dependent var0.022727Adjusted R-squared0.367609 SD dependent var0.438539S.E. of regression0.348739 Akaike info criterion0.817522Sum squared resid2.432377 Schwarz criterion0.916707Log likelihood-6.992739 F-statistic13.20732Durbin-Watson stat2.023479 Prob (F-statistic) 0.001652
Додаток 5
Висновок економетричної моделі.
Коінтегрірованная модель
Dependent Variable: M0Method: Least SquaresDate: 12/18/07 Time: 13:53 Sample: 2005:01 2006:12 Included observations: 24VariableCoefficientStd. Errort-StatisticProb. Mean dependent var1968.188Adjusted R-squared0.784641 SD dependent var454.7861S.E. of regression211.0515 Akaike info criterion13.65855Sum squared resid935397.1 Schwarz criterion13.80581Log likelihood-160.9026 F-statistic42.89929Durbin-Watson stat1.238616 Prob (F-statistic) 0.000000
Модель приростів
Dependent Variable: D (M0) Method: Least SquaresDate: 12/18/07 Time: 14:40 Sample (adjusted): 2005:02 2006:12 Included observations: 23 after adjusting endpointsVariableCoefficientStd. Errort-StatisticProb. Mean dependent var-8.647826Adjusted R-squared0.786482 SD dependent var298.4544S.E. of regression137.9098 Akaike info criterion12.81218Sum squared resid380382.0 Schwarz criterion12.96029Log likelihood-144.3401 F-statistic41.51797Durbin-Watson stat2.006428 Prob (F-statistic) 0.000000 Модель перших лагів (1 )
Dependent Variable: M0Method: Least SquaresDate: 12/18/07 Time: 14:49 Sample (adjusted): 2005:02 2006:12 Included observations: 23 after adjusting endpointsVariableCoefficientStd. Errort-StatisticProb. Mean dependent var1966.091Adjusted R-squared0.945432 SD dependent var464.8887S.E. of regression108.5974 Akaike info criterion12.43263Sum squared resid200487.9 Schwarz criterion12.72885Log likelihood-136.9753 F-statistic77.23275Durbin-Watson stat2.699912 Prob (F-statistic) 0.000000
Модель перших лагів (2)
Dependent Variable: M0Method: Least SquaresDate: 12/19/07 Time: 13:46 Sample (adjusted): 2005:02 2006:12 Included observations: 23 after adjusting endpointsVariableCoefficientStd. Errort-StatisticProb. Mean dependent var1966.091Adjusted R-squared0.950173 SD dependent var464.8887S.E. of regression103.7721 Akaike info criterion12.27904Sum squared resid204604.2 Schwarz criterion12.47652Log likelihood-137.2090 F-statistic140.8431Durbin-Watson stat2.734840 Prob (F-statistic) 0.000000
ECM (1)
Dependent Variable: D (M0) Method: Least SquaresDate: 12/18/07 Time: 14:56 Sample (adjusted): 2005:02 2006:12 Included observations: 23 after adjusting endpointsVariableCoefficientStd. Errort-StatisticProb. Mean dependent var-8.647826Adjusted R-squared0.828417 SD dependent var298.4544S.E. of regression123.6276 Akaike info criter...
