Приложение 4

Оценивание мультипликативной модели МРА, учитывающей влияние фактора принадлежности к оценочной зоне, для всех направлений.

Белорусское направление

Ln(PRICE) = -0.0057827652*EL + 0.13916627*WAT + 0.36901874*GAS + 0.2087365*WC - 0.060767054*TEL + 0.052102827*ROAD - 0.075337328*FOREST - 0.0055189078*RIVER + 0.10331805*ln(SQU) + 0.99534932*ln(MKAD) + 5.2547275*Z1 + 3.5440688*Z2 + 2.0637135*Z3 + 1.2373478*Z4 + 0.67460416*Z5

LS // Dependent Variable is ln(PRICE)

Included observations: 256 after adjusting endpoints

Variable Coefficient Std. Error t-Statistic Prob.

EL -0.005783 0.141197 -0.040955 0.9674

WAT 0.139166 0.127701 1.089785 0.2769

GAS 0.369019 0.167293 2.205818 0.0283

WC 0.208736 0.235547 0.886178 0.3764

TEL -0.060767 0.231723 -0.262240 0.7934

ROAD 0.052103 0.117192 0.444595 0.6570

FOREST -0.075337 0.118295 -0.636861 0.5248

RIVER -0.005519 0.123836 -0.044566 0.9645

Ln(SQU) 0.103318 0.103426 0.998960 0.3188

Ln(MKAD) 0.995349 0.061144 16.27887 0.0000

Z1 5.254728 0.301141 17.44938 0.0000

Z2 3.544069 0.200701 17.65841 0.0000

Z3 2.063713 0.156938 13.14985 0.0000

Z4 1.237348 0.160135 7.726916 0.0000

Z5 0.674604 0.214143 3.150251 0.0018

R-squared 0.476066 Mean dependent var 5.856869

Adjusted R-squared 0.445630 S.D. dependent var 1.080715

S.E. of regression 0.804657 Akaike info criterion -0.377870

Sum squared resid 156.0411 Schwarz criterion -0.170145

Log likelihood -299.8809 F-statistic 15.64154

Durbin-Watson stat 1.700676 Prob(F-statistic) 0.000000

Ярославское направление

LN(PRICE) = 6.1436502 + 0.001955343*EL + 0.085133641*WAT + 0.44572002*GAS - 0.21492366*WC + 0.85278469*TEL + 0.14799338*ROAD - 0.10178491*FOREST - 0.013373748*RIVER - 0.19580008*LN(SQU) - 0.22451889*LN(MKAD) + 1.274168*Z1 + 1.58818*Z2 + 1.0262341*Z3 + 0.72269108*Z4 - 0.53163349*Z5

LS // Dependent Variable is LN(PRICE)

Included observations: 173 after adjusting endpoints

Variable Coefficient Std. Error t-Statistic Prob.

C 6.143650 0.735122 8.357322 0.0000

EL 0.001955 0.143042 0.013670 0.9891

WAT 0.085134 0.117218 0.726286 0.4687

GAS 0.445720 0.137652 3.238027 0.0015

WC -0.214924 0.415879 -0.516794 0.6060

TEL 0.852785 0.310867 2.743246 0.0068

ROAD 0.147993 0.121000 1.223087 0.2231

FOREST -0.101785 0.118445 -0.859345 0.3915

RIVER -0.013374 0.115716 -0.115574 0.9081

LN(SQU) -0.195800 0.115434 -1.696203 0.0918

LN(MKAD) -0.224519 0.147786 -1.519217 0.1307

Z1 1.274168 0.432226 2.947921 0.0037

Z2 1.588180 0.322526 4.924191 0.0000

Z3 1.026234 0.247162 4.152076 0.0001

Z4 0.722691 0.195322 3.699990 0.0003

Z5 -0.531633 0.687414 -0.773382 0.4405

R-squared 0.602023 Mean dependent var 6.099806

Adjusted R-squared 0.564000 S.D. dependent var 0.992992

S.E. of regression 0.655676 Akaike info criterion -0.756252

Sum squared resid 67.49603 Schwarz criterion -0.464618

Log likelihood -164.0606 F-statistic 15.83301

Durbin-Watson stat 2.245641 Prob(F-statistic) 0.000000

Казанское направление

LN(PRICE) = 6.9040789 + 0.34526888*EL + 0.12405055*WAT + 0.18869291*GAS - 0.60746533*WC - 0.81654511*TEL - 0.036112493*ROAD - 0.090087358*FOREST + 0.16458687*RIVER + 0.39180948*LN(SQU) - 0.73456461*LN(MKAD) - 0.23197312*Z1 - 0.083669*Z2 - 0.64306212*Z3 + 0.14476455*Z4 - 0.2004949*Z5

LS // Dependent Variable is LN(PRICE)

Included observations: 118

Variable Coefficient Std. Error t-Statistic Prob.

