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текущ знач
1.758035
ADF Test Statistic 1% Critical Value* -2.628 3.092581
PP Test Statistic
5% Critical Value -1.9504
10% Critical Value -1.6206
*MacKinnon critical values for rejection of hypothesis of a unit root. *MacKinnon critical values for rejection of hy
Augmented Dickey-Fuller Test Equation Lag truncation for Bartlett kernel: 2
Dependent Variable: D(TEKZNACH) Residual variance with no correction
Method: Least Squares Residual variance with correction
Date: 03/13/07 Time: 23:56
Sample(adjusted): 1997:2 2006:1
Included observations: 36 after adjusting endpoints
Phillips-Perron Test Equation
Variable Coefficient Std. Error t-Statistic Prob. Dependent Variable: D(TEKZNACH)
Method: Least Squares
0.035995 0.020474 1.758035
TEKZNACH(-1) 0.0886 Date: 03/14/07 Time: 00:22
-0.06763 0.165274 -0.40917
D(TEKZNACH(-1)) 0.6852 Sample(adjusted): 1996:2 2006:1
-0.12255 0.16047 -0.76371
D(TEKZNACH(-2)) 0.4508 Included observations: 40 after adjusting end
-0.16262 0.162511 -1.00068
D(TEKZNACH(-3)) 0.3247
0.508847 0.16653 3.055592
D(TEKZNACH(-4)) 0.0046 Variable Coefficient
R-squared 0.344212 Mean dependent var 97.41944 0.034849
TEKZNACH(-1)
0.259594
Adjusted R-squared S.D. dependent var 243.0094
209.1019
S.E. of regression Akaike info criterion 13.65177 R-squared 0.02509
1355432
Sum squared resid Schwarz criterion 13.8717 0.02509
Adjusted R-squared
Log likelihood -240.732 Durbin-Watson stat 1.68509 234.2625
S.E. of regression
resid
Sum squared2140278
Log likelihood-274.509
-0.82965
ADF Test Statistic 1% Critical Value* -2.628
5% Critical Value -1.9504
10% Critical Value -1.6206 -7.28185
PP Test Statistic
*MacKinnon critical values for rejection of hypothesis of a unit root.
*MacKinnon critical values for rejection of hy
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(TEKZNACH,2)
Method: Least Squares Lag truncation for Bartlett kernel: 2
Date: 03/13/07 Time: 23:59 Residual variance with no correction
Sample(adjusted): 1997:2 2006:1 Residual variance with correction
Included observations: 36 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
Phillips-Perron Test Equation
-0.22909
D(TEKZNACH(-1)) 0.276121 -0.82965 0.4129 Dependent Variable: D(TEKZNACH,2)
-0.66826
D(TEKZNACH(-1),2) 0.246128 -2.71507 0.0106 Method: Least Squares
-0.63726
D(TEKZNACH(-2),2) 0.211317 -3.01565 0.005 Date: 03/14/07 Time: 00:23
-0.65372
D(TEKZNACH(-3),2) 0.149363 -4.37671 0.0001 Sample(adjusted): 1996:3 2006:1
Included observations: 39 after adjusting end
R-squared 0.668373 Mean dependent var 5.883333
0.637283
Adjusted R-squared S.D. dependent var 358.3578 Variable Coefficient
215.8246
S.E. of regression Akaike info criterion 13.69125
1490568
Sum squared resid Schwarz criterion 13.86719 -1.16903
D(TEKZNACH(-1))
Log likelihood -242.443 Durbin-Watson stat 1.728143 C -56.3917
#VALUE! 7.494018
R-squared 0.582941
-10.5738
ADF Test Statistic 1% Critical Value* -2.628 0.559771
Adjusted R-squared
5% Critical Value -1.9504 231.4229
S.E. of regression
10% Critical Value -1.6206 resid
Sum squared1928037
Log likelihood-266.103
*MacKinnon critical values for rejection of hypothesis of a unit root. 2.053466
Durbin-Watson stat
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(TEKZNACH,3)
Method: Least Squares
Date: 03/14/07 Time: 00:01
Sample(adjusted): 1997:2 2006:1
Included observations: 36 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
-3.33369 0.315277 -10.5738
D(TEKZNACH(-1),2) 0
1.48858 0.236428 6.296126
D(TEKZNACH(-1),3) 0
0.723211 0.123084 5.875759
D(TEKZNACH(-2),3) 0
R-squared 0.887463 Mean dependent var 2.341667
0.880643
Adjusted R-squared S.D. dependent var 621.7503
214.803
S.E. of regression Akaike info criterion 13.65697
1522631
Sum squared resid Schwarz criterion 13.78893
Log likelihood -242.826 Durbin-Watson stat 1.770628
1% Critical Value* -2.6211
5% Critical Value -1.9492
10% Critical Value -1.6201
on critical values for rejection of hypothesis of a unit root.
