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Home > Statistics > Outline of Statistics and Statistical Release Schedule > Notices of Changes and Corrections 2008 > Seasonal Adjustment for Money Stock Data
March 10, 2008
Bank of Japan
Research and Statistics Department
The Bank of Japan has revised the seasonally adjusted Money Stock Data.
Having obtained the final figures for the whole year 2007, we have reselected the most suitable ARIMA models applied for individual series.
The details of the seasonal adjustment are the following.
The models adopted for each indicator are shown below:
The models of M2+CDs(average amounts outstanding), M2+CDs(amounts outstanding at end of period), M1(average amounts outstanding), M1(amounts outstanding at end of period), cash currency in circulation(average amounts outstanding) , deposit money(average amounts outstanding) , quasi-money(average amounts outstanding) and broadly-defined liquidity have been revised.
The seasonally adjusted data for the Money Stock of current basis (from April 1998) have been revised. Those of the old basis ("Money Stock (Based on excluding Foreign Banks in Japan, etc., through March 1999)") remain unchanged.
For seasonally adjusted data from April 1998, each indicator is compiled by using all available data to December 2007(please note that the number of financial institutions surveyed for the data have increased after April 1998).
For any inquiries, please apply "Financial Statistics, Research and Statistics Department (E-mail: firstname.lastname@example.org)"