C 6.904079 1.259503 5.481589 0.0000

EL 0.345269 0.202017 1.709111 0.0905

WAT 0.124051 0.161872 0.766347 0.4452

GAS 0.188693 0.201739 0.935332 0.3518

WC -0.607465 0.607755 -0.999523 0.3199

TEL -0.816545 0.474930 -1.719296 0.0886

ROAD -0.036112 0.180892 -0.199636 0.8422

FOREST -0.090087 0.177843 -0.506556 0.6136

RIVER 0.164587 0.174485 0.943272 0.3478

LN(SQU) 0.391809 0.169016 2.318177 0.0224

LN(MKAD) -0.734565 0.261145 -2.812861 0.0059

Z1 -0.231973 1.021114 -0.227177 0.8207

Z2 -0.083669 0.658563 -0.127048 0.8992

Z3 -0.643062 0.639217 -1.006016 0.3168

Z4 0.144765 0.348880 0.414941 0.6791

Z5 -0.200495 0.289912 -0.691573 0.4908

R-squared 0.513905 Mean dependent var 5.418579

Adjusted R-squared 0.442421 S.D. dependent var 1.041129

S.E. of regression 0.777424 Akaike info criterion -0.378064

Sum squared resid 61.64757 Schwarz criterion -0.002378

Log likelihood -129.1289 F-statistic 7.189038

Durbin-Watson stat 2.065796 Prob(F-statistic) 0.000000

Киевское направление

LN(PRICE) = 6.2950012 + 0.00059839431*EL + 0.092929326*WAT + 0.4016492*GAS + 0.42332728*WC - 0.010431107*TEL - 0.10458877*ROAD + 0.014841448*FOREST - 0.25781806*RIVER + 0.23004302*LN(SQU) - 0.43769331*LN(MKAD) - 0.072444234*Z1 + 0.53095758*Z2 + 0.79909599*Z3 + 0.38701369*Z4 + 0.5933079*Z5

LS // Dependent Variable is LN(PRICE)

Included observations: 307 after adjusting endpoints

Variable Coefficient Std. Error t-Statistic Prob.

C 6.295001 0.479543 13.12709 0.0000

EL 0.000598 0.111878 0.005349 0.9957

WAT 0.092929 0.095806 0.969970 0.3329

GAS 0.401649 0.107840 3.724502 0.0002

WC 0.423327 0.297281 1.423996 0.1555

TEL -0.010431 0.731038 -0.014269 0.9886

ROAD -0.104589 0.095192 -1.098712 0.2728

FOREST 0.014841 0.097042 0.152939 0.8786

RIVER -0.257818 0.099483 -2.591569 0.0100

LN(SQU) 0.230043 0.096485 2.384240 0.0178

LN(MKAD) -0.437693 0.090877 -4.816322 0.0000

Z1 -0.072444 0.846314 -0.085600 0.9318

Z2 0.530958 0.335069 1.584622 0.1141

Z3 0.799096 0.275587 2.899614 0.0040

Z4 0.387014 0.245119 1.578881 0.1154

Z5 0.593308 0.394208 1.505062 0.1334

R-squared 0.483673 Mean dependent var 6.123477

Adjusted R-squared 0.457058 S.D. dependent var 0.966970

S.E. of regression 0.712508 Akaike info criterion -0.627219

Sum squared resid 147.7311 Schwarz criterion -0.432986

Log likelihood -323.3360 F-statistic 18.17308

Durbin-Watson stat 1.791071 Prob(F-statistic) 0.000000

Курское направление

LN(PRICE) = 7.2035055 - 0.012993828*EL + 0.39150869*WAT + 0.26305989*GAS - 0.066238123*WC + 0.99157395*TEL + 0.088108908*ROAD - 0.11821644*FOREST + 0.21614314*RIVER - 0.13547526*LN(SQU) - 0.43318913*LN(MKAD) - 0.29316653*Z1 - 0.818894*Z2 - 0.077742065*Z3 - 0.10771119*Z4 - 0.035958122*Z5

LS // Dependent Variable is LN(PRICE)

Included observations: 141 after adjusting endpoints

Variable Coefficient Std. Error t-Statistic Prob.