( Newey-West suggests: 3 )
variance with no correction 53506.95
variance with correction 39262.73
erron Test Equation
nt Variable: D(TEKZNACH)
east Squares
14/07 Time: 00:22
djusted): 1996:2 2006:1
observations: 40 after adjusting endpoints
Std. Error t-Statistic Prob.
0.013518 2.578082 0.0138
Mean dependent var 87.9875
S.D. dependent var 237.2578
Akaike info criterion 13.77544
Schwarz criterion 13.81767
Durbin-Watson stat 2.237746
1% Critical Value* -4.2092
5% Critical Value -3.5279
10% Critical Value -3.1949
on critical values for rejection of hypothesis of a unit root.
( Newey-West suggests: 3 )
variance with no correction 49436.84
variance with correction 37768.75
erron Test Equation
nt Variable: D(TEKZNACH,2)
east Squares
14/07 Time: 00:23
djusted): 1996:3 2006:1
observations: 39 after adjusting endpoints
Std. Error t-Statistic Prob.
0.164802 -7.0935 0
78.80648 -0.71557 0.4789
3.462559 2.1643 0.0372
Mean dependent var -5.46154
S.D. dependent var 348.7925
Akaike info criterion 13.80017
Schwarz criterion 13.92814
F-statistic 25.15936
Prob(F-statistic) 0
1.758035
ADF Test Statistic 1% Critical Value* -2.628
5% Critical Value -1.9504
10% Critical Value -1.6206
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(BAZISNY)
Method: Least Squares
Date: 03/14/07 Time: 00:31
Sample(adjusted): 1997:2 2006:1
Included observations: 36 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
0.035995 0.020474 1.758035
BAZISNY(-1) 0.0886
-0.06763 0.165274 -0.40917
D(BAZISNY(-1)) 0.6852
-0.12255 0.16047 -0.76371
D(BAZISNY(-2)) 0.4508
-0.16262 0.162511 -1.00068
D(BAZISNY(-3)) 0.3247
0.508847 0.16653 3.055592
D(BAZISNY(-4)) 0.0046
R-squared 0.344212 Mean dependent var 6.20506
0.259594
Adjusted R-squared S.D. dependent var 15.47831
13.31859
S.E. of regression Akaike info criterion 8.144445
5498.934
Sum squared resid Schwarz criterion 8.364379
Log likelihood -141.6 Durbin-Watson stat 1.68509
-0.82965
ADF Test Statistic 1% Critical Value* -2.628
5% Critical Value -1.9504
10% Critical Value -1.6206
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(BAZISNY,2)
Method: Least Squares
Date: 03/14/07 Time: 00:32
Sample(adjusted): 1997:2 2006:1
Included observations: 36 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
-0.22909
D(BAZISNY(-1)) 0.276121 -0.82965 0.4129
-0.66826
D(BAZISNY(-1),2) 0.246128 -2.71507 0.0106
-0.63726
D(BAZISNY(-2),2) 0.211317 -3.01565 0.005
-0.65372
D(BAZISNY(-3),2) 0.149363 -4.37671 0.0001
R-squared 0.668373 Mean dependent var 0.374735
0.637283
Adjusted R-squared S.D. dependent var 22.82534
13.74679
S.E. of regression Akaike info criterion 8.183927
6047.176
Sum squared resid Schwarz criterion 8.359873
-143.311
Log likelihood Durbin-Watson stat 1.728143
3.092581
PP Test Statistic 1% Critical Value* -2.6211
5% Critical Value -1.9492
10% Critical Value -1.6201
*MacKinnon critical values for rejection of hypothesis of a unit root.
