- •Простое экспоненциальное сглаживание
- •Линейное экспоненциальное сглаживание
- •Квадратичное экспоненциальное сглаживание
- •Проверка на наличие основной тенденции
- •Анализ графика и периодограммы
- •Спектральный анализ остатков кривой Гомперца
- •Метод сезонной корректировки
- •Расчет разностей
- •Проверка гипотез для разности первого порядка
- •Сравнение моделей
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)
(C) ARIMA(3,4,2)
(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 |
Приложение 15
График и периодограмма для остатков кривой Гомперца
Periodogram for RESIDUALS_gomp
|
|
|
|
Cumulative |
Integrated |
i |
Frequency |
Period |
Ordinate |
Sum |
Periodogram |
0 |
0,0 |
|
8,33851E-28 |
8,33851E-28 |
3,25721E-34 |
1 |
0,00806452 |
124,0 |
194862, |
194862, |
0,0761174 |
2 |
0,016129 |
62,0 |
1,23982E6 |
1,43468E6 |
0,560417 |
3 |
0,0241935 |
41,3333 |
410434, |
1,84511E6 |
0,720742 |
4 |
0,0322581 |
31,0 |
283706, |
2,12882E6 |
0,831563 |
5 |
0,0403226 |
24,8 |
189224, |
2,31804E6 |
0,905478 |
6 |
0,0483871 |
20,6667 |
14299,3 |
2,33234E6 |
0,911064 |
7 |
0,0564516 |
17,7143 |
11070,5 |
2,34341E6 |
0,915388 |
8 |
0,0645161 |
15,5 |
42398,8 |
2,38581E6 |
0,93195 |
9 |
0,0725806 |
13,7778 |
285,618 |
2,3861E6 |
0,932062 |
10 |
0,0806452 |
12,4 |
8514,8 |
2,39461E6 |
0,935388 |
11 |
0,0887097 |
11,2727 |
21821,3 |
2,41643E6 |
0,943912 |
12 |
0,0967742 |
10,3333 |
1564,08 |
2,418E6 |
0,944523 |
13 |
0,104839 |
9,53846 |
30071,0 |
2,44807E6 |
0,956269 |
14 |
0,112903 |
8,85714 |
12361,2 |
2,46043E6 |
0,961098 |
15 |
0,120968 |
8,26667 |
2629,85 |
2,46306E6 |
0,962125 |
16 |
0,129032 |
7,75 |
2507,41 |
2,46557E6 |
0,963104 |
17 |
0,137097 |
7,29412 |
2834,5 |
2,4684E6 |
0,964212 |
18 |
0,145161 |
6,88889 |
3181,31 |
2,47158E6 |
0,965454 |
19 |
0,153226 |
6,52632 |
3624,96 |
2,47521E6 |
0,96687 |
20 |
0,16129 |
6,2 |
1603,34 |
2,47681E6 |
0,967497 |
21 |
0,169355 |
5,90476 |
1665,98 |
2,47848E6 |
0,968147 |
22 |
0,177419 |
5,63636 |
2558,22 |
2,48104E6 |
0,969147 |
23 |
0,185484 |
5,3913 |
5226,26 |
2,48626E6 |
0,971188 |
24 |
0,193548 |
5,16667 |
4065,77 |
2,49033E6 |
0,972776 |
25 |
0,201613 |
4,96 |
2647,85 |
2,49298E6 |
0,973811 |
26 |
0,209677 |
4,76923 |
10588,6 |
2,50356E6 |
0,977947 |
27 |
0,217742 |
4,59259 |
1607,07 |
2,50517E6 |
0,978575 |
28 |
0,225806 |
4,42857 |
3104,22 |
2,50828E6 |
0,979787 |
29 |
0,233871 |
4,27586 |
2221,96 |
2,5105E6 |
0,980655 |
30 |
0,241935 |
4,13333 |
7425,17 |
2,51792E6 |
0,983556 |
31 |
0,25 |
4,0 |
6973,01 |
2,5249E6 |
0,986279 |
32 |
0,258065 |
3,875 |
4634,42 |
2,52953E6 |
0,98809 |
33 |
0,266129 |
3,75758 |
1219,4 |
2,53075E6 |
0,988566 |
34 |
0,274194 |
3,64706 |
2498,44 |
2,53325E6 |
0,989542 |
35 |
0,282258 |
3,54286 |
157,709 |
2,53341E6 |
0,989604 |
36 |
0,290323 |
3,44444 |
120,244 |
2,53353E6 |
0,98965 |
37 |
0,298387 |
3,35135 |
416,38 |
2,53394E6 |
0,989813 |
38 |
0,306452 |
3,26316 |
315,483 |
2,53426E6 |
0,989936 |
39 |
0,314516 |
3,17949 |
145,051 |
2,5344E6 |
0,989993 |
40 |
0,322581 |
3,1 |
1493,67 |
2,5359E6 |
0,990576 |
41 |
0,330645 |
3,02439 |
192,953 |
2,53609E6 |
0,990652 |
42 |
0,33871 |
2,95238 |
3321,47 |
2,53941E6 |
0,991949 |
43 |
0,346774 |
2,88372 |
541,587 |
2,53995E6 |
0,992161 |
44 |
0,354839 |
2,81818 |
822,484 |
2,54077E6 |
0,992482 |
45 |
0,362903 |
2,75556 |
5657,22 |
2,54643E6 |
0,994692 |
46 |
0,370968 |
2,69565 |
408,644 |
2,54684E6 |
0,994852 |
47 |
0,379032 |
2,6383 |
120,401 |
2,54696E6 |
0,994899 |
48 |
0,387097 |
2,58333 |
1561,01 |
2,54852E6 |
0,995508 |
49 |
0,395161 |
2,53061 |
368,777 |
2,54889E6 |
0,995652 |
50 |
0,403226 |
2,48 |
177,325 |
2,54907E6 |
0,995722 |
51 |
0,41129 |
2,43137 |
786,14 |
2,54985E6 |
0,996029 |
52 |
0,419355 |
2,38462 |
2202,67 |
2,55206E6 |
0,996889 |
53 |
0,427419 |
2,33962 |
1868,0 |
2,55392E6 |
0,997619 |
54 |
0,435484 |
2,2963 |
1593,12 |
2,55552E6 |
0,998241 |
55 |
0,443548 |
2,25455 |
162,378 |
2,55568E6 |
0,998305 |
56 |
0,451613 |
2,21429 |
689,084 |
2,55637E6 |
0,998574 |
57 |
0,459677 |
2,17544 |
578,241 |
2,55695E6 |
0,9988 |
58 |
0,467742 |
2,13793 |
528,168 |
2,55748E6 |
0,999006 |
59 |
0,475806 |
2,10169 |
329,061 |
2,5578E6 |
0,999135 |
60 |
0,483871 |
2,06667 |
1909,5 |
2,55971E6 |
0,99988 |
61 |
0,491935 |
2,03279 |
124,659 |
2,55984E6 |
0,999929 |
62 |
0,5 |
2,0 |
181,49 |
2,56002E6 |
1,0 |
Приложение 16
Спектральный анализ
m=4
Матрица Z:
период |
cos0 |
sin1 |
cos1 |
cos2 |
0 |
j = |
1 |
2 |
|
1 |
1 |
1 |
6,12574E-17 |
-1 |
2 |
1 |
1,22515E-16 |
-1 |
1 |
3 |
1 |
-1 |
-1,83772E-16 |
-1 |
4 |
1 |
-2,4503E-16 |
1 |
1 |
5 |
1 |
1 |
3,06287E-16 |
-1 |
6 |
1 |
3,67545E-16 |
-1 |
1 |
7 |
1 |
-1 |
-4,28802E-16 |
-1 |
8 |
1 |
-4,90059E-16 |
1 |
1 |
9 |
1 |
1 |
5,51317E-16 |
-1 |
10 |
1 |
6,12574E-16 |
-1 |
1 |
11 |
1 |
-1 |
-2,45019E-15 |
-1 |
12 |
1 |
-7,35089E-16 |
1 |
1 |
13 |
1 |
1 |
-9,8001E-16 |
-1 |
14 |
1 |
8,57604E-16 |
-1 |
1 |
15 |
1 |
-1 |
-2,69522E-15 |
-1 |
16 |
1 |
-9,80119E-16 |
1 |
1 |
17 |
1 |
1 |
-7,34981E-16 |
-1 |
18 |
1 |
1,10263E-15 |
-1 |
1 |
19 |
1 |
-1 |
-2,94025E-15 |
-1 |
20 |
1 |
-1,22515E-15 |
1 |
1 |
21 |
1 |
1 |
-4,89951E-16 |
-1 |
22 |
1 |
4,90038E-15 |
-1 |
1 |
23 |
1 |
-1 |
-3,18528E-15 |
-1 |
24 |
1 |
-1,47018E-15 |
1 |
1 |
25 |
1 |
1 |
-2,44921E-16 |
-1 |
26 |
1 |
-1,96002E-15 |
-1 |
1 |
27 |
1 |
-1 |
-3,43031E-15 |
-1 |
28 |
1 |
-1,71521E-15 |
1 |
1 |
29 |
1 |
1 |
1,0842E-19 |
-1 |
30 |
1 |
5,39044E-15 |
-1 |
1 |
31 |
1 |
-1 |
-3,67534E-15 |
-1 |
32 |
1 |
-1,96024E-15 |
1 |
1 |
33 |
1 |
1 |
2,45138E-16 |
-1 |
34 |
1 |
-1,46996E-15 |
-1 |
1 |
35 |
1 |
-1 |
-3,92037E-15 |
-1 |
36 |
1 |
-2,20527E-15 |
1 |
1 |
37 |
1 |
1 |
4,90168E-16 |
-1 |
38 |
1 |
5,8805E-15 |
-1 |
1 |
39 |
1 |
-1 |
-4,1654E-15 |
-1 |
40 |
1 |
-2,4503E-15 |
1 |
1 |
41 |
1 |
1 |
7,84062E-15 |
-1 |
42 |
1 |
-9,79902E-16 |
-1 |
1 |
43 |
1 |
-1 |
-4,41043E-15 |
-1 |
44 |
1 |
-9,80075E-15 |
1 |
1 |
45 |
1 |
1 |
9,80227E-16 |
-1 |
46 |
1 |
6,37056E-15 |
-1 |
1 |
47 |
1 |
-1 |
2,44997E-15 |
-1 |
48 |
1 |
-2,94036E-15 |
1 |
1 |
49 |
1 |
1 |
8,33068E-15 |
-1 |
50 |
1 |
-4,89843E-16 |
-1 |
1 |
51 |
1 |
-1 |
-4,90049E-15 |
-1 |
52 |
1 |
3,92004E-15 |
1 |
1 |
53 |
1 |
1 |
1,47029E-15 |
-1 |
54 |
1 |
6,86061E-15 |
-1 |
1 |
55 |
1 |
-1 |
