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Анализ структуры цен на фондовом рынке |
602,335 |
520,7602 |
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|
|
|
||
|
96 |
|
561,2807 |
602,0681 |
520,4933 |
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|
|
|
|
|
97 |
|
561,0138 |
601,8012 |
520,2264 |
|
|
|
|
|
|
98 |
|
560,7469 |
601,5343 |
519,9595 |
|
|
|
|
|
|
99 |
|
560,48 |
601,2674 |
519,6926 |
|
|
|
|
|
|
100 |
|
560,2131 |
601,0005 |
519,4257 |
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|
|
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Приложение 5 – Результаты расчетов методом Регрессия с переключениями - полином 2-го порядка
|
Т |
Т 2 |
ЦЕНА факт |
U// |
D// |
Pt |
a0 |
a1 |
a2 |
s2m |
t |
|
|
1 |
1 |
|
525,34 |
475,31 |
500,3244 |
506,4294 |
-6,2289 |
0,1239 |
12,5074 |
2 |
|
|
2 |
4 |
|
519,48 |
469,45 |
494,4672 |
441,9491 |
-3,246 |
0,134 |
|
|
|
|
3 |
9 |
|
513,87 |
463,84 |
488,8578 |
1044,663 |
-20,988 |
0,2152 |
|
|
|
|
4 |
16 |
|
508,51 |
458,48 |
483,4962 |
943,5895 |
-13,231 |
0,1126 |
|
|
|
|
5 |
25 |
|
503,40 |
453,37 |
478,3824 |
2662,772 |
-41,6587 |
0,2029 |
|
|
|
|
6 |
36 |
|
498,53 |
448,50 |
473,5164 |
|
|
|
|
|
|
|
7 |
49 |
|
493,91 |
443,88 |
468,8982 |
|
|
|
|
|
|
|
8 |
64 |
|
489,54 |
439,51 |
464,5278 |
|
|
|
|
|
|
|
9 |
81 |
|
485,42 |
435,39 |
460,4052 |
|
|
|
|
|
|
|
10 |
100 |
|
481,55 |
431,52 |
456,5304 |
|
|
|
|
|
|
|
11 |
121 |
|
477,92 |
427,89 |
452,9034 |
|
|
|
|
|
|
|
12 |
144 |
|
474,54 |
424,51 |
449,5242 |
|
|
|
|
|
|
|
13 |
169 |
|
471,41 |
421,38 |
446,3928 |
|
|
|
|
|
|
|
14 |
196 |
|
468,52 |
418,49 |
443,5092 |
|
|
|
|
|
|
|
15 |
225 |
|
465,89 |
415,86 |
440,8734 |
|
|
|
|
|
|
|
16 |
256 |
|
463,50 |
413,47 |
438,4854 |
|
|
|
|
|
|
|
17 |
289 |
|
461,36 |
411,33 |
436,3452 |
|
|
|
|
|
|
|
18 |
324 |
|
459,47 |
409,44 |
434,4528 |
|
|
|
|
|
|
|
19 |
361 |
|
457,82 |
407,79 |
432,8082 |
|
|
|
|
|
|
|
20 |
400 |
|
456,43 |
406,40 |
431,4114 |
|
|
|
|
|
|
|
21 |
441 |
|
457,89 |
407,86 |
432,8771 |
|
|
|
|
|
|
|
22 |
484 |
|
460,41 |
410,38 |
435,3931 |
|
|
|
|
|
|
|
23 |
529 |
|
463,19 |
413,16 |
438,1771 |
|
|
|
|
|
|
|
24 |
576 |
|
466,24 |
