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210 .
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, , , 2 . -500 . .
. 188 .
, :
(kredkart). , , 1 0 .
, (chastn urid budjet). 1, . (nada nadb nadc nadd). 1, . ++, +, . . 10 4.
(chakt)
(likvakt)
(rabakt)
, (kredkommorg)
(sobkap)
(factprib)
(srurlits)
(srchlits)
(ustfond)
(sumobaz)
(obazdovos)
(srbudjetorg)
(privsrdrbank)
.
- :
|
|||
sobkap |
+ |
privsrdrbank |
- |
likvakt |
+ |
sumobaz |
+ |
rabakt |
+ |
obazdovos |
- |
kredkommorg |
- |
chakt |
+ |
srurlits |
+ |
ustfond |
+ |
srchlits |
+ |
nadc nadd |
+ |
kredkart |
+ |
nadb |
+ |
nada |
+ |
nadd |
- |
, :
FACTPRIB CHASTN CHAKT C KREDKART KREDKOMMORG LIKVAKT NADA NADB NADC OBAZDOVOS PRIVSRDRBANK RABAKT SOBKAP SRBUDJETORG SRCHLITS SRURLITS SUMOBAZ URID USTFOND
Dependent Variable: FACTPRIB |
||||
Method: Least Squares |
||||
Date: 05/11/06 Time: 14:26 |
||||
Sample: 1 188 |
||||
Included observations: 188 |
||||
Variable |
Coefficient |
Std. Error |
t-Statistic |
Prob. |
CHASTN |
-38562.44 |
403146.5 |
-0.095654 |
0.9239 |
CHAKT |
0.000390 |
0.017444 |
0.022374 |
0.9822 |
C |
-31031.80 |
455112.7 |
-0.068185 |
0.9457 |
KREDKART |
-126509.7 |
122003.9 |
-1.036931 |
0.3012 |
KREDKOMMORG |
-0.043066 |
0.010004 |
-4.304699 |
0.0000 |
LIKVAKT |
-0.058559 |
0.024442 |
-2.395787 |
0.0177 |
NADA |
155861.6 |
237730.7 |
0.655623 |
0.5130 |
NADB |
37945.04 |
224776.6 |
0.168812 |
0.8661 |
NADC |
24925.58 |
218431.4 |
0.114112 |
0.9093 |
OBAZDOVOS |
0.021043 |
0.011016 |
1.910313 |
0.0578 |
PRIVSRDRBANK |
0.011666 |
0.015564 |
0.749547 |
0.4546 |
RABAKT |
-0.000148 |
0.012834 |
-0.011567 |
0.9908 |
SOBKAP |
0.529484 |
0.042067 |
12.58669 |
0.0000 |
SRBUDJETORG |
-0.008079 |
0.017182 |
-0.470193 |
0.6388 |
SRCHLITS |
0.003690 |
0.020046 |
0.184087 |
0.8542 |
SRURLITS |
-0.034925 |
0.017205 |
-2.029897 |
0.0439 |
SUMOBAZ |
0.000706 |
0.002675 |
0.263889 |
0.7922 |
URID |
-17825.14 |
402456.1 |
-0.044291 |
0.9647 |
USTFOND |
-0.403681 |
0.038156 |
-10.57969 |
0.0000 |
R-squared |
0.667580 |
Mean dependent var |
378819.5 |
|
Adjusted R-squared |
0.632174 |
S.D. dependent var |
703430.8 |
|
S.E. of regression |
426621.2 |
Akaike info criterion |
28.86077 |
|
Sum squared resid |
3.08E+13 |
Schwarz criterion |
29.18785 |
|
Log likelihood |
-2693.912 |
F-statistic |
18.85515 |
|
Durbin-Watson stat |
2.081729 |
Prob(F-statistic) |
0.000000 |
: SOBKAP, NADA, NADB, KREDKOMMORG, SUMOBAZ, CHAKT. , ; , , (, , ).
, , F- . 13 19 . Sum squared resid (3.08E+13) (426621.2).
:
White Heteroskedasticity Test: |
|||
F-statistic |
5.439868 |
Probability |
0.000000 |
Obs*R-squared |
95.81897 |
Probability |
0.000000 |
no cross terms , 0% .. , .
: CHASTN, CHAKT, RABAKT, PRIVSRDRBANK, NADA, NADB, NADC, SUMOBAZ.
