D1. | -.8399196 .2304563 -3.64 0.000 -1.291606 -.3882336
|
x7 |
D1. | -1.821229 1.612349 -1.13 0.259 -4.981375 1.338917
|
x8 |
D1. | -.066777 .0197225 -3.39 0.001 -.1054324 -.0281217
|
_cons | -18.55462 8.513038 -2.18 0.029 -35.23987 -1.869374
Краткосрочные детерминанты ПИИ по Таджикистану
Таджикистан |
ec | -.7289223 .1937754 -3.76 0.000 -1.108715 -.3491295
|
x1 |
D1. | 0 (omitted)
|
x2 |
D1. | -9.352474 4.469204 -2.09 0.036 -18.11195 -.5929958
|
x3 |
D1. | -8.63464 2.823249 -3.06 0.002 -14.16811 -3.101174
|
x4 |
D1. | -.0419117 .2738461 -0.15 0.878 -.5786401 .4948167
|
x5 |
D1. | -4.746919 2.266536 -2.09 0.036 -9.189247 -.3045907
|
x6 |
D1. | -1.260556 .5443802 -2.32 0.021 -2.327521 -.1935901
|
x7 |
D1. | 4.742323 1.680943 2.82 0.005 1.447736 8.036909
|
x8 |
D1. | -.0879262 .0411502 -2.14 0.033 -.168579 -.0072734
|
_cons | -22.35361 15.43451 -1.45 0.148 -52.60469 7.897483
Краткосрочные детерминанты ПИИ по Узбекистану
-------------+----------------------------------------------------------------
Узбекистан |
ec | -1.250616 .1983497 -6.31 0.000 -1.639375 -.8618582
|
x1 |
D1. | 1579.948 868.7397 1.82 0.069 -122.751 3282.646
|
x2 |
D1. | 1.004936 .3825927 2.63 0.009 .255068 1.754804
|
x3 |
D1. | -.4481134 .4113766 -1.09 0.276 -1.254397 .3581699
|
x4 |
D1. | .8082596 .152361 5.30 0.000 .5096375 1.106882
|
x5 |
D1. | 2.945783 .6152711 4.79 0.000 1.739874 4.151693
|
x6 |
D1. | -.6356887 .3110524 -2.04 0.041 -1.24534 -.0260371
|
x7 |
D1. | 1.414086 .5571925 2.54 0.011 .3220084 2.506163
|
x8 |
D1. | -.0299633 .0166913 -1.80 0.073 -.0626777 .002751
|
_cons | -78.96828 64.69716 -1.22 0.222 -205.7724 47.83583
------------------------------------------------------------------------------
Долгосрочные детерминанты ПИИ по всем странам СНГ
Pooled Mean Group Regression
(Estimate results saved as pmg)
Panel Variable (i): c Number of obs = 171
Time Variable (t): год Number of groups = 9
Obs per group: min = 19
avg = 19.0
max = 19
Log Likelihood = -34.10108
------------------------------------------------------------------------------
D.y | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
__ec |
x1 | 3.678972 3.217524 1.14 0.253 -2.627259 9.985202
x2 | -1.376804 .2920681 -4.71 0.000 -1.949247 -.8043615
x3 | -.6179907 .1430351 -4.32 0.000 -.8983342 -.3376471
x4 | .1331681 .0976979 1.36 0.173 -.0583162 .3246525
x5 | .5515145 .356928 1.55 0.122 -.1480514 1.25108
x6 | .003276 .3006187 0.01 0.991 -.5859259 .5924779
x7 | 2.030452 .2503328 8.11 0.000 1.539809 2.521095
x8 | -.0132336 .0150168 -0.88 0.378 -.0426659 .0161986
-------------+----------------------------------------------------------------
SR |
__ec | -.5529583 .1807887 -3.06 0.002 -.9072976 -.198619
|
x1 |
D1. | 175.6992 175.5312 1.00 0.317 -168.3356 519.734
|
x2 |
D1. | -.9920359 1.428934 -0.69 0.488 -3.792695 1.808623
|
x3 |
D1. | 1.435207 1.895368 0.76 0.449 -2.279646 5.15006
|
x4 |
D1. | .0066441 .1525154 0.04 0.965 -.2922805 .3055687
|
x5 |
D1. | 1.664156 1.370065 1.21 0.224 -1.021121 4.349433
