гр. Менеджмент (стр. 6 )

ADF Test Statistic	-4.731245	1% Critical Value*	-2.6280
		5% Critical Value	-1.9504
		10% Critical Value	-1.6206
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(NARITOGOM,2)
Method: Least Squares
Date: 10/16/08 Time: 06:20
Sample(adjusted): 1998:2 2007:1
Included observations: 36 after adjusting endpoints
Variable	Coefficient	Std. Error	t-Statistic	Prob.
D(NARITOGOM(-1))	-1.340166	0.283259	-4.731245	0.0000
D(NARITOGOM(-1),2)	0.380275	0.247078	1.539089	0.1336
D(NARITOGOM(-2),2)	0.546241	0.210219	2.598445	0.0140
D(NARITOGOM(-3),2)	0.548121	0.153662	3.567064	0.0012
R-squared	0.607397	Mean dependent var	-0.004167
Adjusted R-squared	0.570590	S. D. dependent var	0.130261
S. E. of regression	0.085359	Akaike info criterion	-1.979462
Sum squared resid	0.233157	Schwarz criterion	-1.803515
Log likelihood	39.63031	Durbin-Watson stat	1.930536

PP Test Statistic	-5.417346	1% Critical Value*	-2.6227
		5% Critical Value	-1.9495
		10% Critical Value	-1.6202
*MacKinnon critical values for rejection of hypothesis of a unit root.
Lag truncation for Bartlett kernel: 4	( Newey-West suggests: 3 )
Residual variance with no correction	0.008589
Residual variance with correction	0.007715
Phillips-Perron Test Equation
Dependent Variable: D(NARITOGOM,2)
Method: Least Squares
Date: 10/16/08 Time: 06:22
Sample(adjusted): 1997:3 2007:1
Included observations: 39 after adjusting endpoints
Variable	Coefficient	Std. Error	t-Statistic	Prob.
D(NARITOGOM(-1))	-0.910985	0.166814	-5.461095	0.0000
R-squared	0.438449	Mean dependent var	-0.005897
Adjusted R-squared	0.438449	S. D. dependent var	0.125294
S. E. of regression	0.093891	Akaike info criterion	-1.868058
Sum squared resid	0.334990	Schwarz criterion	-1.825402
Log likelihood	37.42713	Durbin-Watson stat	1.958599