Variable |
Coefficient |
Std. Error |
t-Statistic |
Prob. |
C |
-37696.29 |
75414.85 |
-0.499852 |
0.6178 |
KREDKART |
-142891.6 |
117257.7 |
-1.218612 |
0.2246 |
KREDKOMMORG |
-0.038125 |
0.006146 |
-6.202821 |
0.0000 |
LIKVAKT |
-0.075415 |
0.018988 |
-3.971669 |
0.0001 |
OBAZDOVOS |
0.028094 |
0.008035 |
3.496584 |
0.0006 |
SOBKAP |
0.545392 |
0.035577 |
15.33007 |
0.0000 |
SRBUDJETORG |
-0.003419 |
0.001680 |
-2.035163 |
0.0433 |
SRCHLITS |
0.000826 |
0.014256 |
0.057910 |
0.9539 |
SRURLITS |
-0.034634 |
0.009259 |
-3.740397 |
0.0002 |
URID |
27537.09 |
91438.25 |
0.301155 |
0.7636 |
USTFOND |
-0.420058 |
0.032421 |
-12.95644 |
0.0000 |
R-squared |
0.659513 |
Mean dependent var |
378819.5 |
|
Adjusted R-squared |
0.640277 |
S.D. dependent var |
703430.8 |
|
S.E. of regression |
421896.1 |
Akaike info criterion |
28.79963 |
|
Sum squared resid |
3.15E+13 |
Schwarz criterion |
28.98900 |
|
Log likelihood |
-2696.166 |
F-statistic |
34.28444 |
|
Durbin-Watson stat |
2.050497 |
Prob(F-statistic) |
0.000000 |
, F- . .
White Heteroskedasticity Test: |
|||
F-statistic |
7.432828 |
Probability |
0.000000 |
Obs*R-squared |
83.06950 |
Probability |
0.000000 |
- .
, .
:
, , , . .
log(FACTPRIB) C log(CHAKT) CHASTN KREDKART log(KREDKOMMORG) log(LIKVAKT) NADA NADB NADC log(OBAZDOVOS) log(PRIVSRDRBANK) log(RABAKT) log(SOBKAP) log(SRBUDJETORG) log(SRCHLITS) log(SRURLITS) log(SUMOBAZ) URID log(USTFOND)
Variable |
Coefficient |
Std. Error |
t-Statistic |
Prob. |
C |
-5.860698 |
2.403132 |
-2.438775 |
0.0168 |
LOG(CHAKT) |
0.009676 |
0.818880 |
0.011816 |
0.9906 |
CHASTN |
0.794260 |
0.914271 |
0.868736 |
0.3874 |
KREDKART |
-0.353906 |
0.260594 |
-1.358074 |
0.1780 |
LOG(KREDKOMMORG) |
-0.649195 |
0.243334 |
-2.667920 |
0.0091 |
LOG(LIKVAKT) |
0.105788 |
0.149088 |
0.709568 |
0.4799 |
NADA |
1.040718 |
0.587033 |
1.772844 |
0.0798 |
NADB |
1.198949 |
0.557710 |
2.149770 |
0.0344 |
NADC |
0.670819 |
0.527920 |
1.270682 |
0.2073 |
LOG(OBAZDOVOS) |
-0.206006 |
0.252990 |
-0.814285 |
0.4178 |
LOG(PRIVSRDRBANK) |
-0.017250 |
0.044849 |
-0.384634 |
0.7015 |
LOG(RABAKT) |
0.295992 |
0.605443 |
0.488884 |
0.6262 |
LOG(SOBKAP) |
1.136590 |
0.280941 |
4.045649 |
0.0001 |
LOG(SRBUDJETORG) |
-0.019563 |
0.027180 |
-0.719778 |
0.4736 |
LOG(SRCHLITS) |
0.105197 |
0.146548 |
0.717831 |
0.4748 |
LOG(SRURLITS) |
0.301929 |
0.301222 |
1.002349 |
0.3190 |
LOG(SUMOBAZ) |
0.179709 |
0.427042 |
0.420822 |
0.6749 |
URID |
0.439510 |
0.907740 |
0.484181 |
0.6295 |
LOG(USTFOND) |
-0.134627 |
0.077598 |
-1.734922 |
0.0864 |
R-squared |
0.758589 |
Mean dependent var |
11.91081 |
|
Adjusted R-squared |
0.707466 |
S.D. dependent var |
1.371162 |
|
S.E. of regression |
0.741612 |
Akaike info criterion |
2.403663 |
|
Sum squared resid |
46.74897 |
Schwarz criterion |
2.886773 |
|
Log likelihood |
-105.9905 |
F-statistic |
14.83869 |
|
Durbin-Watson stat |
2.210531 |
Prob(F-statistic) |
0.000000 |
. . . NADB NADA ( ). .
