1. Multiple Regression Analysis

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Dependent variable: It

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Standard T

Parameter Estimate Error Statistic P-Value

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Kt_Kt_1 1,88658 0,172213 10,9549 0,0000

i 1036,4 290,608 3,56633 0,0024

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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 6,09787E6 2 3,04894E6 342,65 0,0000

Residual 151266,0 17 8897,98

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Total 6,24914E6 19

R-squared = 97,5794 percent

R-squared (adjusted for d.f.) = 97,437 percent

Standard Error of Est. = 94,3291

Mean absolute error = 67,7037

Durbin-Watson statistic = 2,22523

2. Multiple Regression Analysis

Multiple Regression Analysis

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Dependent variable: Pt_Pt_1

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Standard T

Parameter Estimate Error Statistic P-Value

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Mt 0,0000920325 0,00000700683 13,1347 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 0,0488982 1 0,0488982 172,52 0,0000

Residual 0,00510183 18 0,000283435

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Total 0,054 19

R-squared = 90,5522 percent

R-squared (adjusted for d.f.) = 90,5522 percent

Standard Error of Est. = 0,0168355

Mean absolute error = 0,0141401

Durbin-Watson statistic = 0,988047

Приложение №4.12

(Распределение лага)

K_t=(1-)K_t-1+I_t

(K_t-I_t)=(1-)K_t-1

Multiple Regression Analysis

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Dependent variable: K_t-I_t

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Standard T

Parameter Estimate Error Statistic P-Value

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K_t-1 0,943534 0,000188183 5013,92 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 6,9449E8 1 6,9449E825139373,25 0,0000

Residual 607,763 22 27,6256

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Total 6,94491E8 23

R-squared = 99,9999 percent

R-squared (adjusted for d.f.) = 99,9999 percent

Standard Error of Est. = 5,25601

Mean absolute error = 4,32002

Durbin-Watson statistic = 1,64666

K_t=(1-)K_t-1+₀I_t+₁I_t-1

K_t=(1-)K_t-1+₀I_t+(1-₀)I_t-1

(K_t-I_t-1)=(1-)K_t-1+₀(I_t-I_t-1)

Multiple Regression Analysis

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Dependent variable: K_t-I_t-1

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Standard T

Parameter Estimate Error Statistic P-Value

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K_t-1 0,943536 0,000194443 4852,52 0,0000

I_t-I_t-1 0,998999 0,0104806 95,3192 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 6,9854E8 2 3,4927E812073536,73 0,0000

Residual 607,5 21 28,9286

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Total 6,9854E8 23

R-squared = 99,9999 percent

R-squared (adjusted for d.f.) = 99,9999 percent

Standard Error of Est. = 5,37853

Mean absolute error = 4,31424

Durbin-Watson statistic = 1,65638