книги / Статистический анализ временных рядов
..pdf695
Та б л и ц а А . 1 .4
НОРМИРОВАННАЯ ОЦЕНКА БЛЭКМЕНА — ТЬЮКИ ДЛЯ СПЕКТРАЛЬНОЙ ПЛОТНОСТИ
частота |
10 |
К |
30 |
|
|
К |
|
20 |
Частота |
10 |
20 |
30 |
|||
0005 |
0-2751 |
0.1293 |
0.0971 |
0.205 |
0.1910 |
0.2156 |
0.2116 |
0010 |
0.2785 |
0.1426 |
0.1152 |
0.210 |
0.1836 |
0.1951 |
0.1775 |
0.015 |
0.2840 |
0.1648 |
0.1412 |
0.215 |
0.1758 |
0.1742 |
0.1495 |
0.020 |
0.2914 |
0.1954 |
0.1718 |
0.220 |
0.1677 |
0.1546 |
0.1297 |
0.025 |
0.3003 |
0.2336 |
0.2059 |
0.225 |
0.1593 |
0.1371 |
0.1177 |
0.030 |
0.3104 |
0.2781 |
0.2455 |
0.230 |
0.1508 |
0.1225 |
0.1115 |
0.035 |
0.3211 |
0.3265 |
0.2942 |
0.235 |
0.1422 |
0.1110 |
0.1080 |
0.040 |
0.3320 |
0.3760 |
0.3544 |
0.240 |
0.1337 |
0.1023 |
0*.1046 |
0.045 |
0.3427 |
0.4232 |
0.4245 |
0.245 |
0.1254 |
0.0962 |
0.0997 |
0.050 |
0.3527 |
0.4646 |
0.4975 |
0.250 |
0.1174 |
0.0919 |
0.0931 |
0.055 |
0.3615 |
0.496$ |
0.5625 |
0.255 |
0.1097 |
0.0889 |
0.0859 |
0.060 |
0.3688 |
0.5175 |
0.6072 |
0.260 |
0.1026 |
0.0866 |
0.0800 |
0.065 |
0.3743 |
0.5252 |
0.6229 |
0.265 |
0.0959 |
0.0848 |
0.0767 |
0.070 |
0.3778 |
0.5199 |
0.6066 |
0.270 |
0.0898 |
0.0830 |
0.0765 |
0.075 |
0.3793 |
0.5027 |
0.5627 |
0.275 |
0.0843 |
0.0812 |
0.0788 |
0.080 |
0.3785 |
0.4761 |
0.5008 |
0.280 |
0.0793 |
0.0792 |
0.081* |
0.085 |
0.3758 |
0.4431 |
0.4330 |
0.285 |
0:0748 |
0.0769 |
0.0830 |
0.090 |
0.3710 |
0.4071 |
0.3705 |
0.290 |
0.0708 |
0.0743 |
0:0828 |
0.095 |
0.3646 |
0.3710 |
0.3209 |
0.295 |
0.0673 |
0.0712 |
0.0789 |
0.100 |
0.3566 |
0.3376 |
0.2873 |
0.300 |
0.0641 |
0.0677 |
0.0724 |
0.105 |
0.3475 |
0.3085 |
0.2685 |
0.305 |
0.0612 |
0.0639 |
0.0647 |
0.110 |
0.3375 |
0.2845 |
0.2608 |
0.310 |
0.0587 |
0.0597 |
0.0572 |
0.115 |
0.3270 |
0.2657 |
0 2593 |
0.315 |
0.0563 |
0.0555 |
0.0509 |
0.120 |
0.3163 |
0.2515 |
0 2589 |
0.320 |
0.0541 |
0.0513 |
0.0464 |
0.125 |
0.3056 |
0.2414 |
0.2559 |
0.325 |
0.0520 |
0.0476 |
0.0433 |
0.130 |
0.2951 |
0.2346 |
0.2483 |
0.330 |
0.0500 |
0.0443 |
0.0413 |
0.135 |
0.2852 |
0.2305 |
0.2364 |
0.335 |
0.0480 |
0.0417 |