|
x6 |
D1. | -.3502122 .1985737 -1.76 0.078 -.7394095 .0389852
|
x7 |
D1. | 1.75694 1.154522 1.52 0.128 -.5058821 4.019762
x8 |
D1. | -.0118103 .0195693 -0.60 0.546 -.0501653 .0265447
Казуальность ВВП и ПИИ по Армении
Армения
Vector autoregression
Sample: 2004 - 2017 Number of obs = 14
Log likelihood = 38.39662 AIC = -2.342374
FPE = .0009874 HQIC = -2.435334
Det(Sigma_ml) = .0000142 SBIC = -1.338141
Equation Parms RMSE R-sq chi2 P>chi2
----------------------------------------------------------------
DeltaGDP 11 .059229 0.8358 71.28758 0.0000
DeltaFDI 11 .297112 0.8749 97.9156 0.0000
----------------------------------------------------------------
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
DeltaGDP |
DeltaGDP |
L1. | .4896074 .1451417 3.37 0.001 .205135 .7740799
L2. | -.0072008 .1873494 -0.04 0.969 -.3743989 .3599972
L3. | -.7983676 .1925338 -4.15 0.000 -1.175727 -.4210082
L4. | -.4109028 .1596285 -2.57 0.010 -.7237688 -.0980368
L5. | .95734 .213373 4.49 0.000 .5391366 1.375543
|
DeltaFDI |
L1. | -.12413 .0433277 -2.86 0.004 -.2090507 -.0392092
L2. | .0321273 .0409537 0.78 0.433 -.0481405 .1123952
L3. | .2590393 .0460892 5.62 0.000 .1687062 .3493724
L4. | -.0284696 .0325411 -0.87 0.382 -.092249 .0353097
L5. | -.3037156 .0402076 -7.55 0.000 -.382521 -.2249103
|
_cons | .0465996 .026004 1.79 0.073 -.0043673 .0975665
-------------+----------------------------------------------------------------
DeltaFDI |
DeltaGDP |
L1. | 4.41082 .7280823 6.06 0.000 2.983805 5.837835
L2. | 1.062855 .9398111 1.13 0.258 -.7791409 2.904851
L3. | -1.99573 .9658182 -2.07 0.039 -3.888699 -.1027611
L4. | 1.959626 .8007531 2.45 0.014 .3901788 3.529073
L5. | 3.568647 1.070355 3.33 0.001 1.47079 5.666504
|
DeltaFDI |
L1. | -1.135201 .2173472 -5.22 0.000 -1.561193 -.7092078
L2. | .153565 .2054386 0.75 0.455 -.2490872 .5562172
L3. | .8570734 .2311997 3.71 0.000 .4039303 1.310217
L4. | -.514709 .1632377 -3.15 0.002 -.8346489 -.194769
L5. | -.7273115 .2016954 -3.61 0.000 -1.122627 -.3319958
|
_cons | -.4403623 .1304452 -3.38 0.001 -.6960303 -.1846943
------------------------------------------------------------------------------
. vargranger
Granger causality Wald tests
+------------------------------------------------------------------+
| Equation Excluded | chi2 df Prob > chi2 |
|--------------------------------------+---------------------------|
| DeltaGDP DeltaFDI | 62.762 5 0.000 |
| DeltaGDP ALL | 62.762 5 0.000 |
|--------------------------------------+---------------------------|
| DeltaFDI DeltaGDP | 57.493 5 0.000 |
| DeltaFDIALL | 57.493 5 0.000 |
+------------------------------------------------------------------+
Казуальность ВВП и ПИИ по Беларуси
Беларусь
Vector autoregression
Sample: 2004 - 2017 Number of obs = 14
Log likelihood = 41.95593 AIC = -2.850847
FPE = .0005938 HQIC = -2.943808
Det(Sigma_ml) = 8.55e-06 SBIC = -1.846614
Equation Parms RMSE R-sq chi2 P>chi2
----------------------------------------------------------------
