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