0.039* |
0.140 |
0.2759 |
0.2289 |
0.2222 |
0.340 |
0.0462 |
0.0398 |
0.0385 |
0.145 |
0.2672 |
0.2298 |
0.2097 |
0.345 |
0.0444 |
0.0385 |
0.0375 |
0.150 |
0.2593 |
0.2330 |
0.2030 |
0.350 |
0.0426 |
0.0377 |
0.0369 |
0.155 |
0.2520 |
02384 |
0.2056 |
0.355 |
0.0410 |
0.0371 |
0.0367 |
0.160 |
0.2453 |
02454 |
0.2187 |
0,360 |
0.0394 |
0.0365 |
0.0369 |
0.165 |
0.2392 |
0.2533 |
0.2406 |
0.365 |
0.0379 |
0.0359 |
0.0372 |
0.170 |
0.2333 |
0.2608 |
0.2671 |
0.370 |
0.0365 |
0.0350 |
00370 |
0.175 |
0.2277 |
0.2666 |
0.2919 |
0.375 |
0.0352 |
0.0340 |
0.0361 |
0.180 |
0.2222 |
0.2692 |
0.3089 |
0.380 |
0.0340 |
0.0329 |
0.0344 |
0.185 |
0.2165 |
0.2677 |
0.3133 |
0.385 |
О.ОЗЗО |
0.0317 |
0.0321 |
0.190 |
0.2107 |
0.2613 |
0.3032 |
0.390 |
0.0320 |
0.0307 |
0.0296* |
0.195 |
0.2045 |
0.2500 |
0.2800 |
0.395 |
0.0311 |
0.0298 |
0.0275 |
0.200 |
0.1980 |
0 2344 |
0.2476 |
0.400 |
О.ОЗОЗ |
0.0293 |
0.0261 |
«94 |
|
|
|
|
|
|
|
|
|
Таблица А. 1.4 |
(продолжение) |
|
|
||
|
|
К |
30 |
|
|
К |
30 |
Частота |
10 |
20 |
Частота |
10 |
20 |
||
0.405 |
0.0296 |
0.0290 |
0.0258 |
0.455 |
0.0232 |
0.0229 |
0.0210 |
0.410 |
0.0289 |
0.0290 |
0.0265 |
0.460 |
0.0226 |
0.0214 |
0.0186 |
0.415 |
0.0283 |
0.0290 |
0.0280 |
0.465 |
0.0220 |
0.0201 |
0.0172 |
. 0.420 |
0.0277 |
0.0291 |
0.0299 |
0.470 |
0.0214 |
0.0190 |
0.0167 |
0.425 |
0.0270 |
0.0290 |
0.0316 |
0.475 |
0.0209 |
0.0182 |
0.0169 |
0.430 |
0.0264 |
0.0287 |
0.0324 |
0.480 |
0.0204 |
0.0177 |
0.0174 |
0.435 |
0.0258 |
0.0281 |
0.0320 |
0.485 |
0.0201 |
0.0174 |
0.0177 |
0.440 |
0.0252 |
0.0271 |
О.ОЗОЗ |
0.490 |
0.0198 |
0.0173 |
0.0178 |
0.445 |
0.0245 |
0.0258 |
0.0275 |
0.495 |
0.0196 |
0.0172 |
0.0177 |
0.450 |
0.0239 |
0.0244 |
0.0242 |
0.500 |
0.0196 |
0.0172 |
0.0177 |
Частота; Рис. А Л А .
Нормированная оценка Блэкмена — Тьюки (а — 0.25) спектральной плотности индекса Бевериджа цен на пшеницу с выделенным трендом.
А.2. |
ТРИ ПРОЦЕССА АВТОРЕГРЕССИИ ВТОРОГО ПОРЯДКА |
695* |
Рис. АЛ.5.
Спектральные плотности подобранных процессов авторегрессии для индекс» Бевериджа цен на пшеницу с выделенным трендом.