1,95991E-15 |
-1 |
56 |
1 |
-3,43042E-15 |
1 |
1 |
57 |
1 |
1 |
8,82074E-15 |
-1 |
58 |
1 |
2,1684E-19 |
-1 |
1 |
59 |
1 |
-1 |
-5,39054E-15 |
-1 |
60 |
1 |
-1,07809E-14 |
1 |
1 |
61 |
1 |
1 |
1,96035E-15 |
-1 |
62 |
1 |
7,35067E-15 |
-1 |
1 |
63 |
1 |
-1 |
1,46985E-15 |
-1 |
64 |
1 |
-3,92048E-15 |
1 |
1 |
65 |
1 |
1 |
9,3108E-15 |
-1 |
66 |
1 |
4,90276E-16 |
-1 |
1 |
67 |
1 |
-1 |
-5,8806E-15 |
-1 |
68 |
1 |
2,93992E-15 |
1 |
1 |
69 |
1 |
1 |
2,45041E-15 |
-1 |
70 |
1 |
7,84073E-15 |
-1 |
1 |
71 |
1 |
-1 |
9,79794E-16 |
-1 |
72 |
1 |
-4,41053E-15 |
1 |
1 |
73 |
1 |
1 |
9,80086E-15 |
-1 |
74 |
1 |
9,80336E-16 |
-1 |
1 |
75 |
1 |
-1 |
-6,37066E-15 |
-1 |
76 |
1 |
-1,1761E-14 |
1 |
1 |
77 |
1 |
1 |
2,94046E-15 |
-1 |
78 |
1 |
8,33079E-15 |
-1 |
1 |
79 |
1 |
-1 |
4,89734E-16 |
-1 |
80 |
1 |
-4,90059E-15 |
1 |
1 |
81 |
1 |
1 |
1,02909E-14 |
-1 |
82 |
1 |
1,56812E-14 |
-1 |
1 |
83 |
1 |
-1 |
7,35013E-15 |
-1 |
84 |
1 |
1,9598E-15 |
1 |
1 |
85 |
1 |
1 |
3,43052E-15 |
-1 |
86 |
1 |
8,82085E-15 |
-1 |
1 |
87 |
1 |
-1 |
-1,42112E-14 |
-1 |
88 |
1 |
-1,96015E-14 |
1 |
1 |
89 |
1 |
1 |
-3,42987E-15 |
-1 |
90 |
1 |
1,96045E-15 |
-1 |
1 |
91 |
1 |
-1 |
-7,35078E-15 |
-1 |
92 |
1 |
-1,27411E-14 |
1 |
1 |
93 |
1 |
1 |
1,81314E-14 |
-1 |
94 |
1 |
-4,89994E-15 |
-1 |
1 |
95 |
1 |
-1 |
-4,90385E-16 |
-1 |
96 |
1 |
-5,88071E-15 |
1 |
1 |
97 |
1 |
1 |
1,1271E-14 |
-1 |
98 |
1 |
1,66614E-14 |
-1 |
1 |
99 |
1 |
-1 |
6,37001E-15 |
-1 |
100 |
1 |
9,79685E-16 |
1 |
1 |
101 |
1 |
1 |
4,41064E-15 |
-1 |
102 |
1 |
9,80097E-15 |
-1 |
1 |
103 |
1 |
-1 |
-1,51913E-14 |
-1 |
104 |
1 |
7,84008E-15 |
1 |
1 |
105 |
1 |
1 |
-2,44975E-15 |
-1 |
106 |
1 |
2,94057E-15 |
-1 |
1 |
107 |
1 |
-1 |
-8,3309E-15 |
-1 |
108 |
1 |
-1,37212E-14 |
1 |
1 |
109 |
1 |
1 |
1,91116E-14 |
-1 |
110 |
1 |
-3,91982E-15 |
-1 |
1 |
111 |
1 |
-1 |
-1,4705E-15 |
-1 |
112 |
1 |
-6,86083E-15 |
1 |
1 |
113 |
1 |
1 |
1,22512E-14 |
-1 |
114 |
1 |
1,76415E-14 |
-1 |
1 |
115 |
1 |
-1 |
5,38989E-15 |
-1 |
116 |
1 |
-4,33681E-19 |
1 |
1 |
117 |
1 |
1 |
5,39076E-15 |
-1 |
118 |
1 |
1,07811E-14 |
-1 |
1 |
119 |
1 |
-1 |
-1,61714E-14 |
-1 |
120 |
1 |
-2,15617E-14 |
1 |
1 |
121 |
1 |
1 |
-1,46964E-15 |
-1 |
122 |
1 |
3,92069E-15 |
-1 |
1 |
123 |
1 |
-1 |
-9,31102E-15 |
-1 |
124 |
1 |
-1,47013E-14 |
1 |
1 |
Расчет дисперсии.
Ct=Y-Tmod |
Cmod |
Et |
Residuals gomp |
Модель спектрального анализа |
Остатки |
-21,0652 |
8,69416928 |
-29,75936928 |
40,6252 |
5,11580736 |
35,50939264 |
5,80008 |
-10,90822784 |
16,70830784 |
15,9593 |
-2,52935968 |
18,48865968 |
82,0629 |
8,69416928 |
73,36873072 |
108,091 |
5,11580736 |
102,9751926 |
45,4633 |
-10,90822784 |
56,37152784 |
24,9899 |
-2,52935968 |
27,51925968 |
-80,2691 |
8,69416928 |
-88,96326928 |
-68,1538 |
5,11580736 |
-73,26960736 |
-26,7242 |
-10,90822784 |
-15,81597216 |
6,77971 |
-2,52935968 |
9,30906968 |
31,6279 |
8,69416928 |
22,93373072 |
84,5302 |
5,11580736 |
79,41439264 |
83,6169 |
-10,90822784 |
94,52512784 |
125,568 |
-2,52935968 |
128,0973597 |
147,893 |
8,69416928 |
139,1988307 |
125,772 |
5,11580736 |
120,6561926 |
37,9954 |
-10,90822784 |
48,90362784 |
-39,0271 |
-2,52935968 |
-36,49774032 |
-21,0854 |
8,69416928 |
-29,77956928 |
-82,7695 |
5,11580736 |
-87,88530736 |
-23,7296 |
-10,90822784 |
-12,82137216 |
-36,0755 |
-2,52935968 |
-33,54614032 |
-48,9874 |
8,69416928 |
-57,68156928 |
-65,6252 |
5,11580736 |
-70,74100736 |
-71,679 |
-10,90822784 |
-60,77077216 |
-73,2687 |
-2,52935968 |
-70,73934032 |
-84,4244 |
8,69416928 |
-93,11856928 |
-112,636 |
5,11580736 |
-117,7518074 |
-96,6738 |
-10,90822784 |
-85,76557216 |
-68,8975 |
-2,52935968 |
-66,36814032 |
-42,5773 |
8,69416928 |
-51,27146928 |
-91,6531 |
5,11580736 |
-96,76890736 |
-48,495 |
-10,90822784 |
-37,58677216 |
-73,573 |
-2,52935968 |
-71,04364032 |
-103,387 |
8,69416928 |
-112,0811693 |
-95,9373 |
5,11580736 |
-101,0531074 |
-97,0936 |
-10,90822784 |
-86,18537216 |
-79,3461 |
-2,52935968 |
-76,81674032 |
-59,7048 |
8,69416928 |
-68,39896928 |
-101,86 |
5,11580736 |
-106,9758074 |
-79,6607 |
-10,90822784 |
-68,75247216 |
-103,988 |
-2,52935968 |
-101,4586403 |
-151,721 |
8,69416928 |
-160,4151693 |
-129,451 |
5,11580736 |
-134,5668074 |
-147,857 |
-10,90822784 |
-136,9487722 |
-112,699 |
-2,52935968 |
-110,1696403 |
-80,808 |
8,69416928 |
-89,50216928 |
-68,7129 |
5,11580736 |
-73,82870736 |
-54,6742 |
-10,90822784 |
-43,76597216 |
-78,3817 |
-2,52935968 |
-75,85234032 |
-112,856 |
8,69416928 |
-121,5501693 |
-32,806 |
5,11580736 |
-37,92180736 |
-40,2127 |
-10,90822784 |
-29,30447216 |
-42,5158 |
-2,52935968 |
-39,98644032 |
-83,0153 |
8,69416928 |
-91,70946928 |
-55,6313 |
5,11580736 |
-60,74710736 |
-47,5938 |
-10,90822784 |
-36,68557216 |
44,6873 |
-2,52935968 |
47,21665968 |
81,1519 |
8,69416928 |
72,45773072 |
126,77 |
5,11580736 |
121,6541926 |
133,201 |
-10,90822784 |
144,1092278 |
137,226 |
-2,52935968 |
139,7553597 |
128,695 |
8,69416928 |
120,0008307 |
41,3067 |
5,11580736 |
36,19089264 |
49,332 |
-10,90822784 |
60,24022784 |
94,4206 |
-2,52935968 |
96,94995968 |
111,383 |
8,69416928 |
102,6888307 |
128,648 |
5,11580736 |
123,5321926 |
125,147 |
-10,90822784 |
136,0552278 |
160,359 |
-2,52935968 |
162,8883597 |
200,004 |
8,69416928 |
191,3098307 |
224,723 |
5,11580736 |
219,6071926 |
128,564 |
-10,90822784 |
139,4722278 |
218,05 |
-2,52935968 |
220,5793597 |
256,358 |
8,69416928 |
247,6638307 |
289,79 |
5,11580736 |
284,6741926 |
307,554 |
-10,90822784 |
318,4622278 |
287,202 |
-2,52935968 |
289,7313597 |
300,233 |
8,69416928 |
291,5388307 |
315,988 |
5,11580736 |
310,8721926 |
317,595 |
-10,90822784 |
328,5032278 |
290,835 |
-2,52935968 |
293,3643597 |
311,139 |
8,69416928 |
302,4448307 |
174,226 |
5,11580736 |
169,1101926 |
103,665 |
-10,90822784 |
114,5732278 |
136,328 |
-2,52935968 |
138,8573597 |
133,714 |
8,69416928 |
125,0198307 |
95,2024 |
5,11580736 |
90,08659264 |
-57,2659 |
-10,90822784 |
-46,35767216 |
-97,7812 |
-2,52935968 |
-95,25184032 |
-27,7736 |
8,69416928 |
-36,46776928 |
-73,283 |
5,11580736 |
-78,39880736 |
-189,52 |
-10,90822784 |
-178,6117722 |
-316,703 |
-2,52935968 |
-314,1736403 |
-253,994 |
8,69416928 |
-262,6881693 |
-283,122 |
5,11580736 |
-288,2378074 |
-386,637 |
-10,90822784 |
