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К содержанию Ореховский П. А., Дьяченко А. П., Сухинин И. В.
Оценка влияния экзогенных и эндогенных факторов на механизм циклов Кондратьева
(промежуточный отчет по гранту).
V. Приложения
Приложение 1
Spectral analysis: RUSSIA
| | Frequency | Period | Cosine coeffs | Sine coeffs | Periodog | Density | Parzen weights |
| 0 | 0.000000 | | 0.32048 | 0.00000 | 4.622 | 608.830 | 0.000000 |
| 1 | 0.011111 | 90.00000 | -5.76408 | 2.67557 | 1817.245 | 1644.662 | 0.166667 |
| 2 | 0.022222 | 45.00000 | -5.24163 | -5.49345 | 2594.371 | 2496.536 | 0.666667 |
| 3 | 0.033333 | 30.00000 | 6.90912 | -3.76053 | 2784.488 | 2598.310 | 0.166667 |
| 4 | 0.044444 | 22.50000 | 0.98968 | 6.34816 | 1857.536 | 1772.284 | 0.000000 |
| 5 | 0.055556 | 18.00000 | -3.04681 | 0.17218 | 419.072 | 679.219 | |
| 6 | 0.066667 | 15.00000 | -3.20542 | -1.32606 | 541.491 | 606.013 | |
| 7 | 0.077778 | 12.85714 | 1.49745 | -4.59501 | 1051.040 | 890.327 | |
| 8 | 0.088889 | 11.25000 | 3.30992 | 1.51515 | 596.307 | 676.113 | |
| 9 | 0.100000 | 10.00000 | -0.27288 | 3.70303 | 620.409 | 705.590 | |
| 10 | 0.111111 | 9.00000 | -4.79975 | 1.62554 | 1155.599 | 1110.423 | |
| 11 | 0.122222 | 8.18182 | -1.94668 | -5.26879 | 1419.736 | 1306.225 | |
| 12 | 0.133333 | 7.50000 | 4.70053 | -0.43555 | 1002.809 | 936.803 | |
| 13 | 0.144444 | 6.92308 | 0.24718 | 2.03904 | 189.845 | 348.294 | |
| 14 | 0.155556 | 6.42857 | -2.29285 | 1.42205 | 327.572 | 260.484 | |
| 15 | 0.166667 | 6.00000 | 1.12494 | -0.35978 | 62.772 | 317.118 | |
| 16 | 0.177778 | 5.62500 | -5.31831 | 1.06718 | 1324.047 | 1217.872 | |
| 17 | 0.188889 | 5.29412 | 1.23679 | -6.46261 | 1948.273 | 1704.310 | |
| 18 | 0.200000 | 5.00000 | 4.94956 | -0.37429 | 1108.719 | 1412.882 | |
| 19 | 0.211111 | 4.73684 | 1.74021 |
6.59607 | 2094.144 | 2008.612 | |
| 20 | 0.222222 | 4.50000 | -7.41497 | -1.43138 | 2566.380 | 2411.225 | |
| 21 | 0.233333 | 4.28571 | 5.21050 | -4.43714 | 2107.688 | 1980.521 | |
| 22 | 0.244444 | 4.09091 | -0.29209 | 4.42759 | 885.997 | 969.424 | |
| 23 | 0.255556 | 3.91304 | 0.86708 | -1.70643 | 164.867 | 310.139 | |
| 24 | 0.266667 | 3.75000 | -1.24008 | 2.33888 | 315.369 | 248.660 | |
| 25 | 0.277778 | 3.60000 | 1.01260 | 0.65793 | 65.620 | 255.877 | |
| 26 | 0.288889 | 3.46154 | -4.45956 | -1.17822 | 957.415 | 787.274 | |
| 27 | 0.300000 | 3.33333 | 3.95884 | -1.65400 | 828.364 | 753.467 | |
| 28 | 0.311111 | 3.21429 | 0.15146 | 2.35182 | 249.930 | 394.027 | |
| 29 | 0.322222 | 3.10345 | -3.00351 | 1.70052 | 536.076 | 427.746 | |
| 30 | 0.333333 | 3.00000 | -0.19314 | -1.94686 | 172.240 | 242.546 | |
| 31 | 0.344444 | 2.90323 | -2.02076 | -1.01634 | 230.240 | 275.179 | |
| 32 | 0.355556 | 2.81250 | 3.00903 | -1.82839 | 557.876 | 433.335 | |
