Приложение A
Sample: 1995Q1 2010Q3
Included observations: 63
| Autocorrelation | Partial Correlation |
| AC | PAC | Q-Stat | Prob | |
|
| |*******| | . |*******| | 1 | 0.946 | 0.946 | 59.106 | 0.000 |
|
| |*******| | . | . | | 2 | 0.900 | 0.053 | 113.54 | 0.000 |
|
| |*******| | . | . | | 3 | 0.857 | -0.001 | 163.62 | 0.000 |
|
| |****** | | . | . | | 4 | 0.817 | 0.022 | 210.00 | 0.000 |
|
| |****** | | . | . | | 5 | 0.777 | -0.028 | 252.59 | 0.000 |
|
| |****** | | . | . | | 6 | 0.740 | 0.013 | 291.91 | 0.000 |
|
| |***** | | .*| . | | 7 | 0.698 | -0.063 | 327.50 | 0.000 |
|
| |***** | | . | . | | 8 | 0.655 | -0.042 | 359.40 | 0.000 |
|
| |***** | | .*| . | | 9 | 0.606 | -0.077 | 387.26 | 0.000 |
|
| |**** | | . | . | | 10 | 0.565 | 0.024 | 411.90 | 0.000 |
|
| |**** | | . | . | | 11 | 0.520 | -0.048 | 433.21 | 0.000 |
|
| |**** | | . | . | | 12 | 0.474 | -0.056 | 451.24 | 0.000 |
|
| |*** | | .*| . | | 13 | 0.422 | -0.081 | 465.83 | 0.000 |
|
| |*** | | . | . | | 14 | 0.372 | -0.031 | 477.42 | 0.000 |
|
| |** | | . | . | | 15 | 0.324 | -0.018 | 486.36 | 0.000 |
|
| |** | | . | . | | 16 | 0.280 | -0.001 | 493.17 | 0.000 |
|
| |** | | .*| . | | 17 | 0.231 | -0.068 | 497.92 | 0.000 |
|
| |*. | | . | . | | 18 | 0.188 | 0.006 | 501.14 | 0.000 |
|
| |*. | | . | . | | 19 | 0.143 | -0.039 | 503.03 | 0.000 |
|
| |*. | | . | . | | 20 | 0.102 | 0.002 | 504.02 | 0.000 |
|
| | . | | .*| . | | 21 | 0.058 | -0.059 | 504.34 | 0.000 |
|
| | . | | . | . | | 22 | 0.019 | 0.001 | 504.38 | 0.000 |
|
| | . | | . | . | | 23 | -0.019 | -0.018 | 504.42 | 0.000 |
|
| | . | | . | . | | 24 | -0.054 | -0.003 | 504.72 | 0.000 |
| .*| . | | . | . | | 25 | -0.090 | -0.041 | 505.60 | 0.000 | |
| .*| . | | . | . | | 26 | -0.124 | -0.021 | 507.29 | 0.000 | |
| .*| . | | . | . | | 27 | -0.155 | -0.014 | 510.04 | 0.000 | |
| .*| . | | . | . | | 28 | -0.185 | -0.022 | 514.04 | 0.000 | |
Таблица А-2
Коррелограмма ряда LNM1
Sample: 1995Q1 2010Q3
Included observations: 62
| Autocorrelation | Partial Correlation |
| AC | PAC | Q-Stat | Prob | |
|
| *******| | . |*******| | 1 | 0.954 | 0.954 | 59.175 | 0.000 |
|
| *******| | . | . | | 2 | 0.909 | -0.003 | 113.87 | 0.000 |
|
| *******| | . | . | | 3 | 0.867 | -0.004 | 164.39 | 0.000 |
|
| ****** | | . | . | | 4 | 0.824 | -0.026 | 210.82 | 0.000 |
|
| ****** | | . | . | | 5 | 0.782 | -0.013 | 253.37 | 0.000 |
|
| |****** | | . | . | | 6 | 0.739 | -0.036 | 292.04 | 0.000 |
|
| |***** | | . | . | | 7 | 0.695 | -0.033 | 326.87 | 0.000 |
