|
Анализ структуры цен на фондовом рынке
|
|
|
|
|
98
|
|
560,7469
|
601,5343
|
519,9595
|
|
|
|
|
99
|
|
560,48
|
601,2674
|
519,6926
|
|
|
|
|
100
|
|
560,2131
|
601,0005
|
519,4257
|
|
|
|
|
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
Страницы: 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17
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Приглашения
09.12.2013 - 16.12.2013
09.12.2013 - 16.12.2013
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