QURILISH ISHLAB CHIQARISH HAJMIGA INVESTITSIYALAR TA’SIRINI EKONOMETRIK BAHOLASH

TA’SIRINI EKONOMETRIK BAHOLASH

R.A. Xurramov

Termiz davlat universiteti o’qituvchisi

B.E. Turayev

Termiz davlat universiteti katta o’qituvchisi, i.f.f.d.

Annotatsiya. Mazkur maqolada qurilish ishlab chiqarish hajmiga investitsiyalar ta’sirining regression tahlili amalga oshirilgan. Avtoregressiya modeli tuzish orqali qisqa va uzoq muddatli istiqboldagi o’zgarishlar haqida xulosalar qilingan.

Kalit so‘zlar: model, avtoregressiya, regressiya tenglamasi, Styudent t mezoni, Fisher, instrumental o`zgaruvchi.

Surxondaryo viloyati qurilish ishlab chiqarish hajmiga investitsiyalarning ta’sirini baholash maqsadida 2010-2023 yillarga mo’ljallangan ma’lumotlar

1-jadval

Surxondaryo viloyati qurilish ishlab chiqarish hamda investitsiyalar hajmi

ko’rsatkichlari1

Yillar 𝒚 𝒙 Yillar 𝒚 𝒙

2010 335,9 655,3 2017 1 827,0 3 551,0

2011 470,6 802,9 2018 2 879,7 7 240,6

2012 605,3 980,3 2019 3 979,7 11 835,1

2013 849,5 1 371,0 2020 4 774,7 10 068,2 1 Surxondaryo viloyati Statistika boshqarmasi www.surxonstat.uz sayti

2014 1 051,5 1 509,1 2021 5 868,4 12 037,8

2015 1 351,3 1 843,6 2022 6 521,9 11 569,4

2016 1 554,8 2 142,4 2023 7 353,3 17 956,0

Investitsiyalarning qurilish ishlab chiqarish hajmiga qisqa va uzoq muddatli ta’sirini baholashda avtoregressiya modellari qo’l keladi. 𝐴𝑅(1) + 𝑥 modeli umumiy ko’rinishi quyidagicha:

𝑦𝑡 = 𝑎 + 𝑏0 ∙ 𝑥𝑡 + 𝑐1 ∙ 𝑦𝑡−1 + 𝑒𝑡 (1)

Ushbu modelni hisoblash uchun dastlab instrumental o‘zgaruvchini baholovchi model tuzish talab etiladi:

𝑦̂𝑡−1 = 𝑑0 + 𝑑1 ⋅ 𝑥𝑡−1 (2)

(2) modelni baholash uchun natijaviy hamda omil belgilarning 𝑡 − 1 davr uchun laglarini aniqlashimiz zarur (2-jadval).

2-jadval Surxondaryo viloyati qurilish ishlab chiqarish va asosiy kapitalga o‘zlashtirilgan

investitsiyalar hajmi ko’rsatkichlarning 𝒕 − 𝟏 davrdagi qiymatlari2

Yillar 𝒚𝒕 𝒙𝒕 𝒚𝒕−𝟏 𝒙𝒕−𝟏

2010 335,9 655,3 - -

2011 470,6 802,9 335,9 655,3

2012 605,3 980,3 470,6 802,9

2013 849,5 1 371,0 605,3 980,3

2014 1 051,5 1 509,1 849,5 1 371,0

2015 1 351,3 1 843,6 1 051,5 1 509,1

2016 1 554,8 2 142,4 1 351,3 1 843,6 2 Surxondaryo viloyati Statistika boshqarmasi www.surxonstat.uz sayti

2017 1 827,0 3 551,0 1 554,8 2 142,4

2018 2 879,7 7 240,6 1 827,0 3 551,0

2019 3 979,7 11 835,1 2 879,7 7 240,6

2020 4 774,7 10 068,2 3 979,7 11 835,1

2021 5 868,4 12 037,8 4 774,7 10 068,2

2022 6 521,9 11 569,4 5 868,4 12 037,8

2023 7 353,3 17 956,0 6 521,9 11 569,4

Gretl dasturida OLS usulidan foydalanib 2-jadvaldagi lag ko’rsatkichlarining regression bog‘lanishini baholaymiz (3-jadval).

3-jadval

Regression tahlil natijalari3

Dependent variable: yt1

xt-1 0.464409 0.0256488 18.11 <0.0001 ***

Mean dependent var 2466.947 S.D. dependent var 2138.834

Sum squared resid 4731975 S.E. of regression 627.9580

Uncentered R-squared 0.964690 Centered R-squared 0.913800

F(1, 12) 327.8440 P-value(F) 4.44e-10

Log-likelihood −101.6781 Akaike criterion 205.3562

Schwarz criterion 205.9211 Hannan-Quinn 205.2400

rho 0.444907 Durbin-Watson 1.079236 3 Mualliflar ishlanmasi

3-jadvaldan 𝑦̂𝑡−1 instrumental o‘zgaruvchini aniqlovchi regressiya tenglamasining umumiy ko‘rinishi

𝑦̂𝑡−1 = 0,464409 ⋅ 𝑥𝑡−1 (3) kabi bo’ladi.

