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Государственный университет управления

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Приложения

Приложение 1

Значения индекса потребительских товаров на начало месяца

AEX CONSUMER GOODS
№	Date	closing
1	02.01.2001	813,17
2	01.02.2001	877,02
3	01.03.2001	844,36
4	02.04.2001	856,69
5	01.05.2001	924,97
6	01.06.2001	953,18
7	02.07.2001	892,74
8	01.08.2001	874,46
9	03.09.2001	771,4
10	01.10.2001	785,72
11	01.11.2001	829,36
12	03.12.2001	865,08
13	02.01.2002	892,15
14	01.02.2002	947,28
15	01.03.2002	948,6
16	02.04.2002	992,79
17	02.05.2002	1017,36
18	03.06.2002	997,49
19	01.07.2002	911,97
20	01.08.2002	837,21
21	02.09.2002	857,42
22	01.10.2002	798,01
23	01.11.2002	859,33
24	02.12.2002	849,27
25	02.01.2003	838,65
26	03.02.2003	824,31
27	03.03.2003	820,56
28	01.04.2003	821,28
29	02.05.2003	812,44
30	02.06.2003	786,55
31	01.07.2003	804,84
32	01.08.2003	834,95
33	01.09.2003	863,61
34	01.10.2003	816,88
35	03.11.2003	862,39
36	01.12.2003	839,67
37	02.01.2004	812,22
38	02.02.2004	822,04
39	01.03.2004	823,26
40	01.04.2004	843,39
41	03.05.2004	865,42
42	01.06.2004	825,66
43	01.07.2004	850,26
44	02.08.2004	828,34
45	01.09.2004	783,02
46	01.10.2004	807,71
47	01.11.2004	791,73
48	01.12.2004	829,32
49	03.01.2005	863,65
50	01.02.2005	878,19
51	01.03.2005	894,68
52	01.04.2005	873,43
53	02.05.2005	841,42
54	01.06.2005	923,94
55	01.07.2005	919,01
56	01.08.2005	919,19
57	01.09.2005	881,18
58	03.10.2005	911,06
59	01.11.2005	921,6
60	01.12.2005	1016,39
61	02.01.2006	1055,37
62	01.02.2006	1103,51
63	01.03.2006	1112,47
64	03.04.2006	1119,03
65	02.05.2006	1113,04
66	01.06.2006	1028,2
67	03.07.2006	1038,78
68	01.08.2006	1086,43
69	01.09.2006	1105,96
70	02.10.2006	1125,8
71	01.11.2006	1124,88
72	01.12.2006	1162,68
73	02.01.2007	1204,92
74	01.02.2007	1232,24
75	01.03.2007	1138,69
76	02.04.2007	1230,79
77	02.05.2007	1271,72
78	01.06.2007	1307,78
79	02.07.2007	1328,18
80	01.08.2007	1310,47
81	03.09.2007	1326,15
82	01.10.2007	1344,56
83	01.11.2007	1348,83
84	03.12.2007	1324,74
85	02.01.2008	1347,72
86	01.02.2008	1213,49
87	03.03.2008	1145,62
88	01.04.2008	1180,98
89	02.05.2008	1181,07
90	02.06.2008	1145,27
91	01.07.2008	995,52
92	01.08.2008	957,73
93	01.09.2008	1030,47
94	01.10.2008	987,7
95	03.11.2008	874,21
96	01.12.2008	749,78
97	02.01.2009	815,25
98	02.02.2009	788,89
99	02.03.2009	688,15
100	01.04.2009	689,85
101	04.05.2009	758,83
102	01.06.2009	813,63
103	01.07.2009	820,49
104	03.08.2009	906,61
105	01.09.2009	902,04
106	01.10.2009	941,57
107	02.11.2009	988,37
108	01.12.2009	1024,29
109	04.01.2010	1117,68
110	01.02.2010	1125,11
111	01.03.2010	1142,6
112	01.04.2010	1196,45
113	03.05.2010	1193,84
114	01.06.2010	1163,26
115	01.07.2010	1141,02
116	02.08.2010	1170,72
117	01.09.2010	1132,32
118	01.10.2010	1143,91
119	01.11.2010	1120,08
120	01.12.2010	1128,26
121	03.01.2011	1207,35
122	01.02.2011	1148,54
123	01.03.2011	1163,89
124	01.04.2011	1166,96
125	02.05.2011	1156,66
126	01.06.2011	1155,66
127	01.07.2011	1134,28
128	01.08.2011	1104,87
129	01.09.2011	1055,55

Приложение 2

Построение модели средней

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Constant mean = 987,152

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	169,655	68,3978
MAE	149,707	68,3978
MAPE	15,344	6,47983
ME	-2,03393E-13	68,3978
MPE	-2,87381	6,47983

Trend Model Summary

Parameter	Estimate	Stnd. Error	t	P-value
Constant	987,152	14,9955	65,8298	0,000000

Forecast Table for ConsGOODS

Model: Constant mean = 987,152

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	987,152	650,126	1324,18

Приложение 3

Построение модели простой скользящей средней

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Simple moving average of 2 terms

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	54,9811	64,025
MAE	41,4088	64,025
MAPE	4,34041	6,06556
ME	3,08258	-64,025
MPE	0,113864	-6,06556

Forecast Table for ConsGOODS

Model: Simple moving average of 2 terms

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1080,21	948,23	1212,19

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Simple moving average of 3 terms

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	62,2053	76,0533
MAE	47,1899	76,0533
MAPE	4,94738	7,20509
ME	4,36944	-76,0533
MPE	0,17137	-7,20509

Forecast Table for ConsGOODS

Model: Simple moving average of 3 terms

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1098,23	957,452	1239,01

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Simple moving average of 4 terms

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	69,2817	82,3175
MAE	53,5199	82,3175
MAPE	5,56878	7,79854
ME	5,57107	-82,3175
MPE	0,216006	-7,79854

Forecast Table for ConsGOODS

Model: Simple moving average of 4 terms

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1112,59	960,772	1264,41

Предсказанные значения по моделям средней и простой скользящей средней

период	значение показателя	средняя	скользящая средняя
период	значение показателя	средняя	m=2	m=3	m=4
1	813,17	987,152
2	877,02	987,152
3	844,36	987,152	845,095
4	856,69	987,152	860,69	844,85
5	924,97	987,152	850,525	859,357	847,81
6	953,18	987,152	890,83	875,34	875,76
7	892,74	987,152	939,075	911,613	894,8
8	874,46	987,152	922,96	923,63	906,895
9	771,4	987,152	883,6	906,793	911,338
10	785,72	987,152	822,93	846,2	872,945
11	829,36	987,152	778,56	810,527	831,08
12	865,08	987,152	807,54	795,493	815,235
13	892,15	987,152	847,22	826,72	812,89
14	947,28	987,152	878,615	862,197	843,078
15	948,6	987,152	919,715	901,503	883,467
16	992,79	987,152	947,94	929,343	913,278
17	1017,36	987,152	970,695	962,89	945,205
18	997,49	987,152	1005,08	986,25	976,507
19	911,97	987,152	1007,43	1002,55	989,06
20	837,21	987,152	954,73	975,607	979,903
21	857,42	987,152	874,59	915,557	941,008
22	798,01	987,152	847,315	868,867	901,023
23	859,33	987,152	827,715	830,88	851,152
24	849,27	987,152	828,67	838,253	837,993
25	838,65	987,152	854,3	835,537	841,007
26	824,31	987,152	843,96	849,083	836,315
27	820,56	987,152	831,48	837,41	842,89
28	821,28	987,152	822,435	827,84	833,197
29	812,44	987,152	820,92	822,05	826,2
30	786,55	987,152	816,86	818,093	819,647
31	804,84	987,152	799,495	806,757	810,207
32	834,95	987,152	795,695	801,277	806,277
33	863,61	987,152	819,895	808,78	809,695
34	816,88	987,152	849,28	834,467	822,487
35	862,39	987,152	840,245	838,48	830,07
36	839,67	987,152	839,635	847,627	844,457
37	812,22	987,152	851,03	839,647	845,638
38	822,04	987,152	825,945	838,093	832,79
39	823,26	987,152	817,13	824,643	834,08
40	843,39	987,152	822,65	819,173	824,298
41	865,42	987,152	833,325	829,563	825,227
42	825,66	987,152	854,405	844,023	838,527
43	850,26	987,152	845,54	844,823	839,432
44	828,34	987,152	837,96	847,113	846,183
45	783,02	987,152	839,3	834,753	842,42
46	807,71	987,152	805,68	820,54	821,82
47	791,73	987,152	795,365	806,357	817,332
48	829,32	987,152	799,72	794,153	802,7
49	863,65	987,152	810,525	809,587	802,945
50	878,19	987,152	846,485	828,233	823,102
51	894,68	987,152	870,92	857,053	840,723
52	873,43	987,152	886,435	878,84	866,46
53	841,42	987,152	884,055	882,1	877,488
54	923,94	987,152	857,425	869,843	871,93
55	919,01	987,152	882,68	879,597	883,367
56	919,19	987,152	921,475	894,79	889,45
57	881,18	987,152	919,1	920,713	900,89
58	911,06	987,152	900,185	906,46	910,83
59	921,6	987,152	896,12	903,81	907,61
60	1016,39	987,152	916,33	904,613	908,257
61	1055,37	987,152	968,995	949,683	932,558
62	1103,51	987,152	1035,88	997,787	976,105
63	1112,47	987,152	1079,44	1058,42	1024,22
64	1119,03	987,152	1107,99	1090,45	1071,93
65	1113,04	987,152	1115,75	1111,67	1097,6
66	1028,2	987,152	1116,03	1114,85	1112,01
67	1038,78	987,152	1070,62	1086,76	1093,18
68	1086,43	987,152	1033,49	1060,01	1074,76
69	1105,96	987,152	1062,61	1051,14	1066,61
70	1125,8	987,152	1096,2	1077,06	1064,84
71	1124,88	987,152	1115,88	1106,06	1089,24
72	1162,68	987,152	1125,34	1118,88	1110,77
73	1204,92	987,152	1143,78	1137,79	1129,83
74	1232,24	987,152	1183,8	1164,16	1154,57
75	1138,69	987,152	1218,58	1199,95	1181,18
76	1230,79	987,152	1185,47	1191,95	1184,63
77	1271,72	987,152	1184,74	1200,57	1201,66
78	1307,78	987,152	1251,26	1213,73	1218,36
79	1328,18	987,152	1289,75	1270,1	1237,24
80	1310,47	987,152	1317,98	1302,56	1284,62
81	1326,15	987,152	1319,33	1315,48	1304,54
82	1344,56	987,152	1318,31	1321,6	1318,15
83	1348,83	987,152	1335,36	1327,06	1327,34
84	1324,74	987,152	1346,69	1339,85	1332,5
85	1347,72	987,152	1336,78	1339,38	1336,07
86	1213,49	987,152	1336,23	1340,43	1341,46
87	1145,62	987,152	1280,61	1295,32	1308,69
88	1180,98	987,152	1179,55	1235,61	1257,89
89	1181,07	987,152	1163,3	1180,03	1221,95
90	1145,27	987,152	1181,03	1169,22	1180,29
91	995,52	987,152	1163,17	1169,11	1163,24
92	957,73	987,152	1070,4	1107,29	1125,71
93	1030,47	987,152	976,625	1032,84	1069,9
94	987,7	987,152	994,1	994,573	1032,25
95	874,21	987,152	1009,09	991,967	992,855
96	749,78	987,152	930,955	964,127	962,528
97	815,25	987,152	811,995	870,563	910,54
98	788,89	987,152	782,515	813,08	856,735
99	688,15	987,152	802,07	784,64	807,033
100	689,85	987,152	738,52	764,097	760,517
101	758,83	987,152	689	722,297	745,535
102	813,63	987,152	724,34	712,277	731,43
103	820,49	987,152	786,23	754,103	737,615
104	906,61	987,152	817,06	797,65	770,7
105	902,04	987,152	863,55	846,91	824,89
106	941,57	987,152	904,325	876,38	860,693
107	988,37	987,152	921,805	916,74	892,678
108	1024,29	987,152	964,97	943,993	934,648
109	1117,68	987,152	1006,33	984,743	964,068
110	1125,11	987,152	1070,99	1043,45	1017,98
111	1142,6	987,152	1121,4	1089,03	1063,86
112	1196,45	987,152	1133,86	1128,46	1102,42
113	1193,84	987,152	1169,53	1154,72	1145,46
114	1163,26	987,152	1195,15	1177,63	1164,5
115	1141,02	987,152	1178,55	1184,52	1174,04
116	1170,72	987,152	1152,14	1166,04	1173,64
117	1132,32	987,152	1155,87	1158,33	1167,21
118	1143,91	987,152	1151,52	1148,02	1151,83
119	1120,08	987,152	1138,12	1148,98	1146,99
120	1128,26	987,152	1131,99	1132,1	1141,76
121	1207,35	987,152	1124,17	1130,75	1131,14
122	1148,54	987,152	1167,8	1151,9	1149,9
123	1163,89	987,152	1177,94	1161,38	1151,06
124	1166,96	987,152	1156,22	1173,26	1162,01
125	1156,66	987,152	1165,43	1159,8	1171,68
126	1155,66	987,152	1161,81	1162,5	1159,01
127	1134,28	987,152	1156,16	1159,76	1160,79
128	1104,87	987,152	1144,97	1148,87	1153,39
129	1055,55	987,152	1119,57	1131,6	1137,87
130		987,152	1080,21	1098,23	1112,59

Приложение 4

Построение модели простого экспоненциального сглаживания Брауна

a=0.3

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Simple exponential smoothing with alpha = 0,3

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	73,147	81,5233
MAE	56,2	81,5233
MAPE	5,81475	7,7233
ME	7,31639	-81,5233
MPE	0,246149	-7,7233

Forecast Table for ConsGOODS

Model: Simple exponential smoothing with alpha = 0,3

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1112,62	969,251	1255,98

a=0.5

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Simple exponential smoothing with alpha = 0,5

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	57,5785	69,9626
MAE	44,3481	69,9626
MAPE	4,63073	6,62807
ME	4,42624	-69,9626
MPE	0,177374	-6,62807

Forecast Table for ConsGOODS

Model: Simple exponential smoothing with alpha = 0,5

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1090,53	977,679	1203,38

a=0.8

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Simple exponential smoothing with alpha = 0,8

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	48,9911	56,0803
MAE	37,3554	56,0803
MAPE	3,92028	5,3129
ME	2,80063	-56,0803
MPE	0,129475	-5,3129

Forecast Table for ConsGOODS

Model: Simple exponential smoothing with alpha = 0,8

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1066,77	970,745	1162,79

a=0.9

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Simple exponential smoothing with alpha = 0,9

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	47,7633	52,4768
MAE	36,3298	52,4768
MAPE	3,81552	4,97151
ME	2,50676	-52,4768
MPE	0,120788	-4,97151

Forecast Table for ConsGOODS

Model: Simple exponential smoothing with alpha = 0,9

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1060,8	967,183	1154,41

a=0.95

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Simple exponential smoothing with alpha = 0,95

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	47,3383	50,8441
MAE	35,9752	50,8441
MAPE	3,78028	4,81684
ME	2,38578	-50,8441
MPE	0,117517	-4,81684

Forecast Table for ConsGOODS

Model: Simple exponential smoothing with alpha = 0,95

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1058,09	965,311	1150,87

Предсказанные значения

период	значение показателя	экспоненциальная средняя
период	значение показателя	a=0,3	a=0,5	a=0,8	a=0,9	a=0,95
1	813,17	856,124	842,233	824,846	819,248	816,283
2	877,02	843,238	827,702	815,505	813,778	813,326
3	844,36	853,372	852,361	864,717	870,696	873,835
4	856,69	850,669	848,36	848,431	846,994	845,834
5	924,97	852,475	852,525	855,038	855,72	856,147
6	953,18	874,224	888,748	910,984	918,045	921,529
7	892,74	897,91	920,964	944,741	949,667	951,597
8	874,46	896,359	906,852	903,14	898,433	895,683
9	771,4	889,79	890,656	880,196	876,857	875,521
10	785,72	854,273	831,028	793,159	781,946	776,606
11	829,36	833,707	808,374	787,208	785,343	785,264
12	865,08	832,403	818,867	820,93	824,958	827,155
13	892,15	842,206	841,973	856,25	861,068	863,184
14	947,28	857,189	867,062	884,97	889,042	890,702
15	948,6	884,216	907,171	934,818	941,456	944,451
16	992,79	903,531	927,885	945,844	947,886	948,393
17	1017,36	930,309	960,338	983,401	988,3	990,57
18	997,49	956,424	988,849	1010,57	1014,45	1016,02
19	911,97	968,744	993,169	1000,11	999,186	998,417
20	837,21	951,712	952,57	929,597	920,692	916,292
21	857,42	917,361	894,89	855,687	845,558	841,164
22	798,01	899,379	876,155	857,073	856,234	856,607
23	859,33	868,968	837,082	809,823	803,832	800,94
24	849,27	866,077	848,206	849,429	853,78	856,41
25	838,65	861,035	848,738	849,302	849,721	849,627
26	824,31	854,319	843,694	840,78	839,757	839,199
27	820,56	845,317	834,002	827,604	825,855	825,054
28	821,28	837,89	827,281	821,969	821,089	820,785
29	812,44	832,907	824,281	821,418	821,261	821,255
30	786,55	826,767	818,36	814,236	813,322	812,881
31	804,84	814,702	802,455	792,087	789,227	787,867
32	834,95	811,743	803,648	802,289	803,279	803,991
33	863,61	818,705	819,299	828,418	831,783	833,402
34	816,88	832,177	841,454	856,572	860,427	862,1
35	862,39	827,588	829,167	824,818	821,235	819,141
36	839,67	838,028	845,779	854,876	858,274	860,228
37	812,22	838,521	842,724	842,711	841,53	840,698
38	822,04	830,631	827,472	818,318	815,151	813,644
39	823,26	828,053	824,756	821,296	821,351	821,62
40	843,39	826,615	824,008	822,867	823,069	823,178
41	865,42	831,648	833,699	839,285	841,358	842,379
42	825,66	841,779	849,56	860,193	863,014	864,268
43	850,26	836,944	837,61	832,567	829,395	827,59
44	828,34	840,939	843,935	846,721	848,174	849,127
45	783,02	837,159	836,137	832,016	830,323	829,379
46	807,71	820,917	809,579	792,819	787,75	785,338
47	791,73	816,955	808,644	804,732	805,714	806,591
48	829,32	809,388	800,187	794,33	793,128	792,473
49	863,65	815,367	814,754	822,322	825,701	827,478
50	878,19	829,852	839,202	855,384	859,855	861,841
51	894,68	844,353	858,696	873,629	876,357	877,373
52	873,43	859,451	876,688	890,47	892,848	893,815
53	841,42	863,645	875,059	876,838	875,372	874,449
54	923,94	856,978	858,239	848,504	844,815	843,071
55	919,01	877,066	891,09	908,853	916,028	919,897
56	919,19	889,649	905,05	916,979	918,712	919,054
57	881,18	898,512	912,12	918,748	919,142	919,183
58	911,06	893,312	896,65	888,694	884,976	883,08
59	921,6	898,636	903,855	906,587	908,452	909,661
60	1016,39	905,526	912,727	918,597	920,285	921,003
61	1055,37	938,785	964,559	996,831	1006,78	1011,62
62	1103,51	973,76	1009,96	1043,66	1050,51	1053,18
63	1112,47	1012,69	1056,74	1091,54	1098,21	1100,99
64	1119,03	1042,62	1084,6	1108,28	1111,04	1111,9
65	1113,04	1065,54	1101,82	1116,88	1118,23	1118,67
66	1028,2	1079,79	1107,43	1113,81	1113,56	1113,32
67	1038,78	1064,31	1067,81	1045,32	1036,74	1032,46
68	1086,43	1056,65	1053,3	1040,09	1038,58	1038,46
69	1105,96	1065,59	1069,86	1077,16	1081,64	1084,03
70	1125,8	1077,7	1087,91	1100,2	1103,53	1104,86
71	1124,88	1092,13	1106,86	1120,68	1123,57	1124,75
72	1162,68	1101,95	1115,87	1124,04	1124,75	1124,87
73	1204,92	1120,17	1139,27	1154,95	1158,89	1160,79
74	1232,24	1145,6	1172,1	1194,93	1200,32	1202,71
75	1138,69	1171,59	1202,17	1224,78	1229,05	1230,76
76	1230,79	1161,72	1170,43	1155,91	1147,73	1143,29
77	1271,72	1182,44	1200,61	1215,81	1222,48	1226,42
78	1307,78	1209,22	1236,16	1260,54	1266,8	1269,45
79	1328,18	1238,79	1271,97	1298,33	1303,68	1305,86
80	1310,47	1265,61	1300,08	1322,21	1325,73	1327,06
81	1326,15	1279,07	1305,27	1312,82	1312	1311,3
82	1344,56	1293,19	1315,71	1323,48	1324,73	1325,41
83	1348,83	1308,6	1330,14	1340,34	1342,58	1343,6
84	1324,74	1320,67	1339,48	1347,13	1348,2	1348,57
85	1347,72	1321,89	1332,11	1329,22	1327,09	1325,93
86	1213,49	1329,64	1339,92	1344,02	1345,66	1346,63
87	1145,62	1294,79	1276,7	1239,6	1226,71	1220,15
88	1180,98	1250,04	1211,16	1164,42	1153,73	1149,35
89	1181,07	1229,32	1196,07	1177,67	1178,25	1179,4
90	1145,27	1214,85	1188,57	1180,39	1180,79	1180,99
91	995,52	1193,97	1166,92	1152,29	1148,82	1147,06
92	957,73	1134,44	1081,22	1026,87	1010,85	1003,1
93	1030,47	1081,43	1019,48	971,559	963,042	959,998
94	987,7	1066,14	1024,97	1018,69	1023,73	1026,95
95	874,21	1042,61	1006,34	993,898	991,303	989,662
96	749,78	992,088	940,273	898,148	885,919	879,983
97	815,25	919,396	845,027	779,454	763,394	756,29
98	788,89	888,152	830,138	808,091	810,064	812,302
99	688,15	858,373	809,514	792,73	791,007	790,061
100	689,85	807,306	748,832	709,066	698,436	693,246
101	758,83	772,069	719,341	693,693	690,709	690,02
102	813,63	768,098	739,086	745,803	752,018	755,389
103	820,49	781,757	776,358	800,065	807,469	810,718
104	906,61	793,377	798,424	816,405	819,188	820,001
105	902,04	827,347	852,517	888,569	897,868	902,28
106	941,57	849,755	877,278	899,346	901,623	902,052
107	988,37	877,299	909,424	933,125	937,575	939,594
108	1024,29	910,621	948,897	977,321	983,291	985,931
109	1117,68	944,721	986,594	1014,9	1020,19	1022,37
110	1125,11	996,609	1052,14	1097,12	1107,93	1112,91
111	1142,6	1035,16	1088,62	1119,51	1123,39	1124,5
112	1196,45	1067,39	1115,61	1137,98	1140,68	1141,7
113	1193,84	1106,11	1156,03	1184,76	1190,87	1193,71
114	1163,26	1132,43	1174,94	1192,02	1193,54	1193,83
115	1141,02	1141,68	1169,1	1169,01	1166,29	1164,79
116	1170,72	1141,48	1155,06	1146,62	1143,55	1142,21
117	1132,32	1150,25	1162,89	1165,9	1168	1169,29
118	1143,91	1144,87	1147,6	1139,04	1135,89	1134,17
119	1120,08	1144,58	1145,76	1142,94	1143,11	1143,42
120	1128,26	1137,23	1132,92	1124,65	1122,38	1121,25
121	1207,35	1134,54	1130,59	1127,54	1127,67	1127,91
122	1148,54	1156,38	1168,97	1191,39	1199,38	1203,38
123	1163,89	1154,03	1158,75	1157,11	1153,62	1151,28
124	1166,96	1156,99	1161,32	1162,53	1162,86	1163,26
125	1156,66	1159,98	1164,14	1166,07	1166,55	1166,77
126	1155,66	1158,98	1160,4	1158,54	1157,65	1157,17
127	1134,28	1157,99	1158,03	1156,24	1155,86	1155,74
128	1104,87	1150,87	1146,16	1138,67	1136,44	1135,35
129	1055,55	1137,07	1125,51	1111,63	1108,03	1106,39
130		1112,62	1090,53	1066,77	1060,8	1058,09

Приложение 5

Построение модели линейного экспоненциального сглаживания Брауна

a=0.1

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1,0

Sampling interval = 1,0

Forecast Summary

Forecast model selected: Brown's linear exp. smoothing with alpha = 0,1

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	99,2016	112,145
MAE	72,174	112,145
MAPE	7,47158	10,6244
ME	3,96315	-112,145
MPE	-0,134772	-10,6244

Forecast Table for ConsGOODS

Model: Brown's linear exp. smoothing with alpha = 0,1

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1172,27	977,839	1366,7

a=0.4

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Brown's linear exp. smoothing with alpha = 0,4

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	51,872	52,1027
MAE	39,3655	52,1027
MAPE	4,15949	4,93607
ME	0,0860974	-52,1027
MPE	0,0744924	-4,93607