C 7.203505 1.344009 5.359717 0.0000

EL -0.012994 0.181480 -0.071599 0.9430

WAT 0.391509 0.154472 2.534493 0.0125

GAS 0.263060 0.185494 1.418161 0.1586

WC -0.066238 0.884732 -0.074868 0.9404

TEL 0.991574 0.777281 1.275696 0.2044

ROAD 0.088109 0.145403 0.605965 0.5456

FOREST -0.118216 0.163708 -0.722116 0.4716

RIVER 0.216143 0.168270 1.284499 0.2013

LN(SQU) -0.135475 0.105938 -1.278820 0.2033

LN(MKAD) -0.433189 0.301055 -1.438903 0.1527

Z1 -0.293167 1.374322 -0.213317 0.8314

Z2 -0.818894 0.977020 -0.838155 0.4035

Z3 -0.077742 0.578606 -0.134361 0.8933

Z4 -0.107711 0.257339 -0.418558 0.6763

Z5 -0.035958 0.225253 -0.159635 0.8734

R-squared 0.240081 Mean dependent var 5.530674

Adjusted R-squared 0.148891 S.D. dependent var 0.820699

S.E. of regression 0.757140 Akaike info criterion -0.449909

Sum squared resid 71.65770 Schwarz criterion -0.115298

Log likelihood -152.3517 F-statistic 2.632748

Durbin-Watson stat 2.097965 Prob(F-statistic) 0.001743

Ленинградское направление

LN(PRICE) = 7.9350745 + 0.24943039*EL + 0.10896672*WAT + 0.078894578*GAS + 0.91195044*WC - 0.20434372*TEL - 0.079129206*ROAD + 0.051493538*FOREST + 0.029083264*RIVER - 0.042469369*LN(SQU) - 0.65334765*LN(MKAD) + 0.20942511*Z1 - 0.24685898*Z2 + 0.030572545*Z3 + 0.12351687*Z4 - 0.33871248*Z5

LS // Dependent Variable is LN(PRICE)

Included observations: 167 after adjusting endpoints

Variable Coefficient Std. Error t-Statistic Prob.

C 7.935074 0.801468 9.900680 0.0000

EL 0.249430 0.143234 1.741418 0.0836

WAT 0.108967 0.133612 0.815546 0.4160

GAS 0.078895 0.150746 0.523361 0.6015

WC 0.911950 0.364467 2.502146 0.0134

TEL -0.204344 0.429095 -0.476220 0.6346

ROAD -0.079129 0.117322 -0.674461 0.5010

FOREST 0.051494 0.119696 0.430202 0.6677

RIVER 0.029083 0.120607 0.241140 0.8098

LN(SQU) -0.042469 0.135182 -0.314165 0.7538

LN(MKAD) -0.653348 0.154423 -4.230895 0.0000

Z1 0.209425 0.695034 0.301316 0.7636

Z2 -0.246859 0.786942 -0.313694 0.7542

Z3 0.030573 0.246929 0.123811 0.9016

Z4 0.123517 0.219681 0.562256 0.5748

Z5 -0.338712 0.197757 -1.712769 0.0888

R-squared 0.437057 Mean dependent var 5.681078

Adjusted R-squared 0.381135 S.D. dependent var 0.855741

S.E. of regression 0.673194 Akaike info criterion -0.700540

Sum squared resid 68.43173 Schwarz criterion -0.401810

Log likelihood -162.4676 F-statistic 7.815542

Durbin-Watson stat 1.756217 Prob(F-statistic) 0.000000

Горьковское направление

LN(PRICE) = 7.2976855 + 0.19738607*EL + 0.12203915*WAT + 0.16193317*GAS + 1.0622297*WC - 1.2649169*TEL + 0.010250859*ROAD + 0.1420379*FOREST - 0.00048040952*RIVER - 0.11438465*LN(SQU) - 0.54339161*LN(MKAD) - 2.4357748*Z1 + 0.09279889*Z2 + 0.4656004*Z3 + 0.15282546*Z4 + 0.0097173295*Z5

LS // Dependent Variable is LN(PRICE)

Included observations: 147 after adjusting endpoints

Variable Coefficient Std. Error t-Statistic Prob.

