1.
1. n=360-365 . :
:
| t | ||
| 1 2013 | 32, 745 | |
| 2 | 32, 795 | |
| .......... | ............ | ............................................ |
| 1 2014 | 31, 195 |
2. .
3. . → →
4. .
Vy = (σy/ 
) 100%.
: ?
1. .
:
) , , ,
) , , .
2. k = 3,22* ln(n) + 1 .
. . , , , , .
3. 5 . R2. .
. WORD 12 0,5 . :
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- - www.oil.ru.
2. , 1.
( ), .
: Y = f(t).
1. Y = f(t) ( 
|
|
|
2. 4 2 .
1
| R | r |
| R- | SS1/(SS1 + SS2) |
| R- | R2-k(1- R2)/ (n-k-1) |
| (SS2/(n-k-1))^0.5 | |
| N=n |
2
| df | SS | MS | F | F | |
| k | SS1 | SS1/k | F | α | |
| n-k-1 | SS2 | SS2/(n-k-1) | |||
| n-1 | SS1 + SS2 |
3
| t- | P | 95% | 95% | |||
| Y- | a | c.o.(a) | a / c.o.(a) | 
| a t * c.o.(a) | a + t*c.o.(b) |
| X 1 | b | c.o.(b) | b / c.o.(b) | 
| b t * c.o.(b) | b + t*c.o.(a) |
4
| Y | ||
| a + b*1 | Y1 - a b*1 | |
| a + b*2 | Y2 - a b*2 | |
| a + b*3 | Y3 - a b*3 | |
| n | a + b*n | Yn a - b*n |
1. c.o.(a)= (S2u/n(1+ 
2 / σ2t))0,5, c.o.(b)= (S2u/(n σ2t))0,5,
S2u=n σ2e/(n-2).
2. α 2 F.
3. , 3 .
4. t 3 .
3. 2,3 .
4. .
5. Þ Þ . .
3. .
1. 2 360-365 .
2. () .
3. , , :
, k = 3,22*ln (n) +1 ( !), n .
, , .
ni*
ni* = nhφ(Si*),
φ(Si*) ={ exp [ - (Si* - a)2/(2σ2)] }/(2πσ2)0,5
a , σ2 , Si* i- , h .
: χ2 =∑(ni*- ni)2/ (ni*)
, 2 0,95.
|
|
|
( ).
A E n .
, :
│A│< 1,5 σA, │E + 6/(n+1)│< 1,5 σE,
σ2A = 6(n-2)/((n+1)(n+3)), σ2E = 24n(n-2) (n-3),/((n+1)2(n+3)(n+5)).
4. .
4.
1) 0,95.
d = =∑(ei-1- ei)2/(∑ (ei)2)
, 
2) , .. .
3) ,
4) . , .
5) 1-4.
.
.
. .,
1 360 01.02.2013 26.01.2013. . . . . 6 5%.
Econometric analysis of milk prices.
Belonogova MM,
In this article we model of average consumer prices for milk per 1 liter in the Krasnoyarsk region of 360 time series data from 01.02.2013 on 01.26.2013. In the process of selecting the most suitable proved to be polynomial trend line of the second degree. All the coefficients of this equation are statistically significant. Equation is adequate to experimental data. Remains are homoscedasticity. The constructed model allows prediction for 6 months with an error not exceeding 5%.
1 ( 2,5-3,2% ) 2013 [1].
:
1 2013 . 37,53 ., - 7 . - 37,17 . , . . 36,11 38,94 . 36,08 ., - 40,99 . 5 .
, 0,5, , . - , , .
3,77%, , . . .
9 = 0,546, .
, (238) 37,17 . , 1 37,17 .
, , . . , 35 , 245 - , , .
|
|
|
.
2- 3- , 4- , .
3- , 46-47 2014 , , 2013 5 . , 2- .
2- :
= 36,65 - 0,0096*t + 0,0000591*t2.
96,44% / R = 0,98, . . . .
. ( ), 0,95.
: et = 0,94720 * et-1.
90,57% . . . .
, - . , .
:
t = 36,66 - 0,0096*t + 0,00006* t2 + 0,94720*e t-1.
( 2014 ) [1]:
, 5%. , 189 (6 ).
, , 0,5-1 1-2%. 5 % - 2 . 153 (5 ), 1 , ( 0,5 ) 50 .
. 2013 6,5%, ( 2012 ) , , . ( % ) ( % ) [2], 2012 .:
, . , , : , , .