416,21 |
441,2291 |
|
|
|
|
|
|
|
25 |
625 |
|
469,56 |
419,53 |
444,5491 |
|
|
|
|
|
|
|
26 |
676 |
|
473,15 |
423,12 |
448,1371 |
|
|
|
|
|
|
|
27 |
729 |
|
477,01 |
426,98 |
451,9931 |
|
|
|
|
|
|
|
28 |
784 |
|
481,13 |
431,10 |
456,1171 |
|
|
|
|
|
|
|
29 |
841 |
|
485,52 |
435,49 |
460,5091 |
|
|
|
|
|
|
|
30 |
900 |
|
490,18 |
440,15 |
465,1691 |
|
|
|
|
|
|
|
31 |
961 |
|
495,11 |
445,08 |
470,0971 |
|
|
|
|
|
|
|
32 |
1024 |
|
500,31 |
450,28 |
475,2931 |
|
|
|
|
|
|
|
33 |
1089 |
|
505,77 |
455,74 |
480,7571 |
|
|
|
|
|
|
|
34 |
1156 |
|
511,50 |
461,47 |
486,4891 |
|
|
|
|
|
|
|
35 |
1225 |
|
517,50 |
467,47 |
492,4891 |
|
|
|
|
|
|
|
36 |
1296 |
|
523,77 |
473,74 |
498,7571 |
|
|
|
|
|
|
|
37 |
1369 |
|
530,31 |
480,28 |
505,2931 |
|
|
|
|
|
|
|
38 |
1444 |
|
537,11 |
487,08 |
512,0971 |
|
|
|
|
|
|
|
39 |
1521 |
|
544,18 |
494,15 |
519,1691 |
|
|
|
|
|
|
|
40 |
1600 |
|
551,52 |
501,49 |
526,5091 |
|
|
|
|
|
|
|
41 |
1681 |
|
570,92 |
520,89 |
545,9062 |
|
|
|
|
|
|
|
42 |
1764 |
|
567,79 |
517,77 |
542,7798 |
|
|
|
|
|
|
|
43 |
1849 |
|
565,10 |
515,07 |
540,0838 |
|
|
|
|
|
|
|
44 |
1936 |
|
562,83 |
512,80 |
537,8182 |
|
|
|
|
|
|
|
45 |
2025 |
|
561,00 |
510,97 |
535,983 |
|
|
|
|
|
|
|
46 |
2116 |
531 |
559,59 |
509,56 |
534,5782 |
|
|
|
|
|
|
|
47 |
2209 |
|
558,62 |
508,59 |
533,6038 |
|
|
|
|
|
|
|
48 |
2304 |
|
558,07 |
508,05 |
533,0598 |
|
|
|
|
|
|
|
49 |
2401 |
|
557,96 |
507,93 |
532,9462 |
|
|
|
|
|
|
|
50 |
2500 |
|
558,28 |
508,25 |
533,263 |
|
|
|
|
|
|
|
51 |
2601 |
|
559,03 |
509,00 |
534,0102 |
|
|
|
|
|
|
|
52 |
2704 |
|
560,20 |
510,17 |
535,1878 |
|
|
|
|
|
|
|
53 |
2809 |
|
561,81 |
511,78 |
536,7958 |
|
|
|
|
|
|
|
54 |
2916 |
|
563,85 |
513,82 |
538,8342 |
|
|
|
|
|
|
|
55 |
3025 |
|
566,32 |
516,29 |
541,303 |
|
|
|
|
|
|
|
56 |
3136 |
|
569,22 |
519,19 |
544,2022 |
|
|
|
|
|
|
|
57 |
3249 |
|
572,55 |
522,52 |
547,5318 |
|
|
|
|
|
|
|
58 |
3364 |
|
576,31 |
526,28 |
551,2918 |
|
|
|
|
|
|
|
59 |
3481 |
|
580,50 |
530,47 |
555,4822 |
|
|
|
|
|
|
|
60 |
3600 |
|
585,12 |
535,09 |
560,103 |
|
|
|
|
|
|
|
61 |
3721 |
|
580,50 |
530,47 |
555,4831 |
|
|
|
|
|
|
|
62 |
3844 |
|
581,12 |
531,09 |
556,1019 |
