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Анализ структуры цен на фондовом рынке |
|
||||||
|
96 |
|
533,889 |
36,05725296 |
606,0035 |
461,7745 |
|
|
|
|
97 |
|
534,739 |
33,32835023 |
601,3957 |
468,0823 |
|
|
|
|
98 |
|
537,684 |
32,82781906 |
603,3396 |
472,0284 |
|
|
|
|
99 |
|
540,2665 |
31,86679169 |
604,0001 |
476,5329 |
|
|
|
|
100 |
|
541,1665 |
28,74264244 |
598,6518 |
483,6812 |
|
|
|
|
|
|
541,8615 |
26,19459478 |
594,2507 |
489,4723 |
|
|
|
|
|
|
542,0425 |
22,66488938 |
587,3723 |
496,7127 |
|
|
|
|
|
|
543,1425 |
20,54046843 |
584,2234 |
502,0616 |
|
|
|
|
|
|
544,1425 |
19,18176317 |
582,506 |
505,779 |
|
|
|
|
|
|
545,5925 |
18,28639825 |
582,1653 |
509,0197 |
|
|
|
|
|
|
546,2525 |
16,34350843 |
578,9395 |
513,5655 |
|
|
|
|
|
|
546,5775 |
15,44110951 |
577,4597 |
515,6953 |
|
|
|
|
|
|
547,4855 |
14,65766047 |
576,8008 |
518,1702 |
|
|
|
|
|
|
549,4755 |
15,29629871 |
580,0681 |
518,8829 |
|
|
|
|
|
|
551,95 |
17,05876235 |
586,0675 |
517,8325 |
|
|
|
|
|
|
554,55 |
18,74587469 |
592,0417 |
517,0583 |
|
|
|
|
|
|
557,105 |
19,40622988 |
595,9175 |
518,2925 |
|
|
|
|
|
|
560,378 |
19,9355046 |
600,249 |
520,507 |
|
|
|
|
|
|
562,808 |
20,52087461 |
603,8497 |
521,7663 |
|
|
|
|
|
|
564,902 |
20,75675367 |
606,4155 |
523,3885 |
|
|
|
|
|
|
566,702 |
20,86169809 |
608,4254 |
524,9786 |
|
|
|
|
|
|
569,427 |
21,7527954 |
612,9326 |
525,9214 |
|
|
|
|
|
|
570,957 |
21,60248752 |
614,162 |
527,752 |
|
|
|
|
|
|
572,3645 |
21,35055495 |
615,0656 |
529,6634 |
|
|
|
|
|
|
574,2945 |
21,62519426 |
617,5449 |
531,0441 |
|
|
|
|
|
|
576,817 |
22,18700526 |
621,191 |
532,443 |
|
|
|
|
|
|
580,207 |
23,69677034 |
627,6005 |
532,8135 |
|
|
|
|
|
|
582,346 |
23,8483134 |
630,0426 |
534,6494 |
|
|
|
|
|
|
585,796 |
24,99772925 |
635,7915 |
535,8005 |
|
|
|
|
|
|
588,896 |
25,87086016 |
640,6377 |
537,1543 |
|
|
|
|
|
|
591,396 |
25,99423414 |
643,3845 |
539,4075 |
|
|
|
|
|
|
592,596 |
26,70810118 |
646,0122 |
539,1798 |
|
|
|
|
|
|
591,918 |
28,9905567 |
649,8991 |
533,9369 |
|
|
|
|
|
|
589,8185 |
30,86698975 |
651,5525 |
528,0845 |
|
|
|
|
|
|
588,019 |
30,45447002 |
648,9279 |
527,1101 |
|
|
|
|
|
|
586,4315 |
29,75331942 |
645,9381 |
526,9249 |
|
|
|
|
|
|
584,101 |
31,47340911 |
647,0478 |
521,1542 |
|
|
|
|
|
|
580,428 |
34,81295311 |
650,0539 |
510,8021 |
|
|
|
|
|
|
576,8955 |
37,15336209 |
651,2022 |
502,5888 |
|
|
|
|
|
|
574,3465 |
38,36430976 |
651,0751 |
497,6179 |
|
|
|
|
|
|
572,2965 |
38,8470381 |
649,9906 |
494,6024 |
|
|
|
|
|
|
569,26 |
38,94112745 |
647,1423 |
491,3777 |
|
|
|
|
|
|
566,964 |
38,82901863 |
644,622 |
489,306 |
|
|
|
|
|
|
564,474 |
38,58644954 |
641,6469 |
487,3011 |
|
|
|
|
|
|
561,484 |
38,53705249 |
638,5581 |
484,4099 |
|
|
Приложение 4 – Результаты расчетов методом Регрессия с переключениями - линейный полином
|
Т |
ЦЕНА факт |
Pt |
U/ |
D/ |
a0 |
a1 |
s2m |
t |
|
|
1 |
|
486,1912 |
526,9786 |
445,4038 |
489,2585 |
-3,0673 |
20,3937 |
2 |
|
|
2 |
|
483,1239 |
523,9113 |
442,3365 |
411,247 |
2,0965 |
|
|
|
|
3 |
|
480,0566 |
520,844 |
439,2692 |
470,2636 |
1,3778 |
|
|
|
|
4 |
|
476,9893 |
517,7767 |
436,2019 |
510,3297 |
0,8917 |
|
|
|
|
5 |
|
473,922 |
514,7094 |
433,1346 |
586,9031 |
-0,2669 |
|
|
|
|
6 |
|
470,8547 |
511,6421 |
430,0673 |
|
|
|
|
|
|
7 |
|
467,7874 |
508,5748 |
427 |
|
|
|
|
|
|
8 |
|
464,7201 |
505,5075 |
423,9327 |
|
|
|
|
|
|
9 |
|
461,6528 |
502,4402 |
420,8654 |
|
|
|
|
|
|
10 |
|
458,5855 |
499,3729 |
417,7981 |
|
|
|
|
|
|
11 |
|
455,5182 |
496,3056 |
414,7308 |
|
|
|
|
|
|
12 |
|
452,4509 |
493,2383 |
411,6635 |
|
|
|
|
|
|
13 |
|
449,3836 |
490,171 |
408,5962 |
|
|
|
|
|
|
14 |
|
446,3163 |
487,1037 |
405,5289 |
|
|
|
|
|
|
15 |
|
443,249 |
484,0364 |
402,4616 |
|
|
|
|
|
|
16 |
|
440,1817 |
480,9691 |
399,3943 |
|
|
|
|
|
|
17 |
|
437,1144 |
477,9018 |
396,327 |
|
|
|
|
|
|
18 |
|
434,0471 |
474,8345 |
393,2597 |
|
|
|
|
|
|
19 |
|
430,9798 |
471,7672 |
390,1924 |
|
|
|
|
|
|
20 |
|
427,9125 |
468,6999 |
387,1251 |
|
|
|
|
|
|
21 |
|
455,2735 |
496,0609 |
414,4861 |
|
|
|
|
|
|
22 |
|
457,37 |
498,1574 |
416,5826 |
|
|
|
|
|
|
23 |
|
459,4665 |
500,2539 |
418,6791 |
|
|
|
|
|
|
24 |
|
461,563 |
502,3504 |
420,7756 |
|
|
|
|
|
|
25 |
|
463,6595 |
504,4469 |
422,8721 |
|
|
|
|
|
|
26 |
|