книги / Статистический анализ временных рядов
..pdf683
Таблица А. 1.2
КОРРЕЛЯЦИОННАЯ ПОСЛЕДОВАТЕЛЬНОСТЬ ИНДЕКСА БЕВЕРИДЖА ЦЕН НА ПШЕНИЦУ С ВЫДЕЛЕННЫМ ТРЕНДОМ
Порядок |
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корреляции- |
к |
г* |
к |
И8 |
к |
Г* |
||
k |
г* |
|||||||
}к |
'к |
|
гк |
|||||
1 |
0.562 |
16 |
0.158 |
31 |
0.060 |
46 |
-0.036 |
|
2 |
0.103 |
17 |
0.109 |
32 |
—0.008 |
47 |
7-0.013 |
|
3 |
-0.075 |
18 |
0.002 |
33 |
—0.039 |
48 |
0.042 |
|
4 |
-0.092 |
19 |
-0.075 |
34 |
0.007 |
49 |
о'062 |
|
5 |
-0.082 |
20 |
-0.062 |
35 |
0.056 |
50 |
0.065 |
|
6 |
-0.136 |
21 |
-0.021 |
36 |
0.010 |
51 |
0.050 |
|
7 |
-0.211 |
22 |
-0.062 |
37 |
-6.004 |
52 |
0.009 |
|
8 |
-0.261 |
23 |
-0.088 |
38 |
-0.015 |
53 |
-0.027 |
|
9 |
-0.192 |
24 |
-0.084 |
39 |
-0.047 |
54 |
-0.053 |
|
10 |
-0.070 |
25 |
-0.076 |
40 |
-0.047 |
55 |
-0.073 |
|
11 |
-0.003 |
26 |
-0.091 |
41 |
0.008 |
56 |
-0.106 |
|
12 |
-0.015 |
27 |
-0.052 |
42 |
0.034 |
57 |
-0.084 |
|
13 |
-0.012 |
28 |
-0.032 |
43 |
> 0.065 |
58 |
-0.019 |
|
14 |
0.047 |
29 |
-0.012 |
44- |
0.099 |
59 |
0.003 |
|
15 |
0.101 |
30 |
0.059 |
45 |
0.009 |
60 |
0.010 |
Рис. А .1.2.
Корреляции индекса Бевериджа цен на пшеницу с выделенным трендом.
684
Таблица А. 1.3
СПЕКТРОГРАММА ИНДЕКСА БЕВЕРИДЖА ЦЕН ЦА ПШЕНИЦУ С ВЫДЕЛЕННЫМ ТРЕНДОМ
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1 |
|
Период |
к |
N |
• # ) |
|
300 |
• |
Частота |
|
|
|
|
|
|
||
2.000 |
150 |
300 |
0.11 |
|
0.01 |
|
0.5000 |
2.049 |
164 |
336 |
—0.40 |
-0.09 |
0.19 |
|
0.4881 |
2.054 |
148 |
304 |
0.48 |
-0.72 |
0.77 |
|
0.4868 |
2.061 |
165 |
340 |
0.38 |
-0.57 |
0.54 |
|
0.4853 |
2.069 |
145 |
300 |
0.25 |
0.63 |
0.46 |
|
0.4833 |
2.074 |
162 |
336 |
-0.61 |
0.51 |
0.71 |
|
0.4821 |
2.080 |
150 |
312 |
0.92 |
-0.50 |
1.14 |
|
0.4808 |
2.087 |
138 |
288 |
-0.52 |
-0.11 |
0.27 |
|
0.4792 |
2.095 |
147 |
308 |
-0.91 |
0.90 |
1.69 |
|
0.4773 |
2.105 |
152 |
320 |
0.90 |
0.07 |
0.86 |
|
0.4750 |
2.112 |
136 |
288 |
0.90 |
0.80 |
1.38 |
|
0.4722 |
2.133 |
150 |
320 |
0.89 |
0.15 |
0.84 |
|
0.4688 |
2.L54 |
143 |
308 |
0.48 |
0.23 |
0.29 |
|
0.4643 |
2.182 |
132 |
288 |
1.32 |
-0.59 |
