Построение трендовой функции ряда. Оценка качества эконометрической модели
Вывод: Т.к. DW<dl, то автокорреляция исходного ряда положительна.
w |
t |
wt с волной |
Ut |
Wt=wср+d*(t-tср)+ut |
∆Ut |
167,80000 |
1 |
91,07943282 |
76,72057 |
167,8 |
78,57431 |
187,70000 |
2 |
109,1256866 |
78,57431 |
187,7 |
-58,44625 |
147,30000 |
3 |
127,1719403 |
20,12806 |
147,3 |
104,25375 |
269,60000 |
4 |
145,2181941 |
124,38181 |
269,6 |
-118,94625 |
168,70000 |
5 |
163,2644478 |
5,43555 |
168,7 |
-20,94625 |
165,80000 |
6 |
181,3107015 |
-15,51070 |
165,8 |
32,25375 |
216,10000 |
7 |
199,3569553 |
16,74304 |
216,1 |
140,85375 |
375,00000 |
8 |
217,403209 |
157,59679 |
375 |
-105,04625 |
288,00000 |
9 |
235,4494628 |
52,55054 |
288 |
-30,04625 |
276,00000 |
10 |
253,4957165 |
22,50428 |
276 |
-44,04625 |
250,00000 |
11 |
271,5419703 |
-21,54197 |
250 |
184,95375 |
453,00000 |
12 |
289,588224 |
163,41178 |
453 |
-382,25125 |
88,79500 |
13 |
307,6344778 |
-218,83948 |
88,795 |
209,55875 |
316,40000 |
14 |
325,6807315 |
-9,28073 |
316,4 |
228,14875 |
562,59500 |
15 |
343,7269853 |
218,86801 |
562,595 |
-470,53525 |
110,10600 |
16 |
361,773239 |
-251,66724 |
110,106 |
402,28875 |
530,44100 |
17 |
379,8194927 |
150,62151 |
530,441 |
-33,42425 |
515,06300 |
18 |
397,8657465 |
117,19725 |
515,063 |
-235,81325 |
297,29600 |
19 |
415,9120002 |
-118,61600 |
297,296 |
54,59275 |
369,93500 |
20 |
433,958254 |
-64,02325 |
369,935 |
-65,86925 |
322,11200 |
21 |
452,0045077 |
-129,89251 |
322,112 |
275,93775 |
616,09600 |
22 |
470,0507615 |
146,04524 |
616,096 |
184,27575 |
818,41800 |
23 |
488,0970152 |
330,32098 |
818,418 |
-583,09425 |
253,37000 |
24 |
506,143269 |
-252,77327 |
253,37 |
-201,07025 |
70,34600 |
25 |
524,1895227 |
-453,84352 |
70,346 |
625,74475 |
714,13700 |
26 |
542,2357765 |
171,90122 |
714,137 |
-76,44225 |
655,74100 |
27 |
560,2820302 |
95,45897 |
655,741 |
81,98175 |
755,76900 |
28 |
578,3282839 |
177,44072 |
755,769 |
-498,93425 |
274,88100 |
29 |
596,3745377 |
-321,49354 |
274,881 |
175,88575 |
468,81300 |
30 |
614,4207914 |
-145,60779 |
468,813 |
55,24575 |
542,10500 |
31 |
632,4670452 |
-90,36205 |
542,105 |
-160,05125 |
400,10000 |
32 |
650,5132989 |
-250,41330 |
400,1 |
211,30175 |
629,44800 |
33 |
668,5595527 |
-39,11155 |
629,448 |
44,19675 |
691,69100 |
34 |
686,6058064 |
5,08519 |
691,691 |
-336,85825 |
372,87900 |
35 |
704,6520602 |
-331,77306 |
372,879 |
665,42475 |
1056,35000 |
36 |
722,6983139 |
333,65169 |
1056,35 |
-964,22625 |
110,17000 |
37 |
740,7445676 |
-630,57457 |
110,17 |
201,74375 |
329,96000 |
38 |
758,7908214 |
-428,83082 |
329,96 |
614,86375 |
962,87000 |
39 |
776,8370751 |
186,03292 |
962,87 |
-73,75625 |
907,16000 |
40 |
794,8833289 |
112,27667 |
907,16 |
-76,46625 |
848,74000 |
41 |
812,9295826 |
35,81042 |
848,74 |
-237,18625 |
629,60000 |
42 |
830,9758364 |
-201,37584 |
629,6 |
663,45375 |
1311,10000 |
43 |
849,0220901 |
462,07791 |
1311,1 |
-369,04625 |
960,10000 |
44 |
867,0683439 |
93,03166 |
960,1 |
-490,28625 |
487,86000 |
45 |
885,1145976 |
-397,25460 |
487,86 |
250,76475 |
756,67100 |
46 |
903,1608514 |
-146,48985 |
756,671 |
-32,11325 |
742,60400 |
47 |
921,2071051 |
-178,60311 |
742,604 |
1522,61475 |
2283,26500 |
48 |
939,2533588 |
1344,01164 |
2283,265 |
-1344,01164 |
|