Forecast Table for ConsGOODS

Model: Brown's linear exp. smoothing with alpha = 0,4

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1098,23	996,564	1199,9

a=0.5

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Brown's linear exp. smoothing with alpha = 0,5

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	50,5719	42,6771
MAE	38,2841	42,6771
MAPE	4,04584	4,04311
ME	0,0871449	-42,6771
MPE	0,0612191	-4,04311

Forecast Table for ConsGOODS

Model: Brown's linear exp. smoothing with alpha = 0,5

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1084,58	985,465	1183,7

a=0.6

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Brown's linear exp. smoothing with alpha = 0,6

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	50,9762	35,4066
MAE	38,5725	35,4066
MAPE	4,07968	3,35433
ME	0,081635	-35,4066
MPE	0,0504993	-3,35433

Forecast Table for ConsGOODS

Model: Brown's linear exp. smoothing with alpha = 0,6

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1073,33	973,419	1173,24

a=0.9

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Brown's linear exp. smoothing with alpha = 0,9

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	58,3618	22,0972
MAE	44,7763	22,0972
MAPE	4,72504	2,09343
ME	0,189189	-22,0972
MPE	0,0558394	-2,09343

Forecast Table for ConsGOODS

Model: Brown's linear exp. smoothing with alpha = 0,9

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1050,31	935,918	1164,69

Оптимизированное значение а= 0,5306

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Brown's linear exp. smoothing with alpha = 0,5306

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	50,7506	40,2496
MAE	38,2345	40,2496
MAPE	4,04117	3,81314
ME	0,0853813	-40,2496
MPE	0,057495	-3,81314

Forecast Table for ConsGOODS

Model: Brown's linear exp. smoothing with alpha = 0,5306

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1080,91	981,826	1179,99

Предсказанные значения

период	значение показателя	экспоненциальная средняя
период	значение показателя	a=0,1	a=0,4	a=0,5	a=0,6	a=0,9	a=0,5306
1	813,17	865,793	821,084	809,37	800,33	767,074	806,383
2	877,02	854,771	803,568	796,739	794,35	803,09	795,615
3	844,36	858,197	849,878	861,539	876,789	926,545	865,943
4	856,69	854,628	844,765	848,949	850,87	828,876	849,898
5	924,97	854,101	852,723	856,984	859,175	862,635	857,888
6	953,18	867,356	910,847	927,2	941,546	981,061	931,77
7	892,74	884,31	956,599	972,406	982,61	987,59	976,071
8	874,46	886,644	924,171	918,461	906,057	850,991	915,249
9	771,4	884,939	892,844	880,265	867,079	850,538	876,111
10	785,72	862,842	796,177	766,204	739,827	684,402	757,656
11	829,36	846,892	768,868	753,308	748,017	778,985	750,622
12	865,08	842,09	796,645	801,827	815,269	863,938	805,264
13	892,15	845,216	840,456	856,56	873,966	901,075	861,994
14	947,28	853,361	881,823	899,443	912,642	921,016	904,089
15	948,6	871,372	942,472	963,471	977,609	997,068	968,507
16	992,79	886,985	966,131	976,75	978,67	959,876	978,125
17	1017,36	909,085	1007,19	1017,22	1021,04	1029,91	1018,83
18	997,49	932,737	1039,33	1045,8	1047,13	1044,77	1046,54
19	911,97	948,767	1031,49	1025,97	1016,75	986,95	1023,34
20	837,21	945,135	954,808	928,369	902,328	840,973	920,2
21	857,42	926,91	860,541	825,109	797,78	762,453	815,821
22	798,01	915,292	839,04	822,53	819,499	858,599	820,292
23	859,33	893,421	786,713	771,197	765,334	751,667	768,684
24	849,27	887,015	818,738	826,387	842,015	898,512	830,642
25	838,65	879,538	828,714	838,361	848,445	850,135	841,694
26	824,31	871,054	827,099	833,461	837,027	829,835	834,993
27	820,56	860,991	816,893	819,194	818,576	810,96	819,328
28	821,28	851,722	811,406	813,156	813,188	814,835	813,3
29	812,44	844,047	811,471	814,217	815,844	820,807	814,78
30	786,55	835,835	805,992	807,408	807,618	805,338	807,555
31	804,84	823,771	784,339	781,074	776,97	764,334	779,864
32	834,95	817,285	791,53	794,149	797,463	814,841	795,054
33	863,61	817,929	820,336	830,201	839,53	861,443	833,109
34	816,88	824,352	855,973	869,061	879,004	892,038	872,426
35	862,39	820,602	832,64	830,683	823,702	785,203	829,017
36	839,67	826,629	858,126	863,148	867,01	891,711	864,331
37	812,22	827,325	849,808	848,355	845,012	828,13	847,455
38	822,04	822,522	823,231	815,035	806,629	787,432	812,415
39	823,26	820,492	819,758	815,822	814,285	824,779	815,06
40	843,39	819,108	819,848	818,793	819,765	825,13	818,903
41	865,42	822,054	836,531	840,782	846,056	859,853	842,338
42	825,66	829,06	861,258	868,962	875,739	886,519	871,176
43	850,26	827,146	839,018	835,361	829,061	798,128	833,716
44	828,34	830,501	848,554	849,136	849,888	863,825	849,3
45	783,02	829,032	834,724	830,94	827,051	814,038	829,742
46	807,71	818,771	792,468	780,421	769,477	743,549	776,945
47	791,73	815,041	795,496	793,131	794,768	819,258	793,223
48	829,32	808,749	785,756	783,974	784,298	781,897	783,93
49	863,65	811,001	813,278	821,213	830,406	857,15	823,969
50	878,19	819,875	853,216	866,88	878,589	897,154	870,729
51	894,68	830,408	880,896	892,029	898,368	896,588	894,468
52	873,43	842,715	903,619	911,347	914,057	911,362	912,615
53	841,42	848,954	893,369	890,759	884,091	859,747	889,014
54	923,94	847,85	860,881	849,27	837,047	812,696	845,457
55	919,01	863,396	912,088	919,455	930,118	984,028	922,294
56	919,19	875,607	928,474	933,193	936,869	928,196	934,455
57	881,18	885,969	933,003	933,261	931,736	920,521	932,978
58	911,06	887,092	902,016	891,751	880,786	850,948	888,434
59	921,6	893,918	911,43	908,61	908,632	928,524	908,286
60	1016,39	901,727	923,192	923,978	926,609	934,126	924,626
61	1055,37	927,209	1003	1022,02	1041,43	1094,66	1027,97
62	1103,51	956,537	1065,06	1084,1	1097,56	1103,03	1088,84
63	1112,47	990,909	1124,36	1140,58	1149,12	1151,16	1143,92
64	1119,03	1021,67	1149,54	1154,39	1151,7	1129,17	1154,18
65	1113,04	1048,8	1157,93	1153,92	1145,86	1127,23	1151,66
66	1028,2	1070,29	1149,93	1139,09	1128,08	1109,79	1135,56
67	1038,78	1071,15	1073,27	1044,03	1018,01	959,535	1035,64
68	1086,43	1073,53	1046,93	1026,89	1016,77	1032,7	1022,76
69	1105,96	1084,65	1074,26	1073,23	1081,67	1124,13	1075
70	1125,8	1097,57	1101,67	1107,64	1117,21	1129,66	1110,45
71	1124,88	1112,09	1128,1	1135,66	1142,65	1146,23	1138,05
72	1162,68	1123,81	1136,51	1139,28	1139,55	1128,19	1139,71
73	1204,92	1140,87	1167,92	1174,39	1179,13	1193,37	1176,01
74	1232,24	1163,36	1212,18	1222,48	1230,23	1245,19	1225,08
75	1138,69	1187,45	1248,8	1257,43	1262,08	1262,27	1259,21
76	1230,79	1188,7	1184,5	1166,32	1144,17	1069,73	1159,86
77	1271,72	1207,64	1227,7	1228,74	1233,85	1289,44	1229,75
78	1307,78	1231,39	1276,49	1285,78	1296,22	1317,8	1288,87
79	1328,18	1258,25	1322,14	1332,59	1340,65	1345,67	1335,34
80	1310,47	1284,58	1352,6	1358,49	1360,4	1351,98	1359,47
81	1326,15	1302,8	1345,49	1339,68	1330,71	1300,89	1337,18
82	1344,56	1320,77	1349,87	1343,35	1337,49	1336,36	1341,39
83	1348,83	1339,06	1362,38	1358,38	1356,58	1361,58	1357,56
84	1324,74	1354,79	1367,45	1362,95	1360,43	1355,73	1362
85	1347,72	1362,65	1347,02	1336,47	1327,97	1306,72	1333,7
86	1213,49	1373,23	1354,49	1349,9	1349,18	1362,19	1349,33
87	1145,62	1354,7	1248,71	1218,48	1190,98	1109,41	1209,88
88	1180,98	1324,71	1150,7	1116,51	1092,32	1069,02	1108,14
89	1181,07	1305,7	1142,89	1133,65	1138,16	1194,31	1133,8
90	1145,27	1289,07	1146,24	1149,86	1161,02	1184,93	1152,83
91	995,52	1267,35	1124,38	1125,92	1128,93	1117,27	1126,99
92	957,73	1218,6	1000,06	975,018	949,981	869,723	967,524
93	1030,47	1169,32	924,341	904,629	892,394	901,121	900,167
94	987,7	1141,83	960,617	973,047	993,989	1078,22	978,724
95	874,21	1109,9	950,637	961,737	972,054	964,328	965,214
96	749,78	1060,12	862,182	851,91	837,989	777,838	848,132
97	815,25	993,045	732,719	705,599	680,262	630,06	697,631
98	788,89	949,379	741,218	745,536	758,616	843,402	748,629
99	688,15	907,397	735,035	746,589	759,909	775,284	750,649
100	689,85	852,058	660,834	656,687	649,661	604,292	654,955
101	758,83	805,935	639,852	643,778	647,917	673,567	645,02
102	813,63	781,21	695,482	721,048	745,51	811,613	728,653
103	820,49	771,919	769,485	804,611	831,68	868,879	813,731
104	906,61	766,182	808,677	834,617	847,201	837,048	839,728
105	902,04	779,303	893,572	924,706	943,413	978,334	931,43
106	941,57	790,289	922,564	938,135	940,073	913,424	939,798
107	988,37	808,212	961,342	971,998	973,283	974,708	972,961
108	1024,29	833,423	1009,58	1019,66	1023,34	1032,72	1021,09
109	1117,68	862,577	1052,29	1059,67	1061,86	1062,03	1060,61
110	1125,11	906,487	1137,89	1154,22	1166,57	1199,86	1158,19
111	1142,6	945,653	1171,42	1176,15	1174,64	1148,05	1176,17
112	1196,45	982,669	1190,07	1186,36	1179,09	1160,43	1184,32
113	1193,84	1025,02	1232,27	1231,83	1231,28	1243,04	1231,51
114	1163,26	1060,52	1239,65	1231,74	1223,96	1201,43	1229,27
115	1141,02	1084,49	1210,51	1191,66	1175,25	1139,82	1186,35
116	1170,72	1100,25	1174,66	1152,3	1136,45	1118,16	1146,79
117	1132,32	1119,36	1180,14	1169,34	1167,53	1189,92	1167,97
118	1143,91	1127,67	1149,88	1135,55	1127,57	1105,97	1132,66
119	1120,08	1136,77	1145,45	1137,88	1136,79	1147,34	1137,08
120	1128,26	1139,44	1124,55	1116,14	1112,24	1102,08	1114,69
121	1207,35	1143,05	1122,85	1119,87	1120,95	1130,93	1119,96
122	1148,54	1161,64	1186,38	1201,99	1219,88	1271,42	1207,38
123	1163,89	1165,4	1165,55	1165,05	1160,63	1115,07	1164,23
124	1166,96	1171,34	1167,62	1167,04	1165,22	1168,25	1166,59
125	1156,66	1176,7	1170,22	1169,82	1169,16	1170,78	1169,61
126	1155,66	1178,87	1162,39	1159,5	1156,64	1149,17	1158,6
127	1134,28	1180,22	1157,86	1155,21	1153,44	1153,22	1154,57
128	1104,87	1176,78	1138,77	1132,87	1128,07	1116,75	1131,3
129	1055,55	1167,7	1107,65	1098,23	1090,96	1077,65	1095,8
130		1172,27	1098,23	1084,58	1073,33	1050,31	1079,73

Приложение 6

Построение модели квадратичного экспоненциального сглаживания Брауна

a=0.1

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Brown's quadratic exp. smoothing with alpha = 0,1

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	89,2933	122,993
MAE	65,5599	122,993
MAPE	6,73224	11,6521
ME	1,2106	-122,993
MPE	0,142105	-11,6521

Forecast Table for ConsGOODS

Model: Brown's quadratic exp. smoothing with alpha = 0,1

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1185,29	1010,28	1360,3

a=0.3

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Brown's quadratic exp. smoothing with alpha = 0,3

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	54,9606	41,4992
MAE	42,4139	41,4992
MAPE	4,45508	3,93152
ME	-0,0901188	-41,4992
MPE	0,0742049	-3,93152

Forecast Table for ConsGOODS

Model: Brown's quadratic exp. smoothing with alpha = 0,3

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1078,06	970,336	1185,78

a=0.5

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Brown's quadratic exp. smoothing with alpha = 0,5

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	57,976	22,0444
MAE	43,5112	22,0444
MAPE	4,59535	2,08843
ME	0,0756742	-22,0444
MPE	0,0296536	-2,08843

Forecast Table for ConsGOODS

Model: Brown's quadratic exp. smoothing with alpha = 0,5

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1043,32	929,688	1156,95

a=0.8

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Brown's quadratic exp. smoothing with alpha = 0,8

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	78,2206	10,0969
MAE	61,1481	10,0969
MAPE	6,44339	0,956553
ME	0,329134	-10,0969
MPE	0,0693791	-0,956553

Forecast Table for ConsGOODS

Model: Brown's quadratic exp. smoothing with alpha = 0,8

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1016,63	863,324	1169,94

Оптимизированный вариант: а=0,3531

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Forecast model selected: Brown's quadratic exp. smoothing with alpha = 0,3531

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	54,8111	35,7051
MAE	41,918	35,7051
MAPE	4,41478	3,38261
ME	0,0511033	-35,7051
MPE	0,0593445	-3,38261

Forecast Table for ConsGOODS

Model: Brown's quadratic exp. smoothing with alpha = 0,3531

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1068,48	961,468	1175,48

Предсказанные значения

период	значение показателя	экспоненциальная средняя
период	значение показателя	a=0,1	a=0,3	a=0,5	a=0,8	a=0,3531
1	813,17	861,146	814,74	783,895	732,226	803,298
2	877,02	845,326	794,965	785,901	813,206	787,931
3	844,36	851,921	848,244	896,26	977,135	857,167
4	856,69	847,596	844,507	857,72	801,865	849,218
5	924,97	847,978	854,57	865,241	864,672	859,314
6	953,18	868,932	920,602	965,321	1020,66	934,628
7	892,74	894,311	972,216	1004,46	988,606	985,721
8	874,46	896,488	934,291	894,653	792,59	929,615
9	771,4	892,581	895,981	846,36	838,254	883,625
10	785,72	858,365	784,49	694,82	634,264	757,283
11	829,36	835,151	752,224	727,374	817,869	736,271
12	865,08	829,769	784,874	826,886	914,135	787,745
13	892,15	836,427	837,415	900,716	922,48	851,965
14	947,28	850,144	887,073	939,316	922,79	904,471
15	948,6	877,869	956,984	1007,33	1012,53	976,906
16	992,79	900,555	983,447	991,242	937,649	993,908
17	1017,36	931,878	1027,25	1032,49	1038,9	1034,89
18	997,49	964,079	1059,7	1053,5	1042,36	1062,6
19	911,97	983,45	1046,07	1005,66	957,077	1037,82
20	837,21	972,67	954,352	861,218	782,652	928,054
21	857,42	940,898	843,423	745,955	735,421	809,134
22	798,01	920,933	817,003	799,108	906,309	798,912
23	859,33	886,769	759,62	747,226	738,163	745,944
24	849,27	877,62	799,269	858,468	954,708	807,128
25	838,65	867,307	815,916	865,842	846,499	828,638
26	824,31	855,958	819,029	847,347	818,558	830,251
27	820,56	842,73	811,429	821,561	802,7	818,941
28	821,28	831,244	808,19	815,023	817,437	814,089
29	812,44	822,573	810,593	819,213	826,261	816,155
30	786,55	813,347	806,271	809,017	802,651	809,84
31	804,84	798,604	783,249	771,449	751,581	782,198
32	834,95	792,741	792,346	801,22	833,533	795,135
33	863,61	797,606	825,915	854,137	882,55	834,341
34	816,88	810,63	866,882	897,733	901,928	877,875
35	862,39	807,505	840,563	818,929	743,505	839,098
36	839,67	819,02	867,871	873,124	918,755	870,44
37	812,22	821,781	857,178	841,604	811,117	854,188
38	822,04	816,022	825,51	793,592	768,937	816,553
39	823,26	814,594	820,002	808,602	838,033	814,122
40	843,39	814,076	819,357	818,902	831,107	816,396
41	865,42	819,954	837,941	853,136	872,863	840,03
42	825,66	831,506	865,855	887,457	895,408	871,491
43	850,26	829,008	840,67	822,958	764,967	837,622
44	828,34	834,488	850,569	850,384	879,734	850,282
45	783,02	832,404	834,466	821,167	801,53	830,756
46	807,71	817,205	786,369	751,574	718,556	775,974
47	791,73	812,525	789,594	792,352	847,108	786,829
48	829,32	804,154	779,612	782,883	779,153	778,335
49	863,65	808,923	811,912	843,341	883,021	819,095
50	878,19	823,269	858,409	899,162	912,806	870,933
51	894,68	839,294	890,405	913,825	890,984	900,991
52	873,43	857,14	915,474	923,57	906,903	922,416
53	841,42	865,008	902,232	877,913	835,244	899,62
54	923,94	861,545	863,084	818,177	790,898	851,808
55	919,01	883,331	918,22	941,244	1042,17	921,198
56	919,19	899,11	935,288	943,864	916,444	937,19
57	881,18	911,479	938,573	931,596	906,988	937,138
58	911,06	909,572	901,571	864,877	821,78	891,572
59	921,6	916,547	910,056	904,828	952,143	905,631
60	1016,39	924,861	922,193	928,581	942,046	921,423
61	1055,37	959,496	1011,33	1070,52	1146,44	1025,9
62	1103,51	998,412	1080,57	1125,03	1102,35	1096,25
63	1112,47	1043,29	1145,06	1170,75	1148,59	1158,01
64	1119,03	1080,97	1169,31	1155,42	1104,79	1171,77
65	1113,04	1111,91	1173	1136,76	1110,3	1166,4
66	1028,2	1133,51	1157,68	1110,07	1094,86	1144,17
67	1038,78	1123,84	1065,53	974,074	904,718	1036,86
68	1086,43	1117,72	1031,18	989,284	1056,32	1009,91
69	1105,96	1125,7	1060,21	1084,19	1169,71	1056,45
70	1125,8	1136,65	1091,7	1129,49	1138,16	1096,84
71	1124,88	1150,09	1122,63	1155,67	1145,47	1131,18
72	1162,68	1159,29	1132,92	1143,89	1114,58	1138,38
73	1204,92	1176,69	1168,31	1188,39	1207,97	1176,3
74	1232,24	1201,99	1217,69	1244,74	1259,37	1228,26
75	1138,69	1229,11	1257,7	1273,45	1260,16	1266,28
76	1230,79	1221,32	1183,02	1114,96	993,924	1169,12
77	1271,72	1241,2	1228,29	1235,29	1352,06	1227,61
78	1307,78	1268,01	1281,32	1310,55	1339,08	1287,83
79	1328,18	1298,84	1330,86	1355,97	1346,21	1338,94
80	1310,47	1328,11	1362,54	1367,98	1340,63	1366,91
81	1326,15	1344,56	1350,99	1320,41	1270,83	1345,27
82	1344,56	1360,69	1351,76	1326,96	1338,55	1344,38
83	1348,83	1377,37	1362,16	1350,79	1368,98	1356,63
84	1324,74	1390,24	1364,9	1354,38	1351,33	1359,5
85	1347,72	1391,55	1339,49	1313,08	1285,78	1329,9
86	1213,49	1397,76	1346,03	1343,83	1377,57	1341,67
87	1145,62	1360,8	1226,25	1147,24	1028,15	1202,58
88	1180,98	1309,29	1115,78	1044,46	1053,44	1088,91
89	1181,07	1277,44	1109,59	1129,86	1258,46	1104,08
90	1145,27	1251,18	1119,28	1171,67	1206,69	1127,49
91	995,52	1218,87	1101,71	1134,53	1100,12	1110,8
92	957,73	1147,78	968,505	914,125	787,831	957,022
93	1030,47	1079,5	889,518	865,539	917,9	880,989
94	987,7	1047,11	938,323	1016,42	1167,42	955,737
95	874,21	1009,24	936,623	990,751	949,403	954,863
96	749,78	945,949	845,306	822,654	712,648	846,184
97	815,25	859,262	706,331	639,905	584,546	691,594
98	788,89	811,195	722,874	767,515	937,255	731,444
99	688,15	766,982	724,943	779,255	787,106	740,556
100	689,85	703,76	649,98	643,801	552,754	653,379
101	758,83	656,245	633,533	653,916	701,045	641,866
102	813,63	641,779	703,196	783,644	877,662	728,073
103	820,49	649,673	792,849	882,2	898,507	825,177
104	906,61	661,018	840,726	881,35	818,074	864,254
105	902,04	698,698	936,386	984,07	1010,02	960,744
106	941,57	730,019	966,276	956,483	882,816	975,15
107	988,37	769,097	1004	982,89	976,282	1005,2
108	1024,29	816,235	1050,72	1033,29	1043,1	1048,84
109	1117,68	866,195	1090,33	1068,8	1061,6	1084,94
110	1125,11	935,253	1177,62	1187,79	1232,54	1178,73
111	1142,6	993,404	1206,12	1178,38	1117,92	1198,39
112	1196,45	1045,34	1216,96	1170,7	1142	1202,25
113	1193,84	1102,8	1254,38	1229,04	1257,81	1242,38
114	1163,26	1147,41	1253,54	1211,35	1179,49	1236,8
115	1141,02	1172,96	1212,34	1147,23	1106,34	1188,06
116	1170,72	1185,52	1164,94	1104,77	1104,87	1139,22
117	1132,32	1203,15	1166,35	1154,78	1217,14	1152,09
118	1143,91	1204,38	1130,24	1109,76	1084,34	1116,46
119	1120,08	1207,43	1124,78	1129,17	1159,04	1118,87
120	1128,26	1201,37	1102,47	1102,88	1092,03	1098,3
121	1207,35	1197,67	1102,69	1119,3	1141,56	1104,39
122	1148,54	1217,23	1177,08	1245,45	1322,54	1194,83
123	1163,89	1214,12	1156,78	1160,05	1063,83	1162,81
124	1166,96	1215,04	1160,61	1163,96	1171,96	1165,31
125	1156,66	1215,58	1164,66	1168,24	1174,15	1168,44
126	1155,66	1211,87	1156,68	1152,13	1142,08	1157,63
127	1134,28	1207,59	1152,17	1149,61	1153,76	1152,55
128	1104,87	1196,83	1131,33	1119,6	1105,97	1128,69
129	1055,55	1178,54	1097,05	1077,59	1065,65	1091,26
130		1185,29	1078,06	1043,32	1016,63	1068,48

Приложение 7

Проверка гипотезы о наличии тенденции во временном ряде

Summary Statistics for ConsGOODS

	flag=2=0	flag=2=1
Count	62	62
Average	871,099	1093,48
Standard deviation	69,0502	168,695
Coeff. of variation	7,92679%	15,4273%
Minimum	771,4	688,15
Maximum	1103,51	1348,83
Range	332,11	660,68
Stnd. skewness	4,11262	-2,35981
Stnd. kurtosis	2,68574	-0,013362

Comparison of Standard Deviations for ConsGOODS

	flag=2=0	flag=2=1
Standard deviation	69,0502	168,695
Variance	4767,94	28457,9
Df	61	61

Ratio of Variances = 0,167543

95,0% Confidence Intervals

Standard deviation of flag=2=0: [58,6762; 83,9148]

Standard deviation of flag=2=1: [143,35; 205,01]

Ratio of Variances: [0,10095; 0,278066]

F-test to Compare Standard Deviations

Null hypothesis: sigma1 = sigma2

Alt. hypothesis: sigma1 NE sigma2

F = 0,167543 P-value = 5,53402E-11

Reject the null hypothesis for alpha = 0,05.

Comparison of Means for ConsGOODS

95,0% confidence interval for mean of flag=2=0: 871,099 +/- 17,5355 [853,564; 888,635]

95,0% confidence interval for mean of flag=2=1: 1093,48 +/- 42,8405 [1050,64; 1136,32]

95,0% confidence interval for the difference between the means

not assuming equal variances: -222,382 +/- 46,0614 [-268,444; -176,321]

t test to compare means

Null hypothesis: mean1 = mean2

Alt. hypothesis: mean1 NE mean2

not assuming equal variances: t = -9,60635 P-value = 0,0

Reject the null hypothesis for alpha = 0,05.