А .2. ТРИ ПРОЦЕССА АВТОРЕГРЕССИИ ВТОРОГО ПОРЯДКА,. ПОЛУЧЕННЫЕ С ПОМОЩЬЮ СЛУЧАЙНЫХ ЧИСЕЛ
Используя случайные числа, Вольд (1965) получил реализации процессов авторегрессии вида
(1) |
fit + Pifft—i + |
2 = |
ы<> |
|
где рх =з —у и р3 |
= у2. Корни |
характеристического уравнения для |
||
(1) равны уе±'2я/б_ |
Случайные |
отклонения |
ut представляли со |
|
бой независимую выборку из нормального распределения с нулевым средним и дисперсией (1 — у6)/(1 + у2). Значение последней выбра но так с тем, чтобы дисперсия y t была равна 1. Каждая реализация начиналась со значений г/_i = u_i и у 0 = щ + уг/_ 1 и имела длину Т ~ 200. Вольд получил по 100 подобных реализаций для трех зна чений параметра у : у = 0.25, у = 0.7, у = 0.9. В табл. А.2.1 приведены вторые реализации для у а* 0.25, у = 0.7 и первая реали зация для у = 0.9. На рис. А.2.1 — А.2.3 эти реализации представ лены в графическом виде. У Вольда имеются графики и для других реализаций.
696
|
|
|
|
Т абли ц а |
А .2 .1 |
|
|
|
|
|
|
|
|
НАБЛЮДАЕМЫЙ РЯД |
|
|
|
|
|
|
|
A . |
= -0.25, /32 = 0.0625. (Вы борка № 2 |
Вольда) |
|
||||
t |
|
У* |
t |
У* |
|
Vt |
|
t |
Vt |
1 |
|
1.2268 |
5i |
-0.1108 |
101 |
0.4048 |
|
151 |
-1.0168 |
2 |
|
0.3973 |
52 |
0.8899 |
102 |
-1.0996 |
|
152 |
0.7853 |
3 |
|
0.1334 |
53 |
0.9237 |
103 |
-0.5004 |
|
153 |
-1.4676 |
4 |
|
-0.3104 |
54 |
1.2217 |
104 |
-1.1657 |
|
154 |
-0.9854 |
5 |
|
—0.4614 |
55 |
-0.1803 |
105 |
0.3554 |
|
155 |
-1.8534 |
6 |
|
0.8008 |
56 |
0.8025 |
106 |
-0.5300 |
|
156 |
-1.7285 |
7 |
|
1.7893 |
57 |
-1.1287 |
107 |
0.2337 |
|
157 |
-1.1020 |
8 |
|
-0.5069 |
58 |
-0.0972 |
108 |
-1.1382 |
|
158 |
1.2012 |
9 |
|
1.6061 |
59 |
2.6301 |
109 |
-1.4920 |
|
159 |
1.6259 |
10 |
|
2.4069 |
60 |
0.5941 |
110 |
-0.7520 |
|
160 |
1.J087 |
11 |
|
-0.2187 |
61 |
0.6991 |
111 |
0.2857 |
|
161 |
U59J |
12 |
|
1.1178 |
62 |
0.4784 |
112 |
-0.7418 |
|
162 |
1,3407 |
13 |
|
0.3816 |
63 |
-3.0912 |
ИЗ |
0.4471 |
|
163 |
2.0435 |
14 |
|
-0.4851 |
64 |
-0.5962 |
114 |
1.3734 |
„ |
164 |
0.5902 |
15 |
|
-1.3512 |
65 |
-1.1888 |
115 |
-1.1441 |
165 |
-0.9144 |
|
16 |
|
-0.8527 |
66 |
-2.0397 |
116 |
-1.5980 |
|
166 |
-1.2349 |
17 |
|
0.1690 |
