXXXXXXXXXXX 0.7027 . |XXXXXXX . 0.2958 . |XXXXXXX . 0.2969 . |XXXXXXXXXXX 0.44310 . |XXXX . 0.14211 . |XXXXX . 0.18712 - - - - - . |XXXXXXXXXXXXXXX - - 0.62013 . |XXX . 0.13814 . |X . 0.02615 . |XXXXXXX . 0.26316 . |XX . 0.08817 . |X . 0.03618 . |XXXXXXXX . 0.33119 . | . -0.01920 . | . -0.00821 . |XXX . 0.12522 . XXXX| . -0.14323 . XX| . -0.09424 - - - - . |XXXXXX . - - - 0.25725 . XXXX| . -0.14926 . XXXXXX| . -0.23627 . X| . -0.02928 . XXXXX| . -0.19029 . XXXXXX| . -0.22130 . | . 0.00431 . XXXXXXX| . -0.27632 . XXXXXXX| . -0.26433 . XXX| . -0.12934 . XXXXXXXX| . -0.34035 . XXXXXXX| . -0.29236 - - - - . | . - - - -0.007

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXX 0.4542 . |XXXX. 0.1753 . |XXXXXXXXXXXXXX 0.5444 . | . 0.0105 . |XXX . 0.1256 . |XXXXXXXXXXXX 0.4777 XXXXXXXXXX| . -0.4188 . |XXXXXXX 0.2719 XXXXXXXXXXXX| . -0.48610 XXXXX| . -0.19111 . |XXXXX 0.20112 - - - - - - - - - . |XXXXXXXXX - - - - - 0.37213 XXXXX| . -0.20514 XXXXXX| . -0.23615 . XX| . -0.09116 . |X . 0.05917 . |X . 0.04418 . XX| . -0.06319 . |X . 0.03320 . |X . 0.04021 . X| . -0.05922 . XXX| . -0.10123 . | . -0.00724 - - - - - - - - - .XXXX| . - - - - - - - - -0.15825 . |X . 0.02926 . XXX| . -0.10827 . |XX . 0.07828 . XX| . -0.08429 . X| . -0.02530 . XX| . -0.09731 . |X . 0.04932 . X| . -0.05633 . |XX . 0.08934 . |XX . 0.08335 . XX| . -0.07236 - - - - - - - - - . | . - - - - - - - - -0.008

Page 18: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Seasonal Order=1Sample Autocorrelations of the Residuals 【一般機械工業】5

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXXXXXXXXXXXX 0.9162 . |XXXXXXXXXXXXXXXXXXXXXX 0.8853 . |XXXXXXXXXXXXXXXXXXXX 0.8114 . |XXXXXXXXXXXXXXXXXXX 0.7545 . |XXXXXXXXXXXXXXXX 0.6556 . |XXXXXXXXXXXXXX . 0.5697 . |XXXXXXXXXXXX . 0.4618 . |XXXXXXXXXX . 0.3879 . |XXXXXXX . 0.28110 . |XXXXX . 0.21511 . |XXX . 0.13612 - - . |XX . - 0.09013 . |X . 0.05814 . |X . 0.03515 . | . 0.00816 . | . 0.00517 . | . -0.01218 . | . -0.01319 . X| . -0.05020 . XX| . -0.06821 . XX| . -0.09022 . XXX| . -0.11623 . XXX| . -0.13724 - - . XXXXX| . - -0.19225 . XXXXXX| . -0.22226 . XXXXXX| . -0.25527 . XXXXXXX| . -0.28728 . XXXXXXXX| . -0.32129 . XXXXXXXX| . -0.32530 . XXXXXXXXX| . -0.35031 . XXXXXXXXX| . -0.34232 . XXXXXXXXX| . -0.34133 . XXXXXXXX| . -0.31734 . XXXXXXX| . -0.29635 . XXXXXXX| . -0.26936 - . XXXXXX| . -0.245

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXXXXXXXXXXXX 0.9162 . |XXXXXXX 0.2873 .XXXXX| . -0.2014 . X| . -0.0595 XXXXXX| . -0.2576 . XXX| . -0.1257 . XXX| . -0.1268 . |XXX . 0.1119 . XX| . -0.09210 . |XX . 0.09511 . |X . 0.03712 - - - - - - - - . |X . - - - - - - - 0.05713 . |XXXXX. 0.20414 . | . -0.00715 . XX| . -0.09716 . X| . -0.02517 . XXX| . -0.13018 . XX| . -0.08919 XXXXXX| . -0.23620 . XX| . -0.09121 . |X . 0.05422 . | . 0.01723 . |XXXXX. 0.18124 - - - - - - - - .XXXXX| . - - - - - - - -0.20825 . |XX . 0.10026 . |X . 0.02427 . X| . -0.04628 . X| . -0.03629 . |XX . 0.06930 . XXXX| . -0.14731 . XX| . -0.06832 . |XXX . 0.13533 . | . 0.01734 . |XX . 0.07135 . | . -0.02036 - - - - - - - - . XXX| . - - - - - - - -0.119

Page 19: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1Sample Autocorrelations of the Residuals 【一般機械工業】5

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXXXX| . -0.3972 XXXXXXXXX| . -0.3533 . |XXXXXXXXXXX 0.4334 . XXX| . -0.1255 XXXXXXXXXX| . -0.3816 . |XXXXXXXXXXXXXXXXX 0.6937 .XXXXXXXXX| . -0.3648 . XXX| . -0.1309 . |XXXXXXXXXX 0.38210 . XXXXXXXX| . -0.30111 . XXXXXXXXX| . -0.35312 - - - - - - . |XXXXXXXXXXXXXXXXXXXXX 0.84113 . XXXXXXXX| . -0.33814 . XXXXXXXX| . -0.30815 . |XXXXXXXXX . 0.35516 . XXX| . -0.11117 . XXXXXXXX| . -0.32318 . |XXXXXXXXXXXXXXX 0.59819 . XXXXXXXX| . -0.33120 . XXX| . -0.11021 . |XXXXXXXX . 0.33422 . XXXXXXX| . -0.27023 . XXXXXXX| . -0.27824 - - - . |XXXXXXXXXXXXXXXXX - 0.69925 . XXXXXXX| . -0.29126 . XXXXXX| . -0.25427 . |XXXXXXXX . 0.30528 . XXX| . -0.10429 . XXXXXX| . -0.24430 . |XXXXXXXXXXXX . 0.47231 . XXXXXXX| . -0.26032 . XXX| . -0.10833 . |XXXXXXX . 0.28134 . XXXXX| . -0.21735 . XXXXX| . -0.21136 - - . |XXXXXXXXXXXXXX . - 0.544

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXXXX| . -0.3972 XXXXXXXXXXXXXXX| . -0.6073 . XX| . -0.0654 .XXXX| . -0.1645 XXXXXXXXXXXXX| . -0.5206 . |XXXXXXXXXX 0.3927 XXXXXXX| . -0.2988 . |XXXXXXXXXXXX 0.4879 . |XXX . 0.11310 XXXXXX| . -0.24911 XXXXXXXXX| . -0.37912 - - - - - - - - - . |XXXXX - - - - - - - - 0.21113 . |XXXXXX 0.22414 . |XXX . 0.11615 . XX| . -0.08816 .XXXX| . -0.14617 . | . -0.00818 . XXX| . -0.12319 . XXX| . -0.13620 . XX| . -0.08921 . X| . -0.04122 . X| . -0.03223 . |XX . 0.09424 - - - - - - - - - . X| . - - - - - - - - -0.03625 . |XXX . 0.10126 . XX| . -0.06927 . |X . 0.04128 . | . 0.00729 . |X . 0.03730 .XXXX| . -0.14431 . | . -0.01532 .XXXX| . -0.17933 . XX| . -0.09134 . X| . -0.04735 . | . -0.01336 - - - - - - - - - . | . - - - - - - - - 0.019

Page 20: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1, Seasonal Order=1Sample Autocorrelations of the Residuals 【一般機械工業】5

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXX| . -0.3152 . |XXXXXX 0.2533 . XX| . -0.0944 . |XXXXXXX 0.2725 . XX| . -0.0726 . |XXX . 0.1167 . XXXX| . -0.1718 . |XXXXX . 0.1939 . XXXXXX| . -0.23410 . |XX . 0.08111 . XXXXX| . -0.18512 - - - - - - - . XXX| . - - - - - - -0.10813 . X| . -0.04514 . | . 0.00715 . XXX| . -0.12616 . |X . 0.05317 . XX| . -0.08518 . |XXXXX . 0.19419 . XXX| . -0.12120 . | . 0.01021 . |X . 0.03122 . X| . -0.02623 . |XXXXX . 0.19024 - - - - - - - . XXXX| . - - - - - - -0.16125 . |X . 0.02026 . | . 0.00427 . | . 0.00928 . XXXXX| . -0.19229 . |XXX . 0.11630 . XXXXX| . -0.18631 . |X . 0.05932 . XXXX| . -0.16033 . |X . 0.02134 . X| . -0.04435 . | . 0.01936 - - - - - - - . X| . - - - - - - -0.060

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXX| . -0.3152 . |XXXX . 0.1713 . |X . 0.0294 . |XXXXXX 0.2415 . |XX . 0.0826 . |X . 0.0337 . XXXX| . -0.1698 . |X . 0.0319 . XXXX| . -0.16610 . XX| . -0.08911 . XX| . -0.09312 - - - - - - - XXXXXXX| . - - - - - - - -0.26413 . X| . -0.03414 . |XX . 0.07015 . | . 0.01916 . |XXX . 0.10917 . |XX . 0.06318 . |XXXXX. 0.19419 . | . 0.01220 . XXX| . -0.12921 . XXX| . -0.10122 XXXXXX| . -0.25023 . |XXX . 0.12224 - - - - - - - - . XXXX| . - - - - - - - -0.17425 . XX| . -0.09526 . | . 0.01627 . |X . 0.02128 . XXX| . -0.11529 . |XXX . 0.12630 . |X . 0.05031 . XXXX| . -0.14632 . X| . -0.04633 . XXX| . -0.13334 . XX| . -0.07035 . |XX . 0.06936 - - - - - - - - . XX| . - - - - - - - -0.060

Page 21: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: noneSample Autocorrelations of the Residuals 【電気機械工業】6

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXX 0.3122 . |XXXX . 0.1793 . |XXXXXXXXXXXXXX 0.5454 . |XXXXXXXXX 0.3455 . |XXXX . 0.1596 . |XXXXXXXXXXXX 0.4877 . |XXX . 0.1318 . |XXXXXX . 0.2419 . |XXXXXXXXX 0.37210 . | . 0.00811 . |XX . 0.07912 - - - - - - . |XXXXXXXXXXXXXXXX - - 0.63713 . |X . 0.04714 . X| . -0.06015 . |XXXXXX . 0.24516 . |XX . 0.07917 . XX| . -0.07518 . |XXXXX . 0.20719 . XX| . -0.08520 . | . 0.01621 . |XXX . 0.12222 . XXXXX| . -0.18323 . XXX| . -0.10724 - - - - - - . |XXXXXXXXX . - - - - - 0.35625 . XXX| . -0.12326 . XXXXX| . -0.20927 . |X . 0.04828 . XX| . -0.09029 . XXXXX| . -0.21430 . |X . 0.02131 . XXXXX| . -0.21732 . XXX| . -0.13033 . X| . -0.02234 . XXXXXXX| . -0.28535 . XXXXX| . -0.21436 - - - - - . |XXXX . - - - - 0.166

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXX 0.3122 . |XX . 0.0913 . |XXXXXXXXXXXXX 0.5204 . |XX . 0.0995 . | . 0.0056 . |XXXXXXX 0.2887 XXXXXXXXX| . -0.3558 . |XXXXXXXXX 0.3779 XXXXX| . -0.21910 XXXXX| . -0.20311 . |XXXXX 0.19912 - - - - - - - - - . |XXXXXXXXXXX - - - - 0.45413 XXXXXXXXX| . -0.34714 .XXXX| . -0.14515 XXXXXXX| . -0.29616 . |XX . 0.07617 . |X . 0.05118 . XX| . -0.06219 . |XX . 0.09720 . XX| . -0.08921 . |XX . 0.07022 . X| . -0.03223 . |X . 0.05524 - - - - - - - - - . X| . - - - - - - - - -0.02725 . | . -0.01926 . XXX| . -0.10027 . X| . -0.05228 . XX| . -0.06729 . X| . -0.02830 . | . -0.01431 . X| . -0.03832 . | . 0.00133 . |XX . 0.06834 . X| . -0.02135 . | . 0.00636 - - - - - - - - - . XXX| . - - - - - - - - -0.102

Page 22: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Seasonal Order=1Sample Autocorrelations of the Residuals 【電気機械工業】6

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXXXXXXXXXXXX 0.9092 . |XXXXXXXXXXXXXXXXXXXXX 0.8593 . |XXXXXXXXXXXXXXXXXXXX 0.7974 . |XXXXXXXXXXXXXXXXX 0.6975 . |XXXXXXXXXXXXXX. 0.5766 . |XXXXXXXXXXXX . 0.4637 . |XXXXXXXXX . 0.3438 . |XXXXXX . 0.2429 . |XXX . 0.13710 . |XX . 0.07211 . | . 0.00812 - - - . X| . - - -0.04113 . X| . -0.05714 . X| . -0.04115 . X| . -0.05516 . X| . -0.05117 . X| . -0.02818 . | . -0.01819 . X| . -0.02120 . X| . -0.04121 . XX| . -0.07322 . XX| . -0.09323 . XXX| . -0.12724 - - - . XXXXX| . - - -0.18125 . XXXXX| . -0.19826 . XXXXXX| . -0.23627 . XXXXXXX| . -0.26128 . XXXXXXX| . -0.27729 . XXXXXXX| . -0.27630 . XXXXXXX| . -0.27431 . XXXXXX| . -0.24832 . XXXXX| . -0.21133 . XXXX| . -0.15834 . XXX| . -0.12235 . XX| . -0.07036 - - . X| . - -0.024

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXXXXXXXXXXXX 0.9092 . |XXXXX. 0.1863 . X| . -0.0454 XXXXXXX| . -0.2795 XXXXXXXX| . -0.3096 . XXX| . -0.1197 . X| . -0.0468 . |XXX . 0.1389 . |X . 0.02610 . |XXXXX. 0.19111 . | . 0.01512 - - - - - - - - . X| . - - - - - - - -0.04113 . |X . 0.04214 . |XXXX . 0.17115 . XXXX| . -0.15516 . XXXX| . -0.17317 . X| . -0.04318 . X| . -0.05119 . X| . -0.02420 .XXXXX| . -0.18321 . XXXX| . -0.16522 . |XX . 0.08823 . |XXXXX. 0.19024 - - - - - - - - . XX| . - - - - - - - -0.06225 . |XXXXX. 0.20626 . | . 0.01227 . X| . -0.04328 .XXXXX| . -0.18229 . |X . 0.02530 . | . 0.00731 . |X . 0.05532 . |X . 0.02633 . |X . 0.02134 . |X . 0.02235 . | . -0.00336 - - - - - - - - . XXX| . - - - - - - - -0.121

Page 23: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1Sample Autocorrelations of the Residuals 【電気機械工業】6

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXXXX| . -0.4022 XXXXXXXXX| . -0.3493 . |XXXXXXXXXX 0.3924 . | . -0.0015 XXXXXXXXX| . -0.3786 . |XXXXXXXXXXXX 0.4987 XXXXXXXXX| . -0.3428 . | . -0.0069 . |XXXXXXXX. 0.34010 . XXXXXXXX| . -0.30511 .XXXXXXXXX| . -0.35212 - - - - - - . |XXXXXXXXXXXXXXXXXXXXX 0.83513 . XXXXXXXXX| . -0.35014 . XXXXXXX| . -0.28315 . |XXXXXXXX . 0.31916 . | . -0.00117 . XXXXXXXX| . -0.32418 . |XXXXXXXXXX . 0.41719 . XXXXXXX| . -0.29120 . | . 0.00521 . |XXXXXXX . 0.27822 . XXXXXXX| . -0.26323 . XXXXXXX| . -0.28124 - - - - . |XXXXXXXXXXXXXXXXX - 0.68125 . XXXXXXX| . -0.28326 . XXXXXX| . -0.23127 . |XXXXXXX . 0.26428 . | . -0.00129 . XXXXXXX| . -0.27030 . |XXXXXXXXX . 0.35031 . XXXXXX| . -0.24532 . | . -0.00533 . |XXXXXX . 0.25134 . XXXXXX| . -0.22935 . XXXXXX| . -0.22036 - - - . |XXXXXXXXXXXXXX . - - 0.543

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXXXX| . -0.4022 XXXXXXXXXXXXXXX| . -0.6093 .XXXX| . -0.1494 . X| . -0.0355 XXXXXXXX| . -0.3266 . |XXXXXXXX 0.3177 XXXXXXXXXXX| . -0.4228 . |XXXXX 0.2009 . |XXX . 0.12610 XXXXXXX| . -0.27011 XXXXXXXXXXXX| . -0.46212 - - - - - - - - - . |XXXXXXXXX - - - - - 0.35013 . |XXXX. 0.14314 . |XXXXXXX 0.27515 .XXXX| . -0.14316 . XXX| . -0.10717 . X| . -0.02218 .XXXX| . -0.15719 . | . 0.01220 .XXXX| . -0.15621 . X| . -0.04022 . XXX| . -0.10523 . | . 0.00324 - - - - - - - - - . X| . - - - - - - - - -0.03225 . |X . 0.05526 . | . -0.01827 . |X . 0.02428 . X| . -0.03029 . X| . -0.04630 . | . -0.00431 . XX| . -0.08332 . XXX| . -0.11233 . X| . -0.05334 . XX| . -0.06635 . |XX . 0.07136 - - - - - - - - - . XX| . - - - - - - - - -0.079

Page 24: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1, Seasonal Order=1Sample Autocorrelations of the Residuals 【電気機械工業】6

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXX| . -0.2252 . |X . 0.0553 . |XXXXX. 0.2174 . |XXX . 0.1225 . X| . -0.0486 . |X . 0.0397 . XXX| . -0.1068 . | . 0.0199 .XXXXXX| . -0.22710 . | . -0.01311 . XX| . -0.08312 - - - - - - - - . XXXX| . - - - - - - - -0.17213 . XXXXX| . -0.18314 . |XXXX . 0.17015 . XXX| . -0.10416 . XX| . -0.09317 . |XX . 0.07818 . |X . 0.05619 . |XXX . 0.11020 . |XX . 0.06921 . XX| . -0.06622 . |XX . 0.07023 . |XXX . 0.11324 - - - - - - - . XXXXX| . - - - - - - -0.20425 . |XX . 0.09926 . X| . -0.05827 . X| . -0.05528 . XXX| . -0.13429 . | . 0.01730 . XXX| . -0.13731 . X| . -0.05732 . XX| . -0.09933 . |XXX . 0.10134 . XX| . -0.08235 . |X . 0.02836 - - - - - - - . | . - - - - - - 0.006

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXX| . -0.2252 . | . 0.0053 . |XXXXXX 0.2424 . |XXXXXX 0.2485 . | . 0.0206 . XX| . -0.0647 XXXXXX| . -0.2418 . XXX| . -0.1119 XXXXXXX| . -0.26110 . XX| . -0.07211 . | . 0.00212 - - - - - - - - . X| . - - - - - - - -0.05613 .XXXXX| . -0.18014 . |XXX . 0.13415 . |XXX . 0.13516 . | . 0.00217 . | . 0.01018 . X| . -0.05219 . |XXX . 0.11720 . |XX . 0.08621 . XXXX| . -0.15422 XXXXXX| . -0.25523 . | . -0.01224 - - - - - - - - XXXXXX| . - - - - - - - -0.25925 . XX| . -0.06026 . |X . 0.03727 . |XXXX . 0.17428 . XX| . -0.07129 . X| . -0.03530 . XX| . -0.09831 . XX| . -0.06832 . XX| . -0.06533 . X| . -0.04834 . X| . -0.04335 . |XX . 0.08136 - - - - - - - - . X| . - - - - - - - -0.022

Page 25: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: noneSample Autocorrelations of the Residuals 【情報通信機械工業】7

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXX 0.2002 . |XX . 0.0623 . |XXXXXXXXXXXX 0.4954 . |XXXXXXX 0.2635 . |XXX . 0.1096 . |XXXXXXXXXXXXX 0.5297 . |XX . 0.0868 . |XXXX . 0.1449 . |XXXXXXXX 0.30410 . XXXX| . -0.14611 . XX| . -0.07912 - - - - - - - . |XXXXXXXXXXXXXX - - - 0.54413 . XXX| . -0.12214 . XXXXXX| . -0.22615 . |XXX . 0.10916 . XX| . -0.08517 . XXXXX| . -0.21718 . |XXXX . 0.15619 . XXXXX| . -0.19920 . XXX| . -0.11621 . |X . 0.04822 . XXXXXXX| . -0.26823 . XXXXX| . -0.20124 - - - - - - . |XXXXXXXX . - - - - - 0.33925 . XXXX| . -0.17526 . XXXXXXX| . -0.26527 . |X . 0.04828 . X| . -0.04929 . XXXX| . -0.16230 . |XXXX . 0.16931 . XXX| . -0.10232 . XX| . -0.06533 . |XX . 0.09034 . XXXX| . -0.16335 . XXX| . -0.13836 - - - - - . |XXXXXXXX . - - - - 0.303

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXX 0.2002 . |X . 0.0233 . |XXXXXXXXXXXX 0.4984 . |XXX . 0.1075 . |XX . 0.0796 . |XXXXXXXXXX 0.3987 XXXXXXX| . -0.2898 . |XXXXXX 0.2549 XXXXXXX| . -0.27610 XXXXXXXXXXXX| . -0.46511 . XX| . -0.08112 - - - - - - - - - . |XXXXXXXXXX - - - - - 0.38813 XXXXX| . -0.21114 . | . -0.01815 XXXXXX| . -0.24116 . |XXX . 0.13117 . | . 0.01518 . | . -0.00419 . |X . 0.05320 . X| . -0.02621 . |XX . 0.09422 . |XXXX. 0.14523 . |X . 0.02924 - - - - - - - - - . |XXX . - - - - - - - - 0.10725 . XXX| . -0.11526 XXXXX| . -0.19627 . XX| . -0.09428 . X| . -0.05729 . |X . 0.03930 . | . 0.01331 . |X . 0.04132 . | . -0.00933 . |XX . 0.08334 . XX| . -0.06835 . | . -0.01936 - - - - - - - - - .XXXX| . - - - - - - - - -0.165

Page 26: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Seasonal Order=1Sample Autocorrelations of the Residuals 【情報通信機械工業】7

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXXXXXXXXX 0.8192 . |XXXXXXXXXXXXXXXXXXX 0.7663 . |XXXXXXXXXXXXXXXXX 0.6764 . |XXXXXXXXXXXXXX 0.5645 . |XXXXXXXXXXX . 0.4456 . |XXXXXXXXX . 0.3487 . |XXXXXX . 0.2328 . |XXX . 0.1269 . |X . 0.04110 . XXX| . -0.11611 . XXXX| . -0.16112 - - - - . XXXXXX| . - - - -0.22913 . XXXXXXX| . -0.26114 . XXXXXX| . -0.24715 . XXXXXXX| . -0.27516 . XXXXXXX| . -0.26717 . XXXXXX| . -0.25918 . XXXXXX| . -0.24219 . XXXXX| . -0.21720 . XXXX| . -0.15921 . XXXX| . -0.16722 . XXX| . -0.10923 . XX| . -0.07824 - - - . XXX| . - - -0.10425 . XX| . -0.07226 . X| . -0.04127 . X| . -0.02728 . |X . 0.02329 . |X . 0.05530 . |XX . 0.06931 . |XXX . 0.10632 . |XXX . 0.10833 . |XX . 0.10034 . |XXX . 0.12135 . |XXX . 0.12736 - - - . |XXX . - - 0.108

