, .. . , , , . .
: x y , .. x = f(t) y = f(t), x y , , .
, , () , x y. , x, y. , .. () . , , .
, () t, yt, () yt-1. , (126) yt yt-1, :
, (154)
, [49] :
, (155) . (156)
() , y1 = yn ( ).
(155) (156)[50] . .
, n α : (155) (156) , . , . , 5.
(155), 47.
47.
xt | xt-1 | xt xt-1 | xt 2 | yt | yt-1 | yt yt-1 | yt 2 | |
27,068 | 46,298 | 1253,194 | 732,677 | 172,170 | 278,870 | 48013,048 | 29642,509 | |
29,889 | 27,068 | 809,035 | 893,352 | 200,900 | 172,170 | 34588,953 | 40360,810 | |
34,444 | 29,889 | 1029,497 | 1186,389 | 231,830 | 200,900 | 46574,647 | 53745,149 | |
33,158 | 34,444 | 1142,094 | 1099,453 | 232,100 | 231,830 | 53807,743 | 53870,410 | |
37,755 | 33,158 | 1251,880 | 1425,440 | 233,400 | 232,100 | 54172,140 | 54475,560 | |
37,554 | 37,755 | 1417,851 | 1410,303 | 236,990 | 233,400 | 55313,466 | 56164,260 | |
37,299 | 37,554 | 1400,727 | 1391,215 | 246,530 | 236,990 | 58425,145 | 60777,041 | |
40,370 | 37,299 | 1505,761 | 1629,737 | 253,620 | 246,530 | 62524,939 | 64323,104 | |
37,909 | 40,370 | 1530,386 | 1437,092 | 256,430 | 253,620 | 65035,777 | 65756,345 | |
38,348 | 37,909 | 1453,734 | 1470,569 | 261,890 | 256,430 | 67156,453 | 68586,372 | |
39,137 | 38,348 | 1500,826 | 1531,705 | 259,360 | 261,890 | 67923,790 | 67267,610 | |
46,298 | 39,137 | 1811,965 | 2143,505 | 278,870 | 259,360 | 72327,723 | 77768,477 | |
439,229 | 439,229 | 16106,951 | 16351,437 | 2864,090 | 2864,090 | 685863,823 | 692737,647 |
(155) x: ra = = 0,111.
|
|
(155) y: ra = = 0,249.
5 () n = 12 α = 0,05. 0,348. , , , x y.
. ( ) , . . . (.. )[51], (.. [52], : ). (, ), , . dx dy. :
. (157)