67 |
-0.5262 |
117 |
0.3228 |
|
167 |
-1.8843 |
18 |
|
-0.0702 |
68 |
-0.7187 |
118 |
-0.2360 |
|
168 |
-0.2991 |
19 |
|
-0.8201 |
69 |
1.2073 |
119 |
-1.2372 |
|
169 |
0.2676 |
20 |
|
-0.4147 |
70 |
0.9935 |
120 |
-0.5845 |
|
170 |
-0.4726 |
21 |
|
-0.9631 |
71 |
-1.2825 |
121 |
2.1724 |
|
171 |
1.5744 |
12 |
|
-0.5125 |
72 |
-0.6821 |
122 |
1.8074 |
|
172 |
0.2603 |
J23 |
|
-0.8878 |
73 |
-1.3399 |
123 |
0.1891 |
|
173 |
-1.5125 |
24 |
|
-1.1251 |
74 |
-1.2830 |
124 |
0.2040 |
|
174 |
-0.9015 |
25 |
I |
0.1423 |
75 |
-0.3670 |
125 |
-0.2196 |
|
175 |
-1.3728 |
0.0267 |
76 |
-1.9386 |
126 |
-1.9188 |
|
176 |
1.0273 |
||
26 |
f |
|
|||||||
27 |
|
0.2646 |
77 |
-0.8190 |
127 |
0.8898 |
|
177 |
-0.2447 |
28, |
|
-1.2587 |
78 |
-2.0741 |
128 |
-1.0344 |
|
178 |
0.2098 |
19 |
|
-0.4948 |
79 |
0.3179 |
129 |
-0.1844 |
|
179 |
-1.1214 |
30ч |
0.9793 |
80 |
-2.4611 |
130 |
-0.6813 |
|
180 |
-0.3899 |
|
31 |
|
-0.2555 |
81 |
-0.4927 |
131 |
-0.1136 |
|
181 |
-0.7416 |
32 |
|
-0.8822 |
82 |
-0.5582 |
132 |
-1.8186 |
|
182 |
-0.1831 |
33 |
|
-0.4405 |
83 |
-1.3925 |
133 |
0.5493 |
|
183 |
0.7315 |
34 |
|
0.1329 |
84 |
-1.0148 |
134 |
1.5896 |
|
184 |
0.6945 |
35 |
|
О.ЗОЗО |
85 |
-0.6616 |
135 |
0.Ш4 |
|
185 |
-0.9982 |
36 |
|
2.6584 |
86 |
-1.2155 |
136 |
-0.1702 |
|
186 |
0.2781 |
37 |
|
0.0972 |
87 |
2.0345 |
137 |
0.8204 |
|
187 |
-0.0199 |
38 |
|
-0.3308 |
88 |
2.3948 |
138 |
-2.2823 |
|
188 |
-0.3416 |
39 |
|
0.6895 |
89 |
0.5303 |
139 |
0.2210 |
|
189 |
0.2993 |
40 |
|
0.2827 |
90 |
-0.0755 |
140 |
-0.5385 |
|
190 |
0.9690 |
41 |
|
0.9795 |
91 |
-0.3050 |
141 |
0.0591 |
|
191 |
-0.9832 |
42 |
|
0.1590 |
9.2 |
0.2302 |
142 |
0.0450 |
|
192 |
1.1158 |
43 |
|
-1.7317 |
93 |
-0.0099 |
143 |
-0.1498 |
|
193 |
-0.7260 |
44 |
|
0.2491 |
94 |
-0.4606 |
144 |
-2.5719 |
|
194 |
0.7717 |
45 |
|
1.9132 |
95 |
0.6743 |
145 |
0.9076 |
|
195 |
0.5904 |
46 |
|
0.7171 |
96 |
0.7211 |
146 |
0.6395 |
|
196 |
1.2021 |
47 |
|
1.1631 |
97 |
-0.7078 |
147 |
0.9806 |
|
197 |
-0.2385 |
48 |
|
0.7018 |
98 |
0.0573 |
148 |
0.9813 |
|
198 |
-1.3084 |
49 |
|
0.6421 |
99 |
-0.0437 |
149 |
-0.0761 |
|
199 |
-0.2723 |
50 |
|
-1.4017 |
100 |
0.1556 |