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXXXXXXXXX 0.8192 . |XXXXXXX 0.2893 . X| . -0.0234 . XXXX| . -0.1535 . XXXX| . -0.1586 . X| . -0.0417 . XX| . -0.0828 . XX| . -0.0789 . | . -0.01610 XXXXXXX| . -0.28711 . |XX . 0.09112 - - - - - - - - . |X . - - - - - - - 0.04413 . |XX . 0.07514 . |XXXX . 0.15615 . XXXX| . -0.15016 . X| . -0.02817 . X| . -0.04418 . | . -0.00919 . |XX . 0.09020 . | . -0.00521 . XXXX| . -0.16722 . |X . 0.03423 . | . -0.00224 - - - - - - - - . XX| . - - - - - - - -0.08825 . |X . 0.03326 . |XX . 0.09927 . | . 0.01428 . |XX . 0.08329 . |X . 0.02630 . | . 0.01731 . | . -0.00832 . X| . -0.03933 . X| . -0.05934 . X| . -0.04435 . |X . 0.05936 - - - - - - - - . XX| . - - - - - - - -0.088

Page 27: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1Sample Autocorrelations of the Residuals 【情報通信機械工業】7

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXXXX| . -0.4072 XXXXXXXXX| . -0.3473 . |XXXXXXXXXX 0.4034 . X| . -0.0515 XXXXXXXXX| . -0.3536 . |XXXXXXXXXXXXXX 0.5427 .XXXXXXXX| . -0.3198 . X| . -0.0559 . |XXXXXXXXXX 0.38110 . XXXXXXXX| . -0.32611 .XXXXXXXXX| . -0.35112 - - - - - - . |XXXXXXXXXXXXXXXXXXXX 0.80313 . XXXXXXXXX| . -0.34614 . XXXXXXX| . -0.26515 . |XXXXXXXX . 0.32016 . X| . -0.04017 . XXXXXXXX| . -0.31418 . |XXXXXXXXXXX . 0.45219 . XXXXXXX| . -0.28220 . X| . -0.04321 . |XXXXXXX . 0.29922 . XXXXXX| . -0.24223 . XXXXXXXX| . -0.30124 - - - - . |XXXXXXXXXXXXXXXX - - 0.65925 . XXXXXXX| . -0.26126 . XXXXXX| . -0.24427 . |XXXXXX . 0.24328 . | . 0.01229 . XXXXXXX| . -0.27330 . |XXXXXXXXX . 0.37631 . XXXXX| . -0.20032 . XX| . -0.06333 . |XXXXXX . 0.25534 . XXXX| . -0.17835 . XXXXXXX| . -0.26236 - - - . |XXXXXXXXXXXXX . - - 0.503

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXXXX| . -0.4072 XXXXXXXXXXXXXXX| . -0.6143 .XXXX| . -0.1444 . XXX| . -0.1085 XXXXXXXXXX| . -0.3916 . |XXXXXXXX 0.3027 XXXXXXX| . -0.2668 . |XXXXXXX 0.2729 . |XXXXXXXXX 0.37910 . XX| . -0.08711 XXXXXXXXXXX| . -0.42812 - - - - - - - - - . |XXXXX - - - - - - - - 0.21713 . X| . -0.02114 . |XXXX. 0.14215 XXXXXX| . -0.23116 . X| . -0.04017 . X| . -0.04918 . XXX| . -0.10919 . | . -0.01820 .XXXX| . -0.14421 .XXXX| . -0.18022 . XX| . -0.07323 . XXX| . -0.13724 - - - - - - - - - . |XXX . - - - - - - - - 0.10825 . |XXXX. 0.14726 . |X . 0.03527 . | . -0.00528 . XX| . -0.07329 . | . -0.00530 . X| . -0.03231 . | . 0.01532 . XX| . -0.08433 . |X . 0.03934 . X| . -0.02335 . |XXX . 0.11936 - - - - - - - - - .XXXX| . - - - - - - - - -0.166

Page 28: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1, Seasonal Order=1Sample Autocorrelations of the Residuals 【情報通信機械工業】7

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXXX| . -0.3512 . |XXX . 0.1043 . |X . 0.0534 . | . 0.0125 . | . -0.0146 . |XXX . 0.1047 . | . -0.0028 . X| . -0.0479 . |XXXXX . 0.21810 XXXXXXXX| . -0.31611 . |XXX . 0.10112 - - - - - - - . XXXX| . - - - - - - -0.15513 . XXX| . -0.11914 . |XXXX . 0.15415 . XX| . -0.08816 . X| . -0.03617 . X| . -0.03418 . XX| . -0.06619 . XX| . -0.09020 . |XXXX . 0.15021 . XXXXX| . -0.20722 . |XX . 0.08523 . |XXX . 0.13824 - - - - - - - . XXXX| . - - - - - - -0.16625 . |X . 0.02926 . | . -0.00527 . XXX| . -0.11828 . |XXX . 0.10129 . |X . 0.04530 . XX| . -0.07331 . |XXX . 0.12332 . | . -0.00733 . XX| . -0.09134 . |XX . 0.06635 . |X . 0.04036 - - - - - - - . X| . - - - - - - -0.032

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXXX| . -0.3512 . X| . -0.0223 . |XX . 0.0954 . |XX . 0.0735 . | . 0.0036 . |XX . 0.0997 . |XX . 0.0738 . X| . -0.0439 . |XXXXX. 0.19210 XXXXXX| . -0.22411 . XXX| . -0.11512 - - - - - - - - .XXXXX| . - - - - - - - -0.21413 XXXXXXX| . -0.28014 . |XX . 0.08915 . | . 0.01216 . |X . 0.03917 . | . 0.00818 . XXX| . -0.11619 . | . 0.00120 . |XX . 0.08721 . XXX| . -0.10822 . X| . -0.04623 . |X . 0.03424 - - - - - - - - . XX| . - - - - - - - -0.06425 . XX| . -0.09126 . X| . -0.05027 . XXX| . -0.12928 . X| . -0.02929 . | . -0.00930 . | . 0.00931 . |XX . 0.07632 . |XX . 0.08633 . | . 0.01034 . XX| . -0.07835 . |XX . 0.08736 - - - - - - - - . | . - - - - - - - 0.001

Page 29: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: noneSample Autocorrelations of the Residuals 【電子部品・デバイス工業】8

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXXXXXXXXXXXX 0.9392 . |XXXXXXXXXXXXXXXXXXXXXX 0.8843 . |XXXXXXXXXXXXXXXXXXXXX 0.8394 . |XXXXXXXXXXXXXXXXXXX 0.7705 . |XXXXXXXXXXXXXXXXX 0.6996 . |XXXXXXXXXXXXXXXX 0.6457 . |XXXXXXXXXXXXXX . 0.5788 . |XXXXXXXXXXXXX . 0.5299 . |XXXXXXXXXXXX . 0.48310 . |XXXXXXXXXXX . 0.42611 . |XXXXXXXXXX . 0.40112 - - . |XXXXXXXXXX . - 0.39213 . |XXXXXXXX . 0.33414 . |XXXXXXX . 0.29815 . |XXXXXXX . 0.28016 . |XXXXXX . 0.25217 . |XXXXXX . 0.22718 . |XXXXX . 0.21619 . |XXXXX . 0.19020 . |XXXXX . 0.18221 . |XXXX . 0.16622 . |XXX . 0.13723 . |XXX . 0.12824 - - . |XXX . - 0.12025 . |XX . 0.07326 . |X . 0.03627 . | . 0.01228 . X| . -0.02229 . X| . -0.05230 . XX| . -0.07831 . XXX| . -0.10632 . XXX| . -0.11133 . XXX| . -0.12234 . XXX| . -0.13435 . XXX| . -0.13136 - - . XXX| . - -0.130

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXXXXXXXXXXXX 0.9392 . | . 0.0153 . |XX . 0.0634 XXXXXX| . -0.2265 . XX| . -0.0656 . |XX . 0.0727 . XXX| . -0.1038 . |XXXX. 0.1479 . XX| . -0.06110 . XX| . -0.08411 . |XXXXX 0.21812 - - - - - - - - - . |XX . - - - - - - - - 0.09013 XXXXXXXXX| . -0.37114 . |XX . 0.07815 . |XX . 0.07816 . |XX . 0.07017 . | . -0.01918 . | . -0.00219 . X| . -0.05120 . |XX . 0.06721 . XX| . -0.07122 . | . -0.00823 . X| . -0.02624 - - - - - - - - - . X| . - - - - - - - - -0.05525 . XXX| . -0.11426 . XX| . -0.06127 . |X . 0.05628 . | . 0.01529 . X| . -0.02130 . X| . -0.05931 . |X . 0.03732 . |XX . 0.08633 . | . -0.00734 . |X . 0.02635 . XX| . -0.09436 - - - - - - - - - . XX| . - - - - - - - - -0.091

Page 30: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Seasonal Order=1Sample Autocorrelations of the Residuals 【電子部品・デバイス工業】8

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXXXXXXXXXXXXX 0.9642 . |XXXXXXXXXXXXXXXXXXXXXX 0.8953 . |XXXXXXXXXXXXXXXXXXXX 0.7944 . |XXXXXXXXXXXXXXXXX 0.6605 . |XXXXXXXXXXXXX . 0.5126 . |XXXXXXXXX . 0.3567 . |XXXXX . 0.1998 . |X . 0.0539 . XX| . -0.07310 . XXXX| . -0.17711 . XXXXXX| . -0.25312 - - - . XXXXXXXX| . - - -0.30313 . XXXXXXXX| . -0.32014 . XXXXXXXX| . -0.31015 . XXXXXXX| . -0.28816 . XXXXXX| . -0.25017 . XXXXX| . -0.20918 . XXXX| . -0.17119 . XXXX| . -0.14120 . XXX| . -0.12021 . XXX| . -0.11122 . XXX| . -0.11423 . XXX| . -0.12624 - - . XXXX| . - -0.14525 . XXXX| . -0.17026 . XXXXX| . -0.19527 . XXXXX| . -0.21728 . XXXXXX| . -0.23229 . XXXXXX| . -0.23630 . XXXXXX| . -0.22731 . XXXXX| . -0.19932 . XXXX| . -0.15633 . XXX| . -0.10734 . X| . -0.04635 . | . 0.01936 - - . |XX . - 0.079

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXXXXXXXXXXXXX 0.9642 XXXXXXXXXXXX| . -0.4723 XXXXXXXXX| . -0.3774 XXXXXXXXX| . -0.3665 . | . -0.0026 . | . 0.0117 . |X . 0.0438 . |XX . 0.0809 . |XXX . 0.12210 . | . 0.01111 . |X . 0.03912 - - - - - - - - . XX| . - - - - - - - -0.09313 . |XXXX . 0.15814 . | . 0.00415 XXXXXX| . -0.24316 . XXX| . -0.12817 . XXX| . -0.13418 . X| . -0.04619 . XXX| . -0.12320 . |X . 0.05021 . |XX . 0.08622 . |X . 0.03323 . |XX . 0.06024 - - - - - - - - . | . - - - - - - - -0.01725 . | . -0.00426 . | . -0.00727 . XX| . -0.08028 . X| . -0.03329 . | . 0.00430 . |X . 0.03931 . |XXXX . 0.14732 . |X . 0.02333 . XXX| . -0.12234 . |X . 0.04535 . |X . 0.05936 - - - - - - - - . XXX| . - - - - - - - -0.120

Page 31: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1Sample Autocorrelations of the Residuals 【電子部品・デバイス工業】8

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . XXX| . -0.1082 . XX| . -0.0803 . |XXXXXX 0.2394 . |XXX . 0.1045 . XXX| . -0.1106 . |XXXX . 0.1807 XXXXXX| . -0.2288 . | . 0.0209 . |X . 0.03810 XXXXXXX| . -0.28711 .XXXXXX| . -0.22712 - - - - - - - - . |XXXXXXXXXXXXX - - - 0.51113 XXXXXXXX| . -0.32914 . XXXXX| . -0.20915 . | . 0.01016 . | . 0.00517 . XX| . -0.09618 . |XXX . 0.11119 . XXXXXX| . -0.22520 . |XXX . 0.12421 . |X . 0.04222 . XXX| . -0.12323 . X| . -0.03424 - - - - - - - . |XXXXXXXXXX - - - - - 0.41425 . XXXX| . -0.16226 . XX| . -0.07927 . |X . 0.05028 . | . 0.01729 . XX| . -0.07730 . |X . 0.04031 . XXXXXXX| . -0.27432 . |XXX . 0.10833 . X| . -0.05034 . XXX| . -0.12635 . | . 0.00236 - - - - - - . |XXXXXXX . - - - - - 0.290

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . XXX| . -0.1082 . XX| . -0.0933 . |XXXXXX 0.2244 . |XXXX. 0.1575 . X| . -0.0526 . |XXX . 0.1337 XXXXXXX| . -0.2948 . | . 0.0119 . X| . -0.04910 XXXXXXX| . -0.26211 XXXXXX| . -0.23212 - - - - - - - - - . |XXXXXXXXXXXX - - - - 0.50013 .XXXX| . -0.17614 .XXXX| . -0.15515 XXXXXXX| . -0.27416 . | . 0.00317 . |X . 0.03818 . | . 0.00719 . X| . -0.04020 . | . 0.01721 . XX| . -0.09422 . |XX . 0.07223 . | . 0.01824 - - - - - - - - - . X| . - - - - - - - - -0.03025 . | . 0.01826 . XXX| . -0.10227 . | . 0.00928 XXXXX| . -0.19729 .XXXX| . -0.15630 . XXX| . -0.10931 . XXX| . -0.12132 . |X . 0.05133 . | . -0.01134 . | . 0.00735 . |XX . 0.07136 - - - - - - - - - . |X . - - - - - - - - 0.046

Page 32: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1, Seasonal Order=1Sample Autocorrelations of the Residuals 【電子部品・デバイス工業】8

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXX 0.4592 . |XXXXXXXXXXXX 0.4613 . |XXXXXXXXXXXX 0.4664 . |XXXXX . 0.2095 . |XXX . 0.1316 . | . 0.0207 . XXXX| . -0.1618 . XXXXXXX| . -0.2669 . XXXXXXXX| . -0.30710 XXXXXXXXXX| . -0.40411 .XXXXXXXXX| . -0.35712 - - - - - XXXXXXXXXXXX| . - - - - - -0.47313 . XXXXXXXXXX| . -0.38514 . XXXXX| . -0.19815 . XXXXXX| . -0.22116 . X| . -0.04917 . |X . 0.05418 . |XXX . 0.10219 . |XXX . 0.12520 . |XXXX . 0.16521 . |XXXX . 0.16322 . |XXX . 0.12123 . |XXX . 0.12324 - - - - - . |X . - - - - 0.05525 . | . 0.00926 . X| . -0.03527 . XXX| . -0.10128 . XXXX| . -0.17529 . XXXXX| . -0.19030 . XXXXXXX| . -0.27031 . XXXXX| . -0.19432 . XXX| . -0.11933 . XXXX| . -0.16934 . X| . -0.05935 . |XX . 0.06636 - - - - - . | . - - - - -0.005

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXX 0.4592 . |XXXXXXXX 0.3173 . |XXXXXX 0.2484 .XXXXX| . -0.1875 . XXXX| . -0.1696 . XXXX| . -0.1597 .XXXXX| . -0.1898 .XXXXX| . -0.1939 . XX| . -0.07310 . XX| . -0.08711 . |X . 0.05212 - - - - - - - - .XXXXX| . - - - - - - - -0.20613 . X| . -0.03814 . |XXXXX. 0.20015 . |XX . 0.07216 . |XX . 0.08017 . | . 0.00218 . | . 0.00019 .XXXXX| . -0.18620 .XXXXX| . -0.21421 . XXX| . -0.11322 . XX| . -0.09423 . | . -0.00424 - - - - - - - - . X| . - - - - - - - -0.04925 . X| . -0.04226 . |XX . 0.07327 . | . -0.00428 . XX| . -0.09829 . X| . -0.04530 . XXXX| . -0.17931 . X| . -0.04832 . | . 0.00733 . XX| . -0.08934 . XX| . -0.07135 . |XXX . 0.11136 - - - - - - - - . XX| . - - - - - - - -0.085

Page 33: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: noneSample Autocorrelations of the Residuals 【輸送機械工業】9

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXX 0.4372 . |XXXXXX 0.2343 . |XXXXXXXXXXXXX 0.5034 . |XXXXXXXXXXXXXXX 0.5855 . |XXXXXXXX. 0.3296 . |XXXXXXX . 0.2817 . |XXXXXXXX . 0.3218 . |XXXXXXXXXXXXX 0.5119 . |XXXXXXXXXX. 0.38810 . |XX . 0.09711 . |XXXXXX . 0.24212 - - - - - - . |XXXXXXXXXXXXXXXX - - 0.65613 . |XXXXX . 0.20614 . |XX . 0.07615 . |XXXXXXX . 0.28816 . |XXXXXXXXX . 0.36717 . |XXXX . 0.17218 . |XXX . 0.12719 . |XXXX . 0.17520 . |XXXXXXXX . 0.32521 . |XXXXX . 0.19922 . X| . -0.05123 . |XX . 0.07924 - - - - - . |XXXXXXXXX . - - - - 0.37225 . | . 0.01326 . XX| . -0.09327 . |XX . 0.07228 . |XXXX . 0.14029 . X| . -0.03130 . XX| . -0.07431 . X| . -0.02732 . |XX . 0.08033 . | . -0.01334 . XXXXX| . -0.21435 . XXX| . -0.10336 - - - - . |XXX . - - - 0.136

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXX 0.4372 . |X . 0.0523 . |XXXXXXXXXXXX 0.4764 . |XXXXXXXXX 0.3445 . |X . 0.0276 . | . 0.0127 .XXXX| . -0.1558 . |XXXXXXXX 0.3099 . |XX . 0.07410 XXXXXX| . -0.25611 . X| . -0.02712 - - - - - - - - - . |XXXXXXXXXXXX - - - - 0.48113 XXXXXXXX| . -0.34014 . |XX . 0.07515 XXXXX| . -0.21816 . | . 0.01517 . |XX . 0.09318 . | . -0.01519 . |XX . 0.08620 . XXX| . -0.13021 . X| . -0.05922 . X| . -0.03323 . | . -0.01724 - - - - - - - - - . | . - - - - - - - - -0.01825 . X| . -0.04426 . XXX| . -0.12727 . | . -0.00428 . X| . -0.02729 . | . 0.00230 . |X . 0.02331 . XX| . -0.07632 . X| . -0.05433 . |X . 0.03134 . | . -0.01835 . | . 0.00036 - - - - - - - - - . |X . - - - - - - - - 0.034

Page 34: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Seasonal Order=1Sample Autocorrelations of the Residuals 【輸送機械工業】9

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXX 0.5252 . |XXXXXXXXXXXX 0.4883 . |XXXXXXXX 0.3164 . |XXXXX . 0.1955 . |X . 0.0466 . | . -0.0127 . XXXXX| . -0.1898 . XXXX| . -0.1609 . XXXX| . -0.15610 . XXXXXXX| . -0.29411 . XXXXXXX| . -0.27812 - - - - - - . XXXXXXXX| . - - - - - -0.31413 . XXXXXXXX| . -0.33214 . XXXX| . -0.17515 . XXX| . -0.13116 . XXX| . -0.12017 . | . 0.00518 . X| . -0.04819 . | . 0.01820 . |XX . 0.06021 . |XX . 0.07822 . X| . -0.04223 . |XXXXX . 0.18824 - - - - - - . |XXX . - - - - - 0.10625 . |XXXXX . 0.18526 . |XXXXXXX . 0.28227 . |XXXXX . 0.20628 . |XXXXXXX . 0.27029 . |XXXXXX . 0.23430 . |XXXXX . 0.20731 . |XXXX . 0.14232 . |XXX . 0.14033 . X| . -0.03034 . | . -0.01435 . XXX| . -0.12636 - - - - - . XXXXXX| . - - - - -0.250

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXX 0.5252 . |XXXXXXX 0.2943 . X| . -0.0294 . XX| . -0.0875 . XXX| . -0.1346 . X| . -0.0327 .XXXXX| . -0.1948 . |X . 0.0219 . |XX . 0.08010 XXXXXX| . -0.24011 . XX| . -0.09812 - - - - - - - - . XX| . - - - - - - - -0.08613 . XX| . -0.09814 . |XXXX . 0.16315 . |X . 0.05716 . XX| . -0.08317 . | . -0.00118 . XXXX| . -0.17819 . | . 0.01720 . |X . 0.04321 . |XX . 0.07122 .XXXXX| . -0.21823 . |XXXXX. 0.18524 - - - - - - - - . |X . - - - - - - - 0.03025 . | . -0.00326 . |XXXXXXX 0.28427 . | . -0.01328 . |XX . 0.07329 . XX| . -0.07530 . |XX . 0.09731 . |X . 0.02232 . | . -0.00233 . | . -0.01934 . XX| . -0.07335 . XXX| . -0.10636 - - - - - - - - . XX| . - - - - - - - -0.075

Page 35: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1Sample Autocorrelations of the Residuals 【輸送機械工業】9

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXX| . -0.3212 XXXXXXXXXXX| . -0.4243 . |XXXX . 0.1434 . |XXXXXXXX 0.3315 . XXXXX| . -0.1876 . XX| . -0.0937 . XXXX| . -0.1428 . |XXXXXXXX 0.3039 . |XXX . 0.13510 XXXXXXXXXX| . -0.39111 . XXXXXX| . -0.24812 - - - - - - - . |XXXXXXXXXXXXXXXXXXXX 0.79813 . XXXXXXX| . -0.28914 . XXXXXXXX| . -0.30315 . |XX . 0.08016 . |XXXXXXX . 0.29317 . XXXX| . -0.15218 . XX| . -0.08919 . XX| . -0.09820 . |XXXXXXX . 0.26321 . |XX . 0.09422 . XXXXXXXXX| . -0.35323 . XXXX| . -0.15824 - - - - - . |XXXXXXXXXXXXXXXX - - 0.62425 . XXXXXX| . -0.23226 . XXXXXX| . -0.23727 . |X . 0.05328 . |XXXXXXX . 0.26529 . XXXX| . -0.14330 . XX| . -0.06931 . XX| . -0.06732 . |XXXXX . 0.20533 . |XX . 0.08234 . XXXXXXX| . -0.28235 . XXX| . -0.12436 - - - - . |XXXXXXXXXXXX . - - - 0.473