Приложение 8

Построение моделей тренда

Сравнение моделей

Comparison of Alternative Models

Model	Correlation	R-Squared
Linear	0,5337	28,48%
Squared-Y	0,5336	28,48%
Square root-Y	0,5309	28,18%
Exponential	0,5262	27,69%
Squared-Y square root-X	0,5236	27,42%
Square root-X	0,5223	27,28%
Double square root	0,5191	26,94%
Logarithmic-Y square root-X	0,5140	26,42%
Reciprocal-Y	-0,5110	26,12%
Squared-X	0,4989	24,89%
Square root-Y squared-X	0,4975	24,75%
Double squared	0,4962	24,62%
Logarithmic-Y squared-X	0,4942	24,42%
Reciprocal-Y squared-X	-0,4816	23,20%
Squared-Y logarithmic-X	0,4658	21,70%
Logarithmic-X	0,4637	21,51%
Square root-Y logarithmic-X	0,4604	21,20%
Multiplicative	0,4556	20,75%
Reciprocal-X	-0,2204	4,86%
Squared-Y reciprocal-X	-0,2198	4,83%
S-curve model	-0,2183	4,76%
Double reciprocal	0,2133	4,55%
Reciprocal-Y square root-X	<no fit>
Reciprocal-Y logarithmic-X	<no fit>
Square root-Y reciprocal-X	<no fit>
Logistic	<no fit>
Log probit	<no fit>

Модель линейного тренда с константой

Simple Regression - ConsGOODS vs. num (num<125)

Dependent variable: ConsGOODS

Independent variable: num

Selection variable: num<125

Linear model: Y = a + b*X

Coefficients

	Least Squares	Standard	T		Resistant
Parameter	Estimate	Error	Statistic	P-Value	Estimate
Intercept	824,41	26,1039	31,5819	0,0000	815,293
Slope	2,52608	0,362432	6,96981	0,0000	3,04355

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	1,01379E6	1	1,01379E6	48,58	0,0000
Residual	2,54606E6	122	20869,3
Total (Corr.)	3,55985E6	123

Correlation Coefficient = 0,533653

R-squared = 28,4786 percent

R-squared (adjusted for d.f.) = 27,8923 percent

Standard Error of Est. = 144,462

Mean absolute error = 111,967

Durbin-Watson statistic = 0,110215 (P=0,0000)

Lag 1 residual autocorrelation = 0,944686

Half-slope = 0,384949

ConsGOODS = 824,41 + 2,52608*num

Линейно-логарифмическая функция 2-го порядка:

Multiple Regression - (ConsGOODS) (num<125)

Dependent variable: (ConsGOODS)

Independent variables:

log(num)

2*log(num)^2

Selection variable: num<125

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
CONSTANT	951,229	100,77	9,43958	0,0000
log(num)	-136,183	64,9837	-2,09565	0,0382
2*log(num)^2	17,7058	5,10025	3,47155	0,0007

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	1,01868E6	2	509339,	24,25	0,0000
Residual	2,54117E6	121	21001,4
Total (Corr.)	3,55985E6	123

R-squared = 28,6157 percent

R-squared (adjusted for d.f.) = 27,4358 percent

Standard Error of Est. = 144,919

Mean absolute error = 113,994

Durbin-Watson statistic = 0,117019 (P=0,0000)

Lag 1 residual autocorrelation = 0,93726

Stepwise regression

Method: backward selection

F-to-enter: 4,0

F-to-remove: 4,0

Step 0:

2 variables in the model. 121 d.f. for error.

R-squared = 28,62% Adjusted R-squared = 27,44% MSE = 21001,4

Final model selected.

The StatAdvisor

The output shows the results of fitting a multiple linear regression model to describe the relationship between (ConsGOODS) and 2 independent variables. The equation of the fitted model is

(ConsGOODS) = 951,229 - 136,183*log(num) + 17,7058*2*log(num)^2

Regression Results for (ConsGOODS)

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast	CL for Mean	CL for Mean
125	1119,23	146,98	828,247	1410,22	1070,67	1167,79
126	1120,87	147,02	829,809	1411,94	1071,84	1169,91
127	1122,51	147,061	831,361	1413,66	1072,99	1172,03
128	1124,13	147,103	832,904	1415,36	1074,14	1174,13
129	1125,75	147,144	834,438	1417,06	1075,28	1176,22
130	1127,36	147,186	835,963	1418,75	1076,41	1178,31

Парабола третьего порядка:

Multiple Regression - ConsGOODS (num<125)

Dependent variable: ConsGOODS

Independent variables:

(num)

num^2

num^3

Selection variable: num<125

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
CONSTANT	829,366	25,6645	32,3157	0,0000
num^2	0,0739677	0,0166027	4,45515	0,0000
num^3	-0,000476454	0,000140127	-3,40016	0,0009

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	1,11925E6	2	559623,	27,74	0,0000
Residual	2,4406E6	121	20170,3
Total (Corr.)	3,55985E6	123

R-squared = 31,4408 percent

R-squared (adjusted for d.f.) = 30,3076 percent

Standard Error of Est. = 142,022

Mean absolute error = 111,399

Durbin-Watson statistic = 0,115369 (P=0,0000)

Lag 1 residual autocorrelation = 0,939841

Stepwise regression

Method: backward selection

F-to-enter: 4,0

F-to-remove: 4,0

Step 0:

3 variables in the model. 120 d.f. for error.

R-squared = 32,10% Adjusted R-squared = 30,40% MSE = 20143,1

Step 1:

Removing variable (num) with F-to-remove =1,16343

2 variables in the model. 121 d.f. for error.

R-squared = 31,44% Adjusted R-squared = 30,31% MSE = 20170,3

Final model selected.

ConsGOODS = 829,366 + 0,0739677*num^2 - 0,000476454*num^3

Regression Results for ConsGOODS

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast	CL for Mean	CL for Mean
125	1054,54	149,613	758,337	1350,73	961,387	1147,68
126	1050,59	150,354	752,923	1348,25	952,876	1148,3
127	1046,43	151,156	747,175	1345,68	943,978	1148,88
128	1042,05	152,024	741,083	1343,03	934,69	1149,42
129	1037,46	152,959	734,638	1340,29	925,011	1149,91
130	1032,65	153,966	727,833	1337,47	914,937	1150,36

Логистическая функция: , где

Multiple Regression - ConsGOODS (num<125)

Dependent variable: ConsGOODS

Independent variables:

1/(1+0.55*exp(-0.013*num))

Selection variable: num<125

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
1/(1+0.55exp(-0.013num))	1237,5	16,1446	76,6508	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	1,2068E8	1	1,2068E8	5875,34	0,0000
Residual	2,52644E6	123	20540,2
Total	1,23207E8	124

R-squared = 97,9494 percent

R-squared (adjusted for d.f.) = 97,9494 percent

Standard Error of Est. = 143,318

Mean absolute error = 114,351

Durbin-Watson statistic = 0,111105

Lag 1 residual autocorrelation = 0,943892

Stepwise regression

Method: backward selection

F-to-enter: 4,0

F-to-remove: 4,0

Final model selected.

ConsGOODS = 1237,5*1/(1+0.55*exp(-0.013*num))

Regression Results for ConsGOODS

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast	CL for Mean	CL for Mean
125	1116,57	144,057	831,417	1401,72	1087,73	1145,4
126	1117,98	144,059	832,825	1403,14	1089,11	1146,85
127	1119,38	144,06	834,217	1404,54	1090,47	1148,28
128	1120,76	144,062	835,595	1405,92	1091,82	1149,7
129	1122,13	144,064	836,959	1407,29	1093,15	1151,1
130	1123,48	144,066	838,308	1408,65	1094,47	1152,49

Первая функция Торнквиста: , где

Multiple Regression - (ConsGOODS) (num<125)

Dependent variable: (ConsGOODS)

Independent variables:

num/(0.85+num)

Selection variable: num<125

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
num/(0.85+num)	1012,93	15,2086	66,6023	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	1,19883E8	1	1,19883E8	4435,87	0,0000
Residual	3,32417E6	123	27025,7
Total	1,23207E8	124

R-squared = 97,302 percent

R-squared (adjusted for d.f.) = 97,302 percent

Standard Error of Est. = 164,395

Mean absolute error = 142,836

Durbin-Watson statistic = 0,0900128

Lag 1 residual autocorrelation = 0,940484

Stepwise regression

Method: backward selection

F-to-enter: 4,0

F-to-remove: 4,0

Step 0:

1 variables in the model. 123 d.f. for error.

R-squared = 97,30% Adjusted R-squared = 97,28% MSE = 27025,7

Final model selected.

The StatAdvisor

The output shows the results of fitting a multiple linear regression model to describe the relationship between (ConsGOODS) and 1 independent variables. The equation of the fitted model is

(ConsGOODS) = 1012,93*num/(0.85+num)

Regression Results for (ConsGOODS)

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast	CL for Mean	CL for Mean
125	1006,09	165,088	679,307	1332,87	976,187	1035,99
126	1006,14	165,088	679,361	1332,92	976,24	1036,05
127	1006,2	165,088	679,414	1332,98	976,291	1036,1
128	1006,25	165,088	679,466	1333,03	976,342	1036,15
129	1006,3	165,088	679,517	1333,08	976,392	1036,21
130	1006,35	165,088	679,568	1333,13	976,441	1036,26

Кривая Гомперца: , где

Multiple Regression - (ConsGOODS) (num<125)

Dependent variable: (ConsGOODS)

Independent variables:

1.09^(0.03*num)

Selection variable: num<125

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
1.09^(0.03*num)	832,081	10,9289	76,1357	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	1,20647E8	1	1,20647E8	5796,65	0,0000
Residual	2,56002E6	123	20813,2
Total	1,23207E8	124

R-squared = 97,9222 percent

R-squared (adjusted for d.f.) = 97,9222 percent

Standard Error of Est. = 144,268

Mean absolute error = 111,305

Durbin-Watson statistic =

Lag 1 residual autocorrelation = 0,945027

Stepwise regression

Method: backward selection

F-to-enter: 4,0

F-to-remove: 4,0

Step 0:

1 variables in the model. 123 d.f. for error.

R-squared = 97,92% Adjusted R-squared = 97,91% MSE = 20813,2

Final model selected.

(ConsGOODS) = 832,081*1.09^(0.03*num)

Regression Results for (ConsGOODS)

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast	CL for Mean	CL for Mean
125	1149,52	145,056	862,387	1436,65	1119,63	1179,4
126	1152,49	145,06	865,355	1439,63	1122,53	1182,46
127	1155,48	145,064	868,33	1442,62	1125,43	1185,52
128	1158,47	145,068	871,313	1445,62	1128,35	1188,59
129	1161,47	145,072	874,304	1448,63	1131,27	1191,66
130	1164,47	145,076	877,302	1451,64	1134,2	1194,75

Предсказанные значения

период	значение показателя	Модель тренда
		линейного тренда		Линейно-логарифмическая функция 2-го порядка		Парабола третьего порядка		Логистическая функция		Первая функция Торнквиста		Кривая Гомперца
вид модели			Y = a + b* t		Y = a + b* log(t)+c*log^2(t)		Y = a + b* t^2+c*t^3		Y = a/(1+be^(-ct))		Y = a*t/(b+t)		Y = ab^(ct)
			Y = 824,41 + 2,52608*t		Y= 951,229 - 136,183log(t) + 17,70582*log(t)^2		Y = 829,366 + 0,0739677t^2 - 0,000476454t^3		Y= 1237,61/(1+0.55exp(-0.013*t))		Y = 1012,93*t/(0.85+t)		Y= 832,0811.09^(0.03t)
1	813,17	826,936		951,229		829,439		802,06		547,53		834,235
2	877,02	829,463		873,848		829,658		805,722		710,828		836,395
3	844,36	831,989		844,357		830,018		809,369		789,296		838,56
4	856,69	834,515		830,494		830,519		813,002		835,406		840,731
5	924,97	837,041		823,778		831,155		816,62		865,752		842,907
6	953,18	839,567		820,908		831,926		820,223		887,238		845,089
7	892,74	842,093		820,318		832,827		823,811		903,25		847,277
8	874,46	844,619		821,168		833,856		827,383		915,643		849,47
9	771,4	847,145		822,965		835,01		830,94		925,52		851,669
10	785,72	849,671		825,406		836,286		834,481		933,576		853,874
11	829,36	852,197		828,29		837,682		838,006		940,273		856,084
12	865,08	854,723		831,486		839,194		841,515		945,927		858,3
13	892,15	857,249		834,899		840,819		845,007		950,765		860,522
14	947,28	859,776		838,464		842,556		848,483		954,951		862,75
15	948,6	862,302		842,132		844,4		851,942		958,609		864,983
16	992,79	864,828		845,868		846,35		855,384		961,833		867,222
17	1017,36	867,354		849,647		848,401		858,809		964,695		869,467
18	997,49	869,88		853,448		850,552		862,217		967,254		871,718
19	911,97	872,406		857,256		852,8		865,607		969,555		873,975
20	837,21	874,932		861,06		855,141		868,98		971,635		876,237
21	857,42	877,458		864,852		857,573		872,335		973,525		878,505
22	798,01	879,984		868,624		860,093		875,673		975,25		880,78
23	859,33	882,51		872,372		862,697		878,992		976,83		883,06
24	849,27	885,036		876,091		865,384		882,293		978,282		885,346
25	838,65	887,562		879,779		868,151		885,576		979,623		887,637
26	824,31	890,088		883,434		870,994		888,841		980,863		889,935
27	820,56	892,615		887,053		873,91		892,087		982,015		892,239
28	821,28	895,141		890,636		876,897		895,315		983,086		894,549
29	812,44	897,667		894,182		879,952		898,524		984,086		896,864
30	786,55	900,193		897,691		883,072		901,714		985,021		899,186
31	804,84	902,719		901,162		886,254		904,885		985,897		901,514
32	834,95	905,245		904,596		889,496		908,038		986,72		903,847
33	863,61	907,771		907,992		892,794		911,171		987,494		906,187
34	816,88	910,297		911,351		896,146		914,285		988,224		908,533
35	862,39	912,823		914,672		899,548		917,379		988,913		910,885
36	839,67	915,349		917,958		902,998		920,455		989,565		913,243
37	812,22	917,875		921,207		906,494		923,511		990,182		915,607
38	822,04	920,401		924,42		910,031		926,547		990,768		917,977
39	823,26	922,928		927,599		913,608		929,564		991,324		920,354
40	843,39	925,454		930,742		917,221		932,561		991,853		922,736
41	865,42	927,98		933,853		920,868		935,538		992,357		925,125
42	825,66	930,506		936,929		924,545		938,496		992,837		927,52
43	850,26	933,032		939,973		928,25		941,434		993,295		929,921
44	828,34	935,558		942,985		931,981		944,352		993,733		932,328
45	783,02	938,084		945,966		935,733		947,25		994,152		934,741
46	807,71	940,61		948,915		939,505		950,128		994,552		937,161
47	791,73	943,136		951,834		943,293		952,987		994,936		939,587
48	829,32	945,662		954,724		947,095		955,825		995,305		942,019
49	863,65	948,188		957,584		950,908		958,643		995,658		944,458
50	878,19	950,714		960,416		954,728		961,441		995,998		946,903
51	894,68	953,24		963,219		958,553		964,22		996,325		949,354
52	873,43	955,767		965,995		962,381		966,978		996,639		951,812
53	841,42	958,293		968,745		966,208		969,716		996,941		954,276
54	923,94	960,819		971,467		970,031		972,433		997,233		956,746
55	919,01	963,345		974,164		973,848		975,131		997,514		959,223
56	919,19	965,871		976,836		977,655		977,809		997,785		961,706
57	881,18	968,397		979,483		981,451		980,466		998,047		964,195
58	911,06	970,923		982,105		985,231		983,103		998,3		966,691
59	921,6	973,449		984,703		988,993		985,721		998,544		969,194
60	1016,39	975,975		987,278		992,735		988,318		998,781		971,703
61	1055,37	978,501		989,83		996,453		990,895		999,009		974,218
62	1103,51	981,027		992,359		1000,14		993,452		999,231		976,74
63	1112,47	983,553		994,866		1003,81		995,988		999,445		979,269
64	1119,03	986,08		997,351		1007,44		998,505		999,653		981,804
65	1113,04	988,606		999,815		1011,03		1001		999,855		984,345
66	1028,2	991,132		1002,26		1014,59		1003,48		1000,05		986,893
67	1038,78	993,658		1004,68		1018,11		1005,94		1000,24		989,448
68	1086,43	996,184		1007,08		1021,58		1008,37		1000,42		992,009
69	1105,96	998,71		1009,46		1025,01		1010,79		1000,6		994,577
70	1125,8	1001,24		1011,83		1028,38		1013,19		1000,78		997,152
71	1124,88	1003,76		1014,17		1031,71		1015,57		1000,95		999,733
72	1162,68	1006,29		1016,49		1034,98		1017,92		1001,11		1002,32
73	1204,92	1008,81		1018,8		1038,19		1020,26		1001,27		1004,92
74	1232,24	1011,34		1021,09		1041,34		1022,58		1001,43		1007,52
75	1138,69	1013,87		1023,36		1044,43		1024,88		1001,58		1010,13
76	1230,79	1016,39		1025,61		1047,45		1027,16		1001,73		1012,74
77	1271,72	1018,92		1027,85		1050,4		1029,42		1001,87		1015,36
78	1307,78	1021,44		1030,06		1053,28		1031,66		1002,01		1017,99
79	1328,18	1023,97		1032,27		1056,09		1033,88		1002,15		1020,63
80	1310,47	1026,5		1034,45		1058,81		1036,08		1002,28		1023,27
81	1326,15	1029,02		1036,62		1061,46		1038,26		1002,41		1025,92
82	1344,56	1031,55		1038,77		1064,02		1040,43		1002,54		1028,57
83	1348,83	1034,08		1040,91		1066,5		1042,57		1002,66		1031,24
84	1324,74	1036,6		1043,03		1068,89		1044,7		1002,78		1033,9
85	1347,72	1039,13		1045,14		1071,18		1046,8		1002,9		1036,58
86	1213,49	1041,65		1047,23		1073,38		1048,89		1003,02		1039,26
87	1145,62	1044,18		1049,31		1075,48		1050,96		1003,13		1041,95
88	1180,98	1046,71		1051,37		1077,48		1053,01		1003,24		1044,65
89	1181,07	1049,23		1053,42		1079,38		1055,04		1003,35		1047,36
90	1145,27	1051,76		1055,46		1081,17		1057,05		1003,45		1050,07
91	995,52	1054,28		1057,48		1082,85		1059,05		1003,56		1052,79
92	957,73	1056,81		1059,49		1084,42		1061,03		1003,66		1055,51
93	1030,47	1059,34		1061,48		1085,87		1062,98		1003,76		1058,24
94	987,7	1061,86		1063,46		1087,21		1064,92		1003,85		1060,98
95	874,21	1064,39		1065,43		1088,42		1066,84		1003,95		1063,73
96	749,78	1066,91		1067,38		1089,52		1068,75		1004,04		1066,48
97	815,25	1069,44		1069,33		1090,48		1070,63		1004,13		1069,24
98	788,89	1071,97		1071,26		1091,32		1072,5		1004,22		1072,01
99	688,15	1074,49		1073,17		1092,02		1074,35		1004,31		1074,79
100	689,85	1077,02		1075,08		1092,59		1076,18		1004,39		1077,57
101	758,83	1079,54		1076,97		1093,02		1078		1004,48		1080,36
102	813,63	1082,07		1078,85		1093,31		1079,8		1004,56		1083,16
103	820,49	1084,6		1080,73		1093,45		1081,58		1004,64		1085,96
104	906,61	1087,12		1082,58		1093,45		1083,34		1004,72		1088,77
105	902,04	1089,65		1084,43		1093,3		1085,09		1004,8		1091,59
106	941,57	1092,17		1086,27		1093		1086,81		1004,87		1094,41
107	988,37	1094,7		1088,09		1092,54		1088,53		1004,95		1097,25
108	1024,29	1097,23		1089,91		1091,93		1090,22		1005,02		1100,09
109	1117,68	1099,75		1091,71		1091,15		1091,9		1005,09		1102,94
110	1125,11	1102,28		1093,51		1090,21		1093,56		1005,16		1105,79
111	1142,6	1104,81		1095,29		1089,11		1095,21		1005,23		1108,65
112	1196,45	1107,33		1097,06		1087,83		1096,84		1005,3		1111,52
113	1193,84	1109,86		1098,83		1086,38		1098,45		1005,37		1114,4
114	1163,26	1112,38		1100,58		1084,76		1100,04		1005,43		1117,29
115	1141,02	1114,91		1102,32		1082,96		1101,62		1005,5		1120,18
116	1170,72	1117,44		1104,05		1080,98		1103,19		1005,56		1123,08
117	1132,32	1119,96		1105,78		1078,81		1104,74		1005,62		1125,99
118	1143,91	1122,49		1107,49		1076,46		1106,27		1005,69		1128,9
119	1120,08	1125,01		1109,2		1073,92		1107,79		1005,75		1131,82
120	1128,26	1127,54		1110,89		1071,19		1109,29		1005,81		1134,75
121	1207,35	1130,07		1112,58		1068,26		1110,78		1005,86		1137,69
122	1148,54	1132,59		1114,26		1065,13		1112,25		1005,92		1140,64
123	1163,89	1135,12		1115,92		1061,8		1113,7		1005,98		1143,59
124	1166,96	1137,64		1117,58		1058,27		1115,14		1006,03		1146,55
125	1156,66	1140,17		1119,23		1054,54		1116,57		1006,09		1149,52
126	1155,66	1142,69608		1120,87		1050,59		1117,98		1006,14		1152,49
127	1134,28	1145,22216		1122,51		1046,43		1119,38		1006,2		1155,48
128	1104,87	1147,74824		1124,13		1042,05		1120,76		1006,25		1158,47
129	1055,55	1150,27432		1125,75		1037,46		1122,13		1006,3		1161,47
130		1152,8004		1127,36		1032,65		1123,48		1006,35		1164,47