1.99 |
|
0.4583 |
2.200 |
140 |
308 |
-0.13 |
-0.60 |
0.39 |
|
0.4546 |
2.222 |
144 |
320 |
-0.32 |
-0.62 |
0.52 |
|
0.4500* |
2.261 |
138 |
312 |
0.50 |
-0.22 |
0.31 |
|
0.4423 |
2.286 |
140 |
320 |
-0.38 |
-0.85 |
0.93 |
|
0.4375 |
2.316 |
133 |
308 |
1.39 |
-1.05 |
3.11 |
|
0.4318 |
2.333 |
132 |
308 |
-0.10 |
-0.25 |
0.08 |
|
0.4286 |
2.353 |
136 |
320 |
0.90 |
0.07 |
0.86 |
|
0.4250 |
2.364 |
132 |
312 |
-0.12 |
-0.63 |
0.43 |
|
0.4231 |
2.370 |
135 |
320 |
0.05 |
-0.28 |
0.08 |
|
0.4219 |
2.375 |
128 |
304 |
0.29 |
-0.43 |
0.27 |
|
0.4210 |
2.381 |
126 |
300 |
-0.19 |
-1.22 |
1.53 |
|
0.4200 |
2.385 |
130 |
310 |
-1.00 |
-0.89 |
1.86 |
|
0.4194 |
2.391 |
138 |
330 |
-1.30 |
-0.54 |
2.18 |
|
0.4182 |
2.395 |
129 |
309 |
-0.72 |
0.60 |
0.90 |
|
0.4175 |
2.400 |
130 |
312 |
0.34 |
0.68 |
0.60 |
|
0.4167 |
2.412 |
136 |
328 |
-0.08 |
-0.65 |
0.47 |
|
0.4146 |
2.417 |
144 |
348 |
0.63 |
0.57 |
0.69 |
|
0.4138 |
2.435 |
138 |
336 |
0.44 |
0.01 |
0.22 |
|
0.4107 |
2.452 |
124 |
304 |
-1.40 |
-0.51 |
2.23 |
|
0.4079 |
2.462 |
130 |
320 |
-0.25 |
1.49 |
2.44 |
|
0.4062 |
2.476 |
126 |
312 |
-0.38 |
0.35 |
0.27 |
|
0.403& |
Таблица А. 1.3 (продолжение)
|
к |
|
л ( 2”к\ |
|
(2пк\ |
|
|
1 |
|
Период |
N |
|
|
|
Ч а с т о т а |
||||
|
Гг |
|
|
\ N / |
Ч — ) |
|
300 |
||
|
|
|
|
|
|
||||
2.483 |
116 |
288 |
—0.07 |
|
0.74 |
|
0.53 |
0.4028 |
|
2.500 |
128 |
320 |
- |
0.24 |
|
1.19 |
|
1.56 |
0.4000 |
2.512 |
129 |
324 |
|
0.86 |
|
0.39 |
|
0.97 |
0.3982 |
2.516 |
124 |
312 |
|
0.45 |
|
: 0.24 |
|
0.26 |
0.3974 |
2.529 |
119 |
301 |
- |
0.19 |
- |
0.31 |
|
0.13 |
0.3954 |
2.545 |
132 |
336 |
- |
1.39 |
- |
0.81 |
|
2.89 |
0.3929 |
2.555 |
126 |
322 |
|
0.38 |
|
0.50 |
|
0.42 . |
0.3913 |
2.571 |
119 |
306 |
|
1.25 |
|
0.55 |
|
1.91 |
0.3889 |
2.588 |
119 |
308 |
|
0.30 |
|
0.43 |
|
0.28 |
0.3864 |
2.600 |
120 |
312 |
|
1.02 |
- |
0.39 |
|
1.25 |
0.3846 |
2.615 |
117 |
306 |
- |
0.75 |
- |
0.24 |
|
0.63 |
0.3824 |
2.625 |
112 |
294 |
- |
0.45 |
|
1.36 |
|
2.01 |
0.3816 |
2.643 |
112 |
296 |
|
0.95 |
- |
0.62 |
|
1.27 |
0.3784 |
2.667 |
117 |
312 |
- |
0.92 |
|
1.20 |
|
2.38 |
0.3750 |
2.687 |
112 |
301 |
|
1.23 |
- |