-375,7287722 |
-387,719 |
-2,52935968 |
-385,1896403 |
-321,529 |
8,69416928 |
-330,2231693 |
-269,525 |
5,11580736 |
-274,6408074 |
-265,469 |
-10,90822784 |
-254,5607722 |
-182,161 |
-2,52935968 |
-179,6316403 |
-189,549 |
8,69416928 |
-198,2431693 |
-152,845 |
5,11580736 |
-157,9608074 |
-108,878 |
-10,90822784 |
-97,96977216 |
-75,7984 |
-2,52935968 |
-73,26904032 |
14,7439 |
8,69416928 |
6,04973072 |
19,3187 |
5,11580736 |
14,20289264 |
33,9462 |
-10,90822784 |
44,85442784 |
84,9262 |
-2,52935968 |
87,45555968 |
79,4389 |
8,69416928 |
70,74473072 |
45,974 |
5,11580736 |
40,85819264 |
20,8418 |
-10,90822784 |
31,75002784 |
47,642 |
-2,52935968 |
50,17135968 |
6,33469 |
8,69416928 |
-2,35947928 |
15,0099 |
5,11580736 |
9,89409264 |
-11,7425 |
-10,90822784 |
-0,83427216 |
-6,4924 |
-2,52935968 |
-3,96304032 |
69,6601 |
8,69416928 |
60,96593072 |
7,90498 |
5,11580736 |
2,78917264 |
20,3022 |
-10,90822784 |
31,21042784 |
20,4119 |
-2,52935968 |
22,94125968 |
|
|
|
|
S |
21273,88575 |
Оценка параметров модели
|
124 |
-1,07045E-14 |
3,07532E-14 |
0 |
|
|
11,63716 |
|
-1,07045E-14 |
62 |
-4,46542E-14 |
-1,08156E-14 |
|
|
612,5749 |
ZTZ= |
3,07532E-14 |
-4,46542E-14 |
62 |
-2,90878E-14 |
|
ZTY= |
-238,911 |
|
0 |
-1,08156E-14 |
-2,90878E-14 |
124 |
|
|
150,0158 |
|
|
|
|
|
|
|
|
|
t-статистика |
|
0,008 |
0 |
0 |
0 |
|
|
0,0931 |
|
0,007136226 |
|
0 |
0,016 |
0 |
0 |
|
|
9,8012 |
|
0,531246137 |
ZTZ^(-1)= |
0 |
0 |
0,016 |
0 |
|
а= |
-3,8226 |
|
-0,207192285 |
|
0 |
0 |
0 |
0,008 |
|
|
1,2001 |
|
0,091993818 |
|
|
|
|
|
|
|
|
|
T критическое |
|
|
|
|
|
|
|
|
|
1,979930405 |
m=10
Матрица Z:
период |
cos0 |
sin1 |
cos1 |
sin2 |
cos2 |
sin3 |
cos3 |
sin4 |
cos4 |
cos5 |
0 |
j = |
1 |
j = |
2 |
j = |
3 |
j = |
4 |
5 |
|
1 |
1 |
0,5878 |
0,809 |
0,9511 |
0,309 |
0,951 |
-0,309 |
0,588 |
-0,809 |
-1 |
2 |
1 |
0,9511 |
0,309 |
0,5878 |
-0,81 |
-0,59 |
-0,809 |
-0,951 |
0,30902 |
1 |
3 |
1 |
0,9511 |
-0,309 |
-0,588 |
-0,81 |
-0,59 |
0,809 |
0,951 |
0,30902 |
-1 |
4 |
1 |
0,5878 |
-0,809 |
-0,951 |
0,309 |
0,951 |
0,309 |
-0,588 |
-0,809 |
1 |
5 |
1 |
1E-16 |
-1 |
-2E-16 |
1 |
4E-16 |
-1 |
-5E-16 |
1 |
-1 |
6 |
1 |
-0,588 |
-0,809 |
0,9511 |
0,309 |
-0,95 |
0,309 |
0,588 |
-0,809 |
1 |
7 |
1 |
-0,951 |
-0,309 |
0,5878 |
-0,81 |
0,588 |
0,809 |
-0,951 |
0,30902 |
-1 |
8 |
1 |
-0,951 |
0,309 |
-0,588 |
-0,81 |
0,588 |
-0,809 |
0,951 |
0,30902 |
1 |
9 |
1 |
-0,588 |
0,809 |
-0,951 |
0,309 |
-0,95 |
-0,309 |
-0,588 |
-0,809 |
-1 |
10 |
1 |
-2E-16 |
1 |
-5E-16 |
1 |
-0 |
1 |
-1E-15 |
1 |
1 |
11 |
1 |
0,5878 |
0,809 |
0,9511 |
0,309 |
0,951 |
-0,309 |
0,588 |
-0,809 |
-1 |
12 |
1 |
0,9511 |
0,309 |
0,5878 |
-0,81 |
-0,59 |
-0,809 |
-0,951 |
0,30902 |
1 |
13 |
1 |
0,9511 |
-0,309 |
-0,588 |
-0,81 |
-0,59 |
0,809 |
0,951 |
0,30902 |
-1 |
14 |
1 |
0,5878 |
-0,809 |
-0,951 |
0,309 |
0,951 |
0,309 |
-0,588 |
-0,809 |
1 |
15 |
1 |
4E-16 |
-1 |
-7E-16 |
1 |
1E-15 |
-1 |
-1E-15 |
1 |
-1 |
16 |
1 |
-0,588 |
-0,809 |
0,9511 |
0,309 |
-0,95 |
0,309 |
0,588 |
-0,809 |
1 |
17 |
1 |
-0,951 |
-0,309 |
0,5878 |
-0,81 |
0,588 |
0,809 |
-0,951 |
0,30902 |
-1 |
18 |
1 |
-0,951 |
0,309 |
-0,588 |
-0,81 |
0,588 |
-0,809 |
0,951 |
0,30902 |
1 |
19 |
1 |
-0,588 |
0,809 |
-0,951 |
0,309 |
-0,95 |
-0,309 |
-0,588 |
-0,809 |
-1 |
20 |
1 |
-5E-16 |
1 |
-1E-15 |
1 |
-0 |
1 |
-2E-15 |
1 |
1 |
21 |
1 |
0,5878 |
0,809 |
0,9511 |
0,309 |
0,951 |
-0,309 |
0,588 |
-0,809 |
-1 |
22 |
1 |
0,9511 |
0,309 |
0,5878 |
-0,81 |
-0,59 |
-0,809 |
-0,951 |
0,30902 |
1 |
23 |
1 |
0,9511 |
-0,309 |
-0,588 |
-0,81 |
-0,59 |
0,809 |
0,951 |
0,30902 |
-1 |
24 |
1 |
0,5878 |
-0,809 |
-0,951 |
0,309 |
0,951 |
0,309 |
-0,588 |
-0,809 |
1 |
25 |
1 |
6E-16 |
-1 |
-1E-15 |
1 |
5E-15 |
-1 |
-2E-15 |
1 |
-1 |
26 |
1 |
-0,588 |
-0,809 |
0,9511 |
0,309 |
-0,95 |
0,309 |
0,588 |
-0,809 |
1 |
27 |
1 |
-0,951 |
-0,309 |
0,5878 |
-0,81 |
0,588 |
0,809 |
-0,951 |
0,30902 |
-1 |
28 |
1 |
-0,951 |
0,309 |
-0,588 |
-0,81 |
0,588 |
-0,809 |
0,951 |
0,30902 |
1 |
29 |
1 |
-0,588 |
0,809 |
-0,951 |
0,309 |
-0,95 |
-0,309 |
-0,588 |
-0,809 |
-1 |
30 |
1 |
-7E-16 |
1 |
-1E-15 |
1 |
-0 |
1 |
-3E-15 |
1 |
1 |
31 |
1 |
0,5878 |
0,809 |
0,9511 |
0,309 |
0,951 |
-0,309 |
0,588 |
-0,809 |
-1 |
32 |
1 |
0,9511 |
0,309 |
0,5878 |
-0,81 |
-0,59 |
-0,809 |
-0,951 |
0,30902 |
1 |
33 |
1 |
0,9511 |
-0,309 |
-0,588 |
-0,81 |
-0,59 |
0,809 |
0,951 |
0,30902 |
-1 |
34 |
1 |
0,5878 |
-0,809 |
-0,951 |
0,309 |
0,951 |
0,309 |
-0,588 |
-0,809 |
1 |
35 |
1 |
9E-16 |
-1 |
-2E-15 |
1 |
-0 |
-1 |
-3E-15 |
1 |
-1 |
36 |
1 |
-0,588 |
-0,809 |
0,9511 |
0,309 |
-0,95 |
0,309 |
0,588 |
-0,809 |
1 |
37 |
1 |
-0,951 |
-0,309 |
0,5878 |
-0,81 |
0,588 |
0,809 |
-0,951 |
0,30902 |
-1 |
38 |
1 |
-0,951 |
0,309 |
-0,588 |
-0,81 |
0,588 |
-0,809 |
0,951 |
0,30902 |
1 |
39 |
1 |
-0,588 |
0,809 |
-0,951 |
0,309 |
-0,95 |
-0,309 |
-0,588 |
-0,809 |
-1 |
40 |
1 |
-1E-15 |
1 |
-2E-15 |
1 |
-0 |
1 |
-4E-15 |
1 |
1 |
41 |
1 |
0,5878 |
0,809 |
0,9511 |
0,309 |
0,951 |
-0,309 |
0,588 |
-0,809 |
-1 |
42 |
1 |
0,9511 |
0,309 |
0,5878 |
-0,81 |
-0,59 |
-0,809 |
-0,951 |
0,30902 |
1 |
43 |
1 |
0,9511 |
-0,309 |
-0,588 |
-0,81 |
-0,59 |
0,809 |
0,951 |
0,30902 |
-1 |
44 |
1 |
0,5878 |
-0,809 |
-0,951 |
0,309 |
0,951 |
0,309 |
-0,588 |
-0,809 |
1 |
45 |
1 |
1E-15 |
-1 |
-2E-15 |
1 |
7E-15 |
-1 |
-4E-15 |
1 |
-1 |
46 |
1 |
-0,588 |
-0,809 |
0,9511 |
0,309 |
-0,95 |
0,309 |
0,588 |
-0,809 |
1 |
47 |
1 |
-0,951 |
-0,309 |
0,5878 |
-0,81 |
0,588 |
0,809 |
-0,951 |
0,30902 |
-1 |
48 |
1 |
-0,951 |
0,309 |
-0,588 |
-0,81 |
0,588 |
-0,809 |
0,951 |
0,30902 |
1 |
49 |
1 |
-0,588 |
0,809 |
-0,951 |
0,309 |
-0,95 |
-0,309 |
-0,588 |
-0,809 |
-1 |
50 |
1 |
-1E-15 |
1 |
-2E-15 |
1 |
-0 |
1 |
-5E-15 |
1 |
1 |
51 |
1 |
0,5878 |
0,809 |
0,9511 |
0,309 |
0,951 |
-0,309 |
0,588 |
-0,809 |
-1 |
52 |
1 |
0,9511 |
0,309 |
0,5878 |
-0,81 |
-0,59 |
-0,809 |
-0,951 |
0,30902 |
1 |
53 |
1 |
0,9511 |
-0,309 |
-0,588 |
-0,81 |
-0,59 |
0,809 |
0,951 |
0,30902 |
-1 |
54 |
1 |
0,5878 |
-0,809 |
-0,951 |
0,309 |
0,951 |
0,309 |
-0,588 |
-0,809 |
1 |
55 |
1 |
-2E-15 |
-1 |
4E-15 |
1 |
1E-14 |
-1 |
9E-15 |
1 |
-1 |
56 |
1 |
-0,588 |
-0,809 |
0,9511 |
0,309 |
-0,95 |
0,309 |
0,588 |
-0,809 |
1 |
57 |
1 |
-0,951 |
-0,309 |
0,5878 |
