;4;>434<;4<

NR 415 PRACE KATEDRY EKONOMETRII I STATYSTYKI NR 16 2005

ZESZYTY NAUKOWE UNIWERSYTETU SZCZECIÑSKIEGO

/#(#.#(

(&&3@

&(&@

!-$%$>%,+/+$//(2(/!

/,(:!+$3/+$%:/+$//,6(%+4$$>%$8

$%/%(=.D+4$$>$/4!/%--+64/(=8

$>H%9$$>($>$2!-$%$>H+$6.

%$%$=$/D$$%/%$(/3/6L%$(

2-M.%$(,2($24:$/$$

H+$%$2%!/3.D+4$:+!23!

N

M 2$.$+$/(23+0$/.$!$8

-/%-$.2>23-T

.M $/%$.2>233%/(T

M 23/$H/-/%-H3$:+T

M /%$.2>233(/3///%3$.2>3H3

+$3/%:/$.3T

M /%$.2>23-!23:/23$!=3/%$>3T

0M ./+$>$ H%$(! !/,(:$ 3 / 2=2/

/%$.2>23T

,M 0$.2+$D(/%$(!/(0!2%%8

/T

'$JK

<.

-M $/$(23.(

232//!+$$/N($$$>D/%-$.2>8

23-//4($$+?46%+%.!$(8

/,$%$(!($,$$//,23%$H4$>-,$/$8

8+-%$(!H$$%!.2/%$.6$+$8

-/%-$.2>23-%2//,(:!($>D

$20$%22=($+$22(!=/%$>DL%/$8

+64/%/%$>M$/2(/3///%3$.2>8

3H4.$$($/H+$/$4%/%%$.2>23%.!=

(/./%-$.2>23-H%$(!//2:+$=38

!:+$.(%!(/H%$(-$$%/-./$0H$./$8

$/(!$47((,2%/H%+$/26!$-NV$+8

4D:$+$/$%!6!/,(:/:233/H+$$>

43+3,$:/4$?:+4:+$./,/H-(328

>$2/4$H/:>D$+/(2:H/$/%$'$8

$./2:/H0$%23T!6=/m%:2%(+2n

//22$(H/:$+$/$%$/!H>$6W

H+/+!:+$H%$(!/.!=2(/./%-$.2>238

-!$26=!3D-+64($$>$==$+$/D

$/$!2%$6+%6%$(!H0/%

.:3$./$/.!=%.4:%/!!H.:3/$

9($.=2%$6+%6!!(-%$=$8

/D/+$+$$3H@"$!+//7$(H1%$8

:,2,/.$2L>M2%$+$(,+/2:!

/=H+/+!+64($$>/%-(+22+$4!,D:$.8

3=$%%$%+%6%$(!(/$%6%238

2:%2/3=%$!/(/3%$32%2/-8

69$=,$/H(%6,$(-%/LBL%$=$D+

$%4(/.

LMMH+$%/,$(2

C

9$026($(%/(-+/+$/$-/

+$%$3%$($$%/-$/$./:-$H($(-%/8

(-H+$./=2/:>//64:/H6-/8

/-/:>N

'$JK

C

'$=>; @

;4;>434<;4<

M /.$!$,$</0$%2$H2-($(%%/8

(%H(/$2/:>//T

.M /.$!,$</0$%2$H($(-.:3-$8

/+/%$%

1=/H/:>./-/ $6L/%/M/8

23-0$%2$H($(-%/(-.:3-H$.$!

6%$/$3-+/%$%$2U64%-.4

$(/H&/:!.$,$$/0$%2$H/$.-/H:+!8

23- +64/( %/$-N 93. 4$% -$.

/$E:/// -L/L $8

(!%M$/3-($(%/(-I$(3+/%$%$,/$8

,$+//$,$<+64/(/,$4$>$,$+$($(!

%/(,$'$//,6($(!%./-/23:+!230$8

%2N

< //,64$3($(/2:($(!%/(,$L+$(2M

< :2L($/.6$MJK

< :23L($/.6$MJ"

K

< +$/-:($(!J:

Q

K

< (/.:+$$J:

N

K

< !/.$2H%L+3$$,/,/<!((/8

,/$MJ:

J

K

< 3/$J:

S

K

< $(,4$>D$!%%J:

X

K

< $:+$>D$%!23J:

G

K

< :%$!-!J:

Y

K

< $+(.!!J:

T

K

< .!$.!!J:

R

K

< +:$6%/2!2:($(J:

QH

K

< (/.:$,2H.!!J:

QQ

K

< $,6(3($(/2:L$(!%$.:.!,$/2,$MJ:

QN

K

< :%$!(-$$2J:

QJ

K

< -$($,:$.!!L,4+4MJ:

QS

K

;H6%$.$.42$//8

+!/$5$%$%/%%$$$/$>2$/$2$8

2E$36!/4$4:+$/3!(/:D/38

<.

