Professional Documents
Culture Documents
tw
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( JMulTi
)
( Eviews
JMulTi )
JMulTi
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AR VAR
( Eviews )
ii
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Contents
Chapter 1
(stationarity) 3
()3
1.1
4
1.1.1 4
1.1.2 11
1.1.3 12
1.2
29
1.2.1 29
1.2.2 31
1.2.3 Excel 45
1.3
64
1.3.1 ()67
1.3.2 68
1.3.3 71
1.4
Chapter 2
JMulTi 72
2.1
78
2.2
112
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77
2.3
127
2.3.1 (dummy variable)129
2.3.2 140
Chapter 3
3.1
149
150
3.1.1 150
3.1.2 151
3.2
vs. 154
3.2.1 (OLS)154
3.2.2 JMulTi OLS 158
3.2.3 161
3.2.4 AR(1) 172
3.3
JMulTi
JB ARCH-LM174
3.3.1 MA(q)AR(P) 178
3.3.2 179
3.3.3 181
3.3.4 ARCH-LM ARCH(q) 182
ii
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Chapter 4
MAARARIMA
4.1
185
ARIMA 186
4.1.1 ARIMA(p,d,q) vs. GARCH(p,q)186
4.1.2 ARIMA 187
4.1.3 ARIMA 188
4.2
(MA) 189
4.2.1 MA(1) 192
4.2.2 MA(2) 195
4.2.3 MA(q)197
4.2.4 JMulTi MA(q) 199
4.2.5 Eviews 210
4.2.6 Eviews MA(q) 211
4.3
(AR) 216
4.3.1 AR(1) 219
4.3.2 AR(2) 225
4.3.3 JMulTi AR(p) 229
4.3.4 Eviews AR(p) 241
4.4
ARIMA 245
4.4.1 ARIMA(p,q) 245
4.4.2 JMulTi ARIMA(p,d,q) 249
4.4.2 JMulTi ARIMA 254
4.4.3 Eviews ARIMA(p,q) 257
4.4.4 JMulTi (income) 261
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iii
4.5
Chapter 5
ARCH-GARCH MGARCH
5.1
279
ARCH282
5.1.1 283
5.1.2 ARCH-GARCH 288
5.1.3 ARCH 291
5.2
GARCH 297
5.3
GARCH 302
5.4
5.5
MGARCH 315
5.5.1 MGARCH 315
5.5.2 GARCH (1,1)BEKK 318
5.6
iv
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Chapter 6
VAR
6.1
335
337
6.1.1 337
6.1.2 VARVECM 342
6.2
(VAR) 347
6.2.1 VAR 349
6.2.2 VAR VECM 357
6.3
VAR 367
6.3.1 368
6.3.2 371
6.3.3 376
6.4
382
6.4.1 Chow 384
6.4.2 CUSUM 386
6.4.3 (TAR) 388
6.5
Chapter 7
JMulTi VAR397
SVAR 432
7.1.1 Structural VAR (SVAR) VAR 435
7.1.2 SVAR 437
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7.2
Chapter 8
VECM
8.1
459
VECM460
8.1.1 VECM 460
8.1.2 461
8.2
(VECM)463
8.2.1 (ECM) (VECM)
463
8.2.2 464
8.3
8.4
VECM 1471
8.5
VECM 2
476
8.6
vi
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Chapter 9
STRSTVR
9.1
523
(STR)524
9.1.1 529
9.1.2 (STR)543
9.1.3 STR (linearity test)552
9.1.4 STRSTAR 555
9.2
9.3
(STAR)566
9.3.1 STAR 569
9.3.2 STAR 570
9.3.3 TV-STAR 573
9.3.4 TV-STAR 574
9.3.5 STAR TV-STAR 577
9.3.6 580
9.4
9.5
598
598
Chapter 10
611
10.1 612
10.1.1614
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vii
10.1.2615
10.1.3621
10.1.4624
10.1.5626
Chapter 11
663
11.1 667
11.1.1669
11.1.2670
11.1.3 (VECM)679
11.1.4680
References
viii
707
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Chapter
(stationarity)
()
1.1
1.1.1
1.1.2
1.1.3
1.2
1.2.1
1.2.2
1.2.3Excel
1.3
1.3.1 ()
1.3.2
1.3.3
1.4 JmulTi
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(Econometrics)
()
1970 1980
2000
(James Heckman) (Daniel
McFadden)
2000 Heckman McFadden
(CRB
)
1970
-
(
)
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Chapter 1
(stationarity)
(GDP
)
ARCH ()
-
ARCH
ARCH
()
()
(OLS)
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(02)2705-5066
19501960
1.1
1.1.1
1.
a, b ,c (constant) (coefficient)f, g,
h i, j, k x, y, z X, Y, Z
2. X X X 8 = 8 X mn
r
X (determinant) m n
()
X
X
0.3A
r 0.1
det(A) A
X =
0.2
n
0.4
X%
()
X% = X + X + X
1
X
4
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(Y Y )2
(02)2705-5066 i=1
Chapter 1
17
19
8 =
8
r
8 =
88 = 8
3. X (bar)
X
Xi 8 = 8
r
r
r
m1 (vector) mayrix
4. X8 0.3
X
X
X
X X m 1
=
8
8 =88 =8
8 = 8
rr
0.3
0.3 0.3Xr =
r
r
0.1
X
= 8
X X8X= 8
X8 = 8
X
r 0.1
r 0.1 X0.2X
r 80.1
r
r
r
0.3
X = X =
X = X
8 = 8X
0.3X
8
=
8
X
X
0.4 0.3
X
0.2 0.28 = 80.3
0.2
r
0.1
r r%r0.1
r 0.3
0.1
Xr
X 0.3
X
=
X
X Xr = 0.1 0.3
X
0.4
0.4
X = X =0.2
0.4
0.1
0.20.2
0.2
r
r 0.1
r 0.3
0.3
X% = X0.3
X 2+ X 3
0.4
X%
X%
X%X = 0.1
1 +
=
X
=
X
0.1
0.1
0.40.4
0.4 0.2
0.2
0.2
r
r
0.1
%
+ X
X% = XX%1 += XX21 + X
X 32=X
X =
X = X = X 1 + X 2 + X 3 %
X%3X%
5. X%n
(fuzy
number)
0.2
X (,
0.4
0.2
0.4
0.4
0.2
X
X
X
2
%%=(YX Y+ )X
+
X
X
%
%
1 )(4,
2 + X
3
0.4
+X
+ XX
+ X3
X =,
XX0.4
X 1 +X%X 2
X% (3, 4,X7,= 9)
X%6)
1=
12 +
23
3 5,
0.4
n
n
n
i =
1
2
2
2
% X + X + X % X
(Y
Y(Y) Y
) X
(XYY(
YXY)X
(Y
Yi=+XY
1
n
n
n ( X X )(Y Y )
i =1 i =1
i =1
N X X=
X
6.X=X
(head)
YbXa
YX Y
X) 2 Y
)2
b
(Y Y ) 2
Y
Y
(
Y
Y
Y
X
.