-0,81 |
0,588 |
0,809 |
-0,951 |
0,30902 |
-1 |
58 |
1 |
-0,951 |
0,309 |
-0,588 |
-0,81 |
0,588 |
-0,809 |
0,951 |
0,30902 |
1 |
59 |
1 |
-0,588 |
0,809 |
-0,951 |
0,309 |
-0,95 |
-0,309 |
-0,588 |
-0,809 |
-1 |
60 |
1 |
-1E-15 |
1 |
-3E-15 |
1 |
-0 |
1 |
-6E-15 |
1 |
1 |
61 |
1 |
0,5878 |
0,809 |
0,9511 |
0,309 |
0,951 |
-0,309 |
0,588 |
-0,809 |
-1 |
62 |
1 |
0,9511 |
0,309 |
0,5878 |
-0,81 |
-0,59 |
-0,809 |
-0,951 |
0,30902 |
1 |
63 |
1 |
0,9511 |
-0,309 |
-0,588 |
-0,81 |
-0,59 |
0,809 |
0,951 |
0,30902 |
-1 |
64 |
1 |
0,5878 |
-0,809 |
-0,951 |
0,309 |
0,951 |
0,309 |
-0,588 |
-0,809 |
1 |
65 |
1 |
5E-15 |
-1 |
-1E-14 |
1 |
8E-15 |
-1 |
-2E-14 |
1 |
-1 |
66 |
1 |
-0,588 |
-0,809 |
0,9511 |
0,309 |
-0,95 |
0,309 |
0,588 |
-0,809 |
1 |
67 |
1 |
-0,951 |
-0,309 |
0,5878 |
-0,81 |
0,588 |
0,809 |
-0,951 |
0,30902 |
-1 |
68 |
1 |
-0,951 |
0,309 |
-0,588 |
-0,81 |
0,588 |
-0,809 |
0,951 |
0,30902 |
1 |
69 |
1 |
-0,588 |
0,809 |
-0,951 |
0,309 |
-0,95 |
-0,309 |
-0,588 |
-0,809 |
-1 |
70 |
1 |
-2E-15 |
1 |
-3E-15 |
1 |
2E-15 |
1 |
-7E-15 |
1 |
1 |
71 |
1 |
0,5878 |
0,809 |
0,9511 |
0,309 |
0,951 |
-0,309 |
0,588 |
-0,809 |
-1 |
72 |
1 |
0,9511 |
0,309 |
0,5878 |
-0,81 |
-0,59 |
-0,809 |
-0,951 |
0,30902 |
1 |
73 |
1 |
0,9511 |
-0,309 |
-0,588 |
-0,81 |
-0,59 |
0,809 |
0,951 |
0,30902 |
-1 |
74 |
1 |
0,5878 |
-0,809 |
-0,951 |
0,309 |
0,951 |
0,309 |
-0,588 |
-0,809 |
1 |
75 |
1 |
5E-15 |
-1 |
-1E-14 |
1 |
2E-15 |
-1 |
-2E-14 |
1 |
-1 |
76 |
1 |
-0,588 |
-0,809 |
0,9511 |
0,309 |
-0,95 |
0,309 |
0,588 |
-0,809 |
1 |
77 |
1 |
-0,951 |
-0,309 |
0,5878 |
-0,81 |
0,588 |
0,809 |
-0,951 |
0,30902 |
-1 |
78 |
1 |
-0,951 |
0,309 |
-0,588 |
-0,81 |
0,588 |
-0,809 |
0,951 |
0,30902 |
1 |
79 |
1 |
-0,588 |
0,809 |
-0,951 |
0,309 |
-0,95 |
-0,309 |
-0,588 |
-0,809 |
-1 |
80 |
1 |
-2E-15 |
1 |
-4E-15 |
1 |
-0 |
1 |
-8E-15 |
1 |
1 |
81 |
1 |
0,5878 |
0,809 |
0,9511 |
0,309 |
0,951 |
-0,309 |
0,588 |
-0,809 |
-1 |
82 |
1 |
0,9511 |
0,309 |
0,5878 |
-0,81 |
-0,59 |
-0,809 |
-0,951 |
0,30902 |
1 |
83 |
1 |
0,9511 |
-0,309 |
-0,588 |
-0,81 |
-0,59 |
0,809 |
0,951 |
0,30902 |
-1 |
84 |
1 |
0,5878 |
-0,809 |
-0,951 |
0,309 |
0,951 |
0,309 |
-0,588 |
-0,809 |
1 |
85 |
1 |
-1E-15 |
-1 |
3E-15 |
1 |
1E-14 |
-1 |
6E-15 |
1 |
-1 |
86 |
1 |
-0,588 |
-0,809 |
0,9511 |
0,309 |
-0,95 |
0,309 |
0,588 |
-0,809 |
1 |
87 |
1 |
-0,951 |
-0,309 |
0,5878 |
-0,81 |
0,588 |
0,809 |
-0,951 |
0,30902 |
-1 |
88 |
1 |
-0,951 |
0,309 |
-0,588 |
-0,81 |
0,588 |
-0,809 |
0,951 |
0,30902 |
1 |
89 |
1 |
-0,588 |
0,809 |
-0,951 |
0,309 |
-0,95 |
-0,309 |
-0,588 |
-0,809 |
-1 |
90 |
1 |
-2E-15 |
1 |
-4E-15 |
1 |
-0 |
1 |
-9E-15 |
1 |
1 |
91 |
1 |
0,5878 |
0,809 |
0,9511 |
0,309 |
0,951 |
-0,309 |
0,588 |
-0,809 |
-1 |
92 |
1 |
0,9511 |
0,309 |
0,5878 |
-0,81 |
-0,59 |
-0,809 |
-0,951 |
0,30902 |
1 |
93 |
1 |
0,9511 |
-0,309 |
-0,588 |
-0,81 |
-0,59 |
0,809 |
0,951 |
0,30902 |
-1 |
94 |
1 |
0,5878 |
-0,809 |
-0,951 |
0,309 |
0,951 |
0,309 |
-0,588 |
-0,809 |
1 |
95 |
1 |
-1E-15 |
-1 |
2E-15 |
1 |
-0 |
-1 |
5E-15 |
1 |
-1 |
96 |
1 |
-0,588 |
-0,809 |
0,9511 |
0,309 |
-0,95 |
0,309 |
0,588 |
-0,809 |
1 |
97 |
1 |
-0,951 |
-0,309 |
0,5878 |
-0,81 |
0,588 |
0,809 |
-0,951 |
0,30902 |
-1 |
98 |
1 |
-0,951 |
0,309 |
-0,588 |
-0,81 |
0,588 |
-0,809 |
0,951 |
0,30902 |
1 |
99 |
1 |
-0,588 |
0,809 |
-0,951 |
0,309 |
-0,95 |
-0,309 |
-0,588 |
-0,809 |
-1 |
100 |
1 |
-2E-15 |
1 |
-5E-15 |
1 |
-0 |
1 |
-1E-14 |
1 |
1 |
101 |
1 |
0,5878 |
0,809 |
0,9511 |
0,309 |
0,951 |
-0,309 |
0,588 |
-0,809 |
-1 |
102 |
1 |
0,9511 |
0,309 |
0,5878 |
-0,81 |
-0,59 |
-0,809 |
-0,951 |
0,30902 |
1 |
103 |
1 |
0,9511 |
-0,309 |
-0,588 |
-0,81 |
-0,59 |
0,809 |
0,951 |
0,30902 |
-1 |
104 |
1 |
0,5878 |
-0,809 |
-0,951 |
0,309 |
0,951 |
0,309 |
-0,588 |
-0,809 |
1 |
105 |
1 |
-1E-15 |
-1 |
2E-15 |
1 |
-0 |
-1 |
4E-15 |
1 |
-1 |
106 |
1 |
-0,588 |
-0,809 |
0,9511 |
0,309 |
-0,95 |
0,309 |
0,588 |
-0,809 |
1 |
107 |
1 |
-0,951 |
-0,309 |
0,5878 |
-0,81 |
0,588 |
0,809 |
-0,951 |
0,30902 |
-1 |
108 |
1 |
-0,951 |
0,309 |
-0,588 |
-0,81 |
0,588 |
-0,809 |
0,951 |
0,30902 |
1 |
109 |
1 |
-0,588 |
0,809 |
-0,951 |
0,309 |
-0,95 |
-0,309 |
-0,588 |
-0,809 |
-1 |
110 |
1 |
4E-15 |
1 |
9E-15 |
1 |
-0 |
1 |
2E-14 |
1 |
1 |
111 |
1 |
0,5878 |
0,809 |
0,9511 |
0,309 |
0,951 |
-0,309 |
0,588 |
-0,809 |
-1 |
112 |
1 |
0,9511 |
0,309 |
0,5878 |
-0,81 |
-0,59 |
-0,809 |
-0,951 |
0,30902 |
1 |
113 |
1 |
0,9511 |
-0,309 |
-0,588 |
-0,81 |
-0,59 |
0,809 |
0,951 |
0,30902 |
-1 |
114 |
1 |
0,5878 |
-0,809 |
-0,951 |
0,309 |
0,951 |
0,309 |
-0,588 |
-0,809 |
1 |
115 |
1 |
-8E-15 |
-1 |
2E-14 |
1 |
5E-15 |
-1 |
3E-14 |
1 |
-1 |
116 |
1 |
-0,588 |
-0,809 |
0,9511 |
0,309 |
-0,95 |
0,309 |
0,588 |
-0,809 |
1 |
117 |
1 |
-0,951 |
-0,309 |
0,5878 |
-0,81 |
0,588 |
0,809 |
-0,951 |
0,30902 |
-1 |
118 |
1 |
-0,951 |
0,309 |
-0,588 |
-0,81 |
0,588 |
-0,809 |
0,951 |
0,30902 |
1 |
119 |
1 |
-0,588 |
0,809 |
-0,951 |
0,309 |
-0,95 |
-0,309 |
-0,588 |
-0,809 |
-1 |
120 |
1 |
-3E-15 |
1 |
-6E-15 |
1 |
-0 |
1 |
-1E-14 |
1 |
1 |
121 |
1 |
0,5878 |
0,809 |
0,9511 |
0,309 |
0,951 |
-0,309 |
0,588 |
-0,809 |
-1 |
122 |
1 |
0,9511 |
0,309 |
0,5878 |
-0,81 |
-0,59 |
-0,809 |
-0,951 |
0,30902 |
1 |
123 |
1 |
0,9511 |
-0,309 |
-0,588 |
-0,81 |
-0,59 |
0,809 |
0,951 |
0,30902 |
-1 |
124 |
1 |
0,5878 |
-0,809 |
-0,951 |
0,309 |
0,951 |
0,309 |
-0,588 |
-0,809 |
1 |
Расчет дисперсии
Ct=Y-Tmod |
Cmod |
Et |
Residuals gomp |
Модель спектрального анализа |
Остатки |
-21,0652 |
-3,886744 |
-17,1785 |
40,6252 |
3,5310552 |
37,09414 |
5,80008 |
18,8722304 |
-13,0722 |
15,9593 |
23,975424 |
-8,01612 |
82,0629 |
6,91476 |
75,14814 |
108,091 |
-5,266344 |
113,3573 |
45,4633 |
-12,7811448 |
58,24444 |
24,9899 |
-0,811704 |
25,8016 |
-80,2691 |
-14,654248 |
-65,6149 |
-68,1538 |
-14,962312 |
-53,1915 |
-26,7242 |
-3,886744 |
-22,8375 |
6,77971 |
3,5310552 |
3,248655 |
31,6279 |
18,8722304 |
12,75567 |
84,5302 |
23,975424 |
60,55478 |
83,6169 |
6,91476 |
76,70214 |
125,568 |
-5,266344 |
130,8343 |
147,893 |
-12,7811448 |
160,6741 |
125,772 |
-0,811704 |
126,5837 |
37,9954 |
-14,654248 |
52,64965 |
-39,0271 |
-14,962312 |
-24,0648 |
-21,0854 |
-3,886744 |
-17,1987 |
-82,7695 |
3,5310552 |
-86,3006 |
