A step-shaped receptacle part 22 depressed in a step shape in a circumferential direction is provided in a middle part of an outer peripheral surface 21 of a core body 18 of a core 16 constituting a caulking die 5. Further, a part on a core insertion start side relative to the step-shaped receptacle part 22 is formed in a size smaller than that at the position of the step-shaped receptacle part 22. Caulking is performed by the caulking die 5 having this configuration, so that the fixing state viewed in a cross section in a connection and fixation target part is made such that a plurality of bent parts are formed in accordance with the sectional shape of the step-shaped receptacle part 22.