-H!/%4$$@@@$!!(,4/%%(238

2-2$$/:$2/V/4%%W

B

3+4$$

($H+$./=2/:>//(6=H4%%>H

-=2/-($(--!-$%$>H'$(-8

/2=2/.2,4$23/H,$+$,!2

/E%2!=H@@A$!/$.$$.(/2:$>($8

%+$/$%L/-%$2$32MH=:+$=+$+8

%!($($(%/(-(+//%($(!=8

$-L.!$-H-($-M'//3/2V/4%W($8

(--!-$%$>.44.34./,$+$$8

%$-,/+$+!:/,$H$$/+4!E/.+8

%:D=/$:/$>D220$+4%$.8

%1/4$:+/:-2-($(%/(-

H//H(-@@<+/$$!!

1(%+/:-2-%

($(%/(-

H//H(-@@<

U64$N $+$4+$-/H!/:6.$-H//

B

'$JCK

;4;>434<;4<

02$$-%$%$2./$=2

/.6$/23$2($(%%/(%E$4>8

$/42-2$%+!%$H/$%

$/4!6,$4$>+$/$D$/$$+//%$(8

H+/$$/4$>$--!-$%$>

,$$>D$/46$/$-$>$-H28

-$!$/.%$=.4$!/D=%$($/$$!2

/4$/4!/$$,$2$2!/23$

!/6/02$!23'/02$$-%$

%$2$/2:+$/$$-%-

2.43>$$/$V.4:-W

;V.4:-W$$!6-%$!46=8

$>$2H22+/$/4CC[L23/3M$>

$2$$,64%//!2%!$//D.4:38

:$=$$/D26/$H!-//,6(-

+/4+/=($(!/4$$%$/+$/=$2+/=

%!/$2!230$3+/23,$L+$:+$,/!2M

$/42-%

($(%/(-

U64$N $.(/4+$-/H&/:!.$,$H//

.%'//'

011'2*344-

/'

$

$

5

*46

*4$6

*$46

*46

*46

*46

*4$6

*$46

*46

*46

*46

5

&

<.

+/=($(!+$/=$2/H+$$!/,$+$+!$(,/8

,$H%$-!2-2L/=$(!./=$M

//$.,$//2$>$2($(!%/(,$H6=8

2%G(/423,$%$(!/(,$%!

$$%$%!/3+4DN

M $/$$D/4$/4!/$$,$L/$%$0/%MT

.M +/$D$(,4$>+/4%:/3%%(3H%%(8

3$(%H,6%(%L/$%M

$%(%%%$2!-$%$>2(/$/48

!2-%

/.$!$,$L ($(%/(-M

98$#$"!-9 : 6<$"$9 #<8

/,(:!$!$$(//.6/%-$.2>23-$.!8

$($,$%$(!,2($$2+$4!=$$:$$3(%8

23/%-+/6-H!%2!/$$/8

+%&!:-/%-2/(=+$=8

($(//8(!.+$(2%$(!+$(,+$!

H%2/%-$>.!6H:+%$=!-+//

+%!!(5>(.:3$$./$/.!=%H$!!$-

$.4:%/!!$3+0%!(+(2.4:!L0%$=$8

MH.:3+$+;/H$$%$!!/$

%$(/H/%$%/+%%(/%-N :

<

+$/-($(!:

<$(,4$>D$!%%J%K:

@

<.!8

$.!!:

<+:$6%/2!2:($(:

B

<-$($,

$.!!6%$=/+D:+!23$N

AAC

A

@CC

A

"

B

C

CBC

c

B

"B

B

"C"

C

@

"@

"

"CA

@A

:

:

:

:

:

"