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXX| . -0.3212 XXXXXXXXXXXXXXX| . -0.5883 XXXXXXXXXXX| . -0.4474 . XXX| . -0.1035 . XX| . -0.0946 . |XXX . 0.1037 XXXXXXXXX| . -0.3738 .XXXX| . -0.1609 . |XXXX. 0.17710 . X| . -0.04111 XXXXXXXXXXXXXXX| . -0.58812 - - - - - - - - - . |XXXXXXX - - - - - - 0.26613 .XXXX| . -0.14914 . |XXXXXX 0.23715 . X| . -0.05616 . XX| . -0.08317 . X| . -0.05218 .XXXX| . -0.14619 . |XXX . 0.10520 . | . 0.00421 . X| . -0.02922 . XXX| . -0.12423 . XXX| . -0.13924 - - - - - - - - - . XX| . - - - - - - - - -0.09625 . |X . 0.03826 . X| . -0.05727 . | . 0.00928 . XX| . -0.07829 . XX| . -0.08030 . |XX . 0.06431 . |X . 0.03932 . | . 0.00533 . | . -0.00934 . |X . 0.05035 . |X . 0.04136 - - - - - - - - - . |X . - - - - - - - - 0.049

Page 36: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1, Seasonal Order=1Sample Autocorrelations of the Residuals 【輸送機械工業】9

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXXXXXX| . -0.4822 . |XXX . 0.1363 . | . 0.0004 . | . -0.0185 . XX| . -0.0776 . |XXXX . 0.1467 . XXXXX| . -0.2018 . | . 0.0189 . |XXXX . 0.15910 . XXXX| . -0.16211 . |XX . 0.06412 - - - - - - - . X| . - - - - - - -0.03013 . XXXXX| . -0.21314 . |XXXX . 0.14315 . |X . 0.02716 . XXX| . -0.10617 . |XXXXX . 0.19918 . XXXX| . -0.14719 . | . 0.00220 . |X . 0.04221 . |XXX . 0.13022 XXXXXXXXXX| . -0.39723 . |XXXXXXXXX 0.35124 - - - - - - . XXXX| . - - - - - -0.16025 . X| . -0.04526 . |XXXXXX . 0.23727 . XXXXX| . -0.19128 . |XX . 0.08729 . | . 0.01430 . | . 0.00331 . X| . -0.03832 . |XXXX . 0.14533 . XXXXX| . -0.18934 . |XXXX . 0.16235 . |X . 0.04136 - - - - - - . XXX| . - - - - - -0.109

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXXXXXX| . -0.4822 . XXX| . -0.1263 . | . 0.0174 . | . 0.0085 . XXX| . -0.1146 . |XX . 0.0737 . XXX| . -0.1178 . XXXX| . -0.1769 . |XXX . 0.12010 . | . -0.01011 . X| . -0.03812 - - - - - - - - . XX| . - - - - - - - -0.07613 XXXXXXXX| . -0.31614 . XXXX| . -0.14515 . |X . 0.02916 . | . -0.01117 . |XXXX . 0.16318 . XX| . -0.07719 . XXXX| . -0.15420 . XXXX| . -0.16621 . |XXXXX. 0.19122 XXXXXX| . -0.23523 . XX| . -0.06824 - - - - - - - - . | . - - - - - - - 0.00825 XXXXXXX| . -0.29626 . |X . 0.04627 . | . 0.00328 . |XXX . 0.13629 . X| . -0.02130 . X| . -0.03131 . | . -0.00932 . X| . -0.02833 . |X . 0.02834 . |XXX . 0.11935 . |XX . 0.06536 - - - - - - - - . |X . - - - - - - - 0.021

Page 37: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: noneSample Autocorrelations of the Residuals 【精密機械工業】10

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXXXX 0.5942 . |XXXXXXXXXXXX 0.4893 . |XXXXXXXXXXXXXXX 0.5894 . |XXXXXXXXXXXXX 0.5005 . |XXXXXXXXXXX 0.4346 . |XXXXXXXXXXXXXX 0.5767 . |XXXXXXXXX . 0.3518 . |XXXXXXXX . 0.3269 . |XXXXXXXXX . 0.35210 . |XXXXX . 0.20011 . |XXXXXX . 0.22512 - - - - - . |XXXXXXXXXXXX. - - - - 0.47813 . |XXXX . 0.18014 . |XXX . 0.10915 . |XXXXX . 0.18516 . |XX . 0.08017 . | . 0.00818 . |XXXX . 0.14519 . XX| . -0.06620 . XX| . -0.09321 . XX| . -0.08422 . XXXXX| . -0.21523 . XXXX| . -0.17524 - - - - . |X . - - - 0.04425 . XXXXX| . -0.20626 . XXXXXXX| . -0.26327 . XXXX| . -0.17728 . XXXXXX| . -0.24429 . XXXXXX| . -0.25430 . XXXX| . -0.14631 . XXXXXXX| . -0.29032 . XXXXXXX| . -0.27633 . XXXXXX| . -0.25434 . XXXXXXXXX| . -0.37235 . XXXXXXXX| . -0.32936 - - - - . XXXX| . - - - -0.160

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXXXX 0.5942 . |XXXXX 0.2103 . |XXXXXXXXX 0.3794 . |X . 0.0575 . |X . 0.0466 . |XXXXXXX 0.2937 XXXXXXX| . -0.2998 . |XX . 0.0689 . XXX| . -0.13010 XXXXX| . -0.18511 . |XXXX. 0.15612 - - - - - - - - - . |XXXXXXXXXX - - - - - 0.39513 XXXXXXXX| . -0.30714 . X| . -0.05215 . XXX| . -0.12416 . XXX| . -0.10317 . XXX| . -0.10918 . | . -0.01219 . XX| . -0.08420 . | . -0.00921 . XX| . -0.09022 . | . 0.00023 . |XXX . 0.11724 - - - - - - - - - . |XXX . - - - - - - - - 0.11025 . XX| . -0.08726 . XXX| . -0.11727 . XX| . -0.08228 . X| . -0.02529 . |XX . 0.06630 . XXX| . -0.12931 . |XX . 0.09332 . |X . 0.03433 . | . -0.00534 . XX| . -0.06135 . XX| . -0.08236 - - - - - - - - - . XXX| . - - - - - - - - -0.109

Page 38: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Seasonal Order=1Sample Autocorrelations of the Residuals 【精密機械工業】10

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXXXXXXXXX 0.8162 . |XXXXXXXXXXXXXXXXXXX 0.7673 . |XXXXXXXXXXXXXXXXX 0.6824 . |XXXXXXXXXXXXXXXXX 0.6845 . |XXXXXXXXXXXXXXXX 0.6436 . |XXXXXXXXXXXXXX. 0.5527 . |XXXXXXXXXXXX . 0.4838 . |XXXXXXXXXXX . 0.4249 . |XXXXXXXXXX . 0.39510 . |XXXXXXXX . 0.32511 . |XXXXXXX . 0.27312 - - - . |XXXX . - - 0.16813 . |XXXXX . 0.21414 . |XXXXX . 0.21615 . |XXXXX . 0.19116 . |XXX . 0.12217 . |X . 0.05018 . |X . 0.02719 . | . 0.01220 . X| . -0.03621 . XX| . -0.09222 . XXX| . -0.13823 . XXXX| . -0.15824 - - - . XXXX| . - - -0.14725 . XXXXX| . -0.18826 . XXXXXX| . -0.25327 . XXXXXXX| . -0.26128 . XXXXXX| . -0.24629 . XXXXXX| . -0.23030 . XXXXXX| . -0.23931 . XXXXXXX| . -0.26932 . XXXXXX| . -0.24833 . XXXXXX| . -0.23434 . XXXXX| . -0.20835 . XXXXXX| . -0.23336 - - . XXXXXX| . - -0.252

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXXXXXXXXX 0.8162 . |XXXXXXXX 0.3053 . | . -0.0044 . |XXXXX. 0.2105 . |X . 0.0396 .XXXXX| . -0.2177 . X| . -0.0608 . X| . -0.0209 . | . 0.00010 . XX| . -0.08311 . | . 0.00012 - - - - - - - - .XXXXX| . - - - - - - - -0.18613 . |XXXXXXXX 0.30414 . |XXXX . 0.17915 . XXX| . -0.14016 . XX| . -0.09817 . XXXX| . -0.15218 . XXXX| . -0.18019 . |X . 0.03620 . XX| . -0.06221 . XX| . -0.06022 . | . 0.00523 . |X . 0.04224 - - - - - - - - . |XX . - - - - - - - 0.07325 . |XXX . 0.10126 . XXX| . -0.13527 . X| . -0.03428 . | . 0.01229 . XXX| . -0.12830 . | . 0.01131 . |X . 0.04532 . | . 0.01033 . |X . 0.04934 . |XX . 0.08035 . XXX| . -0.12536 - - - - - - - - . | . - - - - - - - -0.010

Page 39: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1Sample Autocorrelations of the Residuals 【精密機械工業】10

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXXX| . -0.3702 XXXXXX| . -0.2443 . |XXXXX. 0.2104 . | . -0.0185 XXXXXXX| . -0.2636 . |XXXXXXXXXXXX 0.4687 . XXXXXX| . -0.2378 . XX| . -0.0649 . |XXXXX . 0.19510 . XXXXX| . -0.20011 .XXXXXXX| . -0.27712 - - - - - - - . |XXXXXXXXXXXXXXXXX - 0.67113 . XXXXXXX| . -0.28314 . XXXX| . -0.17715 . |XXXXX . 0.21416 . X| . -0.02917 . XXXXXXX| . -0.26318 . |XXXXXXXXXXX 0.42919 . XXXXXX| . -0.22920 . X| . -0.02521 . |XXXX . 0.14122 . XXXXX| . -0.19623 . XXXXXX| . -0.22324 - - - - - . |XXXXXXXXXXXXXX - - - 0.57725 . XXXXXX| . -0.25226 . XXXX| . -0.16327 . |XXXX . 0.16028 . X| . -0.04929 . XXXX| . -0.15330 . |XXXXXXXX . 0.32631 . XXXXX| . -0.19832 . | . -0.00733 . |XXXX . 0.14834 . XXXXX| . -0.18135 . XXX| . -0.14036 - - - - - . |XXXXXXXXXXX . - - - - 0.423

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXXX| . -0.3702 XXXXXXXXXXX| . -0.4413 . XXX| . -0.1214 . XX| . -0.0925 XXXXXXXXX| . -0.3466 . |XXXXXXX 0.2787 . XX| . -0.0788 . |XXX . 0.1229 . |XXXX. 0.15510 XXXXX| . -0.19111 XXXXXXXXXX| . -0.39812 - - - - - - - - - . |XXXXXXX - - - - - - 0.27913 . | . -0.00314 . |XX . 0.06415 . |XX . 0.06016 . |XX . 0.06217 . | . -0.00318 . |X . 0.04019 . XX| . -0.07820 . |X . 0.05521 . XX| . -0.08222 XXXXX| . -0.18723 XXXXX| . -0.18824 - - - - - - - - - . |X . - - - - - - - - 0.02225 . |X . 0.03826 . |X . 0.02427 . XX| . -0.07628 . XXX| . -0.10729 . |XX . 0.07330 . XXX| . -0.10331 . X| . -0.05132 . X| . -0.04833 . | . 0.01534 . |X . 0.02035 . |XX . 0.06936 - - - - - - - - - . X| . - - - - - - - - -0.027

Page 40: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1, Seasonal Order=1Sample Autocorrelations of the Residuals 【精密機械工業】10

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXXX| . -0.3722 . |XX . 0.0833 .XXXXXX| . -0.2364 . |XXX . 0.1245 . |XXX . 0.1216 . X| . -0.0407 . X| . -0.0298 . XX| . -0.0839 . |XX . 0.08910 . X| . -0.04811 . |XXXX . 0.15512 - - - - - - XXXXXXXXXX| . - - - - - - - -0.41713 . |XXX . 0.12414 . |XX . 0.06215 . |XXX . 0.12916 . | . 0.00017 . XXX| . -0.12318 . X| . -0.03719 . |XXX . 0.10520 . |X . 0.02821 . | . -0.01622 . XX| . -0.06823 . XX| . -0.09824 - - - - - - - . |XXX . - - - - - - 0.13525 . |X . 0.05426 . XXXX| . -0.15127 . X| . -0.06028 . | . -0.01929 . |XX . 0.08430 . |X . 0.05031 . XXXX| . -0.15432 . | . 0.01733 . X| . -0.03234 . |XXXX . 0.15335 . | . -0.00536 - - - - - - - . XX| . - - - - - - -0.063

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXXX| . -0.3722 . XX| . -0.0653 XXXXXXX| . -0.2664 . XX| . -0.0735 . |XXXX . 0.1636 . |X . 0.0347 . | . 0.0018 . X| . -0.0399 . | . 0.01610 . XX| . -0.06111 . |XXX . 0.13212 - - - - - - XXXXXXXXX| . - - - - - - - -0.36513 .XXXXX| . -0.21514 . |XX . 0.09015 . |X . 0.05316 . |XXX . 0.12917 . |XXXX . 0.14518 . XX| . -0.07019 . |X . 0.04620 . | . 0.01521 . XX| . -0.07422 . XXX| . -0.10523 . XXX| . -0.13724 - - - - - - - - .XXXXX| . - - - - - - - -0.18725 . |X . 0.05826 . X| . -0.04127 . X| . -0.05728 . |XX . 0.08229 . | . -0.01330 . X| . -0.06031 . XX| . -0.08232 . XXX| . -0.11733 . XXXX| . -0.14834 . |X . 0.04835 . X| . -0.02536 - - - - - - - - . X| . - - - - - - - -0.044

Page 41: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: noneSample Autocorrelations of the Residuals 【窯業・土石製品工業】11

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXXXXXXX 0.7172 . |XXXXXXXXXXXXX 0.5213 . |XXXXXXXXXXXXXXXX 0.6324 . |XXXXXXXXXXXXXXXX 0.6485 . |XXXXXXXXXXXXXX 0.5456 . |XXXXXXXXXXX. 0.4557 . |XXXXXXXXXXXX 0.4978 . |XXXXXXXXXXXXX 0.5269 . |XXXXXXXXXXX . 0.44210 . |XXXXXXX . 0.28411 . |XXXXXXXXXX . 0.38612 - - - - . |XXXXXXXXXXXXXX. - - - 0.57213 . |XXXXXXXX . 0.32914 . |XXXX . 0.16615 . |XXXXXXX . 0.26416 . |XXXXXXX . 0.27017 . |XXXX . 0.17518 . |XX . 0.09919 . |XXXX . 0.14720 . |XXXXX . 0.19521 . |XXXX . 0.14122 . |X . 0.02623 . |XXX . 0.11924 - - - . |XXXXXXX . - - 0.28225 . |XX . 0.09926 . X| . -0.03427 . |XX . 0.06128 . |XX . 0.07729 . | . -0.00530 . XX| . -0.06331 . X| . -0.02532 . | . 0.00933 . X| . -0.03534 . XXX| . -0.13135 . X| . -0.05636 - - - . |XX . - - 0.062

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXXXXXXX 0.7172 . | . 0.0133 . |XXXXXXXXXXXXX 0.5224 . |X . 0.0485 . |XX . 0.0906 . XXX| . -0.1377 . |XXXX. 0.1708 . | . -0.0069 . | . 0.01710 XXXXXXXXX| . -0.34611 . |XXXXXXXXXXX 0.45512 - - - - - - - - - . |XXX . - - - - - - - - 0.12713 XXXXXXXXXXX| . -0.45614 . | . 0.01415 . XXX| . -0.14016 . | . 0.00217 . |X . 0.05718 . X| . -0.05819 . |X . 0.05620 . |XX . 0.07021 . |XX . 0.07322 . |XX . 0.06123 . |X . 0.02224 - - - - - - - - - . | . - - - - - - - - -0.01125 . X| . -0.04826 . XXX| . -0.12627 . X| . -0.02528 . X| . -0.05629 . X| . -0.02930 . |X . 0.02231 . XX| . -0.07932 . | . -0.01433 . |X . 0.03634 . X| . -0.02135 . |X . 0.05936 - - - - - - - - - . XXX| . - - - - - - - - -0.118

Page 42: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Seasonal Order=1Sample Autocorrelations of the Residuals 【窯業・土石製品工業】11

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXXXXXXX 0.7192 . |XXXXXXXXXXXXXXXX 0.6593 . |XXXXXXXXXXXXXX 0.5734 . |XXXXXXXXXXXX 0.4725 . |XXXXXXXXXXXX 0.4786 . |XXXXXXXX . 0.3347 . |XXXXX . 0.1938 . |XXXX . 0.1439 . |XX . 0.09110 . |X . 0.06011 . | . 0.01812 - - - - - . XX| . - - - - -0.09013 . X| . -0.05614 . | . -0.00515 . X| . -0.04416 . X| . -0.04117 . X| . -0.05418 . | . -0.01119 . | . 0.00820 . |XX . 0.07921 . | . -0.00522 . |XX . 0.06623 . |X . 0.04024 - - - - - . |X . - - - - 0.03125 . |XX . 0.07226 . | . -0.01027 . |X . 0.04428 . |X . 0.02729 . X| . -0.03230 . X| . -0.05231 . XX| . -0.09832 . XXX| . -0.10933 . XX| . -0.09034 . XXXXX| . -0.18635 . XXXXX| . -0.21636 - - - - - . XXXXXX| . - - - - -0.220

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXXXXXXX 0.7192 . |XXXXXXX 0.2943 . |XX . 0.0614 . X| . -0.0595 . |XXXX . 0.1576 .XXXXX| . -0.1887 XXXXXX| . -0.2558 . | . 0.0179 . |XX . 0.08910 . X| . -0.02211 . | . -0.01712 - - - - - - - - . XXX| . - - - - - - - -0.10513 . |XXX . 0.13114 . |XXXX . 0.17115 . XXX| . -0.13516 . XX| . -0.08817 . |XXX . 0.10718 . |XXX . 0.11419 . XXXX| . -0.17820 . |XXXX . 0.17321 . XXX| . -0.12422 . |XXXX . 0.14723 . XXXX| . -0.14724 - - - - - - - - . XX| . - - - - - - - -0.08925 . |XX . 0.08826 . |X . 0.03927 . |X . 0.03028 . XXX| . -0.12729 . X| . -0.04130 . X| . -0.03531 . X| . -0.03032 . | . -0.01033 . | . 0.00934 . XXXX| . -0.17835 . |X . 0.02836 - - - - - - - - . X| . - - - - - - - -0.038

Page 43: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1Sample Autocorrelations of the Residuals 【窯業・土石製品工業】11

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 .XXXX| . -0.1702 XXXXXXXXXXXXXX| . -0.5573 . |XXXX . 0.1744 . |XXXXX . 0.2145 . X| . -0.0326 .XXXXXX| . -0.2377 . |X . 0.0278 . |XXXXX . 0.1959 . |XXX . 0.12910 XXXXXXXXXXXX| . -0.47411 . XXXX| . -0.15712 - - - - - - - . |XXXXXXXXXXXXXXXXXXXX 0.80713 . XXXX| . -0.14714 XXXXXXXXXXXX| . -0.47815 . |XXXX . 0.16916 . |XXXXX . 0.18117 . X| . -0.03718 . XXXXX| . -0.22019 . | . 0.01420 . |XXXX . 0.17521 . |XXX . 0.10622 . XXXXXXXXXX| . -0.38523 . XXX| . -0.12724 - - - - - . |XXXXXXXXXXXXXXXXX - 0.66025 . XXX| . -0.10326 . XXXXXXXXXX| . -0.41927 . |XXXX . 0.15028 . |XXXX . 0.17129 . X| . -0.04330 . XXXX| . -0.17631 . | . 0.01732 . |XXX . 0.13233 . |XX . 0.08934 . XXXXXXXX| . -0.31535 . XX| . -0.08136 - - - - . |XXXXXXXXXXXXX. - - - 0.512

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 .XXXX| . -0.1702 XXXXXXXXXXXXXXX| . -0.6033 . XXX| . -0.1294 .XXXX| . -0.1675 . |XX . 0.0766 XXXXXX| . -0.2287 . X| . -0.0598 . XX| . -0.0969 . |XXXXXXXX 0.30510 XXXXXXXXXXXXX| . -0.53311 XXXXXXX| . -0.27612 - - - - - - - - - . |XXXXXXXXXXX - - - - 0.44913 . | . -0.02014 . |XXXXX 0.21915 . X| . -0.04816 . XX| . -0.06717 . |X . 0.02218 . XX| . -0.06319 . XXX| . -0.12820 . XXX| . -0.10821 .XXXX| . -0.14222 . X| . -0.04123 . | . -0.00824 - - - - - - - - - . | . - - - - - - - - 0.00025 . |XXX . 0.10426 . | . -0.01127 . |X . 0.04328 . | . 0.00829 . X| . -0.04130 . |XX . 0.06231 . | . 0.01232 . XX| . -0.06633 . | . 0.01934 . XXX| . -0.10335 . |XXX . 0.12336 - - - - - - - - - . XXX| . - - - - - - - - -0.115

Page 44: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1, Seasonal Order=1Sample Autocorrelations of the Residuals 【窯業・土石製品工業】11

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXXX| . -0.3522 . |X . 0.0233 . | . 0.0194 . XXXX| . -0.1685 . |XXXXXXX 0.2796 . |X . 0.0427 . XXXX| . -0.1458 . | . 0.0149 . X| . -0.04110 . | . 0.00111 . |XXXX . 0.16012 - - - - - - - - XXXXXXX| . - - - - - - - -0.27313 . XXX| . -0.11114 . |XXXX . 0.14815 . X| . -0.03716 . | . -0.01217 . XX| . -0.06218 . X| . -0.03019 . XXX| . -0.11020 . |XXXXXXX. 0.27321 . XXXXXX| . -0.25222 . |XXXXX . 0.20623 . XX| . -0.06424 - - - - - - - . XX| . - - - - - - -0.09025 . |XXXXX . 0.21626 . XXXXX| . -0.19227 . |XX . 0.08628 . |X . 0.05529 . X| . -0.03430 . |X . 0.02331 . | . 0.01532 . XX| . -0.07433 . |XXXX . 0.16234 . XX| . -0.08535 . X| . -0.05236 - - - - - - - . XX| . - - - - - - -0.066

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXXX| . -0.3522 . XXX| . -0.1153 . | . -0.0154 .XXXXX| . -0.1885 . |XXXXX. 0.1816 . |XXXXXX 0.2367 . X| . -0.0388 . XX| . -0.0839 . | . -0.00710 . XX| . -0.06611 . |X . 0.05712 - - - - - - - - .XXXXX| . - - - - - - - -0.20513 XXXXXXXX| . -0.31314 . | . 0.00115 . |XX . 0.08216 . XXXX| . -0.15417 . XXX| . -0.11518 . |XXXX . 0.17719 . XXXX| . -0.17220 . |XXX . 0.10321 . XXX| . -0.14022 . |XXXX . 0.14923 . |XXX . 0.10424 - - - - - - - - . XX| . - - - - - - - -0.06725 . XXX| . -0.11026 . XX| . -0.08027 . |XX . 0.08428 . XX| . -0.07729 . X| . -0.04630 . | . 0.00031 . |X . 0.02632 . | . -0.00533 . |XXX . 0.12234 . X| . -0.02835 . | . 0.01536 - - - - - - - XXXXXXX| . - - - - - - - -0.262

Page 45: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: noneSample Autocorrelations of the Residuals 【化学工業】12

