|
280 | 280 | " y = -c*p0 \n",
|
281 | 281 | " \n",
|
282 | 282 | " # === yとpの値を格納するリスト ==========\n",
|
283 |
| - " y_list = [y] # 初期値を格納\n", |
284 |
| - " p_list = [p] # 初期値を格納\n", |
| 283 | + " y_lst = [y] # 初期値を格納\n", |
| 284 | + " p_lst = [p] # 初期値を格納\n", |
285 | 285 | "\n",
|
286 | 286 | " # === ショック後のループ計算 ==========\n",
|
287 | 287 | " for _ in range(n):\n",
|
288 | 288 | " \n",
|
289 | 289 | " p = price_func(p)\n",
|
290 | 290 | " y = -c*p\n",
|
291 | 291 | "\n",
|
292 |
| - " y_list.append(y)\n", |
293 |
| - " p_list.append(p)\n", |
| 292 | + " y_lst.append(y)\n", |
| 293 | + " p_lst.append(p)\n", |
294 | 294 | " \n",
|
295 | 295 | " # === 辞書の作成 ==========\n",
|
296 |
| - " dic = {'y':y_list, 'p':p_list}\n", |
| 296 | + " dic = {'y':y_lst, 'p':p_lst}\n", |
297 | 297 | " \n",
|
298 | 298 | " # === 戻り値としてのDataFrame ==========\n",
|
299 | 299 | " return pd.DataFrame(dic)"
|
|
438 | 438 | "cell_type": "markdown",
|
439 | 439 | "metadata": {
|
440 | 440 | "heading_collapsed": true,
|
441 |
| - "hidden": true, |
442 |
| - "jp-MarkdownHeadingCollapsed": true |
| 441 | + "hidden": true |
443 | 442 | },
|
444 | 443 | "source": [
|
445 | 444 | "### コード"
|
|
511 | 510 | " \n",
|
512 | 511 | " # === 結果を格納するリストの作成 ==========\n",
|
513 | 512 | " # 最初の3つの要素は定常状態に設定\n",
|
514 |
| - " y_list = [0]*3\n", |
515 |
| - " p_list = [0]*3\n", |
516 |
| - " u_list = [0]*3\n", |
517 |
| - " v_list = [0]*3\n", |
| 513 | + " y_lst = [0]*3\n", |
| 514 | + " p_lst = [0]*3\n", |
| 515 | + " u_lst = [0]*3\n", |
| 516 | + " v_lst = [0]*3\n", |
518 | 517 | "\n",
|
519 | 518 | " # === ショック発生時 ==========\n",
|
520 | 519 | " p = price_func(p, u, v) # 引数のu,vが使われる\n",
|
521 | 520 | " y = - c*p + u # 引数のuが使われる\n",
|
522 | 521 | " \n",
|
523 |
| - " y_list.append(y)\n", |
524 |
| - " p_list.append(p)\n", |
525 |
| - " u_list.append(u) # 引数のuが使われる\n", |
526 |
| - " v_list.append(v) # 引数のvが使われる\n", |
| 522 | + " y_lst.append(y)\n", |
| 523 | + " p_lst.append(p)\n", |
| 524 | + " u_lst.append(u) # 引数のuが使われる\n", |
| 525 | + " v_lst.append(v) # 引数のvが使われる\n", |
527 | 526 | " \n",
|
528 | 527 | " # === ショック後 ==========\n",
|
529 | 528 | " u, v = 0, 0 # ショックを0に戻す\n",
|
|
533 | 532 | " p = price_func(p, u, v)\n",
|
534 | 533 | " y = - c*p + u\n",
|
535 | 534 | "\n",
|
536 |
| - " y_list.append(y)\n", |
537 |
| - " p_list.append(p)\n", |
538 |
| - " u_list.append(u)\n", |
539 |
| - " v_list.append(v)\n", |
| 535 | + " y_lst.append(y)\n", |
| 536 | + " p_lst.append(p)\n", |
| 537 | + " u_lst.append(u)\n", |
| 538 | + " v_lst.append(v)\n", |
540 | 539 | " \n",
|
541 | 540 | " # === 変数の辞書 ==========\n",
|
542 |
| - " dic = {'y':y_list, 'p':p_list, 'u':u_list, 'v':v_list}\n", |
| 541 | + " dic = {'y':y_lst, 'p':p_lst, 'u':u_lst, 'v':v_lst}\n", |
543 | 542 | " \n",
|
544 | 543 | " # === DataFrameを返す ==========\n",
|
545 | 544 | " return pd.DataFrame(dic)"
|
|
549 | 548 | "cell_type": "markdown",
|
550 | 549 | "metadata": {
|
551 | 550 | "heading_collapsed": true,
|
552 |
| - "hidden": true, |
553 |
| - "jp-MarkdownHeadingCollapsed": true |
| 551 | + "hidden": true |
554 | 552 | },
|
555 | 553 | "source": [
|
556 | 554 | "### プロット"
|
|
559 | 557 | {
|
560 | 558 | "cell_type": "markdown",
|
561 | 559 | "metadata": {
|
562 |
| - "hidden": true, |
563 |
| - "jp-MarkdownHeadingCollapsed": true |
| 560 | + "hidden": true |
564 | 561 | },
|
565 | 562 | "source": [
|
566 | 563 | "#### 総供給ショック"
|
|
621 | 618 | {
|
622 | 619 | "cell_type": "markdown",
|
623 | 620 | "metadata": {
|
624 |
| - "hidden": true, |
625 |
| - "jp-MarkdownHeadingCollapsed": true |
| 621 | + "hidden": true |
626 | 622 | },
|
627 | 623 | "source": [
|
628 | 624 | "#### 総需要ショック"
|
|
674 | 670 | "cell_type": "markdown",
|
675 | 671 | "metadata": {
|
676 | 672 | "heading_collapsed": true,