3, .
Variable |
Coefficient |
Std. Error |
t-Statistic |
Prob. |
C |
-5.851245 |
2.251837 |
-2.598432 |
0.0110 |
LOG(CHAKT) |
0.567572 |
0.310173 |
1.829855 |
0.0706 |
KREDKART |
-0.362751 |
0.256686 |
-1.413214 |
0.1611 |
LOG(KREDKOMMORG) |
-0.590479 |
0.168095 |
-3.512759 |
0.0007 |
LOG(LIKVAKT) |
0.033848 |
0.133881 |
0.252823 |
0.8010 |
NADA |
0.986436 |
0.551014 |
1.790218 |
0.0768 |
NADB |
1.182327 |
0.506423 |
2.334661 |
0.0218 |
NADC |
0.664920 |
0.485634 |
1.369181 |
0.1744 |
LOG(OBAZDOVOS) |
-0.170145 |
0.213904 |
-0.795424 |
0.4285 |
LOG(PRIVSRDRBANK) |
-0.033436 |
0.042468 |
-0.787321 |
0.4332 |
LOG(SOBKAP) |
1.103629 |
0.266809 |
4.136404 |
0.0001 |
LOG(SRBUDJETORG) |
-0.012144 |
0.024270 |
-0.500383 |
0.6180 |
LOG(SRCHLITS) |
0.235952 |
0.095926 |
2.459730 |
0.0158 |
LOG(SRURLITS) |
0.122124 |
0.199038 |
0.613573 |
0.5411 |
LOG(USTFOND) |
-0.126844 |
0.075840 |
-1.672528 |
0.0979 |
R-squared |
0.753058 |
Mean dependent var |
11.91081 |
|
Adjusted R-squared |
0.714213 |
S.D. dependent var |
1.371162 |
|
S.E. of regression |
0.733010 |
Akaike info criterion |
2.349391 |
|
Sum squared resid |
47.81997 |
Schwarz criterion |
2.730794 |
|
Log likelihood |
-107.1683 |
F-statistic |
19.38634 |
|
Durbin-Watson stat |
2.099624 |
Prob(F-statistic) |
0.000000 |
4- , . , (URID, CHASTN, BUDJET) .
:
White Heteroskedasticity Test: |
|||
F-statistic |
1.551641 |
Probability |
0.075856 |
Obs*R-squared |
33.31828 |
Probability |
0.097534 |
, 7,5% . .
:
LOG(FACTPRIB) C CHAKT KREDKART KREDKOMMORG LIKVAKT NADA NADB NADC OBAZDOVOS PRIVSRDRBANK RABAKT SOBKAP SRBUDJETORG SRCHLITS SRURLITS SUMOBAZ USTFOND
Variable |
Coefficient |
Std. Error |
t-Statistic |
Prob. |
C |
10.65427 |
0.454848 |
23.42379 |
0.0000 |
CHAKT |
6.59E-08 |
3.54E-08 |
1.860021 |
0.0646 |
KREDKART |
-0.089389 |
0.250501 |
-0.356840 |
0.7216 |
KREDKOMMORG |
-3.05E-08 |
1.87E-08 |
-1.625173 |
0.1060 |
LIKVAKT |
-9.53E-08 |
4.57E-08 |
-2.083041 |
0.0387 |
NADA |
1.455838 |
0.498505 |
2.920411 |
0.0040 |
NADB |
1.020678 |
0.477091 |
2.139378 |
0.0338 |
NADC |
0.215731 |
0.463742 |
0.465195 |
0.6424 |
OBAZDOVOS |
1.06E-08 |
2.07E-08 |
0.510300 |
0.6105 |
PRIVSRDRBANK |
5.96E-09 |
3.27E-08 |
0.182004 |
0.8558 |
RABAKT |
-5.15E-08 |
2.37E-08 |
-2.172894 |
0.0312 |
SOBKAP |
5.80E-07 |
8.89E-08 |
6.527722 |
0.0000 |
SRBUDJETORG |
4.47E-08 |
2.94E-08 |
1.523607 |
0.1294 |
SRCHLITS |
-6.83E-09 |
3.64E-08 |
-0.187774 |
0.8513 |
SRURLITS |
-8.05E-08 |
3.60E-08 |
-2.234290 |
0.0268 |
USTFOND |
-4.88E-07 |
7.55E-08 |
-6.463891 |
0.0000 |
R-squared |
0.600377 |
Mean dependent var |
11.87388 |
|
Adjusted R-squared |
0.565526 |
S.D. dependent var |
1.375794 |
|
S.E. of regression |
0.906850 |
Akaike info criterion |
2.723586 |
|
Sum squared resid |
141.4488 |
Schwarz criterion |
2.999028 |
|
Log likelihood |
-240.0171 |
F-statistic |
17.22703 |
|
Durbin-Watson stat |
2.002770 |
Prob(F-statistic) |
0.000000 |
- , . .
