TA’SIRINI BAHOLASH.
Sh.M. Ortiqov
Termiz davlat universiteti
B.E. Turayev
Termiz davlat universiteti
Annotatsiya. Ushbu maqolada Surxondaryo viloyatida mahalliy byudjeti daromadlariga asosiy kapitalga o‘zlashtirilgan investitsiyalarning ta’siri ekonometrik tadqiq etilgan. Natijada avtoregressiya modeli tuzish orqali qisqa va uzoq muddatli multiplikatorlar qiymatlari aniqlanib, xulosalar qilingan.
Kalit so‘zlar: model, avtoregressiya, regressiya tenglamasi, styudent, t mezoni, Fisher, instrumental o`zgaruvchi.
Mahalliy byudjet daromadlar bazasini shakllantirishda unga ta’sir etuvchi omillarning ta’sir darajasini baholash alohida ahamiyatga ega. Bunda ekonometrik modellardan foydalanish nafaqat istiqboldagi byudjet tushumlari, balki omillarning ta’sir darajalarini aniqlash imkonini beradi.
Tadqiqot uchun 2010-2023 yillardagi Surxondaryo viloyati byudjet daromadlari1 hamda asosiy kapitalga o‘zlashtirilgan investitsuyalar2 hajmi to‘g‘risida ma’lumotlar 1-jadalda keltirilgan. 1 To’rayev, B. E. (2024). Mahalliy byudjet daromadlarini ARIMA modeli asosida prognozlash. Journal of Universal Science Research, 2(1), 141-149. 2 www.surxonstat.uz – Surxondaryo viloyat Statistika boshqarmasi rasmiy sayti ma’lumotlari.
1-jadval
Surxondaryo viloyati kichik biznes va xususiy tadbirkorlik ishlab chiqarish
hajmi va asosiy kapitalga o‘zlashtirilgan investitsiyalar hajmi qiymatlari3
Yillar Surxondaryo viloyati byudjet
daromadlari, mlrd so’m
Asosiy kapitalga
o‘zlashtirilgan investitsiyalar,
mlrd so’m
n y x
2010 264 655,3
2011 351,6 802,9
2012 413,9 980,3
2013 514,9 1371,0
2014 571,7 1509,1
2015 699,1 1843,6
2016 835,5 2142,4
2017 969,8 3551,0
2018 1052,1 7240,6
2019 1844,7 11835,1
2020 1605,7 10068,2
2021 1993,2 12037,8
2022 2466,9 11569,4
2023* 2 962,8 17956,0
Investitsiyalarning mahalliy byudjet daromadlari hajmiga ta’sirini baholashda avtoregressiya modellari istiqboldagi qisqa va uzoq muddatli o’zgarishlar darajalarini aniqlash imkonini beradi. 𝐴𝑅(1) + 𝑥 ko’rinishidagi avtoregressiya modeli umumiy ko’rinishi quyidagicha: 3 www.surxonstat.uz – Surxondaryo viloyat Statistika boshqarmasi rasmiy sayti ma’lumotlari.
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 lag o’zgaruvchilar qiymatlari 2-jadvalda berilgan.
2-jadval
Surxondaryo viloyati mahalliy byudjet daromadlari hajmi va asosiy kapitalga
o‘zlashtirilgan investitsiyalar hajmi ko’rsatkichlarning 𝒕 − 𝟏 davrdagi
qiymatlari4
Yillar 𝒚𝒕 𝒙𝒕 𝒚𝒕−𝟏 𝒙𝒕−𝟏
2010 264 655,3 - -
2011 351,6 802,9 264 655,3
2012 413,9 980,3 351,6 802,9
2013 514,9 1371,0 413,9 980,3
2014 571,7 1509,1 514,9 1370,992
2015 699,1 1843,6 571,7 1509,144
2016 835,5 2142,4 699,1 1843,612
2017 969,8 3551,0 835,5 2142,412
2018 1052,1 7240,6 969,8 3551
2019 1844,7 11835,1 1052,1 7240,6
2020 1605,7 10068,2 1844,7 11835,07
2021 1993,2 12037,8 1605,7 10068,2
2022 2466,9 11569,4 1993,2 12037,76
2023 2 962,8 17956,0 2466,9 11569,4 4 Surxondaryo viloyati Statistika boshqarmasi www.surxonstat.uz sayti
Microsoft Excel dasturining «Анализ данных» paketidan foydalanib 2- jadvaldagi ma’lumotlarning regression bog‘lanishini ko‘rib chiqamiz (3-jadval).