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXX 0.1922 . XX| . -0.0853 . |XXXX . 0.1624 . |XXXXX. 0.2055 . |X . 0.0456 . XX| . -0.0767 . | . -0.0158 . |XXX . 0.1049 . | . -0.00310 XXXXXXX| . -0.29111 . | . 0.00612 - - - - - - - - . |XXXXXXXXXXXX - - - - 0.48013 . | . -0.00714 . XXXXX| . -0.21115 . | . 0.00616 . |XX . 0.09117 . | . -0.01418 . XX| . -0.09319 . | . 0.01720 . |XXX . 0.13421 . |X . 0.04422 . XXXX| . -0.18023 . |XX . 0.07424 - - - - - - - . |XXXXXXXXXXXX - - - - 0.46925 . |XX . 0.07026 . XXX| . -0.11927 . |XX . 0.06528 . |XX . 0.06329 . | . -0.00930 . XXXX| . -0.16631 . XX| . -0.09332 . | . 0.00033 . XXX| . -0.12734 . XXXXXX| . -0.25235 . XXX| . -0.10436 - - - - - - - . |XXXXX . - - - - - - 0.205

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXX 0.1922 . XXX| . -0.1263 . |XXXXX 0.2164 . |XXX . 0.1215 . | . 0.0206 . XX| . -0.0887 . X| . -0.0358 . |XX . 0.0669 . X| . -0.02910 XXXXXXX| . -0.26511 . |XXX . 0.12112 - - - - - - - - - . |XXXXXXXXXXXX - - - - 0.46613 .XXXX| . -0.15014 . XXX| . -0.13015 . XXX| . -0.10116 . X| . -0.03017 . | . 0.00918 . |X . 0.03819 . |XX . 0.08320 . |X . 0.02621 . |XX . 0.06522 . |X . 0.04423 . |X . 0.03024 - - - - - - - - - . |XXXXX - - - - - - - - 0.18625 . X| . -0.02626 . X| . -0.02627 . | . -0.01028 . XXX| . -0.12229 . | . 0.01830 . XXX| . -0.13931 . XX| . -0.06932 . XX| . -0.07633 . XX| . -0.08734 . |XXX . 0.10035 . XXX| . -0.11836 - - - - - - - - - . X| . - - - - - - - - -0.022

Page 46: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Seasonal Order=1Sample Autocorrelations of the Residuals 【化学工業】12

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXX 0.3682 . |XXXXXXXXXX 0.4073 . |XXXXXXXX 0.3064 . |XXXX . 0.1535 . |XXXX . 0.1466 . |X . 0.0387 . XX| . -0.0988 . XX| . -0.0879 . XXX| . -0.12410 .XXXXXXX| . -0.28911 . XXXX| . -0.14512 - - - - - XXXXXXXXXXXX| . - - - - - - -0.47713 . XXXXXX| . -0.25514 . XXXX| . -0.16515 . XXXX| . -0.14316 . X| . -0.03317 . X| . -0.05618 . |X . 0.04719 . |X . 0.04720 . |XX . 0.07421 . |XX . 0.09322 . |XX . 0.06923 . |XXX . 0.10824 - - - - - - . |XXX . - - - - - 0.12125 . |XX . 0.08726 . |X . 0.05727 . XX| . -0.07028 . XX| . -0.06629 . | . 0.00930 . XXXX| . -0.14631 . XXXXX| . -0.18732 . XX| . -0.08633 . XXXXXX| . -0.22634 . XX| . -0.08235 . XXXXXX| . -0.22936 - - - - - - . XXXXXX| . - - - - - -0.244

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXX 0.3682 . |XXXXXXXX 0.3143 . |XXX . 0.1124 . XX| . -0.0935 . | . -0.0066 . X| . -0.0597 . XXXX| . -0.1748 . X| . -0.0489 . | . 0.00210 .XXXXX| . -0.21911 . |X . 0.04412 - - - - - - XXXXXXXXX| . - - - - - - - -0.37313 . |X . 0.05014 . |XXXX . 0.17515 . |XXX . 0.11316 . |X . 0.03517 . XX| . -0.07718 . |XX . 0.07519 . XX| . -0.09820 . X| . -0.04321 . |XX . 0.09622 .XXXXX| . -0.19323 . |XXX . 0.12624 - - - - - - - - . XXX| . - - - - - - - -0.13225 . | . -0.01026 . |XX . 0.07927 .XXXXX| . -0.20828 . |XXX . 0.12029 . | . 0.02030 . XX| . -0.09031 . XXXX| . -0.17532 . | . 0.00333 . | . 0.01534 . XXX| . -0.10935 . XXX| . -0.12236 - - - - - - - - . XXX| . - - - - - - - -0.128

Page 47: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1Sample Autocorrelations of the Residuals 【化学工業】12

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXX| . -0.3242 XXXXXXXX| . -0.3203 . |XXX . 0.1324 . |XXX . 0.1165 . | . -0.0126 . XX| . -0.1007 . X| . -0.0508 . |XXXX . 0.1539 . |XXX . 0.12610 XXXXXXXXX| . -0.36111 . XXX| . -0.11912 - - - - - - - . |XXXXXXXXXXXXXX - - - 0.56513 . XXXX| . -0.17714 . XXXXXX| . -0.24015 . |XX . 0.08416 . |XXX . 0.11717 . X| . -0.03018 . XXX| . -0.11319 . X| . -0.02620 . |XXXX . 0.14521 . |XXX . 0.11022 .XXXXXXXX| . -0.32623 . XXX| . -0.10424 - - - - - - . |XXXXXXXXXXXX - - - - 0.47225 . XXX| . -0.11926 . XXXXXX| . -0.24027 . |XXX . 0.13828 . |X . 0.05129 . |X . 0.04830 . XXX| . -0.10731 . X| . -0.04232 . |XXXX . 0.14933 . | . 0.01534 . XXXXX| . -0.19735 . XX| . -0.08836 - - - - - - . |XXXXXXXX . - - - - - 0.327

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXX| . -0.3242 XXXXXXXXXXXX| . -0.4753 XXXXXX| . -0.2524 . XXX| . -0.1195 . | . 0.0106 . X| . -0.0347 . XXX| . -0.1248 . | . 0.0129 . |XXXXXX 0.22810 .XXXX| . -0.15711 XXXXXXXXXX| . -0.40912 - - - - - - - - - . |XXXXX - - - - - - - - 0.20013 . |XX . 0.07814 . |X . 0.02115 . | . -0.01916 . | . 0.01017 . XX| . -0.06518 . XXX| . -0.10119 . X| . -0.04920 . XX| . -0.07121 . | . -0.01322 . XX| . -0.06623 XXXXX| . -0.21424 - - - - - - - - - . | . - - - - - - - - 0.01125 . |X . 0.02426 . X| . -0.04827 . |XX . 0.07528 . X| . -0.04129 . |XXX . 0.10730 . |XX . 0.08931 . |XXX . 0.10332 . |X . 0.05833 .XXXX| . -0.16934 . | . -0.00735 . XX| . -0.08236 - - - - - - - - - . XX| . - - - - - - - - -0.094

Page 48: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1, Seasonal Order=1Sample Autocorrelations of the Residuals 【化学工業】12

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXXXXXXX| . -0.5282 . |XXX . 0.1053 . |X . 0.0424 . XXX| . -0.1215 . |XX . 0.0936 . |X . 0.0267 . XXX| . -0.1128 . |X . 0.0369 . |XX . 0.09510 . XXXXXX| . -0.23011 . |XXXXXXXXXX 0.38312 - - - - - XXXXXXXXXXX| . - - - - - - -0.45013 . |XXX . 0.10014 . |XX . 0.06915 . XX| . -0.08016 . |XXX . 0.10017 . XXX| . -0.10418 . |XX . 0.06719 . | . -0.01920 . | . 0.01021 . |X . 0.03622 . X| . -0.04923 . | . 0.00924 - - - - - - . |X . - - - - - 0.03425 . | . 0.00526 . |XX . 0.07027 . XX| . -0.09928 . X| . -0.05129 . |XXXXX . 0.18630 . XX| . -0.08531 . XXX| . -0.10632 . |XXXXX . 0.18333 . XXXXXX| . -0.22734 . |XXXXXX . 0.22235 . XX| . -0.09436 - - - - - - . XX| . - - - - - -0.079

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXXXXXXX| . -0.5282 XXXXXX| . -0.2403 . X| . -0.0244 . XXX| . -0.1165 . X| . -0.0386 . |XX . 0.0787 . X| . -0.0568 . XXX| . -0.1059 . |XX . 0.09110 . XXXX| . -0.16511 . |XXXXXX 0.24512 - - - - - - - - XXXXXX| . - - - - - - - -0.23213 XXXXXXXX| . -0.30314 . XXXX| . -0.17315 . XX| . -0.07416 . | . 0.00317 . XXX| . -0.13918 . |X . 0.03919 . | . -0.01320 . XXX| . -0.13221 . |XXXX . 0.15722 . XXXX| . -0.15023 . |XX . 0.09224 - - - - - - - - . X| . - - - - - - - -0.05325 . XXXX| . -0.14426 . |XXX . 0.13727 . XXXX| . -0.15728 . XX| . -0.08529 . |X . 0.05530 . |XXX . 0.11731 . XX| . -0.09532 . XX| . -0.06933 . |X . 0.04234 . |X . 0.04335 . | . 0.00936 - - - - - - - - . X| . - - - - - - - -0.053

Page 49: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: noneSample Autocorrelations of the Residuals 【石油・石炭製品工業】13

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXX 0.2942 . XXXX| . -0.1553 . XXXX| . -0.1644 . |X . 0.0375 . XX| . -0.0606 XXXXXXXXXXXX| . -0.4947 . XXXX| . -0.1458 . X| . -0.0579 . XXXX| . -0.15910 . XXXX| . -0.14111 . |XXXXX . 0.20812 - - - - - - - . |XXXXXXXXXXXXXXXXXX - 0.72913 . |XXXXX . 0.18714 . XXXX| . -0.16315 . XXXX| . -0.16516 . | . 0.00717 . X| . -0.03718 XXXXXXXXXXX| . -0.42619 . XXX| . -0.11720 . | . -0.01621 . XXX| . -0.10122 . XX| . -0.09723 . |XXXXX . 0.21024 - - - - - - . |XXXXXXXXXXXXXXXXX - 0.66525 . |XXXX . 0.17726 . XXXX| . -0.14227 . XXX| . -0.13728 . |X . 0.04529 . | . -0.00630 . XXXXXXXX| . -0.33031 . XX| . -0.08632 . | . -0.00733 . XX| . -0.07934 . X| . -0.06035 . |XXXX . 0.15136 - - - - - . |XXXXXXXXXXXX - - - - 0.486

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXX 0.2942 XXXXXXX| . -0.2653 . X| . -0.0344 . |XX . 0.0795 .XXXX| . -0.1716 XXXXXXXXXXXX| . -0.4977 . |XXXXXX 0.2398 XXXXXXXXXXX| . -0.4229 XXXXXXXXX| . -0.35110 . |X . 0.05811 . |XXXX. 0.14912 - - - - - - - - - . |XXXXXXXXXX - - - - - 0.41513 XXXXX| . -0.20714 . XX| . -0.07715 .XXXX| . -0.16416 XXXXXX| . -0.24317 . X| . -0.04618 . XXX| . -0.10319 . |X . 0.03920 . |X . 0.05321 .XXXX| . -0.17222 . XX| . -0.08023 . |X . 0.03424 - - - - - - - - - . | . - - - - - - - - 0.02025 . X| . -0.05126 . |X . 0.04527 . X| . -0.05228 . | . -0.00329 . X| . -0.02530 . |XXXX. 0.14431 . | . -0.00232 . |XX . 0.06633 . |X . 0.04934 . |X . 0.05735 . XXX| . -0.10536 - - - - - - - - - . X| . - - - - - - - - -0.029

Page 50: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Seasonal Order=1Sample Autocorrelations of the Residuals 【石油・石炭製品工業】13

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXX 0.4892 . |XXXXXX. 0.2393 . |XXXXXX. 0.2304 . |XXXXXX . 0.2575 . |XX . 0.0686 . | . 0.0187 . XX| . -0.0638 . XXXXX| . -0.1929 . XXXXX| . -0.19610 . XXXX| . -0.17111 XXXXXXXXX| . -0.35412 - - - - XXXXXXXXXXXXXX| . - - - - - - -0.55313 . XXXXXXX| . -0.29014 . XXXX| . -0.14415 . XXXX| . -0.17716 . XXXXXX| . -0.23117 . XXX| . -0.12318 . XXX| . -0.11719 . X| . -0.03220 . | . 0.01221 . | . -0.00722 . | . -0.01323 . |XXX . 0.13024 - - - - - - . |XXXX . - - - - - 0.16725 . |X . 0.04526 . |X . 0.02127 . |XXXX . 0.15028 . |XXXXXX . 0.25929 . |XXXXXXX . 0.26030 . |XXXXXX . 0.24231 . |XXXXXX . 0.22132 . |XXXX . 0.16533 . |XXXX . 0.17934 . |XXX . 0.11235 . | . 0.00836 - - - - - . X| . - - - - -0.040

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXX 0.4892 . | . 0.0003 . |XXXX . 0.1494 . |XXX . 0.1195 . XXXX| . -0.1626 . | . 0.0167 . XXXX| . -0.1428 .XXXXX| . -0.1869 . | . -0.00110 . XX| . -0.06211 XXXXXXX| . -0.27112 - - - - - - - XXXXXXXX| . - - - - - - - -0.33313 . |XXXX . 0.17314 . |X . 0.02915 . | . -0.00216 . XX| . -0.08017 . XX| . -0.07518 . XXX| . -0.10319 . | . -0.01220 . XXX| . -0.10821 . XX| . -0.09922 . X| . -0.04323 . X| . -0.05524 - - - - - - - - . XXXX| . - - - - - - - -0.14225 . XX| . -0.06926 . X| . -0.02627 . |XX . 0.07328 . |XXX . 0.12829 . |XXX . 0.10330 . |X . 0.02431 . |XX . 0.10032 . XX| . -0.06233 . | . 0.00534 . XX| . -0.07835 . | . -0.01636 - - - - - - - - . X| . - - - - - - - -0.049

Page 51: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1Sample Autocorrelations of the Residuals 【石油・石炭製品工業】13

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 .XXXX| . -0.1702 XXXXXXXX| . -0.3063 . XXXX| . -0.1554 . |XXXXX. 0.1955 . |XXXXXX 0.2536 XXXXXXXXXXXXXX| . -0.5447 . |XXXXX . 0.1848 . |XXX . 0.1279 . XXX| . -0.10010 . XXXXXX| . -0.22511 . XXXX| . -0.14112 - - - - - - - . |XXXXXXXXXXXXXXXXXXX 0.75713 . XXX| . -0.12014 . XXXXXX| . -0.25115 . XXX| . -0.12216 . |XXXX . 0.14417 . |XXXXXX . 0.25518 XXXXXXXXXXXX| . -0.48319 . |XXXX . 0.15220 . |XXX . 0.12421 . XX| . -0.08022 . XXXXX| . -0.20723 . XXX| . -0.11624 - - - - - . |XXXXXXXXXXXXXXXXX - 0.67125 . XXX| . -0.10626 . XXXXXX| . -0.23227 . XXX| . -0.12228 . |XXXX . 0.14829 . |XXXXX . 0.20330 . XXXXXXXXXX| . -0.38231 . |XXX . 0.11532 . |XX . 0.09333 . XX| . -0.08034 . XXX| . -0.12835 . XX| . -0.09736 - - - - . |XXXXXXXXXXXX . - - - 0.499

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 .XXXX| . -0.1702 XXXXXXXXX| . -0.3453 XXXXXXXX| . -0.3314 . X| . -0.0565 . |XXXXX 0.1826 XXXXXXXXXXXXX| . -0.5307 . |XXXXX 0.1898 . XX| . -0.0719 XXXXXXXXXXX| . -0.43810 XXXXXXXX| . -0.31411 XXXXXXXXXX| . -0.40712 - - - - - - - - - . |XXXXXXX - - - - - - 0.27813 . |X . 0.05214 . |XX . 0.07415 . |XX . 0.09316 . XXX| . -0.10317 . XXX| . -0.10018 .XXXX| . -0.15519 . XX| . -0.07620 . |X . 0.05721 . X| . -0.02222 . XXX| . -0.11723 . X| . -0.03124 - - - - - - - - - . |XX . - - - - - - - - 0.07325 . X| . -0.03026 . |XX . 0.08627 . | . 0.00628 . | . 0.01129 . XXX| . -0.13430 . |XX . 0.08431 . | . -0.00332 . | . 0.01833 . | . 0.01534 . |XXXX. 0.14635 . | . 0.00436 - - - - - - - - - . XXX| . - - - - - - - - -0.108

Page 52: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1, Seasonal Order=1Sample Autocorrelations of the Residuals 【石油・石炭製品工業】13

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXX| . -0.2292 XXXXXX| . -0.2503 . X| . -0.0344 . |XXXXXX. 0.2375 . XXXXX| . -0.2066 . |XX . 0.0857 . |XX . 0.0828 . XXX| . -0.1129 . X| . -0.05510 . |XXXXX . 0.20711 . |XX . 0.06112 - - - - - XXXXXXXXXXXX| . - - - - - - - -0.49213 . |XXX . 0.12114 . |XXXXX . 0.19115 . |X . 0.04416 . XXXXX| . -0.19517 . |XXXX . 0.15218 . XXX| . -0.12019 . |X . 0.02220 . | . 0.01721 . |X . 0.02022 . XXXXX| . -0.18323 . |XX . 0.09724 - - - - - - - . |XXXXX . - - - - - - 0.18325 . XXX| . -0.10726 . XXXXX| . -0.20527 . |X . 0.03428 . |XXX . 0.13829 . X| . -0.02930 . |X . 0.04231 . |X . 0.05132 . X| . -0.05733 . |X . 0.02634 . |XXX . 0.12035 . XX| . -0.07336 - - - - - - . XXXX| . - - - - - -0.156

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXX| . -0.2292 XXXXXXXX| . -0.3193 .XXXXX| . -0.2144 . |XX . 0.0985 .XXXXX| . -0.1966 . |XX . 0.0797 . |XX . 0.0808 . XXX| . -0.1059 . | . 0.00810 . |XXX . 0.12011 . |XXXX . 0.15312 - - - - - - XXXXXXXXXX| . - - - - - - - -0.41313 . XX| . -0.09914 . XX| . -0.06415 . |X . 0.03416 . | . 0.01017 . | . 0.00518 . X| . -0.05319 . |X . 0.04720 . X| . -0.03821 . XXX| . -0.11422 . XX| . -0.09323 . |X . 0.02524 - - - - - - - - . X| . - - - - - - - -0.03925 . XX| . -0.09226 . XXXX| . -0.17327 . XX| . -0.09928 . | . -0.01329 . |X . 0.04830 . | . 0.00631 . |XXXX . 0.17432 . |X . 0.05433 . |XXX . 0.10534 . |X . 0.04435 . |X . 0.04536 - - - - - - - - . XX| . - - - - - - - -0.062

Page 53: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: noneSample Autocorrelations of the Residuals 【プラスチック製品工業】14

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXX 0.2222 .XXXXX| . -0.1953 . |XXXX . 0.1564 . |XXXXXX 0.2515 . |XXX . 0.1136 . |X . 0.0477 . |XXX . 0.1108 . |XXXX . 0.1659 . | . -0.00310 XXXXXXXXX| . -0.35211 . | . 0.00312 - - - - - - - - . |XXXXXXXXXXXXXXXX - - 0.63113 . | . -0.01814 .XXXXXXXX| . -0.33915 . XX| . -0.06816 . |X . 0.03317 . XX| . -0.07118 . XXX| . -0.12119 . X| . -0.04120 . | . 0.01021 . XXX| . -0.11222 XXXXXXXXX| . -0.38023 . X| . -0.04824 - - - - - - . |XXXXXXXXXXXX - - - - 0.47725 . X| . -0.02326 . XXXXXXX| . -0.26327 . X| . -0.05128 . |X . 0.05329 . X| . -0.04630 . XX| . -0.09131 . X| . -0.02832 . | . 0.00133 . XX| . -0.08334 . XXXXXXXX| . -0.31435 . X| . -0.03736 - - - - - - . |XXXXXXXXX . - - - - - 0.379

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXX 0.2222 XXXXXX| . -0.2573 . |XXXXXXXX 0.3014 . |XX . 0.0765 . |XXXX. 0.1446 . |X . 0.0297 . |XX . 0.0918 . |XX . 0.0829 . XX| . -0.09610 XXXXXXXXXX| . -0.41311 . |XXXX. 0.14612 - - - - - - - - - . |XXXXXXXXXXXXXXX - - 0.58213 XXXXXXXXXX| . -0.40114 . | . 0.01315 XXXXXXXXX| . -0.37416 . |XX . 0.06817 . XX| . -0.07518 . | . 0.00319 . XX| . -0.09820 . X| . -0.04721 . |XX . 0.09922 . |XXX . 0.10423 . |XX . 0.08724 - - - - - - - - - . | . - - - - - - - - -0.01725 . |X . 0.03926 . X| . -0.05527 . |X . 0.03228 . XX| . -0.09829 . XXX| . -0.10030 . XX| . -0.09731 . XXX| . -0.10732 . | . -0.00333 . |X . 0.03634 . | . 0.00935 . |X . 0.02836 - - - - - - - - - . | . - - - - - - - - -0.019

Page 54: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Seasonal Order=1Sample Autocorrelations of the Residuals 【プラスチック製品工業】14

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXXXXXXXXX 0.7982 . |XXXXXXXXXXXXXXXXXXX 0.7423 . |XXXXXXXXXXXXXXXXXX 0.7034 . |XXXXXXXXXXXXXXX 0.6025 . |XXXXXXXXXXXXXX 0.5466 . |XXXXXXXXXXX . 0.4487 . |XXXXXXXX . 0.3168 . |XXXXXXX . 0.2829 . |XXXXX . 0.21010 . |XX . 0.09811 . |X . 0.03012 - - - - . X| . - - - -0.05413 . XXX| . -0.10314 . XX| . -0.07015 . XXX| . -0.10916 . XXX| . -0.11717 . XX| . -0.06318 . X| . -0.04219 . XX| . -0.06120 . X| . -0.04021 . X| . -0.04222 . XX| . -0.06523 . X| . -0.05424 - - - - . XXX| . - - - -0.11725 . XX| . -0.07526 . XX| . -0.06027 . XXX| . -0.12128 . XXX| . -0.11129 . XXXX| . -0.15330 . XXXX| . -0.16931 . XXXX| . -0.16532 . XXXXX| . -0.18233 . XXXXX| . -0.19134 . XXXX| . -0.16635 . XXX| . -0.14036 - - - . XXX| . - - -0.111

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXXXXXXXXX 0.7982 . |XXXXXXX 0.2883 . |XXXX . 0.1554 . XXX| . -0.1175 . | . -0.0126 . XXXX| . -0.1427 XXXXXX| . -0.2258 . |XX . 0.0809 . |X . 0.02110 . XXX| . -0.13811 . XX| . -0.08312 - - - - - - - - . XX| . - - - - - - - -0.06513 . | . 0.01614 . |XXXXXX 0.23915 . |XX . 0.07216 . |X . 0.02417 . |XXX . 0.10118 . |X . 0.05019 XXXXXX| . -0.22120 . XX| . -0.07321 . | . 0.01622 .XXXXX| . -0.20023 . XXX| . -0.10924 - - - - - - - - . XXXX| . - - - - - - - -0.16525 . |XXXXX. 0.21726 . |XXX . 0.12227 . X| . -0.05428 . |XX . 0.07629 . X| . -0.04430 . |XX . 0.07831 . XX| . -0.07132 . | . 0.00733 . |X . 0.03534 . XXX| . -0.10135 . XX| . -0.07836 - - - - - - - - . | . - - - - - - - -0.003

