Материал: Информационная политика центрального банка

Дата

Оценка сигнала

AR(-3)

AR(-2)

AR(-1)

AR(0)

AR(1)

AR(2)

AR(3)

16.12.08

1

0.03272588

0.57419098

0.14693455

0.74446226

0.05210832

0.56455652

0.96026096

18.03.09

-2

0.31325312

0.95071103

0.96640131

0.53988828

0.69293721

0.76327022

0.71502766

12.08.09

-2

0.9570568

0.9390090

0.4655444

0.4151125

0.8651781

0.7991887

0.1166257

16.12.09

-2

0.9307243

0.9701603

0.4450388

0.4347355

0.4906520

0.3259487

0.7600396

23.06.10

-2

0.5883092

0.5879942

0.7876367

0.5832036

0.5522643

0.8596249

0.7707347

03.01.10

-3

0.7554628

0.9373571

0.9373571

0.9373571

0.6847025

0.6570168

0.9373571

15.03.11

-3

0.9972280

0.3101600

0.2632153

0.9972280

0.9972280

0.9972280

0.3068889

21.09.11

-3

0.9510516

0.9493463

0.9493712

0.2928197

0.9494121

0.9494364

0.9444264

13.03.12

-3

0.8944951

0.8229332

0.9023697

0.9050067

0.8530013

0.8772156

0.8971157

12.12.12

3

0.9451758

0.9907747

0.6012082

0.9679167

0.0097564

0.5815395

0.5951788

01.05.13

1

0.9698586

0.8529068

0.6500655

0.9698586

0.0343601

0.7274473

0.2883814

18.12.13

3

0.2860400

0.2646900

0.0762264

0.9491328

0.9736656

0.9985250

0.8771148

01.03.14

2

0.84946457

0.92366769

0.49266151

0.04270859

0.01059633

0.93546145

0.08427066

23.03.15

-3

0.6816694

0.8342748

0.8749317

0.8928023

0.6752154

0.8625956

0.6613929

05.06.15

-3

0.8750679

0.8799115

0.8991021

0.9174406

0.9074583

0.9254123

0.9144764

11.10.15

-3

0.8231936

0.9051421

0.9193031

0.9191632

0.8957727

0.8448626

0.8719330

01.12.15

3

0.942850947

0.966513045

0.077987758

0.000360060

0.926262253

0.931933297

0.988534905

14.12.16

3

0.961427266

0.960304799

0.960303833

0.960302869

0.001732824

0.963637719

0.955859992