Y
XY
n
n
XY XY NYn YNX 2
((
)
Y
X
n
(
)
X
X
(XX)(Y iX
X
Y Y) Y2 )
i =1
i =1 ( X X )(Y Y )
=1 )(
N
Y ) (Yi Y
=
bY . X =bY . X =
bYY. X ) 2=
) 2 (Y
(Y
(2Y =Y2) 2 =
XY
Y2Y
2
N
X
X
( iX=1()
Y 2 ( X )
Y
X )XY
=Y
iX
(X
)1 X ) ( X i=X1 )(Y Yi=)1
X
( XX XY)2
(
XY
XY
XY
N
X 2 Xb2 YN
(XXY)(
(X
N
n
YXYX))(YYY)2 YY )N
(=
X(X
X)(
NY
N X =
Y
2
=2
=
= X Y
bY . X =bY.YX. X==N (Y YN
bY .N
X
(
2X ) 2
2
(
X
)
2X ) COV
2 X i Yi
XY
XY
2
XY
i
N
N
Cross 2(XProduct
(
()(
)Y XX)(
) YN)(X
(X)(
) YX))(Y
X
(XX) YX )
(
( XY
Y )
1 X
Y
Y)
2 (XX
X2
1 ( X i
=1 X )(
N
=1 X
N = 2i=xy
= iX
=Y =Y Y)
Y=2X()
X
Y( X i X )(bYYN
XX
=
=
bY . XX=
bN
2 X iYi =
i
X
.
XY
Y
X
.
2
2
2
SS
S
2
) Yi=X
X X
X
COV
XN
YX)iY=1) Product
Product
Product
CrossCross
x (XY
(XX))(Y NY)2
=((COV
()(
XY X N 1NNNX= 1N
X XX) )COV
xy
(X
X=)(Cross
1N (
X
2 (X
N 1xy)YY))=
b2Y=2
=N N=X
=
= b = = N = N Nb
=
=
X 2
. XX=)(Y
(
X
Y
X
N
=
Y .X 2 =
2 bY
2
2
2
i
i
N
2
X
.
2SS
x)(
1(Y
)(
XSX
YY2)) Y )
2X)
2 X)
2
SS XY . XSS X
iX=(1X
( X
(=X
)N2(XS(X
(2X X ) N ( X Sx X
(
X
xN
X ( X X(N
(
)
X
1
i
(
)
X
)
X
X
(
)
)
X
)
X
X
COV
2 i
Cross
Product
2
i
(
)(
)
X
Y
X
Y
Y
N
xy
1
N
)
2X
2 i
Y . X = SS SS
X
x
N
N
N
SS
S
S
SS
(
(
)
)
(X
X
X
X
X
1
i
=
'
X
COV
X
X
x
( XProduct
Cross
Cross
Product
)(Product
Cross
a = Y a=bX
Y bX
xy X )(Y
Xx a)(
Y
1
=
1 YNY=)bX
Y )X N
(YX)i =
Y
(
) 2X XN
X
X () 2X N
=
=
=
=
=
=
i(
1
N
2
2
2
2
Product
1XNi=1 1
N
COV
2
SS
SS
i =1 CrossNSS
S
(
)
X
X
+ 3 Product
(
)
X
COV
xy
'
X' X' Y=X
X
COV
X
X
1
N
Cross
Product
x
Cross
( X==i X 2)(Yai N= YY)1 bX = 2 xy
=1bXX i = =N N 1
== = xy
a == aYa==YbX
YibX
2 ( X X ) 2i =12
2
2
SS
NSx 1
1
N
SS
X
S
=
+ 3 S x ( X X )COV
Y = XY2 =+ 3X 2 +Y3' = dyX=' 2SS
Y
X
(NX X ) Cross Prx oduct X
XX
xy
1
N
' X'
'
Xdx
X
=
=
=
a = NY bX N 1a = Y 2bX
a = Y bX
dy dy
Y ) N 1 dy
N (X1i X )(Yi SS
=2=+
+
XX32 0.1
X
2 3
=2(XX XY )=2 X 2 + 3 S x
Y ' = Y ' = 2 X = Y2 X=YXY0.2
Y'=
1
i
=
0.2
0.5
0.3
+
0.4
3
=
a
Y
bX
X' i
X'
X'
=
a
Y
bX
dx dx a = Y bX
dx
i =1
Cross Product
dydy
dy
0.1 N0.2 1 0.7 = COVxy
2
2
2
=
=
=
4
'
X
=
0.5
0.2
0.
X
dy
X= 'X0.5
==2 2XX0.2 Y
0.2
0.5
0.3+3 0.3
= X 0.1
0.1Y '0.4
0.1
3 0.5 0.3
Y0.2
N
0.2 0.2
N+ 310.4
' '=' 0.4
X '
=YXY
==dx2X
Y ' = Y == 2XX +0.2
SS X
S x2
2
2
(
)
X
dx
dx
dx
0.3
0.7
0.2
0.4
0.4
0.2
2
i
2
= Xdy
+ 3 0.7
43X ' = X0.1
' = Y 0.2
0.1
0.2
0.7
X 'dy
= 0.1 0.2 0.7
0.5= 0.5
0.2 Y0.2
0.=4X
X = X
dy0.2 0.4
a = Y 0.5
bX
Y =0.3
X + 3X = Y 0.5
0.+0.2
2iX
1 0.2
=
0.1
0.4
=
=
=
'
2
'
20.4
X
Y
X
=
=
'
Y
0.5
0.5
0.3
0.1
0.4
0.1=0.4
0.2
0.4
dydx
0.2
0.4 0.2 0
0.3 0.3
0.2
0.3 dx0.7 0.2 0.2 dx
0.3
0.2
0.1
0.4 0.3
0.7 0.7
0.2dy
0.2
0.40.5
0.4
0.20.2
0.2
0.20.1
0.4
1
N
dy
=
4
'
0.1
0.2
0.7
X
=
0.5
0.2
0.
