182884 (629661), страница 5
Текст из файла (страница 5)
=
= 2999,5 (19)
=
=
= 0, 11 (20)
Таблица 4 – Расчет коэффициента автокорреляции четвертого порядка временного ряда.
| t |
|
|
|
|
|
|
|
| 1 | 1175 | - | - | - | - | - | - |
| 2 | 1063 | - | - | - | - | - | - |
| 3 | 1000 | - | - | - | - | - | - |
| 4 | 710 | - | - | - | - | - | - |
| 5 | 1327 | 1175 | -2460,5 | -1804,0 | 4438742,0 | 6054060,3 | 3254416,0 |
| 6 | 2600 | 1063 | -1187,5 | -1916,0 | 2275250,0 | 1410156,3 | 3671056,0 |
| 7 | 1030 | 1000 | -2757,5 | -1979,0 | 5457092,5 | 7603806,3 | 3916441,0 |
| 8 | 3700 | 710 | -87,5 | -2269,0 | 198537,5 | 7656,3 | 5148361,0 |
| 9 | 4090 | 1327 | 302,5 | -1652,0 | -499730,0 | 91506,3 | 2729104,0 |
| 10 | 3700 | 2600 | -87,5 | -379,0 | 33162,5 | 7656,3 | 143641,0 |
| 11 | 3915 | 1030 | 127,5 | -1949,0 | -248497,5 | 16256,3 | 3798601,0 |
| 12 | 4700 | 3700 | 912,5 | 721,0 | 657912,5 | 832656,3 | 519841,0 |
| 13 | 3735 | 4090 | -52,5 | 1111,0 | -58327,5 | 2756,3 | 1234321,0 |
| 14 | 1624 | 3700 | -2163,5 | 721,0 | -1559883,5 | 4680732,3 | 519841,0 |
| 15 | 3394 | 3915 | -393,5 | 936,0 | -368316,0 | 154842,3 | 876096,0 |
| 16 | 9382 | 4700 | 5594,5 | 1721,0 | 9628134,5 | 31298430,3 | 2961841,0 |
| 17 | 5848 | 3735 | 2060,5 | 756,0 | 1557738,0 | 4245660,3 | 571536,0 |
| 18 | 1464 | 1624 | -2323,5 | -1355,0 | 3148342,5 | 5398652,3 | 1836025,0 |
| 19 | 1652 | 3394 | -2135,5 | 415,0 | -886232,5 | 4560360,3 | 172225,0 |
| 20 | 3471 | 9382 | -316,5 | 6403,0 | -2026549,5 | 100172,3 | 40998409,0 |
| 21 | 3409 | 5848 | -378,5 | 2869,0 | -1085916,5 | 143262,3 | 8231161,0 |
| 22 | 1195 | 1464 | -2592,5 | -1515,0 | 3927637,5 | 6721056,3 | 2295225,0 |
| 23 | 5020 | 1652 | 1232,5 | -1327,0 | -1635527,5 | 1519056,3 | 1760929,0 |
| 24 | 9594 | 3471 | 5806,5 | 492,0 | 2856798,0 | 33715442,3 | 242064,0 |
| Итого: | 75750 | 59580 | -900,0 | 0,0 | 25810367,0 | 108564177,0 | 84881134,0 |
=
= 3787,5 (21)
=
= 2979 (22)
=
=
= 0, 27 (23)
Таблица 5 – Расчет коэффициента автокорреляции пятого порядка временного ряда.
| t |
|
|
|
|
|
|
|
| 1 | 1175 | - | - | - | - | - | - |
| 2 | 1063 | - | - | - | - | - | - |
| 3 | 1000 | - | - | - | - | - | - |
| 4 | 710 | - | - | - | - | - | - |
| 5 | 1327 | - | - | - | - | - | - |
| 6 | 2600 | 1175 | -1317,0 | -1778,1 | 2341764,6 | 1734489,0 | 3161658,3 |
| 7 | 1030 | 1063 | -2887,0 | -1890,1 | 5456733,9 | 8334769,0 | 3572497,9 |
| 8 | 3700 | 1000 | -217,0 | -1953,1 | 423823,8 | 47089,0 | 3814620,2 |
| 9 | 4090 | 710 | 173,0 | -2243,1 | -388057,2 | 29929,0 | 5031521,2 |
| 10 | 3700 | 1327 | -217,0 | -1626,1 | 352864,8 | 47089,0 | 2644218,3 |
| 11 | 3915 | 2600 | -2,0 | -353,1 | 706,2 | 4,0 | 124683,3 |
| 12 | 4700 | 1030 | 783,0 | -1923,1 | -1505791,4 | 613089,0 | 3698333,9 |
| 13 | 3735 | 3700 | -182,0 | 746,9 | -135934,8 | 33124,0 | 557851,7 |
| 14 | 1624 | 4090 | -2293,0 | 1136,9 | -2606899,6 | 5257849,0 | 1292529,6 |
| 15 | 3394 | 3700 | -523,0 | 746,9 | -390625,9 | 273529,0 | 557851,7 |
| 16 | 9382 | 3915 | 5465,0 | 961,9 | 5256754,7 | 29866225,0 | 925241,5 |
| 17 | 5848 | 4700 | 1931,0 | 1746,9 | 3373253,7 | 3728761,0 | 3051641,2 |
| 18 | 1464 | 3735 | -2453,0 | 781,9 | -1917987,8 | 6017209,0 | 611359,4 |
| 19 | 1652 | 1624 | -2265,0 | -1329,1 | 3010423,4 | 5130225,0 | 1766520,8 |
| 20 | 3471 | 3394 | -446,0 | 440,9 | -196639,1 | 198916,0 | 194388,2 |
| 21 | 3409 | 9382 | -508,0 | 6428,9 | -3265878,5 | 258064,0 | 41330687,5 |
| 22 | 1195 | 5848 | -2722,0 | 2894,9 | -7879903,5 | 7409284,0 | 8380415,5 |
| 23 | 5020 | 1464 | 1103,0 | -1489,1 | -1642483,1 | 1216609,0 | 2217434,5 |
| 24 | 9594 | 1652 | 5677,0 | -1301,1 | -7386374,6 | 32228329,0 | 1692874,9 |
| Итого: | 74423 | 56109 | -900,0 | 0,0 | -7100250,3 | 102424582,0 | 84626329,8 |
=
= 3917 (24)