| 33 | 0.366667 | 2.72727 | 1.58508 | 0.74845 | 138.270 | 256.412 | |
| 34 | 0.377778 | 2.64706 | -0.09861 | 3.08070 | 427.519 | 367.602 | |
| 35 | 0.388889 | 2.57143 | -2.63381 | -1.00114 | 357.267 | 317.633 | |
| 36 | 0.400000 | 2.50000 | 0.82611 | -0.64114 | 49.209 | 109.400 | |
| 37 | 0.411111 | 2.43243 | -1.34001 | -0.69114 | 102.299 | 116.850 | |
| 38 | 0.422222 | 2.36842 | 2.20680 | -0.72337 | 242.695 | 216.184 | |
| 39 | 0.433333 | 2.30769 | -0.00607 | 2.23122 | 224.026 | 307.689 | |
| 40 | 0.444444 | 2.25000 | -3.94442 | -0.40019 | 707.337 | 767.392 | |
| 41 | 0.455556 | 2.19512 | 1.43271 | -5.69329 | 1550.979 | 1296.851 | |
| 42 | 0.466667 | 2.14286 | 3.41826 | 2.76507 | 869.855 | 870.836 | |
| 43 | 0.477778 | 2.09302 | -1.27640 | 1.64185 | 194.618 | 385.238 | |
| 44 | 0.488889 | 2.04545 | -2.88772 | -2.52914 | 663.096 | 759.806 | |
| 45 | 0.500000 | 2.00000 | 6.16772 | 0.00000 | 1711.833 | 1362.254 | |
Spectral analysis: USA
| | FREQUENCY | PERIOD | COSINE COEFFS | SINE COEFFS | PERIODOG | DENSITY | HAMMING |
| 0 | 0.000000 | | 0.00000 | 0.00000 | 0.0000 | 26.3585 | 0.035714 |
| 1 | 0.010638 | 94.00000 | -0.72912 | -0.53351 | 38.3641 | 51.9979 | 0.241071 |
| 2 | 0.021277 | 47.00000 | 1.52172 | -0.16156 | 110.0614 | 113.2096 | 0.446429 |
| 3 | 0.031915 | 31.33333 | 0.11070 | 2.03446 | 195.1111 | 176.3777 | 0.241071 |
| 4 | 0.042553 | 23.50000 | -0.61121 | -2.06586 | 218.1431 | 216.8574 | 0.035714 |
| 5 | 0.053191 | 18.80000 | 1.91231 | 1.25536 | 245.9433 | 241.5168 | |
| 6 | 0.063830 | 15.66667 | -1.97804 | 1.25600 | 258.0387 | 258.9912 | |
| 7 | 0.074468 | 13.42857 | 1.15179 | -2.14620 | 278.8401 | 262.4103 | |
| 8 | 0.085106 | 11.75000 | 0.11868 | 2.37530 | 265.8382 | 221.1842 | |
| 9 | 0.095745 | 10.44444 | 0.94963 | 0.89313 | 79.8759 | 170.9021 | |
| 10 | 0.106383 | 9.40000 | -1.69118 | 1.09531 | 190.8097 | 228.5398 | |
| 11 | 0.117021 | 8.54545 | 0.98582 | -2.84313 | 425.5960 | 332.6135 | |
| 12 | 0.127660 | 7.83333 | 1.42213 | 2.26521 | 336.2203 | 356.4674 | |
| 13 | 0.138298 | 7.23077 | -1.72983 | -2.14009 | 355.8985 | 363.6958 | |
| 14 | 0.148936 | 6.71429 | 2.16859 | 1.39454 | 312.4340 | 476.4505 | |
| 15 | 0.159574 | 6.26667 | -3.53430 | 2.70402 | 930.7386 | 616.1338 | |
| 16 | 0.170213 | 5.87500 | -0.23608 | -2.95911 | 414.1684 | 507.6030 | |
| 17 | 0.180851 | 5.52941 | 2.45439 | -1.25410 | 357.0487 | 300.5982 | |
| 18 | 0.191489 | 5.22222 | -0.58712 | -0.55695 | 30.7805 | 119.5567 | |
| 19 | 0.202128 | 4.94737 | -0.14066 | -0.62854 | 19.4976 | 30.8006 | |
| 20 | 0.212766 | 4.70000 | -0.27927 | 0.26534 | 6.9746 | 12.4031 | |
| 21 | 0.223404 | 4.47619 | 0.33462 | -0.18098 | 6.8022 | 27.3116 | |
| 22 | 0.234043 | 4.27273 | 0.71389 | -0.76974 | 51.8009 | 94.2870 | |
| 23 | 0.244681 | 4.08696 | -2.00137 | 1.26499 | 263.4671 | 176.6606 | |