Приложение 9

Остатки по моделям тренда

период	Остатки для модели тренда
период	линейного тренда	Линейно-логарифмическая функция 2-го порядка	Парабола третьего порядка	Логистическая функция	Первая функция Торнквиста	Кривая Гомперца
вид модели	Y = a + b* t	Y = a + b* log(t)+c*log^2(t)	Y = a + b* t^2+c*t^3	Y = a/(1+be^(-ct))	Y = a*t/(b+t)	Y = ab^(ct)
вид модели	Y = 824,41 + 2,52608*t	Y= 951,229 - 136,183log(t) + 17,70582*log(t)^2	Y = 829,366 + 0,0739677t^2 - 0,000476454t^3	Y= 1237,51/(1+0.55exp(-0.013*t))	Y = 1012,93*t/(0.85+t)	Y= 832,0811.09^(0.03t)
1	-13,7665	-138,059	-16,2691	11,1099	265,64	-21,0652
2	47,5575	3,17168	47,3623	71,2982	166,192	40,6252
3	12,3714	0,00269228	14,3416	34,9908	55,064	5,80008
4	22,1753	26,1956	26,1714	43,6879	21,2839	15,9593
5	87,9292	101,192	93,8148	108,35	59,2179	82,0629
6	113,613	132,272	121,254	132,957	65,9421	108,091
7	50,647	72,4217	59,9134	68,9291	-10,5096	45,4633
8	29,841	53,2923	40,6044	47,0768	-41,1829	24,9899
9	-75,7451	-51,5651	-63,6096	-59,54	-154,12	-80,2691
10	-63,9512	-39,6856	-50,5659	-48,7609	-147,856	-68,1538
11	-22,8373	1,06951	-8,32152	-8,64581	-110,913	-26,7242
12	10,3566	33,594	25,8864	23,5655	-80,8468	6,77971
13	34,9006	57,2509	51,3306	47,1432	-58,6145	31,6279
14	87,5045	108,816	104,724	98,7974	-7,67077	84,5302
15	86,2984	106,468	104,2	96,6584	-10,0088	83,6169
16	127,962	146,922	146,44	137,406	30,9574	125,568
17	150,006	167,713	168,959	158,551	52,6648	147,893
18	127,61	144,042	146,938	135,273	30,236	125,772
19	39,5641	54,7139	59,1701	46,363	-57,5851	37,9954
20	-37,722	-23,8504	-17,931	-31,7699	-134,425	-39,0271
21	-20,0381	-7,43201	-0,152903	-14,9151	-116,105	-21,0854
22	-81,9742	-70,6142	-62,0827	-77,6625	-177,24	-82,7695
23	-23,1802	-13,0419	-3,36748	-19,6619	-117,5	-23,7296
24	-35,7663	-26,8212	-16,1145	-33,0232	-129,012	-36,0755
25	-48,9124	-41,1291	-29,5008	-46,9263	-140,973	-48,9874
26	-65,7785	-59,1236	-46,6836	-64,531	-156,553	-65,6252
27	-72,0546	-66,493	-53,35	-71,5273	-161,455	-71,679
28	-73,8606	-69,3562	-55,6171	-74,035	-161,806	-73,2687
29	-85,2267	-81,7424	-67,5122	-86,0839	-171,646	-84,4244
30	-113,643	-111,141	-96,5223	-115,164	-198,471	-112,636
31	-97,8789	-96,3224	-81,4145	-100,045	-181,057	-96,6738
32	-70,295	-69,646	-54,5461	-73,0876	-151,77	-68,8975
33	-44,161	-44,382	-29,1841	-47,5607	-123,884	-42,5773
34	-93,4171	-94,4707	-79,2657	-97,4047	-171,344	-91,6531
35	-50,4332	-52,2824	-37,158	-54,9893	-126,523	-48,495
36	-75,6793	-78,2876	-63,3283	-80,7846	-149,895	-73,573
37	-105,655	-108,987	-94,2735	-111,291	-177,962	-103,387
38	-98,3614	-102,38	-87,9909	-104,507	-168,728	-95,9373
39	-99,6675	-104,339	-90,3477	-106,304	-168,064	-97,0936
40	-82,0636	-87,3525	-73,8308	-89,1709	-148,463	-79,3461
41	-62,5597	-68,4325	-55,4476	-70,1184	-126,937	-59,7048
42	-104,846	-111,269	-98,8851	-112,836	-167,177	-101,86
43	-82,7718	-89,7132	-77,9904	-91,174	-143,035	-79,6607
44	-107,218	-114,645	-103,641	-116,012	-165,393	-103,988
45	-155,064	-162,946	-152,713	-164,23	-211,132	-151,721
46	-132,9	-141,205	-131,795	-142,418	-186,842	-129,451
47	-151,406	-160,104	-151,563	-161,257	-203,206	-147,857
48	-116,342	-125,404	-117,775	-126,505	-165,985	-112,699
49	-84,5383	-93,9338	-87,2576	-94,9933	-132,008	-80,808
50	-72,5244	-82,2255	-76,538	-83,2515	-117,808	-68,7129
51	-58,5605	-68,5392	-63,8734	-69,5396	-101,645	-54,6742
52	-82,3366	-92,5654	-88,9509	-93,5476	-123,209	-78,3817
53	-116,873	-127,325	-124,788	-128,296	-155,521	-112,856
54	-36,8787	-47,5275	-46,091	-48,4933	-73,2927	-32,806
55	-44,3348	-55,1544	-54,8378	-56,121	-78,5038	-40,2127
56	-46,6809	-57,646	-58,4653	-58,6186	-78,595	-42,5158
57	-87,217	-98,3026	-100,271	-99,286	-116,867	-83,0153
58	-59,863	-71,0449	-74,1709	-72,0433	-87,2397	-55,6313
59	-51,8491	-63,1032	-67,3934	-64,1205	-76,9441	-47,5938
60	40,4148	29,112	23,6549	28,0724	17,6095	44,6873
61	76,8687	65,5403	58,9167	64,4754	56,3607	81,1519
62	122,483	111,151	103,365	110,058	104,279	126,77
63	128,917	117,604	108,663	116,482	113,025	133,201
64	132,95	121,679	111,592	120,525	119,377	137,226
65	124,434	113,225	102,007	112,038	113,185	128,695
66	37,0683	25,9424	13,6099	24,7209	28,1495	41,3067
67	45,1222	34,1002	20,6733	32,844	38,5397	49,332
68	90,2462	79,3482	64,8503	78,0569	86,0054	94,4206
69	107,25	96,4961	80,9538	95,1697	105,356	111,383
70	124,564	113,973	97,4166	112,612	125,022	128,648
71	121,118	110,71	93,1715	109,315	123,933	125,147
72	156,392	146,185	127,702	144,757	161,569	160,359
73	196,106	186,119	166,729	184,659	203,649	200,004
74	220,9	211,151	190,898	209,66	230,813	224,723
75	124,824	115,331	94,2603	113,811	137,111	128,564
76	214,398	205,179	183,339	203,632	229,064	218,05
77	252,801	243,873	221,317	242,302	269,85	256,358
78	286,335	277,715	254,497	276,122	305,769	289,79
79	304,209	295,913	272,093	294,301	326,033	307,554
80	283,973	276,018	251,656	274,389	308,189	287,202
81	297,127	289,529	264,69	287,886	323,739	300,233
82	313,011	305,786	280,537	304,133	342,022	315,988
83	314,755	307,918	282,331	306,258	346,168	317,595
84	288,139	281,706	255,855	280,043	321,957	290,835
85	308,593	302,579	276,54	300,916	344,819	311,139
86	171,837	166,257	140,111	164,599	210,474	174,226
87	101,441	96,3097	70,1396	94,6601	142,491	103,665
88	134,275	129,607	103,499	127,97	177,74	136,328
89	131,838	127,648	101,692	126,029	177,723	133,714
90	93,5124	89,8131	64,1013	88,2156	141,817	95,2024
91	-58,7637	-61,9579	-87,3298	-63,5289	-8,03605	-57,2659
92	-99,0798	-101,755	-126,689	-103,295	-45,927	-97,7812
93	-28,8658	-31,0094	-55,4027	-32,5129	26,7142	-27,7736
94	-74,1619	-75,7602	-99,5087	-77,2225	-16,1525	-73,283
95	-190,178	-191,218	-214,214	-192,634	-129,737	-189,52
96	-317,134	-317,603	-339,735	-318,968	-254,26	-316,703
97	-254,19	-254,076	-275,231	-255,383	-188,881	-253,994
98	-283,076	-282,366	-302,426	-283,611	-215,33	-283,122
99	-386,342	-385,023	-403,87	-386,201	-316,157	-386,637
100	-387,168	-385,229	-402,738	-386,334	-314,543	-387,719
101	-320,714	-318,143	-334,189	-319,169	-245,646	-321,529
102	-268,441	-265,225	-279,678	-266,166	-190,929	-269,525
103	-264,107	-260,235	-272,964	-261,086	-184,149	-265,469
104	-180,513	-175,974	-186,844	-176,729	-98,1083	-182,161
105	-187,609	-182,392	-191,264	-183,045	-102,756	-189,549
106	-150,605	-144,699	-151,432	-145,244	-63,302	-152,845
107	-106,331	-99,7244	-104,175	-100,156	-16,5767	-108,878
108	-72,9371	-65,6192	-67,6394	-65,931	19,27	-75,7984
109	17,9269	25,9667	26,5265	25,7807	112,588	14,7439
110	22,8308	31,6031	34,8961	31,5489	119,947	19,3187
111	37,7947	47,3099	53,4923	47,3936	137,368	33,9462
112	89,1186	99,387	108,618	99,6147	191,15	84,9262
113	83,9825	95,0142	107,456	95,3921	188,473	79,4389
114	50,8765	62,6815	78,4984	63,2157	157,827	45,974
115	26,1104	38,6986	58,0593	39,3953	135,522	20,8418
116	53,2843	66,6654	89,7409	67,5308	165,158	47,642
117	12,3582	26,5419	53,5062	27,5823	126,696	6,33469
118	21,4221	36,418	67,4481	37,6394	138,224	15,0099
119	-4,93394	10,8834	46,1593	12,2922	114,334	-11,7425
120	0,719984	17,3681	57,0728	18,9704	122,455	-6,4924
121	77,2839	94,772	139,091	96,5741	201,486	69,6601
122	15,9478	34,2849	83,408	36,2931	142,619	7,90498
123	28,7717	47,9668	102,085	50,1872	157,912	20,3022
124	29,3157	49,3775	108,687	51,8164	160,926	20,4119
125	16,49	37,43	102,12	40,09	150,57	7,14
126	12,96392	34,79	105,07	37,68	149,52	3,17
127	-10,94216	11,77	87,85	14,9	128,08	-21,2
128	-42,87824	-19,26	62,82	-15,89	98,62	-53,6
129	-94,72432	-70,2	18,09	-66,58	49,25	-105,92
130

Приложение 10

Построение логистической модели в зависимости продолжительности ретроспективного периода.

N=110

Multiple Regression - (ConsGOODS) (num>14)

Dependent variable: (ConsGOODS)

Independent variables:

1.09^(0.03*num)

Selection variable: num>14

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
1.09^(0.03*num)	830,49	12,0228	69,0765	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	1,10146E8	1	1,10146E8	4771,56	0,0000
Residual	2,51613E6	109	23083,8
Total	1,12662E8	110

R-squared = 97,7667 percent

R-squared (adjusted for d.f.) = 97,7667 percent

Standard Error of Est. = 151,933

Mean absolute error = 119,51

Durbin-Watson statistic = 0,0988071

Lag 1 residual autocorrelation = 0,94905

(ConsGOODS) = 830,49*1.09^(0.03*num)

Regression Results for (ConsGOODS)

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast
125	1147,32	152,839	844,396	1450,24
126	1150,29	152,843	847,357	1453,22
127	1153,27	152,848	850,325	1456,21
128	1156,25	152,853	853,301	1459,2
129	1159,24	152,857	856,285	1462,2
130	1162,24	152,862	859,276	1465,21

N=100

Multiple Regression - (ConsGOODS) (num>24)

Dependent variable: (ConsGOODS)

Independent variables:

1.09^(0.03*num)

Selection variable: num>24

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
1.09^(0.03*num)	828,155	12,8814	64,2906	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	1,0194E8	1	1,0194E8	4133,28	0,0000
Residual	2,44167E6	99	24663,3
Total	1,04382E8	100

R-squared = 97,6608 percent

R-squared (adjusted for d.f.) = 97,6608 percent

Standard Error of Est. = 157,046

Mean absolute error = 124,028

Durbin-Watson statistic = 0,0918624

Lag 1 residual autocorrelation = 0,953521

(ConsGOODS) = 828,155*1.09^(0.03*num)

Regression Results for (ConsGOODS)

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast
125	1144,09	158,051	830,484	1457,7
126	1147,05	158,056	833,436	1460,67
127	1150,02	158,061	836,395	1463,65
128	1153,0	158,066	839,361	1466,64
129	1155,98	158,072	842,336	1469,63
130	1158,98	158,077	845,318	1472,64

N=90

Multiple Regression - (ConsGOODS) (num>34)

Dependent variable: (ConsGOODS)

Independent variables:

1.09^(0.03*num)

Selection variable: num>34

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
1.09^(0.03*num)	833,784	13,9784	59,648	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	9,52324E7	1	9,52324E7	3557,88	0,0000
Residual	2,38223E6	89	26766,6
Total	9,76146E7	90

R-squared = 97,5596 percent

R-squared (adjusted for d.f.) = 97,5596 percent

Standard Error of Est. = 163,605

Mean absolute error = 129,731

Durbin-Watson statistic = 0,0911199

Lag 1 residual autocorrelation = 0,953839

(ConsGOODS) = 833,784*1.09^(0.03*num)

Regression Results for (ConsGOODS)

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast
125	1151,87	164,741	824,531	1479,21
126	1154,85	164,747	827,501	1482,2
127	1157,84	164,753	830,479	1485,2
128	1160,84	164,759	833,464	1488,21
129	1163,84	164,764	836,457	1491,23
130	1166,85	164,77	839,458	1494,25

N=80

Multiple Regression - (ConsGOODS) (num>44)

Dependent variable: (ConsGOODS)

Independent variables:

1.09^(0.03*num)

Selection variable: num>44

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
1.09^(0.03*num)	841,442	15,2694	55,1066	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	8,83044E7	1	8,83044E7	3036,74	0,0000
Residual	2,29722E6	79	29078,7
Total	9,06016E7	80

R-squared = 97,4645 percent

R-squared (adjusted for d.f.) = 97,4645 percent

Standard Error of Est. = 170,525

Mean absolute error = 134,175

Durbin-Watson statistic = 0,0912601

Lag 1 residual autocorrelation = 0,948629

(ConsGOODS) = 841,442*1.09^(0.03*num)

Regression Results for (ConsGOODS)

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast
125	1162,45	171,825	820,439	1504,46
126	1165,46	171,831	823,435	1507,48
127	1168,47	171,838	826,439	1510,51
128	1171,5	171,845	829,45	1513,55
129	1174,53	171,852	832,469	1516,59
130	1177,57	171,858	835,496	1519,65

N=60

Multiple Regression - (ConsGOODS) (num>64)

Dependent variable: (ConsGOODS)

Independent variables:

1.09^(0.03*num)

Selection variable: num>64

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
1.09^(0.03*num)	852,086	18,9632	44,9337	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	7,12962E7	1	7,12962E7	2019,04	0,0000
Residual	2,08341E6	59	35312,0
Total	7,33796E7	60

R-squared = 97,1608 percent

R-squared (adjusted for d.f.) = 97,1608 percent

Standard Error of Est. = 187,915

Mean absolute error = 146,082

Durbin-Watson statistic = 0,0880797

Lag 1 residual autocorrelation = 0,9533

(ConsGOODS) = 852,086*1.09^(0.03*num)

Regression Results for (ConsGOODS)

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast
125	1177,15	189,732	797,499	1556,81
126	1180,2	189,742	800,528	1559,87
127	1183,26	189,751	803,564	1562,95
128	1186,32	189,76	806,608	1566,03
129	1189,39	189,77	809,66	1569,12
130	1192,47	189,78	812,72	1572,22

N=40

Multiple Regression - (ConsGOODS) (num>84)

Dependent variable: (ConsGOODS)

Independent variables:

1.09^(0.03*num)

Selection variable: num>84

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
1.09^(0.03*num)	790,103	19,7345	40,0366	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	4,29402E7	1	4,29402E7	1602,93	0,0000
Residual	1,04475E6	39	26788,5
Total	4,3985E7	40

R-squared = 97,6248 percent

R-squared (adjusted for d.f.) = 97,6248 percent

Standard Error of Est. = 163,672

Mean absolute error = 133,988

Durbin-Watson statistic = 0,141224

Lag 1 residual autocorrelation = 0,863244

(ConsGOODS) = 790,103*1.09^(0.03*num)

Regression Results for (ConsGOODS)

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast
125	1091,52	165,927	755,903	1427,14
126	1094,35	165,939	758,705	1429,99
127	1097,18	165,95	761,514	1432,85
128	1100,02	165,962	764,331	1435,71
129	1102,87	165,974	767,155	1438,58
130	1105,72	165,986	769,986	1441,46

N=30

Multiple Regression - (ConsGOODS) (num>94)

Dependent variable: (ConsGOODS)

Independent variables:

1.09^(0.03*num)

Selection variable: num>94

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
1.09^(0.03*num)	761,061	21,3113	35,7116	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	3,06399E7	1	3,06399E7	1275,32	0,0000
Residual	696733,	29	24025,3
Total	3,13366E7	30

R-squared = 97,7766 percent

R-squared (adjusted for d.f.) = 97,7766 percent

Standard Error of Est. = 155,001

Mean absolute error = 137,699

Durbin-Watson statistic = 0,109184

Lag 1 residual autocorrelation = 0,928375

(ConsGOODS) = 761,061*1.09^(0.03*num)

Regression Results for (ConsGOODS)

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast
125	1051,4	157,772	728,721	1374,08
126	1054,12	157,786	731,414	1376,83
127	1056,85	157,801	734,113	1379,59
128	1059,59	157,815	736,82	1382,36
129	1062,33	157,83	739,533	1385,13
130	1065,08	157,844	742,253	1387,91

N=20

Multiple Regression - (ConsGOODS) (num>104)

Dependent variable: (ConsGOODS)

Independent variables:

1.09^(0.03*num)

Selection variable: num>104

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
1.09^(0.03*num)	830,343	12,2457	67,8068	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	2,49378E7	1	2,49378E7	4597,77	0,0000
Residual	103054,	19	5423,89
Total	2,50408E7	20

R-squared = 99,58 percent

R-squared (adjusted for d.f.) = 99,5885 percent

Standard Error of Est. = 73,647

Mean absolute error = 52,5364

Durbin-Watson statistic = 0,293051

Lag 1 residual autocorrelation = 0,6808

(ConsGOODS) = 830,343*1.09^(0.03*num)

Regression Results for (ConsGOODS)

	Fitted	Stnd. Error	Lower 95,0%	Upper 95,0%
Row	Value	CL for Forecast	CL for Forecast	CL for Forecast
125	1147,11	75,5651	988,954	1305,27
126	1150,08	75,5749	991,903	1308,26
127	1153,06	75,5848	994,86	1311,26
128	1156,05	75,5947	997,824	1314,27
129	1159,04	75,6047	1000,8	1317,28
130	1162,04	75,6147	1003,78	1320,3

Таблица для расчета прогностических характеристик в зависимости от длины ретроспективного периода

тестовая выборка	значение показателя	n (n<=T)
тестовая выборка	значение показателя	124	110	100	90	80	60	40	30	20
125	1156,66	1149,52	1147,32	1144,09	1151,87	1162,45	1177,2	1091,52	1051,4	1147,11
126	1155,66	1152,49	1150,29	1147,05	1154,85	1165,46	1180,2	1094,35	1054,12	1150,08
127	1134,28	1155,48	1153,27	1150,02	1157,84	1168,47	1183,3	1097,18	1056,85	1153,06
128	1104,87	1158,47	1156,25	1153	1160,84	1171,5	1186,3	1100,02	1059,59	1156,05
129	1055,55	1161,47	1159,24	1155,98	1163,84	1174,53	1189,4	1102,87	1062,33	1159,04

Приложение 11

Анализ автокорреляции ряда

Estimated Autocorrelations for ConsGOODS

			Lower 95,0%	Upper 95,0%
Lag	Autocorrelation	Stnd. Error	Prob. Limit	Prob. Limit
1	0,955248	0,0883883	-0,173238	0,173238
2	0,904005	0,148561	-0,291174	0,291174
3	0,853554	0,186653	-0,365834	0,365834
4	0,799529	0,214996	-0,421384	0,421384
5	0,736516	0,237089	-0,464687	0,464687
6	0,663977	0,254337	-0,498492	0,498492
7	0,596651	0,267536	-0,524363	0,524363
8	0,534354	0,277737	-0,544357	0,544357
9	0,463317	0,285656	-0,559877	0,559877
10	0,38415	0,291468	-0,571268	0,571268
11	0,312689	0,295397	-0,578969	0,578969
12	0,242585	0,297972	-0,584015	0,584015
13	0,167343	0,299511	-0,587031	0,587031
14	0,10929	0,30024	-0,588461	0,588461
15	0,0592736	0,300551	-0,58907	0,58907
16	0,0189565	0,300642	-0,589249	0,589249
17	-0,0183854	0,300652	-0,589267	0,589267
18	-0,0457655	0,30066	-0,589285	0,589285
19	-0,0616535	0,300715	-0,589391	0,589391
20	-0,0831201	0,300814	-0,589585	0,589585
21	-0,0981423	0,300993	-0,589936	0,589936
22	-0,114109	0,301243	-0,590426	0,590426
23	-0,11543	0,30158	-0,591088	0,591088
24	-0,112791	0,301925	-0,591764	0,591764

Estimated Partial Autocorrelations for ConsGOODS

	Partial		Lower 95,0%	Upper 95,0%
Lag	Autocorrelation	Stnd. Error	Prob. Limit	Prob. Limit
1	0,955248	0,0883883	-0,173238	0,173238
2	-0,0970735	0,0883883	-0,173238	0,173238
3	-0,0126156	0,0883883	-0,173238	0,173238
4	-0,0701198	0,0883883	-0,173238	0,173238
5	-0,128263	0,0883883	-0,173238	0,173238
6	-0,136785	0,0883883	-0,173238	0,173238
7	0,027253	0,0883883	-0,173238	0,173238
8	0,0123685	0,0883883	-0,173238	0,173238
9	-0,13413	0,0883883	-0,173238	0,173238
10	-0,121182	0,0883883	-0,173238	0,173238
11	0,037319	0,0883883	-0,173238	0,173238
12	-0,0683891	0,0883883	-0,173238	0,173238
13	-0,108885	0,0883883	-0,173238	0,173238
14	0,192417	0,0883883	-0,173238	0,173238
15	0,0172174	0,0883883	-0,173238	0,173238
16	0,0230192	0,0883883	-0,173238	0,173238
17	-0,00320551	0,0883883	-0,173238	0,173238
18	0,0899016	0,0883883	-0,173238	0,173238
19	0,0124698	0,0883883	-0,173238	0,173238
20	-0,1466	0,0883883	-0,173238	0,173238
21	0,0986533	0,0883883	-0,173238	0,173238
22	-0,0968146	0,0883883	-0,173238	0,173238
23	0,0642445	0,0883883	-0,173238	0,173238
24	0,0192838	0,0883883	-0,173238	0,173238