:
White Heteroskedasticity Test: |
|||
F-statistic |
0.670657 |
Probability |
0.884238 |
Obs*R-squared |
18.37158 |
Probability |
0.861839 |
White Heteroskedasticity Test: |
|||
F-statistic |
0.504944 |
Probability |
0.999452 |
Obs*R-squared |
87.11601 |
Probability |
0.985155 |
: 88% (no cross terms) 99,9% (cross terms) . .
-:
. 60 60 RSS.
60
Variable |
Coefficient |
Std. Error |
t-Statistic |
Prob. |
C |
9.478872 |
0.848203 |
11.17524 |
0.0000 |
CHAKT |
6.32E-08 |
4.34E-07 |
0.145570 |
0.8851 |
KREDKART |
0.036231 |
0.873700 |
0.041468 |
0.9672 |
KREDKOMMORG |
-1.28E-07 |
2.32E-07 |
-0.551190 |
0.5851 |
LIKVAKT |
-1.57E-07 |
4.19E-07 |
-0.375388 |
0.7097 |
OBAZDOVOS |
1.80E-07 |
9.24E-08 |
1.945687 |
0.0600 |
PRIVSRDRBANK |
2.84E-08 |
3.68E-07 |
0.077162 |
0.9389 |
RABAKT |
8.19E-08 |
3.34E-07 |
0.245401 |
0.8076 |
SOBKAP |
1.43E-06 |
1.19E-06 |
1.203372 |
0.2371 |
SRBUDJETORG |
-1.00E-06 |
5.39E-07 |
-1.860638 |
0.0715 |
SRCHLITS |
2.74E-07 |
3.45E-07 |
0.793853 |
0.4328 |
SRURLITS |
4.06E-08 |
3.54E-07 |
0.114816 |
0.9093 |
USTFOND |
-1.26E-06 |
8.64E-07 |
-1.460503 |
0.1533 |
R-squared |
0.480953 |
Mean dependent var |
10.72953 |
|
Adjusted R-squared |
0.251962 |
S.D.dependent var |
1.054286 |
|
S.E. of regression |
0.911844 |
Akaike info criterion |
2.907641 |
|
Sum squared resid |
28.26960 |
Schwarz criterion |
3.519488 |
|
Log likelihood |
-56.69102 |
F-statistic |
2.100313 |
|
Durbin-Watson stat |
1.641794 |
Prob(F-statistic) |
0.036209 |
60 .