| 24 | 0.255319 | 3.91667 | 1.80582 | -0.41174 | 161.2346 | 210.1271 | |
| 25 | 0.265957 | 3.76000 | -0.67966 | 1.99284 | 208.3674 | 310.8090 | |
| 26 | 0.276596 | 3.61538 | 1.95056 | -3.10326 | 631.4414 | 490.0232 | |
| 27 | 0.287234 | 3.48148 | 0.78937 | 3.11053 | 484.0284 | 620.9241 | |
| 28 | 0.297872 | 3.35714 | -4.54672 | 0.67021 | 992.7268 | 629.6996 | |
| 29 | 0.308511 | 3.24138 | -0.03704 | -1.86772 | 164.0180 | 386.1556 | |
| 30 | 0.319149 | 3.13333 | -1.27228 | -1.73002 | 216.7478 | 199.9675 | |
| 31 | 0.329787 | 3.03226 | 1.55195 | -0.14202 | 114.1505 | 117.9669 | |
| 32 | 0.340426 | 2.93750 | 0.61478 | 0.18533 | 19.3784 | 85.6960 | |
| 33 | 0.351064 | 2.84848 | -1.38677 | 0.77095 | 118.3223 | 160.1421 | |
| 34 | 0.361702 | 2.76471 | 1.67588 | -2.25651 | 371.3185 | 257.2853 | |
| 35 | 0.372340 | 2.68571 | 1.83291 | 1.42692 | 253.5963 | 218.3450 | |
| 36 | 0.382979 | 2.61111 | -0.79232 | -0.25985 | 32.6787 | 117.6014 | |
| 37 | 0.393617 | 2.54054 | -1.31990 | 0.59290 | 98.4024 | 94.1956 | |
| 38 | 0.404255 | 2.47368 | -1.56370 |
-0.68606 | 137.0445 | 92.9128 | |
| 39 | 0.414894 | 2.41026 | 0.30370 | -0.28742 | 8.2175 | 75.0389 | |
| 40 | 0.425532 | 2.35000 | 1.54114 | -0.72212 | 136.1393 | 82.0210 | |
| 41 | 0.436170 | 2.29268 | -0.91522 | -0.59442 | 55.9758 | 79.3544 | |
| 42 | 0.446809 | 2.23810 | -0.21127 | -0.69034 | 24.4968 | 144.3454 | |
| 43 | 0.457447 | 2.18605 | -1.71674 | -2.48911 | 429.7152 | 283.9017 | |
| 44 | 0.468085 | 2.13636 | 2.18080 | -1.43942 | 320.9076 | 295.5088 | |
| 45 | 0.478723 | 2.08889 | 1.83979 | 0.81562 | 190.3526 | 206.4449 | |
| 46 | 0.489362 | 2.04348 | -0.58193 | -0.88763 | 52.9465 | 190.8334 | |
| 47 | 0.500000 | 2.00000 | 3.08675 | 0.00000 | 447.8177 | 239.0430 | |
Приложение 2
Correlations
| | UK | USA | FRANCE | GERM | ITALY | JAPAN | CANADA | RUSSIA |
| UK | 1.00 | 0.52 | 0.42 | 0.20 | 0.44 | 0.31 | 0.17 | -0.16 |
| USA | 0.52 | 1.00 | 0.60 | 0.03 | 0.52 | 0.20 | 0.33 | -0.14 |
| FRANCE | 0.42 | 0.60 | 1.00 | 0.17 | 0.61 | 0.25 | 0.51 | -0.08 |
| GERM | 0.20 | 0.03 | 0.17 | 1.00 | 0.35 | 0.27 | 0.36 | 0.09 |
| ITALY | 0.44 | 0.52 | 0.61 | 0.35 | 1.00 | 0.26 | 0.24 | -0.12 |
| JAPAN | 0.31 | 0.20 | 0.25 | 0.27 | 0.26 | 1.00 | 0.04 | -0.10 |
| CANADA | 0.17 | 0.33 | 0.51 | 0.36 | 0.24 | 0.04 | 1.00 | 0.19 |
| RUSSIA | -0.16 | -0.14 | -0.08 | 0.09 | -0.12 | -0.10 | 0.19 | 1.00 |
| | GERM | ITALY | JAPAN | CANADA | RUSSIA |
| GERM | 1.00 | 0.30 | 0.17 | 0.53 | 0.28 |
| ITALY | 0.30 | 1.00 | 0.25 | 0.35 | 0.04 |
| JAPAN | 0.17 | 0.25 | 1.00 | 0.01 | -0.04 |
| CANADA | 0.53 | 0.35 | 0.01 | 1.00 | 0.38 |
| RUSSIA | 0.28 | 0.04 | -0.04 | 0.38 | 1.00 |
Приложение 3
Cross-Correlation Function
| | CROSS_COR | STD. ERR. |
| -15 | -0.019065 | 0.112509 |
| -14 | 0.013361 | 0.111803 |