X
=
=
'
2
Y
X
=
=
'
2
Y
X
YX2' = X0.5==20.5
X
0.10.2
' =X0.1
0.7
0.2 0.5 0.2
X0.2
' 0.1
= 0.1
0.2
0.2
0.7
40.2
X
' = 0.3
0
0.2
0.40.2
0.40.7
0.5
0.2
0.
X = 0.4
0.5
0.1
0.2
0.1
0.4
0.3
0.4
dx
X
=
X
'
X
=
0.5
0.2
0.4
a
=
Y
bX
dx
0.2
0.2
0.5
0.5
0.3
0.3
0.2
0.2
0.1
0.4
0.1
0.4
0.2
0.5
0.3
0.2
0.1
0.4
dx 0.3 0.7
0.2
0.4
0.4 0.2
5
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0.3 0.3
0.20.2
0.2
0.4
0.4
0.3
0.40.2 0.7
0
0.7
0.7
0.4
0.2
0.2' =0.2
0.2
0.4
0.10.20.2
0.7
2
40.7
' =0.2
0.5
0.
0.2
X0.2
X
0.7
0.2
0.4 0.4
0.4
0.2
0.3
0.7
0.2 X
0.3
0.1
0.4
0.2
0.5
0.3
0.1
0.4
0.2
0.2
0.1
0.2 0.2
X 2 = XX 2' X
0.1= 0.2
0.1
0.7
0.5
0.2=(02)2705-5066
0.40.1
0.4 0.4
X
'=X0.3
0.2 0.4
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= ' X
0.7
X0.5
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=
X 0.5
=0.5
0.5
X
0.5
X0.1
0.2
0.5
0.3
0.2
0.1
0.4
0.1
0.5
X =0.5
0.2
0.2
0.3
0.2
0.1
0.4
4 0.1
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= 0.1
0.
0.3
0.2 0.2
X0.7
0.3
0.20.2
0.4
0.2
0.2
0.2
0.7
0.2
0
0.2
0.4
0.2
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0.4 0.7
X =X0.4
0.4
40.5
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0.1
0.7
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0.2
X =0.4
0.4
0.
0.4
0.3
0.7
0.2
0.2
0.3
0.3
0.7
0.2
0.2
0.30.7
0.70.20.3
0.2
X0.5
0.2
0.4
2 0.5 0.4
i =1
XX i ) i=1
X( X i X ) Y Y
% = X + NX +2X (Y
X
XY Y
1
2
3
1
1
i
i
=
=
Y
Y
Xi
XY
XYX
( X X )(Y Y )
0.3Y X Y
XY
2
N
XY
i =1
X
(Y Y )
Y ) Y )
( XXY)(YX )(
XX
(
XY
N
X
Y
N
r
0.1 N
bXY .
Y. X b(=YX. X =X )(Y Y )2 =N
=
=
X b=
N
XY
2
Y
2
2
XYn N
Y) )X ) (
2 ( 2X X )(Y
bYX
(X2(X
) =
X )(
YXY )(
XY
X N(
. X = ( X
XX () XX=)
X)
Y)=(X
2 ) 2)(
0.2 2 ( X(i
X ) 2YiN Y )
X
X
(Y Y ) 2 2 =
(
X2( X
X
bY . X =
bXY . X
2
=
=
b
2
1
i
=
X
N N2 N 2 ( X )
Y .
(
X)
(XX X ) ( X ) 2
i =12
(X X )
COV
0.4
2 N 1
X Cross Pr oduct
xy ( X X ) X
X
Y
X
=
= N
=
X (
YX
Y
N
2
Y ) Y )
)(Y
XX ()(X
X ))(
(
N
XY N ( X XY)(Y Y )N SS X X%
2 ( X XS)(
xY Y)
COVX
(
)
X
X
Cross
Product
COV
xy )(
Cross
Cross
Product
Product
1
N
(
)(
)
X
X
Y
Y
Yxy Y
=
xy
1
1= ( X=COV
N N
X
YCross iProduct
=
=COV
2
(
)(
)
X
X
Y
Y
2
xy =
=
=
=
=1
1
N
2 = 2
%
2
(
)
X
(
)
X
X
2
XY
=
+
+
X
X
X
X
2
2
=
=
SS
S
COV
(
)
X
X
1
2
3
Cross Product N
Product
( X
Y Y )xy
2 COV
SS SS Cross
S 1x S x
x
( X ( XX=) X ) N
1SS
N
NXProduct
)(
X N
xy
( X XNX) 2 1X =X S=x
=bY . X =
=
=1 2 =
X2
= = Cross
2
2
2
2
X
SS
S
1
N
SS
2
) ( XSS X ) x
( X ) ( X X
1 1 ( X X )
X N N
S
a = YX X 2bX
(
)
X
X
X
x
1
N
( X X )(Y Y ) N =n N 1 2
a =Y
N 1
a =Y
abX=YbX
1
N bX
a
Y (Y bX
Y)
COV
ross Product
xy
1
N
'
X
a =cross-prodluct
Y bX2
=
a
Y
bX
=
=
i =1
X' X'
X bX
X )(Y Y )
'a =( Y
X
SS X
S x2
(X X )
2
COV
Cross Product
7. X ' (prime)(1)
Y = YX=Y+X
xy 3
Y
N 1
=2 +X32 + 3 X '
=
Y ==X 2 +X3'
N 21=
2
2
SS X
S x dy dy Y = X 2 + 3
( X XX
)
Y =
X +3
=
+ 3 Y Y ' =Ydy
Y XY
X2
dy
=
bY . X = dx dy
= 2X
Y'=
= 2X
2Y ' =
=(
2 XX ) 2
Y'=
0.5
0.30.5
a = Y bX
0.2
0.4dx
0.3 0.3
)0.4
X0.1
X0.1
dx
0.5
0.1
(0.2
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+
+
+
+
+
=
=
X
X
X
X
X
X
X
X
M
M
L
L
n
n
dt
dt
dt
dt
=
+
+
+
=
X
X
X
X
L
n
d
x
i
i
N
N
1
1
1
1
X
X
=
X
=
X
X
X
M
=
X
L
X
X
M
=
X
i
dx
dx dx
n
dxdx
N
1
dIi dt1 (dot)
2 dI
3 ndI
3 dt1 i
n
in=1n ni 2
d I
dt
dtdIi dtdI
X
i =1 dt
i =(differential)
1
n
x
2 14.
