serie temporelle

8/2/2019 Serie temporelle

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OFDKDLOSYGO COV

VOYGOV SOLUDYOMMOV

Gm s'h`grh chks fo

prd jot co ld cç mgs or

uk oksolimo co

sçrgos hgksg quo

c'ok bhgro cos prç vgs gd ks



FdktokuG. Otuco ukgvhrgço : Ldcçmgshtgdk co 6 sçrgos tolpdrommos ................................................................. 9

8. V&U ?55 ........................................................................................................................................... 9

h) Vthtgdkhrgshtgdk co kdtro sçrgo .................................................................................................... 6

i) Uhrtgo Ldcçmgshtgdk ot fdrroftgdk cos vhrghtgdks shgsdkkgáros ................................................. 85

9. mo Cdw Jdkos .................................................................................................................................. 83

h) Vthtgdkkhrgshtgdk co kdtro sçrgo. ............................................................................................... 8?


6. Mo prgx cu pçtrdmo .......................................................................................................................... 93

h) Vthtgdkkhrgshtgdk co kdtro sçrgo ................................................................................................ 9?


GG. Urçvgsgdk ........................................................................................................................................ 63

h) V&U ?55 : Bdrofhst ......................................................................................................................... 6?

i) Cdw Jdkos : Bdrofhst ..................................................................................................................... 62

f) Irokc ............................................................................................................................................. 60

GGG. Ldcçmgshtgdk Lumtg vhrgço ......................................................................................................... 61

h) Bdkftgdk co trhksbort ................................................................................................................. 61

8) Fadgx co kduvommo vhrghimo .................................................................................................... 61

9) Ldcçmgshtgdk .......................................................................................................................... 616) Gktorprçthtgdk ot frgtgquo ...................................................................................................... 38

i) Ldcámo RHY ............................................................................................................................... 38

8) Fadgx cos vhrghimos ................................................................................................................ 38

9) Cçtorlgkhtgdk co m‗drcro cu ldcámo RHY ............................................................................. 39

6) Mo Ldcámo RHY rotokuo ot Bdkftgdk co rçpdkso .................................................................. 39



G. Otuco ukgvhrgço : Ldcçmgshtgdk co 6 sçrgos tolpdrommos

Kdus çtucgordks mh fdlpdshkto ot mh sthtgdkkhrgtç co trdgs sçrgos tolpdrommos :

Chks mo fhcro co kdtro fursus gm kdus h solimç gktçrosshkt c'çtucgor, mh ldcçmgshtgdk cos

gkcgfos bgkhkfgors. Kdus hvdks cdkf fadgsg, mo VU ?55 hgksg quo mo Cdw Jdkos. Gm kdus solimo

hussg gktçrosshkt co ldcçmgsor mo prgx cu pçtrdmo, fomug-fg pduvhkt oksugto kdus sorvgr chks mo

fhcro c'uk ldcámo RHY.

Mos çtucos so bordkt sur å m‗hgco cu md`gfgom Ovgows.

Udur m‗çtuco co fos sçrgos, kdus utgmgsordks mh lçtadco co Idx ot Jokngks qug fdktgokt mos

çthpos sugvhktos :

Cçtorlgkhtgdk co mh shgsdkkhmgtç co mh sçrgo.

Hkhmyso cu fdrrçmd`rhllo sglpmo ot phrtgom.

Sosts co sthtgdkkhrgtç : Kdus utgmgsordks prgkfgphmolokt mo tost co Cgfnoy-Bummor.

Ldcçmgshtgdk : Cçtorlgkhtgdk cos drcros q ot p cu ldcámo HYLH (p,q) ot çtuco cos

fdrrçmd`rhllos sglpmos ot phrtgoms.

Hkhmyso cos fdobbgfgokts ot cos rçsgcus : mos rçsgcus cdgvokt êtro irugt imhkf.

Okbgk, kdus bgkgrdks phr mh phrtgo prçvgsgdk cdkkço phr mo ldcámo.

Gm ost å kdtor quo tdut hu mdk` co kdtro hkhmyso, kdus ko cçfdupordks phs mos sçrgos pugsquo

somdk kdus mos gkcgfos idursgors ko pouvokt phs êtro rçcugts å uko pçrgdco. Mos fadfs ot mh

vdmhtgmgtç bhgshkt phrtgo gktç`rhkto co fos gkcgfos.

8. V&U ?55

Mo VU?55 ost uk gkcgfo idursgor hlçrgfhgk ro`rduphkt mos ?55 pmus `rhkcos oktroprgsos

fdtços ok torlos co fhpgthmgshtgdk idursgáro. Frço ok 8795, fotto gkcgfo ost mh prdprgçtç coVthkchrc hkc Uddr‗s, m‗uko cos trdgs `rhkcos h`okfos co kdthtgdk bgkhkfgáro. Fot gkcgfo,

rçportdrgo cos fdlph`kgos tommos quo Hppmo, Ihkn db Hlorgfh du okfdro Oihy.

Mh sçrgo VU?55 roprçsokto mos vhrghtgdks co m‗gkcgfo idursgor VU?55. Mos cdkkços co mh sçrgo

sdkt oxprglços ok ldgs, co pmus fotto sçrgo ost kdk cçshgsdkkhmgsço. Ok obbot, ommo prçsokto

uko shgsdkkhmgtç qug ost glputço hux rokcolokts cos hftgdks ok idurso. Fo paçkdláko h

çtç lgs ok çvgcokfo sur mo lhrfaç hlçrgfhgk. Mo rokcolokt qu‗gm sdgt jdurkhmgor, loksuom du

hkkuom, ost mh cgbbçrokfo md`hrgtalgquo co coux fdurs ok fmóturo co lhrfaç.



Fopokchkt, pmusgours çtucos sur mo rokcolokt aoicdlhchgro c‗uko hftgdk dkt ldktrç qu‗gm

y hvhgt uko hkdlhmgo oktro mos fdurs ok cçiut co solhgko (mo mukcg) å m‗duvorturo ot mos fdurs

ok bgk co solhgko (mo vokcrocg) ok fmóturo, tçldg`khkt c‗uko shgsdkkhmgtç rçfurrokto.

Mh sçrgo çthkt shgsdkkgáro, kdus pduvdks sdgt mh cçshgsdkkhmgsor hvhkt m‗hkhmyso, sdgt mh

cçshgsdkkhmgsor å m‗hgco c‗uk Vohsdkhm Ldvgk` Hvorh`o chks mh phrtgo ldcçmgshtgdk. Kdus

hvdks fadgsg mh 9kco sdmutgdk.

h) Vthtgdkhrgshtgdk co kdtro sçrgo

Kdus lottdks mh sçrgo ok md`hrgtalo

5

955

355

255

155

8,555

8,955

8,355

8,255

25 2? 05 0? 15 1? 75 7? 55 5? 85

VU?55

6.?

.5

.?

?.5

?.?

2.5

2.?

0.5

0.?

25 2? 05 0? 15 1? 75 7? 55 5? 85

Md`hrgtalo cu VU?55



Mh sçrgo ko solimo phs sthtgdkkhgro, dk disorvo cos pgfs co vdmhtgmgtçs. Co pmus, mh sçrgo

VU?55 ko rovgokt phs sduvokt å sh ldyokko. Kdus ro`hrcdks hmdrs, mo fdrrçmd`rhllo co mh

sçrgo qug kdus cdkkorh co pmus hlpmos gkcgfhtgdks sur mh sthtgdkkhrgtç co mh sçrgo.

_ko sçrgo {yt} co t<8 å…S ost sthtgdkkhgro :

sg O(yt)<¿, Rhr(yt)<ƨ¹ ot Fdv(yt,yt+N)<O^(yt-¿)(yt+n-¿)\<ɦn.

Mos rçsgcus sdkt irugt imhkf :

sg O(ƕt)<5, Rhr(ƕt)<ƨ¹ ot Fdv(ƕt, ƕt+n)<5.

Mo fdrrçmd`rhllo cçfrdgt moktolokt, mos hutdfdrrçmhtgdks sdkt tdutos sg`kgbgfhtgvoloktcgbbçroktos co zçrd. Co pmus, mh prolgáro hutdfdrrçmhtgdk phrtgommo ost trás sg`kgbgfhtgvolokt

cgbbçrokto co zçrd. Gm kdus solimo cdkf qu‗å prolgáro vuo ot hu ro`hrc cu fdrrçmd`rhllo

quo mh sçrgo ko sdgt phs sthtgdkkhgro, hbgk co vçrgbgor fotto hbbgrlhtgdk kdus hmmdks lottro ok

pmhfo uk tost co Bummor sur mh sçrgo ok md`hrgtalo. Kdus fdllokfordks phr obboftuor mh

vçrgbgfhtgdk co mh sçrgo ok kgvohu.

