Приложение
Таблица С-1
Результаты оценки уравнения (84)
Dependent Variable: LNM0 Method: Least Squares Sample: 2000Q3 2010Q3
Included observations: 41
| Variable | Coefficient | Std. Error | f-Statistic | Prob. |
| C | -14.99972 | 1.233855 | -12.15679 | 0.0000 |
| LNP | 1.341907 | 0.113862 | 11.78542 | 0.0000 |
| LNRGDP | 2.315895 | 0.173192 | 13.37180 | 0.0000 |
| MBC | -0.656108 | 0.300493 | -2.183437 | 0.0362 |
| BC_PAY | -0.000317 | 0.000195 | -1.628738 | 0.1129 |
| D1 | 0.216317 | 0.036388 | 5.944729 | 0.0000 |
| D2 | 0.136335 | 0.029407 | 4.636195 | 0.0001 |
| D3 | -0.113107 | 0.022975 | -4.923116 | 0.0000 |
| F-squared | 0.996625 | Mean dependent var | 7.375171 | |
| Adjusted F-squared | 0.995909 | S.D. dependent var | 0.797001 | |
| S.E. of regression | 0.050975 | Akaike info criterion | -2.941764 | |
| Sum squared resid | 0.085751 | Schwarz criterion | -2.607409 | |
| Log likelihood | 68.30617 | F-statistic | 1392.157 | |
| Durbin-Watson stat | 1.157075 | Prob(F-statistic) | 0.000000 | |
Таблица С-2
Результаты оценки уравнения (85)
Dependent Variable: LNM0 Method: Least Squares Sample: 2000Q3 2010Q3
Included observations: 41
| C | -15.45708 | 1.108856 | -13.93966 | 0.0000 |
| LNP | 1.407067 | 0.103574 | 13.58517 | 0.0000 |
| LNRGDP | 2.354774 | 0.154771 | 15.21460 | 0.0000 |
| MBC | -0.568700 | 0.269130 | -2.113107 | 0.0425 |
| BC_PAY | -0.000615 | 0.000198 | -3.103418 | 0.0040 |
| D1 | 0.217507 | 0.032413 | 6.710521 | 0.0000 |
| D2 | 0.138077 | 0.026198 | 5.270452 | 0.0000 |
| D3 | -0.108070 | 0.020528 | -5.264554 | 0.0000 |
Таблица С-2, окончание
| Variable | Coefficient | Std. Error | t-Statistic | Prob. |
| DELTABC_PAY | 0.000918 | 0.000296 | 3.097867 | 0.0040 |
| R-squared | 0.997404 | Mean dependent var | 7.375171 | |
| Adjusted R-squared | 0.996755 | S.D. dependent var | 0.797001 | |
| S.E. of regression | 0.045403 | Akaike info criterion | -3.155271 | |
| Sum squared resid | 0.065967 | Schwarz criterion | -2.779121 | |
| Log likelihood | 73.68305 | R-statistic | 1536.673 | |
| Durbin-Watson stat | 1.453551 | Prob(R-statistic) | 0.000000 | |
Таблица С-3
Результаты оценки уравнения (86)
Dependent Variable: LNREALM0 Method: Least Squares Sample: 2000Q3 2010Q3
Included observations: 41
| Variable | Coefficient | Std. Error | t-Statistic | Prob. |
| C | -12.11645 | 1.361095 | -8.901988 | 0.0000 |
| LNRGDP | 2.003199 | 0.175770 | 11.39671 | 0.0000 |
| DEPOSIT | -3.297707 | 0.804948 | -4.096797 | 0.0003 |
| BC_PAY | -0.000336 | 0.000211 | -1.593239 | 0.1206 |
| D1 | 0.179229 | 0.033148 | 5.406905 | 0.0000 |
| D2 | 0.118780 | 0.025726 | 4.617180 | 0.0001 |
| D3 | -0.107298 | 0.019671 | -5.454522 | 0.0000 |
| @TREND | 0.016488 | 0.003457 | 4.769050 | 0.0000 |
| R-squared | 0.992740 | Mean dependent var | 4.876646 | |
| Adjusted R-squared | 0.991199 | S.D. dependent var | 0.470299 | |
| S.E. of regression | 0.044119 | Akaike info criterion | -3.230656 | |