i =1
i =1
XXi dt 2 t
i =1 X
dX2 x
i =1 X n XX X
,
X
X
X
n, X i2=,1 X 3 , L
d
x
2
2
2
i
N
1
dt
dt X ddtdtdxdtx Xn n dt d x dt dtdt dt
dt 2
n
M = i =1
i =1 + L + XXdI
X
=
+
X
X
X
2 2
2 X X dx
dx
dI
2
X
i
2
i
N
1
1
2
2
X
X i X i v
dt
2xX
2
d 2x
Xv
Xi
X
d x dt d x
ddt
d2
n Xn I d I
dx2 xX
i =1
idt
=1
dt
X
X
i
i
=
1
=
1
X
2
2
2
2
dt
dt
dt
dt
i =1
X d I
2
Xi
d x
2 I2 dn n x
dt 2
dt 2
dd
dt 2
dt
dt22 2n 2
dI 2 I 2 d 2 xd 2dx22 xdnn2nI n
d 2x
2
nX dt
X dt
n
i
=
1
t
x
2
d
x
X
X
X
X
X dt
2
XL
=L X
M=n
Xi
+x 2X
+XXX1N X 22 XM
X2ixi= M
Xddt
2 22x
dt
1 n2+X
X
dt
XddX2X
2Ix
XdX
L
=
=
Xii i==
d 2X
I i X=i X=1 X
d22 23I2L
X
X 2 X33 L nXnn M = n
Xi
dI22
I XdnX
d n
xi=
n2d
i 1 dt
dt1 M
dt
dt
21 2 2 3dt dt
1
i =1
i =i1=1
X
X
Xi=X1
dt
dt
X
22
2
2
i =1
2 2 2 dt 2
2 2 2i =i1=1 i =1
dti=21 t
dt
dt
dt
dt
n dt
n
n
dt
dt
dt
2
dx d 2 x d 2 I
dI
d 2 IdIX
dx dx
dI
dI
X X di x
Xi 3 dx
L X n M = n
1
2
X
XX
X X
Xi =X X
X
X
(
)
2
2
2
2
dt
i =1
i =1
1 dt dt
dt i=dt
dt
dt
dt
dt dt
dt
dt
n
n
d 22x
dx
dI
d 2 xd 2 x
d
x
X
X 2 2 X 3XXL
X i = X1 X
X n tM
= n Xi
15. 2
X X (double dot)
dt 2
dt
dt
dt dt 2
i =1
i =1
dt
2
2 2
d
d 22x
d 2dx2 Id 2Idx
2I
d
x
d
x
dI
d
I
d x
X
t
X
X X
X
2 2 2
X
dt 22
dt 22
dtdt
dt dt
dt 2dt 2
dt
dt
dt
()
d 2I
d 2x
d
x
X
X
2
dt125
dt 2
x t
dt 2
d 2I
d 2x
x
( 2 )
X
2
dt
dt
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(02)2705-5066
()Xt
22
2 dd I I
d
I
a
X
a
a
X a
It
d222IIt
a
X a
d 22IIt
dt
dt
a
X
a
It
a
dt 2
d 2 x X a dtdt 2 It
()Xt
()Xt
()Xt
(
)
()Xt
()Xt
dt 2
22
2 dd xx
1- 1
d
x
2
(
)
(
d2 2x )
)
(
d 22xdt
dt
(
)
dt
(
)
2
dy
d2y
2 dt y
11
dt
11
1-
1
1-1
1- 1
22
1-
1
dx 2
dy
dy dx
2 dd yy
y yy
dy
d y 2
y
dy
2
2
d 2 y dd2dy22Iy d 2 2y
ydy dy
RI
ydy dy
dx
ddI
yd dx
dx dy
2 dx
y
dx 2
2
2
2
dy
dx
dxdx
2 dx
22
dx
dx 2dxddxydx dx
dx
dx
2
RI
dI
RI
dI
dx
2 dd I I
dt
RI
dI dt dI dx 2 V
d 2I d 2I
2
V d 2 Idd 2 2II dI
dI
V dx
RI
I dI
RI
dI
V
dI
d
2 2I
=
I
=
I
dt
2
=
I
d 2Idtdt I
dt
= V dt
V
VI
dt 2 dt 2
R dt 2 dt
R( I =
dt dI R
dt 2 2 ddt
2 dt
R
dt
)
=
)
(I
dt
dt
VVV R
dt
dt
2
dt
dx2 dx
d 2x d 2x
V
I I=
ddt
x
R
= V)
)
dx dx
d 2 x
( I =( (
)
2
2 2 dx
V =RR )
2
dt 2 dt 2
dt
dt 2 dt ddt x dt
( I = (RI )
dy dy
d yddt y
2
R Rdx dx
dx2 dx
d 2x d 2x
dx2 dt
d 2 xd x dt
dx 2 dx
2
dt 2 dt 2
dx
ddt
x
22 2 2
dt
dt
dt
dt
dt
V
dI
d
I
V
dI
d
I
=
I
I=
2 2
dt
dt
X
X
R R
dt
dt X
X
X
dt
dt
X
2
X
X
/
F
/
F
dx
/
F
dxdx d X2 y d 2 y 2ddy2 xdd 22xxddX 2x2x d 2 x
/
dx dx
/F
F
dx
2
2 dy
d y
/
F
dx
2dy=d0
d
y
dy
d
y
dy
2x = 0
/
F
xM
++
+2 cy
a ++ b dt
xM
22xdt
db cy
+db2dt
cy
2 2 dt
+ 2b
+dx
=dt
a + a +2 dx
cy+dt
0 =dt0 dxa2 d+ 2dx
dt
xM
x
M
dt
dy
y 2 dxdx
xM
y
dy
dt
dx
dt
2
dt 2
xM
xM
dx dxa +dx dx+
dt
b
2 2dt
2 +2 cy = 0
2
2
(F=xM)
2
(F=xM)
2
2
dt
dy dy
ddx yddx2 y dI dx dx d x
(FxM)
F
dx
V
ddtx d
(F=xM)
dx
dI x d 2 x
(F=xM)
dx dx I = dx
d 2 x2d x2 dx
(F=xM)
2
2 2
2
2
(F=xM)
F
F
dx dx y
dx2 dx
dt
dt
2 2 dtddtdI
dt
dt dtdtd2 I dt 2
dxIR= V
x dt