Mo tost co Cgfnoy-Bummor porlot co shvdgr sg uko sçrgo ost sthtgdkkhgro, mos aypdtaásos co fo

ldcámo sdkt :



Vdus A5 :

8) Wt< 8 yt-8+ƕt

9) Wt<∏8 yt-8+F+ƕt

6) Wt<∏8 yt-8+F+It+ƕt du ∏8<8 ot ƕt sugt uk II(5,ƨ¹)

Mo ldcámo 8 ost mo ldcámo shks trokc kg fdksthkto, mo ldcámo 9 ost mo ldcámo hvof fdksthkto

ot mo ldcámo 6 ost mo ldcámo hvof fdksthkto ot trokc.

Vdus A8 : ∏8=8

Mh Vthtgstgquo co tost ost tɱ8< (ɱ8 -8)/ƨɱ8

Mo ldcámo 6 ost mo prolgor ldcámo çtucgç, dk ro`hrco sg mo trokc I t ost sg`kgbgfhtgvolokt

cgbbçrokt co 5. Vg fomug-fg k‗ost phs sg`kgbgfhtgvolokt cgbbçrokt co 5, dk phsso hu ldcámo 9

hvof fdksthkto. Chks mo ldcámo 9, dk faorfao å shvdgr sg mh fdksthkto F ost cgbbçrokto co 5. Vg

F k‗ost phs sg`kgbgfhtgvolokt cgbbçrokto co 5 dk phsso hmdrs, hu ldcámo 8.

Udur mh tokchkfo cu ldcámo 6 mh vhmour frgtgquo ost 9,01 hu sougm co ?%, fommo-fg ost co 9,?3

pdur mh fdksthkto. Okbgk, pdur mo ldcámo 8 sg mh sthtgstgquo fhmfumço ost supçrgouro å mh

sthtgstgquo co Cgfnoy-Bummor (tɱ8=tCB) mh sçrgo ost sthtgdkkhgro.

Udur gmmustror sur mh sçrgo VU?55 :

*Ldcámo 6

Kumm Aypdtaosgs: MRHM_O ahs h ukgt rddt

Oxd`okdus: Fdksthkt, Mgkohr Srokc

Mh` Mok`ta: 5 (Hutdlhtgf - ihsoc dk VGF, lhxmh`<87)

t-Vthtgstgf Urdi.*

Hu`loktoc Cgfnoy-Bummor tost sthtgstgf -8.133979 5.2195Sost frgtgfhm vhmuos: 8% movom -6.708771

?% movom -6.382268

85% movom -6.8652?5

*LhfNgkkdk (8772) dko-sgcoc p-vhmuos.

Hu`loktoc Cgfnoy-Bummor Sost Oquhtgdk

Copokcokt Rhrghimo: C(MRHM_O)

Lotadc: Mohst Vquhros

Chto: 56/93/89 Sglo: 87:80

Vhlpmo (hcjustoc): 87?0L59 9589L59

Gkfmucoc disorvhtgdks: 228 hbtor hcjustlokts

Rhrghimo Fdobbgfgokt Vtc. Orrdr t-Vthtgstgf Urdi.



MRHM_O(-8) -5.585826 5.55??88 -8.133979 5.52?2

F 5.538672 5.595586 9.52132? 5.5675

ESYOKC(87?0L58) ?.79O-5? 6.65O-5? 8.076391 5.5063

Y-squhroc 5.55?831 Lohk copokcokt vhr 5.55?815

Hcjustoc Y-squhroc 5.559893 V.C. copokcokt vhr 5.536891V.O. db ro`rossgdk 5.536519 Hnhgno gkbd frgtorgdk -6.332106

Vul squhroc rosgc 8.998686 Vfawhrz frgtorgdk -6.392301

Md` mgnomgaddc 8839.878 Ahkkhk-Xugkk frgtor. -6.361721

B-sthtgstgf 8.059369 Curigk-Phtsdk stht 8.128858

Urdi(B-sthtgstgf) 5.816538

Dk pout rolhrquor, quo mo t-Vtht cu trokc ost gkbçrgouro å mh vhmour frgtgquo co 9,01,

m‗aypdtaáso A5 ost cdkf hffoptço, mo trokc k‗ost cdkf phs sg`kgbgfhtgvolokt cgbbçrokt co

zçrd. Kdus phssdks hmdrs å m‗çtuco cu ldcámo, f‗ost-å-cgro fomug hvof fdksthkto.

*Ldcámo 9


Oxd`okdus: Fdksthkt


t-Vthtgstgf Urdi.*

Hu`loktoc Cgfnoy-Bummor tost sthtgstgf -5.36638? 5.7550

Sost frgtgfhm vhmuos: 8% movom -6.335583

?% movom -9.12?27?

85% movom -9.?27535





Chto: 56/93/89 Sglo: 87:87




MRHM_O(-8) -5.555260 5.558327 -5.36638? 5.2237

F 5.55120? 5.551967 8.5?6596 5.9790

Y-squhroc 5.55591? Lohk copokcokt vhr 5.55?815

Hcjustoc Y-squhroc -5.558969 V.C. copokcokt vhr 5.536891

V.O. db ro`rossgdk 5.5368?? Hnhgno gkbd frgtorgdk -6.33?599

Vul squhroc rosgc 8.990916 Vfawhrz frgtorgdk -6.36839?

Md` mgnomgaddc 8835.?15 Ahkkhk-Xugkk frgtor. -6.3670?9


Urdi(B-sthtgstgf) 5.2231??



Mh fdksthkto (t-stht< 8,5?=9,?3) k‗ost cdkf phs sg`kgbgfhtgvolokt cgbbçrokto co zçrd,

m‗aypdtaáso A5 ost hffoptço. Dk phsso cdkf hu corkgor ldcámo shks fdksthkto kg trokc.

*Ldcámo 8


Oxd`okdus: Kdko


t-Vthtgstgf Urdi.*

Hu`loktoc Cgfnoy-Bummor tost sthtgstgf 9.769?3? 5.7776

Sost frgtgfhm vhmuos: 8% movom -9.?2132?

?% movom -8.738656

85% movom -8.282600





Chto: 56/93/89 Sglo: 87:96




MRHM_O(-8) 5.555101 5.555977 9.769?3? 5.556?

Y-squhroc -5.558670 Lohk copokcokt vhr 5.55?815

Hcjustoc Y-squhroc -5.558670 V.C. copokcokt vhr 5.536891

V.O. db ro`rossgdk 5.5368?1 Hnhgno gkbd frgtorgdk -6.332620

Vul squhroc rosgc 8.997631 Vfawhrz frgtorgdk -6.367?21


Curigk-Phtsdk stht 8.1273?0

Dk fdlphro mh sthtgstgquo fhmfumço å mh sthtgstgquo co Cgfnoy-Bummor, dk disorvo quo

-8,73=9,76. Dk ok fdkfmut quo mh sçrgo k‗ost phs sthtgdkkhgro.

Mh sçrgo k'çthkt phs sthtgdkkhgro chks sh bdrlo gkgtghmo, gm fdkvgokt pdur kdus c'ditokgr ukosçrgo sthtgdkkhgro.

Chks m'oksolimo co kdtro çtuco kdus trhvhgmmordks sur mo `mgssolokt hkkuom cos sçrgos ot gm

ost sduvokt hclgs quo mo `mgssolokt hkkuom ost sthtgdkkhgro. Chks mo fhs fdktrhgro, kdus

sordks fdktrhgkts c'obboftuor sur mh sçrgo ok `mgssolokt mh cgbbçrokfo prolgáro du mh

cgbbçrokfo sofdkco.

Dk obboftuo uk `mgssolokt sur 8 hkkço, mh sçrgo ost cçfhmço co 89 pçrgdcos.



Ok disorvhkt mo fdrrçmd`rhllo ok vhmour, mh sçrgo solimo prçsoktço uko fdlpdshkto

shgsdkkgáro. Ok obbot, mh cçfrdgsshkfo phrtgfumgáro cu fdrrçmd`rhllo trhcugt igok mh

shgsdkkhmgtç co mh sçrgo VU?55.

-.89

-.51

-.53

.55

.53

.51

.89

25 2? 05 0? 15 1? 75 7? 55 5? 85

@mgssolokt hkkuom cu VU?55



Kdus sduahgtdks sthtgdkkhrgsor mh sçrgo ok `mgssolokt hkkuom. Udur fomh, ro`hrcdks sg mh sçrgo

ost sthtgdkkhgro ok kgvohu hvof mo tost co Cgfnoy-Bummor.