LM

/+%+//%-3$/H%23$3

+2:///$%+$/-($(!$H%

2$$

%(2+/:$H B/4/423/:=285=($(,4$>D

$!%$>$%$2%

++/:$H/4

%/.!H6%/2!2:($(%/2%8

$+/:$H"/4/H=%%3%%=/$,268

2+$4$=$2($(%=/2/H=%+:%>$

$HA@C/4;+%%$(!/!26=:%:/($(%+$4$8

;4;>434<;4<

=$%H.!!$%/H+4H,45D$=/3($(

%/(H.!-/H,4+/:=$HAAA/4)%

+64/

$(2($$2/%(4+$(%$!/%-H(%

$+!/H+$/$%! $B@A$%$.4:/!!+$8

//,6(-+%6/%2/4:$!%$=(23/$$

%$(!LM$$+2>22%

%$=8

4!%/DV+%W$+%$+-/.$!$,$%+/8

$.//%$>$>$-%

/:H+//($

/4)%

$C/4)%

H:2/$:=/$$./!/%8

$>2-L<C/4)%

M$(V+//$!2W/%($8

(2/L+$=2 /4)%

MH/$2$=/($(L+$8

=2C/4)%

M$>D81$4%$,$$$ @L+/8

$>/2CMH(=$$./!/,$!7+$/:/$3

$H/,$$>$.!$/46L2-H$>$-M(=

$/!D$/>D-+$/(2'/:6=28

-H$>$-$4BBC/4)%

I/..4:$-

($($4BH$4 [/-($(

98$#$"!-9 : 6<$" /#"<++-$##N+ <!#

"N8

6+/>4.!$$(2,$%$(!%$2($8

(%/(-/44=02/(=$>%:/%8

2%H+$//,6(%.!%+$$.D:H2$$-

,!+-!-$%$>$38>-+$/($$!-$%$>B,!8

+L,!+!232/H!/,(:%/-/%-M:+$$$

%2%$(!+$/23$,$$$$/%3/$2$3

L<!-$%$>D(=$2,!+<+/(=$>D$,!+M8

(/%$(%$=/+D:+!23$N

/

<

<

3

3

3

.

9

"

LM

,/N

"

< 2%

3

< +%!!(%$(!

9

3

< /%$.2>23L.!($(%/(-M

<.

.

<

L /%/$82$L+/(=$>D!-$%$>$,!+M

<M//OB

< 4($$

;/%$(%$=/+D:+!23$N

A

A

@"

"

BA

B@

A@C

BC

@

CA

AA

B"B

c

B

C

B

AA

"@

C

@

AB

CB

"B

@

.

.

.

.

:

:

:

:

:

"

LCM

98$#$"!-9 : 6<$: /."<8

/-2$$-,!+-($(+/-$/$$

/(=($%$(,2($$2+/2%!23/4$==

H=2,!+/.6.!6%$=%D+4$>D$3

-($(E+$:+$2:/%$=($>+2%$8

(!$//$>2./2(/H$!$+$!8

/+$%$3%$(!,2!$2H$=+$$D./2

0

+$%2H=2,!+!-$%$>+$$.-!/8

$+!2%$(N

@BC

"B@

CC

B"

"

B

AC

A

@CC

A

B@C

@

BBB

c

B

CB

B"

"

AB

A

"

C@

C

AB

@A

"@

"

:

:

:

:

:

:

"

LBM

@@

C

"

@"

"

@"

c

B

A"

"

@

A@

C

"

@A

:

:

:

"

L M

AB

@

AB

A

C

C

c

""

C

@

B

CC

B@

"

C

:

:

:

"

LM

BC

@A

BB

"B

"

c

B

A @

@

@

B

""

C

B"

B

B

:

:

:

"

L"M

;4;>434<;4<

;.//%$>$>$-!/-/H%$(LBM<L"M2:8

/=/H%$(!LCM2$2$/+:$>D22-

H-$=+/23! 81$4%$,$$+4+$=2$

3=2//(=$$./!/,$%$=/%!/D=$/8

%$$/4/,$//$%$3+$+:2$>/!6

D+$+!>$$,$.4:!$+$/$%!C/4)%

$/+!(/..4:-$C+$>6 $$2

C[

98:-#" : 6<"$9 #8

:+%$%+$/$-.%$=($>%/$$

%$($$%/-H%$2!-$%$>.4$+$/!8

%$(($-/,(:!.$/!232+$D(8

/3($,$/3/!22/H.!%!-$%$>$/

2,$$(6-/,$/!23,$+$D%$(!

$!-$%$>($($-/$$$,%$3,23($8

$3$(,%$2,2($$2%$=/+D:+!23$N

"

#

9

9

9

"

#

9

9

9

"

LAM

,/N

#LM < $//$>D($,/3/N

+/

2

/

,

0/

2

/

,

#

< $>D+$,$%$+//+$,%(1>

L%$!(,2($M2/:>2$>D>/%8

2$.2>2+//%$(

9$%2+%6%$(!$/$(,$%`!8$

'$D!!(3%$(!/H$/$%+%%%$=/+D:8

+!23$N

A

ACC

M

@C

"

@

C

B

B@

C

AB

B

L

A

ACC

M

@"

C

A

B

AB

@"

AA@

L

c

B

@

B

@

B

"

#

:

B

:

B

:

B

:

B

:

B

B

B

"

#

:

B

:

B

:

B

:

B

:

B

B

"

3

L@M

<.