F
dt
dt
dt
dt
dy
d
y
2
F
F
2
V V dt
dI
d Id2 I d 2dy
dI
F
y
R
dxd 2dt
x dt 2 dy
y
y d2y X
y
X X
I 2=yId =2dx
y
dydx 2 dt
X2
d
dy
2
2
2
y
2
R 2R 2
dt
dt Fdtdy
F
y
F
dxdx
dx 2 dt dt 2 dtdxd x dx
dxdI
dx 2 ddx2 yd 2Vdy ydyF
dx
dy
d
I
2
2
2
2
F
2
dx
d
x
+
=
a +a +
b
cy
0
dx
d
x
+
+
=
b
cy
0
dx
dt
d
x
dt
I 2=+dx
F
F
dx
2
dx
dI
d 2I d 2I
dI
2
2dF
F
I
dIdtdxdI
d dt
dx
dx
dx
dx
dx
R
V
IR
V
=
=
2F
2 I V2 = 2 2V =
V
IR
V=
=
=dx
V =VIR= IR
Vdt=V
=V
dt
dt=22 dtF
dt dxdI
Vdtdx
x I2 d
2d d
dt
dt 2 dt 2
2
F
dtd2 2xx
2dtdt
dt
dt
dt
dt
dx dx V = IR
d
x
d
x
dx
d
x
V
V
=
=
F
dx
2 d
dt
2 x
dx2 dx
xd 2 x
dy
d 2 dy 2
dtdt
dt
d222x
2X
dt dtdt2dtX dt
d 22xdt
dt dt
dt
dt
2
2 2
2
dt
dt
dt
dt
dt
dt
dx
dx
2
dt X
d
x
2
2
2
2 X
2 dt
x
dy
d
y
d
y
dy
d
y
dy
dx
d
x
x
x a +
dt d 2 I
+ b
+
=
cy
0
V
dI
2
2
X
v
X
2
2 X
X v
X X
X
Xdt
=dx
IdxX
x
x
dy2
ddty
dx dx
dx 2 dX2 yv
dy
dx
dt
2
+X
+2 cy2 = 0
b Rv
X
dt
dt
2 a + X 2 v
X
ddx2 yddx
y dy dx
dy
dI dI
d2 I
d x
dxdx
2
d 2I
x
+2b + b
+=2 IR
aIR
Va +=V
+ cy+ =V
cy0==V0X= 2 2
dxV =V X2=2 2
d x
Vdt 2 dx
dI
ddt I dt
dx dx
dx dx
X v
X
dt dt d x
I = d2 y
dt
dt 2
dy 2 dt2
2
2
R
dt
dx
d
x
dx
d
x
d
y
dt
dy
dt
+
+
+
=
0
a
b
cy
dx
d 2x
dx
d2dd2222y2yydydx dy
2
2
dy
dx
d
x
dt dtd 2dx
dt 2+cy=0
dt
y
dx
dy
a
+b
a
+b
+cy=0
d 222ydy dx
dy d 2 x
dt
dt 2
a
+b
+cy=0
2
2
2dx
2
d 22ydx
dx
dx
dt
dt
d
y
dy
d
y
dy
a
+b
+cy=0
dx
dx
dI
d
I
dx IR dx
a
2 =
dt V 2= +b
dtV
2 V =
dx 2dx +cy=0
dx
2 2 X
X
dx
d
x
dx 2 dx 2dx
dx
dx
dt
dt
dI
d
I
2
V= 2
d 2 y dV =yIR
dy V =
dy
dt
dI
d 22Id 2 I
d 2dt
y dI dy dt
dt
2
M
a
+b
+cy=0
V =VIR=
V
V
=
=
=+ b
+ cy = 0 V=2 2
a + V2 dx
dxIR
2
dt
dt
dt
dt
dx
dx
M
M
dx
dx X dI
X
M
d 2I
M
dx
d2x V = 2
V
IR
V=
=
M
2
d y
dy
dt
+
+dx
a + 2
b
cy = 0 dt
dx
dt
dt 2
dx
dx
dx dx
2
ddt
y 2
dy
dx dt
dx
d x
dt
2
dt
dx
dx
M
dt dt
dt22 2
2
d
x
dI
d 2I
d
x
d= 2IR
xdy 2
V
V
V
=
=
d2y
d2 2x
dt
dt 2
d 2xdx
dt
dt
dx
dx 2
dt
2
dt 2 dtdI
d
I
x
x
dt V =
V = IR
V= 2
x
x
dt
dt
x
d 2 x
F
F
F
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dt 2
F
(02)2705-5066
x
Chapter 1
d2 y
dx 2
V
dI
I=
1-1 ()
dy
d 2 yR
dt
dx
dx 2
dx
/
V
dI
d 2I
dt
I=
R
dt
dt 2
dx
dx
d 2x
dt
2
dt
dt
X2
dx 2
d x
d y
dy
+ cy = dt
adt+ 2 + b
02
dx
dx
X
dx
dX2 x
d2y
dy
dt
dt 2
15
+ cy = 02
a+ 2 +b
dx
dx
d y
dy
10
ddx2 2x
dx
Y(nT)
dx
5
2
dt
dt
dI
0
V = IR
V=
2
2
2
2
dy
dy
d
dy
y
d
y
d
y
d
y
dy
dt
22 24
X(nT)*
5 0 2 4 6 8 10 12 14 16 18 20
2 dx 2
dx
dx
dx
dx2
dx 2 dx
dx
10
2
V
V
dI V
dI
ddI2 I
d 2I
dId I
d2
I=
I=
I=
15
V = IR 2
V=
V=
2
2
R
R
dt R
dt
dt
dt
dt
dtdt
dt
2
2
dx
dx
ddxx
d x
d 2x
dt
dt
dt 2
dt 2
dt 2
2
dx
dx
ddx
x
d 2x
d 2x
2
2
dt
dt
dt
dt
dt 2
dy
dx
XX
d2y
dyd 2 y
dy d 2 y
dy
+
+
+
+
=
+ + cy
+=b0
+ cy = 0
b
a
cy
b
a
0
2
2
2
dx
dx dx
dx dx
dx
2
dx
dx
ddx
x
d2x
d2x
dt
dt
dtdt2
dt 2
dt 2
2
2
2
d y
d y
dy
d y
dy
dy
2
2
2
dx
dx
dxdx
dx
dx
2
dI
ddI2 I
I
VdI
Vd
V = IR V = IR
VV== IR V =
VV == 2 V = 2
dt
dt
dt
dt
dt
a+
V
I
V=
d 2I
dt 2
aybycy
16.