150 |
-0.6912 |
|
200 |
-0.6236 |
|
|
|
|
У_! = -0.0729, У а |
= 0.5054 |
|
|
|
|
|
|
|
|
|
|
|
697 |
|
|
Таблица А.2.1 |
(продолжение) |
|
|
||
|
В. |
Pi = —0.7, 02 = 0.49. ( Выборка № / Вальда) |
|
|
|||
t |
У* |
/ |
У% |
/ |
У% |
t |
Vt |
1 |
1.2134 |
51 |
-0.7713 |
101 |
0.5270 |
151 |
-1.4259 |
2 |
0.7306, |
52 |
0.7760 |
102 |
-0.6797 |
152 |
0.3695 |
3 |
0.0047! |
53 . |
1.4720 |
103 |
-0.8929 |
153 |
-0.4131 |
4 |
-0.6077 |
54 |
1.4803 |
104 |
-1.1720 |
154 |
-0.9219 |
5 |
-0.7256 |
55 |
-0.0246 |
105 |
0.1055 |
155 |
-1.7906 |
6 |
0.5013 |
56 |
-0.0096 |
106 |
0.0993 |
156 |
—1.8542 |
7 |
1.9442 |
57 |
-1.0581 |
107 |
0.3260 |
157 |
-1.0438 |
8 |
0.3980 |
58 |
-0.5495 |
108 |
-0.7960 |
158 |
1.2637 |
9 |
0.7894 |
59 |
2.1837 |
109 |
-1.6632 |
159 |
2.3931 |
10 |
1.9233 |
60 |
1.7427 |
110 |
-1.1313 |
160 |
1.6726 |
11 |
0.3883 |
61 |
0.7170 |
111 |
0.3249 |
161 |
1.3340 |
12 |
0.3789 |
62 |
-0.0817 |
112 |
0.0993 |
162 |
0.8640 |
13 |
0.1451 |
63 |
-2.9210 |
113 |
0.4263 |
163 |
1.3986 |
14 |
-0.4891 |
64 |
-1.8409 |
114 |
1.2138 |
164 |
0.6851 |
15 |
-1.3703 |
65 |
-0.8355 |
115 |
-0.5171 |
165 |
-0.9469 |
16 |
-1.1521 |
66 |
-1.0947 |
116 |
-1.9294 |
166 |
-1.7676 |
17 |
0.1012 |
67 |
-0.4288 |
117 |
-0.5809 |
167 |
-2.0686 |
38 |
0.5038 |
68 |
-0.3307 |
118 |
0.2083 |
168 |
-0.5067 |
19 |
-0.3252 |
69 |
1.0528 |
119 |
-0.4882 |
169 |
0.8371 |
20 |
-0.6444 |
70 |
1.4121 |
120 |
-0.6738 |
170 |
0.3914 |
21 |
-1.0141 |
71 |
-0.6820 |
121 |
1.5455 |
171 |
1.2198 |
22 |
-0.6302 |
72 |
-1.4068 |
122 |
2.3861 |
172 |
0.5329 |
23 |
-0.5947 |
73 |
-1.6419 |
123 |
0.8122 |
173 |
-1.3982 |
24 |
-0.8493 |
74 |
-1.2459 |
124 |
-0.3867 |
174 |
-1.6421 |
25 |
-0.0111 |
75 |
-0.1707 |
125 |
-0.8740 |
175 |
-1.4496 |
26 |
0.3456 |
76 |
-1.0378 |
126 |
-1.8908 |
176 |
0;8325 |
27 |
0.4591 |
77 |
-0.9262 |
127 |
0.1803 |
177 |
0.8271 |
28 |
-0.8977 |
78 |
-1:7189 |
128 |
-0.0395 |
178 |
0.4369 |
29 |
-0.9831 |
79 |
-0.1265 |
129 |
-0.0130 |
179 |
-1.0428 |
30 |
0.5643 |
80 |
-1.3646 |
130 |
-0.5450 |
180 |
-1.0205 |
31 |
; 0.4553 |
81 |
-0.7803 |
131 |
-0.3392 |
181 |
-0.7700 |
32 |
-0.5585 |
82 |
-0.3447 |
132 |
-1.4244 |
182 |
