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QISHLOQ, O`RMON VA BALIQCHILIK XO`JALIGI TARMOG’I
YALPI QO’SHILGAN QIYMATINING SHAKLLANISHIGA
INVESTITSIYALARNING TA’SIRINI BAHOLASH
N.J. Nurmatov
Termiz davlat universiteti katta o’qituvchisi
nurmatovn@tersu.uz
Annotatsiya.
Mazkur maqolada qishloq, o`rmon va baliqchilik xo`jaligi tarmog’i
yalpi qo’shilgan qiymatining shakllanishiga investitsiyalarnng ta’siri regression tahlil
usuli orqali tadqiq etilgan. 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 ishloq, o`rmon va baliqchilik xo`jaligi tarmog’i yalpi
qo’shilgan qiymatiga investitsiyalarning ta’sirini baholash maqsadida 2010-2023
yillarga mo’ljallangan ma’lumotlar
1-jadval
Surxondaryo viloyati qishloq, o`rmon va baliqchilik xo`jaligi tarmog’i yalpi
qo’shilgan qiymati hamda investitsiyalar hajmi ko’rsatkichlari
1
Yillar
𝒚
𝒙
Yillar
𝒚
𝒙
2010
1519,7
655,3
2017
7351,3
3 551,0
2011
2819,4
802,9
2018
9169,3
7 240,6
2012
3373,7
980,3
2019
10680,8
11 835,1
1
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2013
3580,4
1 371,0
2020
11610,2
10 068,2
2014
4444,8
1 509,1
2021
13811,5
12 037,8
2015
5375,9
1 843,6
2022
15934,1
11 569,4
2016
5831,4
2 142,4
2023
19448,5
17 956,0
Investitsiyalarning qishloq, o`rmon va baliqchilik xo`jaligi tarmog’i yalpi
qo’shilgan qiymatiga qisqa va uzoq muddatli ta’sirini baholashda avtoregressiya
modellari qo’l keladi.
𝐴𝑅(1) + 𝑥
avtoregressiya modeli umumiy ko’rinishi
quyidagicha:
𝑦
𝑡
= 𝑎 + 𝑏
0
∙ 𝑥
𝑡
+ 𝑐
1
∙ 𝑦
𝑡−1
+ 𝑒
𝑡
(1)
Odatda (1) kabi model parametrlarini hisoblashda instrumental o’zgaruvchilar
usulidan foydalaniladi. Ma’lumki, instrumental o'zgaruvchilar usuli (
Instrumental
variables
) - bu modelda ishtirok etmaydigan qo'shimcha instrumental o'zgaruvchilardan
foydalanishga asoslangan regressiya modellarining parametrlarini baholash usuli
hisoblanadi
2
. Dastlab, instrumental o‘zgaruvchini baholovchi model tuzish talab etiladi.
𝑦̂
𝑡−1
= 𝑑
0
+ 𝑑
1
⋅ 𝑥
𝑡−1
(2)
(2) modelni baholash uchun natijaviy hamda omil belgilarning
𝑡 − 1
davr uchun
laglarini aniqlashimiz zarur (2-jadval).
2-jadval
Surxondaryo viloyati q qishloq, o`rmon va baliqchilik xo`jaligi tarmog’i
yalpi qo’shilgan qiymati va asosiy kapitalga o‘zlashtirilgan investitsiyalar hajmi
ko’rsatkichlarning
𝒕 − 𝟏
davrdagi qiymatlari
3
Yillar
𝒚
𝒕
𝒙
𝒕
𝒚
𝒕−𝟏
𝒙
𝒕−𝟏
2010
1519,7
655,3
-
-
2
https://ru.wikipedia.org/wiki/Метод_инструментальных_переменных
3
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2011
2819,4
802,9
1519,7
655,3
2012
3373,7
980,3
2819,4
802,9
2013
3580,4
1 371,0
3373,7
980,3
2014
4444,8
1 509,1
3580,4
1 371,0
2015
5375,9
1 843,6
4444,8
1 509,1
2016
5831,4
2 142,4
5375,9
1 843,6
2017
7351,3
3 551,0
5831,4
2 142,4
2018
9169,3
7 240,6
7351,3
3 551,0
2019
10680,8
11 835,1
9169,3
7 240,6
2020
11610,2
10 068,2
10680,8
11 835,1
2021
13811,5
12 037,8
11610,2
10 068,2
2022
15934,1
11 569,4
13811,5
12 037,8
2023
19448,5
17 956,0
15934,1
11 569,4
Gretl dasturida OLS usulidan foydalanib, 2-jadvaldagi lag ko’rsatkichlarining (2)
ko’rinishidagi chiziqli regression bog‘lanish shaklini baholaymiz (3-jadval).