-23,7296 |
18,8722304 |
-42,6018 |
-36,0755 |
23,975424 |
-60,0509 |
-48,9874 |
6,91476 |
-55,9022 |
-65,6252 |
-5,266344 |
-60,3589 |
-71,679 |
-12,7811448 |
-58,8979 |
-73,2687 |
-0,811704 |
-72,457 |
-84,4244 |
-14,654248 |
-69,7702 |
-112,636 |
-14,962312 |
-97,6737 |
-96,6738 |
-3,886744 |
-92,7871 |
-68,8975 |
3,5310552 |
-72,4286 |
-42,5773 |
18,8722304 |
-61,4495 |
-91,6531 |
23,975424 |
-115,629 |
-48,495 |
6,91476 |
-55,4098 |
-73,573 |
-5,266344 |
-68,3067 |
-103,387 |
-12,7811448 |
-90,6059 |
-95,9373 |
-0,811704 |
-95,1256 |
-97,0936 |
-14,654248 |
-82,4394 |
-79,3461 |
-14,962312 |
-64,3838 |
-59,7048 |
-3,886744 |
-55,8181 |
-101,86 |
3,5310552 |
-105,391 |
-79,6607 |
18,8722304 |
-98,5329 |
-103,988 |
23,975424 |
-127,963 |
-151,721 |
6,91476 |
-158,636 |
-129,451 |
-5,266344 |
-124,185 |
-147,857 |
-12,7811448 |
-135,076 |
-112,699 |
-0,811704 |
-111,887 |
-80,808 |
-14,654248 |
-66,1538 |
-68,7129 |
-14,962312 |
-53,7506 |
-54,6742 |
-3,886744 |
-50,7875 |
-78,3817 |
3,5310552 |
-81,9128 |
-112,856 |
18,8722304 |
-131,728 |
-32,806 |
23,975424 |
-56,7814 |
-40,2127 |
6,91476 |
-47,1275 |
-42,5158 |
-5,266344 |
-37,2495 |
-83,0153 |
-12,7811448 |
-70,2342 |
-55,6313 |
-0,811704 |
-54,8196 |
-47,5938 |
-14,654248 |
-32,9396 |
44,6873 |
-14,962312 |
59,64961 |
81,1519 |
-3,886744 |
85,03864 |
126,77 |
3,5310552 |
123,2389 |
133,201 |
18,8722304 |
114,3288 |
137,226 |
23,975424 |
113,2506 |
128,695 |
6,91476 |
121,7802 |
41,3067 |
-5,266344 |
46,57304 |
49,332 |
-12,7811448 |
62,11314 |
94,4206 |
-0,811704 |
95,2323 |
111,383 |
-14,654248 |
126,0372 |
128,648 |
-14,962312 |
143,6103 |
125,147 |
-3,886744 |
129,0337 |
160,359 |
3,5310552 |
156,8279 |
200,004 |
18,8722304 |
181,1318 |
224,723 |
23,975424 |
200,7476 |
128,564 |
6,91476 |
121,6492 |
218,05 |
-5,266344 |
223,3163 |
256,358 |
-12,7811448 |
269,1391 |
289,79 |
-0,811704 |
290,6017 |
307,554 |
-14,654248 |
322,2082 |
287,202 |
-14,962312 |
302,1643 |
300,233 |
-3,886744 |
304,1197 |
315,988 |
3,5310552 |
312,4569 |
317,595 |
18,8722304 |
298,7228 |
290,835 |
23,975424 |
266,8596 |
311,139 |
6,91476 |
304,2242 |
174,226 |
-5,266344 |
179,4923 |
103,665 |
-12,7811448 |
116,4461 |
136,328 |
-0,811704 |
137,1397 |
133,714 |
-14,654248 |
148,3682 |
95,2024 |
-14,962312 |
110,1647 |
-57,2659 |
-3,886744 |
-53,3792 |
-97,7812 |
3,5310552 |
-101,312 |
-27,7736 |
18,8722304 |
-46,6458 |
-73,283 |
23,975424 |
-97,2584 |
-189,52 |
6,91476 |
-196,435 |
-316,703 |
-5,266344 |
-311,437 |
-253,994 |
-12,7811448 |
-241,213 |
-283,122 |
-0,811704 |
-282,31 |
-386,637 |
-14,654248 |
-371,983 |
-387,719 |
-14,962312 |
-372,757 |
-321,529 |
-3,886744 |
-317,642 |
-269,525 |
3,5310552 |
-273,056 |
-265,469 |
18,8722304 |
-284,341 |
-182,161 |
23,975424 |
-206,136 |
-189,549 |
6,91476 |
-196,464 |
-152,845 |
-5,266344 |
-147,579 |
-108,878 |
-12,7811448 |
-96,0969 |
-75,7984 |
-0,811704 |
-74,9867 |
14,7439 |
-14,654248 |
29,39815 |
19,3187 |
-14,962312 |
34,28101 |
33,9462 |
-3,886744 |
37,83294 |
84,9262 |
3,5310552 |
81,39514 |
79,4389 |
18,8722304 |
60,56667 |
45,974 |
23,975424 |
21,99858 |
20,8418 |
6,91476 |
13,92704 |
47,642 |
-5,266344 |
52,90834 |
6,33469 |
-12,7811448 |
19,11583 |
15,0099 |
-0,811704 |
15,8216 |
-11,7425 |
-14,654248 |
2,911748 |
-6,4924 |
-14,962312 |
8,469912 |
69,6601 |
-3,886744 |
73,54684 |
7,90498 |
3,5310552 |
4,373925 |
20,3022 |
18,8722304 |
1,42997 |
20,4119 |
23,975424 |
-3,56352 |
|
|
|
|
|
|
|
S |
22278,09 |
Оценка параметров модели
|
124 |
3,0777 |
-0 |
1E-13 |
-1 |
0,727 |
8E-14 |
9E-14 |
-1 |
0 |
|
3,0777 |
62,5 |
5E-14 |
-4E-14 |
-1,18 |
3E-14 |
5E-14 |
3E-14 |
-0,363 |
2E-14 |
|
-1E-14 |
5E-14 |
61,5 |
1,902 |
3E-14 |
-0 |
-1 |
0,363 |
3E-14 |
-1 |
|
1E-13 |
-4E-14 |
1,902 |
62,5 |
4E-14 |
-0 |
-1,539 |
-0 |
1E-14 |
-0,73 |
|
-1 |
-1,176 |
3E-14 |
4E-14 |
61,5 |
1,539 |
-3E-15 |
1E-13 |
-1 |
-0 |
ZTZ= |
0,7265 |
3E-14 |
-0 |
-3E-15 |
1,539 |
62,5 |
2E-14 |
7E-14 |
-1,902 |
4E-16 |
|
8E-14 |
5E-14 |
-1 |
-1,539 |
-0 |
2E-14 |
61,5 |
1,176 |
-8E-14 |
-1 |
|
9E-14 |
3E-14 |
0,363 |
-3E-14 |
1E-13 |
7E-14 |
1,176 |
62,5 |
2E-13 |
-3,08 |
|
-1 |
-0,363 |
3E-14 |
1E-14 |
-1 |
-1,9 |
-8E-14 |
2E-13 |
61,5 |
4E-14 |
|
0 |
2E-14 |
-1 |
-0,727 |
-0 |
4E-16 |
-1 |
-3,08 |
4E-14 |
124 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0,008 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
0 |
0,016 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
0 |
0 |
0,016 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
0 |
0 |
0 |
0,016 |
0 |
0 |
0 |
0 |
0 |
0 |
|
0 |
0 |
0 |
0 |
0,016 |
0 |
0 |
0 |
0 |
0 |
ZTZ^(-1)= |
0 |
0 |
0 |
0 |
0 |
0,016 |
0 |
0 |
0 |
0 |
|
0 |
0 |
0 |
0 |
0 |
0 |
0,016 |
0 |
0 |
0 |
|
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0,016 |
0 |
0 |
|
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0,016 |
0 |
|
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0,008 |
|
|
|
|
|
|
t-статистика |
|
11,63716 |
|
|
0,093097 |
a0 |
0,006973535 |
|
721,8902 |
|
|
11,55024 |
a1 |
0,611775623 |
|
-663,187 |
|
|
-10,611 |
a2 |
-0,562026531 |
|
-420,286 |
|
|
-6,72457 |
a3 |
-0,356176692 |
|
-189,043 |
|
|
-3,02468 |
a4 |
-0,160206652 |
ZTY= |
211,1635 |
|
а= |
3,378616 |
a5 |
0,17895338 |
|
-95,4797 |
|
|
-1,52768 |
a6 |
-0,080915564 |
|
188,938 |
|
|
3,023008 |
a7 |
0,160118053 |
|
-68,262 |
|
|
-1,09219 |
a8 |
-0,057849589 |
|
150,0158 |
|
|
1,200127 |
a9 |
0,089896559 |
|
|
|
|
|
|
t критическое |
|
|
|
|
|
|
1,980992298 |
Приложение 17
Сезонная корректировка
период |
значение показателя |
4ЦХСС |
S+e |
Se |
S a |
S m |
Y-Sa |
Y/Sm |
Ta |
Tm |
Ta+Sa |
Tm*Sm |
ea |
em |
1 |
813,17 |
|
|
|
9,696905 |
1,01702 |
803,473 |
799,559 |
833,755 |
834,08 |
843,45 |
848,277 |
-30,28 |
-35,107 |
2 |
877,02 |
|
|
|
4,360696 |
1,01268 |
872,659 |
862,34 |
835,913 |
836,24 |
840,27 |
850,473 |
36,746 |
26,547 |
3 |
844,36 |
861,79 |
-17,43 |
0,9798 |
-11,27064 |
0,96549 |
855,631 |
833,791 |
838,077 |
838,4 |
826,81 |
849,03 |
17,554 |
-4,6698 |
4 |
856,69 |
885,28 |
-28,59 |
0,9677 |
-2,786966 |
1,00481 |
859,477 |
887,312 |
840,246 |
840,57 |
837,46 |
811,563 |
19,231 |
45,127 |
5 |
924,97 |
900,85 |
24,123 |
1,0268 |
9,696905 |
1,01702 |
915,273 |
920,541 |