|
| |***** | | .*| . | | 8 | 0.648 | -0.058 | 357.75 | 0.000 |
|
| |***** | | . | . | | 9 | 0.601 | -0.035 | 384.80 | 0.000 |
|
| |**** | | . | . | | 10 | 0.555 | -0.025 | 408.27 | 0.000 |
|
| |**** | | . | . | | 11 | 0.508 | -0.026 | 428.37 | 0.000 |
|
| |*** | | .*| . | | 12 | 0.458 | -0.075 | 445.03 | 0.000 |
|
| |*** | | .*| . | | 13 | 0.406 | -0.059 | 458.37 | 0.000 |
|
| |*** | | . | . | | 14 | 0.354 | -0.038 | 468.72 | 0.000 |
|
| |** | | . | . | | 15 | 0.305 | 0.000 | 476.58 | 0.000 |
|
| |** | | . | . | | 16 | 0.256 | -0.044 | 482.22 | 0.000 |
|
| |** | | . | . | | 17 | 0.209 | -0.008 | 486.08 | 0.000 |
|
| |*. | | . | . | | 18 | 0.163 | -0.027 | 488.49 | 0.000 |
|
| |*. | | . | . | | 19 | 0.121 | 0.006 | 489.85 | 0.000 |
|
| |*. | | . | . | | 20 | 0.079 | -0.037 | 490.44 | 0.000 |
|
| | . | | . | . | | 21 | 0.040 | -0.000 | 490.59 | 0.000 |
|
| | . | | . | . | | 22 | 0.004 | -0.005 | 490.59 | 0.000 |
|
| | . | | . | . | | 23 | -0.030 | -0.004 | 490.68 | 0.000 |
| .*| . | | . | . | | 24 | -0.065 | -0.047 | 491.12 | 0.000 | |
| .*| . | | . | . | | 25 | -0.097 | -0.006 | 492.14 | 0.000 | |
| .*| . | | . | . | | 26 | -0.128 | -0.030 | 493.95 | 0.000 | |
| .*| . | | . | . | | 27 | -0.158 | -0.026 | 496.79 | 0.000 | |
| **| . | | .*| . | | 28 | -0.190 | -0.066 | 501.01 | 0.000 | |
Таблица А-3
Коррелограмма ряда LNM2
Sample: 1995Q1 2010Q3
Included observations: 63
| Autocorrelation | Partial Correlation |
| AC | PAC | Q-Stat | Prob | |
|
| *******| | . |*******| | 1 | 0.950 | 0.950 | 59.603 | 0.000 |
|
| *******| |
| 2 | 0.906 | 0.033 | 114.66 | 0.000 |
|
| *******| |
| 3 | 0.862 | -0.017 | 165.33 | 0.000 |
|
| ****** | |
| 4 | 0.820 | 0.003 | 212.01 | 0.000 |
|
| ****** | |
| 5 | 0.780 | -0.009 | 254.93 | 0.000 |
|
| |****** | |
| 6 | 0.740 | -0.013 | 294.28 | 0.000 |
|
| |***** | |
| 7 | 0.700 | -0.031 | 330.06 | 0.000 |
|
| |***** | |
| 8 | 0.656 | -0.052 | 362.13 | 0.000 |
|
| |***** | | .*| . | | 9 | 0.610 | -0.061 | 390.34 | 0.000 |
|
| |**** | |
| 10 | 0.565 | -0.017 | 415.01 | 0.000 |
|
| |**** | |
| 11 | 0.519 | -0.041 | 436.22 | 0.000 |
|
| |**** | |
| 12 | 0.472 | -0.044 | 454.12 | 0.000 |
|
| |*** | |
| 13 | 0.423 | -0.053 | 468.80 | 0.000 |
|
| |*** | |
| 14 | 0.374 | -0.042 | 480.50 | 0.000 |
|
| |** | |
| 15 | 0.324 | -0.049 | 489.45 | 0.000 |
|
| |** | |
| 16 | 0.276 | -0.011 | 496.09 | 0.000 |
|
| |** | |
| 17 | 0.229 | -0.031 | 500.75 | 0.000 |
|
| |*. | |
| 18 | 0.185 | -0.003 | 503.86 | 0.000 |