0.02 |
|
1.52 |
0.3721 |
2.692 |
117 |
315 |
- |
0.04 |
|
0.23 |
|
0.06 |
0.3714 |
2.706 |
119 |
322 |
- |
0.27 |
|
1.33 |
|
1.97 |
0.3696 |
2.714 |
112 |
304 |
|
0.83 |
|
1.17 |
|
2.10 |
0.3684 |
2.727 |
110 |
300 |
|
0.86 |
|
1.46 |
ч |
2.87 |
0.3667 |
2.733 |
105 |
287 |
|
2.05 |
|
1.19 |
|
6.16 |
0.3658 |
2.735 |
102 |
279 |
|
2.44 > |
|
1.23 |
|
7.82 |
0.3656 |
2.737 |
114 |
312 |
|
2.23 |
|
1.00 |
|
6.22 |
0.3654 |
2.741 |
108 |
296 |
|
2.43 |
|
0.25 |
|
5.86 |
0.3649 |
2.750 |
112 |
308 |
|
0.90 |
- |
0.84 |
|
1.55 |
0.3636 |
2.762 |
126 |
348 |
- |
0.57 |
- |
0.04 |
|
0.37 |
0.3621 |
2.769 |
117 |
324 |
|
1.49 |
|
0.23 |
|
2.28 |
0.3611 |
2.778 |
117 |
325 |
|
1.20 |
- |
0.92 |
|
2.48 |
0.3600 |
2.800 |
120 |
336 |
- |
1.01 |
- |
0.19 |
|
1.18 |
0.3571 |
2.818 |
110 |
310 |
|
0.55 |
|
1.07 |
|
1.49 |
0.3548 |
2.833 |
114 |
323 |
|
0.78 |
- |
0.10 |
|
0.67 |
0.3529 |
2.846 |
104 |
296 |
|
0.41 |
|
0.42 |
|
0.34 |
0.3514 |
2.857 |
112 |
320 |
|
0.96 |
|
0.21 |
|
1.03 |
0.3500 |
2.875 |
112 |
322 |
|
0.35 |
|
0.14 |
|
0.15 |
0.3478 |
2.888 |
108 |
312 |
|
1.51 |
|
0.26 |
|
2.43 |
0.3462 |
2.895 |
114 |
330 |
- |
0.69 |
- |
1.57 |
|
3.21 |
0.3454 |
2.909 |
110 |
320 |
|
0.70 |
- |
1.11 |
|
1.84 |
0.3438 |
« 8 5
|
|
Таблица А .1.3. (продолжение) |
|
|
||||
Период |
к |
N |
/2пк\ |
/2пк\ |
" Ы |
» |
Цпптптп |
|
Лтг) |
* ы |
300 |
||||||
|
|
|
|
|
||||
.2.933 |
105 |
308 |
-0.04 |
0.39 |
0.16 |
|
0.3409 |
|
2.947 |
114 |
336 |
—0.93 |
-1.19 |
2.57 |
|
0.3393 |
|
2.960 |
100 |
296 |
-0.00 |
-1.15 |
1.30 |
|
0.3378 |
|
3.000 |
100 |
300 |
-0.29 |
-0.39 |
0.23 |
|
0.3333 |
|
3.040 |
100 |
304 |
0.09 |
0.75 |
0.58 |
|
0.3290 |
|
3.077 |
104 |
320 |
0.05 |
1.18 |
1.50 |
|
0.3250 |
|
3.111 |
108 |
336 |
0.91 |
-0.44 |
1.15 |
|
0.3214 |
|
3.143 |
98 |
308 |
2.01 |
0.23 |
4.20 |
|
0,3182 |
|
‘3.167 |
96 |
304 |
0.46 |
-1.05 |
1.33 |
|
0.3158 |
|
3.200 |
100 |
320 |
0.43 |
0.95 |
1.16 |
|
0.3125 |
|
3.217 |
92 |
296 |
1.25 |
0.00 |
1.55 |
|
0.3108 |
|
3.250 |
96 |
312 |
-1.22 |
-0.47 |
1.80 |
|
0.3077 |
|
3.273 |
99 |
324 |
-0.55 |
1.18 |
1.82 |
|
0.3056 |
|
3.286 |
,98 |
322 |
-0.11 |
0.99 |
1.07 |
|
0.3044 |
|