Приложение 12

Расчет Q-статистики Бокса-Пирса и Бокса-Льюинга

№	Y	(Yt-T-Ycp)	(Yt-T-Ycp)^2	Yt-Ycp
1	813,17	-173,982188	30269,80157	r1
2	877,02	-110,132188	12129,09872	-173,982	r2
3	844,36	-142,792188	20389,60881	877,02	-174,512	r3
4	856,69	-130,462188	17020,38237	844,36	877,02	-174,512	r4
5	924,97	-62,1821875	3866,624442	856,69	844,36	877,02	-174,512	r5
6	953,18	-33,9721875	1154,109524	924,97	856,69	844,36	877,02	-174,512	r6
7	892,74	-94,4121875	8913,661149	953,18	924,97	856,69	844,36	877,02	-174,512	r7
8	874,46	-112,692188	12699,52912	892,74	953,18	924,97	856,69	844,36	877,02	-174,512
9	771,4	-215,752188	46549,00641	874,46	892,74	953,18	924,97	856,69	844,36	877,02
10	785,72	-201,432188	40574,92616	771,4	874,46	892,74	953,18	924,97	856,69	844,36
11	829,36	-157,792188	24898,37444	785,72	771,4	874,46	892,74	953,18	924,97	856,69
12	865,08	-122,072188	14901,61896	829,36	785,72	771,4	874,46	892,74	953,18	924,97
13	892,15	-95,0021875	9025,41563	865,08	829,36	785,72	771,4	874,46	892,74	953,18
14	947,28	-39,8721875	1589,791336	892,15	865,08	829,36	785,72	771,4	874,46	892,74
15	948,6	-38,5521875	1486,271161	947,28	892,15	865,08	829,36	785,72	771,4	874,46
16	992,79	5,6378125	31,78492979	948,6	947,28	892,15	865,08	829,36	785,72	771,4
17	1017,36	30,2078125	912,511936	992,79	948,6	947,28	892,15	865,08	829,36	785,72
18	997,49	10,3378125	106,8703673	1017,36	992,79	948,6	947,28	892,15	865,08	829,36
19	911,97	-75,1821875	5652,361317	997,49	1017,36	992,79	948,6	947,28	892,15	865,08
20	837,21	-149,942188	22482,65959	911,97	997,49	1017,36	992,79	948,6	947,28	892,15
21	857,42	-129,732188	16830,44047	837,21	911,97	997,49	1017,36	992,79	948,6	947,28
22	798,01	-189,142188	35774,76709	857,42	837,21	911,97	997,49	1017,36	992,79	948,6
23	859,33	-127,822188	16338,51162	798,01	857,42	837,21	911,97	997,49	1017,36	992,79
24	849,27	-137,882188	19011,49763	859,33	798,01	857,42	837,21	911,97	997,49	1017,36
25	838,65	-148,502188	22052,89969	849,27	859,33	798,01	857,42	837,21	911,97	997,49
26	824,31	-162,842188	26517,57803	838,65	849,27	859,33	798,01	857,42	837,21	911,97
27	820,56	-166,592188	27752,95694	824,31	838,65	849,27	859,33	798,01	857,42	837,21
28	821,28	-165,872188	27513,58259	820,56	824,31	838,65	849,27	859,33	798,01	857,42
29	812,44	-174,712188	30524,34846	821,28	820,56	824,31	838,65	849,27	859,33	798,01
30	786,55	-200,602188	40241,23763	812,44	821,28	820,56	824,31	838,65	849,27	859,33
31	804,84	-182,312188	33237,73371	786,55	812,44	821,28	820,56	824,31	838,65	849,27
32	834,95	-152,202188	23165,50588	804,84	786,55	812,44	821,28	820,56	824,31	838,65
33	863,61	-123,542188	15262,67209	834,95	804,84	786,55	812,44	821,28	820,56	824,31
34	816,88	-170,272188	28992,61784	863,61	834,95	804,84	786,55	812,44	821,28	820,56
35	862,39	-124,762188	15565,60343	816,88	863,61	834,95	804,84	786,55	812,44	821,28
36	839,67	-147,482188	21750,99563	862,39	816,88	863,61	834,95	804,84	786,55	812,44
37	812,22	-174,932188	30601,27022	839,67	862,39	816,88	863,61	834,95	804,84	786,55
38	822,04	-165,112188	27262,03446	812,22	839,67	862,39	816,88	863,61	834,95	804,84
39	823,26	-163,892188	26860,64912	822,04	812,22	839,67	862,39	816,88	863,61	834,95
40	843,39	-143,762188	20667,56655	823,26	822,04	812,22	839,67	862,39	816,88	863,61
41	865,42	-121,732188	14818,72547	843,39	823,26	822,04	812,22	839,67	862,39	816,88
42	825,66	-161,492188	26079,72662	865,42	843,39	823,26	822,04	812,22	839,67	862,39
43	850,26	-136,892188	18739,471	825,66	865,42	843,39	823,26	822,04	812,22	839,67
44	828,34	-158,812188	25221,3109	850,26	825,66	865,42	843,39	823,26	822,04	812,22
45	783,02	-204,132188	41669,94997	828,34	850,26	825,66	865,42	843,39	823,26	822,04
46	807,71	-179,442188	32199,49865	783,02	828,34	850,26	825,66	865,42	843,39	823,26
47	791,73	-195,422188	38189,83137	807,71	783,02	828,34	850,26	825,66	865,42	843,39
48	829,32	-157,832188	24910,99941	791,73	807,71	783,02	828,34	850,26	825,66	865,42
49	863,65	-123,502188	15252,79032	829,32	791,73	807,71	783,02	828,34	850,26	825,66
50	878,19	-108,962188	11872,7583	863,65	829,32	791,73	807,71	783,02	828,34	850,26
51	894,68	-92,4721875	8551,105461	878,19	863,65	829,32	791,73	807,71	783,02	828,34
52	873,43	-113,722188	12932,73593	894,68	878,19	863,65	829,32	791,73	807,71	783,02
53	841,42	-145,732188	21237,87047	873,43	894,68	878,19	863,65	829,32	791,73	807,71
54	923,94	-63,2121875	3995,780649	841,42	873,43	894,68	878,19	863,65	829,32	791,73
55	919,01	-68,1421875	4643,357717	923,94	841,42	873,43	894,68	878,19	863,65	829,32
56	919,19	-67,9621875	4618,85893	919,01	923,94	841,42	873,43	894,68	878,19	863,65
57	881,18	-105,972188	11230,10452	919,19	919,01	923,94	841,42	873,43	894,68	878,19
58	911,06	-76,0921875	5790,020999	881,18	919,19	919,01	923,94	841,42	873,43	894,68
59	921,6	-65,5521875	4297,089286	911,06	881,18	919,19	919,01	923,94	841,42	873,43
60	1016,39	29,2378125	854,8496798	921,6	911,06	881,18	919,19	919,01	923,94	841,42
61	1055,37	68,2178125	4653,669942	1016,39	921,6	911,06	881,18	919,19	919,01	923,94
62	1103,51	116,3578125	13539,14053	1055,37	1016,39	921,6	911,06	881,18	919,19	919,01
63	1112,47	125,3178125	15704,55413	1103,51	1055,37	1016,39	921,6	911,06	881,18	919,19
64	1119,03	131,8778125	17391,75743	1112,47	1103,51	1055,37	1016,39	921,6	911,06	881,18
65	1113,04	125,8878125	15847,74134	1119,03	1112,47	1103,51	1055,37	1016,39	921,6	911,06
66	1028,2	41,0478125	1684,922911	1113,04	1119,03	1112,47	1103,51	1055,37	1016,39	921,6
67	1038,78	51,6278125	2665,431024	1028,2	1113,04	1119,03	1112,47	1103,51	1055,37	1016,39
68	1086,43	99,2778125	9856,084055	1038,78	1028,2	1113,04	1119,03	1112,47	1103,51	1055,37
69	1105,96	118,8078125	14115,29631	1086,43	1038,78	1028,2	1113,04	1119,03	1112,47	1103,51
70	1125,8	138,6478125	19223,21591	1105,96	1086,43	1038,78	1028,2	1113,04	1119,03	1112,47
71	1124,88	137,7278125	18968,95034	1125,8	1105,96	1086,43	1038,78	1028,2	1113,04	1119,03
72	1162,68	175,5278125	30810,01296	1124,88	1125,8	1105,96	1086,43	1038,78	1028,2	1113,04
73	1204,92	217,7678125	47422,82016	1162,68	1124,88	1125,8	1105,96	1086,43	1038,78	1028,2
74	1232,24	245,0878125	60068,03584	1204,92	1162,68	1124,88	1125,8	1105,96	1086,43	1038,78
75	1138,69	151,5378125	22963,70862	1232,24	1204,92	1162,68	1124,88	1125,8	1105,96	1086,43
76	1230,79	243,6378125	59359,38368	1138,69	1232,24	1204,92	1162,68	1124,88	1125,8	1105,96
77	1271,72	284,5678125	80978,83991	1230,79	1138,69	1232,24	1204,92	1162,68	1124,88	1125,8
78	1307,78	320,6278125	102802,1941	1271,72	1230,79	1138,69	1232,24	1204,92	1162,68	1124,88
79	1328,18	341,0278125	116299,9689	1307,78	1271,72	1230,79	1138,69	1232,24	1204,92	1162,68
80	1310,47	323,3178125	104534,4079	1328,18	1307,78	1271,72	1230,79	1138,69	1232,24	1204,92
81	1326,15	338,9978125	114919,5169	1310,47	1328,18	1307,78	1271,72	1230,79	1138,69	1232,24
82	1344,56	357,4078125	127740,3444	1326,15	1310,47	1328,18	1307,78	1271,72	1230,79	1138,69
83	1348,83	361,6778125	130810,8401	1344,56	1326,15	1310,47	1328,18	1307,78	1271,72	1230,79
84	1324,74	337,5878125	113965,5311	1348,83	1344,56	1326,15	1310,47	1328,18	1307,78	1271,72
85	1347,72	360,5678125	130009,1474	1324,74	1348,83	1344,56	1326,15	1310,47	1328,18	1307,78
86	1213,49	226,3378125	51228,80537	1347,72	1324,74	1348,83	1344,56	1326,15	1310,47	1328,18
87	1145,62	158,4678125	25112,0476	1213,49	1347,72	1324,74	1348,83	1344,56	1326,15	1310,47
88	1180,98	193,8278125	37569,2209	1145,62	1213,49	1347,72	1324,74	1348,83	1344,56	1326,15
89	1181,07	193,9178125	37604,118	1180,98	1145,62	1213,49	1347,72	1324,74	1348,83	1344,56
90	1145,27	158,1178125	25001,24263	1181,07	1180,98	1145,62	1213,49	1347,72	1324,74	1348,83
91	995,52	8,3678125	70,02028604	1145,27	1181,07	1180,98	1145,62	1213,49	1347,72	1324,74
92	957,73	-29,4221875	865,6651173	995,52	1145,27	1181,07	1180,98	1145,62	1213,49	1347,72
93	1030,47	43,3178125	1876,43288	957,73	995,52	1145,27	1181,07	1180,98	1145,62	1213,49
94	987,7	0,5478125	0,300098535	1030,47	957,73	995,52	1145,27	1181,07	1180,98	1145,62
95	874,21	-112,942188	12755,93772	987,7	1030,47	957,73	995,52	1145,27	1181,07	1180,98
96	749,78	-237,372188	56345,5554	874,21	987,7	1030,47	957,73	995,52	1145,27	1181,07
97	815,25	-171,902188	29550,36207	749,78	874,21	987,7	1030,47	957,73	995,52	1145,27
98	788,89	-198,262188	39307,89499	815,25	749,78	874,21	987,7	1030,47	957,73	995,52
99	688,15	-299,002188	89402,30813	788,89	815,25	749,78	874,21	987,7	1030,47	957,73
100	689,85	-297,302188	88388,59069	688,15	788,89	815,25	749,78	874,21	987,7	1030,47
101	758,83	-228,322188	52131,0213	689,85	688,15	788,89	815,25	749,78	874,21	987,7
102	813,63	-173,522188	30109,94955	758,83	689,85	688,15	788,89	815,25	749,78	874,21
103	820,49	-166,662188	27776,28474	813,63	758,83	689,85	688,15	788,89	815,25	749,78
104	906,61	-80,5421875	6487,043967	820,49	813,63	758,83	689,85	688,15	788,89	815,25
105	902,04	-85,1121875	7244,084461	906,61	820,49	813,63	758,83	689,85	688,15	788,89
106	941,57	-45,5821875	2077,735817	902,04	906,61	820,49	813,63	758,83	689,85	688,15
107	988,37	1,2178125	1,483067285	941,57	902,04	906,61	820,49	813,63	758,83	689,85
108	1024,29	37,1378125	1379,217117	988,37	941,57	902,04	906,61	820,49	813,63	758,83
109	1117,68	130,5278125	17037,50984	1024,29	988,37	941,57	902,04	906,61	820,49	813,63
110	1125,11	137,9578125	19032,35803	1117,68	1024,29	988,37	941,57	902,04	906,61	820,49
111	1142,6	155,4478125	24164,02241	1125,11	1117,68	1024,29	988,37	941,57	902,04	906,61
112	1196,45	209,2978125	43805,57432	1142,6	1125,11	1117,68	1024,29	988,37	941,57	902,04
113	1193,84	206,6878125	42719,85184	1196,45	1142,6	1125,11	1117,68	1024,29	988,37	941,57
114	1163,26	176,1078125	31013,96162	1193,84	1196,45	1142,6	1125,11	1117,68	1024,29	988,37
115	1141,02	153,8678125	23675,30372	1163,26	1193,84	1196,45	1142,6	1125,11	1117,68	1024,29
116	1170,72	183,5678125	33697,14179	1141,02	1163,26	1193,84	1196,45	1142,6	1125,11	1117,68
117	1132,32	145,1678125	21073,69379	1170,72	1141,02	1163,26	1193,84	1196,45	1142,6	1125,11
118	1143,91	156,7578125	24573,01178	1132,32	1170,72	1141,02	1163,26	1193,84	1196,45	1142,6
119	1120,08	132,9278125	17669,80334	1143,91	1132,32	1170,72	1141,02	1163,26	1193,84	1196,45
120	1128,26	141,1078125	19911,41475	1120,08	1143,91	1132,32	1170,72	1141,02	1163,26	1193,84
121	1207,35	220,1978125	48487,07663	1128,26	1120,08	1143,91	1132,32	1170,72	1141,02	1163,26
122	1148,54	161,3878125	26046,02602	1207,35	1128,26	1120,08	1143,91	1132,32	1170,72	1141,02
123	1163,89	176,7378125	31236,25437	1148,54	1207,35	1128,26	1120,08	1143,91	1132,32	1170,72
124	1166,96	179,8078125	32330,84944	1163,89	1148,54	1207,35	1128,26	1120,08	1143,91	1132,32
125	1156,66	169,5078125	28732,8985	1166,96	1163,89	1148,54	1207,35	1128,26	1120,08	1143,91
126	1155,66	168,5078125	28394,88287	1156,66	1166,96	1163,89	1148,54	1207,35	1128,26	1120,08
127	1134,28	147,1278125	21646,59321	1155,66	1156,66	1166,96	1163,89	1148,54	1207,35	1128,26
128	1104,87	117,7178125	13857,48338	1134,28	1155,66	1156,66	1166,96	1163,89	1148,54	1207,35



среднее	987,1522	сумма	3655412,262

	(Yt-Ycp)*(Yt-T-Ycp)
	r1
	19161,04	r2
	-125232	24919,01	r3
	-110157	-114418	22767,27	r4
	-53270,9	-52504,2	-54535	10851,56	r5
	-31423,3	-29103,6	-28684,8	-29794,3	5928,568	r6
	-89991,8	-87328,4	-80882	-79717,9	-82801,4	16476,1	r7
	-100605	-107416	-104237	-96542,3	-95152,8	-98833,3	19666,18
	-188667	-192611	-205651	-199564	-184833	-182173	-189219
	-155385	-176144	-179827	-192001	-186319	-172565	-170081
	-123980	-121721	-137983	-140867	-150404	-145953	-135179
	-101242	-95914,6	-94166,5	-106747	-108979	-116357	-112913
	-82184,5	-78791	-74645,1	-73284,7	-83075,6	-84812,3	-90554,2
	-35572	-34492,6	-33068,4	-31328,4	-30757,4	-34866,6	-35595,5
	-36519,7	-34394,3	-33350,7	-31973,6	-30291,2	-29739,2	-33712,3
	5348,029	5340,587	5029,774	4877,159	4675,776	4429,742	4349,009
	29990,01	28655,13	28615,26	26949,9	26132,17	25053,15	23734,88
	10517,28	10263,28	9806,449	9792,803	9222,879	8943,035	8573,768
	-74993,5	-76487,4	-74640,1	-71317,8	-71218,6	-67073,8	-65038,6
	-136743	-149566	-152545	-148861	-142235	-142037	-133771
	-108613	-118312	-129407	-131984	-128797	-123064	-122893
	-162174	-158352	-172492	-188667	-192426	-187778	-179420
	-102003	-109597	-107014	-116570	-127501	-130041	-126901
	-118486	-110031	-118223	-115436	-125744	-137536	-140276
	-126118	-127612	-118506	-127329	-124328	-135430	-148129
	-136568	-138297	-139935	-129950	-139624	-136333	-148507
	-137324	-139713	-141482	-143158	-132942	-142839	-139473
	-136108	-136730	-139109	-140870	-142539	-132368	-142222
	-143488	-143362	-144017	-146522	-148378	-150135	-139422
	-162977	-164751	-164606	-165358	-168235	-170365	-172383
	-143398	-148118	-149729	-149598	-150282	-152896	-154832
	-122498	-119715	-123655	-125001	-124891	-125462	-127644
	-103152	-99431,7	-97172,1	-100371	-101463	-101374	-101837
	-147049	-142169	-137042	-133928	-138336	-139841	-139719
	-101916	-107746	-104170	-100414	-98131,7	-101362	-102465
	-127187	-120475	-127367	-123140	-118700	-116002	-119820
	-146885	-150860	-142899	-151073	-146060	-140792	-137593
	-134107	-138640	-142391	-134877	-142593	-137860	-132889
	-134726	-133117	-137615	-141339	-133880	-141539	-136842
	-118354	-118178	-116767	-120713	-123979	-117436	-124154
	-102668	-100217	-100069	-98873,3	-102215	-104981	-99440,6
	-139759	-136201	-132950	-132753	-131167	-135600	-139269
	-113026	-118469	-115454	-112698	-112531	-111187	-114944
	-135032	-131125	-137439	-133941	-130744	-130550	-128990
	-169091	-173565	-168544	-176660	-172163	-168054	-167805
	-140507	-148639	-152573	-148158	-155293	-151340	-147728
	-157844	-153019	-161876	-166160	-161352	-169122	-164817
	-124960	-127483	-123586	-130739	-134198	-130316	-136591
	-102423	-97780,4	-99754	-96704,7	-102302	-105009	-101971
	-94105,2	-90364,5	-86268,6	-88009,8	-85319,6	-90257,7	-92646,2
	-81208,2	-79863,6	-76689	-73213	-74690,7	-72407,6	-76598,4
	-101745	-99869,7	-98216,2	-94312,1	-90037,3	-91854,5	-89046,7
	-127287	-130384	-127981	-125862	-120859	-115381	-117709
	-53188	-55211,4	-56554,7	-55512,3	-54593,2	-52423,1	-50047
	-62959,3	-57336,2	-59517,4	-60965,5	-59841,8	-58851	-56511,7
	-62457,9	-62793	-57184,7	-59360,2	-60804,4	-59683,7	-58695,5
	-97408,6	-97389,5	-97911,9	-89167,1	-92559,3	-94811,2	-93063,7
	-67050,9	-69943,2	-69929,5	-70304,6	-64025,5	-66461,2	-68078,2
	-59722	-57763,3	-60254,9	-60243,1	-60566,3	-55156,9	-57255,2
	26945,57	26637,4	25763,78	26875,1	26869,84	27013,98	24601,28
	69335,9	62869,54	62150,52	60112,17	62705,13	62692,85	63029,17
	122800,5	118264,9	107235,4	106008,9	102532,2	106954,9	106934
	138289,5	132256,7	127371,8	115492,9	114172	110427,6	115190,9
	146710,1	145528,5	139179,9	134039,3	121538,6	120148,6	116208,1
	140872,2	140046,4	138918,5	132858,2	127951,1	116018,2	114691,4
	45687,86	45933,73	45664,46	45296,67	43320,63	41720,59	37829,66
	53083,72	57463,82	57773,07	57434,39	56971,81	54486,44	52473,99
	103127,8	102077,4	110500,2	111094,9	110443,6	109554,1	104774,8
	129076,4	123415,2	122158,2	132237,8	132949,5	132170,1	131105,6
	153338,9	150631,1	144024,6	142557,7	154320,6	155151,1	154241,5
	155054	152321,5	149631,6	143068,9	141611,7	153296,6	154121,6
	197447,7	197609,2	194126,7	190698,7	182334,8	180477,7	195369,5
	253194,3	244962,7	245163	240842,5	236589,5	226212,8	223908,9
	295311,2	284958,7	275694,4	275919,9	271057,3	266270,8	254592,3
	186731	182590,9	176190	170461,9	170601,3	167594,8	164635,2
	277427,9	300220,3	293564,1	283272,8	274063,3	274287,4	269453,7
	350243,2	324034,5	350655,8	342881,4	330861,3	320104,6	320366,4
	407748,8	394625,5	365095,7	395090,4	386330,9	372787,5	360667,8
	445989,4	433691,9	419733,6	388325	420228,1	410911,2	396506,2
	429424,3	422828,6	411169,7	397936,3	368158,8	398405,1	389572,1
	444246,5	450250,1	443334,6	431110,3	417235,1	386013,4	417726,7
	473976,4	468372,2	474701,9	467410,8	454522,7	439894	406976,7
	486297,5	479639	473967,9	480373,2	472995	459952,9	445149,4
	455348,6	453907,1	447692,1	442398,7	448377,4	441490,6	429317,2
	477658,6	486344,7	484805,1	478167	472513,3	478899	471543,4
	305040	299838,8	305291,2	304324,8	300157,9	296608,9	300617,4
	192299,1	213570,2	209928,6	213746,1	213069,5	210152,1	207667,3
	222053	235208,1	261225,6	256771,5	261440,8	260613,1	257044,8
	229013,1	222156,1	235317,3	261346,9	256890,7	261562,2	260734,1
	186748,2	186734	181142,9	191874,4	213098,5	209465	213274
	9583,405	9882,972	9882,219	9586,333	10154,26	11277,47	11085,18
	-29290,4	-33696,3	-34749,7	-34747	-33706,6	-35703,5	-39652,9
	41486,77	43123,75	49610,59	51161,37	51157,47	49625,75	52565,73
	564,5043	524,6565	545,3583	627,3932	647,0049	646,9556	627,585
	-111553	-116384	-108168	-112436	-129349	-133393	-133382
	-207513	-234453	-244605	-227338	-236309	-271855	-280353
	-128889	-150279	-169788	-177140	-164636	-171132	-196874
	-161633	-148653	-173323	-195824	-204303	-189882	-197374
	-235880	-243762	-224186	-261391	-295324	-308113	-286363
	-204589	-234539	-242376	-222911	-259905	-293645	-306361
	-157508	-157120	-180121	-186140	-171191	-199602	-225514
	-131674	-119704	-119409	-136890	-141464	-130103	-151695
	-135601	-126468	-114972	-114689	-131478	-135871	-124960
	-66084,1	-65531,5	-61117,8	-55562	-55425,1	-63538,9	-65662
	-77163,6	-69833,7	-69249,8	-64585,7	-58714,6	-58570	-67144,2
	-41117	-41325,3	-37399,7	-37087	-34589,1	-31444,9	-31367,4
	1146,656	1098,516	1104,081	999,203	990,8488	924,1127	840,108
	36705,9	34967,85	33499,79	33669,51	30471,2	30216,44	28181,29
	133698,3	129009,8	122901,1	117741,3	118337,8	107096,8	106201,3
	154192,7	141308,8	136353,4	129896,9	124443,5	125073,9	113193
	174895,9	173740,9	159223,6	153640	146365	140220,1	140930,5
	239143,7	235483,1	233928	214381,7	206863,7	197068,5	188795
	247291,6	236161,5	232546,5	231010,8	211708,3	204284	194611
	210244,6	210704,2	201220,8	198140,7	196832,2	180385,5	174059,7
	178988,3	183693,5	184095,1	175809,4	173118,2	171975	157605,3
	209454,5	213537,1	219150,6	219629,7	209744,6	206534	205170,1
	169950,9	165639,4	168867,9	173307,1	173686	165868,7	163329,8
	177500	183519,5	178863,8	182350,1	187143,7	187552,9	179111,5
	152057,5	150516,8	155621,2	151673,3	154629,6	158694,5	159041,5
	158052	161414,6	159779,2	165197,7	161006,8	164145,1	168460,2
	248440,4	246639,2	251886,5	249334,4	257790	251250,1	256147,3
	194851,6	182087,4	180767,3	184613,1	182742,6	188939,9	184146,7
	202990,4	213384,4	199406,2	197960,5	202172,2	200123,8	206910,5
	209276,5	206516,5	217091	202870	201399,1	205684	203600
	197808,8	197288,4	194686,5	204655,3	191248,9	189862,3	193901,7
	194906,2	196641,9	196124,6	193538	203447,9	190120,6	188742,2
	170029,7	170176,9	171692,3	171240,6	168982,2	177634,8	165998,4
	133525	136041,8	136159,5	137372	137010,6	135203,6	142126,6



сумма	3772290	3726009	3670370	3534234	3337414	3165485	3030634	сумма
r	1,031974	1,019313	1,004092	0,966849	0,913006	0,865972	0,829081	сумма
r^2	1,06497	1,038999	1,0082	0,934798	0,83358	0,749908	0,687376	6,317831
r^2/(129-7)	0,008801	0,008587	0,008332	0,007726	0,006889	0,006198	0,005681	0,052213

Приложение 13

Проверка гипотезы о равенстве дисперсий и средних для конечных разностей

Расчет разностей

№	Порядок разности
№	1	2	3	4
1
2	63,85
3	-32,66	-96,51
4	12,33	44,99	141,5
5	68,28	55,95	10,96	-130,54
6	28,21	-40,07	-96,02	-106,98
7	-60,44	-88,65	-48,58	47,44
8	-18,28	42,16	130,81	179,39
9	-103,06	-84,78	-126,94	-257,75
10	14,32	117,38	202,16	329,1
11	43,64	29,32	-88,06	-290,22
12	35,72	-7,92	-37,24	50,82
13	27,07	-8,65	-0,73	36,51
14	55,13	28,06	36,71	37,44
15	1,32	-53,81	-81,87	-118,58
16	44,19	42,87	96,68	178,55
17	24,57	-19,62	-62,49	-159,17
18	-19,87	-44,44	-24,82	37,67
19	-85,52	-65,65	-21,21	3,61
20	-74,76	10,76	76,41	97,62
21	20,21	94,97	84,21	7,8
22	-59,41	-79,62	-174,59	-258,8
23	61,32	120,73	200,35	374,94
24	-10,06	-71,38	-192,11	-392,46
25	-10,62	-0,56	70,82	262,93
26	-14,34	-3,72	-3,16	-73,98
27	-3,75	10,59	14,31	17,47
28	0,72	4,47	-6,12	-20,43
29	-8,84	-9,56	-14,03	-7,91
30	-25,89	-17,05	-7,49	6,54
31	18,29	44,18	61,23	68,72
32	30,11	11,82	-32,36	-93,59
33	28,66	-1,45	-13,27	19,09
34	-46,73	-75,39	-73,94	-60,67
35	45,51	92,24	167,63	241,57
36	-22,72	-68,23	-160,47	-328,1
37	-27,45	-4,73	63,5	223,97
38	9,82	37,27	42	-21,5
39	1,22	-8,6	-45,87	-87,87
40	20,13	18,91	27,51	73,38
41	22,03	1,9	-17,01	-44,52
42	-39,76	-61,79	-63,69	-46,68
43	24,6	64,36	126,15	189,84
44	-21,92	-46,52	-110,88	-237,03
45	-45,32	-23,4	23,12	134
46	24,69	70,01	93,41	70,29
47	-15,98	-40,67	-110,68	-204,09
48	37,59	53,57	94,24	204,92
49	34,33	-3,26	-56,83	-151,07
50	14,54	-19,79	-16,53	40,3
51	16,49	1,95	21,74	38,27
52	-21,25	-37,74	-39,69	-61,43
53	-32,01	-10,76	26,98	66,67
54	82,52	114,53	125,29	98,31
55	-4,93	-87,45	-201,98	-327,27
56	0,18	5,11	92,56	294,54
57	-38,01	-38,19	-43,3	-135,86
58	29,88	67,89	106,08	149,38
59	10,54	-19,34	-87,23	-193,31
60	94,79	84,25	103,59	190,82
61	38,98	-55,81	-140,06	-243,65
62	48,14	9,16	64,97	205,03
63	8,96	-39,18	-48,34	-113,31
64	6,56	-2,4	36,78	85,12
65	-5,99	-12,55	-10,15	-46,93
66	-84,84	-78,85	-66,3	-56,15
67	10,58	95,42	174,27	240,57
68	47,65	37,07	-58,35	-232,62
69	19,53	-28,12	-65,19	-6,84
70	19,84	0,31	28,43	93,62
71	-0,92	-20,76	-21,07	-49,5
72	37,8	38,72	59,48	80,55
73	42,24	4,44	-34,28	-93,76
74	27,32	-14,92	-19,36	14,92
75	-93,55	-120,87	-105,95	-86,59
76	92,1	185,65	306,52	412,47
77	40,93	-51,17	-236,82	-543,34
78	36,06	-4,87	46,3	283,12
79	20,4	-15,66	-10,79	-57,09
80	-17,71	-38,11	-22,45	-11,66
81	15,68	33,39	71,5	93,95
82	18,41	2,73	-30,66	-102,16
83	4,27	-14,14	-16,87	13,79
84	-24,09	-28,36	-14,22	2,65
85	22,98	47,07	75,43	89,65
86	-134,23	-157,21	-204,28	-279,71
87	-67,87	66,36	223,57	427,85
88	35,36	103,23	36,87	-186,7
89	0,09	-35,27	-138,5	-175,37
90	-35,8	-35,89	-0,62	137,88
91	-149,75	-113,95	-78,06	-77,44
92	-37,79	111,96	225,91	303,97
93	72,74	110,53	-1,43	-227,34
94	-42,77	-115,51	-226,04	-224,61
95	-113,49	-70,72	44,79	270,83
96	-124,43	-10,94	59,78	14,99
97	65,47	189,9	200,84	141,06
98	-26,36	-91,83	-281,73	-482,57
99	-100,74	-74,38	17,45	299,18
100	1,7	102,44	176,82	159,37
101	68,98	67,28	-35,16	-211,98
102	54,8	-14,18	-81,46	-46,3
103	6,86	-47,94	-33,76	47,7
104	86,12	79,26	127,2	160,96
105	-4,57	-90,69	-169,95	-297,15
106	39,53	44,1	134,79	304,74
107	46,8	7,27	-36,83	-171,62
108	35,92	-10,88	-18,15	18,68
109	93,39	57,47	68,35	86,5
110	7,43	-85,96	-143,43	-211,78
111	17,49	10,06	96,02	239,45
112	53,85	36,36	26,3	-69,72
113	-2,61	-56,46	-92,82	-119,12
114	-30,58	-27,97	28,49	121,31
115	-22,24	8,34	36,31	7,82
116	29,7	51,94	43,6	7,29
117	-38,4	-68,1	-120,04	-163,64
118	11,59	49,99	118,09	238,13
119	-23,83	-35,42	-85,41	-203,5
120	8,18	32,01	67,43	152,84
121	79,09	70,91	38,9	-28,53
122	-58,81	-137,9	-208,81	-247,71
123	15,35	74,16	212,06	420,87
124	3,07	-12,28	-86,44	-298,5
125	-10,3	-13,37	-1,09	85,35
126	-1	9,3	22,67	23,76
127	-21,38	-20,38	-29,68	-52,35
128	-29,41	-8,03	12,35	42,03
129	-49,32	-19,91	-11,88	-24,23

Проверка гипотез для разности первого порядка

Summary Statistics for form1

	num>65=0	num>65=1
Count	64	63
Average	4,68547	-0,129683
Standard deviation	39,2037	54,5971
Coeff. of variation	836,709%	-42100,6%
Minimum	-103,06	-149,75
Maximum	94,79	93,39
Range	197,85	243,14
Stnd. skewness	-1,09548	-2,5425
Stnd. kurtosis	0,535014	0,929852

Comparison of Standard Deviations for form1

	num>65=0	num>65=1
Standard deviation	39,2037	54,5971
Variance	1536,93	2980,84
Df	63	62

Ratio of Variances = 0,515603

95,0% Confidence Intervals

Standard deviation of num>65=0: [33,3937; 47,4805]

Standard deviation of num>65=1: [46,4507; 66,2354]

Ratio of Variances: [0,312445; 0,849999]

F-test to Compare Standard Deviations

Null hypothesis: sigma1 = sigma2

Alt. hypothesis: sigma1 NE sigma2

F = 0,515603 P-value = 0,00966402

Reject the null hypothesis for alpha = 0,05.