f ( x)dx
f ( x)dx
X Y
X = X
f ( x)dx (integration) f(x) X X
j
X j = X j X j 1
Yf(x)2x3
X j = X j X j 1
f
x
df
dx
j 1
(2 x + 3)dx = ( x
0
2
( x28
3x) = (16 + 12) (0) = 28
+ 3)dx(0)
==
+
(2+x12)
(2 x + 3)dx = ( x + 3x) = (16
0
f
2
x
f
df f dx f dy f dz
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x
= + +
(02)2705-5066
dt x at y at z at
df
f
dx
f
dy
f
dz
f dy f dz
= + +
()/2
(311)4/2
28
1-1
17. X (Delta) X X
f ( x)dxtXtXt1X N
X j = X j f (Xx)j dx
X(50,51,51,50,48,53,54,52)
X(.,1,0,-1,-2,5,1,-2)
1
ff (( xx))dx
dx f ( x)dx
f ( x)dx
4
4
( auto-regression
X j = XX
X=
j X
= jX1 j X j 1
j =
j
(2
x j+=3)
dx
( xXj21+
3xX) j 1 = (16 + 12) (0) = 28
j X
X j = X j X j
X
X
X
X
X
=
f
(
x
)
dx
1
j
j
j
1
j
4
( x)dx
0
f
4
ARIMA
(VAR)
4
0
4 )
4
4 4
4
4
2
4dx
24
4 = (16 + 12)
2
X
X
X
(2
x
3)
(
x
3
x
)
(0)
28
+
=
+
=
(2
x
3)
dx
(
x
3
x
)
(16
+
=
+
=
+ 12) (0) = 28
2 j
2
j
j3)
=
12dx
(2
x
(
x
3
x
)
(16
12)
(0)
28
+
=
+
=
+
=
X
X
X
f (2x(0)
0 j=
1=(16
x0 (2+x3+x)3)
28 +012)
28= ( x + 3x) = (16 +
= (j x+ 12)
+ 3j x)(0)
+ 3)=dx
0 0dx= (16
0 12) (0) = 28
0 (2 x + 3)dx = (VECM
0
04
0
4
4
0
x0 4
f(2 x + 3)
(xx+2 3)
x)= (=x 2(16
28
=differential)f
+ 3dx
+x12)
(0)+=f 12)
fdx (2
3
+
18. f (partial
f
0
df) 0f =(16
f dx f(0) =dy28 f dz t
0x
= x + +
x 0
x
fx
dtx x at y at z at
df
f
dx
f
dy
f
dz
dx f dy f dz
f dz
f f dy
f dz df dxf
z)xx(t)yy(t)zz(t)
df f dx
f ff(x,
= dy
dy
df
dz
f dfy,dx
f dx
f dy
f dz
+
+
=f +
+ +
z
+dfdf = f =
= + dtx = x + at
+
+
+y at z at
y
at
at
x
dt
x
at
dt
x
at
y
at
z
at
dty at
dt x at df
x atz at
y at fz dz
atdtdt x at y at z at
df + ff dy
dx + f dy
f dz
df = f df dx
=
+ dxdff dy f dz
df
df
fdf
dt
x
at
y
at
z
at
dt
x
at
y
at
at
z +dt
+
dt
dt
dt
dt
dt dt y dt z dt
x
df
f dx f df
f dx
dy f f dy
dz f dz
f dx 2 f dy f dz
f dx f dy
fdxdz+ f dy
+ f dz
dtf
f dx
f dy+ f dz+
+
+x dt +x dt
y dtdt ++yz dtdt + z dt f ( x1 ,x2 ) =+x x1 dtx2 +y dt z dt
x dt y dtfx zdx
x dt y dt z dt
dtdt fy dy
dt 2 fz dz
dt
f dy
f fdz( x , x ) f ( x , x ) =2 xf x=2 x 2
2
f 2( x1 , x2 )f+(=xxf,1 x x)dx
+
2= +
x
x
x2
+
2 x z
1 dt 2
f ( x1 , x2 ) = x1 xf2x( x1 ,dt
=1xx112
x2 ) =1xy1
f (1x ,2x )
x2 1x 2 2
2
x dt dt
fy dt 2 z dt 1 2
1
f
2
ff (( xx1 ,, xxf2 ))f (=xx2, x x) 2 f = x22f = x 2
f
f ( x1 , x2 )
x22x f (fx2( x, 1x, x)2f)( x1 , x2 ) f ==2 xx22xx = x2
f ( x11 , x22 )= xf12(1 x12, x2 2 ) =xx11 =
1
2
1 21
1
x1
xf1
x2x1
2
f
2
=x
f (x , x )
f
f ( x11 , xf22 )f ( xf ,( xx1 ,) x2 ) xf = 22x1 fx2 = 2=x xx2 f ( x1 , x2 )
f
= 2 x1 x2
f ( x1 , x2 )
= 2xx1 x2
f ( x1 , x2 ) =21 xx12x2
x12 = 2 x1xx2x1 f ( 1x1 ,2 x2x)1
2
2
2
x2
xf2
x2
= 2 x1 x2f = 2 x x
f ( x1 , x2 ) f ( x , x )
1
2 x
1 2
2
x2
f ( x)dx
10
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(02)2705-5066
Chapter 1
1.1.2
( M S)
( m s)
a, b, c (constant) (coefficient)f, g, h i, j, k
x, y, z X, Y, Z
1-2
A ()
a ( Alpha
)
N ()
()
Nu
B ()
b ( Beta
)
()
()
Xi
()
()
Gamma
O (
)
Omicron
( ()
)
Delta
( ()
)
Pi
E ()
()
Epsilon
Pho
Z ()
()
Zeta
( s ()
)
()
Eta
T ()
()
()
Theta
Y ( ()
)
Upsilon
I ()
Iota
()
Phi
K ()
( Kappa
)
r ()
Sigma
( Tau
)
()
X ( ()
)
Chi
( or ()
M A N O VA
)
Lambda ()
()
Psi
M ()
Mu
Omega
m ()
()
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(02)2705-5066
11
1.1.3
(measures of central location)
()
1. (Per Capital GNP)
()
GNP NI ()
(NI)
