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D(UU_ENERGY) ADF Test Statistic -2.314900 1% Critical Value* -2. 5% Critical Value -1. 10% Critical Value -1.Augmented Dickey-Fuller Test Equation Variable Coefficient Std. Error t-Statistic Prob.

UU_ENERGY(-1) -0.113076 0.048847 -2.314900 0.R-squared 0.059242 Mean dependent var 0.Adjusted R-squared 0.059242 S.D. dependent var 0.S.E. of regression 0.245626 Akaike info criterion 0.Sum squared resid 5.128236 Schwarz criterion 0.Log likelihood -0.786535 Durbin-Watson stat 1.Dependent Variable:

D(UU_FERR_M) ADF Test Statistic -2.521192 1% Critical Value* -2. 5% Critical Value -1. 10% Critical Value -1.Augmented Dickey-Fuller Test Equation Variable Coefficient Std. Error t-Statistic Prob.

UU_FERR_M(-1) -0.116687 0.046282 -2.521192 0.R-squared 0.067641 Mean dependent var 0.Adjusted R-squared 0.067641 S.D. dependent var 0.S.E. of regression 0.080538 Akaike info criterion -2.Sum squared resid 0.551342 Schwarz criterion -2.Log likelihood 95.11039 Durbin-Watson stat 1.Dependent Variable: D(UU_FOOD_IND) ADF Test Statistic -2.806810 1% Critical Value* -2. 5% Critical Value -1. 10% Critical Value -1.Augmented Dickey-Fuller Test Equation Variable Coefficient Std. Error t-Statistic Prob.

UU_FOOD_IND(-1) -0.159775 0.056924 -2.806810 0.R-squared 0.084747 Mean dependent var 0.Adjusted R-squared 0.084747 S.D. dependent var 0.S.E. of regression 0.083236 Akaike info criterion -2.Sum squared resid 0.588898 Schwarz criterion -2.Log likelihood 92.27683 Durbin-Watson stat 1.Dependent Variable: D(UU_FUEL) ADF Test Statistic -4.472155 1% Critical Value* -2. 5% Critical Value -1. 10% Critical Value -1.Augmented Dickey-Fuller Test Equation Variable Coefficient Std. Error t-Statistic Prob.

UU_FUEL(-1) -0.378649 0.084668 -4.472155 0.R-squared 0.190447 Mean dependent var -0.Adjusted R-squared 0.190447 S.D. dependent var 0.S.E. of regression 0.068910 Akaike info criterion -2.Sum squared resid 0.403626 Schwarz criterion -2.Log likelihood 108.5207 Durbin-Watson stat 1.Dependent Variable:

D(UU_MACHIN) ADF Test Statistic -4.582101 1% Critical Value* -2. 5% Critical Value -1. 10% Critical Value -1.Augmented Dickey-Fuller Test Equation Variable Coefficient Std. Error t-Statistic Prob.

UU_MACHIN(-1) -0.290406 0.063378 -4.582101 0.R-squared 0.195490 Mean dependent var 0.Adjusted R-squared 0.195490 S.D. dependent var 0.S.E. of regression 0.039458 Akaike info criterion -3.Sum squared resid 0.132339 Schwarz criterion -3.Log likelihood 156.4709 Durbin-Watson stat 1.Dependent Variable: D(UU_N_FERR_M) ADF Test Statistic -3.327895 1% Critical Value* -2. 5% Critical Value -1. 10% Critical Value -1.Augmented Dickey-Fuller Test Equation Variable Coefficient Std. Error t-Statistic Prob.

UU_N_FERR_M(-1) -0.185171 0.055642 -3.327895 0.R-squared 0.113394 Mean dependent var -0. Adjusted R-squared 0.113394 S.D. dependent var 0.S.E. of regression 0.265589 Akaike info criterion 0.Sum squared resid 5.995668 Schwarz criterion 0.Log likelihood -7.506377 Durbin-Watson stat 2.Dependent Variable: D(UU_OIL_CHEM) ADF Test Statistic -2.931940 1% Critical Value* -2. 5% Critical Value -1. 10% Critical Value -1.Augmented Dickey-Fuller Test Equation Variable Coefficient Std. Error t-Statistic Prob.

UU_OIL_CHEM(-1) -0.177030 0.060380 -2.931940 0.R-squared 0.091591 Mean dependent var 0.Adjusted R-squared 0.091591 S.D. dependent var 0.S.E. of regression 0.046523 Akaike info criterion -3.Sum squared resid 0.183973 Schwarz criterion -3.Log likelihood 142.3057 Durbin-Watson stat 1.Dependent Variable:

D(UU_TEXTILE) ADF Test Statistic -4.517048 1% Critical Value* -2. 5% Critical Value -1. 10% Critical Value -1.Augmented Dickey-Fuller Test Equation Variable Coefficient Std. Error t-Statistic Prob.

UU_TEXTILE(-1) -0.337027 0.074612 -4.517048 0.R-squared 0.192706 Mean dependent var 0.Adjusted R-squared 0.192706 S.D. dependent var 0.S.E. of regression 0.039905 Akaike info criterion -3.Sum squared resid 0.135355 Schwarz criterion -3.Log likelihood 155.5019 Durbin-Watson stat 1.Dependent Variable: D(UU_WOOD) ADF Test Statistic -2.153087 1% Critical Value* -2. 5% Critical Value -1. 10% Critical Value -1.Augmented Dickey-Fuller Test Equation Variable Coefficient Std. Error t-Statistic Prob.

UU_WOOD(-1) -0.106312 0.049377 -2.153087 0.R-squared 0.049438 Mean dependent var -0.Adjusted R-squared 0.049438 S.D. dependent var 0.S.E. of regression 0.074415 Akaike info criterion -2.Sum squared resid 0.470702 Schwarz criterion -2. Log likelihood 101.9101 Durbin-Watson stat 1.Dependent Variable: D(UUU_CPI) ADF Test Statistic -3.790899 1% Critical Value* -2. 5% Critical Value -1. 10% Critical Value -1.Augmented Dickey-Fuller Test Equation Variable Coefficient Std. Error t-Statistic Prob.

UUU_CPI(-1) -0.141499 0.037326 -3.790899 0.R-squared 0.129460 Mean dependent var 0.Adjusted R-squared 0.129460 S.D. dependent var 0.S.E. of regression 0.067938 Akaike info criterion -2.Sum squared resid 0.415396 Schwarz criterion -2.Log likelihood 116.0935 Durbin-Watson stat 2.Dependent Variable: D(UUU_PPI) ADF Test Statistic -3.950290 1% Critical Value* -2. 5% Critical Value -1. 10% Critical Value -1.Augmented Dickey-Fuller Test Equation Variable Coefficient Std. Error t-Statistic Prob.

UUU_PPI(-1) -0.146398 0.037060 -3.950290 0.R-squared 0.137363 Mean dependent var 0.Adjusted R-squared 0.137363 S.D. dependent var 0.S.E. of regression 0.078303 Akaike info criterion -2.Sum squared resid 0.551827 Schwarz criterion -2.Log likelihood 103.1714 Durbin-Watson stat 2.Заключение: ВСЕ ОСТАТКИ СТАЦИОНАРНЫЕ Pages:     | 1 |   ...   | 8 | 9 | 10 |    Книги по разным темам