Ushbu (3) model bo’yicha Fisherning F mezonining hisoblangan qiymati 𝐹ℎ𝑖𝑠 = 327,844 ga teng. Bu esa 𝑑𝑓1 = 𝑚 = 1 va 𝑑𝑓2 = 𝑛 − 1 − 1 = 12 erkinlik darajasida hamda, 𝛼 = 0,05 ahamiyatlilik darajasidagi Fisherning jadval qiymati 𝐹𝑗𝑎𝑑 = 4.75 dan katta. Shuningdek (3) modelning parametrlari bo‘yicha Styudentning t mezoni qiymatlari 𝑡𝑑1 = 18,11 ga teng, bu esa 𝛼 = 0,05 ahamiyatlilik darajasi hamda 𝑑𝑓 = 𝑛 − 𝑚 = 13 erkinlik darajasida Styudentning t mezoni jadval qiymati 𝑡𝑗𝑎𝑑 = 2,16 dan katta. Shu sababli model statistik ahamiyatga ega hisoblanadi.

𝑦̂𝑡−1 instrumental o‘zgaruvchining nazariy qiymatlarini aniqlaymiz. (4-jadval).

4-jadval

Instrumental o’zgaruvchining nazariy qiymatlari4

Yillar 𝒚𝒕 𝒙𝒕 𝒚𝒕−𝟏 𝒙𝒕−𝟏 𝒚̂ 𝒕−𝟏

2010 335,9 655,3 - - -

2011 470,6 802,9 335,9 655,3 304,3

2012 605,3 980,3 470,6 802,9 372,9

2013 849,5 1 371,0 605,3 980,3 455,3

2014 1 051,5 1 509,1 849,5 1 371,0 636,7

2015 1 351,3 1 843,6 1 051,5 1 509,1 700,9

2016 1 554,8 2 142,4 1 351,3 1 843,6 856,2

2017 1 827,0 3 551,0 1 554,8 2 142,4 995,0

2018 2 879,7 7 240,6 1 827,0 3 551,0 1 649,1 4 Surxondaryo viloyati Statistika boshqarmasi www.surxonstat.uz sayti

2019 3 979,7 11 835,1 2 879,7 7 240,6 3 362,6

2020 4 774,7 10 068,2 3 979,7 11 835,1 5 496,3

2021 5 868,4 12 037,8 4 774,7 10 068,2 4 675,8

2022 6 521,9 11 569,4 5 868,4 12 037,8 5 590,4

2023 7 353,3 17 956,0 6 521,9 11 569,4 5 372,9

4-jadvaldagi 𝑦𝑡, 𝑥𝑡 hamda 𝑦̂𝑡−1 o‘zgaruvchilar ishtirokida (1) modelni baholash mumkin. Buning uchun yana Gretl imkoniyatlaridan foydalandik. (5-jadval).

5-jadval

Regression tahlil natijalari5

Dependent variable: y

const 346.814 187.231 1.852 0.0937 *

x 0.216391 0.0574790 3.765 0.0037 ***

yt-1_fitted 0.546096 0.149724 3.647 0.0045 ***

Mean dependent var 3006.744 S.D. dependent var 2422.853

Sum squared resid 1933064 S.E. of regression 439.6662

R-squared 0.972558 Adjusted R-squared 0.967070

F(2, 10) 177.2045 P-value(F) 1.56e-08

Log-likelihood −95.85904 Akaike criterion 197.7181

Schwarz criterion 199.4129 Hannan-Quinn 197.3697

rho 0.399093 Durbin-Watson 1.173993 Test for normality of residual -

Null hypothesis: error is normally distributed 5 Mualliflar ishlanmasi

Test statistic: Chi-square(2) = 1.99324

with p-value = 0.369125

3-jadvalga ko’ra avtoregressiya tenglamamiz:

𝑦𝑡 = 346,814 + 0,216391𝑥𝑡 + 0,546096𝑦𝑡−1 (4) ko‘rinishga ega bo‘ladi. (4) modeldan ko‘rinib turibdiki qisqa muddatli multiplikator 𝑏0 = 0,216391 ga, uzoq muddatli multiplikator 𝑏 = 𝑏𝑜

1−𝑐 = 0,216391

1−0,546096 = 0,476733 ga teng. Xulosa, shunday qilib 𝑥𝑡 - asosiy kapitalga o‘zlashtirilgan investitsiyalar hajmining 1 mlrd so‘mga ortishi 𝑦𝑡- qurilish ishlab chiqarish hajmini o‘rtacha 0,216391 mlrd so‘mga oshiradi. 𝑥𝑡 ning uzoq muddatda 1 mlrd so‘mga oshishi esa, 𝑦𝑡 ni 0,546096 mlrd so‘mga oshiradi.

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