Variable |
Coefficient |
Std. Error |
t-Statistic |
Prob. |
C |
8.188369 |
0.668328 |
12.25203 |
0.0000 |
CHAKT |
6.28E-07 |
3.52E-07 |
1.786155 |
0.0805 |
KREDKART |
-0.193628 |
0.722050 |
-0.268164 |
0.7897 |
KREDKOMMORG |
-1.46E-07 |
1.50E-07 |
-0.972834 |
0.3356 |
LIKVAKT |
-6.09E-08 |
3.69E-07 |
-0.164867 |
0.8698 |
OBAZDOVOS |
-8.61E-08 |
2.08E-07 |
-0.413992 |
0.6808 |
PRIVSRDRBANK |
-9.58E-08 |
3.17E-07 |
-0.302349 |
0.7637 |
RABAKT |
-4.60E-08 |
2.44E-07 |
-0.188680 |
0.8512 |
SOBKAP |
7.02E-07 |
3.16E-07 |
2.223895 |
0.0310 |
SRBUDJETORG |
-2.78E-07 |
5.73E-07 |
-0.485100 |
0.6299 |
SRCHLITS |
4.39E-08 |
3.04E-07 |
0.144302 |
0.8859 |
SRURLITS |
3.53E-08 |
2.63E-07 |
0.134035 |
0.8939 |
USTFOND |
-4.27E-07 |
3.39E-07 |
-1.258141 |
0.2146 |
R-squared |
0.624625 |
Mean dependent var |
10.97100 |
|
Adjusted R-squared |
0.528785 |
S.D. dependent var |
1.177533 |
|
S.E. of regression |
0.808319 |
Akaike info criterion |
2.601416 |
|
Sum squared resid |
30.70884 |
Schwarz criterion |
3.055191 |
|
Log likelihood |
-65.04249 |
F-statistic |
6.517345 |
|
Durbin-Watson stat |
1.680326 |
Prob(F-statistic) |
0.000001 |
RSS1=28.26960 RSS2=30.70884
30.70884/28.26960=1,08628<
-
Excel - .
Variable |
Coefficient |
Std. Error |
t-Statistic |
Prob. |
C |
-1.742633 |
0.205461 |
-8.481573 |
0.0000 |
CHAKT |
5.06E-09 |
5.23E-08 |
0.096786 |
0.9230 |
KREDKART |
-0.056200 |
0.557820 |
-0.100749 |
0.9199 |
KREDKOMMORG |
2.59E-09 |
3.18E-08 |
0.081643 |
0.9350 |
LIKVAKT |
5.68E-08 |
5.60E-08 |
1.014630 |
0.3117 |
OBAZDOVOS |
1.01E-08 |
3.15E-08 |
0.320031 |
0.7493 |
PRIVSRDRBANK |
1.79E-08 |
5.69E-08 |
0.314465 |
0.7535 |
RABAKT |
1.30E-09 |
4.29E-08 |
0.030329 |
0.9758 |
SOBKAP |
-7.73E-08 |
1.00E-07 |
-0.770216 |
0.4422 |
SRBUDJETORG |
-1.43E-08 |
5.00E-08 |
-0.285660 |
0.7755 |
SRCHLITS |
-7.37E-09 |
4.11E-08 |
-0.179269 |
0.8579 |
SRURLITS |
-1.65E-08 |
4.77E-08 |
-0.345334 |
0.7303 |
USTFOND |
1.58E-08 |
9.13E-08 |
0.173240 |
0.8627 |
R-squared |
0.110353 |
Mean dependent var |
-1.745385 |
|
Adjusted R-squared |
0.049349 |
S.D. dependent var |
2.368217 |
|
S.E. of regression |
2.309043 |
Akaike info criterion |
4.578185 |
|
Sum squared resid |
933.0438 |
Schwarz criterion |
4.801982 |
|
Log likelihood |
-417.3494 |
F-statistic |
1.608940 |
|
Durbin-Watson stat |
1.934784 |
Prob(F-statistic) |
0.049826 |
F- c :
Excel.
2,58, 1% .
, , .
.
SHAPE * MERGEFORMAT
0 |
5 |
10 |
15 |
20 |
25 |
-5.00 |
-3.75 |
-2.50 |
-1.25 |
0.00 |
1.25 |
2.50 |
Series: Residuals |
Sample 1 188 |
Observations 179 |
Mean |
1.21E-15 |
Median |
-0.069035 |
Maximum |
3.128144 |
Minimum |
-5.422778 |
Std. Dev. |
1.164594 |
Skewness |
-0.483708 |
Kurtosis |
4.819885 |
Jarque-Bera |
31.68207 |
Probability |
0.000000 |
, 100% . , , .
F- , NADB NADC :
Null Hypothesis: |
C(6)=C(7) |
|||
F-statistic |
29.46654 |
Probability |
0.000000 |
|
Chi-square |
29.46654 |
Probability |
0.000000 |
, .