|
| |*. | |
| 19 | 0.141 | -0.028 | 505.73 | 0.000 |
|
| |*. | |
| 20 | 0.100 | -0.016 | 506.67 | 0.000 |
|
| | . | |
| 21 | 0.059 | -0.022 | 507.01 | 0.000 |
|
| | . | |
| 22 | 0.021 | -0.003 | 507.05 | 0.000 |
|
| | . | |
| 23 | -0.015 | -0.017 | 507.08 | 0.000 |
|
| | . | |
| 24 | -0.050 | -0.016 | 507.34 | 0.000 |
| .*| . | |
| 25 | -0.084 | -0.030 | 508.10 | 0.000 | |
| .*| . | |
| 26 | -0.117 | -0.026 | 509.62 | 0.000 | |
| .*| . | |
| 27 | -0.150 | -0.028 | 512.17 | 0.000 | |
| .*| . | |
| 28 | -0.180 | -0.017 | 515.95 | 0.000 | |
Таблица А-4
Коррелограмма ряда LNBROADM
Sample: 1995Q1 2010Q3
Included observations: 63
| Autocorrelation | Partial Correlation |
| AC | PAC | Q-Stat | Prob | |||
|
| *******| |
| |*******| | 1 | 0.953 | 0.953 | 59.937 | 0.000 | |
|
| *******| |
|
|
| 2 | 0.909 | 0.017 | 115.41 | 0.000 |
|
| *******| |
|
|
| 3 | 0.865 | -0.024 | 166.49 | 0.000 |
|
| ****** | |
|
|
| 4 | 0.822 | -0.015 | 213.41 | 0.000 |
|
| ****** | |
|
|
| 5 | 0.779 | -0.022 | 256.28 | 0.000 |
|
| |****** | |
|
|
| 6 | 0.737 | -0.019 | 295.27 | 0.000 |
|
| |***** | |
|
|
| 7 | 0.692 | -0.045 | 330.33 | 0.000 |
|
| |***** | |
|
|
| 8 | 0.647 | -0.041 | 361.47 | 0.000 |
|
| |***** | |
|
|
| 9 | 0.600 | -0.040 | 388.77 | 0.000 |
|
| |**** | |
|
|
| 10 | 0.554 | -0.025 | 412.48 | 0.000 |
|
| |**** | |
|
|
| 11 | 0.507 | -0.041 | 432.71 | 0.000 |
|
| |*** | |
|
|
| 12 | 0.459 | -0.039 | 449.62 | 0.000 |
|
| |*** | |
|
|
| 13 | 0.410 | -0.049 | 463.38 | 0.000 |
|
| |*** | |
|
|
| 14 | 0.360 | -0.046 | 474.19 | 0.000 |
|
| |** | |
|
|
| 15 | 0.312 | -0.017 | 482.47 | 0.000 |
|
| |** | |
|
|
| 16 | 0.266 | -0.005 | 488.64 | 0.000 |
|
| |** | |
|
|
| 17 | 0.222 | -0.023 | 493.02 | 0.000 |
|
| |*. | |
|
|
| 18 | 0.179 | -0.010 | 495.95 | 0.000 |
|
| |*. | |
|
|
| 19 | 0.138 | -0.029 | 497.71 | 0.000 |
|
| |*. | |
|
|
| 20 | 0.098 | -0.012 | 498.62 | 0.000 |
|
| | . | |
|
|
| 21 | 0.059 | -0.017 | 498.97 | 0.000 |
|
| | . | |
|
|
| 22 | 0.023 | -0.012 | 499.02 | 0.000 |
|
| | . | |
|
|
| 23 | -0.011 | -0.018 | 499.03 | 0.000 |
|
| | . | |
|
|
| 24 | -0.044 | -0.019 | 499.24 | 0.000 |
| .*| . | |
|
|
| 25 | -0.077 | -0.024 | 499.87 | 0.000 | |
| .*| . | |
|
|
| 26 | -0.108 | -0.028 | 501.16 | 0.000 | |
| .*| . | |
|
|
| 27 | -0.138 | -0.030 | 503.34 | 0.000 | |
| .*| . | |
|
|
| 28 | -0.167 | -0.024 | 506.61 | 0.000 | |
Таблица А-5
Коррелограмма ряда LNP
Sample: 1995Q1 2010Q3
Included observations: 63
| Autocorrelation | Partial Correlation |