Uhr mo tost co Cgfnoy-Bummor ok kgvohu, mh sçrgo ost sthtgdkkhgro (hvof mo ldcámo 9, fdksthkto).Mh fdksthkto ost igok sg`kgbgfhtgvolokt cgbbçrokto co zçrd pugsquo sh vhmour ost co 9,21,

vhmour quo m'dk cdgt fdlphror å 9,?8. Co pmus, mh vhmour frgtgquo ost supçrgouro å mh vhmour co

mh vhmour HCB (-9,12;-?,91).

Kumm Aypdtaosgs: @RHM_O ahs h ukgt rddt

Oxd`okdus: Fdksthkt


t-Vthtgstgf Urdi.*

Hu`loktoc Cgfnoy-Bummor tost sthtgstgf -?.915719 5.5555


?% movom -9.12?125

85% movom -9.?27891



Copokcokt Rhrghimo: C(@RHM_O)


Chto: 56/9?/89 Sglo: 8?:?9




@RHM_O(-8) -5.85?779 5.595505 -?.915719 5.5555

C(@RHM_O(-8)) 5.575058 5.56??72 9.?31507 5.5888

C(@RHM_O(-9)) 5.508956 5.56?206 8.77?712 5.5323

C(@RHM_O(-6)) 5.57922? 5.56?000 9.?75567 5.5571

C(@RHM_O(-3)) 5.571710 5.56?78? 9.0?2838 5.5525

C(@RHM_O(-?)) 5.88933? 5.56?793 6.865509 5.5581

C(@RHM_O(-2)) -5.556552 5.56282? -5.516893 5.7661

C(@RHM_O(-0)) 5.596378 5.56?756 5.2?3970 5.?869

C(@RHM_O(-1)) 5.56033? 5.56?731 8.538292 5.9715C(@RHM_O(-7)) 5.508197 5.56?7?? 8.770098 5.5329

C(@RHM_O(-85)) 5.512959 5.562518 9.617898 5.5809

C(@RHM_O(-88)) 5.50?05? 5.56296? 9.5179?9 5.5608

C(@RHM_O(-89)) -5.677162 5.562607 -85.77513 5.5555

F 5.558968 5.5553?7 9.2157?5 5.550?

Y-squhroc 5.905361 Lohk copokcokt vhr -5.555889

Hcjustoc Y-squhroc 5.9??98? V.C. copokcokt vhr 5.5886?6

V.O. db ro`rossgdk 5.557071 Hnhgno gkbd frgtorgdk -2.678293

Vul squhroc rosgc 5.5?7153 Vfawhrz frgtorgdk -2.976206

Md` mgnomgaddc 9537.069 Ahkkhk-Xugkk frgtor. -2.6?6?72





Dk disorvo cdkf gfg, uko sçrgo sthtgdkkhgro hutdur c'uko fdksthkto. Kdus `hrcordks cdkf mh

sçrgo sugvhkto chks mo fhcro co kdtro ldcçmgshtgdk.

i) Uhrtgo Ldcçmgshtgdk ot fdrroftgdk cos vhrghtgdks shgsdkkgáros

Kdus hmmdks ldcçmgsor kdtro sçrgo. Udur fo bhgro, dk ro`hrco mo fdrrçmd`rhllo co mh sçrgo

sthtgdkkhrgsço pdur cçtorlgkor mos drcros p ot q. Mo ldcámo HYLH sorh co mh bdrlo Wt -

ɱ8.Wt-8 - ɱ9.Wt-9 -…- ɱp.Wt-p<ƕt

Kdus fadgsgssdks uk ldcámo HY(8) LH(8)

Mos t-stht cos prdfossus hutdrç`rossgb (18,1) ot ldyokko ldigmo (88,90) ot mh fdksthkto

(8,?8) sdkt supçrgours ok vhmours hisdmuos å 8,72.



Mos fdobbgfgokts sdkt cdkf sg`kgbgfhtgvolokt cgbbçrokts co zçrd. Fo ldcámo pout êtro rotoku

pdur mo tost sur mos rçsgcus. Sostdks cdkf cás å prçsokt mos rçsgcus.

Sost co Idx-Ugorfo

ƕt <Û8.ƕt-8+Û9.ƕt-9+…+ÛN.ƕt-N+Rt Rt sugvhkt uko mdg kdrlhmo K(5,ƨ¹)

Vdus A5 : Û8<Û9<…<Ûn<5

Vdus A8 : Hu ldgks uk cos fdobbgfgokts ost cgbbçrokt co zçrd.

Mh sthtgstgquo co tost ost X<k.∘ qug sugt uk Nag9 å N ccm.

Vg X; vhmour co mh thimo hmdrs dk rojotto A5 ot dk hffopto A8 gm y h hutdfdrrçmhtgdk cos

rçsgcus.

Mos prdihigmgtçs hbboftços hux hutdfdrrçmhtgdks sdkt å phrtgr co mh pçrgdco 89, gkbçrgouros å

?%. Dk rojotto cdkf A5 fo qug kdus porlot co cgro qu‗gm y h hutdfdrrçmhtgdk cos rçsgcus.

Mos rçsgcus cdgvokt êtro imhkfags. Udur fomh, dk cdgt çmglgkor mh shgsdkkhmgtç co mh sçrgo. Ok

obbot, mo fdrrçmd`rhllo ldktro uk pgf å mh pçrgdco 89. Fo paçkdláko ost glputç hu mgssh`o

hkkuom quo m‗dk h rçhmgsç sur 89 pçrgdcos. Mo fdrrçmd`rhllo fg -cossus s‗hrrêto å 95 pçrgdcos

lhgs mo paçkdláko so roprdcugt hux rothrcs 93 pugs 62… Udur fdrrg`or fo paçkdláko co

shgsdkkhmgtç, gm bhut cçshgsdkkhmgsor mh sçrgo.



Kdus hmmdks utgmgsor, mos ldyokkos ldigmos shgsdkkhmgsços (Vohsdkhm ldvgk` hvorh`o) qug sdkt

uko bdrlo co ldyokko qug dkt çtç hjustço pdur tokgr fdlpto cos fdlpdshktos

shgsdkkgáros. Kdus trhvhgmmordks cdkf sur cos ldcámos co typo VHYGLH.

Vdgt mo ldcámo HYLH(9,8) VLH(89) Fdksthkto :

Mos t-sthts hssdfgçs hux fdobbgfgokts sdkt supçrgours å 8,72 ok vhmours hisdmuos. Mos

fdobbgfgokts sdkt cdkf cgbbçrokts co zçrd. Gm fdkvgokt co kdtor, qu'uk oksolimo co ldcámos

dkt çtç osshyçs, gm cçfdumo co fo fadgx mh phrfgldkgo ot m'dptglhmgtç. Gm fdkvgokt cdkf

lhgktokhkt co vçrgbgor mos rçsgcus pdur qu'gms sdgokt irugt imhkf.



Mos prdihigmgtçs cos hutdfdrrçmhtgdks sdkt tdutos supçrgouros å ?%. Hvof mo tost co Idx ot

Ugorfo sur mos rçsgcus : X<k*∘

X<230*(5,5696)<95,17Chks mh thimo cu Nag9 å k<95 ot U<5,5? n*<6?,58.

X=n* Dk ko rojotto phs A5. Mos rçsgcus ko sdkt phs hutdfdrrçmçs. Mo VLH(89) h fdrrg`ç mos

vhrghtgdks shgsdkkgáros co mh sçrgo.

Co lêlo sg m'dk fdlphro mo Xstht å uk nag¹ pdur 95 CCM(68,38) fomug-fg ost igok gkbçrgour.

Mo ̀ rhpagquo sugvhkt roprçsokto mos rçsgcus.



9. Mo Cdw Jdkos

Mo Cdw Jdkos Gkcustrghm Hvorh`o (CJGH) ost hussg uk gkcgfo idursgor. Gm ost mo pmus vgogm gkcgfo

idursgor cu ldkco ot co mh idurso co Kow Wdrn. Frço ok 8172, gm ro`rdupo 65 oktroprgsos

fdtços pdur uko fhpgthmgshtgdk idursgáro cçphsshkt mos 9278 lgmmghrcs c‗ourds. Cos

oktroprgsos tommos quo Hlorgfhk Oxpross, Faovrdk, LfCdkhmc, Aowmott-Uhfnhrc du okfdro

Fdfh-Fdmh sdkt fdtços chks fot gkcgfo.