C 7.297685 1.225366 5.955517 0.0000

EL 0.197386 0.144176 1.369067 0.1733

WAT 0.122039 0.133528 0.913959 0.3624

GAS 0.161933 0.185189 0.874420 0.3835

WC 1.062230 1.105137 0.961175 0.3382

TEL -1.264917 0.718158 -1.761335 0.0805

ROAD 0.010251 0.144360 0.071009 0.9435

FOREST 0.142038 0.150984 0.940750 0.3486

RIVER -0.000480 0.148962 -0.003225 0.9974

LN(SQU) -0.114385 0.122861 -0.931008 0.3536

LN(MKAD) -0.543392 0.265516 -2.046553 0.0427

Z1 -2.435775 1.375588 -1.770715 0.0789

Z2 0.092799 0.991448 0.093599 0.9256

Z3 0.465600 0.526827 0.883783 0.3784

Z4 0.152825 0.338940 0.450892 0.6528

Z5 0.009717 0.219800 0.044210 0.9648

R-squared 0.467753 Mean dependent var 5.483975

Adjusted R-squared 0.406809 S.D. dependent var 0.909893

S.E. of regression 0.700790 Akaike info criterion -0.608643

Sum squared resid 64.33493 Schwarz criterion -0.283154

Log likelihood -147.8487 F-statistic 7.675095

Durbin-Watson stat 1.903338 Prob(F-statistic) 0.000000

Павелецкое направление

LN(PRICE) = 6.6769836 + 0.10555016*EL + 0.040062897*WAT + 0.3035971*GAS + 0.14805449*WC + 0.57867799*TEL + 0.050667383*ROAD + 0.081297288*FOREST - 0.19807505*RIVER - 0.47775154*LN(SQU) - 0.18126861*LN(MKAD) - 0.010021124*Z1 + 0.79246309*Z2 + 0.57679141*Z3 + 0.56630294*Z4 + 0.55346155*Z5

LS // Dependent Variable is LN(PRICE)

Included observations: 157 after adjusting endpoints

Variable Coefficient Std. Error t-Statistic Prob.

C 6.676984 0.782536 8.532498 0.0000

EL 0.105550 0.132213 0.798335 0.4260

WAT 0.040063 0.119593 0.334994 0.7381

GAS 0.303597 0.147164 2.062979 0.0409

WC 0.148054 0.632404 0.234114 0.8152

TEL 0.578678 0.628164 0.921221 0.3585

ROAD 0.050667 0.124058 0.408418 0.6836

FOREST 0.081297 0.129352 0.628496 0.5307

RIVER -0.198075 0.134337 -1.474466 0.1426

LN(SQU) -0.477752 0.100443 -4.756428 0.0000

LN(MKAD) -0.181269 0.156166 -1.160743 0.2477

Z1 -0.010021 0.959986 -0.010439 0.9917

Z2 0.792463 0.494083 1.603908 0.1110

Z3 0.576791 0.335061 1.721453 0.0874

Z4 0.566303 0.238714 2.372305 0.0190

Z5 0.553462 0.202996 2.726472 0.0072

R-squared 0.521148 Mean dependent var 5.580578

Adjusted R-squared 0.470207 S.D. dependent var 0.834223

S.E. of regression 0.607205 Akaike info criterion -0.901442

Sum squared resid 51.98641 Schwarz criterion -0.589977

Log likelihood -136.0102 F-statistic 10.23029

Durbin-Watson stat 2.185368 Prob(F-statistic) 0.000000

Рижское направление

LN(PRICE) = 6.8339143 + 0.27465918*EL + 0.10224976*WAT - 0.26982427*GAS + 1.3867012*WC - 0.12616538*TEL - 0.26368434*ROAD + 0.1530851*FOREST - 0.092635649*RIVER - 0.10487202*LN(SQU) - 0.44897652*LN(MKAD) + 1.2689782*Z1 + 0.78347813*Z2 + 0.56006737*Z3 + 0.34313609*Z4 + 0.42048733*Z5