|
Анализ структуры цен на фондовом рынке
|
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
|
|
|
|
|
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
Страницы: 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18
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