| AC | PAC | Q-Stat | Prob | |
|
| |*******| | . |*******| | 1 | 0.941 | 0.941 | 58.447 | 0.000 |
|
| |*******| |
| 2 | 0.886 | 0.011 | 111.16 | 0.000 |
|
| |****** | |
| 3 | 0.834 | -0.006 | 158.65 | 0.000 |
|
| |****** | |
| 4 | 0.785 | -0.001 | 201.41 | 0.000 |
|
| |****** | |
| 5 | 0.737 | -0.011 | 239.81 | 0.000 |
|
| |***** | |
| 6 | 0.690 | -0.026 | 274.00 | 0.000 |
|
| |***** | |
| 7 | 0.640 | -0.043 | 303.99 | 0.000 |
|
| |***** | |
| 8 | 0.591 | -0.028 | 330.02 | 0.000 |
|
| |**** | |
| 9 | 0.542 | -0.029 | 352.32 | 0.000 |
|
| |**** | |
| 10 | 0.492 | -0.040 | 371.05 | 0.000 |
|
| |*** | |
| 11 | 0.441 | -0.051 | 386.35 | 0.000 |
|
| |*** | |
| 12 | 0.388 | -0.050 | 398.41 | 0.000 |
|
| |*** | |
| 13 | 0.333 | -0.052 | 407.49 | 0.000 |
|
| |** | | .*| . | | 14 | 0.275 | -0.077 | 413.79 | 0.000 |
|
| |** | | . |*. | | 15 | 0.229 | 0.066 | 418.27 | 0.000 |
|
| |*. | |
| 16 | 0.191 | 0.035 | 421.47 | 0.000 |
|
| |*. | |
| 17 | 0.158 | 0.017 | 423.70 | 0.000 |
|
| |*. | |
| 18 | 0.127 | -0.009 | 425.16 | 0.000 |
|
| |*. | |
| 19 | 0.096 | -0.013 | 426.01 | 0.000 |
|
| |*. | |
| 20 | 0.066 | -0.014 | 426.42 | 0.000 |
|
| | . | |
| 21 | 0.036 | -0.028 | 426.55 | 0.000 |
|
| | . | |
| 22 | 0.007 | -0.026 | 426.55 | 0.000 |
|
| | . | |
| 23 | -0.021 | -0.026 | 426.60 | 0.000 |
|
| | . | |
| 24 | -0.048 | -0.018 | 426.84 | 0.000 |
| .*| . | |
| 25 | -0.072 | -0.017 | 427.40 | 0.000 | |
| .*| . | |
| 26 | -0.096 | -0.027 | 428.41 | 0.000 | |
| .*| . | |
| 27 | -0.120 | -0.042 | 430.04 | 0.000 | |
| .*| . | |
| 28 | -0.142 | -0.035 | 432.40 | 0.000 | |
Таблица А-6
Коррелограмма ряда LNRGDP
Sample: 1995Q1 2010Q3
Included observations: 63
| Autocorrelation | Partial Correlation |
| AC | PAC | Q-Stat | Prob |
| . |*******| | . |*******| | 1 | 0.888 | 0.888 | 52.131 | 0.000 |
| . |****** | | . | . | | 2 | 0.790 | 0.005 | 94.072 | 0.000 |
| . |****** | | . |***** | | 3 | 0.842 | 0.661 | 142.51 | 0.000 |
| . |*******| | . | . | | 4 | 0.878 | 0.061 | 196.07 | 0.000 |
| . |****** | | ***| . | | 5 | 0.764 | -0.424 | 237.26 | 0.000 |
| . |***** | | .*| . | | 6 | 0.667 | -0.140 | 269.21 | 0.000 |
| . |***** | | . |*. | | 7 | 0.707 | 0.127 | 305.77 | 0.000 |
| . |****** | | . | . | | 8 | 0.727 | 0.052 | 345.09 | 0.000 |
| . |***** | | **| . | | 9 | 0.604 | -0.234 | 372.72 | 0.000 |
| . |**** | | **| . | | 10 | 0.495 | -0.218 | 391.65 | 0.000 |
| . |**** | | . | . | | 11 | 0.516 | -0.034 | 412.65 | 0.000 |