-0.0564 |
33 |
-0.8012 |
83 |
-0.8773 |
133 |
-0.0401 |
183 |
0.9177 |
34 |
-0.1381 |
84 |
-1.0018 |
134 |
1.7319 |
184' |
1.0668 |
35 |
0.4880 |
85 |
-0.6640 |
135 |
1.0323 |
185 |
-0.5963 |
36 |
2.4647 |
86 |
-0.8573 |
136 |
-0.2043 |
186 |
-0.4871 |
37 |
1.0511 |
87 |
1.5475 |
137 |
0.0413 |
187 |
-0.1692 |
38 |
-0.6219 |
88 |
2.9393 |
138 |
-1.8527 |
188 |
-0.1330 |
39 |
-0.3329 |
89 |
1.3459 |
139 |
-0.6485 |
189 |
0.2940 |
40 |
0.1428 |
90 |
-0.5445 |
140 |
-0,1303 |
190’ |
0.9634 |
41 |
1.0182 |
91 |
-1.2413 |
141 |
0.3912 |
191 |
-0.4270 |
42 |
0.5887 |
92 |
-0.3627 |
142 |
0.3350 |
192 |
0.3573 |
43 |
-1.4436 |
93 |
0.2857 |
143 |
-0.0820 |
193 |
-0.3867 |
44 |
—0.7501 |
94 |
0.0257 |
144, |
-2.2300 |
194 |
0.3658 |
45 |
1.5649 |
95 |
0.5038 |
145: |
-0.2982 |
195 |
0.7249 |
46 |
1.6647 |
96 |
0.7555 |
146 |
1.0837 |
196 |
1.2030 |
47 |
1.2739 |
97 |
-0.3891 |
147 |
1.6008 |
197 |
0.0886 |
48 |
0.4376 |
98 |
-0.4210 |
148 |
1.2053 |
198 |
-1.4585 |
49 |
0.1100 |
99 |
-0.1851 |
149 |
-0.1471 |
199 |
-1.0327 |
50 |
-1.3420 |
100, |
0.2117 |
150 |
-1.1781 |
200 |
-0.5138 |
y_i = -0.0729, у0 = 0.4403
698 |
|
|
|
|
|
|
|
|
|
|
Табл и ц а А . 2 . 1 |
( продолжение) |
|
|
|||
|
с. |
в -0.9, /?2 = о.81. (Вы борка № 1 Вольда) |
|
|||||
* |
2 |
t |
|
Vt |
t |
V t |
t |
Vt |
1 |
h |
|
|
|||||
-0.9606 |
51 |
-0.0564 |
101 |
-0.8298 |
151 |
-0.7219 |
||
2 |
-1.0378 |
52 |
|
0.9502 |
102 |
-0.9909 |
152 |
-0.9665 |
3 |
-0.5484 |
53 |
|
0.2213 |
103 |
-0.2148 |
153 |
-0/.216 |
4 |
-1.0541 |
54 |
-0.8695 |
104 |
-0.0358 |
154 |
0.8067 |
|
5 |
-0.4834 |
55 |
-1.4278 |
105 |
0.9816 |
155 |
1.3913 |
|
6 |
0.6311 |
56 |
-1.0505 |
106 |
1.5830 |
156 |
1.2016 |
|
7 |
1.4114 |
57 |
. |
0.4253 |
107 |
0.6708 |
157 |
-0.5651 |
S |
0.3825 |
58 |
0.9019 |
108 |
-0.7696 |
158 |
-2.4274 |
|
9 |
-1.8239 |
59 |
: |
0.7936 |
109 |
-1.6945 |
15» |
-1.6577 |
1 0 |
-1.4407 |
60 |
|
0.2804 |
110 |
0.0077 |
160 |
0.9373 |
11 |
-0.3132 |
61 |
-0.7642 |
111 |
1.3638 |
161 |
3.0506 |
|
12 |
-0.0874 |
62 |
-0.9103 |
112 |
1.0386 |
162 |
1.8579 |
|
13 |
-0.3918 |
63 |
-0.1189 |
113 |
-0.3156 |
163 |
-1.1132 |
|
14 |
-0.5888 |
64 |
|
1.4175 |
114 |
-1.0937 |