DeltaGDP 11 .042535 0.7929 53.61064 0.0000
DeltaFDI 11 .524279 0.8467 77.32707 0.0000
----------------------------------------------------------------
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
DeltaGDP |
DeltaGDP |
L1. | .4383808 .1788069 2.45 0.014 .0879257 .7888359
L2. | .3261524 .228193 1.43 0.153 -.1210978 .7734025
L3. | .319467 .2279586 1.40 0.161 -.1273236 .7662577
L4. | -1.058603 .4830464 -2.19 0.028 -2.005356 -.111849
L5. | -.3962698 .3240795 -1.22 0.221 -1.031454 .2389144
|
DeltaFDI |
L1. | .0290106 .0211649 1.37 0.170 -.0124718 .070493
L2. | -.006206 .0163138 -0.38 0.704 -.0381803 .0257684
L3. | .0443172 .0186105 2.38 0.017 .0078414 .0807931
L4. | .0350259 .0168208 2.08 0.037 .0020578 .067994
L5. | .0103325 .0105955 0.98 0.329 -.0104342 .0310992
|
_cons | .0518316 .0209064 2.48 0.013 .0108558 .0928074
-------------+----------------------------------------------------------------
DeltaFDI |
DeltaGDP |
L1. | 9.740471 2.20395 4.42 0.000 5.420808 14.06013
L2. | -6.685189 2.812677 -2.38 0.017 -12.19793 -1.172444
L3. | 13.35913 2.809787 4.75 0.000 7.852044 18.86621
L4. | -3.143257 5.953965 -0.53 0.598 -14.81281 8.526299
L5. | -4.338009 3.994561 -1.09 0.277 -12.1672 3.491187
|
DeltaFDI |
L1. | -.3593877 .2608757 -1.38 0.168 -.8706947 .1519192
L2. | -.2140875 .2010811 -1.06 0.287 -.6081993 .1800243
L3. | -.2321633 .22939 -1.01 0.311 -.6817594 .2174328
L4. | -.2651488 .2073306 -1.28 0.201 -.6715093 .1412116
L5. | .1281311 .1305981 0.98 0.327 -.1278365 .3840988
|
_cons | -.0411992 .2576895 -0.16 0.873 -.5462614 .4638629
------------------------------------------------------------------------------
. vargranger
Granger causality Wald tests
+------------------------------------------------------------------+
| Equation Excluded | chi2 df Prob > chi2 |
|--------------------------------------+---------------------------|
| DeltaGDP DeltaFDI | 11.684 5 0.039 |
| DeltaGDP ALL | 11.684 5 0.039 |
|--------------------------------------+---------------------------|
| DeltaFDI DeltaGDP | 64.678 5 0.000 |
| DeltaFDIALL | 64.678 5 0.000 |
+------------------------------------------------------------------+
Казуальность ВВП и ПИИ по Таджикистану
Таджикистан
Vector autoregression
Sample: 2004 - 2017 Number of obs = 14
Log likelihood = 67.55023 AIC = -6.507176
FPE = .0000153 HQIC = -6.600136
Det(Sigma_ml) = 2.21e-07 SBIC = -5.502943
Equation Parms RMSE R-sq chi2 P>chi2
----------------------------------------------------------------
DeltaGDP 11 .007883 0.8437 75.59444 0.0000
DeltaFDI 11 .857689 0.8942 118.3834 0.0000
----------------------------------------------------------------
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
DeltaGDP |
DeltaGDP |
L1. | .3877793 .177773 2.18 0.029 .0393507 .736208
L2. | -.3408549 .1533226 -2.22 0.026 -.6413617 -.0403482
L3. | .3935665 .1217845 3.23 0.001 .1548732 .6322598
L4. | -.1595603 .1400121 -1.14 0.254 -.4339789 .1148584