| -13 | 0.132382 | 0.111111 |
| -12 | 0.156030 | 0.110432 |
| -11 | 0.145952 | 0.109764 |
| -10 | 0.041409 | 0.109109 |
| -9 | -0.051826 | 0.108465 |
| -8 | -0.084035 | 0.107833 |
| -7 | 0.070519 | 0.107211 |
| -6 | 0.138922 | 0.106600 |
| -5 | 0.013253 | 0.106000 |
| -4 | -0.043788 | 0.105409 |
| -3 | -0.092476 | 0.104828 |
| -2 | -0.112181 | 0.104257 |
| -1 | -0.021065 | 0.103695 |
| 0 | 0.217634 | 0.103142 |
| 1 | 0.004732 | 0.103695 |
| 2 | -0.052566 | 0.104257 |
| 3 | -0.286027 | 0.104828 |
| 4 | -0.167423 | 0.105409 |
| 5 | -0.126910 | 0.106000 |
| 6 | -0.076614 | 0.106600 |
| 7 | 0.107451 | 0.107211 |
| 8 | -0.000196 | 0.107833 |
| 9 | 0.101557 | 0.108465 |
| 10 | 0.086820 | 0.109109 |
| 11 | 0.062126 | 0.109764 |
| 12 | 0.073270 | 0.110432 |
| 13 | 0.103552 | 0.111111 |
| 14 | -0.004689 | 0.111803 |
| 15 | -0.110995 | 0.112509 |
| | CROSS_COR | STD. ERR. |
| -15 | 0.054702 | 0.112509 |
| -14 | 0.054047 | 0.111803 |
| -13 | 0.092710 | 0.111111 |
| -12 | 0.084513 | 0.110432 |
| -11 | 0.201802 | 0.109764 |
| -10 | -0.010553 | 0.109109 |
| -9 | -0.109469 | 0.108465 |
| -8 | -0.243011 | 0.107833 |
| -7 | -0.222727 | 0.107211 |
| -6 | -0.253710 | 0.106600 |
| -5 | -0.207316 | 0.106000 |
| -4 | -0.301692 | 0.105409 |
| -3 | -0.076579 | 0.104828 |
| -2 | 0.122514 | 0.104257 |
| -1 | 0.047003 | 0.103695 |
| 0 | 0.141336 | 0.103142 |
| 1 | 0.015792 | 0.103695 |
| 2 | 0.355643 | 0.104257 |
| 3 | 0.089207 | 0.104828 |
| 4 | -0.047449 | 0.105409 |
| 5 | -0.036606 | 0.106000 |
| 6 | -0.015796 | 0.106600 |
| 7 | 0.154274 | 0.107211 |
| 8 | 0.005219 | 0.107833 |
| 9 | 0.136365 | 0.108465 |
| 10 | 0.028389 | 0.109109 |
| 11 | 0.080803 | 0.109764 |
| 12 | 0.154734 | 0.110432 |
| 13 | 0.109859 | 0.111111 |
| 14 | 0.009192 | 0.111803 |
| 15 | 0.013976 | 0.112509 |
| | CROSS_COR | STD. ERR. |
| -15 | 0.146505 | 0.112509 |
| -14 | -0.041052 | 0.111803 |
| -13 | 0.039662 | 0.111111 |
| -12 | 0.043391 | 0.110432 |
| -11 | 0.146200 | 0.109764 |
| -10 | -0.021294 | 0.109109 |
| -9 | 0.169076 | 0.108465 |
| -8 | 0.181837 | 0.107833 |
| -7 | 0.077960 | 0.107211 |
| -6 | -0.076194 | 0.106600 |
| -5 | 0.130664 | 0.106000 |
| -4 | -0.053364 | 0.105409 |
| -3 | -0.196982 | 0.104828 |
| -2 | 0.084500 | 0.104257 |
| -1 | 0.038096 | 0.103695 |
| 0 | 0.025535 | 0.103142 |
| 1 | -0.033680 | 0.103695 |
| 2 | 0.215710 | 0.104257 |
| 3 | -0.073952 | 0.104828 |
| 4 | -0.106185 | 0.105409 |
| 5 | -0.005348 | 0.106000 |
| 6 | 0.042295 | 0.106600 |
| 7 | 0.001252 | 0.107211 |
| 8 | 0.014910 | 0.107833 |
| 9 | 0.029190 | 0.108465 |
| 10 | -0.200538 | 0.109109 |
| 11 | -0.171152 | 0.109764 |
| 12 | 0.015556 | 0.110432 |
| 13 | 0.079527 | 0.111111 |
| 14 | -0.019211 | 0.111803 |
| 15 | 0.299599 | 0.112509 |
Приложение 4
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