3.304 |
92 |
304 |
0.13 |
0.75 |
0.59 |
|
0.3026 |
|
3.333 |
96 |
320 |
0.90 |
1.58 |
3.54 |
|
0.3000 |
|
3.364 |
88 |
296 |
1.76 |
0.98 |
4.00 |
|
0.2973 |
|
3.375 |
96 |
324 |
0.55 |
0.92 |
1.24 |
|
0.2963 |
|
3.385 |
91 |
308 |
0.35 |
1.03 |
1.21 |
|
0.2954 |
|
3.400 |
95 |
323 |
1.12 |
'2.37 |
7.41 |
|
0.2941 |
|
3.407 |
81 |
276 |
2.98 |
2.81 |
14.90 |
|
0.2935 |
|
3-412 |
102 |
348 |
1.27 |
-3.98 |
15.53 |
|
0.2931 |
|
3,417 |
96 |
328 |
3.08. |
-2.24 |
15!84 |
|
0.2927 |
|
3.429 |
84 |
288 |
3.11 |
-1.40 |
11.16 |
|
0.2917 |
|
3.444 |
90 |
310 |
0.09 |
-0.99 |
1.03 |
|
0.2903 |
|
3.455 |
88 |
304 |
0.55 |
0.29 |
0.39 |
|
0.2895 |
|
3.462 |
91 |
315 |
1.57 |
1.02 |
4.87 |
|
0.2889 |
|
3.500 |
88 |
308 |
1.20 |
-0.94 |
2.38 |
|
0.2857 |
|
3.524 |
84 |
296 |
1.41 |
-1.18 |
3.31 |
|
0.2838 |
|
3.538 |
91 |
322 |
0.50 |
-1.45 |
2.53 |
|
0.2826 |
|
3.556 |
90 |
320 |
0.02 |
-0.43 |
0.20 |
|
0.2812 |
|
3.571 |
91 |
325 |
0.80 |
-0.69 |
1.21 |
|
0.2800 |
|
3.600 |
90 |
324 |
-1.03 |
0.82 |
1.88 |
|
0.2778 |
|
3.619 |
84 |
304 |
1.18 |
1.23 |
2.94 |
|
0.2763 |
|
3.636 |
88 |
320 |
1.14 |
0.13 |
1.39 |
|
. 0.2750 |
|
3.643 |
84 |
306 |
-0.16 |
0.27 |
0.10 |
|
0.2745 |
687
Таблица А .1.3 (продолжение)
Период |
|
к |
N |
'( ¥ ) |
|
|
|
9 |
У ии///U/// и |
|
|
|
|
|
■(т) |
|
■ |
U n n m n m n |
|||
|
|
|
|
300* |
|
|||||
3.667 |
|
84 |
'308 |
- |
2.14 |
- |
1.07 |
5.87 |
|
0.2727 |
3.679 |
|
84 |
309 |
|
0.34 |
- |
1.90 |
3.83 |
|
0.2718 |
3.692 |
|
78 |
288 |
|
1.28 |
- |
0.22 |
1.63 |
|
0.2708 |
3.700 |
|
80 |
296 |
|
0.90 |
- |
0.59 |
1.18 |
|
0.2703 |
3.714 |
|
84 |
312 |
|
1.15 |
‘ |
1.78 |
4.65 |
|
0.2692 |
3.727 |
|
77 |
287 |
- |
0.45 |
- |
1.65 |
2.72 |
|
0.2683 |
.3.750 |
|
84 |
315 |
|
0.64 |
- |
0.06 |
0.44 |
|
0.2667, |
3.778 |
|
81 |
306 |
- |
1.17 |
- |
0.68 |
1.86 |
|
0.2647, |
3.800 |
|
80 |
304 |
|
1.60 |
|
0.80 |
3.24 |
|
0.263.2 |
3.833 |
|
84 |
322 |
- |
1.12 |
- |
1.63 |
4.17 |
|
0.2609 |
3.857 |
|
84 |
324 |
|
1.63 |
|
. 0.45 |
3.08 |
|
0.2593 |
3.888 |
|
72 |
280 |
- |
0.15 |
|
.0.66 |
0.43 |
1 |
0.2571; |
3.895 |
|
76 |
296 |
- |
0.66 |
|
1.00 |
1.42 |
|
0.2568 |
3.923 |
|
78 |
306 |
|