Page 55: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1Sample Autocorrelations of the Residuals 【プラスチック製品工業】14

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXX| . -0.2282 XXXXXXXXXXXX| . -0.4893 . |XXXX . 0.1624 . |XXXX . 0.1495 . X| . -0.0426 . XX| . -0.0847 . | . 0.0008 . |XXXX . 0.1509 . |XXX . 0.11710 XXXXXXXXXXX| . -0.45011 . XXXX| . -0.17712 - - - - - - - . |XXXXXXXXXXXXXXXXXXXX 0.80913 . XXXXX| . -0.20914 .XXXXXXXXX| . -0.37415 . |XXX . 0.10516 . |XXX . 0.13317 . X| . -0.03618 . XX| . -0.08219 . | . 0.01320 . |XXX . 0.11521 . |XX . 0.09322 .XXXXXXXXXX| . -0.38323 . XXX| . -0.12824 - - - - - - . |XXXXXXXXXXXXXXXX - - 0.64925 . XXXX| . -0.16526 . XXXXXXX| . -0.28427 . |XX . 0.06928 . |XXX . 0.13429 . X| . -0.03730 . XX| . -0.06431 . | . 0.01232 . |XX . 0.08033 . |XX . 0.09734 . XXXXXXXX| . -0.32535 . XX| . -0.09436 - - - - - . |XXXXXXXXXXXXX - - - - 0.518

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXX| . -0.2282 XXXXXXXXXXXXXX| . -0.5703 XXXXXX| . -0.2234 XXXXXX| . -0.2325 . XX| . -0.0866 . XXX| . -0.1307 . XXX| . -0.1088 . |XX . 0.0769 . |XXXXXXXX 0.33310 XXXXXX| . -0.24411 XXXXXXXXXXXXXX| . -0.57212 - - - - - - - - - . |XXXXXXXXXX - - - - - 0.41013 . XX| . -0.06914 . |XXXXXXX 0.27015 XXXXX| . -0.18916 . | . 0.00617 . XXX| . -0.10318 . |X . 0.04319 . X| . -0.04220 .XXXX| . -0.15021 .XXXX| . -0.14122 . XXX| . -0.12723 . X| . -0.03624 - - - - - - - - - . XX| . - - - - - - - - -0.07125 . |X . 0.02226 . X| . -0.05527 . |XX . 0.06528 . |X . 0.05029 . |X . 0.05330 . |X . 0.04931 . XX| . -0.07132 . XX| . -0.08133 . XX| . -0.07434 . X| . -0.05535 . X| . -0.03136 - - - - - - - - - . X| . - - - - - - - - -0.042

Page 56: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1, Seasonal Order=1Sample Autocorrelations of the Residuals 【プラスチック製品工業】14

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXXX| . -0.3562 . XX| . -0.0753 . |XXXX . 0.1664 . XXX| . -0.1095 . |XXX . 0.1026 . |XX . 0.0867 XXXXXXX| . -0.2728 . |XX . 0.0849 . |XX . 0.09110 . XXX| . -0.11611 . |X . 0.05712 - - - - - - - - . XX| . - - - - - - - -0.08213 . XXXXX| . -0.21414 . |XXXXX . 0.18415 . X| . -0.04716 . XXX| . -0.12717 . |XX . 0.07918 . |XX . 0.08719 . XXX| . -0.12420 . |XX . 0.09021 . |XX . 0.07722 . XX| . -0.07523 . |XXXX . 0.17424 - - - - - - - .XXXXXXX| . - - - - - - -0.27425 . |X . 0.03426 . |XXXXXX . 0.25827 . XXXXXX| . -0.25328 . |XX . 0.07829 . | . -0.01130 . X| . -0.05831 . |XX . 0.08132 . X| . -0.04333 . XXX| . -0.10434 . | . 0.00535 . | . 0.01236 - - - - - - - . | . - - - - - - -0.001

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXXX| . -0.3562 XXXXXX| . -0.2313 . |XX . 0.0624 . X| . -0.0385 . |XX . 0.0996 . |XXXX . 0.1607 .XXXXX| . -0.1808 . XXX| . -0.1189 . | . 0.01610 . X| . -0.02511 . | . 0.00112 - - - - - - - - . XX| . - - - - - - - -0.06513 XXXXXXX| . -0.28714 . XXX| . -0.12415 . X| . -0.05516 . XX| . -0.07617 . X| . -0.03118 . |XXXXX. 0.19019 . X| . -0.03820 . XXX| . -0.10221 . |XXX . 0.13022 . |XX . 0.06923 . |XXXX . 0.14324 - - - - - - - XXXXXXX| . - - - - - - - -0.26725 XXXXXX| . -0.24226 . |X . 0.02927 . XXX| . -0.11728 . | . 0.01429 . XX| . -0.06230 . |XX . 0.06131 . X| . -0.04332 . XXXX| . -0.14633 . |X . 0.05234 . | . -0.00435 . X| . -0.04636 - - - - - - - - . XXX| . - - - - - - - -0.127

Page 57: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: noneSample Autocorrelations of the Residuals 【パルプ・紙・紙加工品工業】15

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXX 0.2712 XXXXXXX| . -0.2883 .XXXXX| . -0.2084 . | . 0.0085 . |XXXXXX 0.2306 . |XXXXXXXX 0.3037 . |XXXXXX. 0.2428 . X| . -0.0509 XXXXXXX| . -0.29310 XXXXXXXXXX| . -0.38511 . |XX . 0.08912 - - - - - - - . |XXXXXXXXXXXXXXXXX - 0.68813 . |XXXX . 0.14614 .XXXXXXXXX| . -0.35915 . XXXXXXX| . -0.29516 . XX| . -0.07717 . |XXX . 0.11918 . |XXXX . 0.17719 . |XXXX . 0.14420 . X| . -0.05521 . XXXXXXX| . -0.26222 . XXXXXXXX| . -0.31323 . |XX . 0.08324 - - - - - - . |XXXXXXXXXXXXXX - - - 0.55925 . |XXXX . 0.15726 . XXXXXXX| . -0.28327 . XXXXXX| . -0.23728 . XX| . -0.06129 . |XX . 0.09330 . |XXX . 0.11431 . |X . 0.04432 . XX| . -0.09933 . XXXXXXX| . -0.26834 . XXXXXXX| . -0.28735 . | . -0.01336 - - - - - . |XXXXXXXXXX . - - - - 0.383

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXX 0.2712 XXXXXXXXXX| . -0.3903 . | . 0.0074 . X| . -0.0355 . |XXXXX 0.2006 . |XXXXX 0.2027 . |XXXXXXX 0.2788 . | . -0.0139 . XXX| . -0.13310 XXXXXXXXXXX| . -0.45811 . |XX . 0.07812 - - - - - - - - - . |XXXXXXXXXXXXX - - - 0.53013 XXXXXXX| . -0.27414 . X| . -0.03415 . X| . -0.04116 . | . 0.00517 . | . 0.00818 .XXXX| . -0.15819 . XXX| . -0.10220 . |XXX . 0.11521 . |X . 0.05022 . |XXXX. 0.15823 . |X . 0.02124 - - - - - - - - - . | . - - - - - - - - 0.01125 . |X . 0.04326 . | . -0.01327 . XX| . -0.06128 .XXXX| . -0.15229 . XXX| . -0.12730 . XX| . -0.07631 .XXXX| . -0.15632 . X| . -0.04533 . | . -0.01634 . |XX . 0.09335 . X| . -0.03936 - - - - - - - - - . |XX . - - - - - - - - 0.094

Page 58: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Seasonal Order=1Sample Autocorrelations of the Residuals 【パルプ・紙・紙加工品工業】15

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXXXXXX 0.6722 . |XXXXXXXXXXXXXXX 0.6053 . |XXXXXXXXXXXX 0.4984 . |XXXXXXXXXXX 0.4385 . |XXXXXXXXXX. 0.3866 . |XXXXXX . 0.2497 . |XXX . 0.1388 . | . 0.0049 . | . -0.00910 . XXX| . -0.13411 . XXXXX| . -0.20112 - - - - - . XXXXXX| . - - - - -0.25213 . XXXXX| . -0.20514 . XXX| . -0.10915 . XX| . -0.07016 . X| . -0.02517 . | . 0.01618 . |XX . 0.06819 . |XXX . 0.11120 . |XXX . 0.11921 . |XXXX . 0.16322 . |XXX . 0.12623 . |XXXXX . 0.21124 - - - - - . |XXX . - - - - 0.12025 . |XXX . 0.13226 . |X . 0.04627 . | . -0.00328 . X| . -0.02229 . XXX| . -0.10730 . XXX| . -0.11131 . XXXX| . -0.15932 . XXX| . -0.10533 . XXXX| . -0.15734 . XXXX| . -0.15435 . XXXXX| . -0.21036 - - - - - . XXXXX| . - - - - -0.185

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXXXXXX 0.6722 . |XXXXXXX 0.2793 . |X . 0.0344 . |X . 0.0395 . |X . 0.0356 . XXXX| . -0.1677 . XXXX| . -0.1468 . XXXX| . -0.1679 . |X . 0.05810 . XXXX| . -0.14811 . XX| . -0.08112 - - - - - - - - . | . - - - - - - - -0.00413 . |XXXX . 0.17714 . |XXXXXX 0.23215 . |XXX . 0.13316 . |XX . 0.07117 . |XX . 0.06218 . XX| . -0.06719 . XXX| . -0.11020 . XXXX| . -0.17621 . X| . -0.02722 . XXXX| . -0.16423 . |XXX . 0.13024 - - - - - - - - . XX| . - - - - - - - -0.08325 . |XXXXX. 0.19626 . |X . 0.03427 . |XX . 0.07828 . | . 0.00929 . XX| . -0.08730 . XXX| . -0.12431 . XX| . -0.08432 . X| . -0.02433 . X| . -0.04834 . X| . -0.04635 . XX| . -0.07336 - - - - - - - - . |X . - - - - - - - 0.039

Page 59: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1Sample Autocorrelations of the Residuals 【パルプ・紙・紙加工品工業】15

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . XXX| . -0.1042 XXXXXXXXXX| . -0.4163 . XXX| . -0.1124 . | . -0.0045 . |XXX . 0.1116 . |XX . 0.0847 . |XXXX . 0.1508 . | . -0.0169 . XX| . -0.09610 XXXXXXXXXX| . -0.39111 . XXX| . -0.10112 - - - - - - - - . |XXXXXXXXXXXXXXXXXXX 0.76613 . X| . -0.02314 .XXXXXXXXX| . -0.36615 . XXX| . -0.11916 . | . 0.01317 . |XX . 0.09718 . |X . 0.05019 . |XXX . 0.10420 . | . 0.01321 . XX| . -0.08922 . XXXXXXXX| . -0.30423 . XX| . -0.07824 - - - - - - . |XXXXXXXXXXXXXXX - - 0.58525 . |X . 0.03326 . XXXXXXXX| . -0.30727 . XX| . -0.09628 . | . 0.01829 . |XX . 0.08830 . |XX . 0.07131 . |X . 0.03032 . |X . 0.03533 . XX| . -0.08734 . XXXXX| . -0.20835 . XX| . -0.09736 - - - - - . |XXXXXXXXXXXX - - - - 0.469

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . XXX| . -0.1042 XXXXXXXXXXX| . -0.4323 XXXXXXX| . -0.2724 XXXXXXXXX| . -0.3465 XXXXXX| . -0.2266 XXXXX| . -0.2077 . |XXX . 0.1018 . |XXXX. 0.1669 . |XXXXXXXX 0.32710 XXXXXX| . -0.25511 XXXXXXXXXXXX| . -0.49912 - - - - - - - - - . |XXXXXXXXX - - - - - 0.37613 . X| . -0.03414 . XX| . -0.06315 . XX| . -0.07716 . X| . -0.03817 . |XX . 0.06618 . | . -0.00719 . XXX| . -0.13620 . X| . -0.05221 .XXXX| . -0.14322 . | . -0.00523 . X| . -0.02824 - - - - - - - - - . X| . - - - - - - - - -0.05725 . | . -0.00526 . | . 0.01727 . |XX . 0.08828 . |X . 0.04529 . | . -0.01030 . |XXX . 0.12731 . XX| . -0.07132 . | . 0.00633 . XXX| . -0.10534 . | . 0.00635 . XXX| . -0.12136 - - - - - - - - - . |X . - - - - - - - - 0.034

Page 60: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1, Seasonal Order=1Sample Autocorrelations of the Residuals 【パルプ・紙・紙加工品工業】15

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXXXX| . -0.3832 . |XX . 0.0623 . XX| . -0.0804 . | . -0.0075 . |XXX . 0.1396 . X| . -0.0387 . |X . 0.0418 . XXXX| . -0.1739 . |XXXX . 0.16010 . XX| . -0.09311 . | . -0.01312 - - - - - - - - . XXXX| . - - - - - - - -0.15613 . XX| . -0.08014 . |XX . 0.08615 . | . -0.01716 . | . -0.00517 . | . -0.00618 . | . -0.01119 . |XX . 0.06620 . XX| . -0.07121 . |XXX . 0.12922 . XXXXX| . -0.18223 . |XXXXXXX. 0.26924 - - - - - - - . XXXX| . - - - - - - -0.16025 . |XXXX . 0.15726 . X| . -0.05027 . X| . -0.04528 . |XXX . 0.10529 . XXX| . -0.12730 . |XX . 0.06931 . XXXX| . -0.15132 . |XXXX . 0.15933 . XX| . -0.08134 . |XX . 0.09135 . XXX| . -0.13936 - - - - - - - . X| . - - - - - - -0.049

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXXXX| . -0.3832 . XXX| . -0.1003 . XXX| . -0.1094 . XX| . -0.0905 . |XXX . 0.1186 . |XX . 0.0717 . |XX . 0.0728 . XXX| . -0.1379 . |X . 0.05610 . X| . -0.04311 . XXX| . -0.10212 - - - - - - - - XXXXXX| . - - - - - - - -0.25313 XXXXXXX| . -0.27914 . XXXX| . -0.15215 . XX| . -0.08716 . XX| . -0.08517 . |XX . 0.06618 . |XX . 0.08119 . |XXXX . 0.15920 . | . -0.00721 . |XXX . 0.12822 . XXXX| . -0.16523 . |X . 0.06024 - - - - - - - - XXXXXX| . - - - - - - - -0.23425 . X| . -0.04526 . XXX| . -0.10527 . X| . -0.02228 . |X . 0.04529 . |XX . 0.08530 . |X . 0.02331 . | . -0.02032 . | . 0.00533 . |X . 0.02834 . |X . 0.05235 . XX| . -0.06236 - - - - - - - - . XXX| . - - - - - - - -0.134

Page 61: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: noneSample Autocorrelations of the Residuals 【繊維工業】16

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXXXXXXXXXXXXX 0.9462 . |XXXXXXXXXXXXXXXXXXXXXX 0.8943 . |XXXXXXXXXXXXXXXXXXXXXX 0.8654 . |XXXXXXXXXXXXXXXXXXXXX 0.8375 . |XXXXXXXXXXXXXXXXXXXX 0.8066 . |XXXXXXXXXXXXXXXXXXX 0.7747 . |XXXXXXXXXXXXXXXXXX 0.7398 . |XXXXXXXXXXXXXXXXXX 0.7029 . |XXXXXXXXXXXXXXXXX . 0.66010 . |XXXXXXXXXXXXXXXX . 0.62011 . |XXXXXXXXXXXXXXX . 0.60112 - . |XXXXXXXXXXXXXXX . 0.58413 . |XXXXXXXXXXXXX . 0.53414 . |XXXXXXXXXXXX . 0.48615 . |XXXXXXXXXXX . 0.45516 . |XXXXXXXXXXX . 0.42117 . |XXXXXXXXXX . 0.39018 . |XXXXXXXXX . 0.35619 . |XXXXXXXX . 0.31920 . |XXXXXXX . 0.28121 . |XXXXXX . 0.24422 . |XXXXX . 0.20823 . |XXXXX . 0.18824 . |XXXX . 0.17425 . |XXX . 0.13626 . |XX . 0.09927 . |XX . 0.07628 . |X . 0.05529 . |X . 0.03130 . | . 0.01031 . | . -0.01932 . X| . -0.04533 . XX| . -0.07034 . XX| . -0.09635 . XXX| . -0.11136 . XXX| . -0.124

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXXXXXXXXXXXXX 0.9462 . | . -0.0113 . |XXXXX 0.1944 . | . -0.0055 . | . 0.0136 . X| . -0.0317 . X| . -0.0428 . X| . -0.0529 . XX| . -0.07710 . X| . -0.02211 . |XXXX. 0.16212 - - - - - - - - - . |X . - - - - - - - - 0.02013 XXXXXXX| . -0.26614 . | . 0.00015 . |X . 0.03216 . X| . -0.03517 . | . 0.01418 . X| . -0.04319 . X| . -0.05320 . X| . -0.03421 . | . 0.01322 . | . -0.02023 . |X . 0.05424 - - - - - - - - - . |X . - - - - - - - - 0.03325 . XXX| . -0.10626 . | . -0.02027 . |X . 0.02728 . | . 0.00029 . X| . -0.05130 . | . 0.01931 . XX| . -0.09032 . |X . 0.02333 . X| . -0.02034 . X| . -0.02535 . | . -0.00136 - - - - - - - - - . X| . - - - - - - - - -0.025

Page 62: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Seasonal Order=1Sample Autocorrelations of the Residuals 【繊維工業】16

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXXXXXXXXXX 0.8262 . |XXXXXXXXXXXXXXXXXXX 0.7463 . |XXXXXXXXXXXXXXXXXX 0.7274 . |XXXXXXXXXXXXXXXX 0.6435 . |XXXXXXXXXXXXXXX 0.5846 . |XXXXXXXXXXXX . 0.4987 . |XXXXXXXXXX . 0.4028 . |XXXXXXXXX . 0.3539 . |XXXXXXXXX . 0.36310 . |XXXXXXXX . 0.31311 . |XXXXXXX . 0.29512 - - - . |XXXXXX . - - 0.24413 . |XXXXXX . 0.26014 . |XXXXXXXX . 0.30115 . |XXXXXX . 0.25616 . |XXXXX . 0.21217 . |XXXXX . 0.21718 . |XXXXX . 0.21519 . |XXXX . 0.17520 . |XXXX . 0.14721 . |XX . 0.09522 . |XX . 0.09623 . |XX . 0.09224 - - - . |X . - - 0.03625 . | . 0.01526 . | . -0.01927 . X| . -0.03728 . X| . -0.03129 . XX| . -0.06830 . XXX| . -0.12631 . XXXX| . -0.15332 . XXXX| . -0.14133 . XXXX| . -0.16934 . XXXXX| . -0.21535 . XXXXXX| . -0.23936 - - . XXXXXX| . - -0.259

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXXXXXXXXXX 0.8262 . |XXXXX. 0.2023 . |XXXXXX 0.2244 . XXX| . -0.1015 . | . 0.0036 . XXXX| . -0.1577 . XXX| . -0.1168 . | . 0.0179 . |XXXXXX 0.25410 . | . -0.00911 . |XX . 0.09612 - - - - - - - - .XXXXX| . - - - - - - - -0.19813 . |XXXX . 0.17514 . |XX . 0.06815 . XX| . -0.07116 . XXXX| . -0.15317 . |XX . 0.09218 . | . -0.00119 . XX| . -0.06320 . XX| . -0.09021 . |X . 0.03822 . |XXX . 0.10523 . X| . -0.02824 - - - - - - - - .XXXXX| . - - - - - - - -0.18625 . |X . 0.05626 . X| . -0.03327 . X| . -0.02528 . X| . -0.05929 . | . 0.00830 . X| . -0.04331 . XXXX| . -0.15332 . |X . 0.04633 . | . 0.01634 . X| . -0.04635 . X| . -0.03636 - - - - - - - - . XXX| . - - - - - - - -0.112

Page 63: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1Sample Autocorrelations of the Residuals 【繊維工業】16

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . XX| . -0.0982 XXXXXXXXXXXXX| . -0.5063 . |X . 0.0294 . | . 0.0075 . |X . 0.0466 . |XX . 0.0827 . |XX . 0.0968 . | . 0.0139 . | . -0.00510 XXXXXXXXXXXX| . -0.46211 . XX| . -0.07512 - - - - - - - . |XXXXXXXXXXXXXXXXXXXX 0.78313 . XX| . -0.07914 XXXXXXXXXX| . -0.39815 . | . 0.00516 . | . 0.00317 . |XX . 0.06018 . |XX . 0.06619 . |XX . 0.07920 . | . 0.00821 . X| . -0.02722 .XXXXXXXXX| . -0.36223 . X| . -0.06024 - - - - - - . |XXXXXXXXXXXXXXX - - 0.61525 . X| . -0.04926 . XXXXXXXX| . -0.33027 . X| . -0.03428 . |X . 0.03129 . |X . 0.05830 . |X . 0.05531 . |X . 0.04132 . | . 0.00733 . | . 0.00534 . XXXXXXX| . -0.29035 . X| . -0.04036 - - - - - . |XXXXXXXXXXXX - - - - 0.480

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . XX| . -0.0982 XXXXXXXXXXXXX| . -0.5213 . XXX| . -0.1364 XXXXXXXXXX| . -0.3865 . XXX| . -0.1326 XXXXX| . -0.1937 . |XXX . 0.1168 . |XXX . 0.1219 . |XXXXXXXXXX 0.39210 XXXXXXXXXXXXX| . -0.51411 XXXXXX| . -0.24012 - - - - - - - - - . |XXXXXXXXX - - - - - 0.36113 . X| . -0.03614 . |XXX . 0.10515 . XXX| . -0.11816 . | . 0.01217 . |XXX . 0.11718 . |X . 0.05119 . |X . 0.02420 . XX| . -0.08121 . XX| . -0.08022 . |X . 0.04023 . XX| . -0.08524 - - - - - - - - - . | . - - - - - - - - -0.01225 . XX| . -0.06226 . X| . -0.05727 . X| . -0.06028 . |XX . 0.06229 . X| . -0.05330 . |XX . 0.08631 .XXXX| . -0.16832 . |X . 0.04233 . | . -0.00634 . |X . 0.04935 . |X . 0.02436 - - - - - - - - - . X| . - - - - - - - - -0.031

Page 64: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1, Seasonal Order=1Sample Autocorrelations of the Residuals 【繊維工業】16

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXX| . -0.3292 .XXXXXX| . -0.2313 . |XXXXX . 0.2034 . | . -0.0065 . |XX . 0.0656 . |X . 0.0227 . XXXX| . -0.1558 . XXX| . -0.1149 . |XXXXX . 0.19410 . XXX| . -0.13311 . |XX . 0.09412 - - - - - - - . XXXX| . - - - - - - -0.17113 . XX| . -0.09414 . |XXXXXX . 0.24915 . |X . 0.03316 . XXXXXX| . -0.22517 . |XX . 0.06818 . |XXX . 0.12119 . X| . -0.03920 . |XX . 0.06621 . XXXXX| . -0.18022 . |X . 0.04923 . |XXXX . 0.15224 - - - - - - - . XXXX| . - - - - - - -0.15225 . | . 0.00226 . |XX . 0.07127 . XXXX| . -0.14928 . |XX . 0.09029 . |XXX . 0.10130 . XXX| . -0.12831 . X| . -0.05532 . |XX . 0.09333 . |X . 0.03734 . X| . -0.05535 . | . 0.00936 - - - - - - - . XX| . - - - - - - -0.100