( Newey-West suggests: 3 )
Lag truncation for Bartlett kernel: 2
Residual variance with no correction 217.0755
Residual variance with correction 159.2873
Phillips-Perron Test Equation
Dependent Variable: D(BAZISNY)
Method: Least Squares
Date: 03/14/07 Time: 00:33
Sample(adjusted): 1996:2 2006:1
Included observations: 40 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
0.034849 0.013518 2.578082
BAZISNY(-1) 0.0138
R-squared 0.02509 Mean dependent var 5.604299
0.02509
Adjusted R-squared S.D. dependent var 15.11196
14.92118
S.E. of regression Akaike info criterion 8.268122
8683.022
Sum squared resid Schwarz criterion 8.310344
Log likelihood-164.362 Durbin-Watson stat 2.237746
-7.28185
PP Test Statistic 1% Critical Value* -4.2092
5% Critical Value -3.5279
10% Critical Value -3.1949
*MacKinnon critical values for rejection of hypothesis of a unit root.
( Newey-West suggests: 3 )
Lag truncation for Bartlett kernel: 2
Residual variance with no correction 200.5633
Residual variance with correction 153.2263
Phillips-Perron Test Equation
Dependent Variable: D(BAZISNY,2)
Method: Least Squares
Date: 03/14/07 Time: 00:34
Sample(adjusted): 1996:3 2006:1
Included observations: 39 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
-1.16903 0.164802
D(BAZISNY(-1)) -7.0935 0
C -3.59183 5.019521 -0.71557 0.4789
#VALUE! 0.477326 0.220545 2.1643 0.0372
R-squared 0.582941 Mean dependent var -0.34787
0.559771
Adjusted R-squared S.D. dependent var 22.21608
14.74031
S.E. of regression Akaike info criterion 8.292853
7821.967
Sum squared resid Schwarz criterion 8.420819
Log likelihood-158.711 F-statistic 25.15936
2.053466
Durbin-Watson stat Prob(F-statistic) 0
-2.25651
ADF Test Statistic 1% Critical Value* -3.6228 PP Test Statistic
5% Critical Value -2.9446
10% Critical Value -2.6105
*MacKinnon critical values for rejection of hypothesis of a unit root. *MacKinnon critical values for rejec
Augmented Dickey-Fuller Test Equation Lag truncation for Bartlett kernel: 2
Dependent Variable: D(ZEPNOY) Residual variance with no correctio
Method: Least Squares Residual variance with correction
Date: 03/14/07 Time: 00:39
Sample(adjusted): 1997:2 2006:1
Included observations: 36 after adjusting endpoints
Phillips-Perron Test Equation
Variable Coefficient Std. Error t-Statistic Prob. Dependent Variable: D(ZEPNOY)
Method: Least Squares
ZEPNOY(-1) -0.87443 0.387513 -2.25651 0.0312 Date: 03/14/07 Time: 00:42
-0.22199
D(ZEPNOY(-1)) 0.311541 -0.71255 0.4815 Sample(adjusted): 1996:3 2006:1
-0.2698
D(ZEPNOY(-2)) 0.244638 -1.10285 0.2786 Included observations: 39 after adj
-0.44035
D(ZEPNOY(-3)) 0.155977 -2.82318 0.0082
C 90.84903 40.05825 2.267923 0.0305 Variable
R-squared 0.732647 Mean dependent var 0.353169 ZEPNOY(-1)
0.69815
Adjusted R-squared S.D. dependent var 15.95922 C
8.76814
S.E. of regression Akaike info criterion 7.308373
2383.289
Sum squared resid Schwarz criterion 7.528306 R-squared
-126.551
Log likelihood F-statistic 21.23788 Adjusted R-squared
1.569636
Durbin-Watson stat Prob(F-statistic) 0 S.E. of regression
Sum squared resid
Log likelihood
-9.99962
ADF Test Statistic 1% Critical Value* -2.628 Durbin-Watson stat
5% Critical Value -1.9504
10% Critical Value -1.6206
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(ZEPNOY,2)
Method: Least Squares
Date: 03/14/07 Time: 00:41
Sample(adjusted): 1997:2 2006:1
Included observations: 36 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
-3.25246 0.325258 -9.99962
D(ZEPNOY(-1)) 0
1.381076 0.248017 5.568465
D(ZEPNOY(-1),2) 0
0.669558 0.123775 5.40946
D(ZEPNOY(-2),2) 0
R-squared 0.904956 Mean dependent var 0.347532
0.899196
Adjusted R-squared S.D. dependent var 28.93127
9.185598
S.E. of regression Akaike info criterion 7.352806
2784.382
Sum squared resid Schwarz criterion 7.484766
-129.351
Log likelihood Durbin-Watson stat 1.677421
-7.7999 1% Critical Value* -3.6067
5% Critical Value -2.9378
10% Critical Value -2.6069
*MacKinnon critical values for rejection of hypothesis of a unit root.
