АРТ-моделирование на фондовом рынке
Курсовой проект - Разное
Другие курсовые по предмету Разное
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пр-воИнв.
вОКЭкс-
портJan-98243,2131,822,15,9Feb-980,831131579244,6130,823,75,9Mar-981,1059245,114426,16,8Apr-981,10806818245,4134,325,56,2May-981,04527222245119,826,66,1Jun-980,734495238245,9136,831,86,5Jul-980,638031818247,6117,432,96,3Aug-980,389185714254,8114,635,45,8Sep-980,3474258,314239,36Oct-980,374170588246,2160,837,66,1Nov-980,782544444249,4169,541,96Dec-980,926690476247,7204,864,27,3Jan-990,897305882280,5187,628,54,6Feb-991,088135293,4197,831,85Mar-991,2043326,3238,736,55,9Apr-991,29309328,9236,636,96,5May-991,48986667337,5225,941,45,1Jun-992,23959048338,6246,752,85,4Jul-992,58285714378,9256,856,26,2Aug-992,17640455385,4272,861,86,2Sep-992,02515393,1291,767,66,5Oct-992,001725375,4308,566,57Nov-991,83135385368,2321,6727,6Dec-991,83955714377,8365,5118,49,7Jan-002,00055238358,5331,746,17Feb-002,91185343,2350,855,88,1Mar-002,32752857344,1387,563,99,3Apr-002,62463636357,7359,264,58,1May-002,6389365,1361,175,88,4Jun-002,27765370384,595,78,6Jul-002,04290476384,1391,6998,6Aug-002,57909524396,8407,7112,99,1Sep-002,6906087449,2417,6118,38,9Oct-002,88990476435,2442,7114,69Nov-003,031411451,9123,110,2Dec-003,07895238381,3476,2195,510,2Jan-012,569894741628436,466,78,4Feb-012,274387811735430,277,48,2Mar-012,070047621742480,286,28,9Apr-011,95023811789467,287,98,5May-012,24691815468,1106,18,5Jun-012,299351832477,5124,89,21Jul-012,239863641954491,8127,78,1Aug-012,3012045503,2144,29Sep-012,38882129494,1149,28,5Oct-012,266347832067530,6144,78Nov-012,263857141990548,5150,28,4Dec-012,338251954551,4239,68,2Jan-022,587444441834514,478,16,7Feb-022,422894741716483,589,66,7Mar-022,34411815535,7102,48,5Арr-022,4669565201877540,71049,5Мау-022,329789471903536125,18,6Jun-022,057263161912557147,38,2Jul-022,010136361967584,9152,29,3Аиg-022,032189607,616710Sep-022,041476192362602,7175,39,7Oct-022,077565222214632,9169,19,9Nov-022,2412169624,3174,39,3Dec-022,3122619208164827811Jan-032,697128212056105,493,89,6Feb-032,725210531983108,3110,69,9Mar-032,6791886109,5125,611,6Apr-032,568090911985110,2129,910,2May-032,660052632013110,4158,810,5Jun-032,77432094109,1181,911,1Jul-032,906130432144108185,811,4Aug-032,880857142315105,7204,812Sep-033,131772732482109,1216,911,6Oct-033,494636362338107,9209,612,6Nov-033,349789472216109216,211,5Dec-033,454952174113,6352,514Jan-043,776578952119106,4116,311,3Feb-043,887894742056108,5139,412,1Mar-045,853454551974107,4156,914Apr-046,42252190105,4160,514,7May-045,763611112238106,9196,813,6Jun-045,665571432416109,3229,914,9Jul-044,903681822501106,9229,515,4Aug-044,546136362578109,725616,8Sep-045,688181822489106,1267,816,3Oct-046,340952382423104,6257,817,2Nov-046,261428572469112,5275,217,9Dec-045,637852380104,6443,719,4ТИм-
порт ИПЦден.
доходыЧисл.