| Sum squared resid | 0.064235 | Schwarz criterion | -2.896300 | |
| Log likelihood | 74.22844 | R-statistic | 644.5936 | |
| Durbin-Watson stat | 1.361498 | Prob(R-statistic) | 0.000000 | |
Таблица С-4
Коррелограмма и результаты теста Люнга-Бокса для остатков модели (86)
Sample: 2000Q3 2010Q3
Included observations: 41
| Autocorrelation | Partial Correlation |
| AC | PAC | Q-Stat | Prob |
| . |** | | . |** | | 1 | 0.317 | 0.317 | 4.4266 | 0.035 |
| . |*. | | . |*. | | 2 | 0.169 | 0.076 | 5.7149 | 0.057 |
| **| . | | ***| . | | 3 | -0.214 | -0.322 | 7.8433 | 0.049 |
| **| . | | .*| . | | 4 | -0.275 | -0.167 | 11.451 | 0.022 |
| ****| . | | ***| . | | 5 | -0.510 | -0.381 | 24.191 | 0.000 |
| .*| . | | . |** | | 6 | -0.058 | 0.241 | 24.363 | 0.000 |
| .*| . | | .*| . | | 7 | -0.112 | -0.161 | 25.009 | 0.001 |
| . |*. | | .*| . | | 8 | 0.124 | -0.058 | 25.830 | 0.001 |
| . |*. | | .*| . | | 9 | 0.071 | -0.074 | 26.110 | 0.002 |
| . |*. | | .*| . | | 10 | 0.140 | -0.097 | 27.222 | 0.002 |
| . | . | | . |*. | | 11 | 0.058 | 0.191 | 27.417 | 0.004 |
| . |*. | | .*| . | | 12 | 0.079 | -0.123 | 27.800 | 0.006 |
| . |*. | | . |** | | 13 | 0.070 | 0.201 | 28.107 | 0.009 |
| . |*. | | . | . | | 14 | 0.086 | -0.003 | 28.589 | 0.012 |
| . | . | | . | . | | 15 | -0.022 | -0.041 | 28.622 | 0.018 |
| .*| . | | .*| . | | 16 | -0.154 | -0.093 | 30.297 | 0.017 |
| .*| . | | . | . | | 17 | -0.077 | 0.062 | 30.729 | 0.022 |
| **| . | | **| . | | 18 | -0.264 | -0.190 | 36.084 | 0.007 |
| .*| . | | .*| . | | 19 | -0.158 | -0.093 | 38.082 | 0.006 |
| . | . | | . | . | | 20 | -0.035 | 0.041 | 38.186 | 0.008 |
Таблица С-5
Результаты оценки уравнения (87)
Dependent Variable: LNREALM0 Method: Least Squares Sample: 2000Q3 2010Q3
Included observations: 41
Newey-West HAC Standard Errors amp; Covariance (lag truncation=3)
| Variable | Coefficient | Std. Error | f-Statistic | Prob. |
| C | -12.11645 | 1.980072 | -6.119198 | 0.0000 |
| LNRGDP | 2.003199 | 0.253717 | 7.895417 | 0.0000 |
Таблица С-5, окончание
| Variable | Coefficient | Std. Error | f-Statistic | Prob. |
| DEPOSIT | -3.297707 | 0.572602 | -5.759160 | 0.0000 |
| BC_PAY | -0.000336 | 0.000136 | -2.477130 | 0.0185 |
| D1 | 0.179229 | 0.040184 | 4.460262 | 0.0001 |
| D2 | 0.118780 | 0.027538 | 4.313386 | 0.0001 |
| D3 | -0.107298 | 0.012650 | -8.481821 | 0.0000 |
| @TREND | 0.016488 | 0.003602 | 4.577741 | 0.0001 |
| R-squared | 0.992740 | Mean dependent var | 4.876646 | |
| Adjusted R-squared | 0.991199 | S.D. dependent var | 0.470299 | |
| S.E. of regression | 0.044119 | Akaike info criterion | -3.230656 | |
| Sum squared resid | 0.064235 | Schwarz criterion | -2.896300 | |
| Log likelihood | 74.22844 | R-statistic | 644.5936 | |
| Durbin-Watson stat | 1.361498 | Prob(R-statistic) | 0.000000 | |
Таблица С-6
Результаты оценки уравнения (88)
Dependent Variable: LNM0 Method: Least Squares Sample: 2000Q3 2010Q3