842,422 |
842,75 |
852,12 |
846,803 |
72,851 |
78,167 |
6 |
953,18 |
909,12 |
44,064 |
1,0485 |
4,360696 |
1,01268 |
948,819 |
937,225 |
844,602 |
844,93 |
848,96 |
859,314 |
104,22 |
93,866 |
7 |
892,74 |
892,14 |
0,5988 |
1,0007 |
-11,27064 |
0,96549 |
904,011 |
881,565 |
846,789 |
847,12 |
835,52 |
857,855 |
57,222 |
34,885 |
8 |
874,46 |
852,01 |
22,448 |
1,0263 |
-2,786966 |
1,00481 |
877,247 |
905,717 |
848,981 |
849,31 |
846,19 |
819,999 |
28,266 |
54,461 |
9 |
771,4 |
823,16 |
-51,76 |
0,9371 |
9,696905 |
1,01702 |
761,703 |
767,706 |
851,179 |
851,51 |
860,88 |
855,605 |
-89,48 |
-84,205 |
10 |
785,72 |
814,06 |
-28,34 |
0,9652 |
4,360696 |
1,01268 |
781,359 |
772,568 |
853,382 |
853,71 |
857,74 |
868,246 |
-72,02 |
-82,526 |
11 |
829,36 |
827,98 |
1,3763 |
1,0017 |
-11,27064 |
0,96549 |
840,631 |
818,978 |
855,591 |
855,92 |
844,32 |
866,773 |
-14,96 |
-37,413 |
12 |
865,08 |
863,27 |
1,8075 |
1,0021 |
-2,786966 |
1,00481 |
867,867 |
896,002 |
857,806 |
858,14 |
855,02 |
828,523 |
10,061 |
36,557 |
13 |
892,15 |
898,37 |
-6,222 |
0,9931 |
9,696905 |
1,01702 |
882,453 |
887,878 |
860,027 |
860,36 |
869,72 |
864,5 |
22,426 |
27,65 |
14 |
947,28 |
929,24 |
18,039 |
1,0194 |
4,360696 |
1,01268 |
942,919 |
931,424 |
862,253 |
862,59 |
866,61 |
877,271 |
80,666 |
70,009 |
15 |
948,6 |
960,86 |
-12,26 |
0,9872 |
-11,27064 |
0,96549 |
959,871 |
936,726 |
864,485 |
864,82 |
853,21 |
875,783 |
95,386 |
72,817 |
16 |
992,79 |
982,78 |
10,006 |
1,0102 |
-2,786966 |
1,00481 |
995,577 |
1028,28 |
866,723 |
867,06 |
863,94 |
837,136 |
128,85 |
155,65 |
17 |
1017,36 |
984,48 |
32,879 |
1,0334 |
9,696905 |
1,01702 |
1007,66 |
1012,49 |
868,967 |
869,3 |
878,66 |
873,486 |
138,7 |
143,87 |
18 |
997,49 |
960,46 |
37,035 |
1,0386 |
4,360696 |
1,01268 |
993,129 |
980,794 |
871,216 |
871,55 |
875,58 |
886,391 |
121,91 |
111,1 |
19 |
911,97 |
921,02 |
-9,045 |
0,9902 |
-11,27064 |
0,96549 |
923,241 |
900,554 |
873,471 |
873,81 |
862,2 |
884,887 |
49,77 |
27,083 |
20 |
837,21 |
876,09 |
-38,88 |
0,9556 |
-2,786966 |
1,00481 |
839,997 |
867,136 |
875,732 |
876,07 |
872,95 |
845,838 |
-35,74 |
-8,6278 |
21 |
857,42 |
844,57 |
12,848 |
1,0152 |
9,696905 |
1,01702 |
847,723 |
853,314 |
877,999 |
878,34 |
887,7 |
882,566 |
-30,28 |
-25,146 |
22 |
798,01 |
839,5 |
-41,49 |
0,9506 |
4,360696 |
1,01268 |
793,649 |
784,653 |
880,272 |
880,61 |
884,63 |
895,604 |
-86,62 |
-97,594 |
23 |
859,33 |
838,66 |
20,669 |
1,0246 |
-11,27064 |
0,96549 |
870,601 |
848,573 |
882,551 |
882,89 |
871,28 |
894,085 |
-11,95 |
-34,755 |
24 |
849,27 |
839,6 |
9,6675 |
1,0115 |
-2,786966 |
1,00481 |
852,057 |
879,627 |
884,836 |
885,18 |
882,05 |
854,63 |
-32,78 |
-5,3596 |
25 |
838,65 |
838,04 |
0,6062 |
1,0007 |
9,696905 |
1,01702 |
828,953 |
834,634 |
887,126 |
887,47 |
896,82 |
891,74 |
-58,17 |
-53,09 |
26 |
824,31 |
829,7 |
-5,389 |
0,9935 |
4,360696 |
1,01268 |
819,949 |
810,512 |
889,423 |
889,77 |
893,78 |
904,914 |
-69,47 |
-80,604 |
27 |
820,56 |
822,92 |
-2,364 |
0,9971 |
-11,27064 |
0,96549 |
831,831 |
810,289 |
891,725 |
892,07 |
880,45 |
903,379 |
-59,89 |
-82,819 |
28 |
821,28 |
814,93 |
6,3525 |
1,0078 |
-2,786966 |
1,00481 |
824,067 |
850,636 |
894,033 |
894,38 |
891,25 |
863,514 |
-69,97 |
-42,234 |
29 |
812,44 |
808,24 |
4,1975 |
1,0052 |
9,696905 |
1,01702 |
802,743 |
808,55 |
896,348 |
896,7 |
906,04 |
901,009 |
-93,6 |
-88,569 |
30 |
786,55 |
807,99 |
-21,44 |
0,9735 |
4,360696 |
1,01268 |
782,189 |
773,384 |
898,668 |
899,02 |
903,03 |
914,32 |
-116,5 |
-127,77 |
31 |
804,84 |
816,09 |
-11,25 |
0,9862 |
-11,27064 |
0,96549 |
816,111 |
794,765 |
900,995 |
901,34 |
889,72 |
912,77 |
-84,88 |
-107,93 |
32 |
834,95 |
826,28 |
8,6712 |
1,0105 |
-2,786966 |
1,00481 |
837,737 |
864,795 |
903,327 |
903,68 |
900,54 |
872,49 |
-65,59 |
-37,54 |
33 |
863,61 |
837,26 |
26,346 |
1,0315 |
9,696905 |
1,01702 |
853,913 |
859,475 |
905,665 |
906,02 |
915,36 |
910,375 |
-51,75 |
-46,765 |
34 |
816,88 |
845,05 |
-28,17 |
0,9667 |
4,360696 |
1,01268 |
812,519 |
803,207 |
908,01 |
908,36 |
912,37 |
923,825 |
-95,49 |
-106,95 |
35 |
862,39 |
839,21 |
23,176 |
1,0276 |
-11,27064 |
0,96549 |
873,661 |
851,595 |
910,36 |
910,71 |
899,09 |
922,257 |
-36,7 |
-59,867 |
36 |
839,67 |
833,44 |
6,235 |
1,0075 |
-2,786966 |
1,00481 |
842,457 |
869,684 |
912,717 |
913,07 |
909,93 |
881,56 |
-70,26 |
-41,89 |
37 |
812,22 |
829,19 |
-16,97 |
0,9795 |
9,696905 |
1,01702 |
802,523 |
808,331 |
915,08 |
915,43 |
924,78 |
919,839 |
-112,6 |
-107,62 |
38 |
822,04 |
824,76 |
-2,723 |
0,9967 |
4,360696 |
1,01268 |
817,679 |
808,28 |
917,449 |
917,8 |
921,81 |
933,428 |
-99,77 |
-111,39 |
39 |
823,26 |
831,88 |
-8,617 |
0,9896 |
-11,27064 |
0,96549 |
834,531 |
812,955 |
919,824 |
920,18 |
908,55 |
931,844 |
-85,29 |
-108,58 |
40 |
843,39 |
838,98 |
4,41 |
1,0053 |
-2,786966 |
1,00481 |
846,177 |
873,537 |
922,205 |
922,56 |
919,42 |
890,723 |
-76,03 |
-47,333 |
41 |
865,42 |
842,81 |
22,613 |
1,0268 |
9,696905 |
1,01702 |
855,723 |
861,276 |
924,592 |
924,95 |
934,29 |
929,4 |
-68,87 |
-63,98 |
42 |
825,66 |
844,3 |
-18,64 |
0,9779 |
4,360696 |
1,01268 |
821,299 |
811,84 |
926,985 |
927,35 |
931,35 |
943,132 |
-105,7 |
-117,47 |
43 |
850,26 |
832,12 |
18,14 |
1,0218 |
-11,27064 |
0,96549 |
861,531 |
839,617 |
929,385 |
929,75 |
918,11 |
941,531 |
-67,85 |
-91,271 |
44 |
828,34 |
819,58 |
8,7638 |
1,0107 |
-2,786966 |
1,00481 |
831,127 |
857,949 |
931,791 |
932,15 |
929 |
899,982 |
-100,7 |
-71,642 |
45 |
783,02 |
810,02 |
-27 |
0,9667 |
9,696905 |
1,01702 |
773,323 |
779,271 |
934,203 |
934,57 |
943,9 |
939,062 |
-160,9 |
-156,04 |
46 |
807,71 |
802,82 |
4,8875 |
1,0061 |
4,360696 |
1,01268 |
803,349 |
794,19 |
936,621 |
936,98 |
940,98 |
952,935 |
-133,3 |
-145,22 |
47 |
791,73 |
813,02 |
-21,29 |
0,9738 |
-11,27064 |
0,96549 |
803,001 |
781,819 |
939,046 |
939,41 |
927,78 |
951,318 |
-136 |
-159,59 |
48 |
829,32 |
831,91 |
-2,593 |
0,9969 |
-2,786966 |
1,00481 |
832,107 |
858,964 |
941,477 |
941,84 |
938,69 |
909,338 |
-109,4 |
-80,018 |
49 |
863,65 |
853,59 |
10,059 |
1,0118 |
9,696905 |
1,01702 |
853,953 |
859,515 |
943,914 |
944,28 |
953,61 |
948,823 |
-89,96 |
-85,173 |
50 |
878,19 |
871,97 |
6,2163 |
1,0071 |
4,360696 |