|
|
|
|
|
|
|
63 |
3969 |
|
581,96 |
531,93 |
556,9459 |
|
|
|
|
|
|
|
64 |
4096 |
|
583,03 |
533,00 |
558,0151 |
|
|
|
|
|
|
|
65 |
4225 |
|
584,32 |
534,29 |
559,3095 |
|
|
|
|
|
|
|
66 |
4356 |
|
585,84 |
535,81 |
560,8291 |
|
|
|
|
|
|
|
67 |
4489 |
|
587,59 |
537,56 |
562,5739 |
|
|
|
|
|
|
|
68 |
4624 |
|
589,56 |
539,53 |
564,5439 |
|
|
|
|
|
|
|
69 |
4761 |
|
591,75 |
541,72 |
566,7391 |
|
|
|
|
|
|
|
70 |
4900 |
|
594,17 |
544,14 |
569,1595 |
|
|
|
|
|
|
|
71 |
5041 |
|
596,82 |
546,79 |
571,8051 |
|
|
|
|
|
|
|
72 |
5184 |
|
599,69 |
549,66 |
574,6759 |
|
|
|
|
|
|
|
73 |
5329 |
|
602,79 |
552,76 |
577,7719 |
|
|
|
|
|
|
|
74 |
5476 |
|
606,11 |
556,08 |
581,0931 |
|
|
|
|
|
|
|
75 |
5625 |
|
609,65 |
559,62 |
584,6395 |
|
|
|
|
|
|
|
76 |
5776 |
|
613,43 |
563,40 |
588,4111 |
|
|
|
|
|
|
|
77 |
5929 |
|
617,42 |
567,39 |
592,4079 |
|
|
|
|
|
|
|
78 |
6084 |
|
621,64 |
571,62 |
596,6299 |
|
|
|
|
|
|
|
79 |
6241 |
|
626,09 |
576,06 |
601,0771 |
|
|
|
|
|
|
|
80 |
6400 |
|
630,76 |
580,73 |
605,7495 |
|
|
|
|
|
|
|
81 |
6561 |
|
644,66 |
594,63 |
619,6442 |
|
|
|
|
|
|
|
82 |
6724 |
|
636,07 |
586,04 |
611,0582 |
|
|
|
|
|
|
|
83 |
6889 |
|
627,89 |
577,86 |
602,878 |
|
|
|
|
|
|
|
84 |
7056 |
|
620,12 |
570,09 |
595,1036 |
|
|
|
|
|
|
|
85 |
7225 |
|
612,75 |
562,72 |
587,735 |
|
|
|
|
|
|
|
86 |
7396 |
|
605,79 |
555,76 |
580,7722 |
|
|
|
|
|
|
|
87 |
7569 |
|
599,23 |
549,20 |
574,2152 |
|
|
|
|
|
|
|
88 |
7744 |
|
593,08 |
543,05 |
568,064 |
|
|
|
|
|
|
|
89 |
7921 |
|
587,33 |
537,30 |
562,3186 |
|
|
|
|
|
|
|
90 |
8100 |
|
581,99 |
531,96 |
556,979 |
|
|
|
|
|
|
|
91 |
8281 |
|
577,06 |
527,03 |
552,0452 |
|
|
|
|
|
|
|
92 |
8464 |
|
572,53 |
522,50 |
547,5172 |
|
|
|
|
|
|
|
93 |
8649 |
|
568,41 |
518,38 |
543,395 |
|
|
|
|
|
|
|
94 |
8836 |
|
564,69 |
514,66 |
539,6786 |
|
|
|
|
|
|
|
95 |
9025 |
|
561,38 |
511,35 |
536,368 |
|
|
|
|
|
|
|
96 |
9216 |
|
558,48 |
508,45 |
533,4632 |
|
|
|
|
|
|
|
97 |
9409 |
|
555,98 |
505,95 |
530,9642 |
|
|
|
|
|
|
|
98 |
9604 |
|
553,89 |
503,86 |
528,871 |
|
|
|
|
|
|
|
99 |
9801 |
|
552,20 |
502,17 |
527,1836 |
|
|
|
|
|
|
|
100 |
10000 |
|
550,92 |
500,89 |
525,902 |
|
|
|
|
|