erion15.74703Sum squared resid6178320. Schwarz criterion15.94540Log likelihood-169.2173 F-statistic2.305409Durbin-Watson stat1.960581 Prob (F-statistic) 0.111262 часовий ряд економетрична модель
? GDP
ADF Test Statistic-5.120811 1% Critical Value * -3.7856 5% Critical Value-3.0114 10% Critical Value-2.6457 * MacKinnon critical values ​​for rejection of hypothesis of a unit root.VariableCoefficientStd. Errort-StatisticProb. Mean dependent var-9.976190Adjusted R-squared0.653305 SD dependent var1025.720S.E. of regression603.9525 Akaike info criterion15.77643Sum squared resid6565654. Schwarz criterion15.92565Log likelihood-162.6525 F-statistic19.84377Durbin-Watson stat1.535436 Prob (F-statistic) 0.000028
Додаток 3
M0
ADF Tes t Statistic-1.580748 1% Critical Value * -3.7667 5% Critical Value-3.0038 10% Critical Value-2.6417 * MacKinnon critical values ​​for rejection of hypothesis of a unit root.VariableCoefficientStd. Errort-StatisticProb. Mean dependent var-6.400000Adjusted R-squared0.023371 SD dependent var305.2785S.E. of regression301.6900 Akaike info criterion14.38280Sum squared resid1729320. Schwarz criterion14.53158Log likelihood-155.2108 F-statistic1.251271Durbin-Watson stat2.037283 Prob (F-statistic) 0.308678
? M0
ADF Test Statistic-4.521975 1% Critical Value * -2.6756 5% Critical Value-1.9574 10% Critical Value-1.6238 * MacKinnon critical values ​​for rejection of hypothesis of a unit root.VariableCoefficientStd. Errort-StatisticProb. D (M0 (-1))-0.9860230.218051-4.5219750.0002R-squared0.493300 Mean dependent var3.900000Adjusted R-squared0.493300 SD dependent var428.9220S.E. of regression305.3189 Akaike info criterion14.32498Sum squared resid1957612. Schwarz criterion14.37457Log likelihood-156.5748 Durbin-Watson stat1.991873
Додаток 4
CPI
ADF Test Statistic-1.774417 1% Critical Value * -4.4691 5% Critical Value-3.6454 10% Critical Value-3.2602 * MacKinnon critical values ​​for rejection of hypothesis of a unit root.VariableCoefficientStd. Errort-StatisticProb. Mean dependent var-0.257143Adjusted R-squared0.067224 SD dependent var0.355769S.E. of regression0.343603 Akaike info criterion0.905595Sum squared resid1.889005 Schwarz criterion1.154291Log likelihood-4.508750 F-statistic1.360343Durbin-Watson stat1.958840 Prob (F-statistic) 0.291350
? CPI
ADF Test Statistic-3.634188 1% Critical Value * -3.7667 5% Critical Value-3.0038 10% Critical Value-2.6417 * MacKinnon critical values ​​for rejection of hypothesis of a unit root.VariableCoefficientStd. Errort-StatisticProb. D (CPI (-1))-0.7985920.219744-3.6341880.0017C-0.1987010.096127-2.0670540.0519R-squared0.397723 Mean ...