Comparison of Means for form1

95,0% confidence interval for mean of num>65=0: 4,68547 +/- 9,79282 [-5,10735; 14,4783]

95,0% confidence interval for mean of num>65=1: -0,129683 +/- 13,7501 [-13,8798; 13,6204]

95,0% confidence interval for the difference between the means

not assuming equal variances: 4,81515 +/- 16,7334 [-11,9183; 21,5486]

t test to compare means

Null hypothesis: mean1 = mean2

Alt. hypothesis: mean1 NE mean2

not assuming equal variances: t = 0,570132 P-value = 0,569726

Do not reject the null hypothesis for alpha = 0,05.

Проверка гипотез для разности второго порядка

Summary Statistics for form2

	num>65=0	num>65=1
Count	63	63
Average	-1,10857	-0,371746
Standard deviation	53,8094	71,7066
Coeff. of variation	-4853,94%	-19289,1%
Minimum	-96,51	-157,21
Maximum	120,73	189,9
Range	217,24	347,11
Stnd. skewness	1,22519	0,936084
Stnd. kurtosis	-0,494935	0,513801

Comparison of Standard Deviations for form2

	num>65=0	num>65=1
Standard deviation	53,8094	71,7066
Variance	2895,46	5141,84
Df	62	62

Ratio of Variances = 0,563117

95,0% Confidence Intervals

Standard deviation of num>65=0: [45,7806; 65,2799]

Standard deviation of num>65=1: [61,0073; 86,9922]

Ratio of Variances: [0,340716; 0,930688]

F-test to Compare Standard Deviations

Null hypothesis: sigma1 = sigma2

Alt. hypothesis: sigma1 NE sigma2

F = 0,563117 P-value = 0,0253078

Reject the null hypothesis for alpha = 0,05.

Comparison of Means for form2

95,0% confidence interval for mean of num>65=0: -1,10857 +/- 13,5518 [-14,6603; 12,4432]

95,0% confidence interval for mean of num>65=1: -0,371746 +/- 18,0591 [-18,4309; 17,6874]

95,0% confidence interval for the difference between the means

not assuming equal variances: -0,736825 +/- 22,3732 [-23,11; 21,6363]

t test to compare means

Null hypothesis: mean1 = mean2

Alt. hypothesis: mean1 NE mean2

not assuming equal variances: t = -0,0652349 P-value = 0,9481

Reject the null hypothesis for alpha = 0,05.

Проверка гипотез для разности третьего порядка

Summary Statistics for form3

	num>66=0	num>66=1
Count	63	62
Average	0,280317	1,14226
Standard deviation	92,8079	118,661
Coeff. of variation	33108,2%	10388,3%
Minimum	-201,98	-281,73
Maximum	202,16	306,52
Range	404,14	588,25
Stnd. skewness	0,0412798	0,141011
Stnd. kurtosis	-0,481061	0,567171

Comparison of Standard Deviations for form3

	num>66=0	num>66=1
Standard deviation	92,8079	118,661
Variance	8613,31	14080,5
Df	62	61

Ratio of Variances = 0,611719

95,0% Confidence Intervals

Standard deviation of num>66=0: [78,9601; 112,592]

Standard deviation of num>66=1: [100,834; 144,206]

Ratio of Variances: [0,369156; 1,0126]

F-test to Compare Standard Deviations

Null hypothesis: sigma1 = sigma2

Alt. hypothesis: sigma1 NE sigma2

F = 0,611719 P-value = 0,0559115

Do not reject the null hypothesis for alpha = 0,05.

Comparison of Means for form3

95,0% confidence interval for mean of num>66=0: 0,280317 +/- 23,3734 [-23,0931; 23,6537]

95,0% confidence interval for mean of num>66=1: 1,14226 +/- 30,1344 [-28,9921; 31,2766]

95,0% confidence interval for the difference between the means

assuming equal variances: -0,861941 +/- 37,6829 [-38,5449; 36,821]

t test to compare means

Null hypothesis: mean1 = mean2

Alt. hypothesis: mean1 NE mean2

assuming equal variances: t = -0,0452768 P-value = 0,96396

Do not reject the null hypothesis for alpha = 0,05.

Проверка гипотез для разности четвертого порядка

Summary Statistics for form4

	num>66=0	num>66=1
Count	62	62
Average	-3,35161	1,26855
Standard deviation	170,585	207,603
Coeff. of variation	-5089,65%	16365,4%
Minimum	-392,46	-543,34
Maximum	374,94	427,85
Range	767,4	971,19
Stnd. skewness	-0,271673	-0,301083
Stnd. kurtosis	-0,476347	0,085268

Comparison of Standard Deviations for form4

	num>66=0	num>66=1
Standard deviation	170,585	207,603
Variance	29099,3	43099,1
Df	61	61

Ratio of Variances = 0,675173

95,0% Confidence Intervals

Standard deviation of num>66=0: [144,957; 207,307]

Standard deviation of num>66=1: [176,413; 252,294]

Ratio of Variances: [0,406813; 1,12056]

F-test to Compare Standard Deviations

Null hypothesis: sigma1 = sigma2

Alt. hypothesis: sigma1 NE sigma2

F = 0,675173 P-value = 0,127819

Do not reject the null hypothesis for alpha = 0,05.

Comparison of Means for form4

95,0% confidence interval for mean of num>66=0: -3,35161 +/- 43,3206 [-46,6722; 39,969]

95,0% confidence interval for mean of num>66=1: 1,26855 +/- 52,7214 [-51,4529; 53,99]

95,0% confidence interval for the difference between the means

assuming equal variances: -4,62016 +/- 67,5532 [-72,1734; 62,9331]

t test to compare means

Null hypothesis: mean1 = mean2

Alt. hypothesis: mean1 NE mean2

assuming equal variances: t = -0,135391 P-value = 0,892526

Do not reject the null hypothesis for alpha = 0,05.

Приложение 14

Построение модели типа ARIMA.

ARIMA(4,3,1)

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Nonseasonal differencing of order: 3

Forecast model selected: ARIMA(4,3,1)

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	49,7634	35,4549
MAE	38,0752	35,4549
MAPE	4,01628	3,3589
ME	5,22155	-35,4549
MPE	0,624167	-3,3589

ARIMA Model Summary

Parameter	Estimate	Stnd. Error	t	P-value
AR(1)	-0,772509	0,0882737	-8,75129	0,000000
AR(2)	-0,700371	0,102481	-6,83415	0,000000
AR(3)	-0,526385	0,096931	-5,43051	0,000001
AR(4)	-0,263229	0,077883	-3,37979	0,000977
MA(1)	0,988729	0,00549178	180,038	0,000000

Backforecasting: yes

Estimated white noise variance = 2494,25 with 121 degrees of freedom

Estimated white noise standard deviation = 49,9425

Number of iterations: 10

Forecast Table for ConsGOODS

Model: ARIMA(4,3,1)

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1031,56	932,684	1130,43

ARIMA(3,3,1)

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Nonseasonal differencing of order: 3

Forecast model selected: ARIMA(3,3,1)

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	53,84	16,6713
MAE	41,849	16,6713
MAPE	4,39063	1,5794
ME	18,0535	-16,6713
MPE	1,92528	-1,5794

ARIMA Model Summary

Parameter	Estimate	Stnd. Error	t	P-value
AR(1)	-0,691033	0,0855976	-8,07304	0,000000
AR(2)	-0,545163	0,0766751	-7,11004	0,000000
AR(3)	-0,325177	0,0762359	-4,2654	0,000040
MA(1)	0,998004	0,00166574	599,134	0,000000

Backforecasting: yes

Estimated white noise variance = 2621,47 with 122 degrees of freedom

Estimated white noise standard deviation = 51,2003

Number of iterations: 13

Forecast Table for ConsGOODS

Model: ARIMA(3,3,1)

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1014,09	912,73	1115,44

ARIMA(3,4,2)

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Nonseasonal differencing of order: 4

Forecast model selected: ARIMA(3,4,2)

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	55,3315	24,2886
MAE	41,7095	24,2886
MAPE	4,37794	2,30104
ME	-0,367182	-24,2886
MPE	-0,00138258	-2,30104

ARIMA Model Summary

Parameter	Estimate	Stnd. Error	t	P-value
AR(1)	-0,725974	0,0747026	-9,7182	0,000000
AR(2)	-0,565381	0,089226	-6,33651	0,000000
AR(3)	-0,324779	0,0734021	-4,42465	0,000021
MA(1)	1,81315	0,00124842	1452,35	0,000000
MA(2)	-0,820672	0,00165549	-495,727	0,000000

Backforecasting: yes

Estimated white noise variance = 3115,73 with 120 degrees of freedom

Estimated white noise standard deviation = 55,8187

Number of iterations: 44

Forecast Table for ConsGOODS

Model: ARIMA(3,4,2)

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1016,97	906,451	1127,49

ARIMA(4,4,2)

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Nonseasonal differencing of order: 4

Forecast model selected: ARIMA(4,4,2)

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	55,4542	25,2777
MAE	41,8945	25,2777
MAPE	4,41688	2,39475
ME	2,43142	-25,2777
MPE	0,319291	-2,39475

ARIMA Model Summary

Parameter	Estimate	Stnd. Error	t	P-value
AR(1)	-0,892822	0,0882865	-10,1128	0,000000
AR(2)	-0,804313	0,0928404	-8,66339	0,000000
AR(3)	-0,66076	0,104261	-6,33758	0,000000
AR(4)	-0,385011	0,0791228	-4,86599	0,000004
MA(1)	1,64643	0,0181942	90,4921	0,000000
MA(2)	-0,653774	0,0196479	-33,2745	0,000000

Backforecasting: yes

Estimated white noise variance = 3113,8 with 119 degrees of freedom

Estimated white noise standard deviation = 55,8014

Number of iterations: 14

Forecast Table for ConsGOODS

Model: ARIMA(4,4,2)

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1013,75	903,261	1124,25

ARIMA(4,4,1)

Forecasting - ConsGOODS

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Forecast Summary

Nonseasonal differencing of order: 4

Forecast model selected: ARIMA(4,4,1)

Number of forecasts generated: 1

Number of periods withheld for validation: 1

	Estimation	Validation
Statistic	Period	Period
RMSE	61,2656	10,1505
MAE	46,3525	10,1505
MAPE	4,84775	0,961634
ME	1,45374	-10,1505
MPE	0,181943	-0,961634

ARIMA Model Summary

Parameter	Estimate	Stnd. Error	t	P-value
AR(1)	-1,3335	0,07759	-17,1865	0,000000
AR(2)	-1,19158	0,110172	-10,8156	0,000000
AR(3)	-0,883211	0,10758	-8,20977	0,000000
AR(4)	-0,478388	0,0802365	-5,96222	0,000000
MA(1)	0,977607	0,0115877	84,3658	0,000000

Backforecasting: yes

Estimated white noise variance = 3814,48 with 120 degrees of freedom

Estimated white noise standard deviation = 61,7615

Number of iterations: 9

Forecast Table for ConsGOODS

Model: ARIMA(4,4,1)

		Lower 95,0%	Upper 95,0%
Period	Forecast	Limit	Limit
10.60	1001,46	879,178	1123,75

Сравнение моделей

Model Comparison

Data variable: ConsGOODS

Number of observations = 129

Start index = 1.50

Sampling interval = 1,0 month(s)

Number of periods withheld for validation: 1

Models

(A) ARIMA(4,3,1)

(B) ARIMA(3,3,1)

(D) ARIMA(4,4,2)

(E) ARIMA(4,4,1)

Estimation Period

Model	RMSE	MAE	MAPE	ME	MPE
(A)	49,7634	38,0752	4,01628	5,22155	0,624167
(B)	53,84	41,849	4,39063	18,0535	1,92528
(C)	55,3315	41,7095	4,37794	-0,367182	-0,00138258
(D)	55,4542	41,8945	4,41688	2,43142	0,319291
(E)	61,2656	46,3525	4,84775	1,45374	0,181943

Model	RMSE	RUNS	RUNM	AUTO	MEAN	VAR
(A)	49,7634	OK	OK	OK	OK	OK
(B)	53,84	OK	OK	OK	OK	OK
(C)	55,3315	OK	OK	OK	OK	OK
(D)	55,4542	OK	OK	OK	OK	OK
(E)	61,2656	OK	OK	OK	OK	OK

Validation Period

Model	RMSE	MAE	MAPE	ME	MPE
(A)	35,4549	35,4549	3,3589	-35,4549	-3,3589
(B)	16,6713	16,6713	1,5794	-16,6713	-1,5794
(C)	24,2886	24,2886	2,30104	-24,2886	-2,30104
(D)	25,2777	25,2777	2,39475	-25,2777	-2,39475
(E)	10,1505	10,1505	0,961634	-10,1505	-0,961634

Спрогнозированные значения

период	значение показателя	Авторегрессионные модели
период	значение показателя	ARIMA(4,3,1)	ARIMA(3,3,1)	ARIMA(3,4,2)	ARIMA(4,4,2)	ARIMA(4,4,1)
1	813,17
2	877,02
3	844,36
4	856,69	863,788	862,796
5	924,97	885,396	874,361	873,225	868,973	845,132
6	953,18	956,914	940,153	955,204	951,514	950,767
7	892,74	964,292	942,684	960,869	959,697	974,068
8	874,46	876,158	875,847	885,377	843,561	840,333
9	771,4	880,65	867,038	870,724	857,13	856,977
10	785,72	748,872	711,211	698,039	713,65	679,511
11	829,36	757,653	730,027	727,636	721,56	702,891
12	865,08	790,248	795,106	810,112	779,551	827,312
13	892,15	836,335	831,049	859,764	855,134	929,409
14	947,28	875,169	899,032	935,248	896,399	935,91
15	948,6	974,106	969,458	1007,62	1022,97	1056,59
16	992,79	969,05	953,726	984,179	1002,02	976,765
17	1017,36	1019,9	1006,75	1037,74	1040,27	1013,53
18	997,49	1038,82	1028,82	1056,96	1053,95	1042,39
19	911,97	1007,64	984,228	1004,12	1008,4	990,719
20	837,21	896,604	881,422	885,643	864,352	822,04
21	857,42	817,276	784,165	776,664	777,594	743,186
22	798,01	832,038	806,541	808,613	805,268	797,202
23	859,33	733,88	717,386	721,656	707,424	731,469
24	849,27	820,41	829,068	854,995	817,544	871,541
25	838,65	817,118	827,972	856,07	839,628	898,911
26	824,31	826,515	807,456	834,413	853,448	866,887
27	820,56	809,657	815,475	839,627	819,963	797,322
28	821,28	821,069	791,13	811,74	842,95	839,375
29	812,44	803,988	793,836	816,387	808,26	784,024
30	786,55	794,107	783,851	806,614	799,395	807,083
31	804,84	766,149	755,731	775,62	767,297	766,584
32	834,95	795,996	784,633	808,077	804,808	808,47
33	863,61	828,116	818,08	846,741	846,449	859,557
34	816,88	858,382	852,282	885,754	879,308	895,829
35	862,39	803,124	798,943	823,192	809,018	805,942
36	839,67	879,335	865,607	892,902	895,621	890,657
37	812,22	836,913	818,153	838,254	846,638	832,219
38	822,04	799,014	775,053	791,506	791,296	771,051
39	823,26	809,789	810,777	829,942	800,853	797,292
40	843,39	817,395	791,574	810,39	827,295	846,564
41	865,42	828,779	823,056	848,013	831,224	831,739
42	825,66	860,085	858,744	887,232	873,628	899,236
43	850,26	816,855	801,467	821,572	824,582	824,871
44	828,34	855,058	843,603	865,855	860,95	847,237
45	783,02	821,624	803,693	820,491	826,417	819,89
46	807,71	762,627	738,382	749,649	751,093	731,878
47	791,73	794,642	792,122	809,987	787,227	786,813
48	829,32	775,056	753,513	770,056	782,399	803,033
49	863,65	816,287	809,665	836,075	823,57	832,765
50	878,19	859,462	864,729	896,627	880,428	911,599
51	894,68	886,522	871,266	902,072	914,999	931,989
52	873,43	904,945	902,221	931,628	921,193	907,676
53	841,42	884,695	864,123	884,076	895,705	881,221
54	923,94	841,3	817,232	829,112	832,861	795,754
55	919,01	938,768	926,113	950,223	945,294	946,374
56	919,19	910,693	896,217	919,42	920,19	941,175
57	881,18	912,983	906,962	931,116	911,13	917,009
58	911,06	878,387	875,851	890,427	873,13	868,926
59	921,6	929,349	893,894	909,225	940,167	932,831
60	1016,39	911,98	901,677	920,07	909,75	895,418
61	1055,37	1028,82	1022,42	1056,78	1050,02	1089,7
62	1103,51	1065,93	1074,34	1111,87	1093,67	1128,85
63	1112,47	1139,99	1129,47	1166,71	1174,33	1191,41
64	1119,03	1147,76	1142,74	1170,87	1165,98	1141,78
65	1113,04	1159,71	1126,67	1145,12	1170,29	1139,2
66	1028,2	1131,07	1110,78	1122,73	1117,29	1073,07
67	1038,78	1017,91	986,315	982,926	982,719	951,898
68	1086,43	1031,61	1011,44	1012,54	997,119	980,949
69	1105,96	1077,55	1063,18	1075,77	1071,77	1105,27
70	1125,8	1086,22	1074,87	1096,42	1090,15	1132,19
71	1124,88	1115,35	1129,99	1157,35	1121,03	1154,31
72	1162,68	1139,82	1128,56	1150,33	1162,07	1182,67
73	1204,92	1187,6	1166,28	1188,75	1208,87	1190,38
74	1232,24	1222,91	1211,16	1236,74	1239,81	1231,09
75	1138,69	1248,61	1236,32	1262,72	1263,08	1268,52
76	1230,79	1130,75	1116,62	1124,4	1114,42	1087,2
77	1271,72	1266,26	1246,84	1265,03	1269,77	1259,52
78	1307,78	1285,21	1267,65	1289,22	1302,35	1315,12
79	1328,18	1313,29	1296,36	1324,8	1322,64	1339,46
80	1310,47	1338,08	1360,39	1389,07	1340,02	1354,5
81	1326,15	1344,82	1310,81	1326,28	1362,92	1368,69
82	1344,56	1347,66	1326,25	1339,38	1342,16	1291,9
83	1348,83	1357,03	1336,93	1350,38	1352,38	1345,45
84	1324,74	1349,85	1332,21	1346,38	1341,77	1344,73
85	1347,72	1317,23	1308,73	1319,5	1301,66	1302,93
86	1213,49	1356,26	1339,98	1353,21	1354,28	1363,4
87	1145,62	1180,12	1152,95	1145,78	1150,25	1121,55
88	1180,98	1112,62	1083,77	1071,72	1065,98	1026,46
89	1181,07	1154,59	1141,62	1142,69	1136,94	1148,69
90	1145,27	1136,97	1109,43	1121,38	1141,65	1187,98
91	995,52	1084,59	1101,75	1120,84	1072,43	1100,04
92	957,73	943,826	937,157	935,803	928,758	939,111
93	1030,47	935,09	898,014	893,537	927,136	888,658
94	987,7	1003,57	984,762	1000,36	1017,69	1017,06
95	874,21	922,364	910,008	931,582	932,666	971,073
96	749,78	802,609	818,469	832,635	783,467	791,346
97	815,25	708,454	690,737	686,279	696,162	679,256
98	788,89	803,932	760,414	770,778	822,892	800,797
99	688,15	719,292	708,036	727,686	726,024	733,232
100	689,85	606,201	609,098	626,854	592,652	618,859
101	758,83	657,899	673,31	696,022	667,649	691,122
102	813,63	763,592	731,967	764,369	822,538	853,129
103	820,49	794,661	790,712	836,718	838,411	841,854
104	906,61	808,968	828,863	875,897	842,693	869,08
105	902,04	952,964	951,392	1001,4	1012,37	1033,32
106	941,57	938,544	915,108	951,417	982,419	949,647
107	988,37	979,04	956,934	990,796	997,315	950,612
108	1024,29	1023,24	1018,3	1050,73	1036,12	1019,88
109	1117,68	1061,89	1032,14	1061,63	1079,22	1079,46
110	1125,11	1157,2	1157,81	1195,94	1169,65	1167,71
111	1142,6	1160,49	1146,97	1176,35	1174,87	1189,74
112	1196,45	1182,91	1164,13	1187,05	1182,38	1159,96
113	1193,84	1243,21	1230,52	1252,23	1244,99	1230,6
114	1163,26	1224,08	1189,96	1203,66	1221,11	1209,64
115	1141,02	1168,73	1153,72	1160,46	1136,38	1105,74
116	1170,72	1148,45	1129,35	1129,95	1118,97	1112,53
117	1132,32	1180,66	1151,88	1156,97	1166,7	1169,87
118	1143,91	1109,2	1092,72	1096,06	1084,58	1087,08
119	1120,08	1131,51	1124,06	1133,88	1114,61	1135,29
120	1128,26	1107,12	1098,48	1105,95	1100,67	1118,94
121	1207,35	1124,71	1100,3	1110,86	1126,91	1133,41
122	1148,54	1212,24	1214,64	1240,01	1227,18	1245,71
123	1163,89	1135,86	1118,96	1134,37	1146,54	1164,69
124	1166,96	1169,89	1163,21	1180,64	1168,97	1152,26
125	1156,66	1178,58	1166,03	1179,55	1188,62	1185,92
126	1155,66	1159,38	1121,26	1132,29	1164,36	1149,16
127	1134,28	1140,57	1142,67	1156,91	1125,4	1109,19
128	1104,87	1129,12	1109,4	1119,91	1128,69	1147,22
129	1055,55	1091	1072,22	1079,84	1080,83	1065,7
130		1031,56	1014,09	1016,97	1013,75	1001,46

