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Список использованных источников
 2019-07-03 |
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1. Бородич С.А. Вводный курс эконометрики – Мн., 2000.
2. Eviews users guide 3.1.
3. www.gsk.ru
Приложение 1
Рис. 1
Приложение 2
| ADF Test Statistic | -5.278444 | 1% Critical Value* | -4.2412 | ||||||||||||
|
|
| 5% Critical Value | -3.5426 | ||||||||||||
|
|
| 10% Critical Value | -3.2032 | ||||||||||||
| *MacKinnon critical values for rejection of hypothesis of a unit root. | |||||||||||||||
| Augmented Dickey-Fuller Test Equation | |||||||||||||||
| Dependent Variable: D(CONS) | |||||||||||||||
| Method: Least Squares | |||||||||||||||
| Date: 12/11/08 Time: 19:00 | |||||||||||||||
| Sample(adjusted): 1999:4 2008:2 | |||||||||||||||
| Included observations: 35 after adjusting endpoints | |||||||||||||||
| Variable | Coefficient | Std. Error | t-Statistic | Prob. | |||||||||||
| D(CONS(-1)) | -1.636006 | 0.309941 | -5.278444 | 0.0000 | |||||||||||
| @TREND(1999:1) | 12.54844 | 3.021702 | |||||||||||||
4.152773
0.0002
R-squared
0.719844
Mean dependent var
11.88857
Adjusted R-squared
0.692732
S.D. dependent var
211.7761
S.E. of regression
117.3913
Akaike info criterion
12.47611
Sum squared resid
427201.9
Schwarz criterion
12.65387
Log likelihood
-214.3320
F-statistic
26.55085
Durbin-Watson stat
2.101394
Prob(F-statistic)
0.000000
-20.99004
1% Critical Value*
-4.2412
5% Critical Value
-3.5426
10% Critical Value
-3.2032
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(IG)
Method: Least Squares
Date: 12/11/08 Time: 18:56
Sample(adjusted): 1999:4 2008:2
Included observations: 35 after adjusting endpoints
Coefficient
Std. Error
t-Statistic
Prob.
-2.200495
0.104835
-20.99004
0.0000
9.663892
2.439289
3.961766
0.0004
0.935547
Mean dependent var
19.71143
0.929310
S.D. dependent var
541.9242
144.0849
Akaike info criterion
12.88589
643574.0
Schwarz criterion
13.06365
-221.5031
F-statistic
149.9904
2.352758
Prob(F-statistic)
0.000000
ADF Test Statistic
-9.618956
1% Critical Value*
-4.2412
5% Critical Value
-3.5426
10% Critical Value
-3.2032
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(GDP)
Method: Least Squares
Date: 12/11/08 Time: 19:12
Sample(adjusted): 1999:4 2008:2
Included observations: 35 after adjusting endpoints
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(GDP(-1))
-2.088636
0.217137
-9.618956
0.0000
@TREND(1999:1)
26.31412
6.414595
4.102226
0.0003
R-squared
0.775601
Mean dependent var
33.28571
Adjusted R-squared
0.753884
S.D. dependent var
717.4181
S.E. of regression
355.9113
Akaike info criterion
14.69445
Sum squared resid
3926860.
Schwarz criterion
14.87221
Log likelihood
-253.1529
F-statistic
35.71550
Durbin-Watson stat
2.486933
Prob(F-statistic)
0.000000
PP Test Statistic
-6.168609
1% Critical Value*
-4.2324
5% Critical Value
-3.5386
10% Critical Value
-3.2009
*MacKinnon critical values for rejection of hypothesis of a unit root.
Lag truncation for Bartlett kernel: 1
( Newey-West suggests: 3 )
Residual variance with no correction
128108.6
Residual variance with correction
114483.1
Phillips-Perron Test Equation
Dependent Variable: D(IG)
Method: Least Squares
Date: 12/13/08 Time: 14:39
Sample(adjusted): 1999:3 2008:2
Included observations: 36 after adjusting endpoints
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(IG(-1))
-1.133453
0.183759
-6.168167
0.0000
@TREND(1999:1)
3.839129
5.997744
2.640095
0.1265
R-squared
0.438149
Mean dependent var
20.35833
Adjusted R-squared
0.510158
S.D. dependent var
534.1404
S.E. of regression
373.8380
Akaike info criterion
14.76518
Sum squared resid
4611909.
Schwarz criterion
14.89714
Log likelihood
-262.7732
F-statistic
19.22581
Durbin-Watson stat
2.134551
Prob(F-statistic)
0.000003
PP Test Statistic
-10.63290
1% Critical Value*
-4.2324
5% Critical Value
-3.5386
10% Critical Value
-3.2009
*MacKinnon critical values for rejection of hypothesis of a unit root.
Lag truncation for Bartlett kernel: 3
( Newey-West suggests: 3 )
Residual variance with no correction
200449.2
Residual variance with correction
30674.85
Phillips-Perron Test Equation
Dependent Variable: D(GDP)
Method: Least Squares
Date: 12/13/08 Time: 14:44
Sample(adjusted): 1999:3 2008:2
Included observations: 36 after adjusting endpoints
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(GDP(-1))
-1.243348
0.182298
-6.820400
0.0000
@TREND(1999:1)
14.23606
7.613909
2.869744
0.0704
R-squared
0.587667
Mean dependent var
34.34444
Adjusted R-squared
0.562677
S.D. dependent var
707.1235
S.E. of regression
467.6236
Akaike info criterion
15.21286
Sum squared resid
7216171.
Schwarz criterion
15.34482
Log likelihood
-270.8315
F-statistic
23.51620
Durbin-Watson stat
2.209326
Prob(F-statistic)
0.000000