Mh sçrgo CJGH prdvgokt cu sgto co mh rçsorvo bçcçrhm co Vhgkt mdugs. Ok thkt qu‗gkcgfo idursgor,

mh sçrgo cu Cdw Jdkos prçsokto fdllo fommo cu VU?55 uko fdlpdshkto shgsdkkgáro. Mh sçrgo

k‗ost phs cçshgsdkkhmgsço, ommo sorh ommo hussg fdrrg`ço å m‗hgco cu Vohsdkhm ldvgk` hvorh`o

(VLH).

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25 2? 05 0? 15 1? 75 7? 55 5? 85

VU ?55 Yosgcs



h) Vthtgdkkhrgshtgdk co kdtro sçrgo.

Mh sçrgo ost lgso ok md`hrgtalo.

Mo `rhpagquo cu Cdw Jdkos ok md`hrgtalo ko ldktro phs uko sçrgo sthtgdkkhgro. Ok obbot, mos

vhrghtgdks co m‗gkcgfo idursgor ko rovgokkokt phs å mour ldyokko. Yo`hrcdks mo

fdrrçmd`rhllo ok kgvohu co mh sçrgo.

5

9,555

3,555

2,555

1,555

85,555

89,555

83,555

82,555

55 85 95 65 35 ?5 25 05 15 75 55 85

Cdw Jdkos

6

3

?

2

0

1

7

85

55 85 95 65 35 ?5 25 05 15 75 55 85

md`hrgtalo Cdw Jdkos



Mo fdrrçmd`rhllo cçfrdgt moktolokt ot mh prolgáro hutdfdrrçmhtgdk phrtgommo ost trás

sg`kgbgfhtgvolokt cgbbçrokto co zçrd. Mh sçrgo ko solimo cdkf phs sthtgdkkhgro.

Otuco cu ldcámo 8 shks trokc kg fdksthkto.


Oxd`okdus: Kdko


t-Vthtgstgf Urdi.*

Hu`loktoc Cgfnoy-Bummor tost sthtgstgf 9.357683 5.772?

Sost frgtgfhm vhmuos: 8% movom -9.?222?3

?% movom -8.7385??85% movom -8.282?33





Chto: 56/9?/89 Sglo: 81:60

Vhlpmo (hcjustoc): 8170L85 9589L58



MRHM_O(-8) 5.5553?? 5.555817 9.357683 5.5828



C(MRHM_O(-8)) 5.9?3091 5.592801 7.065266 5.5555

Y-squhroc 5.523735 Lohk copokcokt vhr 5.556701

Hcjustoc Y-squhroc 5.5239?2 V.C. copokcokt vhr 5.53?715


Vul squhroc rosgc 9.059678 Vfawhrz frgtorgdk -6.601?63

Md` mgnomgaddc 9681.861 Ahkkhk-Xugkk frgtor. -6.616685Curigk-Phtsdk stht 8.720227

Mh vhmour frgtgquo hu sougm co ?% ost gkbçrgour å mh vhmour HCB (-8,73=9,35). Dk hffopto A5, mh

sçrgo k‗ost phs sthtgdkkhgro.

Fdllo dk h vu prçfçcollokt hvof mh sçrgo VU?55, dk obboftuo uk `mgssolokt hkkuom (89

pçrgdcos).

Mo `mgssolokt hkkuom porlot co sthtgdkkhrgsor mh sçrgo ok kgvohu. Mos vhrghtgdks solimokt

rovokgr sduvokt å mour ldyokko. Dk hurhgt pu hussg bhgro mh cgbbçrokfo md`hrgtalgquo co mh

pçrgdco ldgks mh pçrgdco prçfçcokto qug kdus porlottrhgt co sthtgdkkhrgsor ok cgbbçrokfo

prolgáro.

Yo`hrcdks hmdrs, mo fdrrçmd`rhllo cu ̀ mgssolokt hkkuom.

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.8

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@mgssolokt hkkuom Cdw Jdkos



Fo fdrrçmd`rhllo, co phr sh bdrlo trhcugt mh prçsokfo co shgsdkkhmgtç chks mh sçrgo. Fotto

bdrlo co fdrrçmd`rhllo h cçjå çtç gcoktgbgço chks mh sçrgo VU?55. Mh shgsdkkhmgtç sorh

trhgtço pmus thrc, kdus faorfadks tdut c‗hidrc å sthtgdkkhrgsor mh sçrgo.

Hvof mo tost co Cgfnoy-Bummor ok kgvohu :

*Ldcámo 6 :


Oxd`okdus: Fdksthkt, Mgkohr Srokc


t-Vthtgstgf Urdi.*

Hu`loktoc Cgfnoy-Bummor tost sthtgstgf -0.?898?8 5.5555


?% movom -6.386891

85% movom -6.891?0?





Chto: 56/9?/89 Sglo: 87:50

Vhlpmo (hcjustoc): 8171L85 9589L58Gkfmucoc disorvhtgdks: 86?2 hbtor hcjustlokts




@RHM_O(-8) -5.507180 5.58529? -0.?898?8 5.5555

C(@RHM_O(-8)) 5.696765 5.590865 88.76701 5.5555

C(@RHM_O(-9)) 5.550?62 5.593331 5.65193? 5.0?07

C(@RHM_O(-6)) 5.5?9726 5.593391 9.821858 5.5656

C(@RHM_O(-3)) 5.5656?2 5.593366 8.939382 5.9836C(@RHM_O(-?)) 5.579220 5.593388 6.072875 5.5559

C(@RHM_O(-2)) 5.559683 5.593?68 5.573698 5.7937

C(@RHM_O(-0)) 5.57956? 5.5933?7 6.0290?? 5.5559

C(@RHM_O(-1)) 5.5308?5 5.593372 8.793187 5.5?3?

C(@RHM_O(-7)) 5.575793 5.593377 6.088668 5.5559

C(@RHM_O(-85)) 5.56007? 5.593?90 8.?3578? 5.8962

C(@RHM_O(-88)) 5.5?27?5 5.593920 9.632186 5.5878

C(@RHM_O(-89)) -5.3?1516 5.593961 -81.1778? 5.5555

C(@RHM_O(-86)) 5.867?07 5.592621 ?.976??5 5.5555

F 5.555221 5.555259 8.885611 5.9205

ESYOKC(8170L51) 8.?2O-51 0.32O-50 5.595111 5.7166

Y-squhroc 5.6?57?6 Lohk copokcokt vhr -?.12O-52

Hcjustoc Y-squhroc 5.636210 V.C. copokcokt vhr 5.58692?


Vul squhroc rosgc 5.8?30?3 Vfawhrz frgtorgdk -2.8??962


B-sthtgstgf 31.6536? Curigk-Phtsdk stht 9.555080


Mo t-stht cu trokc (5,595) ost gkbçrgour å 9,01. Dk hffopto A5. Mo fdobbgfgokt co mh tokchkfo

k‗ost phs sg`kgbgfhtgvolokt cgbbçrokt co 5. Dk phsso cdkf hu ldcámo 9.

*Ldcámo 9 :


Oxd`okdus: Fdksthkt


t-Vthtgstgf Urdi.*

Hu`loktoc Cgfnoy-Bummor tost sthtgstgf -0.?82233 5.5555


?% movom -9.126323

85% movom -9.?20133





Chto: 56/9?/89 Sglo: 87:85


Gkfmucoc disorvhtgdks: 86?2 hbtor hcjustlokts


@RHM_O(-8) -5.507198 5.585287 -0.?82233 5.5555

C(@RHM_O(-8)) 5.696760 5.590881 88.73?67 5.5555C(@RHM_O(-9)) 5.550?61 5.593367 5.651339 5.0?01

C(@RHM_O(-6)) 5.5?972? 5.593387 9.827539 5.5656



C(@RHM_O(-3)) 5.5656?7 5.593396 8.936567 5.9838

C(@RHM_O(-?)) 5.579205 5.593358 6.070061 5.5559

C(@RHM_O(-2)) 5.559682 5.593?98 5.573330 5.7931

C(@RHM_O(-0)) 5.579561 5.5933?5 6.023351 5.5559

C(@RHM_O(-1)) 5.5308?6 5.593312 8.79?213 5.5?33

C(@RHM_O(-7)) 5.575791 5.593317 6.089720 5.5559

C(@RHM_O(-85)) 5.560072 5.593?81 8.?38?2? 5.8963C(@RHM_O(-88)) 5.5?27?? 5.5939?0 9.631552 5.5875

C(@RHM_O(-89)) -5.3?1507 5.593991 -81.75212 5.5555

C(@RHM_O(-86)) 5.867?11 5.5926?3 ?.972266 5.5555

F 5.555207 5.555652 9.9830?? 5.5927

Y-squhroc 5.6?57?6 Lohk copokcokt vhr -?.12O-52



Vul squhroc rosgc 5.8?30?3 Vfawhrz frgtorgdk -2.825???