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXX| . -0.3292 XXXXXXXXXX| . -0.3803 . X| . -0.0354 . | . -0.0195 . |XXXX . 0.1676 . |XXXX . 0.1537 . X| . -0.0518 XXXXXXX| . -0.2949 . XXX| . -0.10910 XXXXXX| . -0.22711 . |XXXX . 0.14512 - - - - - - - - . XXX| . - - - - - - - -0.11613 . XXX| . -0.12814 . | . -0.00915 . |XXXX . 0.14116 . XX| . -0.08117 . | . 0.00718 . | . -0.00919 . |X . 0.04420 . X| . -0.02921 . XXXX| . -0.16022 . XX| . -0.08223 . |XX . 0.07824 - - - - - - - - . XX| . - - - - - - - -0.10025 . | . -0.01326 . |XX . 0.06027 . X| . -0.02428 . XX| . -0.06529 . X| . -0.03730 . |XX . 0.07631 . XX| . -0.06132 . XX| . -0.08933 . X| . -0.03834 . XX| . -0.06335 . |X . 0.05336 - - - - - - - - . XXX| . - - - - - - - -0.125

Page 65: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: noneSample Autocorrelations of the Residuals 【食料品・たばこ工業】17

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXX. 0.1502 XXXXXXX| . -0.2983 . XX| . -0.0794 . |XX . 0.0615 . |X . 0.0306 . |X . 0.0427 . |X . 0.0458 . |XX . 0.0699 . XX| . -0.06910 XXXXXXXX| . -0.32011 . |X . 0.03312 - - - - - - - - . |XXXXXXXXXXXXXXXXXXXX 0.80613 . |XXX . 0.11314 . XXXXXXX| . -0.27015 . XXX| . -0.10916 . |X . 0.03317 . | . 0.00918 . | . 0.00919 . | . 0.01020 . | . 0.01821 . XX| . -0.07422 . XXXXXXX| . -0.28923 . | . -0.00124 - - - - - - . |XXXXXXXXXXXXXXXX - - 0.64425 . |XX . 0.08526 . XXXXXX| . -0.24027 . XXX| . -0.11228 . | . 0.01429 . | . -0.01630 . | . 0.00231 . | . 0.00832 . | . -0.01633 . XX| . -0.08434 . XXXXXX| . -0.24435 . X| . -0.02536 - - - - - - . |XXXXXXXXXXXX - - - - 0.488

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXX. 0.1502 XXXXXXXX| . -0.3273 . |X . 0.0334 . X| . -0.0315 . | . 0.0086 . |X . 0.0577 . |X . 0.0388 . |XX . 0.0969 . XX| . -0.08310 XXXXXXX| . -0.28511 . |XXX . 0.13112 - - - - - - - - - . |XXXXXXXXXXXXXXXXXXX 0.76313 XXXXXXXXX| . -0.34214 . |XXXX. 0.16115 .XXXX| . -0.18016 . |X . 0.05717 . X| . -0.05018 . XX| . -0.07319 . XX| . -0.07120 .XXXX| . -0.14921 . |X . 0.04622 . |XX . 0.07123 . |XX . 0.08224 - - - - - - - - - . XXX| . - - - - - - - - -0.11325 . |XX . 0.07826 . XX| . -0.08027 . |XXX . 0.12028 . XXX| . -0.11129 . X| . -0.02830 . | . 0.00331 . X| . -0.03632 . |X . 0.02433 . XX| . -0.06234 . |XX . 0.09035 .XXXX| . -0.15836 - - - - - - - - - . |X . - - - - - - - - 0.028

Page 66: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Seasonal Order=1Sample Autocorrelations of the Residuals 【食料品・たばこ工業】17

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . | . -0.0122 . XXXX| . -0.1773 . XX| . -0.0634 . XX| . -0.0875 . |XXXXX. 0.1816 . | . -0.0087 . XXX| . -0.1038 . | . -0.0089 . |XXXXX. 0.19910 . | . 0.01811 . X| . -0.03512 - - - - - - - - . XXXX| . - - - - - - - -0.16513 . X| . -0.03314 . |XXXXX . 0.21315 . XXX| . -0.13216 . |X . 0.02317 . X| . -0.03518 . | . 0.02019 . XX| . -0.08720 . XXX| . -0.11721 . |XXXX . 0.15522 . | . -0.00523 . |XX . 0.09724 - - - - - - - - . XXXXX| . - - - - - - - -0.19625 . XXXX| . -0.17426 . |XX . 0.06227 . | . 0.00628 . |X . 0.02429 . X| . -0.04730 . | . -0.01131 . |XX . 0.07332 . |XXXX . 0.17433 . XXXX| . -0.15334 . XXX| . -0.13935 . |XX . 0.06736 - - - - - - - . | . - - - - - - -0.002

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . | . -0.0122 . XXXX| . -0.1773 . XX| . -0.0704 . XXX| . -0.1265 . |XXXX . 0.1596 . X| . -0.0477 . X| . -0.0578 . | . -0.0149 . |XXXXXX 0.22010 . X| . -0.02611 . |X . 0.03212 - - - - - - - - . XXXX| . - - - - - - - -0.14513 . |X . 0.02014 . |XX . 0.09715 . XXXX| . -0.15816 . |XX . 0.07317 . X| . -0.03218 . |X . 0.03719 XXXXXX| . -0.24220 . X| . -0.04221 . |XXXXX. 0.18822 . X| . -0.04223 . |X . 0.03624 - - - - - - - - .XXXXX| . - - - - - - - -0.19525 . XX| . -0.09526 . | . -0.00327 . XXX| . -0.11128 . | . 0.01729 . |X . 0.04930 . X| . -0.05631 . |X . 0.02232 . |XXX . 0.10333 . |X . 0.03234 . XX| . -0.08235 . | . 0.01036 - - - - - - - - . | . - - - - - - - 0.010

Page 67: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1Sample Autocorrelations of the Residuals 【食料品・たばこ工業】17

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXX| . -0.2172 XXXXXXXXX| . -0.3753 . |X . 0.0514 . |XX . 0.0935 . | . -0.0126 . | . -0.0017 . X| . -0.0238 . |XX . 0.0959 . |XX . 0.07910 XXXXXXXXX| . -0.35611 .XXXXXX| . -0.24212 - - - - - - - - . |XXXXXXXXXXXXXXXXXXXX 0.81813 . XXXX| . -0.16714 . XXXXXXX| . -0.30015 . | . 0.01316 . |XX . 0.09617 . | . -0.00918 . | . -0.00219 . | . -0.01420 . |X . 0.04721 . |XX . 0.08722 . XXXXXXX| . -0.29623 . XXXXX| . -0.19724 - - - - - - . |XXXXXXXXXXXXXXXX - - 0.65625 . XXX| . -0.12626 . XXXXXX| . -0.24227 . | . 0.00928 . |XX . 0.09029 . X| . -0.03130 . | . 0.00931 . | . 0.00132 . |X . 0.02233 . |XX . 0.06734 . XXXXX| . -0.21935 . XXXX| . -0.16036 - - - - - . |XXXXXXXXXXXX - - - - 0.495

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXX| . -0.2172 XXXXXXXXXXX| . -0.4433 XXXXX| . -0.2124 .XXXX| . -0.1695 . XXX| . -0.1166 . X| . -0.0557 . XX| . -0.0708 . |XX . 0.0949 . |XXXXX 0.19010 XXXXXX| . -0.25111 XXXXXXXXXXXXXX| . -0.56912 - - - - - - - - - . |XXXXXXXXXXXXXX - - - 0.57413 . XX| . -0.07314 . |XXX . 0.13915 . XX| . -0.06816 . |X . 0.05217 . X| . -0.04318 . | . 0.01319 . |X . 0.05020 .XXXX| . -0.15321 . XX| . -0.09722 . XX| . -0.06123 . |XXX . 0.10724 - - - - - - - - - . X| . - - - - - - - - -0.03425 . |X . 0.05826 . X| . -0.02927 . |XX . 0.09028 . | . -0.00729 . X| . -0.02530 . | . -0.01331 . XX| . -0.07432 . | . 0.00733 . XXX| . -0.11234 . |XXX . 0.12535 . XX| . -0.06136 - - - - - - - - - . X| . - - - - - - - - -0.025

Page 68: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1, Seasonal Order=1Sample Autocorrelations of the Residuals 【食料品・たばこ工業】17

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXXXX| . -0.4082 . XXXX| . -0.1403 . |XX . 0.0694 . XXXX| . -0.1635 . |XXXXXX. 0.2516 . XX| . -0.0617 . XX| . -0.0988 . X| . -0.0309 . |XXXXX . 0.18910 . XX| . -0.06511 . |X . 0.02612 - - - - - - - . XXX| . - - - - - - -0.13513 . X| . -0.04114 . |XXXXXXX. 0.29315 .XXXXXXX| . -0.26616 . |XXX . 0.10817 . X| . -0.04318 . |XX . 0.07419 . X| . -0.02020 . XXXX| . -0.17521 . |XXXXX . 0.21722 . XXX| . -0.12723 . |XXXXX . 0.20324 - - - - - - - . XXXX| . - - - - - - -0.16725 . XXX| . -0.11426 . |XXXX . 0.16627 . X| . -0.04228 . |X . 0.04329 . X| . -0.04730 . X| . -0.03431 . | . 0.02032 . |XXXX . 0.16833 . XXXX| . -0.17734 . XX| . -0.06835 . |XXX . 0.12336 - - - - - - . XX| . - - - - - -0.088

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXXXX| . -0.4082 XXXXXXXXX| . -0.3693 XXXXXX| . -0.2224 XXXXXXXXXX| . -0.4065 . XX| . -0.0936 . XX| . -0.0977 . XXX| . -0.1278 XXXXXXX| . -0.2739 . |X . 0.05710 . | . -0.00211 . |XXXX . 0.15712 - - - - - - - - . X| . - - - - - - - -0.04013 . XX| . -0.06114 . |XXXX . 0.16815 . XXX| . -0.10116 . | . 0.00217 . X| . -0.05918 . |XXXXX. 0.18019 . XX| . -0.07120 XXXXXX| . -0.23921 . |X . 0.04022 . XX| . -0.06223 . |XXXX . 0.15624 - - - - - - - - . X| . - - - - - - - -0.02125 . XX| . -0.08226 . |X . 0.02127 . XX| . -0.08828 . XXX| . -0.10729 . |X . 0.04630 . X| . -0.04131 . X| . -0.05132 . | . -0.00733 . |XX . 0.07334 . X| . -0.03435 . XX| . -0.06336 - - - - - - - - . | . - - - - - - - -0.018

Page 69: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: noneSample Autocorrelations of the Residuals 【その他工業】18

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXX 0.4902 . |XXX . 0.1083 . |XXXXXX. 0.2364 . |XXXXXXXX 0.3275 . |XXXXXXX 0.2956 . |XXXXXX . 0.2567 . |XXXXXXX. 0.2908 . |XXXXXXX. 0.2659 . |XXX . 0.10010 . XXX| . -0.10511 . |XXXXX . 0.18512 - - - - - - - . |XXXXXXXXXXXXXXX - - 0.59113 . |XXXX . 0.17214 . XXX| . -0.13615 . X| . -0.04516 . |X . 0.05217 . | . 0.01818 . | . -0.01719 . |X . 0.02420 . | . 0.01421 . XXX| . -0.10922 . XXXXXXX| . -0.27323 . | . -0.01124 - - - - - - . |XXXXXXXX . - - - - - 0.33425 . |X . 0.02326 . XXXXXX| . -0.22127 . XXXX| . -0.14628 . X| . -0.02729 . X| . -0.04830 . XX| . -0.07031 . X| . -0.04032 . X| . -0.04533 . XXXX| . -0.14534 . XXXXXXX| . -0.28435 . XX| . -0.07936 - - - - - - . |XXXXX . - - - - - 0.193

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXX 0.4902 .XXXX| . -0.1743 . |XXXXXXXXX 0.3524 . |XX . 0.0695 . |XXXX. 0.1726 . |XX . 0.0707 . |XXXX. 0.1618 . | . 0.0049 . XXX| . -0.12610 XXXXXXX| . -0.29811 . |XXXXXXXXXX 0.38912 - - - - - - - - - . |XXXXXXXXXX - - - - - 0.40613 XXXXXXXXXXXXXX| . -0.54214 . |X . 0.02915 XXXXXX| . -0.22116 . |XXXX. 0.14117 . XXX| . -0.10818 . X| . -0.03519 . XXX| . -0.12920 . |X . 0.04421 . |XX . 0.09122 . |XXX . 0.12323 . X| . -0.04024 - - - - - - - - - . | . - - - - - - - - 0.01025 . | . 0.01126 . | . -0.01827 . | . 0.01528 . X| . -0.04229 . X| . -0.04230 . X| . -0.03131 . XX| . -0.06132 . | . 0.00433 . X| . -0.03634 . | . 0.00635 . XX| . -0.09636 - - - - - - - - - . | . - - - - - - - - -0.018

Page 70: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Seasonal Order=1Sample Autocorrelations of the Residuals 【その他工業】18

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXXXXXXXXX 0.8162 . |XXXXXXXXXXXXXXXXXXXX 0.7903 . |XXXXXXXXXXXXXXXXXXX 0.7474 . |XXXXXXXXXXXXXXXX 0.6415 . |XXXXXXXXXXXXXXX 0.6086 . |XXXXXXXXXXXXX . 0.5327 . |XXXXXXXXXXXX . 0.4708 . |XXXXXXXXX . 0.3769 . |XXXXXXXXX . 0.35410 . |XXXXXXX . 0.27811 . |XXXXXX . 0.24112 - - - . |XXXXX . - - 0.18513 . |XXXX . 0.16114 . |XXXX . 0.17815 . |XXX . 0.12116 . |XXX . 0.10617 . |XX . 0.08818 . |XX . 0.08719 . |X . 0.05520 . |XX . 0.08721 . |XX . 0.06822 . | . -0.00423 . |X . 0.05824 - - - . | . - - 0.01025 . | . -0.00526 . | . -0.00927 . X| . -0.05228 . X| . -0.03029 . XX| . -0.06930 . XX| . -0.07731 . XX| . -0.09232 . XXX| . -0.10733 . XXX| . -0.13534 . XXXX| . -0.15035 . XXXX| . -0.15636 - - - . XXXXX| . - - -0.203

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXXXXXXXXX 0.8162 . |XXXXXXXXX 0.3703 . |XXX . 0.1344 .XXXXX| . -0.1885 . | . 0.0196 . X| . -0.0557 . | . -0.0198 .XXXXX| . -0.1869 . |XXX . 0.12710 . X| . -0.05911 . |XX . 0.06112 - - - - - - - - . XXX| . - - - - - - - -0.13013 . |XXX . 0.13314 . |XXXX . 0.15115 . XX| . -0.07116 . XXXX| . -0.15917 . |X . 0.03818 . |XXX . 0.11719 . XX| . -0.09620 . |XX . 0.06421 . | . 0.00222 .XXXXX| . -0.20423 . |XXXX . 0.15224 - - - - - - - - . X| . - - - - - - - -0.03525 . X| . -0.03026 . X| . -0.04627 . XX| . -0.06228 . |XXX . 0.13029 . XXX| . -0.10130 . X| . -0.05231 . |X . 0.04132 . | . 0.01333 . XX| . -0.09734 . XXXX| . -0.16435 . |XXX . 0.11436 - - - - - - - - . |X . - - - - - - - 0.038

Page 71: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1Sample Autocorrelations of the Residuals 【その他工業】18

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . XXX| . -0.1352 XXXXXXXXXXXXX| . -0.5073 . |X . 0.0454 . |XXX . 0.1295 . | . 0.0006 . XX| . -0.0717 . |XX . 0.0668 . |XXX . 0.1279 . |X . 0.03410 XXXXXXXXXXXX| . -0.48211 . XXX| . -0.10512 - - - - - - - . |XXXXXXXXXXXXXXXXXXXX 0.81613 . XXX| . -0.11814 XXXXXXXXXX| . -0.39915 . | . 0.00216 . |XXX . 0.13717 . | . -0.00618 . XX| . -0.07219 . |X . 0.05820 . |XXX . 0.10121 . |X . 0.03222 .XXXXXXXXXX| . -0.40923 . XX| . -0.07524 - - - - - - . |XXXXXXXXXXXXXXXX - - 0.64825 . XX| . -0.07226 . XXXXXXXX| . -0.32027 . X| . -0.03828 . |XXXX . 0.14629 . | . -0.00530 . X| . -0.05631 . |X . 0.04632 . |XX . 0.08133 . |X . 0.03234 . XXXXXXXX| . -0.33135 . X| . -0.05936 - - - - - . |XXXXXXXXXXXX. - - - - 0.500

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . XXX| . -0.1352 XXXXXXXXXXXXX| . -0.5353 XXXXX| . -0.1894 XXXXXX| . -0.2575 .XXXX| . -0.1456 XXXXX| . -0.2137 . X| . -0.0498 . |XX . 0.0819 . |XXXXXXX 0.26110 XXXXXXXXXXX| . -0.42811 XXXXXXXXXXXX| . -0.46812 - - - - - - - - - . |XXXXXXXXXXXX - - - - 0.49613 . X| . -0.03214 . |XXXXXX 0.22715 .XXXX| . -0.16816 . |X . 0.05817 . |X . 0.02618 . |XX . 0.08419 . XX| . -0.09420 .XXXX| . -0.14421 .XXXX| . -0.16022 . |X . 0.03023 . X| . -0.04024 - - - - - - - - - . X| . - - - - - - - - -0.04325 . | . -0.01826 . X| . -0.02527 . |X . 0.03928 . |X . 0.02729 . | . -0.00630 . | . 0.01731 . | . -0.01132 . | . 0.00833 . | . -0.01434 . |X . 0.04135 . | . -0.00836 - - - - - - - - - . | . - - - - - - - - -0.017

Page 72: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1, Seasonal Order=1Sample Autocorrelations of the Residuals 【その他工業】18

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXXXXXXX| . -0.5232 . |X . 0.0513 . |XXXXXXX 0.2774 .XXXXXXX| . -0.2655 . |XXXX . 0.1596 . X| . -0.0497 . |X . 0.0428 . XXXX| . -0.1789 . |XXXX . 0.16210 . XXXX| . -0.16511 . |XX . 0.07712 - - - - - - - . XX| . - - - - - - -0.07913 . XXXX| . -0.17814 . |XXXXXX . 0.24315 . XXX| . -0.12216 . | . 0.00917 . X| . -0.03518 . |XXXX . 0.15719 . XXXXX| . -0.20620 . |XXXX . 0.14921 . |XXXX . 0.15022 XXXXXXXXXX| . -0.40623 . |XXXXXXXXXX 0.38624 - - - - - - . XXXX| . - - - - - -0.14425 . XX| . -0.06126 . |XXXXX . 0.18827 . XXXXXX| . -0.24728 . |XXXX . 0.16429 . X| . -0.05130 . X| . -0.05131 . |X . 0.03132 . |X . 0.02533 . X| . -0.04334 . | . -0.00635 . |XXX . 0.12236 - - - - - - . XXXXX| . - - - - - -0.202

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXXXXXXX| . -0.5232 XXXXXXXX| . -0.3063 . |XXXXXX 0.2304 . |X . 0.0525 . |XX . 0.0746 . X| . -0.0547 . |XX . 0.0938 XXXXXX| . -0.2539 . X| . -0.03710 .XXXXX| . -0.20411 . |XX . 0.09212 - - - - - - - - .XXXXX| . - - - - - - - -0.18413 XXXXXXX| . -0.28514 . XXX| . -0.11815 . |XXXXX. 0.20616 . |XX . 0.09617 . XXXX| . -0.15918 . |XX . 0.09719 . XX| . -0.06320 . X| . -0.05321 . |XX . 0.09622 XXXXXX| . -0.22223 . X| . -0.05624 - - - - - - - - . X| . - - - - - - - -0.04825 . XX| . -0.08726 . |XX . 0.09427 . XX| . -0.07628 . |XX . 0.07429 . XX| . -0.06230 . XXX| . -0.10531 . X| . -0.04832 . | . 0.00033 . |XXX . 0.13234 . XXX| . -0.12235 . XX| . -0.09536 - - - - - - - - . XX| . - - - - - - - -0.089

Page 73: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: noneSample Autocorrelations of the Residuals 【資本財】19

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXX 0.2722 . |XXX . 0.1263 . |XXXXXXXXXXXX 0.4684 . |XXXXXX. 0.2355 . |XXXX . 0.1756 . |XXXXXXXXXXXXXXXXX 0.6737 . |XXX . 0.1378 . |XXXX . 0.1409 . |XXXXXXXX. 0.32810 . | . -0.01111 . |XX . 0.06512 - - - - - - - . |XXXXXXXXXXXXXXXXX - 0.66513 . |X . 0.03514 . XX| . -0.09915 . |XXXXX . 0.19016 . | . -0.00217 . X| . -0.05918 . |XXXXXXXXX . 0.37319 . XX| . -0.08420 . XX| . -0.08221 . |XX . 0.08322 . XXXXX| . -0.20723 . XXXX| . -0.14624 - - - - - - . |XXXXXXXXX . - - - - - 0.34525 . XXXXX| . -0.18526 . XXXXXXXX| . -0.30227 . X| . -0.04328 . XXXXX| . -0.20129 . XXXXXX| . -0.23630 . |XXX . 0.10331 . XXXXXXX| . -0.26232 . XXXXXXX| . -0.26133 . XX| . -0.09434 . XXXXXXXX| . -0.32535 . XXXXXXX| . -0.26636 - - - - - . |XXXX . - - - - 0.141

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXX 0.2722 . |X . 0.0563 . |XXXXXXXXXXX 0.4564 . | . 0.0145 . |XXX . 0.1226 . |XXXXXXXXXXXXXX 0.5757 XXXXXXXXX| . -0.3608 . |XXXXXXXX 0.3299 XXXXXXXXXXXX| . -0.47710 .XXXX| . -0.17511 . |XXXXX 0.21712 - - - - - - - - - . |XXXXXXXX - - - - - - 0.32913 XXXXX| . -0.20214 XXXXX| . -0.21615 . XXX| . -0.13216 . |X . 0.04117 . X| . -0.03518 . X| . -0.05819 . |XX . 0.06120 . | . 0.00621 . | . -0.00522 . XX| . -0.08723 . | . 0.01024 - - - - - - - - - .XXXX| . - - - - - - - - -0.15025 . X| . -0.03626 .XXXX| . -0.15527 . |X . 0.04328 . X| . -0.03229 . |X . 0.04030 . XXX| . -0.11031 . |X . 0.05132 . XX| . -0.07633 . |XX . 0.08334 . X| . -0.03035 . X| . -0.03336 - - - - - - - - - . | . - - - - - - - - 0.016

Page 74: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Seasonal Order=1Sample Autocorrelations of the Residuals 【資本財】19