3-jadval
Regression tahlil natijalari
4
Model 1: OLS, using observations 2011-2023 (T = 13)
Dependent variable: yt-1
Coefficient
Std. Error
t-ratio
p-value
4
Muallif ishlanmasi
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const
2737.82
604.913
4.526
0.0009 ***
xt-1
0.913181 0.0890842
10.25
<0.0001 ***
Mean dependent var
7346.346 S.D. dependent var
4538.483
Sum squared resid
23423142 S.E. of regression
1459.238
R-squared
0.905236 Adjusted R-squared
0.896621
F(1, 11)
105.0781 P-value(F)
5.77e-07
Log-likelihood
−112.0741 Akaike criterion
228.1481
Schwarz criterion
229.2780 Hannan-Quinn
227.9159
rho
0.343082 Durbin-Watson
1.080189
Test for normality of residual -
Null hypothesis: error is normally distributed
Test statistic: Chi-square(2) = 2.7532
with p-value = 0.252436
𝑦̂
𝑡−1
instrumental o‘zgaruvchini aniqlovchi regressiya tenglamasining
umumiy ko‘rinishi
𝑦̂
𝑡−1
= 2737,82 + 0,913181 ⋅ 𝑥
𝑡−1
(3)
Ushbu (3) model bo’yicha Fisherning F mezonining hisoblangan qiymati
𝐹
ℎ𝑖𝑠
=
105,0781
ga teng. Bu esa
𝑑𝑓
1
= 𝑚 = 1
va
𝑑𝑓
2
= 𝑛 − 𝑚 − 1 = 11
erkinlik darajasida
hamda,
𝛼 = 0,05
ahamiyatlilik darajasidagi Fisherning jadval qiymati
𝐹
𝑗𝑎𝑑
= 4.84
dan
katta. Shuningdek (3) modelning parametrlari bo‘yicha Styudentning t mezoni
qiymatlari
𝑡
𝑑
0
= 10,25
𝑡
𝑑
1
= 4,526
ga teng, bu esa
𝛼 = 0,05
ahamiyatlilik darajasi
hamda
𝑑𝑓 = 𝑛 − 𝑚 = 12
erkinlik darajasida Styudentning t mezoni jadval qiymati
𝑡
𝑗𝑎𝑑
= 2,179
dan katta. Shu sababli model statistik ahamiyatga ega hisoblanadi.
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𝑦̂
𝑡−1
instrumental o‘zgaruvchining nazariy qiymatlarini aniqlaymiz. (4-jadval).
4-jadval
Instrumental o’zgaruvchining nazariy qiymatlari
5
Yillar
𝒚
𝒕
𝒙
𝒕
𝒚
𝒕−𝟏
𝒙
𝒕−𝟏
𝒚
̂
𝒕−𝟏
2010
1519,7
655,3
-
-
-
2011
2819,4
802,9
1519,7
655,3
3336,229
2012
3373,7
980,3
2819,4
802,9
3471,014
2013
3580,4
1 371,0
3373,7
980,3
3633,012
2014
4444,8
1 509,1
3580,4
1 371,0
3989,785
2015
5375,9
1 843,6
4444,8
1 509,1
4115,943
2016
5831,4
2 142,4
5375,9
1 843,6
4421,372
2017
7351,3
3 551,0
5831,4
2 142,4
4694,23
2018
9169,3
7 240,6
7351,3
3 551,0
5980,526
2019
10680,8
11 835,1
9169,3
7 240,6
9349,797
2020
11610,2
10 068,2
10680,8
11 835,1
13545,41
2021
13811,5
12 037,8
11610,2
10 068,2
11931,91
2022
15934,1
11 569,4
13811,5
12 037,8
13730,51
2023
19448,5
17 956,0
15934,1
11 569,4
13302,77
4-jadvaldagi
𝑦
𝑡
,
𝑥
𝑡
hamda
𝑦̂
𝑡−1
o‘zgaruvchilar ishtirokida (1) modelni baholash
mumkin. Buning uchun yana Gretl imkoniyatlaridan foydalandik. Biroq tajribalarda
model parametrlari statistik ahamiyatga ega bo’lmadi. Shu sababli, o’zgarmas
qatnashmagan model turini baholashga qaror qildik (5-jadval).
5
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5-jadval
Avtoregressiya modelini baholash natijalari
6
Model 2: OLS, using observations 2011-2023 (T = 13)
Dependent variable: y
Coefficient
Std. Error
t-ratio
p-value
x
0.476001
0.210408
2.262
0.0449 **
yt1_fitted
0.736086
0.202084
3.642
0.0039 ***
Mean dependent var
8725.485 S.D. dependent var
5283.307
Sum squared resid
30154236 S.E. of regression
1655.685
Uncentered R-squared 0.977237 Centered R-squared
0.909977
F(2, 11)
236.1200 P-value(F)
9.22e-10
Log-likelihood
−113.7160 Akaike criterion
231.4319
Schwarz criterion
232.5618 Hannan-Quinn
231.1997
Rho
0.620963 Durbin-Watson
0.792156
Test for normality of residual -
Null hypothesis: error is normally distributed
Test statistic: Chi-square(2) = 2.99073
with p-value = 0.224167
3-jadvalga ko’ra avtoregressiya tenglamamiz:
𝑦
𝑡
= 0,476001𝑥
𝑡
+ 0,736086𝑦
𝑡−1
(4)
6
Muallif ishlanmasi
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ko‘rinishga ega bo‘ladi. 5-jadvaldan model parametrlari statistik ahamiyatga
egaligi, modelning o’zi esa Fisherning F mezoniga ko’ra iqtisodiy jarayonga mosligini
ko’rish mumkin. Xi-kvadrat testi natijalari (
𝑝 − 𝑞𝑖𝑦𝑚𝑎𝑡 > 0,05
) esa qoldiqlar normal
taqsimlanganligini ko’rsatmoqda.
(4) modeldan ko‘rinib turibdiki qisqa muddatli multiplikator
𝑏
0
= 0,476001
ga,
uzoq muddatli multiplikator
𝑏 =
𝑏
𝑜
1−𝑐
=
0,0476001
1−0,736086
= 1,803623
ga teng.
Xulosa qilib aytsak,
𝑥
𝑡
- asosiy kapitalga o‘zlashtirilgan investitsiyalar hajmining
1 mlrd so‘mga ortishi
𝑦
𝑡
- qishloq, o`rmon va baliqchilik xo`jaligi tarmog’i yalpi
qo’shilgan qiymatini o‘rtacha 0,476001 mlrd so‘mga oshiradi.
𝑥
𝑡
ning 1 mlrd so‘mga
oshishi,
𝑦
𝑡
ni uzoq muddatda 0,546096 mlrd so‘mga oshishiga sabab bo’ladi.
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