A New Measurement for Japanese Consumer Confidence Index
A New Measurement for Japanese Consumer Confidence Index
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作者：
Hanako Ohmura
消费者信心指数（CCI）长期以来一直关注消费者的心理方面。本文建议使用时事出版社的民意调查数据来代替传统的内阁府调查。这允许额外40年的月度数据。采用时间序列聚类分析和导数动态时间规整方法检验了传统指数的相似性，结果表明，自1963年以来，月度CCI与传统的CaO指数基本一致。
The Consumer confidence index (CCI) has long centered on the psychological aspect of consumers. This paper proposes using Jiji Press poll data for Japan's newly defined CCI instead of the conventional Cabinet Office (CaO) survey. This allows for an additional 40 years of monthly data. Examining the similarity of conventional indices by time series cluster analysis with the derivative dynamic time warping method, this paper demonstrates that the monthly CCI has been consistent with the conventional CaO index since 1963.