ISPITIVA:
26.04.2007.
I:
:
(: 100 )I
1. 100 DW (Durbin-Watson) - 2.01.
) . (3 )
) .
)
) .
2. a je - p- (p-value) 0.07.
) =1%(3 )
) =5%
) =10%
) .
3.
) . (3 )
) .
) .
)
4. (moving average)
) . (3 )
) .
) .
)
5. n, .
) /n.(3 )
) .
) /n .
) .
6. . (coefficient of variation) ? (3 )
7. . (3 )
8. ? (3 )
9. X . . (3 )
10. 22 (r) -0.57. (=5%). (3 )
11. ? (3 )
12. ? (3 )
13. (=2) - (. Breusch-Pagan) 5. e (=5%)? (3 )
14. . (2 )
15. . (3 )
16. . (3 )
17. (binomial tree)?(3 )
18. 8%. : ) , ) ? (6 )
19. 7 ( %):7
2
11
128
412
) (sample skewness).
) ) .(6 )
20. ( %) : ( %)
0.021
0.017
0.144
0.325
0.350. 1 60% 40% , 2 .
) 1.
) ?(6 )
21. : 2002 2007. 10 ( 1 10):
1
2
3
4
5
6
7
8
9
10
0.600.330.470.390.160.150.190.090.070.10 5%? (6 )
22. 8 () () :
? 5%? (7 )
23. 6 :
. ) .
) 2 ? (6 )
24. : 2002 2006. (n=60) 0.5%. , 5% 0.5% 0.5%. (6 )
25. (- ) 25 :
. ) ?) .(7 )
PAGE 1 , / , ;
( ) 50% , , 50% .
_1238757174.unknown
_1238786005.unknown
_1238846775.unknown
_1238785292.unknown
_1238785916.unknown
_1238785260.unknown
_1225537089.unknown
_1225560598.unknown
_1238757122.unknown
_1225560595.unknown
_1225536967.unknown
_1225536808.unknown
_1225536918.unknown
