Observation and Analysis for the Semiconductor Cycle with a State ...

Analysis and Consideration:
Changes in Cyclical Behaviors with the Lag Orders
in Cycle Factor
Cycle factor
c
n
q
j1
j
c
n
j
n3
,
n3
~
N(0,
2
3
)
q=6~9
200
Smoothed SV3 State Estimate
200
Smoothed SV3 State Estimate
600
Smoothed SV3 State Estimate
300
Smoothed SV3 State Estimate
150
500
200
100
50
100
400
300
100
0
0
200
0
-50
100
-100
-100
-100
0
-200
-150
-100
-200
-200
-300
-200
88 90 92 94 96 98 00 02 04 06 08
88 90 92 94 96 98 00 02 04 06 08
88 90 92 94 96 98 00 02 04 06 08
88 90 92 94 96 98 00 02 04 06 08
q=10~13
SV3 ± 2 RMSE
SV3 ± 2 RMSE
SV3 ± 2 RMSE
SV3 ± 2 RMSE
Smoothed SV3 State Estimate
Smoothed SV3 State Estimate
Smoothed SV3 State Estimate
Smoothed SV3 State Estimate
400
400
400
300
300
300
300
200
q=11
200
200
100
200
100
100
0
100
0
0
-100
0
-100
-100
-200
-100
-200
-300
-200
-200
-300
-400
-300
88 90 92 94 96 98 00 02 04 06 08
88 90 92 94 96 98 00 02 04 06 08 -300
88 90 92 94 96 98 00 02 04 06 08
88 90 92 94 96 98 00 02 04 06 08
SV3 ± 2 RMSE
SV3 ± 2 RMSE
SV3 ± 2 RMSE
SV3 ± 2 RMSE
Graduate School of Business Science/University of Tsukuba
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