0.64 |
- |
1.61 |
3.06 |
|
0.2549 |
3.962 |
|
78 |
309 |
- |
0.67 |
|
1.74 |
3.59 |
|
0.2524 |
4.000 |
|
75 |
300 |
‘ |
1.47 |
- |
1.13 |
3.64 |
|
0.2500 |
4.077 |
|
78 |
318 |
|
0.57 |
- |
0.26 |
0.41 , |
0.2453 |
|
4.111 |
' |
72 |
296 |
|
1.13 |
- |
1.70 |
4.13 |
|
0.2432 |
4.143 |
- |
70 |
290 |
- |
0.50 |
|
0.23 |
0.30 |
|
0.2414 |
4.167 |
|
78 |
325 |
|
1.21 |
' |
0.32 |
1.70 |
|
0.2400 |
4.173 |
|
77 |
322 |
|
0.66 |
- |
1.46 |
2.77 |
|
0.2391 |
4.200 |
|
70 |
294 |
- |
0.99 |
- |
0.41 |
1.02 |
|
0.2381 |
4.250 |
|
76 |
323 |
|
0.50 |
- |
2.73 |
8.32 |
|
0.2353 |
4.286 |
|
70 |
300 |
- |
0.65 |
|
0.79 |
1.04 |
|
0.2333 |
4.333 |
|
72 |
312 |
- |
1.50 |
- |
1.30 |
4.10 |
|
0.2308 |
4.353 |
|
68 |
296 |
- |
2.85 |
- |
0.24 |
8.05 |
|
0.2297 |
4.364 |
|
66 |
288 |
- |
2.98 |
|
0.75 |
9.07 |
|
0.2292 |
4.375 |
|
72 |
315 |
- |
2.47 |
|
0.87 |
7.19 |
|
0.2286 |
4.385 |
|
78 |
342 . |
- |
0.50 |
|
2.55 |
7.72 |
|
0.2281 |
4.400 |
|
70 |
308 |
- |
1.38 |
|
3.27 |
12.89 |
|
0.2273 |
4.412 |
|
68 |
300 |
'< |
0.08 |
|
3.62 |
13.11 |
|
‘ 0.2267 |
4.417 |
|
72 |
318 |
|
0.87 |
|
3.85 |
16.48 |
|
0.2264 |
4.429 |
|
70 |
310 |
|
1.80 |
|
2.41 |
9.32 |
|
0.2258 |
4.444 |
|
72 |
320 |
|
2.15 |
|
0.83 |
5.66 |
|
0.2250 |
4.471 |
|
68 |
304 |
|
0.91 |
|
0.79 |
1.48 |
|
0.2237 |
4.500 |
|
68 |
306 |
. |
1.87 |
|
0.72 |
4.09 |
|
0.2222 |
4.571 |
|
70 |
320 |
- |
0.21 |
|
0.04 |
0.22 |
|
0.2188 |
|688
Таблица А. 1.3 (продолжение)
Лкриод |
|
|
(2 п к \ |
|
|
Частота |
к |
N |
иЫ ■С?) |
300 |
|||
|
|
|
|
|||
4.600 |
70 |
322 |
-0 .0 8 |
1.24 |
1.65 |
0.2174 |
4.667 |
72 |
336 |
0.19 |
0.93 |
1.00 |
0.2143 |
4.750 |
64 |
304 |
—0.12 |
2.28 |
5.28 |
0.2105 |
4.800 |
60 |
288 |
2.44 |
1.08 |
6.84 |
0.2083 |
4.857 |
63 |
306 |
-1 .0 6 |
-1 .3 0 |
2.89 |
0.2059 |
4.888 |
64 |
312 |
-1 .8 0 |
2.11 |
8.00 |
0.2051 |
4.933 |
60 |
296 |
1.57 |
1.58 |
4.91 |
0.2027 |
5.000 |
60 |
300 |
1.85 |
1.00 |
4.30 |
0.2000 |
5.067 |
60 |
.304 |
-0 .0 5 |
3.98 |
16.09 |
0.1974 |
5.091 |
66 |
336 |
-0 .7 3 |
5.55 |
35.05 |
0.1964 |
5.100 |
60 |
306 |
5.71 |
2.98 |
42.34 |
0.1961 |
5.111 |
63 |
322 |
5.70 |
0.29 |
34.91 |
0.1956 |
5.125 |
64 |
328 |