164 |
-2.9611 |
15 |
-0.5612 |
65 |
|
1.7326 |
115 |
-1.1822 |
165 |
-2.0225 |
16 |
0.0961 |
66 |
|
0.3792 |
116 |
-0.4685 |
166 |
0.5278 |
17 |
0.4954 |
67 |
-1.2491 |
117 |
0.7767 |
167 |
1.6486 |
|
18 |
0.1312 |
68 |
-0.4060 |
118 |
1.5031 |
168 |
1.8253 |
|
19 |
-0.5580 |
69 |
|
0.9696 |
119 |
1.1802 |
169 |
0.4094 |
20 |
-0.4685 |
70 |
|
2.1885 |
120 |
-0.8624 |
170 |
-0.7162 |
21 |
-0.1463 |
71 |
|
1.3596 |
121 |
-1.4084 |
171 |
-0.4403 |
22 |
0.5760 |
72 |
-0.8464 |
122 |
0.6630 |
172 |
0.4893 |
|
23 |
-0.0495 |
73 |
-1.2709 |
123 |
2.0564 |
173 |
0,9551 |
|
24 |
-1.0003 |
74 |
-0.5210 |
124 |
2.0627 |
174 |
0.4074 |
|
25 |
-1.8508 |
75 |
. |
1.1009 |
125 |
0.7909 |
175 |
-0.591& |
26 |
-1.0105 |
76 |
1.4884 |
126 |
-0.9423 |
176 |
-1.8504 |
|
27 |
0.7121 |
71 |
|
1.0229 |
127 |
-2.0920 |
177 |
-1.1401 |
28 |
0.4883 |
78 |
-0.8339 |
128 |
-0.5903 |
178 |
0.2450 |
|
29 |
0.2780 |
79 |
-2.0272 |
129 |
0.8511 |
179 |
1.3324 |
|
30 |
-0.2835 |
80 |
-1.4314 |
130 |
1.4)50 |
180 |
1.3814 |
|
31 |
-0.5369 |
81 |
|
1.1195 |
131 |
o.?m |
181 |
0.8292 |
32 |
-0.4541 |
82 |
|
1.5164 |
132 |
-1.5542 |
182 |
-0.3209 |
33 |
-0.2950 |
83 |
|
0.2551 |
133 |
-1.9841 |
183 |
-0.9560 |
34 |
-1.2701 |
84 |
-0.9049 |
134 |
-0.1077 |
184 |
0.4385 |
|
35 |
-1.0686 |
85 |
-0.8063 |
135 |
0,5974 |
185 |
0.8297 |
|
36 |
0.3006 |
86 |
|
0.0818 |
136 |
1.4342 |
186 |
0.9752 |
37 |
1.7958 |
87 |
|
1.8423 |
137 |
0.3418 |
187 |
-0.5203 |
38 |
1.3815 |
88 |
|
1.4011 |
138 |
-1.6969 |
188 |
-1.4231 |
39 |
—1.0157 |
89 |
-0.7910 |
139 |
-1.7782 |
189 |
-0.8991 |
|
40 |
-2.0178 |
90 |
-2.1526 |
140 |
-0.5346 |
190 |
0.3139 |
|
41 |
-0.6857 |
91 |
-2.0495 |
14f |
0.^004 |
191 |
0.7310 |
|
42 |
0.7797 |
92 |
-0.5901 |
142 |
0,2964 |
192 |
0.5303 |
|
43 |
0.8469 |
91 |
|
1.3577 |
143 |
0,5667 |
193 |
0.0094 |
44 |
0.0207 |
94 |
|
1.7757 |
144 |
0,4! 14 |
194 |
-0.3464 |
45 |
0.0693 |
95 |
-0.3490 |
145 |
-0.1130 |
195 |
-0.7523 |
|
46 |
0.8074 |
96- |
-1.9200 |
146 |
0.0279 |
196 |
—1,2773 |
|
47 |
1.2451 |
97 |
-1.3727 |
147 |
0,1295 |
197 |
—1,1861 |
|
48 |
0.0664 |
98 |
|
0.5940 |
148 |
6.2099 |
198 |
-0.1403 |
49 |
-0.8526 |
99 |
|
1.6419 |
149 |
