Додатки Додаток а.1 Результати кореляційно-регресійного аналізу для Німеччини

Dependent Variable: GDP_G
Method: Least Squares
Date: 04/23/15 Time: 21:04
Sample (adjusted): 2003 2013
Included observations: 11 after adjustments
GDP_G=C(1)+C(2)*GDP_G(-3)+C(3)*IMPORT_G(-1)
	Coefficient	Std. Error	t-Statistic	Prob.
C(1)	-6.779789	3.853761	-1.759266	0.1166
C(2)	0.695971	0.092779	7.501375	0.0001
C(3)	0.660783	0.255728	2.583923	0.0324
R-squared	0.876684	Mean dependent var		8.004596
Adjusted R-squared	0.845854	S.D. dependent var		0.185007
S.E. of regression	0.072636	Akaike info criterion		-2.179699
Sum squared resid	0.042208	Schwarz criterion		-2.071182
Log likelihood	14.98834	Durbin-Watson stat		1.799135

Додаток а.2 Результати кореляційно-регресійного аналізу для Франції

Dependent Variable: GDP
Method: Least Squares
Date: 04/23/15 Time: 20:53
Sample (adjusted): 2004 2013
Included observations: 10 after adjustments
GDP=C(1)+C(2)*GDP(-4)+C(3)*IMPORT(-1)
	Coefficient	Std. Error	t-Statistic	Prob.
C(1)	12.06281	2.660740	4.533631	0.0027
C(2)	0.204237	0.101136	2.019437	0.0832
C(3)	-0.460787	0.160083	-2.878424	0.0237
R-squared	0.891250	Mean dependent var		7.783202
Adjusted R-squared	0.860179	S.D. dependent var		0.149221
S.E. of regression	0.055798	Akaike info criterion		-2.690838
Sum squared resid	0.021794	Schwarz criterion		-2.600063
Log likelihood	16.45419	Durbin-Watson stat		1.956936