3.97 |
2.90 |
26.38 |
0.1951 |
5.143 |
63 |
324 |
2.46 |
2.46 |
13.09 |
0.1944 |
5.200 |
60 |
312 |
0.02 |
0.30 |
0.10 |
0.1923 |
5 .250 |
56 |
294 |
1.74 |
1.92 |
6.56 |
0.1905 |
5 J 3 3 |
60 |
320 |
0.71 |
-4 .4 6 |
21.72 |
0.1875 |
5.400 |
60 |
324 |
1.04 |
3.7! |
16.06 |
0.1852 |
5.415 |
60 |
325 |
4.27 |
1.90 |
23.66 |
0.1846 |
5.429 |
56 |
304 |
4.72 |
-0 .2 8 |
22.61 |
0.1842 |
' 5.455 |
55 |
300 |
1.37. |
-3 .7 3 |
15.76 |
0.1833 |
5.500 |
56 |
308 |
- 1 .0 4 |
1.49 |
3.39 |
0.1818 |
5.555 |
54 |
300 |
2.40 |
-0 .6 8 |
6.23 |
0.1800 |
5,600 |
60 |
336 |
. 0.46 |
1.21 |
1.88 |
0.1786 |
5.667 |
54 |
306 |
5.31 |
- 1 .9 7 |
32.72 |
0.1765 |
5.692 |
52 |
296 |
2.05 |
-3 .9 1 |
19.18 |
0.1757 |
5.714 |
56 |
320 |
0.35 |
-2 .1 3 |
4.97 |
0.1750 |
5.750 |
56 |
322 |
1.39 |
-0 .3 3 |
2.18 |
0.1739 |
5.800 |
50 |
290 |
3.55 |
-2 .7 5 |
19.47 |
0.1724 |
5.846 |
52 |
304 |
0.00 |
, г-2.29 |
5.35 |
0.1710 |
5.933 |
60 |
356 |
4.37 |
0.94 |
23.63 |
0.1685 |
6.000 |
50 |
300 |
-3 .5 0 |
-0 .1 2 |
12.29 |
0.1667 |
6.111 |
54 |
330 |
-0 .7 9 |
- 1 .9 0 |
4.66 |
0.1636 |
6.143 |
49 |
301 |
0.74 |
-2 .9 6 |
9.32 |
0.1628 |
6.167 |
48 |
296 |
- 0 .2 2 |
-2 .9 4 |
8.56 |
0.1622 |
6.200 |
50 |
310 |
—2.02 |
-3 .3 8 |
16.02 |
0.1613 |
6.250 |
52 |
325 |
-3 .2 3 |
-0 .1 1 |
11.30 |
0.1600 |
690
Таблица A .t.3 (продолжение)
Период |
к |
N |
4 |
$ |
|
335 |
|
Частота |
|
|
|
|
|
|
|||
9.818 |
33 |
324 |
|
1.21 |
-4.94 |
27.90 |
|
0.1018 |
10.000 |
32 |
320 |
-1.19 |
-0.83 |
2.25 |
|
0.1000 |
|
10.200 |
30 |
306 |
|
0.86 |
-0.22 |
0.80 |
|
0.0980 |
10.250 |
32 |
328 |
-0.69 |
1.10 |
1.84 |
|
0.0976 |
|
10.400 |
30 |
312 |
|
1.88 |
-1.65 |
6.52 |
|
0.0962 |
10.500 |
28 |
294 |
|
2.46 |
т-1.82 |
9.19 |
|
0.0952 |
10.750 |
28 |
301 |
|
1.47 |
-3.13 |
11.98 |
|
0,0930 |
10.800 |
30 |
324. |
|
1.00 |
-4.75 |
25.48 |
|
0.0926 |
11.000 |
28 |
3.08 |
-3.85 |
-4.26 |
33.84 |
|
0.0909 |
|
11.200 |
- 30 |
336 * |
-2.48. |
0.55 |
7,24 |
|
0.0893' |
|
11.500 |
.28 |
322 |
-1.32 |
-0.66 |
2.34 |
|
0,0870 |
|
11.667 |
24 |
280 |
. |
0.46 |
1.42 |
2.07 |
|
(Г.<Щ7 |
12,000 |
26 |
. 312 |
-2.47 |
-4.04 |
23.30 |
|
0.0833, |
|
12.143 ' |
28 |
