Isao TAKABEStatistics Bureau, Consumer Statistics Division,Ministry of Internal Affairs and Communications

New Consumption Statistics:Consumption Trend Indexes 

Contents1. Consumption Trend Index (CTI): 

Background2. CTI: Macro Trend and Big data3. CTI: Micro Trend and Big data4. The CTI Research Consortium

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Contents1. Consumption Trend Index 

(CTI): Background2. CTI: Macro Trend and Big data3. CTI: Micro Trend and Big data4. The CTI Research Consortium

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Consumption Trend Index (CTI): Background

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Discussion for developing New Consumption Indexes

Discussion for the improvement of  consumption statistics

CTI Macro

Index for the monthly trend of the Average Consumption per HouseholdCTI Micro

Development of the “CTI” (Consumption Trend Index)Discussion for making use of Big data for CTI

In FY 2015

In FY 2016• The “Study Group”

• The “Council on Economic and Fiscal Policy”

• The “Statistics Commission”

Index for the monthly trend of the total Domestic Final Consumption Expenditure of Households

Contents1. Consumption Trend Index (CTI): 

Background

2. CTI: Macro Trend and Big data3. CTI: Micro Trend and Big data4. The CTI Research Consortium

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Index for the monthly trend of the total Domestic Final Consumption Expenditure of HouseholdsNeeds for the Macro Index

CTI macro: Overview

• Timeliness for monthly estimation• Estimation of monthly GDP series• Consistency between estimation 

results and GDP series

Estimation Method

Monthly and Quarterly Prediction and observation

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Explanatory Variables (Official Statistics)

Extraction

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（2015年＝100）

季節調整値

傾向推計値

ＧＤＰ実質家計最終消費支出

• Estimation of the latent monthly GDP series by state space models and various official statistics

Time series modeling

The CTI: Macro Consumption

Prediction by the time series regression model

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Index for the monthly trend of the total Domestic Final Consumption Expenditure of HouseholdsNeeds for the Macro Index

CTI macro: Overview

• Timeliness for monthly estimation• Estimation of monthly GDP series• Consistency between estimation 

results and GDP series

Estimation Method

Monthly and Quarterly Prediction and observation

0 50 100 150

2600

0028

0000

3000

0032

0000

3400

0036

0000

0 50 100 150

1400

0016

0000

1800

0020

0000

0 50 100 150

9095

100

105

110

115

0 50 100 150

1000

011

000

1200

013

000

Explanatory Variables (Official Statistics)

Extraction

90.0

92.0

94.0

96.0

98.0

100.0

102.0

104.0

106.0

108.0

110.0

112.0

1 4 7 10 1 4 7 10 1 4 7 10 1 4 7 10 1 4 7 10 1 4 7 10 1 4 7 10 1 4 7 10 1 4 7 10 1 4 7

2008 2009 2010 2011 2012 2013 2014 2015 2016 2017

（2015年＝100）

季節調整値

傾向推計値

ＧＤＰ実質家計最終消費支出

• Estimation of the latent monthly GDP series by state space models and various official statistics

Time series modeling

The CTI: Macro Consumption

Prediction by the time series regression model

Big Data :For Timeliness

(Future Plan)6

Contents1. Consumption Trend Index (CTI): 

Background2. CTI: Macro Trend and Big data

3. CTI: Micro Trend and Big data4. The CTI Research Consortium

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• Complement and reinforce household survey• Three survey data are mixed

New improved survey will be introduced in January 2018 Start a new survey (Single Household expenditure monitor survey) Index system for grasping the whole household expenditure by three surveys

Household with two or more persons

Single Households

Family Income andExpenditure Survey

Survey of Household Economy Single 

Household expenditure monitor survey

Data Sources for new

statistics

Current Monthly

Results

Improvement of the Family Income and Expenditure Survey

Start the Single Household expenditure monitor survey

The CTI: Micro Consumption

ResearchFurther Research

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• Complement and reinforce household survey• Three survey data are mixed

New improved survey will be introduced in January 2018 Start a new survey (Single Household expenditure monitor survey) Index system for grasping the whole household expenditure by three surveys

Household with two or more persons

Single Households

Family Income andExpenditure Survey

Survey of Household Economy Single 

Household expenditure monitor survey

Data Sources for new

statistics

Current Monthly

Results

Improvement of the Family Income and Expenditure Survey

Start the Single Household expenditure monitor survey

The CTI: Micro Consumption

Consumer Panel Survey Data（Private sector companies’ survey data）

POS Data

BIGDATA

MEMBER’S CARD1234 5678 9012 3456

SOUMU TARO

Big Data

Empirical

Research実証分析・データ検証を経て指標作成に活用

E-money, Credit Card, etc.

ResearchFurther Research

Medium or long -term challenges

Big Data :Extend Coverage

(Future Plan)9

There are no unique Big Data which have sufficiently wide coverage for household expenditure.

Multiple Big Data are combined as single‐source Data using Data Fusion techniques.

Bias correction of the Sales / Purchasing Big Data

Fusion DataBig Data Survey Data

Common Fields（Age, Sex, etc.）

Common Fields

購買情報B（品目別等）

SurveyRespondent

Because of the coverage of goods and service in Big Data, bias is corrected by the “Propensity Score Methods.”

Big data and survey data are linked by the “Data Fusion” techniques.

Consumer List (Records)

Shop, Purchasing Information A

Data Fusion by using some common fields (variables)

Shop, Purchasing Information A

Common Fields

Purchasing Information B

Estimation

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Contents1. Consumption Trend Index (CTI): 

Background2. CTI: Macro Trend and Big data3. CTI: Micro Trend and Big data

4. The CTI Research Consortium

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Consumption Trend Index Research Consortium• Study on development of a consumption trend index in collaboration with

industry, academia and government by utilizing various consumption‐relatedinformation owned by private sector companies.

• Promote improvement and advancement of official statistics, and developmentof academic research by appropriate, effective and useful utilization of corporateholding information.

University researchers

Research Consortium

Private Sector Companies

MEMBER’S CARD1234 5678 9012 3456

SOUMU TARO

Ministry of Internal Affairs and Communications

Statistical Research and Training Institute

The National Statistics Center

(Advisor for consortium activities)Observers

Short term (FY 2017) Medium term (FY 2018-2020) Long term

Phase 2Prototype Index using Big Data

Phase 1Research characteristics

of Big Data

Phase 3Release the index using Big Data

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