Приложение 15

Периодограмма

Periodogram for AEX_CG

				Cumulative	Integrated
i	Frequency	Period	Ordinate	Sum	Periodogram
0	0,0		1,21264E-23	1,21264E-23	3,31317E-30
1	0,00775194	129,0	1,20366E6	1,20366E6	0,328864
2	0,0155039	64,5	692796,	1,89645E6	0,518149
3	0,0232558	43,0	857752,	2,75421E6	0,752504
4	0,0310078	32,25	447746,	3,20195E6	0,874838
5	0,0387597	25,8	82557,6	3,28451E6	0,897394
6	0,0465116	21,5	79435,4	3,36395E6	0,919097
7	0,0542636	18,4286	37138,3	3,40108E6	0,929244
8	0,0620155	16,125	33637,5	3,43472E6	0,938435
9	0,0697674	14,3333	8087,8	3,44281E6	0,940644
10	0,0775194	12,9	288,108	3,4431E6	0,940723
11	0,0852713	11,7273	10875,7	3,45397E6	0,943695
12	0,0930233	10,75	32684,4	3,48666E6	0,952625
13	0,100775	9,92308	16205,2	3,50286E6	0,957052
14	0,108527	9,21429	20866,3	3,52373E6	0,962753
15	0,116279	8,6	9043,79	3,53277E6	0,965224
16	0,124031	8,0625	12782,8	3,54556E6	0,968717
17	0,131783	7,58824	944,273	3,5465E6	0,968975
18	0,139535	7,16667	8806,37	3,55531E6	0,971381
19	0,147287	6,78947	615,235	3,55592E6	0,971549
20	0,155039	6,45	7601,8	3,56352E6	0,973626
21	0,162791	6,14286	5904,02	3,56943E6	0,975239
22	0,170543	5,86364	389,934	3,56982E6	0,975345
23	0,178295	5,6087	5253,64	3,57507E6	0,976781
24	0,186047	5,375	1989,02	3,57706E6	0,977324
25	0,193798	5,16	1918,26	3,57898E6	0,977848
26	0,20155	4,96154	4980,36	3,58396E6	0,979209
27	0,209302	4,77778	9723,32	3,59368E6	0,981866
28	0,217054	4,60714	794,177	3,59448E6	0,982083
29	0,224806	4,44828	1374,79	3,59585E6	0,982458
30	0,232558	4,3	4633,58	3,60048E6	0,983724
31	0,24031	4,16129	4531,12	3,60502E6	0,984962
32	0,248062	4,03125	6153,78	3,61117E6	0,986644
33	0,255814	3,90909	6915,5	3,61808E6	0,988533
34	0,263566	3,79412	4586,58	3,62267E6	0,989786
35	0,271318	3,68571	1735,78	3,62441E6	0,990261
36	0,27907	3,58333	883,91	3,62529E6	0,990502
37	0,286822	3,48649	664,586	3,62596E6	0,990684
38	0,294574	3,39474	562,17	3,62652E6	0,990837
39	0,302326	3,30769	541,63	3,62706E6	0,990985
40	0,310078	3,225	127,809	3,62719E6	0,99102
41	0,317829	3,14634	163,985	3,62735E6	0,991065
42	0,325581	3,07143	3362,78	3,63071E6	0,991984
43	0,333333	3,0	1276,33	3,63199E6	0,992332
44	0,341085	2,93182	1272,47	3,63326E6	0,99268
45	0,348837	2,86667	435,278	3,6337E6	0,992799
46	0,356589	2,80435	868,726	3,63457E6	0,993036
47	0,364341	2,74468	6765,54	3,64133E6	0,994885
48	0,372093	2,6875	802,737	3,64214E6	0,995104
49	0,379845	2,63265	522,207	3,64266E6	0,995247
50	0,387597	2,58	2812,28	3,64547E6	0,996015
51	0,395349	2,52941	798,061	3,64627E6	0,996233
52	0,403101	2,48077	23,744	3,64629E6	0,99624
53	0,410853	2,43396	1349,95	3,64764E6	0,996609
54	0,418605	2,38889	2140,77	3,64978E6	0,997193
55	0,426357	2,34545	669,234	3,65045E6	0,997376
56	0,434109	2,30357	2629,23	3,65308E6	0,998095
57	0,44186	2,26316	192,978	3,65327E6	0,998147
58	0,449612	2,22414	364,177	3,65364E6	0,998247
59	0,457364	2,18644	594,433	3,65423E6	0,998409
60	0,465116	2,15	90,8121	3,65432E6	0,998434
61	0,472868	2,11475	822,398	3,65515E6	0,998659
62	0,48062	2,08065	3155,91	3,6583E6	0,999521
63	0,488372	2,04762	1244,96	3,65955E6	0,999861
64	0,496124	2,01562	507,817	3,66005E6	1,0

Приложение 16

Графики показтеля по годам

Приложение 17

Массив данных по другим индексам

№	Date	AEX CONSUMER GOODS	AEX	AEX CONSUMER SERV.	AEX FINANCIALS	AEX INDUSTRIALS	CAC CONSUMER GOODS	BEL CONSUMER GOODS	PSI CONSUMER GOODS	$	Є	Є/$
№	Date	closing	closing	closing	closing	closing	closing	closing	closing	$	Є	Є/$
1	02.01.2001	813,17	634,16	1229,74	1620,58	1455,92	892,69	1012,06	1136,3	28,16	26,14	0,928267
2	01.02.2001	877,02	634,04	1253,68	1578,69	1546,02	918,93	1052,67	1230,14	28,4	26,31	0,926408
3	01.03.2001	844,36	591,73	1195,12	1455,39	1361,52	924,21	1001,32	1169,52	28,62	26,29	0,918588
4	02.04.2001	856,69	557,9	1129,27	1361,09	1224,41	842,12	823,09	1106,81	28,74	25,29	0,879958
5	01.05.2001	924,97	596,1	1185,7	1438,69	1333,08	932,79	794,17	1140,67	28,83	25,67	0,890392
6	01.06.2001	953,18	579,91	1170,7	1361,2	1258,84	920,87	826,53	1114,54	29,14	24,82	0,85175
7	02.07.2001	892,74	581,14	1104,67	1421,38	1259,1	869,38	777,6	1000,63	29,07	24,57	0,845201
8	01.08.2001	874,46	551,83	1063,04	1342,82	1272,75	847,68	738,23	1042,7	29,32	25,68	0,875853
9	03.09.2001	771,4	516,63	982,59	1289,2	1148	781,75	681,11	1028,86	29,41	27,01	0,918395
10	01.10.2001	785,72	437,44	876,15	1083,68	818,64	568,93	611,95	944,68	29,39	26,86	0,913916
11	01.11.2001	829,36	464,99	906,19	1110,48	1018,88	638,4	669,82	989,83	29,68	26,89	0,905997
12	03.12.2001	865,08	489,54	952,03	1124,99	1155,87	696,04	710,63	1018,57	30,1372	26,6172	0,883201
13	02.01.2002	892,15	497,53	995,2	1135	1258,89	728,45	729,48	1036,57	30,1372	27,229	0,903501
14	01.02.2002	947,28	501,37	1011,81	1122,71	1227,67	754,12	715,57	1047,37	30,6797	26,4306	0,861501
15	01.03.2002	948,6	499	1018,53	1102,12	1190,66	826,65	719,33	1085,68	30,9404	26,7634	0,864999
16	02.04.2002	992,79	528,6	1071,25	1176,13	1331,01	866,67	735,98	1097,68	31,1192	27,1515	0,8725
17	02.05.2002	1017,36	503,23	1032,83	1104,79	1315,39	877,53	779,08	1073,22	31,1951	28,1785	0,903299
18	03.06.2002	997,49	478,05	987,82	1054,51	1233,69	867,16	738,31	1021,27	31,3058	29,3711	0,9382
19	01.07.2002	911,97	438,93	920,37	959,67	1079,05	782,58	695,84	994,28	31,4471	31,0792	0,988301
20	01.08.2002	837,21	342,04	739,32	699,66	843,32	705,99	682,76	994,28	31,4568	30,8717	0,9814
21	02.09.2002	857,42	363,9	778,96	778,69	784,68	694,11	590,7	952,58	31,5673	31,0938	0,985
22	01.10.2002	798,01	305,05	689,56	582,14	601,02	599,27	518,61	920,84	31,6827	31,1409	0,982899
23	01.11.2002	859,33	339,11	722,41	692,29	708,87	698,44	566,86	922,19	31,7701	31,3666	0,987299
24	02.12.2002	849,27	361,16	767,92	773,24	864,64	727,31	636,07	914,42	31,8424	31,6736	0,994699
25	02.01.2003	838,65	337,26	691,31	710,63	711,2	664,14	610,01	887,02	31,7844	33,2719	1,0468
26	03.02.2003	824,31	298,99	623,54	636,43	623,16	630,34	604,19	822,1	31,8345	34,429	1,0815
27	03.03.2003	820,56	267,54	559,53	568,44	603,09	600,99	521,23	715,94	31,5729	33,9409	1,075001
28	01.04.2003	821,28	252,57	563,85	504,02	572,31	528,09	508,36	761,27	31,3801	33,9815	1,0829
29	02.05.2003	812,44	279,33	590,41	598,52	662,85	619,95	586,42	766,02	31,1021	34,5513	1,110899
30	02.06.2003	786,55	286,18	617,94	609,55	682,42	651,76	579,92	747,27	30,709	36,4669	1,187499
31	01.07.2003	804,84	285,11	626,29	618,56	642,37	663,07	611,63	738,43	30,3809	34,7223	1,142899
32	01.08.2003	834,95	314,74	681,68	700,16	735,1	716,35	656,23	754,27	30,2791	34,3395	1,134099
33	01.09.2003	863,61	337,11	722,81	705,67	905,74	791,77	693,43	748,72	30,5036	33,2001	1,088399
34	01.10.2003	816,88	311,58	677,92	652,72	794,86	746,79	702,02	743,55	30,6142	35,6043	1,163
35	03.11.2003	862,39	340,7	738,33	729,19	950,76	825,94	707,62	876,72	29,8584	34,7992	1,165474
36	01.12.2003	839,67	337,08	740,91	725,16	969	817,56	692,44	873,41	29,7387	35,5021	1,193801
37	02.01.2004	812,22	342,76	737,23	746,94	950,54	814,98	712,52	871,19	29,4545	37,0979	1,259499
38	02.02.2004	822,04	355,47	771,95	790,35	967,15	817,46	747,65	980,95	28,4937	35,3635	1,241099
39	01.03.2004	823,26	358,63	801,49	780,19	971,68	863,75	780,92	950,84	28,5156	35,5076	1,245199
40	01.04.2004	843,39	342,46	773,07	743,24	954,43	850,94	745,42	944,89	28,5151	34,9082	1,224201
41	03.05.2004	865,42	343,62	786,45	740,55	926,34	873,9	788,07	920,44	28,9612	34,6289	1,1957
42	01.06.2004	825,66	331,88	763,27	712,12	877,5	849,05	774,31	831,16	28,9993	35,3907	1,220398
43	01.07.2004	850,26	345,87	793,59	750,95	895,82	879,9	811,41	811,99	29,0471	35,0889	1,208
44	02.08.2004	828,34	325,87	764,51	730,74	806,58	869,44	823,96	791,56	29,1019	35,0532	1,204499
45	01.09.2004	783,02	325,27	765,48	750,82	784,16	851,94	815,74	784,94	29,2591	35,3713	1,208899
46	01.10.2004	807,71	330,87	795,56	779,6	783,16	866,28	900,25	784,25	29,2224	36,0312	1,232999
47	01.11.2004	791,73	331,16	782,77	782,45	772,13	848,16	912,54	802,94	28,7655	36,6472	1,273998
48	01.12.2004	829,32	342,75	823,91	800,99	818,43	830,2	901,18	818,95	28,1496	37,3264	1,326001
49	03.01.2005	863,65	351,91	816,32	844,32	831,6	867,43	928,93	817,38	27,7487	37,8409	1,3637
50	01.02.2005	878,19	364,41	849,87	857,31	867,99	873,73	955,21	861,96	28,1136	36,5899	1,301502
51	01.03.2005	894,68	375,71	897	882,9	901,71	915,23	1006,79	888,92	27,7007	36,72	1,325598
52	01.04.2005	873,43	368,2	890,3	859,46	882,64	919,79	1017,66	842,91	27,8548	36,0274	1,2934
53	02.05.2005	841,42	348,37	844,03	818,67	814,94	868,34	988,42	822,79	27,7726	36,0072	1,296501
54	01.06.2005	923,94	371,52	870,49	870,56	895,01	936,29	941,52	790,21	28,1946	34,9134	1,238301
55	01.07.2005	919,01	388,26	893,83	905,76	903,83	975,4	939,23	771,31	28,6282	34,6258	1,2095
56	01.08.2005	919,19	396,96	922,53	939,01	959,55	1013,1	985,42	837,17	28,6341	34,716	1,212401
57	01.09.2005	881,18	389,88	925,76	896,95	923,75	978,79	946,36	956,8	28,5566	34,879	1,221399
58	03.10.2005	911,06	407,84	955,64	944,86	966,27	1049,95	1069,95	982,45	28,5348	34,3074	1,2023
59	01.11.2005	921,6	394,62	933,2	926,68	925,13	975,58	1032,42	967,87	28,503	34,3946	1,206701
60	01.12.2005	1016,39	426,17	1010,4	1015,29	1010,99	1010,45	1006,87	996,9	28,7792	33,9393	1,1793
61	02.01.2006	1055,37	440,52	1042,72	1064,99	1094,24	1038,33	1020,29	993,6	28,7825	34,185	1,187701
62	01.02.2006	1103,51	455,7	1072,84	1093,52	1169,7	1073,95	1089,53	1008,8	28,1305	34,0492	1,210402
63	01.03.2006	1112,47	461,7	1098,75	1152,03	1245,7	1115,74	1091,7	1041,57	28,1211	33,3291	1,185199
64	03.04.2006	1119,03	471,33	1108,05	1184,29	1321,71	1166,28	1090	1178,54	27,6996	33,6273	1,213999
65	02.05.2006	1113,04	470,13	1106	1152,85	1368,52	1180,98	1118,83	1352,17	27,2739	34,1906	1,253601
66	01.06.2006	1028,2	441,58	1077,47	1080,04	1283,5	1104,37	1055,72	1290,46	26,9355	34,7064	1,2885
67	03.07.2006	1038,78	443,47	1103,33	1078,95	1260,75	1119,68	1071,04	1280,41	26,9423	34,2383	1,270801
68	01.08.2006	1086,43	449,96	1104,53	1084,28	1198,95	1125,69	1153,02	1265,16	26,8197	34,2112	1,2756
69	01.09.2006	1105,96	470,93	1172,65	1162,92	1239,58	1184,4	1138,63	1308,17	26,7295	34,318	1,2839
70	02.10.2006	1125,8	482,9	1245,11	1199,02	1257,25	1193,26	1209,34	1305,7	26,7799	33,9783	1,268799
71	01.11.2006	1124,88	486,05	1298,91	1207,13	1310,31	1222,62	1261,51	1317,08	26,7811	33,9852	1,268999
72	01.12.2006	1162,68	473,32	1264,73	1138,9	1304,86	1198,19	1358,79	1283,56	26,3081	34,6899	1,318601
73	02.01.2007	1204,92	501	1346,8	1237,85	1438,08	1267,13	1376,69	1316,41	26,3311	34,6965	1,3177
74	01.02.2007	1232,24	505,59	1394,44	1244,83	1481,14	1302,07	1365,68	1387,3	26,5484	34,3802	1,295001
75	01.03.2007	1138,69	481,96	1340,9	1216,91	1424,63	1289,37	1427,2	1344,31	26,1481	34,539	1,320899
76	02.04.2007	1230,79	512,02	1443,71	1306,57	1511,55	1331,97	1504,14	1422,15	26,0113	34,6861	1,333501
77	02.05.2007	1271,72	532,23	1515,84	1375,39	1548,13	1400,12	1601,66	1480,17	25,6851	35,0653	1,3652
78	01.06.2007	1307,78	543,93	1547,72	1347,13	1614	1438,33	1710,16	1447,89	25,9043	34,8128	1,3439
79	02.07.2007	1328,18	549,84	1491,32	1301,93	1640,36	1431,67	1630,72	1411,95	25,8162	34,715	1,344698
80	01.08.2007	1310,47	524,45	1455,7	1231,5	1523,49	1327,07	1634,47	1471,57	25,5448	35,0015	1,370201
81	03.09.2007	1326,15	525,36	1465,08	1219,63	1448,67	1341,07	1696,45	1390,54	25,6262	35,0233	1,366699
82	01.10.2007	1344,56	545,57	1464,76	1259,81	1375,37	1376,76	1746,46	1383,86	24,8784	35,4443	1,424702
83	01.11.2007	1348,83	540,92	1443,45	1224,3	1369,42	1400,01	1834,33	1397,25	24,6724	35,6492	1,444902
84	03.12.2007	1324,74	502,88	1393,86	1074,59	1282,86	1347,11	1662,65	1377,08	24,4171	36,0055	1,474602
85	02.01.2008	1347,72	509,77	1393,17	1066,53	1267,56	1338,55	1603,64	1268,7	24,5462	35,9332	1,463901
86	01.02.2008	1213,49	451,61	1273,84	945,5	1152,04	1166,05	1587,9	1140,03	24,4262	36,29	1,4857
87	03.03.2008	1145,62	441,48	1226,49	925,41	1188,78	1120,25	1676,09	1157,32	24,0023	36,5099	1,5211
88	01.04.2008	1180,98	453,62	1279,78	1006,62	1236,07	1175,2	1602,19	1216,8	23,5027	37,0873	1,578002
89	02.05.2008	1181,07	481,21	1310,73	1034,83	1279,06	1157,63	1536,91	1197,83	23,6588	36,8959	1,5595
90	02.06.2008	1145,27	479,15	1259,66	975,81	1290,58	1124,99	1381,31	1202,04	23,7473	36,8701	1,552602
91	01.07.2008	995,52	414,52	1084,85	772,8	1071,63	960,54	1274,92	1093,53	23,4068	36,971	1,579498
92	01.08.2008	957,73	394,53	1065,25	769,06	1047,6	960,88	1247,61	1130,29	23,4186	36,5752	1,561801
93	01.09.2008	1030,47	412,09	1164,08	790,15	1175,96	1018,92	1383,15	1014,17	24,667	36,1248	1,464499
94	01.10.2008	987,7	334,24	1083,55	587,07	963,69	963,49	1221,48	976,06	25,3718	36,4999	1,438601
95	03.11.2008	874,21	273,01	1013,82	338,58	794,01	801,6	973,78	897,06	27,0981	34,4092	1,269801
96	01.12.2008	749,78	235,5	914,91	279,5	672,69	721,49	602,01	646,88	29,3804	41,4411	1,410502
97	02.01.2009	815,25	258,23	982,43	337,85	691,15	783,95	831,73	806,88	35,4146	45,6636	1,2894
98	02.02.2009	788,89	245,96	943,84	304,59	652,17	660,69	885,24	771,4	35,7205	45,3543	1,269699
99	02.03.2009	688,15	208,84	899,76	226,21	545,26	612,42	934,7	683,79	34,0134	44,9419	1,3213
100	01.04.2009	689,85	220,7	870,41	269,55	622,74	667,74	970,16	642,14	33,2491	43,8389	1,318499
101	04.05.2009	758,83	251,47	920,73	346,3	745,27	770,05	1102,23	711,91	32,974	43,9939	1,3342
102	01.06.2009	813,63	268,42	963,48	369,26	780,84	777,88	1147,87	710,5	30,7441	43,4875	1,414499
103	01.07.2009	820,49	260,29	903,43	358,8	754,96	767,32	1248,77	688,61	31,0385	43,8512	1,4128
104	03.08.2009	906,61	287,49	893,21	416,66	868,57	858,09	1268,66	692,82	31,1533	43,9978	1,4123
105	01.09.2009	902,04	291	929,12	442,1	933,6	862,29	1355,94	744,01	31,8397	45,4321	1,426901
106	01.10.2009	941,57	305,74	966,94	481,58	972,1	890,99	1414,96	788,91	30,0621	43,8245	1,457799
107	02.11.2009	988,37	302,82	984,15	434,09	962,82	917,01	1493,07	773,34	29,2337	43,1606	1,476399
108	01.12.2009	1024,29	315,44	1003,61	439,69	1055,97	928,98	1570,86	779,45	29,0687	43,7658	1,505599
109	04.01.2010	1117,68	343,03	1059,37	448,76	1146,11	996,47	1697,54	806,96	30,1851	43,4606	1,439803
110	01.02.2010	1125,11	331,31	1057,92	442,18	1127,33	981,41	1666,96	814,57	30,3996	42,219	1,388801
111	01.03.2010	1142,6	324,37	1023,91	432,55	1069,5	969,32	1726,53	808,81	29,93	40,7377	1,361099
112	01.04.2010	1196,45	351,44	1120,61	465,69	1178,44	1037,68	1721,81	807,36	29,4956	39,5713	1,3416
113	03.05.2010	1193,84	346,94	1130,41	432,41	1239,36	1030,56	1705,15	774,61	29,1537	38,6986	1,327399
114	01.06.2010	1163,26	321,21	1083,18	395,24	1105,59	992,23	1812,16	728,17	30,74	37,8133	1,230101
115	01.07.2010	1141,02	307,87	1077,33	374,88	1073,53	1005,66	1804,97	729,86	31,3703	38,3031	1,220999
116	02.08.2010	1170,72	339,66	1130,86	446,61	1175,51	1074,28	1907,52	677,62	30,1861	39,4653	1,3074
117	01.09.2010	1132,32	325,52	1088,53	429,22	1109,35	1077,5	1970,49	693,12	30,8669	39,0127	1,263901
118	01.10.2010	1143,91	333,78	1089,84	444,81	1147,73	1119,26	1970,35	682,33	30,5126	41,4392	1,358101
119	01.11.2010	1120,08	339,35	1140,13	460,72	1163,28	1175,95	2089,05	732,58	30,7738	42,9848	1,396799
120	01.12.2010	1128,26	335,8	1104,93	428,43	1211,47	1189,42	1982,99	755,77	31,3335	41,0814	1,311102
121	03.01.2011	1207,35	359,86	1156,36	450,46	1293,09	1244,5	1998,72	822,13	30,3505	40,4876	1,334001
122	01.02.2011	1148,54	367,11	1164,98	491,56	1295,07	1213,03	1878,87	776,67	29,8018	40,5811	1,3617
123	01.03.2011	1163,89	367,95	1128,87	500,4	1266,45	1203,35	1911,44	805,04	28,9028	39,8136	1,3775
124	01.04.2011	1166,96	369,45	1113,88	510,56	1294,95	1195,34	1933,38	813,92	28,5162	40,3875	1,4163
125	02.05.2011	1156,66	361,56	1101,16	507,47	1238,12	1261,24	2028,42	803,89	27,3348	40,8078	1,492888
126	01.06.2011	1155,66	345,95	1107,87	473,84	1200,8	1270,1	1970,57	797,82	27,9805	40,2444	1,438302
127	01.07.2011	1134,28	342,82	1073,58	481,58	1116,74	1311,86	1892,68	752	27,8726	40,4153	1,450001
128	01.08.2011	1104,87	324,59	1008,45	427,43	1034,18	1264,69	1885,27	749,93	27,5204	39,6431	1,440499
129	01.09.2011	1055,55	293,96	914,48	378,26	902,87	1181,73	1815,99	729,98	28,9278	41,7631	1,443701

Приложение 18 Коэфиициенты корреляции

Коэффициент Пирсона

C	AEX_CG	AEX	AEX_CS	AEX_F	AEX_I	CAC_CG	BEL_CG	PSI_CG	cross_curs
AEX_CG		0,4291	0,8299	0,2262	0,7686	0,9104	0,8145	0,5360	0,4873
		(129)	(129)	(129)	(129)	(129)	(129)	(129)	(129)
		0,0000	0,0000	0,0099	0,0000	0,0000	0,0000	0,0000	0,0000
AEX	0,4291		0,6805	0,9407	0,8203	0,4576	0,0640	0,8343	-0,3118
	(129)		(129)	(129)	(129)	(129)	(129)	(129)	(129)
	0,0000		0,0000	0,0000	0,0000	0,0000	0,4714	0,0000	0,0003
AEX_CS	0,8299	0,6805		0,4889	0,8803	0,8411	0,6723	0,7191	0,3365
	(129)	(129)		(129)	(129)	(129)	(129)	(129)	(129)
	0,0000	0,0000		0,0000	0,0000	0,0000	0,0000	0,0000	0,0001
AEX_F	0,2262	0,9407	0,4889		0,6438	0,2998	-0,1896	0,8310	-0,4062
	(129)	(129)	(129)		(129)	(129)	(129)	(129)	(129)
	0,0099	0,0000	0,0000		0,0000	0,0006	0,0314	0,0000	0,0000
AEX_I	0,7686	0,8203	0,8803	0,6438		0,7783	0,5334	0,7400	0,0750
	(129)	(129)	(129)	(129)		(129)	(129)	(129)	(129)
	0,0000	0,0000	0,0000	0,0000		0,0000	0,0000	0,0000	0,3985
CAC_CG	0,9104	0,4576	0,8411	0,2998	0,7783		0,7996	0,5622	0,5499
	(129)	(129)	(129)	(129)	(129)		(129)	(129)	(129)
	0,0000	0,0000	0,0000	0,0006	0,0000		0,0000	0,0000	0,0000
BEL_CG	0,8145	0,0640	0,6723	-0,1896	0,5334	0,7996		0,1028	0,6925
	(129)	(129)	(129)	(129)	(129)	(129)		(129)	(129)
	0,0000	0,4714	0,0000	0,0314	0,0000	0,0000		0,2465	0,0000
PSI_CG	0,5360	0,8343	0,7191	0,8310	0,7400	0,5622	0,1028		-0,0206
	(129)	(129)	(129)	(129)	(129)	(129)	(129)		(129)
	0,0000	0,0000	0,0000	0,0000	0,0000	0,0000	0,2465		0,8170
cross_curs	0,4873	-0,3118	0,3365	-0,4062	0,0750	0,5499	0,6925	-0,0206
	(129)	(129)	(129)	(129)	(129)	(129)	(129)	(129)
	0,0000	0,0003	0,0001	0,0000	0,3985	0,0000	0,0000	0,8170