340 |
—0.22 |
-4.37 |
21.66 |
|
0.0824 |
|
12.333 . |
24 |
296 |
-2.44 |
2.74 |
11.43 |
|
0.0811 |
|
12.500 |
26 |
125 |
-1.22 |
2.63 |
9.13 |
|
0.0800 |
|
12.667. |
24 |
304 |
|
2.28 |
5.19 |
32.58 |
|
0,0789 |
12.800 |
25 |
$20 |
|
5.70- |
3.26 |
46.01 |
|
0.0781 |
12.875 |
24 |
309 |
|
6.46 |
0.77 |
43.58 |
‘ |
0.0777 |
13.000 |
24 |
312 |
4.26. |
-4.32 |
38.23 |
|
0.0769 |
|
,13.333 |
24 |
320 |
|
0.40 |
; 0.37 |
0.32 |
|
0.0750 |
13.500 |
24 |
324 |
|
2.56 |
-2.09 |
11.79 |
|
0.0741 |
13.667 |
24 |
328 |
|
3.49 |
-1.34 |
15.28 |
‘ |
0.0732 |
14.000 |
22 |
308 |
|
1.15 |
-1.00 |
2.38 |
0.0714 |
|
14.500 |
•20 |
290 |
-3.78 |
-0.18 |
13.82 |
|
0.0690 |
|
14.667 |
21 |
308 |
—1.50 |
4.23 |
20.69 |
|
0.0682 |
|
15.000 |
20 |
300 |
|
6.32 |
-2.66 |
46.83 . |
0.066Т |
|
15.200 |
20 |
304 |
|
1.19 |
-8.52 |
75.04 |
|
0.0658 |
15.250 |
20' |
305 |
-0.28 |
-8.65 |
76.17 |
|
0,0656 |
|
15.286 |
21 |
321 |
-2.35 |
-7.15 |
60.62 |
|
0.0654 |
|
15.333 |
21 |
322 |
-3.89 |
-6.55 |
62.29 |
|
0.Q652 |
|
15.500 |
20 |
310 |
-6.92 |
-2.02 |
59.11. |
|
0.0645 |
|
16.000 |
20' |
320 |
-1.46 |
4.52 |
24.02 |
|
0.0625 |
|
16.667 |
18 |
300 |
|
5.21 |
-0.39 |
27.33' |
' |
0.0600 |
17.000 |
18 |
306 |
|
2.56 |
-6.35 |
47.84 |
|
О.0588 |
17.333 |
18 |
312 |
-3.04 |
-6.65 |
54.55 |
|
6.0577 |
|
17.500 |
16 |
280 |
-6.18' |
-4.45 |
54.12 |
|
0.0571 |
691
Таблица А. 1.3 (продолжение)
Период |
к |
N |
< 4 ) |
*(“ ) |
300 |
Ч а с т о т а |
|
|
|
|
|||
18.000 |
17 |
306 |
—4.40 |
1.25 |
21.29 |
0.0556 |
18.500 |
16 |
296 |
-1.4 6 |
't 2.25 |
7.10 |
0.0540 |
19.000 |
16 |
304 |
1.00 |
—0.23 |
1.07 |
0.0526 |
19.750 |
16 |
316 |
-4.73 |
-1.59 |
26.25 |
0.0506 |
20.000 |
16 |
320 |
-5 .71 |
1.69 |
37.88 |
0.0500 |
21.000 |
14 |
294 |
0.78 |
2.61 |
7.28 |
0.0476 |
22.000 |
14 |
308 |
1.87 |
1.58 . |
6.18 |
0.0454 |
23.000 |
14 |
322 |
-2.45 |
-1.43 |
8.61 |
0.0435 |
24.000 |
12 |
288 |
0.45 |
5.19 |
26.10 |
0.0417 |
24.667 |
12 |
296 |
4.31 |
1.99 |
22.21 |
0.0405 |
25.000. |
13 |
325 |
3.86 |
-0.19 |
14.94 |
0.0400 |
26.000 |
12 |
312 |
1.23 |
-1.34 |
3.43 |
0.0385 |
27.000 |
12 |
324 |
0.50 |
-0.33 |
0.38 |
0.0370 |
28.000 |
И |
308 |