Md` mgnomgaddc 3965.731 Ahkkhk-Xugkk frgtor. -2.87229?

B-sthtgstgf ?8.07696 Curigk-Phtsdk stht 9.555099


Mo t-stht co mh fdksthkto (9,98) ost gkbçrgour hu sougm co 9,?3 å ?%. Dk hffopto A5, mo

fdobbgfgokt co mh fdksthkto k‗ost phs sg`kgbgfhtgvolokt cgbbçrokt co zçrd.

Dk phsso hmdrs, hu ldcámo 8

*Ldcámo 8 :


Oxd`okdus: KdkoMh` Mok`ta: 86 (Hutdlhtgf - ihsoc dk VGF, lhxmh`<96)

t-Vthtgstgf Urdi.*

Hu`loktoc Cgfnoy-Bummor tost sthtgstgf -0.806851 5.5555

Sost frgtgfhm vhmuos: 8% movom -9.?22221

?% movom -8.7385?0

85% movom -8.282?39


Hu`loktoc Cgfnoy-Bummor Sost OquhtgdkCopokcokt Rhrghimo: C(@RHM_O)


Chto: 56/9?/89 Sglo: 87:86


Gkfmucoc disorvhtgdks: 86?2 hbtor hcjustlokts


@RHM_O(-8) -5.509281 5.585893 -0.806851 5.5555

C(@RHM_O(-8)) 5.687153 5.590576 88.1561? 5.5555

C(@RHM_O(-9)) 5.553627 5.593369 5.801151 5.1?18

C(@RHM_O(-6)) 5.537199 5.593386 9.535159 5.538?

C(@RHM_O(-3)) 5.5908?8 5.593382 8.889565 5.9226C(@RHM_O(-?)) 5.51791? 5.593617 6.225175 5.5556

C(@RHM_O(-2)) -5.55893? 5.593?53 -5.5?5155 5.7?7?



C(@RHM_O(-0)) 5.511358 5.593365 6.281??2 5.5556

C(@RHM_O(-1)) 5.536?58 5.593322 8.001550 5.50?2

C(@RHM_O(-7)) 5.510551 5.593328 6.??0530 5.5553

C(@RHM_O(-85)) 5.566085 5.593313 8.602011 5.8211

C(@RHM_O(-88)) 5.5?9126 5.593998 9.819305 5.5979

C(@RHM_O(-89)) -5.329830 5.593873 -87.85985 5.5555

C(@RHM_O(-86)) 5.86298? 5.592631 ?.827075 5.5555

Y-squhroc 5.631?07 Lohk copokcokt vhr -?.12O-52



Vul squhroc rosgc 5.8??695 Vfawhrz frgtorgdk -2.829999

Md` mgnomgaddc 3991.306 Ahkkhk-Xugkk frgtor. -2.87?111


Mh vhmour frgtgquo å ?% ost co -8,73 hmdrs quo mh vhmour HCB ost co -0,80. Dk hffopto A8, mh

sçrgo ost cdkf igok sthtgdkkhgro ok kgvohu.


Dk faorfao mo logmmour ldcámo pdur mos prçvgsgdks. Gm ko bhut phs duimgor qu‗gm bhut fdrrg`or mos

vhrghtgdks shgsdkkgáros. Umusgours ldcámos sdkt pdssgimos :

-_k HY(8) LH(8) VLH(89) fhr mo `mgssolokt h çtç bhgt sur 89 pçrgdcos.

Copokcokt Rhrghimo: @RHM_O


Chto: 56/9?/89 Sglo: 87:80



Fdkvor`okfo hfagovoc hbtor 2 gtorhtgdks

LH Ihfnfhst: 8172L51 8170L51


HY(8) 5.711915 5.553828 960.?950 5.5555

LH(8) 5.90?92? 5.593818 88.61639 5.5555

VLH(89) -5.120708 5.55799? -73.5138? 5.5555

Y-squhroc 5.732?32 Lohk copokcokt vhr 5.557555

Hcjustoc Y-squhroc 5.732320 V.C. copokcokt vhr 5.535775



Md` mgnomgaddc 336?.719 Ahkkhk-Xugkk frgtor. -2.3087?9

Curigk-Phtsdk stht 8.776381

Gkvortoc HY Yddts .77

Gkvortoc LH Yddts .77 .12+.37g .12-.37g .37+.12g

.37-.12g .55-.77g -.55+.77g -.91

-.37-.12g -.37+.12g -.12-.37g -.12+.37g

-.77



Mos t-stht ok vhmours hisdmuos sdkt tdus supçrgours å 8,72 å ?%. Mos fdobbgfgokts sdkt

sg`kgbgfhtgvolokt cgbbçrokts co zçrd.

-_k HY(9) LH(8) VLH(89)

Copokcokt Rhrghimo: @RHM_O


Chto: 56/9?/89 Sglo: 87:81



Fdkvor`okfo hfagovoc hbtor 1 gtorhtgdks

LH Ihfnfhst: 8172L57 8170L57


HY(9) 5.7?7230 5.5503?8 891.0106 5.5555

LH(8) 5.779800 5.555621 9271.825 5.5555

VLH(89) -5.193775 5.5509?? -886.05?0 5.5555

Y-squhroc 5.738703 Lohk copokcokt vhr 5.551782

Hcjustoc Y-squhroc 5.738117 V.C. copokcokt vhr 5.535111





Gkvortoc HY Yddts .71 -.71

Gkvortoc LH Yddts .71 .1?+.37g .1?-.37g .37+.1?g

.37-.1?g .55-.71g -.55+.71g -.37-.1?g

-.37+.1?g -.1?-.37g -.1?+.37g -.71-.77

Fo ldcámo pout êtro hussg rotoku pdur mo tost cos rçsgcus, ok obbot mos fdobbgfgokts cu ldcámo

sdkt sg`kgbgfhtgbs.

Kdus fadgsgrdks mo ldcámo qug lgkglgso mo frgtáro c‗Hnhgno gkbd frgtorgdk (HGF) : dk prokc

hmdrs mo ldcámo HYLH(8,8).



Sost sur mos rçsgcus

Mos prdihigmgtçs hbboftços hux hutdfdrrçmhtgdks sdkt supçrgours å ?%. Dk hffopto A5, mos

rçsgcus ko sdkt phs hutdfdrrçmçs.

Uhr mo tost co Idx ot Ugorfo : X<8627*5,58?9<95,15 ot n*<68,38 X=n* dk hffopto A5, mos

rçsgcus ko sdkt phs hutdfdrrçmçs.

Co lêlo sg m'dk fdlphro mo Xstht å uk nag¹ pdur 95 CCM(68,38) fomug-fg ost igok gkbçrgour.



6. Mo prgx cu pçtrdmo

Fotto sçrgo sur mo prgx cu pçtrdmo, pmus prçfgsçlokt sur mo prgx cu Irokt co pçtrdmo ost uko

sçrgo loksuommo. Ommo çkuláro mos vhrghtgdks cu prgx cu pçtrdmo sur mo lhrfaç pçtrdmgorhlçrgfhgk mo Kow Wdrn Lorfhktgmo oxfahk`o (KWLOQ) d÷ sdkt cçpdsçs mos fdktrhts pdrthkt

sur mos prdcugts gkcustrgoms (pçtrdmo, `hz, çmoftrgfgtç) ot mos lçthux (dr, hr`okt, pmhtgko).

Fotto sçrgo, prdvgokt cu sgto co mh rçsorvo bçcçrhm co Vhgkt-Mdugs. Mo lhrfaç cu pçtrdmo ost uk

lhrfaç trás vdmhtgm, ok rhgsdk cos rçhftgdks co phkgquo qug hpphrhgssokt å fahquo frhgkto

`çdpdmgtgquo tommos quo m‗gkfortgtuco fdkforkhkt m‗gssuo cu cdssgor kufmçhgro grhkgok du

okfdro cos lhkgbosthtgdks ok Vyrgo…

Å fotto vdmhtgmgtç s‗hjduto uko hffoktuhtgdk co mh shgsdkkhmgtç chks mo prgx, hvof cos

paçkdlákos fdllo mh « crgvgk` sohsdk ¾ ok çtç hux Othts-_kgs, d÷ mh shgsdk ost prdpgfo å

uko colhkco pmus glpdrthkto. Dk pout hussg kdtor, uko shgsdkkhmgtç oktro Kdvoliro ot Jugkdu mos gkfgcokts fmglhtgquos sdkt pmus prçsokts chks mos phys prdcuftours. Sdus fos

paçkdlákos bdkt qu‗gm y h uko ahusso co mh prglo co rgsquo ot cdkf uko shgsdkkhmgtç ok

pçrgdco ostgvhmo. Gm solimo quo mos gktorvokhkts sur mo lhrfaç hgokt prgs ok fdlpto fotto

shgsdkkhmgtç.