Коэффициент ранговой корреляции Спирмана

Spearman Rank Correlations

	AEX_CG	AEX	AEX_CS	AEX_F	AEX_I	CAC_CG	BEL_CG	PSI_CG	cross_curs
AEX_CG		0,4831	0,8228	0,2481	0,7738	0,8999	0,8022	0,4334	0,5096
		(129)	(129)	(129)	(129)	(129)	(129)	(129)	(129)
		0,0000	0,0000	0,0050	0,0000	0,0000	0,0000	0,0000	0,0000
AEX	0,4831		0,6683	0,9256	0,8213	0,4861	0,1282	0,8724	-0,1696
	(129)		(129)	(129)	(129)	(129)	(129)	(129)	(129)
	0,0000		0,0000	0,0000	0,0000	0,0000	0,1468	0,0000	0,0550
AEX_CS	0,8228	0,6683		0,4579	0,8870	0,8245	0,7271	0,5976	0,4119
	(129)	(129)		(129)	(129)	(129)	(129)	(129)	(129)
	0,0000	0,0000		0,0000	0,0000	0,0000	0,0000	0,0000	0,0000
AEX_F	0,2481	0,9256	0,4579		0,6424	0,3000	-0,1247	0,8717	-0,3348
	(129)	(129)	(129)		(129)	(129)	(129)	(129)	(129)
	0,0050	0,0000	0,0000		0,0000	0,0007	0,1583	0,0000	0,0002
AEX_I	0,7738	0,8213	0,8870	0,6424		0,7584	0,5405	0,7063	0,1526
	(129)	(129)	(129)	(129)		(129)	(129)	(129)	(129)
	0,0000	0,0000	0,0000	0,0000		0,0000	0,0000	0,0000	0,0843
CAC_CG	0,8999	0,4861	0,8245	0,3000	0,7584		0,8450	0,4379	0,5705
	(129)	(129)	(129)	(129)	(129)		(129)	(129)	(129)
	0,0000	0,0000	0,0000	0,0007	0,0000		0,0000	0,0000	0,0000
BEL_CG	0,8022	0,1282	0,7271	-0,1247	0,5405	0,8450		0,0514	0,7629
	(129)	(129)	(129)	(129)	(129)	(129)		(129)	(129)
	0,0000	0,1468	0,0000	0,1583	0,0000	0,0000		0,5611	0,0000
PSI_CG	0,4334	0,8724	0,5976	0,8717	0,7063	0,4379	0,0514		-0,0718
	(129)	(129)	(129)	(129)	(129)	(129)	(129)		(129)
	0,0000	0,0000	0,0000	0,0000	0,0000	0,0000	0,5611		0,4167
cross_curs	0,5096	-0,1696	0,4119	-0,3348	0,1526	0,5705	0,7629	-0,0718
	(129)	(129)	(129)	(129)	(129)	(129)	(129)	(129)
	0,0000	0,0550	0,0000	0,0002	0,0843	0,0000	0,0000	0,4167

Коэффициент ранговой корреляции Кэндала

Kendall Rank Correlations

	AEX_CG	AEX	AEX_CS	AEX_F	AEX_I	CAC_CG	BEL_CG	PSI_CG	cross_curs
AEX_CG		0,3677	0,6456	0,2068	0,5945	0,7158	0,5845	0,3291	0,3266
		(129)	(129)	(129)	(129)	(129)	(129)	(129)	(129)
		0,0000	0,0000	0,0005	0,0000	0,0000	0,0000	0,0000	0,0000
AEX	0,3677		0,4993	0,7877	0,6328	0,3704	0,1131	0,6765	-0,1071
	(129)		(129)	(129)	(129)	(129)	(129)	(129)	(129)
	0,0000		0,0000	0,0000	0,0000	0,0000	0,0572	0,0000	0,0719
AEX_CS	0,6456	0,4993		0,3645	0,7037	0,6468	0,5392	0,4490	0,2875
	(129)	(129)		(129)	(129)	(129)	(129)	(129)	(129)
	0,0000	0,0000		0,0000	0,0000	0,0000	0,0000	0,0000	0,0000
AEX_F	0,2068	0,7877	0,3645		0,4888	0,2458	-0,0139	0,6830	-0,2029
	(129)	(129)	(129)		(129)	(129)	(129)	(129)	(129)
	0,0005	0,0000	0,0000		0,0000	0,0000	0,8149	0,0000	0,0006
AEX_I	0,5945	0,6328	0,7037	0,4888		0,5986	0,3767	0,5350	0,1076
	(129)	(129)	(129)	(129)		(129)	(129)	(129)	(129)
	0,0000	0,0000	0,0000	0,0000		0,0000	0,0000	0,0000	0,0706
CAC_CG	0,7158	0,3704	0,6468	0,2458	0,5986		0,6613	0,3197	0,3854
	(129)	(129)	(129)	(129)	(129)		(129)	(129)	(129)
	0,0000	0,0000	0,0000	0,0000	0,0000		0,0000	0,0000	0,0000
BEL_CG	0,5845	0,1131	0,5392	-0,0139	0,3767	0,6613		0,0769	0,5366
	(129)	(129)	(129)	(129)	(129)	(129)		(129)	(129)
	0,0000	0,0572	0,0000	0,8149	0,0000	0,0000		0,1961	0,0000
PSI_CG	0,3291	0,6765	0,4490	0,6830	0,5350	0,3197	0,0769		-0,0813
	(129)	(129)	(129)	(129)	(129)	(129)	(129)		(129)
	0,0000	0,0000	0,0000	0,0000	0,0000	0,0000	0,1961		0,1719
cross_curs	0,3266	-0,1071	0,2875	-0,2029	0,1076	0,3854	0,5366	-0,0813
	(129)	(129)	(129)	(129)	(129)	(129)	(129)	(129)
	0,0000	0,0719	0,0000	0,0006	0,0706	0,0000	0,0000	0,1719

Приложение 19

Проверка гипотез об однородности и наличии тенденции для показателя CAC CONSUMER GOODS

Comparison of Standard Deviations for CAC_CG

	time>64=0	time>64=1
Standard deviation	135,659	209,095
Variance	18403,4	43720,7
Df	63	63

Ratio of Variances = 0,420932

95,0% Confidence Intervals

Standard deviation of time>64=0: [115,554; 164,3]

Standard deviation of time>64=1: [178,106; 253,239]

Ratio of Variances: [0,255727; 0,692862]

F-test to Compare Standard Deviations

Null hypothesis: sigma1 = sigma2

Alt. hypothesis: sigma1 NE sigma2

F = 0,420932 P-value = 0,000753368

Reject the null hypothesis for alpha = 0,05.

Comparison of Means for CAC_CG

95,0% confidence interval for mean of time>64=0: 831,456 +/- 33,8867 [797,57; 865,343]

95,0% confidence interval for mean of time>64=1: 1096,92 +/- 52,2304 [1044,69; 1149,15]

95,0% confidence interval for the difference between the means

not assuming equal variances: -265,461 +/- 61,7561 [-327,217; -203,705]

t test to compare means

Null hypothesis: mean1 = mean2

Alt. hypothesis: mean1 NE mean2

not assuming equal variances: t = -8,52042 P-value = 1,21106E-7

Reject the null hypothesis for alpha = 0,05.

Приложение 20

Периодограмма показателя CAC CONSUMER GOODS

Periodogram for CAC_CG

				Cumulative	Integrated
i	Frequency	Period	Ordinate	Sum	Periodogram
0	0,0		3,67069E-23	3,67069E-23	5,90542E-30
1	0,00775194	129,0	2,21325E6	2,21325E6	0,356068
2	0,0155039	64,5	1,69555E6	3,9088E6	0,628848
3	0,0232558	43,0	1,44058E6	5,34938E6	0,860609
4	0,0310078	32,25	201724,	5,5511E6	0,893062
5	0,0387597	25,8	2059,51	5,55316E6	0,893394
6	0,0465116	21,5	226956,	5,78011E6	0,929906
7	0,0542636	18,4286	76673,1	5,85679E6	0,942241
8	0,0620155	16,125	7551,86	5,86434E6	0,943456
9	0,0697674	14,3333	24503,3	5,88884E6	0,947399
10	0,0775194	12,9	6839,67	5,89568E6	0,948499
11	0,0852713	11,7273	7236,97	5,90292E6	0,949663
12	0,0930233	10,75	12686,9	5,91561E6	0,951704
13	0,100775	9,92308	26636,7	5,94224E6	0,95599
14	0,108527	9,21429	28614,0	5,97086E6	0,960593
15	0,116279	8,6	53930,3	6,02479E6	0,969269
16	0,124031	8,0625	27012,0	6,0518E6	0,973615
17	0,131783	7,58824	368,643	6,05217E6	0,973674
18	0,139535	7,16667	7123,18	6,05929E6	0,97482
19	0,147287	6,78947	1898,08	6,06119E6	0,975126
20	0,155039	6,45	24329,7	6,08552E6	0,97904
21	0,162791	6,14286	1228,08	6,08675E6	0,979237
22	0,170543	5,86364	2928,62	6,08968E6	0,979709
23	0,178295	5,6087	964,671	6,09064E6	0,979864
24	0,186047	5,375	11385,4	6,10203E6	0,981695
25	0,193798	5,16	295,239	6,10232E6	0,981743
26	0,20155	4,96154	7371,98	6,10969E6	0,982929
27	0,209302	4,77778	10076,7	6,11977E6	0,98455
28	0,217054	4,60714	1618,27	6,12139E6	0,98481
29	0,224806	4,44828	3704,83	6,12509E6	0,985406
30	0,232558	4,3	3341,24	6,12843E6	0,985944
31	0,24031	4,16129	277,568	6,12871E6	0,985989
32	0,248062	4,03125	8380,38	6,13709E6	0,987337
33	0,255814	3,90909	10865,8	6,14796E6	0,989085
34	0,263566	3,79412	6636,9	6,15459E6	0,990153
35	0,271318	3,68571	1785,7	6,15638E6	0,99044
36	0,27907	3,58333	740,597	6,15712E6	0,990559
37	0,286822	3,48649	1753,92	6,15887E6	0,990841
38	0,294574	3,39474	1633,28	6,16051E6	0,991104
39	0,302326	3,30769	1220,54	6,16173E6	0,9913
40	0,310078	3,225	1680,8	6,16341E6	0,991571
41	0,317829	3,14634	4133,15	6,16754E6	0,992236
42	0,325581	3,07143	13483,7	6,18103E6	0,994405
43	0,333333	3,0	1041,01	6,18207E6	0,994573
44	0,341085	2,93182	6219,77	6,18829E6	0,995573
45	0,348837	2,86667	1217,52	6,1895E6	0,995769
46	0,356589	2,80435	436,221	6,18994E6	0,995839
47	0,364341	2,74468	4404,47	6,19435E6	0,996548
48	0,372093	2,6875	554,853	6,1949E6	0,996637
49	0,379845	2,63265	728,492	6,19563E6	0,996754
50	0,387597	2,58	537,819	6,19617E6	0,996841
51	0,395349	2,52941	795,501	6,19696E6	0,996969
52	0,403101	2,48077	165,95	6,19713E6	0,996995
53	0,410853	2,43396	1518,44	6,19865E6	0,99724
54	0,418605	2,38889	1319,73	6,19997E6	0,997452
55	0,426357	2,34545	73,3068	6,20004E6	0,997464
56	0,434109	2,30357	4261,23	6,2043E6	0,998149
57	0,44186	2,26316	593,962	6,20489E6	0,998245
58	0,449612	2,22414	1537,35	6,20643E6	0,998492
59	0,457364	2,18644	461,904	6,20689E6	0,998567
60	0,465116	2,15	2890,03	6,20978E6	0,999032
61	0,472868	2,11475	410,266	6,21019E6	0,999098
62	0,48062	2,08065	3189,98	6,21338E6	0,999611
63	0,488372	2,04762	1233,78	6,21462E6	0,999809
64	0,496124	2,01562	1185,45	6,2158E6	1,0

Приложение 21

Тест Энгла-Грейнджера на коинтергацию

Тест Дикки-Фуллера для определения порядка интеграции

Multiple Regression - deltaAEX_CG

Dependent variable: deltaAEX_CG

Independent variables:

lag(AEX_CG;1)

lag(deltaAEX_CG;1)

lag(deltaAEX_CG;2)

lag(deltaAEX_CG;3)

Lag(deltaAEX_CG;4)

lag(deltaAEX_CG;5)

Lag(deltaAEX_CG;6)

lag(deltaAEX_CG;7)

time

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
CONSTANT	68,6943	29,6028	2,32053	0,0222
lag(AEX_CG;1)	-0,0844604	0,0346341	-2,43864	0,0164
lag(deltaAEX_CG;1)	0,128385	0,0948775	1,35316	0,1789
lag(deltaAEX_CG;2)	0,0157875	0,0939197	0,168096	0,8668
lag(deltaAEX_CG;3)	0,0863643	0,0945227	0,913689	0,3630
Lag(deltaAEX_CG;4)	0,159875	0,0949763	1,68332	0,0953
lag(deltaAEX_CG;5)	0,194172	0,0962141	2,01812	0,0461
Lag(deltaAEX_CG;6)	-0,0673345	0,0976099	-0,689833	0,4918
lag(deltaAEX_CG;7)	-0,0212122	0,0968047	-0,219124	0,8270
time	0,240868	0,157815	1,52627	0,1299

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	33245,1	9	3693,9	1,68	0,1025
Residual	232893,	106	2197,1
Total (Corr.)	266138,	115

R-squared = 12,4917 percent

R-squared (adjusted for d.f.) = 5,06173 percent

Standard Error of Est. = 46,8733

Mean absolute error = 35,2461

Durbin-Watson statistic = 1,94276 (P=0,3797)

Lag 1 residual autocorrelation = 0,00102436

Multiple Regression - deltaCAC_CG

Dependent variable: deltaCAC_CG

Independent variables:

lag(CAC_CG;1)

lag(deltaCAC_CG;1)

lag(deltaCAC_CG;2)

lag(deltaCAC_CG;3)

lag(deltaCAC_CG;4)

lag(deltaCAC_CG;5)

lag(deltaCAC_CG;6)

lag(deltaCAC_CG;7)

lag(deltaCAC_CG;8)

time

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
CONSTANT	55,6472	26,7218	2,08246	0,0398
lag(CAC_CG;1)	-0,0721638	0,0324657	-2,22277	0,0284
lag(deltaCAC_CG;1)	0,140044	0,0956943	1,46345	0,1464
lag(deltaCAC_CG;2)	-0,05683	0,096232	-0,590552	0,5561
lag(deltaCAC_CG;3)	0,0992932	0,0963038	1,03104	0,3049
lag(deltaCAC_CG;4)	0,155561	0,0966152	1,61011	0,1104
lag(deltaCAC_CG;5)	-0,0443866	0,0962075	-0,461364	0,6455
lag(deltaCAC_CG;6)	0,13721	0,0954925	1,43687	0,1538
lag(deltaCAC_CG;7)	-0,0201028	0,0956609	-0,210147	0,8340
lag(deltaCAC_CG;8)	0,075203	0,0955753	0,786846	0,4332
time	0,236836	0,193694	1,22274	0,2242

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	36275,0	10	3627,5	1,09	0,3799
Residual	347465,	104	3341,01
Total (Corr.)	383740,	114

R-squared = 9,45302 percent

R-squared (adjusted for d.f.) = 0,746575 percent

Standard Error of Est. = 57,8014

Mean absolute error = 42,9274

Durbin-Watson statistic = 2,00491 (P=0,5104)

Lag 1 residual autocorrelation = -0,0529841

Проверка первх разностей на стационарность

Multiple Regression - deltaAEX_CG-lag(deltaAEX_CG;1)

Dependent variable: deltaAEX_CG-lag(deltaAEX_CG;1)

Independent variables:

lag(deltaAEX_CG;1)

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
lag(deltaAEX_CG;1)	-0,890819	0,0897027	-9,93079	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	223471,	1	223471,	98,62	0,0000
Residual	274182,	121	2265,97
Total	497653,	122

R-squared = 44,905 percent

R-squared (adjusted for d.f.) = 44,905 percent

Standard Error of Est. = 47,6022

Mean absolute error = 36,62

Durbin-Watson statistic = 1,96423

Lag 1 residual autocorrelation = 0,0150171

Multiple Regression - deltaCAC_CG-lag(deltaCAC_CG;1)

Dependent variable: deltaCAC_CG-lag(deltaCAC_CG;1)

Independent variables:

lag(deltaCAC_CG;1)

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
lag(deltaCAC_CG;1)	-0,923527	0,0905732	-10,1965	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	348368,	1	348368,	103,97	0,0000
Residual	405437,	121	3350,72
Total	753805,	122

R-squared = 46,2146 percent

R-squared (adjusted for d.f.) = 46,2146 percent

Standard Error of Est. = 57,8854

Mean absolute error = 43,9473

Durbin-Watson statistic = 1,98964

Lag 1 residual autocorrelation = 0,00510001

Оценка регрессии коинтеграции

Multiple Regression - CAC_CG

Dependent variable: CAC_CG (closing)

Independent variables:

AEX_CG (closing)

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
CONSTANT	-205,916	47,9386	-4,29542	0,0000
AEX_CG	1,1864	0,0478456	24,7965	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	5,15172E6	1	5,15172E6	614,87	0,0000
Residual	1,06408E6	127	8378,61
Total (Corr.)	6,2158E6	128

R-squared = 82,881 percent

R-squared (adjusted for d.f.) = 82,7462 percent

Standard Error of Est. = 91,5347

Mean absolute error = 74,7647

Durbin-Watson statistic = 0,232837 (P=0,0000)

Lag 1 residual autocorrelation = 0,866555

CAC_CG = -205,916 + 1,1864*AEX_CG

Проверка ряда остатков на стационарность

Ряд остатков и первыя разности остатков:

RESIDUALS_CAC	delta RESIDUALS_CAC
133,859
84,347	-49,512
128,375	44,028
31,6566	-96,7184
41,3189	9,6623
-4,06949	-45,3884
16,1467	20,21619
16,1342	-0,0125
72,4749	56,3407
-157,334	-229,809
-139,639	17,695
-124,377	15,262
-124,083	0,294
-163,82	-39,737
-92,8558	70,9642
-105,263	-12,4072
-123,553	-18,29
-110,349	13,204
-93,4678	16,8812
-81,3623	12,1055
-117,22	-35,8577
-141,575	-24,355
-115,156	26,419
-74,3503	40,8057
-124,921	-50,5707
-141,708	-16,787
-166,609	-24,901
-240,363	-73,754
-138,015	102,348
-75,4891	62,5259
-85,8784	-10,3893
-68,321	17,5574
-26,9033	41,4177
-16,4427	10,4606
8,71407	25,15677
27,2892	18,57513
57,2759	29,9867
48,1054	-9,1705
92,948	44,8426
56,2557	-36,6923
53,0793	-3,1764
75,4007	22,3214
77,0651	1,6644
92,6111	15,546
128,879	36,2679
113,927	-14,952
114,765	0,838
52,2084	-62,5566
48,7092	-3,4992
37,7589	-10,9503
59,6951	21,9362
89,4662	29,7711
75,9929	-13,4733
46,0409	-29,952
90,9999	44,959
128,486	37,4861
139,272	10,786
174,982	35,71
88,1071	-86,8749
10,518	-77,5891
-7,84805	-18,3661
-29,3415	-21,4935
1,81832	31,15982
44,5755	42,75718
66,3821	21,8066
90,4265	24,0444
93,1844	2,7579
42,6623	-50,5221
78,2018	35,5395
63,5236	-14,6782
93,9751	30,4515
24,699	-69,2761
43,5253	18,8263
46,0528	2,5275
144,341	98,2882
77,6731	-66,6679
97,2636	19,5905
92,6919	-4,5717
61,8293	-30,8626
-21,7595	-83,5888
-26,3623	-4,6028
-12,514	13,8483
5,67003	18,18403
-18,6495	-24,3195
-54,4731	-35,8236
-67,7221	-13,249
-33,0009	34,7212
-20,0022	12,9987
-37,6789	-17,6767
-27,8457	9,8332
-14,6318	13,2139
30,5424	45,1742
2,2834	-28,259
-2,40413	-4,68753
-29,6492	-27,2451
37,865	67,5142
22,6511	-15,2139
-69,3353	-91,9864
1,91299	71,24829
55,2161	53,30311
75,688	20,4719
18,5031	-57,1849
-0,19563	-18,6987
-11,5987	-11,4031
-1,97682	9,62188
-20,1753	-18,1985
-49,679	-29,5037
-80,3246	-30,6456
-123,633	-43,3084
-147,508	-23,875
-180,348	-32,84
-175,876	4,472
-179,899	-4,023
-181,949	-2,05
-142,133	39,816
-108,75	33,383
-59,9718	48,7782
-31,9622	28,0096
52,9998	84,962
56,765	3,7652
18,0124	-38,7526
56,3148	38,3024
28,4235	-27,8913
16,7712	-11,6523
94,8912	78,12
104,938	10,0468
172,063	67,125
159,785	-12,278
135,338	-24,447

Multiple Regression - delta _res

Dependent variable: delta _res

Independent variables:

LAG(RESIDUALS_CAC;1)

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
CONSTANT	-0,113507	3,80222	-0,0298529	0,9762
LAG(RESIDUALS_CAC;1)	-0,118282	0,0420654	-2,81185	0,0057

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	14628,9	1	14628,9	7,91	0,0057
Residual	233129,	126	1850,23
Total (Corr.)	247758,	127

R-squared = 5,90451 percent

R-squared (adjusted for d.f.) = 5,15772 percent

Standard Error of Est. = 43,0143

Mean absolute error = 32,1183

Durbin-Watson statistic = 2,05774 (P=0,6273)

Lag 1 residual autocorrelation = -0,0313492

Построение моделей зависимости AEX_CG от других индексов

Multiple Regression - AEX_CG

Dependent variable: AEX_CG (closing)

Independent variables:

AEX_CS (closing)

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
CONSTANT	350,842	38,8957	9,02007	0,0000
AEX_CS	0,627143	0,0374128	16,7628	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	2,52075E6	1	2,52075E6	280,99	0,0000
Residual	1,1393E6	127	8970,9
Total (Corr.)	3,66005E6	128

R-squared = 68,8719 percent

R-squared (adjusted for d.f.) = 68,6268 percent

Standard Error of Est. = 94,7148

Mean absolute error = 71,3647

Durbin-Watson statistic = 0,116977 (P=0,0000)

Lag 1 residual autocorrelation = 0,892082

Multiple Regression - AEX_CG

Dependent variable: AEX_CG (closing)

Independent variables:

BEL_CG (closing)

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
CONSTANT	632,824	24,05	26,3129	0,0000
BEL_CG	0,306509	0,0193756	15,8193	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	2,42791E6	1	2,42791E6	250,25	0,0000
Residual	1,23214E6	127	9701,9
Total (Corr.)	3,66005E6	128

R-squared = 66,3354 percent

R-squared (adjusted for d.f.) = 66,0704 percent

Standard Error of Est. = 98,4982

Mean absolute error = 79,0796

Durbin-Watson statistic = 0,181259 (P=0,0000)

Lag 1 residual autocorrelation = 0,895253

Multiple Regression - AEX_CG

Dependent variable: AEX_CG (closing)

Independent variables:

AEX_I (closing)

		Standard	T
Parameter	Estimate	Error	Statistic	P-Value
CONSTANT	447,076	41,0512	10,8907	0,0000
AEX_I	0,507691	0,0374916	13,5415	0,0000

Analysis of Variance

Source	Sum of Squares	Df	Mean Square	F-Ratio	P-Value
Model	2,16241E6	1	2,16241E6	183,37	0,0000
Residual	1,49765E6	127	11792,5
Total (Corr.)	3,66005E6	128

R-squared = 59,0813 percent

R-squared (adjusted for d.f.) = 58,7591 percent

Standard Error of Est. = 108,593

Mean absolute error = 80,5798

Durbin-Watson statistic = 0,133148 (P=0,0000)

Lag 1 residual autocorrelation = 0,87944

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