| . |**** | | . |*. | | 12 | 0.522 | 0.075 | 434.56 | 0.000 |
| . |*** | | . | . | | 13 | 0.401 | -0.025 | 447.74 | 0.000 |
| . |** | | .*| . | | 14 | 0.298 | -0.075 | 455.14 | 0.000 |
| . |** | | .*| . | | 15 | 0.312 | -0.087 | 463.46 | 0.000 |
| . |** | | . | . | | 16 | 0.309 | -0.022 | 471.78 | 0.000 |
| . |*. | | . | . | | 17 | 0.190 | -0.017 | 474.99 | 0.000 |
| . |*. | | . | . | | 18 | 0.092 | -0.003 | 475.77 | 0.000 |
| . |*. | | . | . | | 19 | 0.112 | 0.045 | 476.92 | 0.000 |
| . |*. | | . | . | | 20 | 0.114 | 0.016 | 478.16 | 0.000 |
| . | . | | . | . | | 21 | 0.009 | -0.011 | 478.17 | 0.000 |
| .*| . | | . | . | | 22 | -0.076 | -0.037 | 478.74 | 0.000 |
| . | . | | . | . | | 23 | -0.051 | 0.019 | 479.01 | 0.000 |
| . | . | | . | . | | 24 | -0.044 | 0.016 | 479.21 | 0.000 |
| .*| . | | . | . | | 25 | -0.140 | -0.027 | 481.31 | 0.000 |
| **| . | | .*| . | | 26 | -0.215 | -0.075 | 486.41 | 0.000 |
| .*| . | | .*| . | | 27 | -0.188 | -0.077 | 490.44 | 0.000 |
| .*| . | | . | . | | 28 | -0.181 | -0.047 | 494.27 | 0.000 |
Таблица А-7
Коррелограмма ряда MBC
Sample: 1995Q1 2010Q3
Included observations: 63
| Autocorrelation | Partial Correlation |
| AC | PAC | Q-Stat | Prob | |
|
| |***** | | . |***** | | 1 | 0.618 | 0.618 | 25.196 | 0.000 |
|
| |**** | | . |** | | 2 | 0.531 | 0.241 | 44.107 | 0.000 |
|
| |** | | .*| . | | 3 | 0.312 | -0.147 | 50.747 | 0.000 |
|
| |** | | . |*. | | 4 | 0.287 | 0.098 | 56.446 | 0.000 |
|
| |** | | . |*. | | 5 | 0.259 | 0.118 | 61.170 | 0.000 |
|
| |** | | . | . | | 6 | 0.227 | -0.021 | 64.865 | 0.000 |
|
| |*. | | . | . | | 7 | 0.186 | -0.017 | 67.400 | 0.000 |
|
| |*. | | . |*. | | 8 | 0.179 | 0.071 | 69.793 | 0.000 |
|
| |*. | | . | . | | 9 | 0.176 | 0.045 | 72.142 | 0.000 |
|
| |*. | | . | . | | 10 | 0.176 | 0.009 | 74.530 | 0.000 |
|
| |** | | . |*. | | 11 | 0.212 | 0.101 | 78.063 | 0.000 |
|
| |** | | . |*. | | 12 | 0.275 | 0.159 | 84.152 | 0.000 |
|
| |** | | . |*. | | 13 | 0.310 | 0.066 | 92.037 | 0.000 |
|
| |** | | . | . | | 14 | 0.323 | 0.037 | 100.78 | 0.000 |
|
| |*. | | **| . | | 15 | 0.152 | -0.244 | 102.75 | 0.000 |
|
|
| .*| . | | 16 | 0.043 | -0.161 | 102.91 | 0.000 |
|
|
| . | . | | 17 | -0.007 | 0.048 | 102.91 | 0.000 |
|
|
| . | . | | 18 | -0.014 | -0.018 | 102.93 | 0.000 |
|
|
| .*| . | | 19 | -0.022 | -0.074 | 102.98 | 0.000 |
|
|
| . | . | | 20 | -0.044 | -0.014 | 103.16 | 0.000 |
|
|
| . | . | | 21 | -0.055 | 0.017 | 103.45 | 0.000 |
| .*| . | | . | . | | 22 | -0.064 | -0.048 | 103.86 | 0.000 | |