БезрUSDEURGDBJan-985,6101,588,98,35,9966521,1189,763907Feb-985,9100,992,18,46,0508521,299217,671275Mar-986,3100,691,18,56,08992521,4804210,09193Apr-986100,490,78,56,12452421,6616310,2185May-985,6100,589,28,36,14944721,8428410,05354Jun-985,7100,182,98,16,180122,0240510,11005Jul-985,5100,288,48,16,21715922,2052610,24703Aug-984,9103,787,88,36,75178622,3864711,4607Sep-983138,473,48,614,4084722,5676924,19157Oct-982,9104,581,48,915,9089722,748926,94477Nov-982,9105,777,99,316,4742122,9301127,39174Dec-983,5111,6739,619,9931823,1113233,37639Jan-992,7108,472,71021,27526,0361136,75316Feb-992,9104,17510,422,902083325,6938137,3215Mar-993,4102,876,51023,440833325,628138,1081Apr-993,310376,49,624,738426,5695239,79364May-992,9102,2809,124,455217426,0457139,52Jun-993,9101,981,58,824,290869625,1990538,78333Jul-993,3102,877,98,724,308181825,1276238,25478Aug-993,1101,283,88,724,686818226,2204839,70714Sep-993,2101,5101,38,825,455454526,7395241,23091Oct-993,3101,491,68,925,711428627,5576242,62182Nov-993,5101,298,19,126,295714327,2609542,726Dec-994101,3109,78,926,794761927,1166743,20048Jan-002,9102,399,38,728,187368428,6305346,36778Feb-003,4101110,68,628,724285728,288146,08238Mar-003,7100,6115,78,228,457727327,4842944,97773Apr-003,4100,91097,828,60527,1628645,27952May-003,4101,8110,57,428,31125,6561942,62789Jun-003,6102,6113,77,328,240952426,7723842,59333Jul-003,6101,8111,77,227,845714326,2323842,03714Aug-003,8101109,77,127,737826125,1076241,39043Sep-003,7101,3112,57,127,800952424,2328639,87818Oct-004,2102,1107727,864545523,8547640,48857Nov-004,3101,5112,2727,807142923,758139,69333Dec-004,9101,6103,2727,970525,058540,89048Jan-013,2102,8111,77,126,2285326,2285341,92316Feb-013,7102,3105,77,126,471526,3500141,6075Mar-014,3101,9106,46,826,1342926,3028941,42318Apr-014,4101,8108,26,425,7504825,9423841,4375May-014,6101,8104,26,124,2147624,9826241,40632Jun-014,7101,6109,76,124,885524,5501340,90095Jul-014,4100,5110,16,125,0863625,0863641,2981Aug-014,6100112,86,126,3695726,3695742,10478Sep-014,2100,6110,76,226,81926,5942843,04048Oct-014,8101,1112,66,326,7869626,7869642,90409Nov-015,1101,4107,76,326,4776226,6322942,83762Dec-015,7101,6106,86,226,8239626,8239643,30316Jan-023,7103,1112,16,126,95225526,95225543,71139Feb-024101,2110,6626,780573726,866414343,81564Mar-024,7101,1107,65,927,20333527,20333544,19854Арr-025,1101,2116,65,827,576969627,576969644,95034Мау-024,7101,7107,65,628,67378528,67378545,60952Jun-025100,5104,55,529,906594729,290189946,5414Jul-025,5100,7112,95,431,311943531,311943549,00817Аиg-025,1100,1108,75,330,8649530,8649548,58321Sep-025,1100,4105,85,731,009728631,009728649,1728Oct-025,9101,1116,5631,103082631,103082649,37561Nov-025,7101,6115,66,331,8393831,8393850,00435Dec-026,5101,5114,66,532,406385732,406385750,52145Jan-034,7102,4117,26,633,806833,806851,40641Feb-035,2101,6119,26,834,187842133,997321151,2553Mar-036101,11186,533,9519733,9519749,78959Apr-036,2101109,86,333,8670533,8670549,1407May-035,9100,8121,56,135,699821134,783435550,16185Jun-036,1100,8115,7635,63784535,63784550,60982Jul-036,7100,7112634,559969634,559969649,41147Aug-036,499,6110,9633,908361933,908361948,42641Sep-036,5100,3116634,249690934,249690949,19563Oct-037,1101111,7635,298535,298550,52917Nov-036,8101111,9634,893668435,096084250,41941Dec-038,5101,1119,36,336,094621736,094621751,49616Jan-045,5101,8119,76,628,856957936,430342152,51553Feb-046,5101109,16,928,511245536,084894753,26703Mar-047,7100,8108,56,528,536337535,040090952,16856Apr-047,6101107,9628,685631834,446327351,93515May-047,3100,7101,75,628,973918234,816788957,26Jun-047,8100,8109,25,529,027690935,29821957,70036Jul-048,3100,9109,85,529,081018235,701159158,14072Aug-048,2100,4107,75,429,2139535,602218258,58109Sep-048,2100,4106,75,729,222081835,665968259,02145Oct-048,8101,1105,45,929,090827336,27001959,46181Nov-049,3101,11086,128,607613637,058695259,90218Dec-0411,1101,1108,76,127,904027337,389568260,34254
Приложения
Таблица 1
Трендовая модель развития показателя EUR во времени
Regression Summary for Dependent Variable: EUR
R= 0,88372034 R2= 0,78096163 Adjusted R2= 0,77783251
F(1,70)=249,58 p<0,0000 Std.Error of estimate: 2,0228
N=72BetaStd.Err.of BetaBStd.Err.of Bt(70)p-levelIntercept20,936780,60524234,592430,000000T0,8837200,0559390,181210,01147015,798060,000000
Analysis of Variance; DV: EUR
EffectSums of SquaresdfMean SquaresFp-levelRegress.1021,18111021,181249,57870,000000Residual286,413704,092Total1307,594
Таблица 2
Интерполяция значений EUR на 1998 г.
янв.9821,11800июл.9822,20526фев.9821,29921авг.9822,38647мар.9821,48042сен.9822,56769апр.9821,66163окт.9822,74890май.9821,84284ноя.9822,93011июн.9822,02405дек.9823,11132
Таблица 3
Регрессия стоимости акций от макроэкономических показателей
Regression Summary for Dependent Variable: акции Иркутскэнерго
R= 0,91892781 R2= 0,84442833 Adjusted R2= 0,82760977
F(8,74)=50,208 p<0,0000 Std.Error of estimate: 0,58192
N=83Std.Err.of BetaBStd.Err. of Bt(74)p-levelIntercept6,4609093,1124642,075820,041385ВВП0,1081460,0000360,0001700,211890,832778Пром. пр-во0,077470-0,0001910,000597-0,320300,749642Инв. в ОК0,117535-0,0035110,002022-1,736000,086725Экспорт0,1279170,5636840,05631010,010410,000000Имп?/p>