гр. Менеджмент (стр. 5 )

ADF Test Statistic	-4.106050	1% Critical Value*
		5% Critical Value
		10% Critical Value
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(KPREDGOD)
Method: Least Squares
Date: 10/16/08 Time: 06:14
Sample(adjusted): 1997:4 2007:1
Included observations: 38 after adjusting endpoints
Variable	Coefficient	Std. Error	t-Statistic	Prob.
KPREDGOD(-1)	-0.524488	0.127736	-4.106050	0.0002
D(KPREDGOD(-1))	0.309918	0.150320	2.061728	0.0472
D(KPREDGOD(-2))	0.396002	0.157208	2.518962	0.0168
C	0.485281	0.127804	3.797085	0.0006
@TREND(1996:1)	0.004260	0.001753	2.429548	0.0207
R-squared	0.350629	Mean dependent var		-0.005526
Adjusted R-squared	0.271917	S. D. dependent var
S. E. of regression	0.098409	Akaike info criterion
Sum squared resid	0.319581	Schwarz criterion
Log likelihood	36.86860	F-statistic
Durbin-Watson stat	2.155255	Prob(F-statistic)

PP Test Statistic	-2.597544	1% Critical Value*	-3.6019
		5% Critical Value	-2.9358
		10% Critical Value	-2.6059
*MacKinnon critical values for rejection of hypothesis of a unit root.
Lag truncation for Bartlett kernel: 3	( Newey-West suggests: 3 )
Residual variance with no correction	0.011660
Residual variance with correction	0.016338
Phillips-Perron Test Equation
Dependent Variable: D(KPREDGOD)
Method: Least Squares
Date: 10/12/08 Time: 09:35
Sample(adjusted): 1997:2 2007:1
Included observations: 40 after adjusting endpoints
Variable	Coefficient	Std. Error	t-Statistic	Prob.
KPREDGOD(-1)	-0.233418	0.102784	-2.270953	0.0289
C	0.268706	0.118959	2.258806	0.0297
R-squared	0.119499	Mean dependent var	0.001500
Adjusted R-squared	0.096327	S. D. dependent var	0.116543
S. E. of regression	0.110788	Akaike info criterion	-1.513692
Sum squared resid	0.466410	Schwarz criterion	-1.429248
Log likelihood	32.27383	F-statistic	5.157227
Durbin-Watson stat	1.554047	Prob(F-statistic)	0.028901

Переменная NARITOGOM

ADF Test Statistic	-2.049122	1% Critical Value*	-3.6019
		5% Critical Value	-2.9358
		10% Critical Value	-2.6059
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(NARITOGOM)
Method: Least Squares
Date: 10/16/08 Time: 06:17
Sample(adjusted): 1997:2 2007:1
Included observations: 40 after adjusting endpoints
Variable	Coefficient	Std. Error	t-Statistic	Prob.
NARITOGOM(-1)	-0.192184	0.093788	-2.049122	0.0474
C	0.220686	0.107909	2.045101	0.0478
R-squared	0.099503	Mean dependent var	0.001500
Adjusted R-squared	0.075805	S. D. dependent var	0.093687
S. E. of regression	0.090066	Akaike info criterion	-1.927849
Sum squared resid	0.308249	Schwarz criterion	-1.843405
Log likelihood	40.55698	F-statistic	4.198901
Durbin-Watson stat	1.617757	Prob(F-statistic)	0.047401

PP Test Statistic	-2.344757	1% Critical Value*	-3.6019
		5% Critical Value	-2.9358
		10% Critical Value	-2.6059
*MacKinnon critical values for rejection of hypothesis of a unit root.
Lag truncation for Bartlett kernel: 3	( Newey-West suggests: 3 )
Residual variance with no correction	0.007706
Residual variance with correction	0.010733
Phillips-Perron Test Equation
Dependent Variable: D(NARITOGOM)
Method: Least Squares
Date: 10/12/08 Time: 09:34
Sample(adjusted): 1997:2 2007:1
Included observations: 40 after adjusting endpoints
Variable	Coefficient	Std. Error	t-Statistic	Prob.
NARITOGOM(-1)	-0.192184	0.093788	-2.049122	0.0474
C	0.220686	0.107909	2.045101	0.0478
R-squared	0.099503	Mean dependent var	0.001500
Adjusted R-squared	0.075805	S. D. dependent var	0.093687
S. E. of regression	0.090066	Akaike info criterion	-1.927849
Sum squared resid	0.308249	Schwarz criterion	-1.843405
Log likelihood	40.55698	F-statistic	4.198901
Durbin-Watson stat	1.617757	Prob(F-statistic)	0.047401

Переменная NARITOGOM