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May 2019
July , 2019
DEPARTMENT OF BUSINESS STATISTICSECONOMIC AND SOCIAL RESEARCH INSTITUTE CABINET OFFICE JAPANESE GOVERNMENT
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Composite Indexes
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Composite Indexes Leading Index
Coincident Index
Lagging Index
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Composite Indexes (no outlier replacement) Leading Index
Coincident Index
Lagging Index
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Components of Composite Indexes
Leading IndicatorsL1 L2 L3 L4 L5 L6 L7 L8 L9 L10 L11
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Coincident IndicatorsC1 C2 C3 C4 C5 C6 C7 C8 C9
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Lagging IndicatorsLg1 Lg2 Lg3 Lg4 Lg5 Lg6 Lg7 Lg8 Lg9
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Direction of Change in Components of Diffusion Indexes
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Lagging Index
Diffusion Indexes
Leading Index
Coincident Index
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Diffusion Indexes Leading Index
Coincident Index
Lagging Index
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Cumulated Diffusion Indexes
DI( DI)t ( DI)t 1 + (DIt )
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