12
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Chapter 1
PINI[]
http://www.dgbas.gov.tw/mp.asp?mp=1
()
(Gross Domestic Product)
GDP GDP
GDP
GDP
GDP
GDPA N
A/N
g r
A (1 + g ) A 1 + g
A (1 + g ) A 1 + g
=
=
N (1 + r )
N 1+ r
N (1 + r )
N 1+ r
1+ g
1+ g
1
1 g
A/N
1+ r
1+ r
1 + 10%
1 + 10%
n
A (1 + g)1 = 0.048
A 1+ g
1 = 0.048
=
1 + 5%
1 + 5%
N (1 + r )
N 1+ r
10% 5%
X
Xi
1X+=g i
=
X
1
N
1+ r N
=
(X
)
0
X
i
1+ 10%
(Xi X ) = 0
1 =2 0.048 210%5%0.05
1 +(5%
Xi X ) ( Xi C)
( X i X )2 ( X i C )2
nX i
n
X =n
IMF ()
X=
X = n Xi
N Xi
i =1
i =1
http://www.imf.org/external/pubind.htm
X) =0
(X2i ab
2ab
H=
H=
( Xai + bX )2 ( X i C )2
a+b
2V1 V2
2
2V
2S
2
n 2S
= n
=
=
=
=
=
X (=S / V
X(i S / V ) (1 / V ) + (1 / V ) (V + V )
+
)
( S / V1 ) + ( S / V2 ) (1 / V1 ) + (1 / V2 ) (V1
1
2
1
2
1
2
i =1
2
30
2
30
2ab =
= 7.5
=
= 7.5
H/ 5= + 1 / 15 4
13
1
1 / 5 + 1 / 15 4
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a+b
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2V V
2S
2
=
=
= 1 2
A (1 + g ) A 1 + g
=
N (1 + r )
N 1+ r
()
A (1
+ g) A 1+ g
1+ g
=
1
+ r)
N1.(1
N (arithmetic
1+ r
mean, M)
1+ r
1 + g (arithmetic mean, arithmetic average)
1 + 10%
1
1 = 0.048
1+ r
+
1
5%
1 + 10%
Xi
1 = 0.048
X=
1 + 5%
N
A (1 +Ag) (1 +Ag ) 1 +Ag 1 + g
=
X
=
i
(Xi X ) = 0
X=
N (1 + rN
) (1 +Nr ) 1 +Nr 1 + r
N
1+ g 1+ g
( X i X )2 ( X i C
=
(X
)
0
X
7883743343
i
+ r 1+ r
1
n
2
2
X = n Xi
(
)
(
)
X
X
X
C
1 + 10%1 + 10%
(7883743343)105
i
i
1 = 0.048
1 = 0.048
i =1
n
1 + 5% 1 + 5%
2
ab
X = n Xi
H=
XX=i X i
i =1(1 + g )
A
A 1+ g
a+b
=
X
=
2.
N
N
2Nab(1 + r )
2S
N 1+ r
H=
=
=
(X
X) =0
=
(X
)
0
X
(1)
i
+
a
b
( S / V1 ) + ( S / V2 ) (1 / V
1+ g
S 1
2
2V V
2
X )(2Xi
X( X
C()X2 i C ) 2
) 2i
+ r2
30
= 1(2)
=
= 1 2( X i
=
= 7.5
( S 1/ V
) + ( S / V2 ) (1 / V1 ) + (1 / V2 ) (V1 + V2 )
+110%
n
+
1
/
5
1
/
15
4
n
C
1 = 0.048
X =X ni X i
X =n
21 + 5% 30
=
= 7.5
i =1
(3)
i =1
1 / 5 +A1/ 15
(1
+ gX)4i A 1 + g
=
2
ab
2
ab
X=
3.
H= H=
N (1 + N
r)
N 1+ r
a+b a+b
n n
1+ (X
g i X) =0
2S
2 2V1 V22V1 V2
2S
2
1
=
=
=
=
=
=
1+ r
(1(1
/ V/1V) 2+) (1 /(V12 )+ V2()V1 + V2 )
V2/ )V1 ) +
( S / V1 )(+S (/SV1/)V+2 )( S /(1
( X i X )2 ( X i C )2
1 + 10%
2 30
30
2
n 1 = 0.048
=7.5 = 7.5
+
1
5%
=
=
n
X = Xi
5 + 1 /415 4
1 / 5 + 11/ /15
i =X
1
i
X=
2ab
H= N
(Xai + bX ) = 0
2V V
2S
2
= ( X i X )2 ( =
= 1 2
X i C )2
( S / V1 ) + ( S / V2 ) (1 / V1 ) + (1 / V2 ) (V1 + V2 )
4.
(harmonic mean)
n
30
X = n2 X =
= 7.5
i
1 / 5 + 1i/=115 4 abH
2ab
H=
a+b
2V1 V2
2S
2
=
= V1= V2
()
+
( S / V1 ) + ( S / V2 ) (1 / V
)
(1
/
)
(
V
V1 + V2 )
1
2
2
30
=
= 7.5
1 / 5 + 1 / 15 4
14
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1+ r
A (1 + g ) 1 +A10%
1+ g
= 1 = 0.048
N (1 + r ) 1N+ 5%
1+ r
X
1+ g
1 X = i
Chapter 1
1+ r
N
1 + 10%
(X i X ) = 0
1 =0.048
1 + 5%
( X X )2 ( X i C )2
Xi i
X=
n
N S
X = n X i V1 V2
0 i=1 S/V
(Xi XT)1=S/V1T
2
2
2ab
2
2
=2((S/V
X i C1))(S/V2)
T
( X i X )H1T
a+b
n
2V V
2S
2
X = n X
v i=
=
= 1 2
( S / V1 ) + ( S / V2 ) (1 / V1 ) + (1 / V2 ) (V1 + V2 )
i =1
2ab
2
30
H=
=
= 7.5
a + b 1 / 5 + 1 / 15 4
1-1 5 15
2V V
2S
2
=
=
= 1 2
( S / V1 ) + ( S / V2 ) (1 / V1 ) + (1 / V2 ) (V1 + V2 )
2
30
=
= 7.5
1 / 5 + 1 / 15 4
30
30 1897 100
30 1897
()
(
)
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15
1.
(
)
3 2
X =
w X
w
i
X Md
2.