$/4$>$-!/-H!,2,%$2

$$/4.%$($/3G%($(6+$8

4!/46-6=-,$6$>L6-,8

%-($(%/(-N$=/-H/-$+/:2M'/8

2:$,%$H$>+$,$2L=%M62>28

22$/4$>$-%

!$!/D//,$/H$/48

%2$$-2-($//,(:!$>D8

81$4%$,$$6+/$/4$>D/3(6=H%$8

=+//%//,(:!2,$/4:+$6-8

%6H$$/!$>%$(22-+$$!2=+/:8

6=$>$-H2-/%(4$/!23$8

,$+$/$%!CBB/4)%

H4%/.$/$%3+4($

+/+H6-6=$>$2H22+/$8

/423/3$>$2oE0-!/$H=8

2%$/5%$(,%$2,2+4!!

$/$$/4!$/4!/$$,$L/$%$0/%MH+//$2,$/8

$$2%$$$,/$;,/%2%(!.!=8

+2$/4!2-

9J8: 6<: +F$"@ 9## 8

1$(2+/$%$(2$/:%($,$%$(!,8

2($$2H6%(/%2/24($$,$/8

$$$,2:,/.$37$(81$2%$+$(,

+$/!H+$%2+%6!!(-$$2

%/!!$2.H0!/D%2/3/%$>D($8

$3

'$D$$3%$(!/H$%+%6!!(-%$=/8

+D:+!23$N

A

"

C

"

@C

@CC

CC

c

B

B@@

B

A

@

@@

"

"C"

BC

:

:

:

:

:

"

LM

$$,2,/.$2$H!-$%$>+/$$/8

>'$+/$.=2:4($$,$%$(!$H0

+$$!2$.=>$$,$.4:!/!!H+/+!8

($(/.$!$,$4$$$.=.4:!2$HCC,)%

'$!8

,,2,/.$$.=6=.4:/!!+%6$/H$(

;4;>434<;4<

+$$+/4$=D:$4$>D$-($(%/(8

-

98$#$"!-9"!%#!99$+?6#-$%+#!--$ #$$-

%!<#>%$#$ /%H->%$OTMANP8

5$%$(,2($2,/$(:/%2$.2>232$,

$$%/%2$>!-$%$>L&M5$%8

/6!/,(:+42$2/-/%-$>D8

$3-!-$%$>2$$-$.6($%$8

-

'$!(!2:=$>D$($(%/(-/(=($$$

$>$$%/,$%2$>!-$%$>L&M9$8

$$%$=/4$=D=/$$$%/,$%2$>8

!-$%$>+$$!2/$$>$2/($+%!

2

$H+/2:-/4$=./$=/(=$>D%:/$/48

%$>$-H&$/4$>$-.:/%4

%/42$/4&

+$%2%$32%2/-6$/%$:8

+!23$+%6%$(!N

@

B

CB

C

c

@

CB

AC

AA

>

"

LM

5D$>D$2,$/,$+$/,(:%/--($8

(!%/(,$L>

OM$4C CB/4)%

222/($(

%/(L>

OM.4B@/4)%

/(%2=2=/

223/$.$$H+$(/!

E.(

;0$>!/-($(%/(-/.$!$,$

/$/%+/$-%$(

U64$N $.(/4

,"

%&&$/*$$

5'#$* 5'#$* 5'#$* 5'#$* 5'#$* 5'#$*

.%%4(9'2)'''+

L$#'4+#'+%023#

+%$%&2X)

,&002K#%?+%$

;#$$402K#%?+%$Q

<.