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXXXXXXXXXXXX 0.9082 . |XXXXXXXXXXXXXXXXXXXXXX 0.8713 . |XXXXXXXXXXXXXXXXXXXX 0.7934 . |XXXXXXXXXXXXXXXXXX 0.7375 . |XXXXXXXXXXXXXXXX 0.6236 . |XXXXXXXXXXXXX . 0.5407 . |XXXXXXXXXXX . 0.4388 . |XXXXXXXXX . 0.3639 . |XXXXXXX . 0.26310 . |XXXXX . 0.20111 . |XXX . 0.13712 - - - . |XX . - - 0.09213 . |X . 0.05514 . |X . 0.04515 . | . 0.02016 . | . 0.01717 . | . -0.01418 . | . -0.01319 . X| . -0.05320 . XX| . -0.08421 . XXX| . -0.11822 . XXXX| . -0.14123 . XXXX| . -0.17024 - - . XXXXXX| . - -0.23325 . XXXXXXX| . -0.26526 . XXXXXXX| . -0.29527 . XXXXXXXX| . -0.31828 . XXXXXXXXX| . -0.34629 . XXXXXXXX| . -0.33630 . XXXXXXXXX| . -0.35431 . XXXXXXXXX| . -0.34932 . XXXXXXXXX| . -0.35533 . XXXXXXXX| . -0.33234 . XXXXXXXX| . -0.31435 . XXXXXXX| . -0.29336 - . XXXXXXX| . -0.271

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXXXXXXXXXXXX 0.9082 . |XXXXXXX 0.2703 .XXXXX| . -0.1824 . | . -0.0175 XXXXXXXX| . -0.3226 . XX| . -0.0617 . X| . -0.0338 . |X . 0.0439 . X| . -0.05110 . |XX . 0.06011 . |XX . 0.06412 - - - - - - - - . | . - - - - - - - 0.00313 . |XX . 0.08214 . |XX . 0.07715 . XX| . -0.09816 . | . -0.00917 .XXXXX| . -0.19018 . | . 0.00119 . XXXX| . -0.15820 . XXXX| . -0.15021 . |XX . 0.08022 . | . 0.01123 . |XXXX . 0.14124 - - - - - - - XXXXXXX| . - - - - - - - -0.28325 . |XX . 0.06426 . |X . 0.03727 . | . -0.00128 . |XX . 0.06229 . |X . 0.03130 . XXXX| . -0.16131 . XX| . -0.09832 . XX| . -0.08733 . |XX . 0.08034 . |XXX . 0.10135 . |X . 0.04636 - - - - - - - - . X| . - - - - - - - -0.021

Page 75: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1Sample Autocorrelations of the Residuals 【資本財】19

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXXXX| . -0.3962 XXXXXXXX| . -0.3283 . |XXXXXXXXX 0.3774 . XXX| . -0.1135 XXXXXXXXXX| . -0.3866 . |XXXXXXXXXXXXXXXXXX 0.7147 .XXXXXXXXX| . -0.3638 . XXX| . -0.1249 . |XXXXXXXX . 0.33810 . XXXXXXX| . -0.27011 . XXXXXXXXX| . -0.35812 - - - - - - . |XXXXXXXXXXXXXXXXXXXXX 0.84613 . XXXXXXXX| . -0.33914 . XXXXXXX| . -0.28015 . |XXXXXXXX . 0.30916 . XX| . -0.08817 . XXXXXXXX| . -0.33718 . |XXXXXXXXXXXXXXX 0.61319 . XXXXXXXX| . -0.31520 . XXX| . -0.10921 . |XXXXXXX . 0.28522 . XXXXXX| . -0.22623 . XXXXXXX| . -0.29824 - - - - . |XXXXXXXXXXXXXXXXXX - 0.70625 . XXXXXXX| . -0.28026 . XXXXXX| . -0.24627 . |XXXXXXX . 0.26028 . XX| . -0.07329 . XXXXXXX| . -0.26230 . |XXXXXXXXXXXX . 0.49131 . XXXXXX| . -0.24932 . XXX| . -0.10933 . |XXXXXX . 0.24634 . XXXXX| . -0.18635 . XXXXXX| . -0.23536 - - . |XXXXXXXXXXXXXX . - 0.557

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXXXX| . -0.3962 XXXXXXXXXXXXXX| . -0.5753 . XX| . -0.0984 XXXXX| . -0.1855 XXXXXXXXXXXXXXX| . -0.6076 . |XXXXXXXXX 0.3437 XXXXXXXXX| . -0.3438 . |XXXXXXXXXXXX 0.4619 . |XX . 0.09610 XXXXXXX| . -0.26611 XXXXXXXX| . -0.32912 - - - - - - - - - . |XXXXX - - - - - - - - 0.21913 . |XXXXX 0.20614 . |XXX . 0.13515 . XX| . -0.07816 . X| . -0.02017 . | . 0.01618 . XXX| . -0.12619 . XX| . -0.09220 . XXX| . -0.11621 . X| . -0.03022 . XXX| . -0.10723 . | . 0.01524 - - - - - - - - - . X| . - - - - - - - - -0.04725 . |XX . 0.09326 . XX| . -0.06627 . | . -0.00428 . XX| . -0.06129 . |XX . 0.06930 . XX| . -0.10031 . |X . 0.03332 .XXXX| . -0.14133 . | . 0.00534 . X| . -0.04435 . | . -0.01036 - - - - - - - - - . XX| . - - - - - - - - -0.064

Page 76: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1, Seasonal Order=1Sample Autocorrelations of the Residuals 【資本財】19

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXX| . -0.3032 . |XXXXXX 0.2243 . XXX| . -0.1124 . |XXXXXXXX 0.3315 . XXXX| . -0.1736 . |XXX . 0.1047 . XX| . -0.0998 . |XXX . 0.1329 . XXXXX| . -0.19310 . | . 0.01911 . XX| . -0.07912 - - - - - - - . XX| . - - - - - - -0.07913 . XXXX| . -0.14914 . |XX . 0.07215 . XX| . -0.10016 . |XXX . 0.11417 . XXXX| . -0.15518 . |XXXXX . 0.18919 . X| . -0.05820 . | . -0.00521 . X| . -0.05622 . |X . 0.03423 . |XXXX . 0.15924 - - - - - - - . XXXX| . - - - - - - -0.17325 . | . 0.00326 . X| . -0.03527 . |X . 0.03128 . XXXXXX| . -0.24329 . |XXXX . 0.14630 . XXX| . -0.10831 . |XX . 0.07132 . XXXXX| . -0.19933 . |XX . 0.06534 . X| . -0.04935 . | . -0.00736 - - - - - - - . XXX| . - - - - - - -0.130

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXX| . -0.3032 . |XXXX . 0.1453 . | . -0.0114 . |XXXXXXXX 0.3015 . | . -0.0026 . X| . -0.0417 . XX| . -0.0648 . | . 0.0019 . XXX| . -0.11610 . XXX| . -0.10311 . X| . -0.03612 - - - - - - - - . XXXX| . - - - - - - - -0.15913 . XXX| . -0.13714 . |X . 0.05815 . | . -0.00316 . |XXXX . 0.17617 . | . -0.01018 . |XX . 0.09419 . |X . 0.05820 . XXXX| . -0.14821 . XX| . -0.09322 .XXXXX| . -0.18223 . |XXXXX. 0.20424 - - - - - - - - . XXXX| . - - - - - - - -0.14325 . XXX| . -0.11426 . X| . -0.04027 . XX| . -0.07628 . XXX| . -0.11229 . |XX . 0.09930 . |XX . 0.06731 . |XX . 0.07132 . XXX| . -0.12733 . XXXX| . -0.16434 . XXX| . -0.12535 . X| . -0.03436 - - - - - - - - . XXX| . - - - - - - - -0.110

Page 77: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: noneSample Autocorrelations of the Residuals 【建設財】20

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXXX 0.5672 . |XXXXXXXXX 0.3513 . |XXXXXXXXXXXXXX 0.5564 . |XXXXXXXXXXXXX 0.5155 . |XXXXXXXXX. 0.3606 . |XXXXXXXXXX 0.3957 . |XXXXXXXXX. 0.3468 . |XXXXXXXXXXX 0.4389 . |XXXXXXXXXX. 0.41510 . |XXXX . 0.16411 . |XXXXXXXX . 0.31112 - - - - - . |XXXXXXXXXXXXXXXX - - 0.63813 . |XXXXXXX . 0.26714 . |XX . 0.08815 . |XXXXXX . 0.23916 . |XXXXX . 0.20417 . |XX . 0.06518 . |XX . 0.09919 . |XX . 0.07920 . |XXXX . 0.16721 . |XXXX . 0.14722 . X| . -0.04323 . |XX . 0.08424 - - - - . |XXXXXXXXX . - - - 0.34725 . |X . 0.05626 . XX| . -0.08727 . |X . 0.03728 . |X . 0.02829 . XX| . -0.08830 . X| . -0.04431 . X| . -0.05332 . | . 0.01433 . | . -0.00134 . XXXX| . -0.15435 . X| . -0.05536 - - - - . |XXXX . - - - 0.153

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXXX 0.5672 . |X . 0.0433 . |XXXXXXXXXXXXX 0.5044 . |X . 0.0405 . |XX . 0.0656 . |X . 0.0607 . XXX| . -0.1158 . |XXXXXXXXX 0.3559 . XXX| . -0.12610 XXXXX| . -0.21811 . |XXXXXXX 0.29712 - - - - - - - - - . |XXXXXXXXXX - - - - - 0.39713 XXXXXXXXXXXX| . -0.49514 . XX| . -0.07015 XXXXXXXX| . -0.32416 . |XXX . 0.13117 . X| . -0.03318 . |X . 0.02619 . |X . 0.03820 . X| . -0.05721 . |XXX . 0.12322 . |XXXX. 0.15023 . | . -0.01924 - - - - - - - - - . |X . - - - - - - - - 0.02625 .XXXX| . -0.14526 . X| . -0.05927 . | . -0.01528 . | . -0.02029 . | . 0.00830 . | . -0.01731 . XX| . -0.08832 . | . 0.00333 . |X . 0.02234 . | . -0.00135 . |X . 0.02036 - - - - - - - - - . XX| . - - - - - - - - -0.096

Page 78: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Seasonal Order=1Sample Autocorrelations of the Residuals 【建設財】20

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXXXX 0.6112 . |XXXXXXXXXXXXXXXX 0.6303 . |XXXXXXXXXXXXXX 0.5744 . |XXXXXXXXXXXXX 0.5065 . |XXXXXXXXXXX 0.4516 . |XXXXXXXXXX . 0.4147 . |XXXXXXX . 0.2958 . |XXXXXXX . 0.2909 . |XXXXXX . 0.23710 . |XXXX . 0.14911 . |XXXXX . 0.19112 - - - - - . |XX . - - - - 0.07113 . |X . 0.02614 . |XXX . 0.12415 . |X . 0.03516 . | . 0.00917 . |X . 0.02318 . | . 0.01419 . | . 0.01620 . | . 0.00921 . X| . -0.05622 . | . -0.01723 . | . -0.00424 - - - - - . XXX| . - - - - -0.13725 . X| . -0.04726 . X| . -0.06027 . XXX| . -0.10528 . X| . -0.03929 . XXX| . -0.10330 . XX| . -0.08731 . XX| . -0.09632 . XXXX| . -0.14333 . XXX| . -0.10134 . XXX| . -0.13035 . XXX| . -0.13836 - - - - . XXX| . - - - -0.124

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXXXX 0.6112 . |XXXXXXXXXX 0.4103 . |XXXXX. 0.1854 . |X . 0.0265 . X| . -0.0216 . | . 0.0057 . XXXX| . -0.1458 . | . 0.0009 . | . 0.00910 . XX| . -0.09611 . |XXX . 0.10612 - - - - - - - - . XXX| . - - - - - - - -0.10813 . XXX| . -0.10314 . |XXXXXX 0.22115 . | . -0.00716 . XX| . -0.08417 . | . -0.00418 . |XX . 0.06219 . | . 0.00420 . X| . -0.05721 . XX| . -0.06922 . | . -0.00123 . |XX . 0.07624 - - - - - - - - .XXXXX| . - - - - - - - -0.21325 . | . 0.00626 . |XXXX . 0.14927 . | . -0.01428 . | . 0.01929 . XXX| . -0.10730 . |X . 0.05131 . X| . -0.03032 . XXX| . -0.13833 . |X . 0.05534 . XX| . -0.07535 . |XXX . 0.12536 - - - - - - - - . X| . - - - - - - - -0.054

Page 79: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1Sample Autocorrelations of the Residuals 【建設財】20

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXX| . -0.2572 XXXXXXXXXXXXX| . -0.5013 . |XXXXXXX 0.2994 . |XXX . 0.1305 .XXXXXX| . -0.2276 . |XX . 0.0997 . XXXX| . -0.1678 . |XXX . 0.1269 . |XXXXXXX. 0.27310 XXXXXXXXXXXX| . -0.46911 . XXXXX| . -0.21312 - - - - - - - . |XXXXXXXXXXXXXXXXXXXXX 0.83113 . XXXXXX| . -0.22514 .XXXXXXXXXX| . -0.39915 . |XXXXXX . 0.23316 . |XXX . 0.11817 . XXXXX| . -0.20318 . |XX . 0.06419 . XXX| . -0.12620 . |XXX . 0.12021 . |XXXXX . 0.20722 . XXXXXXXXXX| . -0.38023 . XXXX| . -0.15824 - - - - - . |XXXXXXXXXXXXXXXXX - 0.66325 . XXXX| . -0.17626 . XXXXXXXX| . -0.32327 . |XXXX . 0.17328 . |XXX . 0.11729 . XXXXX| . -0.18530 . |X . 0.05631 . XX| . -0.08432 . |XX . 0.08633 . |XXXX . 0.17134 . XXXXXXXX| . -0.30335 . XXX| . -0.12636 - - - - . |XXXXXXXXXXXXX. - - - 0.521

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXX| . -0.2572 XXXXXXXXXXXXXXX| . -0.6073 . XXX| . -0.1084 .XXXX| . -0.1405 . XXX| . -0.1126 . |X . 0.0607 XXXXXXXXXX| . -0.4208 . |X . 0.0509 . |XXXX. 0.15610 XXXXXXXXX| . -0.36611 XXXXXXXXXXXXX| . -0.51712 - - - - - - - - - . |XXXXXXXXXXX - - - - 0.43613 . |X . 0.04714 . |XXXXXXXXX 0.36215 . XXX| . -0.13616 . | . 0.01217 . X| . -0.03118 . XX| . -0.07619 . |X . 0.05920 .XXXX| . -0.16821 XXXXX| . -0.20522 . X| . -0.02323 . X| . -0.05124 - - - - - - - - - . |XX . - - - - - - - - 0.09525 . |X . 0.03326 . XX| . -0.06127 . |X . 0.02228 . X| . -0.05429 . | . 0.00830 . |XX . 0.06731 . X| . -0.02432 . X| . -0.04533 . | . 0.00434 . X| . -0.04535 . |XX . 0.08736 - - - - - - - - - . XX| . - - - - - - - - -0.077

Page 80: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1, Seasonal Order=1Sample Autocorrelations of the Residuals 【建設財】20

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXXXXXXX| . -0.5332 . |XX . 0.0793 . |X . 0.0454 . | . -0.0165 . X| . -0.0206 . |XXX . 0.1167 . XXXX| . -0.1578 . |XX . 0.0869 . |X . 0.05710 . XXXXX| . -0.20311 . |XXXXXX . 0.23712 - - - - - - - . XXX| . - - - - - - -0.10613 . XXXXX| . -0.20414 . |XXXXXX . 0.24715 . X| . -0.06016 . XXX| . -0.10017 . |XX . 0.06718 . XX| . -0.06019 . |X . 0.02920 . |XX . 0.07221 . XXX| . -0.12622 . |X . 0.04323 . |XXXXX . 0.18424 - - - - - - - .XXXXXXXX| . - - - - - - -0.31725 . |XXX . 0.12326 . |XXX . 0.11427 . XXXXX| . -0.19728 . |XXXX . 0.17029 . XXX| . -0.10030 . | . 0.02031 . |XX . 0.07932 . XXXX| . -0.14433 . |XX . 0.08234 . | . 0.01635 . X| . -0.04536 - - - - - - . | . - - - - - -0.016

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXXXXXXX| . -0.5332 XXXXXXX| . -0.2853 . XX| . -0.0804 . | . 0.0015 . | . -0.0156 . |XXXX . 0.1437 . X| . -0.0248 . | . -0.0189 . |XX . 0.09810 . XXXX| . -0.15611 . |XX . 0.06712 - - - - - - - - . |X . - - - - - - - 0.04813 XXXXXXX| . -0.29814 . XX| . -0.07915 . |X . 0.04916 . X| . -0.04917 . XX| . -0.09118 . XX| . -0.07019 . | . 0.00320 . |X . 0.02621 . | . 0.01622 . X| . -0.03823 . |XXXXX. 0.19824 - - - - - - - - . X| . - - - - - - - -0.05825 XXXXXXX| . -0.26326 . | . -0.01927 . X| . -0.05028 . |X . 0.04029 . XXX| . -0.10330 . X| . -0.03031 . |XXX . 0.11332 . XXX| . -0.10933 . |X . 0.03334 . XX| . -0.09735 . |X . 0.06036 - - - - - - - - . |XX . - - - - - - - 0.074

Page 81: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: noneSample Autocorrelations of the Residuals 【耐久消費財】21

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXX . 0.1262 XXXXXX| . -0.2263 . |XXXXXX 0.2484 . |XXXXXXXXXXX 0.4205 . |XX . 0.0936 . X| . -0.0337 . |XXX . 0.1188 . |XXXXXXXXX 0.3789 . |XXXX . 0.16610 XXXXXXXX| . -0.31511 . X| . -0.02112 - - - - - - - . |XXXXXXXXXXXXXXXX - - 0.65913 . XX| . -0.06414 . XXXXXXXX| . -0.31015 . |X . 0.05316 . |XXXXXX . 0.25717 . X| . -0.02718 . XXXX| . -0.14519 . | . 0.01420 . |XXXXXX . 0.23921 . |X . 0.04722 .XXXXXXXXX| . -0.35923 . XX| . -0.06424 - - - - - - . |XXXXXXXXXXXX - - - - 0.46325 . XX| . -0.09426 . XXXXXXX| . -0.27427 . | . 0.00028 . |XXXXX . 0.18729 . X| . -0.05930 . XXX| . -0.13631 . | . -0.01532 . |XXXX . 0.14633 . |X . 0.02434 . XXXXXXXX| . -0.32035 . XX| . -0.08536 - - - - - . |XXXXXXXX . - - - - 0.333

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXX . 0.1262 XXXXXX| . -0.2453 . |XXXXXXXX 0.3394 . |XXXXXXXX 0.3075 . |XXXX. 0.1476 . |X . 0.0487 . X| . -0.0308 . |XXXXXX 0.2559 . |XX . 0.07710 XXXXXXXXX| . -0.35711 .XXXX| . -0.15012 - - - - - - - - - . |XXXXXXXXXXXXX - - - 0.51613 XXXXXXXXX| . -0.34814 . |X . 0.05415 XXXXXXXX| . -0.31016 . |XXX . 0.10517 . |X . 0.03918 . |XX . 0.08619 . |X . 0.04420 . XX| . -0.08321 . | . -0.00222 . | . 0.00323 . |X . 0.04924 - - - - - - - - - . X| . - - - - - - - - -0.03325 . |X . 0.02626 . XX| . -0.06927 . |X . 0.03028 . XX| . -0.08729 . |X . 0.04430 . |X . 0.04431 . X| . -0.05032 . XX| . -0.08033 . |X . 0.03334 . X| . -0.02435 . | . -0.01236 - - - - - - - - - . | . - - - - - - - - 0.008

Page 82: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Seasonal Order=1Sample Autocorrelations of the Residuals 【耐久消費財】21

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXXXX 0.6072 . |XXXXXXXXXXXXXXX 0.5953 . |XXXXXXXXXXXXXXX 0.5844 . |XXXXXXXXXX 0.4145 . |XXXXXXXXXX. 0.4176 . |XXXXXXXXX . 0.3757 . |XXXXX . 0.2178 . |XXXXX . 0.1879 . |XXXX . 0.16410 . |XX . 0.09111 . |X . 0.05812 - - - - - . X| . - - - - -0.04613 . XXX| . -0.10314 . | . -0.02015 . XX| . -0.07216 . X| . -0.02417 . | . -0.01618 . XX| . -0.08419 . XX| . -0.06520 . | . 0.00721 . X| . -0.02222 . XXX| . -0.12623 . | . -0.00524 - - - - - . XXX| . - - - - -0.12325 . XX| . -0.06226 . |X . 0.05727 . XX| . -0.06528 . | . -0.00529 . | . 0.00930 . | . 0.01031 . |X . 0.03032 . |X . 0.04333 . | . 0.00134 . |X . 0.05635 . |XX . 0.06236 - - - - - . |XX . - - - - 0.080

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXXXX 0.6072 . |XXXXXXXXX 0.3603 . |XXXXXX 0.2454 . XXX| . -0.1305 . |X . 0.0296 . |X . 0.0387 . XXXX| . -0.1718 . XX| . -0.0969 . |X . 0.04910 . |X . 0.02511 . X| . -0.06012 - - - - - - - - .XXXXX| . - - - - - - - -0.18113 . XX| . -0.06714 . |XXXXX. 0.22015 . |X . 0.04616 . |XX . 0.07217 . | . 0.00718 . XX| . -0.07119 . XXX| . -0.11020 . |XX . 0.07821 . |XX . 0.07322 XXXXXXX| . -0.27223 . |XXX . 0.11424 - - - - - - - - . XXX| . - - - - - - - -0.10425 . |X . 0.05026 . |XXXXX. 0.19227 . X| . -0.02728 . |X . 0.05729 . X| . -0.03530 . |X . 0.05031 . XXX| . -0.10132 . |X . 0.03133 . | . 0.00934 . | . 0.00835 . | . -0.01636 - - - - - - - - . |X . - - - - - - - 0.038

Page 83: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1Sample Autocorrelations of the Residuals 【耐久消費財】21

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXX| . -0.2972 XXXXXXXXXXXX| . -0.4673 . |XXXX . 0.1584 . |XXXXXXXX 0.3065 . XXX| . -0.1116 . XXXX| . -0.1737 . XX| . -0.0708 . |XXXXXXX. 0.2849 . |XXXX . 0.14910 XXXXXXXXXXX| . -0.44511 . XXXXX| . -0.21912 - - - - - - - . |XXXXXXXXXXXXXXXXXXXX 0.80213 . XXXXXXX| . -0.27114 . XXXXXXXX| . -0.33815 . |XX . 0.06816 . |XXXXXXXX . 0.30617 . XXX| . -0.10218 . XXXX| . -0.16719 . X| . -0.04420 . |XXXXXX . 0.24721 . |XXX . 0.11922 . XXXXXXXXXX| . -0.40823 . XXX| . -0.13524 - - - - - . |XXXXXXXXXXXXXXXX - - 0.63025 . XXXXX| . -0.21926 . XXXXXX| . -0.25427 . |X . 0.02928 . |XXXXXXX . 0.28029 . XXX| . -0.11330 . XXX| . -0.11231 . X| . -0.03332 . |XXXX . 0.17833 . |XXX . 0.12134 . XXXXXXXX| . -0.32735 . XXX| . -0.10836 - - - - . |XXXXXXXXXXXX . - - - 0.474