BUDJET |
CHAKT |
CHASTN |
FACTPRIB |
KREDKART |
KREDKOMMORG |
|
Mean |
0.011173 |
45416161 |
0.234637 |
943286.7 |
0.111732 |
20103364 |
Median |
0.000000 |
10558716 |
0.000000 |
149009.0 |
0.000000 |
4208453. |
Maximum |
1.000000 |
2.24E+09 |
1.000000 |
41825923 |
1.000000 |
1.19E+09 |
Minimum |
0.000000 |
258986.0 |
0.000000 |
569.0000 |
0.000000 |
0.000000 |
Std. Dev. |
0.105406 |
1.94E+08 |
0.424960 |
3395582. |
0.315920 |
92998103 |
Skewness |
9.301145 |
9.369413 |
1.252387 |
10.05142 |
2.464911 |
11.29334 |
Kurtosis |
87.51130 |
99.21153 |
2.568474 |
119.1300 |
7.075786 |
140.5772 |
Jarque-Bera |
55849.53 |
71658.19 |
48.18166 |
103598.5 |
305.1590 |
144972.4 |
Probability |
0.000000 |
0.000000 |
0.000000 |
0.000000 |
0.000000 |
0.000000 |
Observations |
179 |
179 |
179 |
179 |
179 |
179 |
LIKVAKT |
NADA |
NADB |
NADC |
NADD |
OBAZDOVOS |
PRIVSRDRBANK |
2597841. |
0.290503 |
0.279330 |
0.430168 |
0.000000 |
13826478 |
10410316 |
812688.0 |
0.000000 |
0.000000 |
0.000000 |
0.000000 |
3206633. |
910095.0 |
50530293 |
1.000000 |
1.000000 |
1.000000 |
0.000000 |
4.91E+08 |
9.51E+08 |
-12694.00 |
0.000000 |
0.000000 |
0.000000 |
0.000000 |
72320.00 |
0.000000 |
6391327. |
0.455268 |
0.449928 |
0.496488 |
0.000000 |
52093055 |
72084529 |
5.284194 |
0.922907 |
0.983665 |
0.282094 |
NA |
8.091847 |
12.54730 |
34.43145 |
1.851757 |
1.967597 |
1.079577 |
NA |
71.95619 |
163.7638 |
8201.383 |
35.24427 |
36.81615 |
29.88056 |
NA |
37417.48 |
197457.4 |
0.000000 |
0.000000 |
0.000000 |
0.000000 |
NA |
0.000000 |
0.000000 |
179 |
179 |
179 |
179 |
179 |
179 |
179 |
RABAKT |
RESID |
SOBKAP |
SRBUDJETORG |
SRCHLITS |
SRURLITS |
SUMOBAZ |
49591078 |
1.96E-15 |
5086118. |
12937186 |
11736618 |
11842079 |
78545055 |
7843825. |
0.020060 |
1653120. |
198.0000 |
1764168. |
3208298. |
10157921 |
3.46E+09 |
2.843090 |
2.35E+08 |
2.16E+09 |
1.30E+09 |
4.36E+08 |
4.42E+09 |
0.000000 |
-4.833148 |
55417.00 |
0.000000 |
0.000000 |
22728.00 |
72410.00 |
2.90E+08 |
1.001457 |
18743680 |
1.61E+08 |
97328387 |
37860723 |
4.39E+08 |
10.29724 |
-0.566494 |
10.69872 |
13.24926 |
13.08312 |
8.583605 |
8.986682 |
115.0327 |
5.577071 |
128.3168 |
176.6951 |
173.7022 |
90.92993 |
84.26849 |
96775.25 |
59.10695 |
120542.6 |
230254.8 |
222436.7 |
59863.46 |
51668.42 |
0.000000 |
0.000000 |
0.000000 |
0.000000 |
0.000000 |
0.000000 |
0.000000 |
179 |
179 |
179 |
179 |
179 |
179 |
179 |
URID |
USTFOND |
0.754190 |
1662227. |
1.000000 |
650000.0 |
1.000000 |
42137236 |
0.000000 |
1000.000 |
0.431774 |
4033349. |
-1.180723 |
7.118276 |
2.394108 |
64.45952 |
44.32888 |
29683.81 |
0.000000 |
0.000000 |
179 |
179 |
, :
, 1,5 . , 5 . , , 900 . .
:
Ø 29%
Ø 28%
Ø 43%
Ø , (D)
11% , , .