1,01268 |
873,829 |
863,49 |
946,358 |
946,72 |
950,72 |
962,84 |
-72,53 |
-84,65 |
51 |
894,68 |
874,71 |
19,971 |
1,0228 |
-11,27064 |
0,96549 |
905,951 |
883,481 |
948,807 |
949,18 |
937,54 |
961,207 |
-42,86 |
-66,527 |
52 |
873,43 |
877,65 |
-4,219 |
0,9952 |
-2,786966 |
1,00481 |
876,217 |
904,65 |
951,264 |
951,63 |
948,48 |
918,79 |
-75,05 |
-45,36 |
53 |
841,42 |
886,41 |
-44,99 |
0,9492 |
9,696905 |
1,01702 |
831,723 |
837,391 |
953,726 |
954,1 |
963,42 |
958,687 |
-122 |
-117,27 |
54 |
923,94 |
895,17 |
28,77 |
1,0321 |
4,360696 |
1,01268 |
919,579 |
908,475 |
956,195 |
956,57 |
960,56 |
972,849 |
-36,62 |
-48,909 |
55 |
919,01 |
905,86 |
13,15 |
1,0145 |
-11,27064 |
0,96549 |
930,281 |
907,506 |
958,67 |
959,04 |
947,4 |
971,199 |
-28,39 |
-52,189 |
56 |
919,19 |
909,22 |
9,97 |
1,011 |
-2,786966 |
1,00481 |
921,977 |
952,046 |
961,152 |
961,52 |
958,37 |
928,341 |
-39,18 |
-9,1508 |
57 |
881,18 |
907,93 |
-26,75 |
0,9705 |
9,696905 |
1,01702 |
871,483 |
876,961 |
963,64 |
964,01 |
973,34 |
968,651 |
-92,16 |
-87,471 |
58 |
911,06 |
920,41 |
-9,348 |
0,9898 |
4,360696 |
1,01268 |
906,699 |
895,81 |
966,135 |
966,51 |
970,5 |
982,962 |
-59,44 |
-71,902 |
59 |
921,6 |
954,33 |
-32,73 |
0,9657 |
-11,27064 |
0,96549 |
932,871 |
910,064 |
968,636 |
969,01 |
957,37 |
981,294 |
-35,77 |
-59,694 |
60 |
1016,39 |
1000,2 |
16,229 |
1,0162 |
-2,786966 |
1,00481 |
1019,18 |
1052,72 |
971,143 |
971,52 |
968,36 |
937,991 |
48,034 |
78,399 |
61 |
1055,37 |
1048,1 |
7,2938 |
1,007 |
9,696905 |
1,01702 |
1045,67 |
1050,32 |
973,657 |
974,03 |
983,35 |
978,72 |
72,016 |
76,65 |
62 |
1103,51 |
1084,8 |
18,745 |
1,0173 |
4,360696 |
1,01268 |
1099,15 |
1085,04 |
976,178 |
976,56 |
980,54 |
993,18 |
122,97 |
110,33 |
63 |
1112,47 |
1104,8 |
7,6662 |
1,0069 |
-11,27064 |
0,96549 |
1123,74 |
1098,54 |
978,705 |
979,08 |
967,43 |
991,495 |
145,04 |
120,97 |
64 |
1119,03 |
1102,6 |
16,431 |
1,0149 |
-2,786966 |
1,00481 |
1121,82 |
1159,03 |
981,238 |
981,62 |
978,45 |
947,741 |
140,58 |
171,29 |
65 |
1113,04 |
1084 |
29,066 |
1,0268 |
9,696905 |
1,01702 |
1103,34 |
1107,71 |
983,778 |
984,16 |
993,47 |
988,894 |
119,57 |
124,15 |
66 |
1028,2 |
1070,7 |
-42,49 |
0,9603 |
4,360696 |
1,01268 |
1023,84 |
1010,99 |
986,325 |
986,71 |
990,69 |
1003,5 |
37,514 |
24,696 |
67 |
1038,78 |
1065,7 |
-26,95 |
0,9747 |
-11,27064 |
0,96549 |
1050,05 |
1025,78 |
988,878 |
989,26 |
977,61 |
1001,8 |
61,173 |
36,979 |
68 |
1086,43 |
1077 |
9,3875 |
1,0087 |
-2,786966 |
1,00481 |
1089,22 |
1125,26 |
991,438 |
991,82 |
988,65 |
957,593 |
97,779 |
128,84 |
69 |
1105,96 |
1100 |
5,955 |
1,0054 |
9,696905 |
1,01702 |
1096,26 |
1100,66 |
994,005 |
994,39 |
1003,7 |
999,174 |
102,26 |
106,79 |
70 |
1125,8 |
1120,3 |
5,5012 |
1,0049 |
4,360696 |
1,01268 |
1121,44 |
1106,96 |
996,578 |
996,96 |
1000,9 |
1013,94 |
124,86 |
111,86 |
71 |
1124,88 |
1142,2 |
-17,32 |
0,9848 |
-11,27064 |
0,96549 |
1136,15 |
1110,8 |
999,158 |
999,55 |
987,89 |
1012,22 |
136,99 |
112,66 |
72 |
1162,68 |
1167,9 |
-5,195 |
0,9956 |
-2,786966 |
1,00481 |
1165,47 |
1204,24 |
1001,74 |
1002,1 |
998,95 |
967,545 |
163,73 |
195,13 |
73 |
1204,92 |
1182,9 |
22,014 |
1,0186 |
9,696905 |
1,01702 |
1195,22 |
1199,15 |
1004,34 |
1004,7 |
1014 |
1009,56 |
190,88 |
195,36 |
74 |
1232,24 |
1193,1 |
39,094 |
1,0328 |
4,360696 |
1,01268 |
1227,88 |
1211,61 |
1006,94 |
1007,3 |
1011,3 |
1024,48 |
220,94 |
207,76 |
75 |
1138,69 |
1210 |
-71,32 |
0,9411 |
-11,27064 |
0,96549 |
1149,96 |
1124,44 |
1009,54 |
1009,9 |
998,27 |
1022,73 |
140,42 |
115,96 |
76 |
1230,79 |
1227,8 |
2,9875 |
1,0024 |
-2,786966 |
1,00481 |
1233,58 |
1274,78 |
1012,16 |
1012,6 |
1009,4 |
977,606 |
221,42 |
253,18 |
77 |
1271,72 |
1260,9 |
10,789 |
1,0086 |
9,696905 |
1,01702 |
1262,02 |
1265,63 |
1014,78 |
1015,2 |
1024,5 |
1020,05 |
247,24 |
251,67 |
78 |
1307,78 |
1294,6 |
13,203 |
1,0102 |
4,360696 |
1,01268 |
1303,42 |
1285,89 |
1017,4 |
1017,8 |
1021,8 |
1035,13 |
286,02 |
272,65 |
79 |
1328,18 |
1311,3 |
16,839 |
1,0128 |
-11,27064 |
0,96549 |
1339,45 |
1311,55 |
1020,04 |
1020,4 |
1008,8 |
1033,37 |
319,41 |
294,81 |
80 |
1310,47 |
1322,7 |
-12,27 |
0,9907 |
-2,786966 |
1,00481 |
1313,26 |
1357,31 |
1022,68 |
1023,1 |
1019,9 |
987,763 |
290,58 |
322,71 |
81 |
1326,15 |
1329,9 |
-3,771 |
0,9972 |
9,696905 |
1,01702 |
1316,45 |
1319,8 |
1025,33 |
1025,7 |
1035 |
1030,66 |
291,12 |
295,49 |
82 |
1344,56 |
1334,3 |
10,274 |
1,0077 |
4,360696 |
1,01268 |
1340,2 |
1322,05 |
1027,98 |
1028,4 |
1032,3 |
1045,89 |
312,22 |
298,67 |
83 |
1348,83 |
1338,8 |
10,064 |
1,0075 |
-11,27064 |
0,96549 |
1360,1 |
1331,95 |
1030,64 |
1031 |
1019,4 |
1044,11 |
329,46 |
304,72 |
84 |
1324,74 |
1325,1 |
-0,339 |
0,9997 |
-2,786966 |
1,00481 |
1327,53 |
1372,09 |
1033,31 |
1033,7 |
1030,5 |
998,036 |
294,22 |
326,7 |
85 |
1347,72 |
1283,3 |
64,426 |
1,0502 |
9,696905 |
1,01702 |
1338,02 |
1341,27 |
1035,98 |
1036,4 |
1045,7 |
1041,38 |
302,04 |
306,34 |
86 |
1213,49 |
1239,9 |
-26,43 |
0,9787 |
4,360696 |
1,01268 |
1209,13 |
1193,18 |
1038,67 |
1039,1 |
1043 |
1056,76 |
170,46 |
156,73 |
87 |
1145,62 |
1201,1 |
-55,5 |
0,9538 |
-11,27064 |
0,96549 |
1156,89 |
1131,28 |
1041,35 |
1041,8 |
1030,1 |
1054,97 |
115,54 |
90,654 |
88 |
1180,98 |
1171,8 |
9,2175 |
1,0079 |
-2,786966 |
1,00481 |
1183,77 |
1223,19 |
1044,05 |
1044,5 |
1041,3 |
1008,4 |
139,72 |
172,58 |
89 |
1181,07 |
1144,5 |
36,598 |
1,032 |
9,696905 |
1,01702 |
1171,37 |
1175,41 |
1046,75 |
1047,2 |
1056,4 |
1052,2 |
124,62 |
128,87 |
90 |
1145,27 |
1097,8 |
47,466 |
1,0432 |
4,360696 |
1,01268 |
1140,91 |
1126,1 |
1049,46 |
1049,9 |
1053,8 |
1067,74 |
91,449 |
77,528 |
91 |
995,52 |
1051,1 |
-55,55 |
0,9471 |
-11,27064 |
0,96549 |
1006,79 |
983,059 |
1052,18 |
1052,6 |
1040,9 |
1065,93 |
-45,39 |
-70,413 |
92 |
957,73 |
1012,6 |
-54,82 |
0,9459 |
-2,786966 |
1,00481 |
960,517 |
991,964 |
1054,9 |
1055,3 |
1052,1 |
1018,89 |
-94,38 |
-61,16 |
93 |
1030,47 |
977,69 |
52,779 |
1,054 |
9,696905 |
1,01702 |
1020,77 |
1025,54 |
1057,63 |
1058 |
1067,3 |
1063,13 |
-36,86 |
-32,661 |
94 |
987,7 |
936,53 |
51,166 |
1,0546 |
4,360696 |
1,01268 |
983,339 |
971,167 |
1060,37 |
1060,8 |
1064,7 |
1078,84 |
-77,03 |
-91,138 |
95 |
874,21 |