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXX| . -0.2972 XXXXXXXXXXXXXXX| . -0.6093 XXXXXXXXXXX| . -0.4304 XXXXX| . -0.1825 . X| . -0.0596 . |X . 0.0297 XXXXXX| . -0.2558 . X| . -0.0609 . |XXXXXXXX 0.32410 . |XX . 0.06011 XXXXXXXXXXXXXX| . -0.54712 - - - - - - - - - . |XXXXXXXX - - - - - - 0.33813 . XX| . -0.09514 . |XXXXXXX 0.28015 .XXXX| . -0.14616 . | . -0.00517 . XXX| . -0.11718 . X| . -0.03719 . |X . 0.06020 . X| . -0.02721 . X| . -0.04022 . XXX| . -0.13223 . XX| . -0.07524 - - - - - - - - - . XX| . - - - - - - - - -0.08825 . | . -0.00526 . X| . -0.05727 . |X . 0.05028 . XX| . -0.08029 . X| . -0.04230 . |X . 0.04431 . |XX . 0.07332 . X| . -0.04533 . | . -0.01334 . |X . 0.05335 . | . -0.00336 - - - - - - - - - . | . - - - - - - - - 0.009

Page 84: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1, Seasonal Order=1Sample Autocorrelations of the Residuals 【耐久消費財】21

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXXXXXXX| . -0.5042 . | . -0.0173 . |XXXXXX. 0.2404 . XXXXXX| . -0.2525 . |XX . 0.0836 . |XXXX . 0.1407 . XXXX| . -0.1718 . | . -0.0059 . |X . 0.06010 . X| . -0.04711 . |XX . 0.08912 - - - - - - - . XX| . - - - - - - -0.07513 . XXXX| . -0.16314 . |XXXXX . 0.18815 . XXX| . -0.13016 . |X . 0.04917 . |XXX . 0.11418 . XXX| . -0.12119 . XX| . -0.07720 . |XXX . 0.13521 . |XXX . 0.10622 .XXXXXXXX| . -0.31423 . |XXXXXXXX. 0.33324 - - - - - - . XXXXX| . - - - - - -0.21125 . XXX| . -0.11826 . |XXXXXXXXX. 0.35927 . XXXXXXX| . -0.27228 . |X . 0.04729 . |X . 0.03830 . X| . -0.04331 . |X . 0.03732 . |X . 0.03533 . XXX| . -0.13334 . |XX . 0.08735 . | . -0.00736 - - - - - - . X| . - - - - - -0.050

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXXXXXXX| . -0.5042 XXXXXXXXX| . -0.3643 . |XX . 0.0704 . XX| . -0.0975 . XX| . -0.0746 . |XXX . 0.1167 . |X . 0.0458 . XXX| . -0.1219 . XXX| . -0.11110 . | . -0.01511 . |XXX . 0.11312 - - - - - - - - . X| . - - - - - - - -0.02413 XXXXXXXX| . -0.30114 . XXX| . -0.10115 . XXX| . -0.10016 . X| . -0.04117 . |X . 0.05818 . |XXX . 0.13219 . XXX| . -0.12020 . XXXX| . -0.17521 . |XXXXXX 0.23322 . XXXX| . -0.15023 . |XX . 0.07324 - - - - - - - - . XX| . - - - - - - - -0.06325 XXXXXX| . -0.25326 . | . -0.01727 . XX| . -0.09228 . | . 0.00529 . XX| . -0.07030 . |XX . 0.09731 . X| . -0.04032 . XX| . -0.08533 . XXX| . -0.11334 . X| . -0.04635 . X| . -0.02636 - - - - - - - - . | . - - - - - - - 0.020

Page 85: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: noneSample Autocorrelations of the Residuals 【非耐久消費財】22

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXX 0.2142 .XXXXX| . -0.2053 . | . -0.0074 . |XXX . 0.1075 . |XX . 0.0936 . |XX . 0.0767 . |XXX . 0.1118 . |XX . 0.0879 . XX| . -0.06410 XXXXXX| . -0.25611 . |XX . 0.09712 - - - - - - - - . |XXXXXXXXXXXXXXXXXXX 0.74413 . |XXX . 0.13014 . XXXXX| . -0.21615 . XX| . -0.08416 . |X . 0.02317 . | . 0.01418 . | . -0.01219 . |X . 0.03920 . |X . 0.02521 . XXX| . -0.11822 . XXXXXXX| . -0.26723 . |X . 0.04624 - - - - - - - . |XXXXXXXXXXXXXX - - - 0.57925 . |XX . 0.08426 . XXXXX| . -0.19127 . XX| . -0.07428 . | . 0.00829 . | . -0.00630 . | . -0.01731 . |X . 0.03332 . X| . -0.02633 . XXX| . -0.13034 . XXXXX| . -0.22035 . | . 0.00736 - - - - - - . |XXXXXXXXXXX - - - - - 0.424

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXX 0.2142 XXXXXXX| . -0.2633 . |XXX . 0.1184 . |X . 0.0275 . |XX . 0.0876 . |XX . 0.0727 . |XXX . 0.1188 . |X . 0.0589 . XX| . -0.07610 XXXXXX| . -0.24911 . |XXXXX 0.19712 - - - - - - - - - . |XXXXXXXXXXXXXXXXX - 0.69013 XXXXXXX| . -0.28714 . |X . 0.02715 XXXXXX| . -0.23716 . | . -0.01917 . XX| . -0.06818 . XX| . -0.09919 . XX| . -0.07020 . X| . -0.02821 . |X . 0.02222 . |XX . 0.09123 . |XX . 0.06224 - - - - - - - - - . |X . - - - - - - - - 0.05225 . X| . -0.02826 . | . 0.01827 . |X . 0.05328 . X| . -0.03629 . | . -0.01330 . | . -0.00531 . X| . -0.02232 . XXX| . -0.11833 . |X . 0.03934 . | . 0.01735 . XX| . -0.06636 - - - - - - - - - . XX| . - - - - - - - - -0.060

Page 86: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Seasonal Order=1Sample Autocorrelations of the Residuals 【非耐久消費財】22

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . | . 0.0022 . |XXX . 0.1193 . |XXXXXXX 0.2664 . |X . 0.0475 . |XXX . 0.1016 . |X . 0.0397 . XXXX| . -0.1558 . XXXX| . -0.1529 . X| . -0.04610 . XXXXX| . -0.18111 . |X . 0.04812 - - - - - - - XXXXXXXX| . - - - - - - - -0.33113 . XXXX| . -0.15514 . | . -0.01015 . XXXX| . -0.14916 . X| . -0.02917 . | . -0.01418 . X| . -0.04419 . X| . -0.05720 . |XXX . 0.10321 . |XX . 0.07022 . XX| . -0.08623 . |X . 0.05324 - - - - - - - . X| . - - - - - - -0.03325 . X| . -0.04126 . |XXX . 0.10427 . XXX| . -0.12328 . XX| . -0.06629 . |XX . 0.07230 . XX| . -0.07131 . XX| . -0.06232 . |X . 0.05133 . XXXX| . -0.14634 . |X . 0.05535 . XX| . -0.06636 - - - - - - - . XX| . - - - - - - -0.091

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . | . 0.0022 . |XXX . 0.1193 . |XXXXXXX 0.2694 . |X . 0.0445 . |X . 0.0446 . X| . -0.0417 .XXXXX| . -0.2158 XXXXXX| . -0.2419 . X| . -0.05410 . XX| . -0.07011 . |XXXXX. 0.20912 - - - - - - - - XXXXXX| . - - - - - - - -0.23313 . XXX| . -0.11814 . X| . -0.05215 . X| . -0.04516 . | . 0.01517 . |X . 0.05218 . |X . 0.04419 . XXX| . -0.12820 . XX| . -0.08021 . |XX . 0.06522 .XXXXX| . -0.18723 . |X . 0.04824 - - - - - - - - . XXX| . - - - - - - - -0.12725 . XXX| . -0.12426 . |XX . 0.09027 . XXXX| . -0.17628 . X| . -0.04929 . |X . 0.05730 . X| . -0.04831 . XXXX| . -0.14832 . XX| . -0.08333 . X| . -0.05834 . X| . -0.05935 . XXXX| . -0.17936 - - - - - - - - . XXX| . - - - - - - - -0.100

Page 87: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1Sample Autocorrelations of the Residuals 【非耐久消費財】22

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXX| . -0.2102 XXXXXXXXX| . -0.3783 . |X . 0.0574 . |XX . 0.0665 . |X . 0.0256 . X| . -0.0407 . |X . 0.0258 . |XX . 0.0939 . |X . 0.03710 XXXXXXXXX| . -0.35811 . XXXXX| . -0.18912 - - - - - - - - . |XXXXXXXXXXXXXXXXXXX 0.76513 . XXXX| . -0.14814 . XXXXXXX| . -0.28715 . | . 0.01716 . |XX . 0.06817 . |X . 0.02218 . X| . -0.05419 . |X . 0.02920 . |XX . 0.08321 . |X . 0.02822 . XXXXXXXX| . -0.31623 . XXXX| . -0.14524 - - - - - - . |XXXXXXXXXXXXXXXX - - 0.62125 . XXX| . -0.12026 . XXXXXX| . -0.23727 . |X . 0.03128 . |X . 0.05629 . | . 0.00330 . X| . -0.02931 . |X . 0.04232 . |X . 0.04233 . | . 0.00634 . XXXXXX| . -0.22335 . XXX| . -0.11536 - - - - - . |XXXXXXXXXXXX - - - - 0.465

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXX| . -0.2102 XXXXXXXXXXX| . -0.4423 XXXXX| . -0.1964 XXXXX| . -0.1935 . XX| . -0.0786 . XXX| . -0.1007 . | . -0.0068 . |XXX . 0.1069 . |XXXXX 0.19310 XXXXXXX| . -0.26911 XXXXXXXXXXXXX| . -0.52312 - - - - - - - - - . |XXXXXXXXXXXX - - - - 0.48513 . | . 0.01814 . |XXXX. 0.15415 . XX| . -0.07516 . |X . 0.05617 . X| . -0.02518 . | . -0.00219 . X| . -0.02220 . XX| . -0.09921 . XX| . -0.08422 . XX| . -0.09523 . | . -0.00724 - - - - - - - - - . |XX . - - - - - - - - 0.06925 . | . 0.00526 . X| . -0.02127 . |XX . 0.07028 . | . 0.00629 . | . -0.01430 . |X . 0.02431 . |X . 0.02532 . XX| . -0.08733 . XXX| . -0.10934 . |XX . 0.06535 . | . 0.01936 - - - - - - - - - . X| . - - - - - - - - -0.036

Page 88: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1, Seasonal Order=1Sample Autocorrelations of the Residuals 【非耐久消費財】22

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXXXXXXXX| . -0.5612 . | . -0.0163 . |XXXXX . 0.1904 . XXXX| . -0.1535 . |XX . 0.0776 . |XX . 0.0637 . XX| . -0.0988 . X| . -0.0409 . |XXX . 0.10610 . XXXX| . -0.16111 . |XXXXXXXX 0.30912 - - - - - - - . XXXXXXX| . - - - - - - -0.29513 . |X . 0.02014 . |XXXX . 0.15615 . XXXX| . -0.14416 . |X . 0.05017 . |X . 0.03218 . X| . -0.02819 . XX| . -0.07620 . |XX . 0.09121 . |XX . 0.06622 . XXXX| . -0.14823 . |XXX . 0.10224 - - - - - - - . X| . - - - - - - -0.04225 . XX| . -0.07526 . |XXXXX . 0.19127 . XXXX| . -0.14128 . X| . -0.04129 . |XXXX . 0.14430 . XX| . -0.07331 . X| . -0.03732 . |XXX . 0.13033 . XXXXX| . -0.20134 . |XXXX . 0.16535 . X| . -0.04336 - - - - - - . XXX| . - - - - - -0.102

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXXXXXXXX| . -0.5612 XXXXXXXXXXXX| . -0.4823 . XXXX| . -0.1774 . XXXX| . -0.1735 . XX| . -0.0626 . |XXX . 0.1107 . |XXX . 0.1158 . XX| . -0.0769 . XX| . -0.06610 XXXXXXX| . -0.28211 . |XXXXX. 0.19212 - - - - - - - - . |X . - - - - - - - 0.02813 . XX| . -0.06814 . XX| . -0.06515 . XX| . -0.09016 . XXX| . -0.13517 . XX| . -0.09418 . |XX . 0.07119 . | . 0.00920 . XXX| . -0.13221 . |XXX . 0.13422 . XX| . -0.08123 . |XX . 0.08924 - - - - - - - - . |X . - - - - - - - 0.02825 .XXXXX| . -0.20826 . |X . 0.05627 . X| . -0.02728 . XXX| . -0.13629 . |X . 0.03130 . |XXXX . 0.15031 . |X . 0.03532 . X| . -0.05433 . XX| . -0.08934 . | . 0.00335 . XX| . -0.06036 - - - - - - - - . X| . - - - - - - - -0.027

Page 89: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: noneSample Autocorrelations of the Residuals 【生産財】23

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXXXXXXXX 0.7752 . |XXXXXXXXXXXXXXXXX 0.6763 . |XXXXXXXXXXXXXXXXXXX 0.7454 . |XXXXXXXXXXXXXXXXXX 0.7015 . |XXXXXXXXXXXXXXX 0.5956 . |XXXXXXXXXXXXXXX 0.5877 . |XXXXXXXXXXXXX. 0.5018 . |XXXXXXXXXXXXX . 0.5169 . |XXXXXXXXXXX . 0.46010 . |XXXXXXXX . 0.31011 . |XXXXXXXX . 0.33912 - - - . |XXXXXXXXXXXX . - - 0.47313 . |XXXXXXX . 0.27714 . |XXXXX . 0.20415 . |XXXXXXX . 0.26916 . |XXXXXX . 0.25717 . |XXXXX . 0.20118 . |XXXXX . 0.20919 . |XXXX . 0.16020 . |XXXXX . 0.19821 . |XXXX . 0.15522 . |X . 0.04423 . |XX . 0.09024 - - - . |XXXXX . - - 0.18725 . |X . 0.03126 . X| . -0.03427 . | . 0.00728 . | . -0.01029 . XX| . -0.06230 . XX| . -0.07531 . XXX| . -0.12132 . XX| . -0.09133 . XXX| . -0.12134 . XXXXX| . -0.20535 . XXXX| . -0.16236 - - - . XX| . - - -0.081

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXXXXXXXX 0.7752 . |XXXXX 0.1903 . |XXXXXXXXXXX 0.4514 . |X . 0.0355 . XX| . -0.0836 . | . 0.0167 XXXXXXX| . -0.2638 . |XXXXXXX 0.2759 XXXXXX| . -0.22110 XXXXX| . -0.21111 . |XXXXXX 0.23912 - - - - - - - - - . |XXXXXXXXX - - - - - 0.37313 XXXXXXXXXX| . -0.40914 . | . -0.01615 . X| . -0.04116 . |XXXX. 0.17217 . |XX . 0.06818 . X| . -0.05519 . X| . -0.02820 . XXX| . -0.11121 . X| . -0.03022 . |XX . 0.06323 . | . 0.01224 - - - - - - - - - . XX| . - - - - - - - - -0.07525 . XX| . -0.07826 . XX| . -0.09427 . |X . 0.02628 . | . 0.00629 . | . -0.00830 . X| . -0.04131 . XX| . -0.06832 . | . 0.00833 . |XXX . 0.12934 . | . 0.00035 . XX| . -0.07536 - - - - - - - - - . XX| . - - - - - - - - -0.067

Page 90: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Seasonal Order=1Sample Autocorrelations of the Residuals 【生産財】23

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . |XXXXXXXXXXXXXXXXXXXXXXX 0.9392 . |XXXXXXXXXXXXXXXXXXXXXX 0.8833 . |XXXXXXXXXXXXXXXXXXXX 0.7944 . |XXXXXXXXXXXXXXXXX 0.6685 . |XXXXXXXXXXXXX . 0.5386 . |XXXXXXXXXX . 0.4017 . |XXXXXX . 0.2498 . |XXX . 0.1269 . | . 0.01410 . XX| . -0.09611 . XXXX| . -0.17012 - - - . XXXXXX| . - - -0.22613 . XXXXXX| . -0.25714 . XXXXXX| . -0.24415 . XXXXXX| . -0.23716 . XXXXX| . -0.21217 . XXXX| . -0.16818 . XXX| . -0.13919 . XXX| . -0.11520 . XX| . -0.09221 . XX| . -0.09322 . XX| . -0.09823 . XX| . -0.09124 - - - . XXX| . - - -0.11925 . XXX| . -0.13326 . XXXX| . -0.15727 . XXXXX| . -0.18328 . XXXXX| . -0.19429 . XXXXX| . -0.20830 . XXXXX| . -0.21031 . XXXXX| . -0.19632 . XXXX| . -0.16333 . XXX| . -0.12834 . XX| . -0.08135 . X| . -0.03736 - - . | . - 0.003

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . |XXXXXXXXXXXXXXXXXXXXXXX 0.9392 . | . 0.0123 XXXXXXX| . -0.2994 XXXXXXXXXXX| . -0.4305 . XXXX| . -0.1426 . | . 0.0117 . XXX| . -0.1098 . |XXXX . 0.1609 . |XXXX . 0.15610 . XXX| . -0.12611 . X| . -0.02312 - - - - - - - - . |XX . - - - - - - - 0.06313 . |XXX . 0.12514 . |XXXXXX 0.24415 .XXXXX| . -0.19116 .XXXXX| . -0.22017 . XX| . -0.06918 . XXX| . -0.13019 . XXXX| . -0.14320 . | . 0.00621 . |X . 0.03722 . X| . -0.02023 . |XXXXX. 0.19324 - - - - - - - - . X| . - - - - - - - -0.04025 . |XX . 0.07126 . XX| . -0.08727 . | . -0.00228 . |X . 0.02929 . XX| . -0.06730 . |XXX . 0.10831 . XX| . -0.09232 . |XX . 0.08633 . | . -0.00134 . XXX| . -0.10035 . X| . -0.04536 - - - - - - - - . X| . - - - - - - - -0.032

Page 91: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1Sample Autocorrelations of the Residuals 【生産財】23

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 XXXXXXXX| . -0.3112 XXXXXXXXXX| . -0.3873 . |XXXXXX. 0.2504 . |XXXXX . 0.1905 .XXXXXX| . -0.2386 . |XXXXX . 0.1937 . XXXXXX| . -0.2408 . |XXXXX . 0.1849 . |XXXXX . 0.19210 XXXXXXXXXX| . -0.39411 . XXXXXX| . -0.25812 - - - - - - - . |XXXXXXXXXXXXXXXXXXX 0.76913 . XXXXXXXX| . -0.31714 . XXXXXXXX| . -0.31215 . |XXXX . 0.15116 . |XXXX . 0.14317 . XXXX| . -0.17718 . |XXX . 0.13019 . XXXXX| . -0.21120 . |XXXXX . 0.20021 . |XXX . 0.12322 . XXXXXXXX| . -0.33123 . XXXX| . -0.14124 - - - - - . |XXXXXXXXXXXXXXX - - 0.59525 . XXXXXX| . -0.23226 . XXXXXX| . -0.22127 . |XXX . 0.10928 . |XXX . 0.13629 . XXX| . -0.13730 . |XXX . 0.10531 . XXXXX| . -0.19332 . |XXXX . 0.16033 . |XX . 0.09834 . XXXXXXX| . -0.26835 . XX| . -0.09536 - - - - . |XXXXXXXXXXX . - - - 0.454

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 XXXXXXXX| . -0.3112 XXXXXXXXXXXXX| . -0.5353 .XXXX| . -0.1564 . |XX . 0.0735 . X| . -0.0236 . |XXXXXXXXX 0.3507 XXXXXXX| . -0.2748 . |XXXXXX 0.2489 . |XXXXX 0.19110 XXXXXXX| . -0.29711 XXXXXXXXXXXXX| . -0.52712 - - - - - - - - - . |XXXXXXX - - - - - - 0.27413 . XX| . -0.08814 . |XXX . 0.10015 XXXXXX| . -0.24516 . XXX| . -0.10017 . | . 0.00518 . X| . -0.03819 . |XXXX. 0.14620 . | . -0.00621 . XX| . -0.07322 . XX| . -0.08323 . X| . -0.03824 - - - - - - - - - . XX| . - - - - - - - - -0.07625 . |X . 0.05626 . XX| . -0.07027 . |X . 0.04128 . X| . -0.02629 . XX| . -0.09830 . |X . 0.05731 .XXXX| . -0.16132 .XXXX| . -0.15733 . XX| . -0.08834 . XX| . -0.08035 . |XX . 0.08036 - - - - - - - - - . |X . - - - - - - - - 0.022

Page 92: 1 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 ......Differencing: Nonseasonal Order=1, Seasonal Order=1 Sample Autocorrelations of the Residuals 【鉱工業 】1-1.0 -0.8 -0.6

Differencing: Nonseasonal Order=1, Seasonal Order=1Sample Autocorrelations of the Residuals 【生産財】23

-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0+----+----+----+----+----+----+----+----+----+----+

1 . X| . -0.0422 . |XXXXXX 0.2603 . |XXXXXXXX 0.3324 . | . 0.0195 . |XX . 0.0726 . |XXX . 0.1337 .XXXXXX| . -0.2498 . XX| . -0.0959 . | . -0.01310 XXXXXXXX| . -0.31211 . XXXX| . -0.15612 - - - - - - - . XXXXX| . - - - - - - -0.20813 XXXXXXXXX| . -0.37714 . |X . 0.05615 . XXXX| . -0.14316 . XXXX| . -0.15717 . |XXXX . 0.16218 . |X . 0.02319 . | . 0.01020 . |XXXXX . 0.21321 . | . 0.01322 . XX| . -0.07523 . |XXXXXXX . 0.28824 - - - - - - . XXX| . - - - - - -0.12725 . |X . 0.05526 . |XX . 0.06427 . XXXX| . -0.16928 . X| . -0.02029 . XX| . -0.08330 . XXXX| . -0.15831 . XXX| . -0.12332 . X| . -0.04533 . XXX| . -0.11634 . |X . 0.04935 . |X . 0.03536 - - - - - - . XX| . - - - - - -0.098

Sample Partial Autocorrelations of the Residuals-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0

+----+----+----+----+----+----+----+----+----+----+1 . X| . -0.0422 . |XXXXXX 0.2583 . |XXXXXXXXX 0.3764 . | . 0.0095 . XXXX| . -0.1406 . | . -0.0067 XXXXXXX| . -0.2858 XXXXXX| . -0.2519 . |X . 0.04910 . X| . -0.05111 . XXX| . -0.12012 - - - - - - - - . XXXX| . - - - - - - - -0.17013 XXXXXXX| . -0.26314 . |XXXX . 0.17315 . |XXXXX. 0.18816 . |X . 0.04617 . |XXX . 0.12218 . |XX . 0.06119 . XXX| . -0.13920 .XXXXX| . -0.18121 . XX| . -0.08922 XXXXXX| . -0.25823 . | . -0.01524 - - - - - - - - . XX| . - - - - - - - -0.09825 . | . 0.01626 . |X . 0.02827 . X| . -0.03328 . X| . -0.02229 . XXX| . -0.10330 . |XXX . 0.10231 . X| . -0.05132 . XXX| . -0.10733 . X| . -0.03234 . X| . -0.04435 . X| . -0.03136 - - - - - - - - . XXX| . - - - - - - - -0.122