-0.49 |
0.68 |
0.72 |
0.0357 |
29.000 |
10 |
290 |
1.08 |
-2 .12 |
5.46 |
0.0345 |
30.000 |
10 |
300 |
-1.53 |
-2.34 |
7.81 |
0.0333 |
31.000 |
10 |
310 |
-1.98 |
0.13 |
4.06 |
0.0322 |
32.000 |
10 |
320 |
-0 .37 |
0.51 |
0.42 |
0.0312 |
33.000 |
10 |
330 |
0.96 |
-0.78 |
1.68 |
0.0303 |
34.000 |
9 |
306 |
-3.00 |
-2 .15 |
13.90 |
0.0294 |
35.000 |
Ь |
280 |
-4.64 |
1.79 |
23.11 |
0.0286 |
36.000 |
8 |
288 |
-1.65 |
4.85 |
23.29 |
• 0.0278 |
37.000 |
8 |
296 |
2.08 |
3.92 |
19.47 |
0.0270 |
38.000 |
8 |
304 |
2.99 |
0.56 |
9.37 |
0.0263 |
40.000 |
.8 |
320 |
-1.4 4 |
-0.63 |
2.63 |
0.0250 |
41.000 |
8 |
328 |
-1.93 |
0.93 |
5.01 |
0.0244 |
42.000 |
7 |
294 |
0.93 |
3.02 |
9.75 |
0.0238 |
44.000 |
7 |
308 |
3.00 |
-0 .14 |
9.27 |
0.0221 |
45.000 |
7 |
315 |
1.69 |
-1.99 |
7.14 |
0.0222 |
46.000 |
7 |
322 |
0.16 |
-2.27 |
5.58 |
0.0217 |
48.000 |
6 |
288 |
-0 .76 |
-0.09 |
0.56 |
0.0208 |
50.000 |
6 |
300 |
1.83 |
2.19 |
8.14 |
0.0200 |
52.000 |
6 |
312 |
4.77 |
-0.57 |
24.03 |
0.0192 |
53.000 |
6 |
318 |
4.22 |
-2.60 |
26.08 |
0.0189 |
54.000 |
6 |
324 |
2.84 |
-4.01 |
26.09 |
0.0185 |
55*000 |
6 |
330 |
3.54. |
-3.30 |
25.82 |
0.0182 |
692
Таблица А. 1.3 (продолжение)
|
|
|
|
|
|
|
12пк\ |
|
|
|
|
[Ътк\ |
|
/А » \ |
\ / V |
/ |
|
|
к |
|
|
1Ътк\ |
||||
П ериод |
N |
' Ы |
Ч » ) |
300 |
Частота |
|||
|
|
|
|
|||||
56.000 |
6 |
336 |
|
3.31 |
— 2.36 |
18.47 |
0.0178 |
|
58.000 |
5 |
290 |
|
3.89 |
|
1.49 |
16.82 |
0.0172 |
60.000 |
5 |
300 |
- |
3.08 |
- |
0.93 |
10.32 |
0.0167 |
62.000 |
5 |
310 |
- |
1.62 |
|
0.39 |
2.88 |
0.0Г 61 |
64.000 |
5 |
320 |
- |
0.78 |
|
0.13 |
0.66 |
0.0156 |
66.000 |
5 |
330 |
- |
0.56 |
- |
0.56 |
0.69 |
0.0152 |
68.000 |
5 |
340 |
|
2.90 |
- |
1.88 |
13.58 |
0.0147 |
70.000 |
4 |
280 |
- |
0.69 |
- |
0.16 |
0.47 |
0.0143 |
. 74.000 |
4 |
296 |
- |
1.20 |
|
0.82 |
2.07 |
0.0135 |
76.000 |
4 |
304 |
- |
0.66 |
|
1.17 |
1.83 |
0.0132 |
78.000 |
4 |
312 |
|
0.58 |
|
1.26 |
2.00 |
0.0128 |
80.000 |
4 |
320 |
|
0.77 |
|
0.82 |
1.34 |
0.0125 |
84.000 |
4 |
336 |
|
0.26 |
|
0.69 |
0.62 |
0.0119 |
Частота
Рис. А.1.3.
Спектрограмма индекса Бевериджа цен на пшеницу с выделенным трендом.