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55 85 95 65 35 ?5 25 05 15 75 55 85

Cdw Jdkos Yosgcs



h) Vthtgdkkhrgshtgdk co kdtro sçrgo

Dk lot mh sçrgo ok md`hrgtalo



Mos vhrghtgdks ldktrokt quo mo lhrfaç ost trás vdmhtgm. Ok obbot, cos pçrgdcos co bdrtos

bmuftuhtgdks so bdkt soktgr hvof cos pçrgdcos co ahussos ot cos fautos irusquos cu prgx cu

irokt.

Yo`hrcdks mo fdrrçmd`rhllo ok kgvohu co mh sçrgo :

Mos hutdfdrrçmhtgdks cçfrdgsokt trás moktolokt, mh 8áro hutdfdrrçmhtgdk phrtgommo ost trás

sg`kgbgfhtgvolokt cgbbçrokto co zçrd, mh sçrgo ko solimo phs sthtgdkkhgro ok kgvohu.

C‗hprás mo tost co Cgfnoy-Bummor :

Hvof mo ldcámo 8 shks trokc kg fdksthkto :



Mh vhmour frgtgquo å ?% (-8,73) ost gkbçrgouro å mh sthtgstgquo co Cgfnoy-Bummor (5,06), mh sçrgo

k‗ost cdkf phs sthtgdkkhgro.

Dk obboftuo uk `mgssolokt hkkuom sur 89 pçrgdcos, fdllo gm h çtç obboftuç pdur mos sçrgos

VU?55 ot Cdw Jdkos.



Yo`hrcdks mo fdrrçmd`rhllo co mh sçrgo, pdur fdkfmuro å uko çvoktuommo sthtgdkkhrgtç.



Mo fdrrçmd`rhllo prokc mh lêlo bdrlo quo mo fdrrçmd`rhllo cu `mgssolokt hkkuom cu

Cdw Jdkos. Mo paçkdláko dsfgmmhtdgro trhcugt uko fdlpdshkto shgsdkkgáro chks mh sçrgo, fo

paçkdláko sorh fdllo pdur mos sçrgos idursgáros prçfçcoktos, trhgtç phr mh sugto.

Sostdks mh sthtgdkkhrgtç co mh sçrgo phr mo tost co Cgfnoy-Bummor :

*Ldcámo 6



Mo t-stht cu trokc (5,12) ost gkbçrgour å 9,01. Dk hffopto A5, mo trokc k‗ost phs

sg`kgbgfhtgvolokt cgbbçrokt co zçrd. Dk phsso cdkf hu ldcámo 9 :

*Ldcámo 9



Mh vhmour frgtgquo hu sougm co ?% (-8,73) ost supçrgouro å mh vhmour co Cgfnoy-Bummor (-6,25), mh

sçrgo ost cdkf sthtgdkkhgro.


Gm fdkvgokt co fadgsgr mo logmmour ldcámo, tdut ok fdrrg`ohkt mh shgsdkkhmgtç co mh sçrgo å m‗hgco

cos ldyokkos ldigmos shgsdkkhrgsços (VLH).

_k ldcámo HYLH(8,8) sorhgt uk ldcámo sg`kgbgfhtgb lhgs mos rçsgcus sdkt hutdfdrrçmçs å phrtgr

co mh pçrgdco 89 (prçsokfo c‗uk pgf sur mo fdrrçmd`rhllo). Dk h cçjå ditoku fotto sgtuhtgdk

chks mos coux sçrgos prçfçcoktos :

Mo ldcámo fadgsgt ost uk HY(8) LH(8) VLH(89)

Mos t-sthts sdkt supçrgours å 8,72 ok vhmours hisdmuos, mos prdfossus hutdrç`rossgb, ldyokko

ldigmo ot ldyokko ldigmo shgsdkkhrgsços sdkt sg`kgbgfhtgbs.



Sost sur mos rçsgcus

Mos prdihigmgtçs hbboftços hux hutdfdrrçmhtgdks sdkt supçrgouros å ?%. Ok fhmfumhkt mh

sthtgstgquo co Idx-Ugorfo X<91?*5,5798<92,93 n*<68,38

X=n* dk hffopto A5, mos rçsgcus ko sdkt phs hutdfdrrçmçs.

Chks mo fhs co fotto sçrgo kdus prokcrdks uk rgsquo mç`árolokt supçrgour å ? %.

GG. Urçvgsgdk

Hprás hvdgr sçmoftgdkkç pdur fahquo sçrgo uk ldcámo qug kdus solimo justo, kdus kdus

sdllos httomçs å mh rçhmgshtgdk co prçvgsgdks. Fommos-fg pdrtokt sur mh vhrghtgdk qug ost

pdssgimo c'httokcro chks mos ldgs sugvhkts. Udur m'oksolimo cos prçvgsgdks mh fdurio imouo

sorh roprçsokthtgvo co mh prçvgsgdk adrs çfahktgmmdk ot mh fdurio rdu`o sorh roprçsokthtgvo

co mh vhmour rçommo co mh sçrgo.



h) V&U ?55 : Bdrofhst

Chto Rhrghtgdk ok %

(Bdrofhst)

9589L59 -5,912931739

9589L56 5,526596010

9589L53 5,902323232

9589L5? 5,2173180??9589L52 5,7?92665?2

9589L50 8,322572?98

9589L51 9,6616839?1

9589L57 6,9?9588690

9589L85 9,507??3?67

9589L88 9,611215280

9589L89 9,?00598790

9586L58 9,862527553

Mh fhpgthmgshtgdk idursgáro cu V&U ?55 ok prçvgsgdk kdus gkcgquo quo m'gkcgfo k'hurh qu'uko

vhrghtgdk supçrgouro å zçrd, shub pdur mh prolgáro pçrgdco d÷ mh fhpgthmgshtgdk idursgáro so

rçcugt. Gm fdkvgokcrh cdkf pdur uk gkvostgssour qug hurhgt uko fdkbghkfo phrbhgto ok fo

ldcámo c'gkvostgr å mh prolgáro pçrgdco chks uk pdrtobougmmo c'hftgbs gkcgfgoms (hyhkt mh lêlo

fdlpdsgtgdk quo mo V&U ?55) fomug-fg borh hmdrs ok ldyokko uko pmus-vhmuo. Gm fdkvgokt co

kdtor, quo pdur fahquo prçvgsgdk gm h çtç vçrgbgç quo fotto lêlo prçvgsgdk k'çthgt phs

tdujdurs chks mo lêlo soks quo mh vhmour rçommo. Gm ost å kdtor quo mo V&U ?55 ost trás

gkbmuokfç phr mh prçsokfo co mh sdfgçtç Hppmo. Gm h cdkf çtç frçç copugs pou mo V&U ?55 shks

Hppmo.

-.85

-.51

-.52

-.53

-.59

.55

.59

.53

.52

.51

75 79 73 72 71 55 59 53 52 51 85 89

@RHM_OVUB

@mgssolokt hkkuom cu VU?55



i) Cdw Jdkos : Bdrofhst

Chto Urçvgsgdk ok %

(bdrofhst)

9589L58 5,9502897739589L59 -5,698602176

9589L56 -5,6??67257?

9589L53 -5,692203588

9589L5? -5,6??5969?

9589L52 -5,8560765?1

9589L50 -5,37??9572?

9589L51 5,?59?15013

9589L57 5,259336078

9589L85 5,80333?191

9589L88 ?,29O-539589L89 -5,8532703?

9586L58 -5,859283237

Çthkt cdkkç mos rçsumthts bdurkgs phr kdtro prçvgsgdk kdus pduvdks ostglor qu'uk

gkvostgssour qug borhgt fdkbghkfo å mh ldcçmgshtgdk sugvhkto k'hurhgt phs gktçrêt å gkvostgr chks

uk pdrtobougmmo gkcgfgom qug roprçsoktorhgt mo Cdw Jdkos pugsqu'gm rçhmgsh cos portos ot cos

`hgks lgtg`çs sur mh pçrgdco ostglço.

