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(

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MKL 145

:
2015

:
- ,
. -
.
,
,

.
XV - XVI
.
XVII , ,
1755
1822 .
1910 .
, 50-
, 19- 18 .
38-
, 19- 17- .


.

( )
,
,
.

, ,
.
EK= 1

Y=a* K *L

E L =2
Elasticity 1%
() 1%.
Yi=0,2*K0,6 *L0,3

K,L ,

1+2

.

. .
GDP-
,
,

.

,
.
,
,
.

GCF- ,
:

,
, .

,
( ),
.
.
, ,

-employment -
, ,

,
, .

: World Bank
Portuga
l

Portugal

Portugal

PRT

PRT

PRT

GDP

Gross capital

Employment to

growth

formation

population ratio.

(annual

(annual %

15+.total (%) (national

%)

growth)

estimate)

6.016132519

47.70000076

1995

4.28278
7

3.867217542

47.20000076

1996

3.49670
9

13.66516741

47.40000153

1997

4.42618
2

13.4278659

57.40000153

1998

4.79178
2

8.042728582

57.79999924

1999

3.88823
1

1.641399157

58.59999847

2000

3.78744
2

2001

1.94336
5

1.619027465

59

2002

0.76876
3

-5.373090742

58.79999924

2003

-0.9342

-8.205251442

58

2004

1.81158
2

4.110140183

57.5

2005

0.76680
6

-0.653788532

57.20000076

2006

1.55301
6

-0.015986018

57.29999924

2007

2.49198
6

2.557638807

57.29999924

2008

0.19929
6

0.784169035

57.29999924

2009

2.97811

-12.24567139

55.59999847

2010

1.89867
5

3.392628935

54.59999847

2011

-1.8268

-14.00039212

52.79999924

2012

4.02827

-18.10672667

50.79999924

2013

1.60482

-6.699373434

49.70000076

,
o Y- ;
o K;
o L- ;

6
4
2
0
-2
-4
-6
96

98

00

02

04

06

08

10

12

20

10

-10

-20
96

98

00

02

04

06

08

10

12

60
58
56

Date: 11/04/15 Time:


13:42

54

Sample: 1995 2013

1997 2001..

,
2008

52

1.301812
1.811582
104.791782
12
-4.028270
2.611625

-0.325061
1.619027
13.66517
-18.10673
8.618691

54.84211
57.30000
59.00000
47.20000
4.186395

-0.489585
2.228163

-0.384946
2.581370

-0.852175
2.141503

Jarque-Bera
Probability

1.230650
0.540465

0.607989
0.737865

2.883110
0.236560

Observations

19

19

19

50
48
46
96

Mean
Median
98
00
02
Maximum
Minimum
Std. Dev.

04

Skewness
Kurtosis

06
L

08

1998 ;
2012 ;

2001 ;
1996 ;
1998 ;
2012 ;
;
;

,
,

o L1
o Y1
o K1
1)GDP1= GDP+100,
2)GCF1= GCF+100
3)EMP1 = (EMPi/EMPi-1)*100%

obs

Y1

K1

L1

1995
1996

104.2828
103.4967

106.0161
103.8672

NA
98.95178

1997

104.4262

113.6652

100.4237

1998
1999

104.7918
103.8882

113.4279
108.0427

121.0970
100.6969

2000
2001
2002

103.7874
101.9434
100.7688

101.6414
101.6190
94.62691

101.3841
100.6826
99.66102

2003
2004

99.06580
101.8116

91.79475
104.1101

98.63946
99.13793

2005
2006
2007

100.7668
101.5530
102.4920

99.34621
99.98401
102.5576

99.47826
100.1748
100.0000

2008
2009

100.1993
97.02189

100.7842
87.75433

100.0000
97.03316

2010
2011
2012

101.8987
98.17320
95.97173

103.3926
85.99961
81.89327

98.20144
96.70330
96.21212

2013

98.39518

93.30063

97.83465


. , 2009
,
;

,
,

;

106
104
102
100


,
1999
1998 ,
.
, 2000 ,

.
2009 ,

,

.

98
96
94
96

98

00

02

04

06

08

10

12

06

08

10

12

08

10

12

Y1

120

110

100

90

80
96

98

00

02

04
K1

125
120
115
110

Date: 11/12/15 Time: 06:15


105

100
Sample:
1995 2013
95
96

98

00

02

04

06

Y1

K1

L1

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

101.1362
101.6823
104.7918
95.97173
2.582641
-0.431703
2.223939

99.32265
101.2016
113.6652
81.89327
8.726661
-0.291789
2.532286

100.3507
99.56964
121.0970
96.21212
5.379543
3.397443
13.82699

Jarque-Bera
Probability

1.010805
0.603263

0.419489
0.810791

122.5457
0.000000

L1

1998 ;
2012 ;
1998
;
2012
;
1997 ;
2012 ;

* Y1, K1, L1
Y, K, L.
(min L
1996 ; min L1 2012 ). ,
2 : 1996 ,
2012 .

Y1

K1

L1

Y1

1.000000

0.944814

0.554243

K1

0.944814

1.000000

0.585835

L1

0.554243

0.585835

1.000000

, Y1 K1
, ,
();

, Y1 L1
, .

.
GDP1=a*Cap1^+Emp1^
lnGDP1= lna+*lnCAP1+*lnEMP1
LSLOG(GDP1) LOG(CAP1) LOG(EMP1) C
Dependent Variable: LOG(Y1)
Method: Least Squares
Date: 11/12/15 Time: 06:19
Sample(adjusted): 1996 2013
Included observations: 18 after adjusting endpoints
Variable
Coefficient
Std. Error
0.267920
0.029247
1 LOG(K1)

2 LOG(L1)
0 C

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

t-Statistic
9.160449

Prob.
0.0000

0.010827

0.053003

0.204276

0.8409

3.335277

0.197976

16.84691

0.0000

0.897518
0.883854
0.008754
0.001150
61.38803
1.543450

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

4.616158
0.025687
-6.487559
-6.339164
65.68389
0.000000

.

F-:
F- = 65.68389
N ( ) = 18; K=2; 18-2-1=15;
, F- = 3.68
F-

> F ,
.


0 t-Test:
N ( ) = 18; K=2; 18-2-1=15;
t- = 2,13;
o T-. K1 = 9.160449 > t-.,
Accepts H1, variable K1 . a;
o T-. L1 = 0.204276 < t-.,
Accepts H0, variable L1 .a;
o T-. constant = 16.84691 > t-.,
Accepts H1,. Constant is significant;
Durbin-Watson test:
N = 18; K=2;
d- = 1.543450;
o d1=1.05 ; d2= 1.53 ;
, d < 2,
.

d H0,
.

4.66
4.64
4.62
4.60
0.02

4.58

0.01

4.56

0.00
-0.01
-0.02
96

98

00

02

Residual

04

06
Actual

08

10

12

Fitted

* 2- :
1999 , 2008 ;

8
Series: Residuals
Sample 1996 2013
Observations 18

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

Jarque-Bera
Probability

5.90E-16
-0.000526
0.018878
-0.013888
0.008223
0.438523
2.890164
0.585954
0.746039

0
-0.01

0.00

0.01

0.02


(Probability > (0,05));
-.

.
Y1
Y1=

e3.335 * K10.268 * L0.011

0.268
;
0.011 -
;
Y1=

e3.335 * 99.320.268 * 100.350.011= 101.207

2014 ;
Y1 2014
K1 L1

= 6,3%

,
, ,
(t-test; fisher-test; )

.