, :
BUDJET |
CHAKT |
CHASTN |
FACTPRIB |
|
BUDJET |
1.000000 |
0.302430 |
-0.058856 |
0.015638 |
CHAKT |
0.302430 |
1.000000 |
0.056159 |
0.867114 |
CHASTN |
-0.058856 |
0.056159 |
1.000000 |
0.041274 |
FACTPRIB |
0.015638 |
0.867114 |
0.041274 |
1.000000 |
KREDKART |
-0.037700 |
0.237967 |
-0.028988 |
0.231355 |
KREDKOMMORG |
0.092339 |
0.948963 |
0.078933 |
0.936808 |
LIKVAKT |
0.395387 |
0.739397 |
-0.039793 |
0.619686 |
NADA |
0.166123 |
0.277850 |
-0.209105 |
0.291487 |
NADB |
-0.066179 |
-0.086414 |
0.066644 |
-0.086220 |
NADC |
-0.092358 |
-0.176471 |
0.131350 |
-0.189153 |
OBAZDOVOS |
0.504815 |
0.952650 |
0.019641 |
0.732387 |
PRIVSRDRBANK |
0.688888 |
0.545719 |
-0.053954 |
0.152520 |
RABAKT |
0.626489 |
0.803419 |
-0.000526 |
0.461946 |
RESID |
-0.017407 |
4.01E-15 |
0.038962 |
0.127820 |
SOBKAP |
0.022119 |
0.906109 |
0.054888 |
0.945773 |
SRBUDJETORG |
0.720894 |
0.450324 |
-0.040976 |
0.039138 |
SRCHLITS |
-0.007118 |
0.871539 |
0.138130 |
0.922463 |
SRURLITS |
0.004718 |
0.871707 |
0.019779 |
0.916901 |
SUMOBAZ |
0.457713 |
0.961291 |
0.051250 |
0.741047 |
URID |
-0.186195 |
-0.129103 |
-0.969851 |
-0.044440 |
USTFOND |
-0.008173 |
0.203648 |
-0.146909 |
0.172161 |
, , . . , . , , .
, . .
, .
, , , , .
()
Variable |
Coefficient |
Std. Error |
t-Statistic |
Prob. |
C |
10.65427 |
0.454848 |
23.42379 |
0.0000 |
CHAKT |
6.59E-08 |
3.54E-08 |
1.860021 |
0.0646 |
KREDKART |
-0.089389 |
0.250501 |
-0.356840 |
0.7216 |
KREDKOMMORG |
-3.05E-08 |
1.87E-08 |
-1.625173 |
0.1060 |
LIKVAKT |
-9.53E-08 |
4.57E-08 |
-2.083041 |
0.0387 |
NADA |
1.455838 |
0.498505 |
2.920411 |
0.0040 |
NADB |
1.020678 |
0.477091 |
2.139378 |
0.0338 |
NADC |
0.215731 |
0.463742 |
0.465195 |
0.6424 |
OBAZDOVOS |
1.06E-08 |
2.07E-08 |
0.510300 |
0.6105 |
PRIVSRDRBANK |
5.96E-09 |
3.27E-08 |
0.182004 |
0.8558 |
RABAKT |
-5.15E-08 |
2.37E-08 |
-2.172894 |
0.0312 |
SOBKAP |
5.80E-07 |
8.89E-08 |
6.527722 |
0.0000 |
SRBUDJETORG |
4.47E-08 |
2.94E-08 |
1.523607 |
0.1294 |
SRCHLITS |
-6.83E-09 |
3.64E-08 |
-0.187774 |
0.8513 |
SRURLITS |
-8.05E-08 |
3.60E-08 |
-2.234290 |
0.0268 |
USTFOND |
-4.88E-07 |
7.55E-08 |
-6.463891 |
0.0000 |
R-squared |
0.600377 |
Mean dependent var |
11.87388 |
|
Adjusted R-squared |
0.565526 |
S.D. dependent var |
1.375794 |
|
S.E. of regression |
0.906850 |
Akaike info criterion |
2.723586 |
( ):
Ø CHAKT , 100 . , 6,6%.
Ø (LIKVAKT) 100 . 9,5%
Ø , 100 . (RABAKT) 5,1%
Ø 10 . 5,8%
Ø 100 . 8%
Ø -, : D. C 21,5%, B- 102%, 145,5%.
. , :
Ø ,
Ø
Ø , .. , F-, ESS
Ø
. . : (204 ) 2006 .
Copyright (c) 2024 Stud-Baza.ru , , , .