- •Опишем соотношения модели:
- •Этап 1. Определение зависимости между переменными
- •Этап 1: Оценка параметров с помощью 1мнк.
- •Этап 2. Оценка параметров модели с помощью 2мнк
- •2 Шаг приложение №3)
- •Этап 3 : Сравнительный анализ 1мнк и 2мнк.
- •Этап №4 Построение трендов экзогенных переменных модели Клейна
- •Этап №5: Прогнозирование с помощью 2мнк
Этап №5: Прогнозирование с помощью 2мнк
Перестроив модель для 25 значений (приложение №5) получили следующие показатели:
1 шаг:
Вид модели |
Характеристики модели |
||
S2 |
R2 |
F-статистика |
|
С*=3,097t-1,422W2+0.843G-3,888T+0.623Yt-1-1,964Pt-1 +0.541Kt-1 |
3,210 |
99,87% |
1937,49 |
I*=0.0488G-0.1096T-0,1801Pt-1+0,06830Kt-1 |
0,0151 |
99,67% |
1504,95 |
W1*=1,503t-1,147W2+1,174G-3,164T +0,408Yt-1-1.151Pt-1 +0.415Kt-1 |
1,0474 |
99,92% |
2993,97 |
t |
С* |
I* |
W1* |
Y* |
K* |
P* |
1 |
|
|
|
|
|
|
2 |
26,823 |
2,539 |
20,639 |
32,007 |
50,419 |
7,871 |
3 |
26,569 |
1,833 |
21,129 |
31,350 |
52,087 |
6,627 |
4 |
22,340 |
2,108 |
16,467 |
25,728 |
54,389 |
5,260 |
5 |
29,813 |
2,369 |
22,320 |
35,100 |
56,704 |
9,898 |
6 |
33,339 |
1,969 |
25,694 |
39,643 |
58,767 |
10,906 |
7 |
25,221 |
1,409 |
18,989 |
28,574 |
60,345 |
6,387 |
8 |
28,255 |
2,686 |
19,677 |
34,612 |
62,946 |
9,578 |
9 |
40,587 |
2,581 |
30,164 |
50,437 |
65,426 |
15,178 |
10 |
40,902 |
1,669 |
30,827 |
49,355 |
67,051 |
13,741 |
11 |
42,920 |
1,996 |
31,559 |
52,097 |
69,137 |
15,247 |
12 |
35,149 |
1,504 |
25,291 |
41,521 |
70,735 |
11,435 |
13 |
37,726 |
2,223 |
26,349 |
46,331 |
72,936 |
13,725 |
14 |
45,804 |
2,224 |
33,030 |
56,657 |
75,137 |
17,708 |
15 |
45,213 |
1,572 |
32,912 |
56,057 |
76,474 |
15,805 |
16 |
48,299 |
1,778 |
34,247 |
59,421 |
78,053 |
17,629 |
17 |
43,934 |
1,651 |
30,433 |
53,444 |
79,660 |
16,131 |
18 |
43,301 |
1,752 |
29,723 |
53,411 |
81,499 |
16,260 |
19 |
47,830 |
2,142 |
32,748 |
59,638 |
83,795 |
19,100 |
20 |
49,947 |
1,466 |
35,046 |
61,774 |
85,341 |
19,090 |
21 |
45,606 |
1,595 |
30,557 |
56,755 |
86,769 |
17,027 |
22 |
61,196 |
2,447 |
42,417 |
76,868 |
89,286 |
26,264 |
23 |
55,148 |
0,826 |
39,119 |
67,730 |
90,102 |
21,105 |
24 |
52,943 |
1,401 |
35,881 |
65,476 |
91,687 |
21,141 |
25 |
60,231 |
1,834 |
41,277 |
76,046 |
93,501 |
25,014 |
26 |
57,791 |
1,147 |
39,626 |
72,306 |
94,648 |
23,188 |
27 |
60,366 |
1,529 |
40,855 |
75,747 |
96,177 |
25,130 |
28 |
60,223 |