—0.6645 |
199 |
1.6277 |
50 |
-0.1221 |
100 |
|
0.5217 |
150 |
-6.4656 |
200 |
1.0874 |
|
|
|
у _ г |
= -0.0630, у 0 = -0.5200 |
|
|
||
702
Таблица А.2.21)
|
|
|
|
ДИСПЕРСИИ И КОРРЕЛЯЦИИ |
|
|
||
|
|
А. р± = |
—0.25, р2 = 0.0625. (Вы борка № 1 Вольда) |
|
||||
|
|
|
|
Корреляции |
|
|
|
|
h |
|
СhiСо |
h |
C J C , |
А |
Q / Q |
А. |
Q / Q |
1 |
|
0.2473 |
2 6 |
0.0967 |
51 |
-0 .0 1 4 2 * |
76 |
0.0515 |
2 |
|
0.1120 |
27 |
-0 .1 0 3 8 |
52 |
0.1814 |
77 |
-0 .0 1 0 3 |
3 |
|
0.0492 |
28 |
0.0269 |
53 |
0.0548 |
78 |
0.0435 |
4 |
|
-0 .0 8 6 8 |
29 |
0.0736 |
54 |
-0 .0191 |
79 |
-0 .1 6 1 0 |
5 |
|
-0 .0511 |
30 |
-0 .0 6 5 9 |
55 |
0.0126 |
80 |
-0 .0 6 8 3 |
6 |
|
0.0715 |
31 |
-0 .0 8 3 3 |
56 |
—0.1752 |
81 |
0,0749 |
7 |
|
-0 .0 2 2 4 |
32 |
-0 .0 6 7 9 |
57 |
-0 .0746 |
82 |
0.0174 |
8 |
|
0.0167 |
33 |
-0 .0 7 9 6 |
58 |
0.0725 |
83 |
-0 .0 0 8 6 |
9 |
|
-0 .0 2 5 0 |
34 |
0.1311 |
59 |
0.0299 |
84 |
-0 .1 1 5 0 |
10 |
|
0.0291 |
35 |
0.1565 |
60 |
0.1072 |
85 |
-0 .1 2 3 4 |
11 |
|
0.0224 |
36 |
0.0443 |
61 |
0.0078 |
86 |
-0 .0 3 5 4 |
12 |
|
0.0906 |
37 |
-0 .0 2 6 4 |
62 |
0.0766 |
87 |
0.0468 |
13 |
|
0.0936 |
38 |
-0 .0 2 6 0 |
63 |
0.0151 |
88 |
0.1223 |
14 |
-0 .0458 |
39 |
-0 .0195 |
64 |
-0 .1 1 8 9 |
89 |
0.1668 |
|
15 |
|
-0 .0 6 5 6 |
40 |
0.0092 |
65 |
0.0401 |
90 |
-0 .0 1 0 6 |
16 |
-0 .0 8 1 3 |
41 |
0.0579 |
66 |
-0 .0 4 5 2 |
91 |
0.0304 |
|
17 |
-0 .0 6 7 7 |
42 |
0.1178 |
67 |
-0 .1 2 4 0 |
92 |
-0.0031 |
|
18 |
0.0124 |
43 |
0.0315 |
68 |
-0 .1 1 4 4 |
93 |
0.0038 |
|
19 |
-0 .0 9 2 0 |
44 |
-0 .0223 |
69 |
0.0108 |
94 |
0.0671 |
|
20 |
. -0 .0 5 2 7 |
45 |
-0 .0 2 0 6 |
70 |
-0 .0 3 3 4 |
95 |
-0 .0 4 5 6 |
|
21 |
|
-0 .1 8 1 9 |
46 |
0.0391 |
71 |
-0 .0 5 9 9 |
96 |
-0 .1 5 3 8 |
22 |
-0 .1 3 0 7 |
47 |
0.2125 |
72 |
-0 .0 0 6 2 |
97 |
-0 .1 3 7 2 |
|
23 |
|
0.0587 |
48 |
0.0303 |
73 |
0.0478 |
98 |
-0 .1 3 3 7 |
24 |
|
0.0278 |
49 |
0.1453 |
74 |
-0 .0 9 0 7 |
99 |
-0 .0 1 9 7 |
25 |
0.0023 |
50 |
0.0041 |
75 |
0.1844 |
100 |
0.0565 |
|
|
|
|
|
С0 = |
1.1248 |
|
|
|
|
|
Пояснения к табл,. А.2.2! — А.2.4 и к рис. |
А .2.4 — А.2.9 |
см. на |
стр. 714.—* |
|||
Прим, |
перге. |
|
|
|
|
|
|
|