L5. | .2726592 .1020216 2.67 0.008 .0727005 .4726178
|
DeltaFDI |
L1. | -.0031745 .0013513 -2.35 0.019 -.0058229 -.000526
L2. | -.007518 .0016998 -4.42 0.000 -.0108496 -.0041864
L3. | -.0089959 .0018947 -4.75 0.000 -.0127095 -.0052823
L4. | -.001535 .0022887 -0.67 0.502 -.0060207 .0029507
L5. | -.0049911 .0017608 -2.83 0.005 -.0084422 -.0015399
|
_cons | .0322697 .0107016 3.02 0.003 .0112949 .0532444
-------------+----------------------------------------------------------------
DeltaFDI |
DeltaGDP |
L1. | -10.56121 19.34314 -0.55 0.585 -48.47307 27.35064
L2. | -44.45445 16.68274 -2.66 0.008 -77.15201 -11.75689
L3. | 34.47701 13.25114 2.60 0.009 8.505251 60.44877
L4. | 34.89018 15.23444 2.29 0.022 5.03122 64.74914
L5. | 23.54175 11.10077 2.12 0.034 1.784632 45.29886
|
DeltaFDI |
L1. | -.8854972 .1470295 -6.02 0.000 -1.17367 -.5973247
L2. | -.8727377 .1849542 -4.72 0.000 -1.235241 -.5102341
L3. | -1.133855 .2061594 -5.50 0.000 -1.53792 -.7297899
L4. | -1.021378 .2490269 -4.10 0.000 -1.509462 -.533294
L5. | -.7848481 .1915923 -4.10 0.000 -1.160362 -.4093341
|
_cons | -2.089688 1.164422 -1.79 0.073 -4.371913 .1925378
------------------------------------------------------------------------------
. vargranger
Granger causality Wald tests
+------------------------------------------------------------------+
| Equation Excluded | chi2 df Prob > chi2 |
|--------------------------------------+---------------------------|
| DeltaGDP DeltaFDI | 52.827 5 0.000 |
| DeltaGDP ALL | 52.827 5 0.000 |
|--------------------------------------+---------------------------|
| DeltaFDI DeltaGDP | 41.257 5 0.000 |
| DeltaFDIALL | 41.257 5 0.000 |
+------------------------------------------------------------------+
Казуальность ВВП и ПИИ по Молдове
Молдова
Vector autoregression
Sample: 2004 - 2017 Number of obs = 14
Log likelihood = 56.10135 AIC = -4.871622
FPE = .0000787 HQIC = -4.964582
Det(Sigma_ml) = 1.13e-06 SBIC = -3.867389
Equation Parms RMSE R-sq chi2 P>chi2
----------------------------------------------------------------
DeltaGDP 11 .038349 0.7814 50.05475 0.0000
DeltaFDI 11 .550927 0.7376 39.34659 0.0000
----------------------------------------------------------------
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
DeltaGDP |
DeltaGDP |
L1. | -1.246561 .5936722 -2.10 0.036 -2.410137 -.0829849
L2. | -.1553759 .6219049 -0.25 0.803 -1.374287 1.063535
L3. | .6814383 .3149231 2.16 0.030 .0642004 1.298676
L4. | .4082827 .4531844 0.90 0.368 -.4799423 1.296508
L5. | -.3105976 .2108966 -1.47 0.141 -.7239474 .1027522
|
DeltaFDI |
L1. | .042071 .0378225 1.11 0.266 -.0320598 .1162018
L2. | -.0388285 .016404 -2.37 0.018 -.0709798 -.0066772
L3. | -.0312615 .0237383 -1.32 0.188 -.0777877 .0152646
L4. | -.0355354 .0473566 -0.75 0.453 -.1283527 .0572818
L5. | -.0082097 .0109368 -0.75 0.453 -.0296455 .013226
|
_cons | .0632864 .0449321 1.41 0.159 -.0247788 .1513517
-------------+----------------------------------------------------------------
DeltaFDI |
DeltaGDP |