TAIEX
16
MSCI Taiwan
77
2. 67%
KOSPI
()
1. KOSPI 200
2. 93%
50
1991 12 31 ( 1000)
225
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Chapter 1
500
NASDAQ
D o w J o n e s I n d u s t r i a l 1. 30
Average ()
2. NYSE () 15~20%
NASDAQ Composite Index 5400 NASDAQ
()
() (median, Md)
M
wi XdP50
i
X=
w
X M d
()
()
(Eview )
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(02)2705-5066
17
() (mode, Mo)
1.
M03Md2M
2.
2
(sorted)
5%
()
YaXb X Y
a b
18
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(02)2705-5066
Chapter 1
1. (Percentile)
(1) 1%2%99% 1
299 k k%
(2) k%
(100k)%
k Pr k
(PR ) (
)
80 PR 95
95% PR 95 78
95 78
N n
100
n P30 30%
Ly = (
N + 1)
n
100
Pn n
100
75
Ly = (11 + 1)
n
100
P50 Ly = ( N + 1)
100
n
| X X |
75
AD =
=
+
L
(11
1)
y
N
100
100
1-3Find out given the following observations:
8%, 10%, 12%, 13%, 15%,
n
X X =0
|X X|
Ly = ( N + 1)
17%, 17%,
18%, 19%,
23%,
24%
=
AD
100
N
N
75
( X i m) 2
Ly = (11 + 1)
9
2
X X P7519%
=
s
100
=0
n
N
X
X
|
|
n
( X i X )2 =
AD =
2
( X i m) 2
2
=
s
N
s =
n 1
n
n
X X =0
2
2
2
(Xi X )
(Xi X )
SSSSX X = ( X i X ) = X
n
2
N
=
=
s =
19
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11= m1 = L = mk
n 1
n
n 1
nm
2
X
m
(
)
i
2
(02)2705-5066
s2 =
SS X = ( X i X ) 2 = X i 2 X
n
2. (quartiles)
(1) Q1
(2) Q3
(3) IQRQ3Q1
Qi
3. (quintiles)20%40%60%80%100%
4. (deciles)
()
5% vs. 5% 90%
80%
() (range)
MAX-MIN
1-4What is the range for the 10-year annualized total returns for five
investment managers if the managers individual return were 30%, 12%, 28%,
25% and 21%
18%
20
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(02)2705-5066
nn
100
100
Chapter 1
nn
L
= (( N
+ 1)
Lyy =
N+
1) 100
100
75
75
+
L
()
= (11
+ 1)
Lyy =
(11(MAD,
1) 100mean absolute deviation AD, average deviation)
100
n
X
|
1. 100
| X XX ||
AD
=
AD =
Nn
Ly = ( N + 1)N
XX XX = 100
2.
= 0075
N(11 + 1)
Ly =N
2
(( XX ii 100
2
m
m)) 2
2 =
s
s =
| Xn X |
()
(variance)
n
AD =
2
2
N
(( X
(( X
nn(variance)
1.
X
X
X ii
X )) 2 =
X ii
X )) 2 = SS
SS X
ss 22 =
=XnX1
=
= n X1
n
n
1
n 1 = 0 n
n 1
n 1
2
2
2
N
2
SS
X
X
(( X
=
X
=
SS XX =
X ii
X2)) 2 =
X ii 2
X
X
m
(
)
i
2
=
=
=
m
m
L
m
s
mn11 == m11 = L = mkk
n n
100
n
n( X i X )2 = ( X i X )2 = SS X
100
2
=
(covariance)
s(1)
Ly = n( N 1+ 1)
nn
n 1
n 1
+ 1)
Ly = ( N100
2
2
2
X )100
= Xi X
SS X = ( X i75
(variance)
75
=
+
L(2)
(11
1)
y
(11
=+m1)
m1 = mL1y ==L
100
k
100
X
X
|
|
AD =
| X X |
AD =N(sample variance)
2.
N
X
X
X=0X = 0
N
N
( X i m) 2
2
2
s = 2 ( X i m)
s =n
n
( X i X ) 2 2 ( X i X ) 2 SS2 X
n
2
( X i =X )
SS X
s = 2 n
( X i =X ) =n
n
1
ns 1=
n 1=
1
n 1
n
n
n
1
2
2
SS X = ( X i X ) 2 = 2 X i 2 2 X
SS X = ( X i X ) = X i X
m1 = m1 = L = mk
m1 = m1 = L = mk
3. (Analysis of Variance, ANOVA)
ANOVA t-test
z-test
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21
X X
N
s2 =
s2 =
=0
(X
m) 2
n
( X i X )2 =
n 1
n
(X
X )2
n 1
SS X = ( X i X ) = X i X
2
SS X
n 1
ANOVA H0 m1 = m1 = L = mk
(
) H0 t-test
H1
t-test (
independent subsmaple)
t-test
Type I t-test
a0.05 t-tests Type I
error t-test a0.05
Type I error 0.05t-test
t-test (reject) H0 H0 ANOVA
1 n n
n
(2)
F (assumption)
F [ Ln( )
] ANOVA
(3)
F
22
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Chapter 1
3 2
(ANOVA)
(MANOVA)
(centroid)
() (
1. 1.
2. ()
(ABC) 2.
5. MANOVA
(1)
()
(2)
()
1. ~
s=
s=
(X
m) 2
(X
m) 2
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n 1
(02)2705-5066
Q Q
Q=
23
5 5
52
2.
( X i m) 2
s=
N
s=
(X
m) 2
n 1
Q Q1
Q= 3
2
31-5(AIMR Sample
1 2004-21) Which of the following statements about
N
N
standard
deviation is most
4
4 accurate? Standard deviation: A. is the square of the
deviations
from the mean.
ut ~
2
( X
(m
(X
)i 2i mm
X
) 2)
i
( X m )3 1
s (C)
= ss==
skewness
3
N = NN
s
N22
( X ii2 m)2 2
(
X
m
(
X
)
m
)
s= i ( X i m)
s = s s== iN
n 1 n(quartile
n1 1 range)
()
(Q
XQii m) 22
Qs 3= Q
Q
12345X3
skewness
skewness
=
=
uskewness
tt ~
N NN s 3 ss3 3
( X m)33 1 4 48121620X43
skewness =
33
4X34
s
N
4 416
24
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.
.
.
, 2012. 05
.,2008.08
.
ISBN978-957-11-5229-5()
ISBN 978-957-11-6510-3
1.1.2.3.
2.
489.67
550.19
97009174
100025533
1MCH
1H76
275
1063394
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