| . | . | | . | . | | 23 | -0.052 | -0.022 | 104.13 | 0.000 | |
| .*| . | | . | . | | 24 | -0.060 | -0.032 | 104.51 | 0.000 | |
| .*| . | | .*| . | | 25 | -0.061 | -0.075 | 104.91 | 0.000 | |
| .*| . | | .*| . | | 26 | -0.070 | -0.071 | 105.46 | 0.000 | |
| .*| . | | . | . | | 27 | -0.064 | 0.017 | 105.93 | 0.000 | |
| .*| . | | . | . | | 28 | -0.082 | 0.022 | 106.71 | 0.000 | |
Таблица А-8
Коррелограмма ряда DEPOSIT
Sample: 1995Q1 2010Q3
Included observations: 63
| Autocorrelation | Partial Correlation |
| AC | PAC | Q-Stat | Prob | |||
|
| |****** | | . |****** | | 1 | 0.819 | 0.819 | 44.313 | 0.000 | ||
|
| |***** | | .*| . | | 2 | 0.649 | -0.066 | 72.598 | 0.000 | ||
|
| |**** | | . |*. | | 3 | 0.575 | 0.191 | 95.183 | 0.000 | ||
|
| |**** | | .*| . | | 4 | 0.486 | -0.092 | 111.56 | 0.000 | ||
|
| |*** | | . |*. | | 5 | 0.417 | 0.073 | 123.82 | 0.000 | ||
|
| |*** | | .*| . | | 6 | 0.350 | -0.067 | 132.61 | 0.000 | ||
|
| |** | | .*| . | | 7 | 0.253 | -0.095 | 137.31 | 0.000 | ||
|
| |*. | | . | . | | 8 | 0.189 | 0.021 | 139.98 | 0.000 | ||
|
| |*. | | . | . | | 9 | 0.155 | 0.010 | 141.81 | 0.000 | ||
|
| |*. | | . | . | | 10 | 0.136 | 0.056 | 143.23 | 0.000 | ||
|
| |*. | | . | . | | 11 | 0.125 | 0.015 | 144.46 | 0.000 | ||
|
| |*. | | . |*. | | 12 | 0.128 | 0.067 | 145.77 | 0.000 | ||
|
| |*. | | . | . | | 13 | 0.131 | 0.015 | 147.17 | 0.000 | ||
|
| |*. | | . | . | | 14 | 0.138 | 0.034 | 148.75 | 0.000 | ||
|
| |*. | | .*| . | | 15 | 0.117 | -0.089 | 149.93 | 0.000 | ||
|
|
| .*| . | | 16 | 0.060 | -0.119 | 150.24 | 0.000 | ||
|
|
| .*| . | | 17 | 0.005 | -0.069 | 150.24 | 0.000 | ||
|
|
|
|
|
| 18 | -0.023 | 0.002 | 150.29 | 0.000 |
|
|
|
|
|
| 19 | -0.039 | 0.014 | 150.43 | 0.000 |
|
|
|
|
|
| 20 | -0.054 | 0.011 | 150.70 | 0.000 |
| .*| . | |
|
|
| 21 | -0.074 | 0.002 | 151.24 | 0.000 | |
| .*| . | |
|
|
| 22 | -0.085 | 0.029 | 151.97 | 0.000 | |
| .*| . | |
|
|
| 23 | -0.093 | -0.022 | 152.85 | 0.000 | |
| .*| . | |
|
|
| 24 | -0.096 | -0.023 | 153.81 | 0.000 | |
| .*| . | |
|
|
| 25 | -0.098 | -0.043 | 154.85 | 0.000 | |
| .*| . | |
|
|
| 26 | -0.103 | -0.031 | 156.01 | 0.000 | |
| .*| . | |
|
|
| 27 | -0.108 | -0.027 | 157.33 | 0.000 | |
| .*| . | |
|
|
| 28 | -0.113 | -0.022 | 158.83 | 0.000 | |
Таблица А-9
Коррелограмма ряда CREDIT
Sample: 1995Q1 2010Q3
Included observations: 63
| Autocorrelation | Partial Correlation |
| AC | PAC | Q-Stat | Prob | |
|
| |*******| | . |*******| | 1 | 0.862 | 0.862 | 49.103 | 0.000 |
|