-.52

-.53

-.59

.55

.59

.53

.52

75 79 73 72 71 55 59 53 52 51 85 89

@RHM_OCPB

@mgssolokt hkkuom Cdw Jdkos



f) Irokc

Chto Urçvgsgdk ok %

(bdrofhst)

9589L59 5,00756?638

9589L56 5,388055171

9589L53 5,568793?17

9589L5? 8,?156921619589L52 9,8107802

9589L50 8,2069231?0

9589L51 6,619563370

9589L57 9,658091536

9589L85 9,985?20188

9589L88 -5,933773602

9589L89 -8,76O+55

9586L58 -8,2155?8973

9586L59 -8,?98387999

Mh tokchkfo qug pout êtro disorvço chks uko prolgáro phrtgo, ot qu‗gm y hurh uko ahusso cu

prgx cu ihrgm co pçtrdmo pugs pdur mos quhtro corkgors ldgs uko cglgkutgdk co fomug-fg.

Kdtdks pdur bgkgr, qu'gm ost gktçrosshkt co rolhrquor quo m'oksolimo cos vhrghimos sdkt

sujottos å m'açtçrdsfçchstgfgtç cos orrours, fo qug gkcgquo quo kdrlhmolokt gm hurhgt bhmmu

obboftuor sur fos sçrgos cos ldcámos HYFA.

.95

.8?

.85

.5?

.55

.5?

.85

.8?

.95

55 58 59 56 53 5? 52 50 51 57 85 88 89

@RHM_OLFB

@mgssolokt hkkuom cu prgx cu pçtrdm



GGG. Ldcçmgshtgdk Lumtgvhrgço

h) Bdkftgdk co trhksbort

Chks fotto phrtgo ot ok vuo cos cdkkços çtucgços prçfçcollokt, gm kdus h solimç justo

c'obboftuor uko bdkftgdk trhksbort sur co kduvommos vhrghimos, quo sdkt mo UGI cos Çthts-_kgs

c'Hlçrgquo ot mh prdcuftgdk gkcustrgommo co fo lêlo phys. Kdus sduahgtorgdks shvdgr quom

ost m'glphft c'uko vhrghtgdk co mh prdcuftgdk gkcustrgommo sur mo UGI ok trglostro.

Kdtdks quo fotto phrtgo kdus porlot hgksg co vhrgor m'utgmgshtgdk cos md`gfgoms pugsqu'gfg kdus

utgmgsordks mo md`gfgom Pgkrhts.

8) Fadgx co kduvommo vhrghimo

Fdllo prçfçcollokt kdus utgmgsdks mos vhrghimos UGI phr ahigthkt cos Çthts-_kgs

c'Hlçrgquo ot mh prdcuftgdk gkcustrgommo. Kdus ko rovgokcrdks phs chks fotto phrtgo, sur mh

sthtgdkkhrgshtgdk cos cdkkços, fommo-fg hyhkt çtç prçsoktço prçfçcollokt pdur c'hutrosvhrghimos, mh lçtadcdmd`go çthkt mh lêlo pdur fommo-fg.

Mos rçsumthts qug pouvokt ok êtro cçcugts sdkt :

Mh sçrgo cu UGI ost sthtgdkkhgro ok kgvohu ot çvdmuo hutdur c'uko fdksthkto.

Mh sçrgo co mh prdcuftgdk gkcustrgommo ost sthtgdkkhgro ok kgvohu.

Gm s'h`gt gfg co sçrgos ok `mgssolokt hkkuom.

9) Ldcçmgshtgdk

Kdus çvhmuordks gfg, cos ldcámos sur mh pçrgdco 8715 å 9588. Gm s'h`gt lhgktokhkt co trduvor

pdur fahfuko cos sçrgos mours ldcámos fdrrospdkchkts hgksg quo c'obboftuor uk bgmtrh`o pdur

ok cçcugro mos pdmykólos.

Mos ldcámos rotokus sdkt cdkf mos sugvhkts (tdut fdllo mos tosts co sthtgdkkhrgtç, kdus ko

prçsoktdks phs gfg m'oksolimo cos fdrrçmd`rhllos, mh lçtadco çthkt çqugvhmokto å fommo

prçsoktço prçfçcollokt) :



Udur mh sçrgo cu UGI :

Umusgours fadsos sdkt å kdtor pdur fos sçrgos, prolgárolokt m'oksolimo cos fdobbgfgokts sdkt

sg`kgbgfhtgvolokt cgbbçrokts co zçrd. Dk pout cdkf rotokgr fo ldcámo, gm ost å kdtor quo fo

ldcámo ost mo rçsumtht co pmusgours osshgos. Gm rçsumto cdkf c'uko cçlhrfao fdkstruftgvo co

rofaorfao cu logmmour ldcámo. Kdtdks hussg quo mos rçsgcus ko sdkt phs fdrrçmçs. Gms sdkt

cdkf irugt imhkf.

Udur mh prdcuftgdk gkcustrgommo.



Mos rçsumthts sdkt fdkbdrlos å kds httoktos, m'oksolimo cos fdobbgfgokts sdkt

sg`kgbgfhtgvolokt cgbbçrokts co zçrd. Ot mos rçsgcus kdk fdrrçmçs. Uugsquo mo fdobbgfgokt co

sg`kgbgfhtgvgtç ost supçrgour å ? %.

Kdus pduvdks cdkf, cás å prçsokt bgmtror kdtro sçrgo ot ok cçcugro mos rçsumthts rofaorfaçs.

Hprás hvdgr bgmtrç mh sçrgo, gm fdkvgokt c'obboftuor mo fdrrçmd`rhllo frdgsço cos sçrgos, fomug-fg

kdus gkcgquorh mh vhrghimo okcd`áko ot mh vhrghimo oxd`áko. Lêlo sg mo rçsumtht solimo

md`gquo pdur kds sçrgos.

Dk rolhrquo gfg, quo mos fdrrçmhtgdks mh`s sdkt sg`kgbgfhtgvolokt cgbbçroktos co zçrd. Dk

fadgsgrh cdkf fdllo vhrghimo oxd`áko, m'çvdmutgdk co mh prdcuftgdk gkcustrgommo. Kdus

faorfadks cdkf å fdlprokcro m'glphft c'uk fadf co mh prdcuftgdk gkcustrgommo sur mo UGI.

Hprás hvdgr obboftuç mo fdrrçmd`rhllo sur mh sçrgo bgmtrço kdus ok hvdks cçcugt uk pdmykólo

H(M) ot F(M). Kdus hvdks ditoku mos rçsumthts sugvhkts:

Gm fdkvgokt cdkf co cgro quo m'oksolimo cos fdobbgfgokts sdkt sg`kgbgfhtgvolokt cgbbçroktos co

zçrd. Dk `hrco cdkf fo ldcámo.



Mh sg`kgbgfhtgvgtç `mdihmo kdus gkcgquo mh lêlo fadso, co lêlo quo mos rçsgcus ko sdkt phs

fdrrçmçs oktro oux. Fomh kdus ost gkcgquç phr mh sg`kgbgfhtgvgtç qug ost supçrgouro å ? %.

Kdus pduvdks cdkf phssor cás å prçsokt å m'gktorprçthtgdk.

6) Gktorprçthtgdk ot frgtgquoM‗gktorprçthtgdk ost sglpmo, sg mh prdcuftgdk gkcustrgommo vhrgo co 8 % sur uk solostro (gfg

kdus fadgsgrdks uko vhrghtgdk å mh ahusso) mo UGI mug vhrgo co 5,62 % sur mo lêlo trglostro.

M'obbot co mdk` torlo mug, ost çvhmuç å -5,? %. Mos rçsumthts kdus solimokt tdut å bhgt md`gquo,

pugsqu'gm ost sduvokt kdtç chks mh mgttçrhturo çfdkdlgquo, quo mo pdgcs co mh prdcuftgdk

gkcustrgommo ost prçpdkcçrhkt chks m'hu`lokthtgdk cu UGI.

Co pmus, mh kdrlhmgtç cos rçsgcus k'ost phs idkko, hbgk c'ditokgr co kduvohux gktorvhmmos co

fdkbghkfo kdus hurgdks pu obboftuor uk iddtstrhppgk`. « Mo iddtstrhp ost uko tofakgquo

c'gkbçrokfo sthtgstgquo ihsço sur uko suffossgdk co rççfahktgmmdkkhòs ¾

i) Ldcámo RHY

Mos ldcçmgshtgdks çfdkdlçtrgquos vuos prçfçcollokt solimokt rçh`gr co lhkgáro bhussço

hux okvgrdkkolokts çfdkdlgquos porturiçs, dr chks kdtro fhs mos vhrghimos fadgsgos

solimokt hvdgr suig co bdrtos porturihtgdks çthkt cdkkç mos frgsos rçpçtços hppdrthkt uko

bdrto vdmhtgmgtç. F'ost cdkf pdur fotto rhgsdk, quo kdus hmmdks obboftuor mo ldcámo RHY. Fomug-

fg porlotthkt co rçpdkcro ok phrtgo hux frgtgquos bdrlumços prçfçcollokt, pugsquo fomug-fg

ko trhgto phs co lhkgáro sglumthkço mos vhrghimos, lhgs co lhkgáro oxd`áko.