L1. | -11.88052 8.528807 -1.39 0.164 -28.59667 4.835639
L2. | -6.392474 8.934404 -0.72 0.474 -23.90358 11.11864
L3. | -1.295222 4.524245 -0.29 0.775 -10.16258 7.572135
L4. | 14.83592 6.510533 2.28 0.023 2.075506 27.59633
L5. | 1.010673 3.029781 0.33 0.739 -4.927588 6.948935
|
DeltaFDI |
L1. | .8609991 .5433659 1.58 0.113 -.2039785 1.925977
L2. | -.7328942 .2356636 -3.11 0.002 -1.194786 -.2710022
L3. | .4657587 .3410284 1.37 0.172 -.2026447 1.134162
L4. | -1.365184 .6803339 -2.01 0.045 -2.698614 -.0317539
L5. | -.2239969 .1571206 -1.43 0.154 -.5319476 .0839537
|
_cons | .1246073 .645503 0.19 0.847 -1.140555 1.38977
------------------------------------------------------------------------------
. vargranger
Granger causality Wald tests
+------------------------------------------------------------------+
| Equation Excluded | chi2 df Prob > chi2 |
|--------------------------------------+---------------------------|
| DeltaGDP DeltaFDI | 19.173 5 0.002 |
| DeltaGDP ALL | 19.173 5 0.002 |
|--------------------------------------+---------------------------|
| DeltaFDI DeltaGDP | 12.921 5 0.024 |
| DeltaFDIALL | 12.921 5 0.024 |
+------------------------------------------------------------------+
Казуальность ВВП и ПИИ по России
Россия
Vector autoregression
Sample: 2004 - 2017 Number of obs = 14
Log likelihood = 34.28204 AIC = -1.754578
FPE = .0017773 HQIC = -1.847538
Det(Sigma_ml) = .0000256 SBIC = -.7503447
Equation Parms RMSE R-sq chi2 P>chi2
----------------------------------------------------------------
DeltaGDP 11 .050361 0.6756 29.16219 0.0012
DeltaFDI 11 .783746 0.6733 28.85394 0.0013
----------------------------------------------------------------
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
DeltaGDP |
DeltaGDP |
L1. | .6808817 .372017 1.83 0.067 -.0482582 1.410022
L2. | -1.249318 .4159423 -3.00 0.003 -2.06455 -.4340855
L3. | -1.211281 .5621835 -2.15 0.031 -2.31314 -.1094215
L4. | -1.567755 .4728025 -3.32 0.001 -2.49443 -.6410788
L5. | .1080959 .2329915 0.46 0.643 -.348559 .5647508
|
DeltaFDI |
L1. | -.0174893 .0263005 -0.66 0.506 -.0690374 .0340588
L2. | .0869331 .0357346 2.43 0.015 .0168946 .1569716
L3. | .1152136 .053242 2.16 0.030 .0108612 .2195661
L4. | .16752 .0410992 4.08 0.000 .0869671 .2480729
L5. | -.0412271 .0237095 -1.74 0.082 -.087697 .0052427
|
_cons | .1038541 .0376529 2.76 0.006 .0300557 .1776524
-------------+----------------------------------------------------------------
DeltaFDI |
DeltaGDP |
L1. | 10.47497 5.789494 1.81 0.070 -.8722299 21.82217
L2. | -8.314417 6.47308 -1.28 0.199 -21.00142 4.372586
L3. | -16.1179 8.74895 -1.84 0.065 -33.26552 1.029731
L4. | -22.79073 7.357962 -3.10 0.002 -37.21207 -8.369387
L5. | 1.138691 3.625917 0.31 0.753 -5.967975 8.245357
|
DeltaFDI |
L1. | -.7466915 .4093006 -1.82 0.068 -1.548906 .055523
L2. | .3549163 .5561175 0.64 0.523 -.7350539 1.444887
L3. | 1.727282 .8285759 2.08 0.037 .1033036 3.351261
L4. | 1.938931 .6396035 3.03 0.002 .6853317 3.192531