883,64 |
-9,428 |
0,9893 |
-11,27064 |
0,96549 |
885,481 |
863,267 |
1063,12 |
1063,5 |
1051,8 |
1077,01 |
-177,6 |
-202,8 |
96 |
749,78 |
831,88 |
-82,1 |
0,9013 |
-2,786966 |
1,00481 |
752,567 |
776,581 |
1065,87 |
1066,3 |
1063,1 |
1029,48 |
-313,3 |
-279,7 |
97 |
815,25 |
783,78 |
31,475 |
1,0402 |
9,696905 |
1,01702 |
805,553 |
811,346 |
1068,63 |
1069 |
1078,3 |
1074,18 |
-263,1 |
-258,93 |
98 |
788,89 |
753,03 |
35,864 |
1,0476 |
4,360696 |
1,01268 |
784,529 |
775,685 |
1071,39 |
1071,8 |
1075,8 |
1090,06 |
-286,9 |
-301,17 |
99 |
688,15 |
738,48 |
-50,33 |
0,9318 |
-11,27064 |
0,96549 |
699,421 |
679,536 |
1074,17 |
1074,6 |
1062,9 |
1088,2 |
-374,7 |
-400,05 |
100 |
689,85 |
734,52 |
-44,67 |
0,9392 |
-2,786966 |
1,00481 |
692,637 |
714,508 |
1076,95 |
1077,4 |
1074,2 |
1040,19 |
-384,3 |
-350,34 |
101 |
758,83 |
754,16 |
4,6725 |
1,0062 |
9,696905 |
1,01702 |
749,133 |
755,196 |
1079,74 |
1080,2 |
1089,4 |
1085,35 |
-330,6 |
-326,52 |
102 |
813,63 |
797,8 |
15,835 |
1,0198 |
4,360696 |
1,01268 |
809,269 |
800,011 |
1082,53 |
1083 |
1086,9 |
1101,39 |
-273,3 |
-287,76 |
103 |
820,49 |
842,79 |
-22,3 |
0,9735 |
-11,27064 |
0,96549 |
831,761 |
810,219 |
1085,33 |
1085,8 |
1074,1 |
1099,51 |
-253,6 |
-279,02 |
104 |
906,61 |
876,69 |
29,925 |
1,0341 |
-2,786966 |
1,00481 |
909,397 |
939,016 |
1088,14 |
1088,6 |
1085,4 |
1051 |
-178,7 |
-144,39 |
105 |
902,04 |
913,66 |
-11,62 |
0,9873 |
9,696905 |
1,01702 |
892,343 |
897,721 |
1090,96 |
1091,4 |
1100,7 |
1096,63 |
-198,6 |
-194,59 |
106 |
941,57 |
949,36 |
-7,787 |
0,9918 |
4,360696 |
1,01268 |
937,209 |
925,81 |
1093,78 |
1094,2 |
1098,1 |
1112,84 |
-156,6 |
-171,27 |
107 |
988,37 |
991,02 |
-2,653 |
0,9973 |
-11,27064 |
0,96549 |
999,641 |
975,998 |
1096,62 |
1097 |
1085,3 |
1110,95 |
-96,98 |
-122,58 |
108 |
1024,29 |
1040,9 |
-16,63 |
0,984 |
-2,786966 |
1,00481 |
1027,08 |
1060,9 |
1099,45 |
1099,9 |
1096,7 |
1061,92 |
-72,37 |
-37,632 |
109 |
1117,68 |
1083,1 |
34,539 |
1,0319 |
9,696905 |
1,01702 |
1107,98 |
1112,33 |
1102,3 |
1102,7 |
1112 |
1108,04 |
5,6831 |
9,6443 |
110 |
1125,11 |
1123,9 |
1,17 |
1,001 |
4,360696 |
1,01268 |
1120,75 |
1106,28 |
1105,15 |
1105,6 |
1109,5 |
1124,4 |
15,599 |
0,7092 |
111 |
1142,6 |
1155 |
-12,38 |
0,9893 |
-11,27064 |
0,96549 |
1153,87 |
1128,3 |
1108,02 |
1108,4 |
1096,7 |
1122,49 |
45,851 |
20,109 |
112 |
1196,45 |
1169,3 |
27,181 |
1,0232 |
-2,786966 |
1,00481 |
1199,24 |
1239,22 |
1110,88 |
1111,3 |
1108,1 |
1072,96 |
88,357 |
123,49 |
113 |
1193,84 |
1173,8 |
20 |
1,017 |
9,696905 |
1,01702 |
1184,14 |
1188,12 |
1113,76 |
1114,2 |
1123,5 |
1119,55 |
70,383 |
74,289 |
114 |
1163,26 |
1170,4 |
-7,166 |
0,9939 |
4,360696 |
1,01268 |
1158,9 |
1143,79 |
1116,64 |
1117,1 |
1121 |
1136,1 |
42,259 |
27,163 |
115 |
1141,02 |
1159,5 |
-18,5 |
0,984 |
-11,27064 |
0,96549 |
1152,29 |
1126,74 |
1119,53 |
1120 |
1108,3 |
1134,17 |
32,761 |
6,853 |
116 |
1170,72 |
1149,4 |
21,309 |
1,0185 |
-2,786966 |
1,00481 |
1173,51 |
1212,57 |
1122,43 |
1122,9 |
1119,6 |
1084,12 |
51,077 |
86,601 |
117 |
1132,32 |
1144,4 |
-12,06 |
0,9895 |
9,696905 |
1,01702 |
1122,62 |
1126,9 |
1125,34 |
1125,8 |
1135 |
1131,19 |
-2,717 |
1,1335 |
118 |
1143,91 |
1136,5 |
7,46 |
1,0066 |
4,360696 |
1,01268 |
1139,55 |
1124,76 |
1128,25 |
1128,7 |
1132,6 |
1147,9 |
11,299 |
-3,9942 |
119 |
1120,08 |
1140,5 |
-20,44 |
0,9821 |
-11,27064 |
0,96549 |
1131,35 |
1106,06 |
1131,17 |
1131,6 |
1119,9 |
1145,95 |
0,1806 |
-25,875 |
120 |
1128,26 |
1150,5 |
-22,22 |
0,9807 |
-2,786966 |
1,00481 |
1131,05 |
1168,59 |
1134,1 |
1134,5 |
1131,3 |
1095,39 |
-3,053 |
32,874 |
121 |
1207,35 |
1156,5 |
50,816 |
1,0439 |
9,696905 |
1,01702 |
1197,65 |
1201,57 |
1137,03 |
1137,5 |
1146,7 |
1142,95 |
60,623 |
64,397 |
122 |
1148,54 |
1166,8 |
-18,31 |
0,9843 |
4,360696 |
1,01268 |
1144,18 |
1129,32 |
1139,98 |
1140,4 |
1144,3 |
1159,83 |
4,1993 |
-11,294 |
123 |
1163,89 |
1165,3 |
-1,459 |
0,9987 |
-11,27064 |
0,96549 |
1175,16 |
1149,32 |
1142,93 |
1143,4 |
1131,7 |
1157,86 |
32,231 |
6,0264 |
124 |
1166,96 |
1159,9 |
7,0575 |
1,0061 |
-2,786966 |
1,00481 |
1169,75 |
1208,67 |
1145,89 |
1146,3 |
1143,1 |
1106,77 |
23,857 |
60,191 |
125 |
1156,66 |
1157,1 |
-0,431 |
0,9996 |
9,696905 |
1,01702 |
1146,96 |
1151,12 |
1148,85 |
1149,3 |
1158,5 |
1154,83 |
-1,887 |
1,8303 |
126 |
1155,66 |
1145,6 |
10,031 |
1,0088 |
4,360696 |
1,01268 |
1151,3 |
1136,32 |
1151,83 |
1152,3 |
1156,2 |
1171,89 |
-0,531 |
-16,226 |
127 |
1134,28 |
|
|
|
-11,27064 |
0,96549 |
1145,55 |
1120,08 |
1154,81 |
1155,3 |
1143,5 |
1169,9 |
-9,259 |
-35,624 |
128 |
1104,87 |
|
|
|
-2,786966 |
1,00481 |
1107,66 |
1144,36 |
1157,8 |
1158,3 |
1155 |
1118,28 |
-50,14 |
-13,408 |
Ta: Построение модели тредна для аддитивной формы (Y-Sa)
Multiple Regression - addit
Dependent variable: addit (Y-Sa)
Independent variables:
1.09^(0.03*num)
|
|
Standard |
T |
|
Parameter |
Estimate |
Error |
Statistic |
P-Value |
1.09^(0.03*num) |
831,602 |
10,5164 |
79,0766 |
0,0000 |
Analysis of Variance
Source |
Sum of Squares |
Df |
Mean Square |
F-Ratio |
P-Value |
Model |
1,25828E8 |
1 |
1,25828E8 |
6253,11 |
0,0000 |
Residual |
2,55556E6 |
127 |
20122,5 |
|
|
Total |
1,28384E8 |
128 |
|
|
|
R-squared = 98,0094 percent
R-squared (adjusted for d.f.) = 98,0094 percent
Standard Error of Est. = 141,854
Mean absolute error = 108,101
Durbin-Watson statistic = 0,104594
Lag 1 residual autocorrelation = 0,947031
addit = 831,602*1.09^(0.03*num)
Tm: Построение модели тренда для мультипликативной формы (Y/Sm)
Multiple Regression - multip
Dependent variable: multip (Y/Sm)
Independent variables:
1.09^(0.03*num)
|
|
Standard |
T |
|
Parameter |
Estimate |
Error |
Statistic |
P-Value |
1.09^(0.03*num) |
831,924 |
10,6406 |
78,1837 |
0,0000 |
Analysis of Variance
Source |
Sum of Squares |
Df |
Mean Square |
F-Ratio |
P-Value |
Model |
1,25926E8 |
1 |
1,25926E8 |
6112,70 |
0,0000 |
Residual |
2,61629E6 |
127 |
20600,7 |
|
|
Total |
1,28542E8 |
128 |
|
|
|
R-squared = 97,9646 percent
R-squared (adjusted for d.f.) = 97,9646 percent
Standard Error of Est. = 143,53
Mean absolute error = 109,145
Durbin-Watson statistic = 0,155028
Lag 1 residual autocorrelation = 0,922221
multip = 831,924*1.09^(0.03*num)