( Newey-West suggests: 3 )
Lag truncation for Bartlett kernel: 2
Residual variance with no correction 91.17276
Residual variance with correction 86.91215
Phillips-Perron Test Equation
Dependent Variable: D(ZEPNOY)
Method: Least Squares
Date: 03/14/07 Time: 00:42
Sample(adjusted): 1996:3 2006:1
Included observations: 39 after adjusting endpoints
Coefficient Std. Error t-Statistic Prob.
-1.23178 0.158807 -7.75643 0
127.2592 16.52191 7.702451 0
0.619193 Mean dependent var -0.31208
0.608901 S.D. dependent var 15.67548
9.803113 Akaike info criterion 7.453197
3555.738 Schwarz criterion 7.538508
-143.337 F-statistic 60.16218
1.992406 Prob(F-statistic) 0
-5.23297
ADF Test Statistic 1% Critical Value* -4.2605 PP Test Statistic
5% Critical Value -3.5514
10% Critical Value -3.2081
*MacKinnon critical values for rejection of hypothesis of a unit root. *MacKinnon critical values for re
Augmented Dickey-Fuller Test Equation Lag truncation for Bartlett kernel:
Dependent Variable: D(KPREDGODU) Residual variance with no correc
Method: Least Squares Residual variance with correction
Date: 03/14/07 Time: 00:43
Sample(adjusted): 1998:1 2006:1
Included observations: 33 after adjusting endpoints
Phillips-Perron Test Equation
Variable Coefficient Std. Error t-Statistic Prob. Dependent Variable: D(KPREDG
Method: Least Squares
-0.78574
KPREDGODU(-1) 0.150152 -5.23297 0 Date: 03/14/07 Time: 00:45
0.31457
D(KPREDGODU(-1)) 0.142241 2.211533 0.0357 Sample(adjusted): 1997:2 2006:1
0.552811
D(KPREDGODU(-2)) 0.151514 3.648569 0.0011 Included observations: 36 after a
0.363564
D(KPREDGODU(-3)) 0.16961 2.14353 0.0412
C 66.96577 13.84816 4.835717 0 Variable
#VALUE! 0.905536 0.207879 4.356075 0.0002
KPREDGODU(-1)
R-squared 0.541972 Mean dependent var -0.00876
0.457153
Adjusted R-squared S.D. dependent var 10.68027 R-squared
7.869028
S.E. of regression Akaike info criterion 7.126712 Adjusted R-squared
1671.883
Sum squared resid Schwarz criterion 7.398804 S.E. of regression
Log likelihood -111.591 F-statistic 6.389685 Sum squared resid
stat
Durbin-Watson2.129792 Prob(F-statistic) 0.000489 Log likelihood
PP Test Statistic
*MacKinnon critical values for re
Lag truncation for Bartlett kernel:
Residual variance with no correc
Residual variance with correction
Phillips-Perron Test Equation
Dependent Variable: D(KPREDG
Method: Least Squares
Date: 03/14/07 Time: 00:47
Sample(adjusted): 1997:3 2006:1
Included observations: 35 after a
Variable
D(KPREDGODU(-1))
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
0.03828 1% Critical Value* -2.628
5% Critical Value -1.9504
10% Critical Value -1.6206
*MacKinnon critical values for rejection of hypothesis of a unit root.
( Newey-West suggests: 3 )
Lag truncation for Bartlett kernel: 2
Residual variance with no correction 107.9232
Residual variance with correction 134.5666
Phillips-Perron Test Equation
Dependent Variable: D(KPREDGODU)
Method: Least Squares
Date: 03/14/07 Time: 00:45
Sample(adjusted): 1997:2 2006:1
Included observations: 36 after adjusting endpoints
Coefficient Std. Error t-Statistic Prob.
0.001697 0.015399 0.110216 0.9129
-0.00387 Mean dependent var 0.673529
-0.00387 S.D. dependent var 10.51564
10.53597 Akaike info criterion 7.574852
3885.234 Schwarz criterion 7.618839
-135.347 Durbin-Watson stat 1.7079
-5.1743 1% Critical Value* -2.63
5% Critical Value -1.9507
10% Critical Value -1.6208
*MacKinnon critical values for rejection of hypothesis of a unit root.