Regression tahlil natijalari5 й R 0,958 R-квадрат 0,917 й R-квадрат 0,910 ошибка 212,871 Регрессия 1
5539643,58
5539643,58
3 122,249
2,68616E-
498456,749
45314,2499 Итого 12
6038100,33 Y-пересечение 319,716 88,244 3,623 0,004 125,492 Переменная X 0,144 0,013 11,057 0,000 0,115 5 Muallif ishlanmasi
𝑦̂𝑡−1 instrumental o‘zgaruvchini aniqlovchi regressiya tenglamasining umumiy ko‘rinishi
𝑦̂𝑡−1 = 319,716 + 0,144 ⋅ 𝑥𝑡−1 (3)
Ushbu (3) model bo’yicha Fisherning F mezonining hisoblangan qiymati 𝐹ℎ𝑖𝑠 = 1013,663 ga teng, bu esa 𝑑𝑓1 = 𝑚 = 1 va 𝑑𝑓2 = 𝑛 − 1 − 1 = 12 erkinlik darajasida hamda, 𝛼 = 0,05 ahamiyatlilik darajasida Fisherning jadval qiymati 𝐹𝑗𝑎𝑑 = 4.75 dan katta. Shuningdek (3) modelning parametrlari bo‘yicha Styudentning t mezoni qiymatlari 𝑡𝑑0 = 2,882 hamda 𝑡𝑑1 = 10,083 ga teng, bu esa 𝛼 = 0,05 ahamiyatlilik darajasida hamda 𝑑𝑓 = 𝑛 − 𝑚 = 13 erkinlik darajasida Styudentning 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 qiymatlari6 Yillar 𝒚𝒕 𝒙𝒕 𝒚𝒕−𝟏 𝒙𝒕−𝟏 𝒚̂ 𝒕−𝟏
2010 264 655,3 - - -
2011 351,6 802,9 264 655,3 413,9
2012 413,9 980,3 351,6 802,9 435,1
2013 514,9 1371,0 413,9 980,3 460,6
2014 571,7 1509,1 514,9 1370,992 516,7
2015 699,1 1843,6 571,7 1509,144 536,6
2016 835,5 2142,4 699,1 1843,612 584,6
2017 969,8 3551,0 835,5 2142,412 627,6 6 Surxondaryo viloyati Statistika boshqarmasi www.surxonstat.uz sayti
2018 1052,1 7240,6 969,8 3551 829,9
2019 1844,7 11835,1 1052,1 7240,6 1 360,1
2020 1605,7 10068,2 1844,7 11835,07 2 020,3
2021 1993,2 12037,8 1605,7 10068,2 1 766,4
2022 2466,9 11569,4 1993,2 12037,76 2 049,4
2023 2 962,8 17956,0 2466,9 11569,4 1 982,1
4-jadvaldagi 𝑦𝑡 , 𝑥𝑡 hamda 𝑦̂𝑡−1 o‘zgaruvchilar ishtirokida (1) modelni baholadik. Buning uchun yana Microsoft excel imkoniyatlaridan foydalandik. Biroq (1) model parametrlari statistik ahamiyatga ega bo’lmadi. Shu sababli (1) modelni o’zgarmas ishtirokisiz baholadik (5-jadval).
Regression tahlil natijalari7 й R 0,990 R-квадрат 0,979 й R-квадрат 0,887 ошибка 233,097 7 Muallif ishlanmasi Регрессия 2
28341349,3
14170674,6
8 260,806
2,35521E-
597676,645
54334,2404 Итого 13 28939026 Y-пересечение 0,000 #Н/Д #Н/Д #Н/Д #Н/Д Переменная X 1 0,091 0,028 3,264 0,008 0,030 Переменная X 2 0,587 0,191 3,071 0,011 0,166
Bundan avtoregressiya tenglamamiz:
𝑦𝑡 = 0,091𝑥𝑡 + 0,587𝑦𝑡−1 (4) ko‘rinishga ega bo‘ladi. Model barcha parametrlari hamda modelning o’zi statistic ahamiyatga ega.
Shunday qilib, (4) modelga ko’ra qisqa muddatli multiplikator 𝑏0 = 0,091 ga teng, ya’ni 𝑥𝑡 - asosiy kapitalga o‘zlashtirilgan investitsiyalar hajmining 1 mlrd so‘mga ortishi 𝑦𝑡 - mahalliy byudjet daromadlarini o‘rtacha 0,091 mlrd so‘mga oshiradi. Uzoq muddatli multiplikator 𝑏 = 𝑏𝑜
1−𝑐 = 0,091
1−0,587 = 0,22072 ga teng, ya’ni 𝑥𝑡 ning 1 mlrd so‘mga oshishi esa, 𝑦𝑡 ni uzoq muddatda 0,22072 mlrd so‘mga oshiradi.
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