L5. | -.2398673 .3689785 -0.65 0.516 -.9630518 .4833172
|
_cons | .9614737 .5859714 1.64 0.101 -.1870091 2.109957
------------------------------------------------------------------------------
. vargranger
Granger causality Wald tests
+------------------------------------------------------------------+
| Equation Excluded | chi2 df Prob > chi2 |
|--------------------------------------+---------------------------|
| DeltaGDP DeltaFDI | 25.162 5 0.000 |
| DeltaGDP ALL | 25.162 5 0.000 |
|--------------------------------------+---------------------------|
| DeltaFDI DeltaGDP | 19.274 5 0.002 |
| DeltaFDIALL | 19.274 5 0.002 |
+------------------------------------------------------------------+
Казуальность ВВП и ПИИ по Казахстану
Казахстан
Vector autoregression
Sample: 2004 - 2017 Number of obs = 14
Log likelihood = 40.06072 AIC = -2.580103
FPE = .0007785 HQIC = -2.673063
Det(Sigma_ml) = .0000112 SBIC = -1.57587
Equation Parms RMSE R-sq chi2 P>chi2
----------------------------------------------------------------
DeltaGDP 11 .031378 0.7468 41.2909 0.0000
DeltaFDI 11 .57742 0.7469 41.31193 0.0000
----------------------------------------------------------------
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
DeltaGDP |
DeltaGDP |
L1. | 1.07972 .2354437 4.59 0.000 .6182588 1.541181
L2. | -.9775348 .29754 -3.29 0.001 -1.560703 -.394367
L3. | .9537968 .3139926 3.04 0.002 .3383826 1.569211
L4. | -.6395107 .2887677 -2.21 0.027 -1.205485 -.0735364
L5. | .5253111 .2301728 2.28 0.022 .0741806 .9764415
|
DeltaFDI |
L1. | -.0044954 .009819 -0.46 0.647 -.0237402 .0147494
L2. | -.013011 .0097297 -1.34 0.181 -.0320808 .0060588
L3. | .0026676 .0115125 0.23 0.817 -.0198965 .0252318
L4. | .0108547 .0105735 1.03 0.305 -.0098691 .0315784
L5. | -.0105169 .0122299 -0.86 0.390 -.0344871 .0134533
|
_cons | -.0046775 .0155525 -0.30 0.764 -.0351599 .0258049
-------------+----------------------------------------------------------------
DeltaFDI |
DeltaGDP |
L1. | 11.59412 4.332697 2.68 0.007 3.102196 20.08605
L2. | -13.444 5.475409 -2.46 0.014 -24.1756 -2.712392
L3. | 20.0003 5.778174 3.46 0.001 8.675288 31.32531
L4. | -16.88188 5.313978 -3.18 0.001 -27.29709 -6.466673
L5. | 17.39892 4.2357 4.11 0.000 9.097101 25.70074
|
DeltaFDI |
L1. | -.3429089 .1806913 -1.90 0.058 -.6970573 .0112394
L2. | -.1108532 .1790479 -0.62 0.536 -.4617806 .2400742
L3. | -.1104209 .2118564 -0.52 0.602 -.5256518 .3048101
L4. | -.2940805 .1945771 -1.51 0.131 -.6754445 .0872835
L5. | -.1262213 .2250582 -0.56 0.575 -.5673272 .3148846
|
_cons | -1.154 .2862019 -4.03 0.000 -1.714945 -.5930543
------------------------------------------------------------------------------
. vargranger
Granger causality Wald tests
+------------------------------------------------------------------+
| Equation Excluded | chi2 df Prob > chi2 |
|--------------------------------------+---------------------------|
| DeltaGDP DeltaFDI | 5.0546 5 0.409 |
| DeltaGDP ALL | 5.0546 5 0.409 |