| |****** | | .*| . | | 2 | 0.714 | -0.115 | 83.325 | 0.000 |
|
| |***** | | . |*. | | 3 | 0.606 | 0.074 | 108.40 | 0.000 |
|
| |**** | | .*| . | | 4 | 0.495 | -0.096 | 125.40 | 0.000 |
|
| |*** | | . | . | | 5 | 0.394 | -0.009 | 136.38 | 0.000 |
|
| |** | | .*| . | | 6 | 0.291 | -0.097 | 142.45 | 0.000 |
|
| |** | | . | . | | 7 | 0.205 | 0.009 | 145.52 | 0.000 |
|
| |*. | | . |*. | | 8 | 0.167 | 0.100 | 147.59 | 0.000 |
|
| |*. | | . | . | | 9 | 0.151 | 0.050 | 149.33 | 0.000 |
|
| |*. | | . |*. | | 10 | 0.156 | 0.081 | 151.20 | 0.000 |
|
| |*. | | . | . | | 11 | 0.169 | 0.030 | 153.46 | 0.000 |
|
| |*. | | . | . | | 12 | 0.188 | 0.042 | 156.29 | 0.000 |
|
| |*. | | . | . | | 13 | 0.193 | -0.051 | 159.34 | 0.000 |
|
| |*. | | . | . | | 14 | 0.178 | -0.056 | 161.97 | 0.000 |
|
| |*. | | . | . | | 15 | 0.150 | -0.043 | 163.90 | 0.000 |
|
| |*. | | . | . | | 16 | 0.120 | -0.013 | 165.15 | 0.000 |
|
| |*. | | . | . | | 17 | 0.085 | -0.012 | 165.79 | 0.000 |
|
|
| . | . | | 18 | 0.056 | 0.026 | 166.08 | 0.000 |
|
|
| . | . | | 19 | 0.026 | -0.010 | 166.14 | 0.000 |
|
|
| . | . | | 20 | -0.004 | -0.017 | 166.14 | 0.000 |
|
|
| . | . | | 21 | -0.030 | -0.038 | 166.22 | 0.000 |
|
|
| . | . | | 22 | -0.048 | -0.021 | 166.46 | 0.000 |
| .*| . | | . | . | | 23 | -0.060 | -0.023 | 166.83 | 0.000 | |
| .*| . | | . | . | | 24 | -0.069 | -0.022 | 167.34 | 0.000 | |
| .*| . | | . | . | | 25 | -0.079 | -0.020 | 168.01 | 0.000 | |
| .*| . | | . | . | | 26 | -0.088 | -0.012 | 168.88 | 0.000 | |
| .*| . | | . | . | | 27 | -0.099 | -0.018 | 169.99 | 0.000 | |
| .*| . | | . | . | | 28 | -0.108 | -0.012 | 171.35 | 0.000 | |
Таблица А-10
Коррелограмма ряда DKYRS
Sample: 1995Q1 2010Q3
Included observations: 63
| Autocorrelation | Partial Correlation |
| AC | PAC | Q-Stat | Prob | |
| . |*. | |
| |*. | | 1 | 0.158 | 0.158 | 1.6499 | 0.199 |
|
|
|
| 2 | 0.065 | 0.042 | 1.9377 | 0.380 |
|
|
|
| 3 | -0.022 | -0.040 | 1.9709 | 0.578 |
|
|
|
| 4 | -0.002 | 0.004 | 1.9713 | 0.741 |
|
|
|
| 5 | 0.017 | 0.021 | 1.9926 | 0.850 |
|
|
|
| 6 | 0.010 | 0.003 | 1.9996 | 0.920 |
|
|
|
| 7 | -0.029 | -0.034 | 2.0593 | 0.956 |
|
|
|
| 8 | -0.004 | 0.006 | 2.0605 | 0.979 |
|
|
|
| 9 | 0.006 | 0.011 | 2.0634 | 0.990 |
|
|
|
| 10 | 0.007 | 0.002 | 2.0675 | 0.996 |
|
|
|
| 11 | -0.009 | -0.012 | 2.0740 | 0.998 |
|
|
|
| 12 | -0.029 | -0.025 | 2.1415 | 0.999 |
| .*| . | |
|
| 13 | -0.060 | -0.052 | 2.4410 | 0.999 |
| . |*. | |
| |** | | 14 | 0.189 | 0.215 | 5.4390 | 0.979 |