Model 1

Histogram wartoœci rynkowych 1 m

2

uzyskanych z M1 [5.5]

y = 550 * 100 * normal (x; 1833,86; 140,28)

wartoϾ rynkowa 1 m

2

w z³

&

0

13

26

39

52

65

78

91

104

117

130

143

156

169

182

195

pon. 1500

(1500;1600]

(1600;1700]

(1700;1800]

(1800;1900]

(1900;2000]

(2000;2100]

(2100;2200]

(2200;2300]

pow. 2300

Model 2

Histogram wartoœci rynkowych 1 m

2

uzyskanych z modelu M2 [5.9]

y = 550 * 100 * normal (x; 1833,86; 137,872)

WartoϾ rynkowa 1 m

2

w z³

&

0

12

24

36

48

60

72

84

96

108

120

132

144

156

168

180

pon. 1500

(1500;1600]

(1600;1700]

(1700;1800]

(1800;1900]

(1900;2000]

(2000;2100]

(2100;2200]

(2200;2300]

pow. 2300

Model 3

Histogram wartoœci rynkowych uzyskanych z modeli M3 [5.12]-[5.15]

y = 550 * 100 * normal (x; 1833,86; 159,798)

WartoϾ rynkowa 1 m

2

w z³

&

0

12

24

36

48

60

72

84

96

108

120

132

144

156

168

180

2%

&5

;

?

@

;

?

@

;

?

@

;

?

9

@

;

9

?

@

;

?

@

;

?

@

;

?

@

;

?

@

;

?

@

;

?

@

;

?

@

;

?

@

2%

5

Model 4

Histogram wartoœci rynkowych 1 m

2

uzyskanych z modelu M5 [5.23]

WartoϾ rynkowa 1 m

2

w z³

&

0

7

14

21

28

35

42

49

56

63

70

77

84

91

98

105

pon.1600

(1600;1650]

(1650;1700]

(1700;1750]

(1750;1800]

(1800;1850]

(1850;1900]

(1900;1950]

(1950;2000]

(2000;2050]

(2050;2100]

pow. 2100

Model 5

Histogram wartoœci rynkowych 1 m

2

uzyskanych z M6 [5.25]

y = 550 * 100 * normal (x; 1833,86; 130,185)

wartoϾ rynkowa 1 m

2

w z³

&

0

14

28

42

56

70

84

98

112

126

140

154

168

182

196

210

pon. 1600

(1600;1700]

(1700;1800]

(1800;1900]

(1900;2000]

(2000;2100]

(2100;2200]

pow. 2200

Model 6

Histogram wartoœci rynkowych 1 m

2

uzyskanych z modelu M12 [5.54]

y = 550 * 100 * normal (x; 1833,86; 125,648)

WartoϾ rynkowa 1 m

2

w z³

&

0

15

30

45

60

75

90

105

120

135

150

165

180

195

210

225

pon. 1400

(1400;1500]

(1500;1600]

(1600;1700]

(1700;1800]

(1800;1900]

(1900;2000]

(2000;2100]

(2100;2200]

(2200;2300]

(2300;2400]

pow. 2400

C $/4$>$-%

($(%/(-!/-+$8

+/$-%$(

U64$N $+$4+$-/H!/:6.$-H//

#$6$

1(/%$($$%/23/:=$$.//%$>

$>$-H$!!$2-$2%!>8

+4!+$//,6(-/%-H,$$+$+$%$8

(/H+$$!:+!232$+-!-$%$>

;4;>434<;4<

$+--!-$%$>%:/%

/H/6/:/-+423-!/2

/$/:$$-$/$/2+$$>($2//,(:!

22(!..!!-$%$>+$/,H+$8

!/,(::(+$/!($-/6($+$/$

+423-:.:+4!-/62+4D!+!8

23,$4$$>+

C/%23!=+4:%

($(%/(-H+8

$./=2/:>//H(-@@@<$+$/-($(!$(8

,4$>D$!%%.!$.!!+:$6%/28

!2:($(-$($,$.!!L,4+4M

B'6./:/$+/,$$>$/4!$>$-L

+/4+//+$/ 9+$+$%$(!M+$$!2+$,$8

/%60$>

$ /

?.E%!(>N&>4>=2;4<;><-

;44<8'/@A

7$/5N342<;68V//$/23$W

L@M

C I-'!N>224K;422<;688

4/$02#$!%#//

Q@@'*&0

(/6--#;66/#:

9!$-%(!%E(NVp$$%-$(($-!,8

%+W_.%-%-!-..(!,

!%%-q,%%%$.(%-,.$((-$

-_0%%$.(%r!,s,$%-$L>

<.

MY$7$(!1%@"85-Y$,(($

! _(%$( _,(-( % 1$/+$ $8

$%- (!,%r Y 9 _0 - % ( !-

1$!$%-$$($,(!,%rY$,((0s-&-.8

Y$-(q, 9 %%$.(%r!, Y$% !,Y!-

-,(%-&0Y$Yt,9!$-

/!q/(--(,!q/(-_.(q!-,0s-

Z=2@<.