1,259 |
40,837 |
75,817 |
97,436 |
24,947 |
29 |
62,006 |
1,353 |
41,777 |
78,177 |
98,789 |
26,098 |
30 |
62,648 |
1,214 |
42,156 |
79,162 |
100,003 |
26,435 |
2 шаг:
Вид модели |
Характеристики модели |
||
S2 |
R2 |
F-статистика |
|
С’=2,311+0,7995(W1*+W2)+0,673Pt*-0,0323Р*t-1 |
0,1065 |
99,92% |
8003,28 |
I’=2.418+0,0876P*t-1+ 0,1298P*t-1 |
0,0169 |
92,08% |
116,24 |
W1’=-3.976+0.7450(Y*-T*-W2*) +0.141-1-1.1818t |
0,1892 |
99,67% |
1884,56 |
t |
C' |
I' |
W1' |
Y' |
K' |
P' |
1 |
|
|
|
|
|
|
2 |
|
|
|
|
|
|
3 |
26,798 |
1,977 |
20,497 |
31,775 |
52,395 |
7,678 |
4 |
22,414 |
2,018 |
16,949 |
25,642 |
54,106 |
4,714 |
5 |
29,357 |
2,602 |
22,286 |
34,999 |
56,991 |
9,753 |
6 |
33,027 |
2,088 |
25,406 |
39,726 |
58,792 |
11,180 |
7 |
25,064 |
1,561 |
18,688 |
29,295 |
60,329 |
6,957 |
8 |
28,848 |
2,428 |
19,977 |
34,575 |
62,773 |
9,408 |
9 |
40,834 |
2,504 |
29,908 |
50,267 |
65,450 |
15,510 |
10 |
40,625 |
1,651 |
30,922 |
49,306 |
67,077 |
13,474 |
11 |
42,530 |
1,969 |
32,182 |
51,729 |
69,020 |
14,197 |
12 |
34,889 |
1,440 |
25,810 |
41,789 |
70,576 |
10,769 |
13 |
37,889 |
2,135 |
26,328 |
46,225 |
72,870 |
13,767 |
14 |
45,803 |
2,187 |
33,009 |
56,590 |
75,123 |
17,681 |
15 |
45,651 |
1,503 |
32,313 |
56,364 |
76,640 |
16,781 |
16 |
47,933 |
1,910 |
34,328 |
58,903 |
78,384 |
17,245 |
17 |
43,670 |
1,542 |
31,200 |
53,222 |
79,595 |
15,022 |
18 |
43,492 |
1,747 |
29,487 |
53,619 |
81,408 |
16,692 |
19 |
48,083 |
1,979 |
32,993 |
59,582 |
83,478 |
18,830 |
20 |
49,949 |
1,610 |
34,308 |
62,079 |
85,405 |
20,081 |
21 |
46,059 |
1,431 |
30,515 |
56,839 |
86,772 |
17,274 |
22 |
60,886 |
2,507 |
42,881 |
76,283 |
89,276 |
25,362 |
23 |
55,018 |
0,856 |
38,922 |
68,364 |
90,142 |
21,472 |
24 |
52,926 |
1,529 |
35,966 |
65,925 |
91,631 |
21,189 |
25 |
60,529 |
1,863 |
40,979 |
76,082 |
93,550 |
25,483 |
26 |
58,002 |
1,201 |
39,758 |
72,572 |
94,751 |
23,321 |
27 |
60,450 |
1,608 |
41,004 |
75,909 |
96,359 |
25,142 |
28 |
60,591 |
1,340 |
40,750 |
76,265 |
97,698 |
25,483 |
29 |
62,327 |
1,464 |
41,727 |
78,609 |
99,162 |
26,579 |
30 |
63,109 |
1,344 |
42,003 |
79,754 |
100,507 |
27,179 |
Государственный Университет Управления
Институт Информационных Систем Управления
Кафедра экономической кибернетики.
Домашнее задание №1
«Прогнозирование с использованием эконометрических моделей»
Работу выполнила
студентка ММиИОЭ 4-2
Попова М.А.