Анализ структуры цен на фондовом рынке
Приложение 4 – Результаты расчетов методом Регрессия с переключениями - линейный полином
Т |
ЦЕНА факт |
Pt |
U/ |
D/ |
a0 |
a1 |
< p>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 |
|
465,756 |
506,5434 |
424,9686 | |||||
27 |
|
467,8525 |
508,6399 |
427,0651 | |||||
28 |
|
469,949 |
510,7364 |
429,1616 | |||||
29 |
|
472,0455 |
512,8329 |
431,2581 | |||||
30 |
|
474,142 |
514,9294 |
433,3546 | |||||
31 |
|
476,2385 |
517,0259 |
435,4511 | |||||
32 |
|
478,335 |
519,1224 |
437,5476 | |||||
33 |
|
480,4315 |
521,2189 |
439,6441 | |||||
34 |
|
482,528 |
523,3154 |
441,7406 | |||||
35 |
|
484,6245 |
525,4119 |
443,8371 | |||||
36 |
|
486,721 |
527,5084 |
445,9336 | |||||
37 |
|
488,8175 |
529,6049 |
448,0301 | |||||
38 |
|
490,914 |
531,7014 |
450,1266 | |||||
39 |
|
493,0105 |
533,7979 |
452,2231 | |||||
40 |
|
495,107 |
535,8944 |
454,3196 | |||||
41 |
|
526,7534 |
567,5408 |
485,966 | |||||
42 |
|
528,1312 |
568,9186 |
487,3438 | |||||
43 |
|
529,509 |
570,2964 |
488,7216 | |||||
44 |
|
530,8868 |
571,6742 |
490,0994 | |||||
45 |
|
532,2646 |
573,052 |
491,4772 | |||||
46 |
531 |
533,6424 |
574,4298 |
492,855 | |||||
47 |
|
535,0202 |
575,8076 |
494,2328 | |||||
48 |
|
536,398 |
577,1854 |
495,6106 | |||||
49 |
|
537,7758 |
578,5632 |
496,9884 | |||||
50 |
|
539,1536 |
579,941 |
498,3662 | |||||
51 |
|
540,5314 |
581,3188 |
499,744 | |||||
52 |
|
541,9092 |
582,6966 |
501,1218 | |||||
53 |
|
543,287 |
584,0744 |
502,4996 | |||||
54 |
|
544,6648 |
585,4522 |
503,8774 | |||||
55 |
|
546,0426 |
586,83 |
505,2552 | |||||
56 |
|
547,4204 |
588,2078 |
506,633 | |||||
57 |
|
548,7982 |
589,5856 |
508,0108 | |||||
58 |
|
550,176 |
590,9634 |
509,3886 | |||||
59 |
|
551,5538 |
592,3412 |
510,7664 | |||||
60 |
|
552,9316 |
593,719 |
512,1442 | |||||
61 |
|
564,7234 |
605,5108 |
523,936 | |||||
62 |
|
565,6151 |
606,4025 |
524,8277 | |||||
63 |
|
566,5068 |
607,2942 |
525,7194 | |||||
64 |
|
567,3985 |
608,1859 |
526,6111 | |||||
65 |
|
568,2902 |
609,0776 |
527,5028 | |||||
66 |
|
569,1819 |
609,9693 |
528,3945 | |||||
67 |
|
570,0736 |
610,861 |
529,2862 | |||||
68 |
|
570,9653 |
611,7527 |
530,1779 | |||||
69 |
|
571,857 |
612,6444 |
531,0696 | |||||
70 |
|
572,7487 |
613,5361 |
531,9613 | |||||
71 |
|
573,6404 |
614,4278 |
532,853 | |||||
72 |
|
574,5321 |
615,3195 |
533,7447 | |||||
73 |
|
575,4238 |
616,2112 |
534,6364 | |||||
74 |
|
576,3155 |
617,1029 |
535,5281 | |||||
75 |
|
577,2072 |
617,9946 |
536,4198 | |||||
76 |
|
578,0989 |
618,8863 |
537,3115 | |||||
77 |
|
578,9906 |
619,778 |
538,2032 | |||||
78 |
|
579,8823 |
620,6697 |
539,0949 | |||||
79 |
|
580,774 |
621,5614 |
539,9866 | |||||
80 |
|
581,6657 |
622,4531 |
540,8783 | |||||
81 |
|
565,2842 |
606,0716 |
524,4968 | |||||
82 |
|
565,0173 |
605,8047 |
524,2299 | |||||
83 |
|
564,7504 |
605,5378 |
523,963 | |||||
84 |
|
564,4835 |
605,2709 |
523,6961 | |||||
85 |
|
564,2166 |
605,004 |
523,4292 | |||||
86 |
|
563,9497 |
604,7371 |
523,1623 | |||||
87 |
|
563,6828 |
604,4702 |
522,8954 | |||||
88 |
|
563,4159 |
604,2033 |
522,6285 | |||||
89 |
|
563,149 |
603,9364 |
522,3616 | |||||
90 |
|
562,8821 |
603,6695 |
522,0947 | |||||
91 |
|
562,6152 |
603,4026 |
521,8278 | |||||
92 |
|
562,3483 |
603,1357 |
521,5609 | |||||
93 |
|
562,0814 |
602,8688 |
521,294 | |||||
94 |
|
561,8145 |
602,6019 |
521,0271 | |||||
95 |
|
561,5476 |
602,335 |
520,7602 | |||||
96 |
|
561,2807 |
602,0681 |
520,4933 | |||||
97 |
|
561,0138 |
601,8012 |
520,2264 | |||||
98 |
|
560,7469 |
601,5343 |
519,9595 |
&nb
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