align="justify"> Коінтегрірованная модель
White Heteroskedasticity Test: F-statistic2.023071 Probability0.123816Obs * R-squared8.634731 Probability0.124551VariableCoefficientStd. Errort-StatisticProb. Mean dependent var38974.88Adjusted R-squared0.181942 SD dependent var51472.79S.E. of regression46555.38 Akaike info criterion24.54699Sum squared resid3.90E +10 Schwarz criterion24.84150Log likelihood-288.5639 F-statistic2.023071Durbin-Watson stat1.631763 Prob (F-statistic) 0.123816
Модель приростів
White Heteroskedasticity Test: F-statistic0.499788 Probability0.736247Obs * R-squared2.299121 Probability0.680929VariableCoefficientStd. Errort-StatisticProb. Mean dependent var16538.35Adjusted R-squared-0.100047 SD dependent var19096.51S.E. of regression20029.01 Akaike info criterion22.83741Sum squared resid7.22E +09 Schwarz criterion23.08426Log likelihood-257.6302 F-statistic0.499788Durbin-Watson stat2.576392 Prob (F-statistic) 0.736247 Модель перших лагів (1)
White Heteroskedasticity Test: F-statistic0.903717 Probability0.557476Obs * R-squared9.880366 Probability0.451051VariableCoefficientStd. Errort-StatisticProb. Mean dependent var8716.865Adjusted R-squared-0.045768 SD dependent var12330.67S.E. of regression12609.69 Akaike info criterion22.02825Sum squared resid1.91E +09 Schwarz criterion22.57131Log likelihood-242.3249 F-statistic0.903717Durbin-Watson stat2.263756 Prob (F-statistic) 0.557476
Модель перших лагів (2)
White Heteroskedasticity Test: F-statistic1.611071 Probability0.207967Obs * R-squared8.662204 Probability0.193486VariableCoefficientStd. Errort-StatisticProb. Mean dependent var8895.837Adjusted R-squared0.142849 SD dependent var13457.62S.E. of regression12459.39 Akaike info criterion21.94413Sum squared resid2.48E +09 Schwarz criterion22.28971Log likelihood-245.3575 F-statistic1.611071Durbin-Watson stat2.428228 Prob (F-statistic) 0.207967 (1)
White Heteroskedasticity Test: F-statistic0.240344 Probability0.956403Obs * R-squared1.901579 Probability0.928524VariableCoefficientStd. Errort-StatisticProb. Mean dependent var12625.73Adjusted R-squared-0.261319 SD dependent var15848.86S.E. of regression17799.60 Akaike info criterion22.65753Sum squared resid5.07E +09 Schwarz criterion23.00312Log likelihood-253.5616 F-statistic0.240344Durbin-Watson stat2.568972 Prob (F-statistic) 0.956403
Додаток 6
Висновок залишків моделі
Коінтегрірованная модельМодель пріростовМодель перших лагів (1) Модель перших лагів
Додаток 7
Оцінка залишків моделі на стаціонарність
Коінтегрірованная модель:
ADF Test Statistic-3.321477 1% Cr...