|
|
|
| 15 | 0.024 | -0.037 | 5.4866 | 0.987 |
|
|
|
| 16 | 0.007 | -0.021 | 5.4903 | 0.993 |
|
|
|
| 17 | -0.020 | -0.003 | 5.5242 | 0.996 |
|
|
|
| 18 | -0.020 | -0.013 | 5.5619 | 0.998 |
|
|
|
| 19 | -0.030 | -0.035 | 5.6475 | 0.999 |
|
|
|
| 20 | -0.015 | -0.011 | 5.6679 | 0.999 |
|
|
|
| 21 | -0.044 | -0.027 | 5.8547 | 1.000 |
|
|
|
| 22 | -0.037 | -0.026 | 5.9894 | 1.000 |
|
|
|
| 23 | -0.010 | 0.003 | 5.9990 | 1.000 |
|
|
|
| 24 | -0.018 | -0.020 | 6.0327 | 1.000 |
|
|
|
| 25 | -0.047 | -0.049 | 6.2676 | 1.000 |
|
|
|
| 26 | -0.016 | 0.009 | 6.2944 | 1.000 |
|
|
|
| 27 | -0.002 | 0.037 | 6.2949 | 1.000 |
|
| .*| . | | 28 | -0.022 | -0.081 | 6.3535 | 1.000 | |
Таблица А-11
Коррелограмма ряда INFL
Sample: 1995Q1 2010Q3
Included observations: 63
| Autocorrelation | Partial Correlation |
| AC | PAC | Q-Stat | Prob | ||
|
| |**** | | |**** | | 1 | 0.484 | 0.484 | 15.487 | 0.000 | |
|
| |** | | . | . | | 2 | 0.244 | 0.013 | 19.499 | 0.000 | |
|
| |*. | | . | . | | 3 | 0.107 | -0.020 | 20.287 | 0.000 | |
|
|
| . | . | | 4 | 0.030 | -0.022 | 20.350 | 0.000 | |
|
|
| .*| . | | 5 | -0.044 | -0.062 | 20.484 | 0.001 | |
|
|
| . | . | | 6 | -0.049 | -0.000 | 20.659 | 0.002 | |
|
|
| . |*. | | 7 | 0.013 | 0.069 | 20.672 | 0.004 | |
|
|
| .*| . | | 8 | -0.023 | -0.063 | 20.713 | 0.008 | |
|
|
| . | . | | 9 | -0.029 | -0.009 | 20.776 | 0.014 | |
|
|
| . | . | | 10 | 0.001 | 0.029 | 20.776 | 0.023 | |
|
|
| . | . | | 11 | 0.058 | 0.064 | 21.039 | 0.033 | |
|
| |*. | | . |*. | | 12 | 0.103 | 0.070 | 21.885 | 0.039 | |
|
| |** | | . |*. | | 13 | 0.231 | 0.190 | 26.255 | 0.016 | |
|
| |**** | | . |*** | | 14 | 0.460 | 0.353 | 43.907 | 0.000 | |
|
| |** | | **| . | | 15 | 0.214 | -0.233 | 47.832 | 0.000 | |
|
| |*. | | . | . | | 16 | 0.112 | 0.006 | 48.925 | 0.000 | |
|
|
|
| . | . | | 17 | 0.039 | -0.004 | 49.058 | 0.000 |
|
|
|
| . | . | | 18 | -0.005 | -0.016 | 49.060 | 0.000 |
|
|
|
| . | . | | 19 | -0.031 | 0.044 | 49.149 | 0.000 |
|
|
|
| . | . | | 20 | -0.019 | 0.013 | 49.184 | 0.000 |
|
|
|
| . | . | | 21 | 0.001 | -0.047 | 49.185 | 0.000 |
|
|
|
| . | . | | 22 | -0.021 | 0.006 | 49.227 | 0.001 |
|
|
|
| . | . | | 23 | -0.009 | 0.026 | 49.234 | 0.001 |
|
|
|
| . | . | | 24 | 0.006 | -0.000 | 49.239 | 0.002 |
|
|
|
| .*| . | | 25 | -0.017 | -0.088 | 49.271 | 0.003 |
|
|
|
| .*| . | | 26 | -0.051 | -0.081 | 49.559 | 0.004 |
|
|
|
| .*| . | | 27 | -0.046 | -0.135 | 49.797 | 0.005 |
|
|
|
| **| . | | 28 | -0.041 | -0.208 | 49.991 | 0.006 |