|
677 |
| - "hidden": true, |
678 |
| - "jp-MarkdownHeadingCollapsed": true |
| 673 | + "hidden": true |
679 | 674 | },
|
680 | 675 | "source": [
|
681 | 676 | "#### 総供給・総需要ショックの同時発生"
|
|
764 | 759 | "cell_type": "markdown",
|
765 | 760 | "metadata": {
|
766 | 761 | "heading_collapsed": true,
|
767 |
| - "hidden": true, |
768 |
| - "jp-MarkdownHeadingCollapsed": true |
| 762 | + "hidden": true |
769 | 763 | },
|
770 | 764 | "source": [
|
771 | 765 | "### コード"
|
|
809 | 803 | " # yの初期値は必要ない\n",
|
810 | 804 | "\n",
|
811 | 805 | " # === 結果を格納するリストの作成 ==========\n",
|
812 |
| - " y_list = []\n", |
813 |
| - " p_list = []\n", |
814 |
| - " u_list = []\n", |
815 |
| - " v_list = []\n", |
| 806 | + " y_lst = []\n", |
| 807 | + " p_lst = []\n", |
| 808 | + " u_lst = []\n", |
| 809 | + " v_lst = []\n", |
816 | 810 | " \n",
|
817 | 811 | " # === ランダム変数の「種」==========\n",
|
818 | 812 | " rng = np.random.default_rng()\n",
|
|
828 | 822 | " p = price_func(p, u, v)\n",
|
829 | 823 | " y = -c*p + u\n",
|
830 | 824 | " \n",
|
831 |
| - " y_list.append(y)\n", |
832 |
| - " p_list.append(p)\n", |
833 |
| - " u_list.append(u)\n", |
834 |
| - " v_list.append(v)\n", |
| 825 | + " y_lst.append(y)\n", |
| 826 | + " p_lst.append(p)\n", |
| 827 | + " u_lst.append(u)\n", |
| 828 | + " v_lst.append(v)\n", |
835 | 829 | " \n",
|
836 | 830 | " # === 変数の辞書 ==========\n",
|
837 |
| - " dic = {'y':y_list, 'p':p_list, 'u':u_list, 'v':v_list}\n", |
| 831 | + " dic = {'y':y_lst, 'p':p_lst, 'u':u_lst, 'v':v_lst}\n", |
838 | 832 | "\n",
|
839 | 833 | " # === DataFrameを返す ==========\n",
|
840 | 834 | " return pd.DataFrame(dic)"
|
|
855 | 849 | "cell_type": "markdown",
|
856 | 850 | "metadata": {
|
857 | 851 | "heading_collapsed": true,
|
858 |
| - "hidden": true, |
859 |
| - "jp-MarkdownHeadingCollapsed": true |
| 852 | + "hidden": true |
860 | 853 | },
|
861 | 854 | "source": [
|
862 | 855 | "### プロット"
|
|
1043 | 1036 | "cell_type": "markdown",
|
1044 | 1037 | "metadata": {
|
1045 | 1038 | "heading_collapsed": true,
|
1046 |
| - "hidden": true, |
1047 |
| - "jp-MarkdownHeadingCollapsed": true |
| 1039 | + "hidden": true |
1048 | 1040 | },
|
1049 | 1041 | "source": [
|
1050 | 1042 | "### 自己相関係数"
|
|
1151 | 1143 | "cell_type": "markdown",
|
1152 | 1144 | "metadata": {
|
1153 | 1145 | "heading_collapsed": true,
|
1154 |
| - "hidden": true, |
1155 |
| - "jp-MarkdownHeadingCollapsed": true |
| 1146 | + "hidden": true |
1156 | 1147 | },
|
1157 | 1148 | "source": [
|
1158 | 1149 | "### `p`と`y`の%乖離の相関係数:同時期"
|
|
1251 | 1242 | "cell_type": "markdown",
|
1252 | 1243 | "metadata": {
|
1253 | 1244 | "heading_collapsed": true,
|
1254 |
| - "hidden": true, |
1255 |
| - "jp-MarkdownHeadingCollapsed": true |
| 1245 | + "hidden": true |
1256 | 1246 | },
|
1257 | 1247 | "source": [
|
1258 | 1248 | "### 結果のまとめと拡張"
|
|
1366 | 1356 | "cell_type": "markdown",
|
1367 | 1357 | "metadata": {
|
1368 | 1358 | "heading_collapsed": true,
|
1369 |
| - "hidden": true, |
1370 |
| - "jp-MarkdownHeadingCollapsed": true |
| 1359 | + "hidden": true |
1371 | 1360 | },
|
1372 | 1361 | "source": [
|
1373 | 1362 | "### ADASモデルの評価"
|
|
1863 | 1852 | {
|
1864 | 1853 | "cell_type": "markdown",
|
1865 | 1854 | "metadata": {
|
1866 |
| - "heading_collapsed": true, |
1867 |
| - "jp-MarkdownHeadingCollapsed": true |
| 1855 | + "heading_collapsed": true |
1868 | 1856 | },
|
1869 | 1857 | "source": [
|
1870 | 1858 | "### 価格水準の%乖離"
|
|
1873 | 1861 | {
|
1874 | 1862 | "cell_type": "markdown",
|
1875 | 1863 | "metadata": {
|
1876 |
| - "hidden": true, |
1877 |
| - "jp-MarkdownHeadingCollapsed": true |
| 1864 | + "hidden": true |
1878 | 1865 | },
|
1879 | 1866 | "source": [
|
1880 | 1867 | "#### 計算方法"
|
|
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