Included observations: 41
| Variable | Coefficient | Std. Error | f-Statistic | Prob. |
| C | -8.911502 | 1.557455 | -5.721835 | 0.0000 |
| LNP | 0.813099 | 0.188455 | 4.314542 | 0.0001 |
| LNRGDP | 1.538434 | 0.206956 | 7.433616 | 0.0000 |
| DEPOSIT | -1.661592 | 0.757407 | -2.193791 | 0.0354 |
| LNBC_CASH | 0.254589 | 0.069915 | 3.641421 | 0.0009 |
| D1 | 0.111081 | 0.034769 | 3.194806 | 0.0031 |
| D2 | 0.061961 | 0.027074 | 2.288609 | 0.0286 |
| D3 | -0.072177 | 0.019874 | -3.631689 | 0.0009 |
| R-squared | 0.998080 | Mean dependent var | 7.375171 | |
| Adjusted R-squared | 0.997673 | S.D. dependent var | 0.797001 | |
| S.E. of regression | 0.038449 | Akaike info criterion | -3.505775 | |
| Sum squared resid | 0.048785 | Schwarz criterion | -3.171419 | |
| Log likelihood | 79.86838 | R-statistic | 2450.578 | |
| Durbin-Watson stat | 1.525749 | Prob(R-statistic) | 0.000000 | |
Таблица С-7
Коррелограмма и результаты теста Люнга-Бокса для остатков модели (88)
Sample: 2000Q3 2010Q3
Included observations: 41
| Autocorrelation | Partial Correlation |
| AC | PAC | Q-Stat | Prob |
| . |** | | . |** | | 1 | 0.234 | 0.234 | 2.4117 | 0.120 |
| . | . | | . | . | | 2 | 0.065 | 0.011 | 2.6015 | 0.272 |
| . | . | | .*| . | | 3 | -0.055 | -0.076 | 2.7396 | 0.434 |
| .*| . | | .*| . | | 4 | -0.134 | -0.112 | 3.5915 | 0.464 |
| ****| . | | ***| . | | 5 | -0.462 | -0.432 | 14.049 | 0.015 |
| .*| . | | . |*. | | 6 | -0.107 | 0.101 | 14.621 | 0.023 |
| **| . | | ***| . | | 7 | -0.287 | -0.345 | 18.881 | 0.009 |
| .*| . | | .*| . | | 8 | -0.164 | -0.126 | 20.313 | 0.009 |
| . | . | | .*| . | | 9 | -0.044 | -0.109 | 20.418 | 0.016 |
| . |*. | | .*| . | | 10 | 0.130 | -0.146 | 21.376 | 0.019 |
| . |*. | | . |*. | | 11 | 0.153 | 0.126 | 22.743 | 0.019 |
| . |** | | .*| . | | 12 | 0.245 | -0.152 | 26.401 | 0.009 |
| . |** | | . |*. | | 13 | 0.233 | 0.168 | 29.821 | 0.005 |
| . |*. | | . | . | | 14 | 0.156 | -0.020 | 31.406 | 0.005 |
| . | . | | .*| . | | 15 | -0.015 | -0.086 | 31.421 | 0.008 |
| **| . | | **| . | | 16 | -0.272 | -0.243 | 36.623 | 0.002 |
| **| . | | .*| . | | 17 | -0.189 | -0.073 | 39.257 | 0.002 |
| **| . | | .*| . | | 18 | -0.240 | -0.115 | 43.672 | 0.001 |
| .*| . | | .*| . | | 19 | -0.138 | -0.078 | 45.194 | 0.001 |
| . | . | | . | . | | 20 | -0.025 | 0.001 | 45.248 | 0.001 |
Таблица С-8
Результаты оценки уравнения (89)
Dependent Variable: LNM0 Method: Least Squares Sample: 2000Q3 2010Q3
Included observations: 41
Newey-West HAC Standard Errors amp; Covariance (lag truncation=3)
| Variable | Coefficient | Std. Error | t-Statistic | Prob. |
| C | -8.911502 | 1.824237 | -4.885056 | 0.0000 |
| LNP | 0.813099 | 0.322237 | 2.523293 | 0.0166 |
Таблица С-8, окончание
| Variable | Coefficient | Std. Error | f-Statistic | Prob. |
| LNRGDP | 1.538434 | 0.233734 | 6.581980 | 0.0000 |
| DEPOSIT | -1.661592 | 0.944989 | -1.758319 | 0.0880 |
