2.1
2 H0: 1
H1: 2
H0 , 2
3 H0: 2
H1: 3
H0 , 2
4 H0: 3
H1: 4
H0 , 3
2 3, 2.
2.
2.2 VAR .
2.3 :
, , .
2.4 ,
1
2
2 .
2.5 , :
Oil Price
Oil Price, Price Oil. , . , . , , .
2.6 :
2 , .
2.7 :
, , , .
ARIMA .
3.1 Oil:
, d_Oil c AR(1) AR(2) AR(3) MA(1).
, .
, , ARIMA(3,0,1).
3.2 .
2000:1-2012:2 2000:1-2009:4. ARIMA(3,0,1) .
.
, 2010 - . 2010 2,1 . 2011 . , ARMA . , . , .
-
Oil Price , 0 1, .