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Анализ структуры цен на фондовом рынке (стр. 15 из 16)

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
493,7
483,1239 523,9113 442,3365 411,247 2,0965 3
489,69
480,0566 520,844 439,2692 470,2636 1,3778 4
501,1
476,9893 517,7767 436,2019 510,3297 0,8917 5
496,7
473,922 514,7094 433,1346 586,9031 -0,2669 6
487
470,8547 511,6421 430,0673 7
476,8
467,7874 508,5748 427 8
461,65
464,7201 505,5075 423,9327 9
463,01
461,6528 502,4402 420,8654 10
455,8
458,5855 499,3729 417,7981 11
446,5
455,5182 496,3056 414,7308 12
433
452,4509 493,2383 411,6635 13
434,5
449,3836 490,171 408,5962 14
438
446,3163 487,1037 405,5289 15
443
443,249 484,0364 402,4616 16
432
440,1817 480,9691 399,3943 17
438
437,1144 477,9018 396,327 18
437,37
434,0471 474,8345 393,2597 19
437,5
430,9798 471,7672 390,1924 20
438,39
427,9125 468,6999 387,1251 21
431,12
455,2735 496,0609 414,4861 22
437,65
457,37 498,1574 416,5826 23
445,7
459,4665 500,2539 418,6791 24
434,35
461,563 502,3504 420,7756 25
440
463,6595 504,4469 422,8721 26
452,55
465,756 506,5434 424,9686 27
459,5
467,8525 508,6399 427,0651 28
459,7
469,949 510,7364 429,1616 29
451
472,0455 512,8329 431,2581 30
451,7
474,142 514,9294 433,3546 31
470
476,2385 517,0259 435,4511 32
478,5
478,335 519,1224 437,5476 33
479
480,4315 521,2189 439,6441 34
482,99
482,528 523,3154 441,7406 35
491,99
484,6245 525,4119 443,8371 36
510,74
486,721 527,5084 445,9336 37
516
488,8175 529,6049 448,0301 38
527
490,914 531,7014 450,1266 39
504,5
493,0105 533,7979 452,2231 40
518
495,107 535,8944 454,3196 41
542
526,7534 567,5408 485,966 42
536,1
528,1312 568,9186 487,3438 43
546,98
529,509 570,2964 488,7216 44
539,5
530,8868 571,6742 490,0994 45
531
532,2646 573,052 491,4772 46 531 533,6424 574,4298 492,855 47
543,8
535,0202 575,8076 494,2328 48
534
536,398 577,1854 495,6106 49
536,4
537,7758 578,5632 496,9884 50
537,2
539,1536 579,941 498,3662 51
542
540,5314 581,3188 499,744 52
541
541,9092 582,6966 501,1218 53
528,5
543,287 584,0744 502,4996 54
518
544,6648 585,4522 503,8774 55
536,7
546,0426 586,83 505,2552 56
538,1
547,4204 588,2078 506,633 57
546
548,7982 589,5856 508,0108 58
544
550,176 590,9634 509,3886 59
563,4
551,5538 592,3412 510,7664 60
569,65
552,9316 593,719 512,1442 61
560
564,7234 605,5108 523,936 62
550
565,6151 606,4025 524,8277 63
550,6
566,5068 607,2942 525,7194 64
561,5
567,3985 608,1859 526,6111 65
551
568,2902 609,0776 527,5028 66
560
569,1819 609,9693 528,3945 67
557
570,0736 610,861 529,2862 68
540,5
570,9653 611,7527 530,1779 69
554,56
571,857 612,6444 531,0696 70
577
572,7487 613,5361 531,9613 71
591,49
573,6404 614,4278 532,853 72
593
574,5321 615,3195 533,7447 73
579,6
575,4238 616,2112 534,6364 74
583,46
576,3155 617,1029 535,5281 75
585,3
577,2072 617,9946 536,4198 76
579,98
578,0989 618,8863 537,3115 77
582
578,9906 619,778 538,2032 78
598,5
579,8823 620,6697 539,0949 79
594
580,774 621,5614 539,9866 80
597,8
581,6657 622,4531 540,8783 81
598,6
565,2842 606,0716 524,4968 82
600,45
565,0173 605,8047 524,2299 83
618,4
564,7504 605,5378 523,963 84
604,28
564,4835 605,2709 523,6961 85
620
564,2166 605,004 523,4292 86
622
563,9497 604,7371 523,1623 87
607
563,6828 604,4702 522,8954 88
564,5
563,4159 604,2033 522,6285 89
541
563,149 603,9364 522,3616 90
535,01
562,8821 603,6695 522,0947 91
555,5
562,6152 603,4026 521,8278 92
561,25
562,3483 603,1357 521,5609 93
532,99
562,0814 602,8688 521,294 94
510
561,8145 602,6019 521,0271 95
514,65
561,5476 602,335 520,7602 96
529
561,2807 602,0681 520,4933 97
541
561,0138 601,8012 520,2264 98
537,77
560,7469 601,5343 519,9595 99
548,08
560,48 601,2674 519,6926 100
548
560,2131 601,0005 519,4257

Приложение 5 – Результаты расчетов методом Регрессия с переключениями - полином 2-го порядка