| LNBC_CASH | 0.254589 | 0.110433 | 2.305373 | 0.0276 |
| D1 | 0.111081 | 0.037982 | 2.924540 | 0.0062 |
| D2 | 0.061961 | 0.031393 | 1.973720 | 0.0568 |
| D3 | -0.072177 | 0.020852 | -3.461362 | 0.0015 |
| F-squared | 0.998080 | Mean dependent var | 7.375171 | |
| Adjusted F-squared | 0.997673 | S.D. dependent var | 0.797001 | |
| S.E. of regression | 0.038449 | Akaike info criterion | -3.505775 | |
| Sum squared resid | 0.048785 | Schwarz criterion | -3.171419 | |
| Log likelihood | 79.86838 | F-statistic | 2450.578 | |
| Durbin-Watson stat | 1.525749 | Prob(F-statistic) | 0.000000 | |
Таблица С-9
Результаты оценки уравнения (90)
Dependent Variable: LNM0 Method: Least Squares Sample: 2000Q3 2010Q3
Included observations: 41
| Variable | Coefficient | Std. Error | f-Statistic | Prob. |
| C | -9.092194 | 1.324339 | -6.865457 | 0.0000 |
| LNP | 0.907938 | 0.139156 | 6.524619 | 0.0000 |
| LNRGDP | 1.338732 | 0.213505 | 6.270250 | 0.0000 |
| DEPOSIT | -1.600103 | 0.683276 | -2.341810 | 0.0254 |
| LNBC_NUMBER | 0.303682 | 0.067940 | 4.469825 | 0.0001 |
| D1 | 0.079539 | 0.035336 | 2.250940 | 0.0312 |
| D2 | 0.054457 | 0.025264 | 2.155566 | 0.0385 |
| D3 | -0.089814 | 0.016455 | -5.458309 | 0.0000 |
| F-squared | 0.998323 | Mean dependent var | 7.375171 | |
| Adjusted F-squared | 0.997968 | S.D. dependent var | 0.797001 | |
| S.E. of regression | 0.035928 | Akaike info criterion | -3.641400 | |
| Sum squared resid | 0.042598 | Schwarz criterion | -3.307044 | |
| Log likelihood | 82.64870 | F-statistic | 2807.215 | |
| Durbin-Watson stat | 1.297428 | Prob(F-statistic) | 0.000000 | |
Таблица С-10
Результаты оценки уравнения (91)
Dependent Variable: LNM0 Method: Least Squares Sample: 2000Q3 2010Q3 Included observations: 41
Newey-West HAC Standard Errors amp; Covariance (lag truncation=3)
| Variable | Coefficient | Std. Error | f-Statistic | Prob. |
| C | -8.892389 | 1.188783 | -7.480245 | 0.0000 |
| LNP | 0.825325 | 0.179528 | 4.597203 | 0.0001 |
| LNRGDP | 1.289626 | 0.199750 | 6.456192 | 0.0000 |
| DEPOSIT | -1.243403 | 0.664100 | -1.872313 | 0.0703 |
| LNBC NUMBER | 0.340423 | 0.083303 | 4.086584 | 0.0003 |
| D1 | 0.073559 | 0.031012 | 2.371928 | 0.0239 |
| D2 | 0.050515 | 0.019531 | 2.586404 | 0.0145 |
| D3 | -0.092575 | 0.012356 | -7.492071 | 0.0000 |
| DELTADEPOSIT | -1.427705 | 1.116048 | -1.279252 | 0.2100 |
| R-squared | 0.998397 | Mean dependent var | 7.375171 | |
| Adjusted R-squared | 0.997996 | S.D. dependent var | 0.797001 | |
| S.E. of regression | 0.035676 | Akaike info criterion | -3.637462 | |
| Sum squared resid | 0.040730 | Schwarz criterion | -3.261312 | |
| Log likelihood | 83.56797 | R-statistic | 2491.303 | |
| Durbin-Watson stat | 1.439575 | Prob(R-statistic) | 0.000000 | |
Институтом экономической политики имени Е. Т. Гайдара с 1996 года издается серия “Научные труды”. К настоящему времени в этой серии вышло в свет более 150работ.