| Анализ структуры цен на фондовом рынке
Приложение 4 - Результаты расчетов методом Регрессия с переключениями - линейный полином
Т
|
ЦЕНА факт
|
Pt
|
U/
|
D/
|
a0
|
a1
|
s2m
|
t
|
|
1
|
472,5
|
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
|
|
|
|
|
|
|
Страницы: 1, 2, 3, 4, 5, 6, 7, 8, 9
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ИНТЕРЕСНОЕ
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