1 ( 4 )
1.
X Y
X = 1, 2, 3, 4
Y = 1, 2, 3, 4.
r(Y,X) .
() , Y , X .
.
R2.
r(Y,Y*) Y Y*, Y ( ).
r(Y,X) r(Y,Y*); .
X Y. ?
2.
,
,
.
. , .
3.
, Y . X 1, X 2,, X K.
X -1, X - -2,, X - K? ? ?
4.
?
, .
2
1.
. .
2.
, Y0 r ,
Yt=a+r*Yt-1+et, t=1, 2,...
3.
() :
Y1t=0.6+0.7*Y1,t-1+0.2*Y2,t-1+0.1*X1,t-1+0.2*X2t+e1t
Y2t=0.4+0.2*Y1,t-1+0.7*Y2,t-1+0.2*X1,t+0.4*X2,t-1+e2t.
4.
() :
Y1t=0.8*Y1,t-1+0.2*Y2,t-1+e1t
Y2t=0.2*Y1,t-1+0.8*Y2,t-1+e2t.
( ). Y1t Y2t ?
|
|
3
. Aiza ( ) . ( ). .
.. | (..) | .. | (..) | ||
8174,40 | 8991,84 | ||||
5078,33 | 5586,16 | ||||
4507,20 | 4957,92 | ||||
2257,19 | 2482,91 | ||||
3400,69 | 3740,76 | ||||
2968,71 | 3265,58 | ||||
2147,14 | 2361,85 | ||||
1325,56 | 1458,12 | ||||
2290,95 | 2520,05 | ||||
2953,34 | 3248,67 | ||||
4216,28 | 4637,91 | ||||
8227,569 | 9050,3264 |
: [3-4] [17]