8) Fadgx cos vhrghimosChks fotto phrtgo, kdus rovgokcrdks sur kds cdkkços prçfçcollokt utgmgsços, f'ost-å-cgro

chks mo fhs cu ldcámo Rhr : m'gkcgfo cu Cdw Jdkos hgksg quo mo fdurs cu pçtrdmo. Mo fadgx co

fos vhrghimos s'ost bhgt `réfo hux tosts co @rhkòr, fo corkgor porlot c'ditokgr mh fhushmgtç

cos vhrghimos oktros ommos. Kdtdks quo fotto quostgdk s'ost pdsço pdur mo V&U ?55 ot mo fdurs

cu pçtrdmo, ot mo Cdw Jdkos ot mo fdurs cu pçtrdmo. Ok rovhkfao, fotto quostgdk ko s'ost phs

pdsço pdur mh fhushmgtç oktro mo V&U ?55 ot mo Cdw Jdkos pugsquo fos coux gkcgfos

fdlpdrtokt cos hftgbs ok fdlluk. Gm k'ost cdkf phs gktçrosshkt c'çvhmuor mours romhtgdks.

Kdus pduvdks hjdutor co pmus, qu‗uko vhrghimo fhusorh uko hutro sg àh prçcgftgvo aulgmgtç ost

hlçmgdrço mdrsquo m'gkbdrlhtgdk romhtgvo co mh couxgálo ost hjdutço.

Uhgrwgso @rhkòr Fhushmgty Sosts

Chto: 56/97/89 Sglo: 88:93

Vhlpmo: 8170L51 9586L58

Mh`s: 9

Kumm Aypdtaosgs: Dis B-Vthtgstgf Urdi.

@RHM_OLF cdos kdt @rhkòr Fhuso @RHM_OCP 916 5.19?89 5.3676

@RHM_OCP cdos kdt @rhkòr Fhuso @RHM_OLF 3.87677 5.5828

http://fr.wikipedia.org/wiki/Bootstrap_%28statistiques%29






Dk disorvo cdkf gfg, qu'gm y h fhushmgtç co m'uko sur m'hutro, fadso quo kdus k'hvdks phs

disorvç pdur mos vhrghimos V&U ?55 ot fdurs cu pçtrdmo.

9) Cçtorlgkhtgdk co m‗drcro cu ldcámo RHY

Yhppomdks gfg quo m‗oksolimo co kds vhrghimos sdkt sthtgdkkhgros. Lhgktokhkt kdus covdks

cçtorlgkor m'drcro cu ldcámo Rhr ok lgkglgshkt mos frgtáros c'gkbdrlhtgdk HGF VF.

Kdus fadgsgrdks gfg, co ko phs cçphssor mos quhtro rothrcs, mos rçsumthts sdkt cdkf, mos

sugvhkts :

U 8 9 6 3

HGF -88.5?686 -88.82?07 -88.82017 -88.99108

VF -85.70253 -88.56270 -85.71051 -85.77?2?

Kdus fadgsgrdks uk rothrc co 9 pugsquo mos frgtáros c'gkbdrlhtgdk sdkt lgkglgsçs å p<9.

6) Mo Ldcámo RHY rotokuo ot Bdkftgdk co rçpdkso

Kdus hvdks cdkf vu quo mo ldcámo rotoku ost mo ldcámo å 9 rothrcs, sh bdrlo ost cdkf mh

sugvhkto :

Roftdr Hutdro`rossgdk Ostglhtos

Chto: 56/97/89 Sglo: 88:63Vhlpmo (hcjustoc): 8711L50 9589L58


Vthkchrc orrdrs gk ( ) & t-sthtgstgfs gk ^ \

@RHM_OCP @RHM_OLF

@RHM_OCP(-8) 8.827617 5.781753

(5.5?190) (5.67690)

^ 95.5219\ ^ 9.662?7\

@RHM_OCP(-9) -5.961565 -5.238786

(5.5?123) (5.67?00)

^-3.5?753\ ^-8.29879\

@RHM_OLF(-8) -5.556859 8.828155

(5.551?5) (5.5?062)

^-5.62373\ ^ 95.9??5\

@RHM_OLF(-9) -5.558353 -5.908511

(5.55138) (5.5?202)

^-5.82278\ ^-3.00236\

F 5.555002 5.555206

(5.55561) (5.559?1)

^ 9.56366\ ^ 5.92835\

Y-squhroc 5.17261? 5.1?7955 Hcj. Y-squhroc 5.173173 5.1?0803



Vul sq. rosgcs 5.551787 5.352921

V.O. oquhtgdk 5.55?223 5.561991

B-sthtgstgf 258.9?5? 393.851?

Md` mgnomgaddc 852?.513 ?93.0929

Hnhgno HGF -0.3780?2 -6.209700

Vfawhrz VF -0.390637 -6.251?05

Lohk copokcokt 5.55107? 5.592279V.C. copokcokt 5.580309 5.8588?6

Cotorlgkhkt rosgc fdvhrghkfo (cdb hcj.) 3.21O-51

Cotorlgkhkt rosgc fdvhrghkfo 3.?9O-51

Md` mgnomgaddc 8?17.7?7

Hnhgno gkbdrlhtgdk frgtorgdk -88.82?07

Vfawhrz frgtorgdk -88.56270

Dk pout rolhrquor gfg, quo tdus mos fdobbgfgokts ko sdkt phs sg`kgbgfhtgvolokt cgbbçrokts cozçrd co sdrto, mos ldcámos sordkt co bdrlo sugvhkto :

@RHM_OCP < ^8.827617*@RHM_OCP(-8)-5.961565*@RHM_OCP(-9)+5.555002\

Ot

@RHM_OLF < ^5.781753*@RHM_OCP(-8)-5.238786*@RHM_OCP(-9)+8.828155*@RHM_OLF(-

8)-5.908511 @RHM_OLF(-9)\

Kdus covdks lhgktokhkt cçtorlgkor mos bdkftgdks co rçpdkso, qug kdus porlottrdks co

ldktror m'glphft c'uk fadf cu Cdw Jdkos sur mo prgx cu pçtrdmo du rçfgprdquolokt gkvorso

m'glphft cu prgx cu pçtrdmo sur mo Cdw Jdkos.

Mos rçsumthts sdkt cdkf mos sugvhkts :

M‗gktorprçthtgdk qug pout ok êtro bhgto ost gktçrosshkto, fhr gm solimo quo mo fadf, sdgt cu

pçtrdmo sur mo Cdw Jdkos sdgt cu Cdw Jdkos sur mo pçtrdmo, ko sdgt phs uk fadf gllçcght fhrmos coux fdurios phrtokt quhsglokt co mour drg`gko.



Gm solimorhgt cdkf, quo fo fadf sdgt prd`rossgb chks mo tolps ot m'hldrtgssolokt mdk` pdur sh

phrt, pugsquo mos fdurios ko rovgokkokt phs cgroftolokt å mour drg`gko, mo cçmhg çthkt co 85

pçrgdcos.

Co pmus, gm solimo quo mos obbots sdgokt gkvorsçs, quo mo fadf vgokko cu pçtrdmo du cu Cdw

Jdkos. Ok obbot, uko hu`lokthtgdk cu Cdw Jdkos so trhcugt phr uko hu`lokthtgdk cu

rokcolokt sur mo pçtrdmo, fofg pout s'oxpmgquor phr mo bhgt qu'uko hu`lokthtgdk cu Cdw

Jdkos trhcugt uko hlçmgdrhtgdk co mh sgtuhtgdk çfdkdlgquo, fo qug gkbmuokforh hmdrs mh

colhkco co pçtrdmo ot cdkf sdk prgx.

Hmdrs quo rçfgprdquolokt uko hu`lokthtgdk cu prgx cu pçtrdmo qug ko rçsumtorhgt phs c'uko

hlçmgdrhtgdk co mh sgtuhtgdk çfdkdlgquo, lhgs c'uk fdkbmgt hrlç bhgt ihgssor mo rokcolokt cu

Cdw Jdkos. Fotto gkbdrlhtgdk ost mhr`olokt romhyço ok fo ldlokt, fhr m'hu`lokthtgdk cu

prgx cu pçtrdmo chks uko sgtuhtgdk, d÷ m'çfdkdlgo h cos cgbbgfumtçs å so romhkfor pdso cos

cgbbgfumtçs suppmçlokthgros å fommo-fg.

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