Индекс цен
1. P = -1,10728 + 0,00113245*Y - 0,0011662*lag(Y;1) - 0,014444*M +
0,0179438*lag(M;1) - 0,0893656*W + 1,06655*lag(P;1)
Multiple Regression Analysis
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Dependent variable: P
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Standard T
Parameter Estimate Error Statistic P-Value
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CONSTANT -1,10728 5,92945 -0,186743 0,8536
Y 0,00113245 0,00201136 0,563028 0,5791
lag(Y;1) -0,0011662 0,00207165 -0,562934 0,5792
M -0,014444 0,0116459 -1,24027 0,2279
lag(M;1) 0,0179438 0,0112764 1,59128 0,1258
W -0,0893656 0,410688 -0,2176 0,8297
lag(P;1) 1,06655 0,0600044 17,7746 0,0000
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Analysis of Variance
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Source Sum of Squares Df Mean Square F-Ratio P-Value
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Model 44715,7 6 7452,62 4520,00 0,0000
Residual 36,2738 22 1,64881
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Total (Corr.) 44752,0 28
R-squared = 99,9189 percent
R-squared (adjusted for d.f.) = 99,8968 percent
Standard Error of Est. = 1,28406
Mean absolute error = 0,863579
Durbin-Watson statistic = 2,16999
P = 1,06178*lag(P;1)
Multiple Regression Analysis
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Dependent variable: P
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Standard T
Parameter Estimate Error Statistic P-Value
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lag(P;1) 1,06178 0,00263983 402,216 0,0000
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Analysis of Variance
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Source Sum of Squares Df Mean Square F-Ratio P-Value
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Model 243629,0 1 243629,0 161777,66 0,0000
Residual 42,1665 28 1,50595
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Total 243671,0 29
R-squared = 99,9827 percent
R-squared (adjusted for d.f.) = 99,9827 percent
Standard Error of Est. = 1,22717
Mean absolute error = 0,991823
Durbin-Watson statistic = 2,27638
P = -74,9437 + 0,0774614*M + 0,0306082*Y
Multiple Regression Analysis
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Dependent variable: P
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Standard T
Parameter Estimate Error Statistic P-Value
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CONSTANT -74,9437 10,5013 -7,13662 0,0000
M 0,0774614 0,0344603 2,24784 0,0330
Y 0,0306082 0,00333947 9,16559 0,0000
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Analysis of Variance
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Source Sum of Squares Df Mean Square F-Ratio P-Value
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Model 46173,9 2 23086,9 554,52 0,0000
Residual 1124,13 27 41,6344
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Total (Corr.) 47298,0 29
R-squared = 97,6233 percent
R-squared (adjusted for d.f.) = 97,4473 percent
Standard Error of Est. = 6,45247
Mean absolute error = 5,2782
Durbin-Watson statistic = 1,39909
P = -90,9748 + 0,0273483*Y + 5,1251*W
Multiple Regression Analysis
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Dependent variable: P
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Standard T
Parameter Estimate Error Statistic P-Value
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CONSTANT -90,9748 9,52297 -9,5532 0,0000
Y 0,0273483 0,00260363 10,5039 0,0000
W 5,1251 1,20278 4,26106 0,0002
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Analysis of Variance
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Source Sum of Squares Df Mean Square F-Ratio P-Value
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Model 46500,1 2 23250,1 786,73 0,0000
Residual 797,922 27 29,5527
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Total (Corr.) 47298,0 29
R-squared = 98,313 percent
R-squared (adjusted for d.f.) = 98,188 percent
Standard Error of Est. = 5,43624
Mean absolute error = 4,34875
Durbin-Watson statistic = 1,26448