( Newey-West suggests: 3 )
Lag truncation for Bartlett kernel: 2
Residual variance with no correction 106.2381
Residual variance with correction 111.3521
Phillips-Perron Test Equation
Dependent Variable: D(KPREDGODU,2)
Method: Least Squares
Date: 03/14/07 Time: 00:47
Sample(adjusted): 1997:3 2006:1
Included observations: 35 after adjusting endpoints
Coefficient Std. Error t-Statistic Prob.
-0.88457 0.171599 -5.1549 0
0.438682 Mean dependent var 0.06397
0.438682 S.D. dependent var 13.95822
10.45767 Akaike info criterion 7.560703
3718.334 Schwarz criterion 7.605141
-131.312 Durbin-Watson stat 2.017007
-5.08446
ADF Test Statistic 1% Critical Value* -4.2605 PP Test Statistic
5% Critical Value -3.5514
10% Critical Value -3.2081
*MacKinnon critical values for rejection of hypothesis of a unit root. *MacKinnon critical values for rejec
Augmented Dickey-Fuller Test Equation Lag truncation for Bartlett kernel: 2
Dependent Variable: D(NARASTITOGOM) Residual variance with no correctio
Method: Least Squares Residual variance with correction
Date: 03/14/07 Time: 00:48
Sample(adjusted): 1998:1 2006:1
Included observations: 33 after adjusting endpoints
Phillips-Perron Test Equation
Variable Coefficient Std. Error t-Statistic Prob. Dependent Variable: D(NARASTIT
Method: Least Squares
-0.71375
NARASTITOGOM(-1) 0.140379 -5.08446 0 Date: 03/14/07 Time: 00:50
0.309228 0.147333
D(NARASTITOGOM(-1)) 2.098832 0.0453 Sample(adjusted): 1997:2 2006:1
0.513226 0.155221
D(NARASTITOGOM(-2)) 3.306426 0.0027 Included observations: 36 after adj
0.452659 0.168962
D(NARASTITOGOM(-3)) 2.679057 0.0124
C 62.26785 12.96612 4.80235 0.0001 Variable
#VALUE! 0.757902 0.180838 4.191047 0.0003
NARASTITOGOM(-1)
R-squared 0.508312 Mean dependent var 0.290572
0.417259
Adjusted R-squared S.D. dependent var 8.752277 R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
PP Test Statistic
*MacKinnon critical values for rejec
Lag truncation for Bartlett kernel: 2
Residual variance with no correctio
Residual variance with correction
Phillips-Perron Test Equation
Dependent Variable: D(NARASTIT
Method: Least Squares
Date: 03/14/07 Time: 00:52
Sample(adjusted): 1997:3 2006:1
Included observations: 35 after adj
Variable
D(NARASTITOGOM(-1))
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
0.183421 1% Critical Value* -2.628
5% Critical Value -1.9504
10% Critical Value -1.6206
*MacKinnon critical values for rejection of hypothesis of a unit root.
( Newey-West suggests: 3 )
Lag truncation for Bartlett kernel: 2
Residual variance with no correction 70.10375
Residual variance with correction 86.44623
Phillips-Perron Test Equation
Dependent Variable: D(NARASTITOGOM)
Method: Least Squares
Date: 03/14/07 Time: 00:50
Sample(adjusted): 1997:2 2006:1
Included observations: 36 after adjusting endpoints
Coefficient Std. Error t-Statistic Prob.
0.003191 0.012497 0.255385 0.7999
-0.00463 Mean dependent var 0.673529
-0.00463 S.D. dependent var 8.471982
8.491567 Akaike info criterion 7.143409
2523.735 Schwarz criterion 7.187396
-127.581 Durbin-Watson stat 1.753001
-5.19635 1% Critical Value* -2.63
5% Critical Value -1.9507
10% Critical Value -1.6208
*MacKinnon critical values for rejection of hypothesis of a unit root.
( Newey-West suggests: 3 )
Lag truncation for Bartlett kernel: 2
Residual variance with no correction 70.5381
Residual variance with correction 74.77867
Phillips-Perron Test Equation
Dependent Variable: D(NARASTITOGOM,2)
Method: Least Squares
Date: 03/14/07 Time: 00:52
Sample(adjusted): 1997:3 2006:1
Included observations: 35 after adjusting endpoints
Coefficient Std. Error t-Statistic Prob.
-0.89525 0.173137 -5.17073 0
0.440129 Mean dependent var 0.130127
0.440129 S.D. dependent var 11.3884
8.521311 Akaike info criterion 7.151173
2468.833 Schwarz criterion 7.195611
-124.146 Durbin-Watson stat 1.999916
