Příloha č.1 Vypočtené hodnoty jednotlivých proměnných indexu OCA pro MUBS za období 1971-2012 Rok SD (e ij ) SD (Y i -Y j ) DISSIM ij TRADE ij SIZE ij 1971 0,00000 0,03250 0,0000000254 0,02443 40,64456 1972 0,00020 0,06173 0,0000000268 0,06691 41,22212 1973 0,00030 0,02807 0,0000000000 0,03356 42,05135 1974 0,00035 0,28970 0,0000000161 0,01527 43,17780 1975 0,00010 0,34996 0,0000000170 0,02345 43,35767 1976 0,00060 0,08042 0,0000000412 0,03005 43,60210 1977 0,00075 0,02583 0,0000000250 0,05545 43,89743 1978 0,00005 0,08440 0,0000000506 0,06489 44,19544 1979 0,00045 0,12543 0,0000000000 0,07833 44,74987 1980 0,00010 0,08365 0,0000000000 0,08301 45,53035 1981 0,00025 0,32106 0,0000000000 0,08829 45,58229 1982 0,00050 0,08589 0,0000000000 0,07607 45,65759 1983 0,00165 0,05348 0,0000000142 0,07466 45,67997 1984 0,00040 0,06613 0,0000000340 0,07592 45,74460 1985 0,00045 0,03912 0,0000000207 0,08919 45,62181 1986 0,00105 0,19843 0,0000000319 0,06772 45,23483 1987 0,00105 0,21540 0,0000000297 0,06203 45,53022 1988 0,00105 0,12211 0,0000000338 0,05153 45,71267 1989 0,00055 0,08129 0,0000000043 0,04494 45,98726 1990 0,00100 0,00959 0,0000000554 0,05840 46,36448 1991 0,00040 0,02688 0,0000000090 0,06071 46,56608 1992 0,00035 0,04147 0,0000000271 0,06998 46,82915 1993 0,00115 0,07560 0,0000000237 0,05321 46,96111 1994 0,00015 0,01322 0,0000000000 0,06052 47,14810 1995 0,00314 0,08494 0,0000000109 0,06408 47,46793 1996 0,00707 0,00722 0,0000000000 0,05818 47,63460 1997 0,00663 0,00743 0,0000000000 0,04793 47,69278 1998 0,00843 0,03368 0,0000000602 0,05198 47,28834 1999 0,00770 0,11123 0,0000000000 0,03922 47,41383 2000 0,00235 0,01597 0,0000000000 0,04919 47,78505 2001 0,00329 0,07846 0,0000000024 0,05745 47,64343 2002 0,00728 0,00287 0,0000000000 0,03013 47,71873 2003 0,00399 0,02446 0,0000000043 0,03306 47,89101 2004 0,00100 0,01816 0,0000000020 0,02117 48,23459 2005 0,00105 0,03112 0,0000000020 0,01943 48,53286 2006 0,00050 0,02419 0,0000000017 0,02059 48,86744 2007 0,00055 0,08510 0,0000000014 0,01523 49,13289 2008 0,00005 0,11335 0,0000000000 0,01761 49,36340 2009 0,00005 0,18826 0,0000000012 0,01310 49,06065 2010 0,00025 0,11080 0,0000000011 0,01447 49,40721 2011 0,00010 0,10277 0,0000000006 0,01804 49,82343 2012 0,00010 0,07374 0,0000000000 0,01933 49,89932 1
Příloha č.2 Výsledek testu jednotkového kořene proměnné SD (e ij ) Null Hypothesis: SD EIJ_ has a unit root Lag Length: 0 (Automatic - based on SIC, maxlag=9) Augmented Dickey-Fuller test statistic -2.224182 0.2012 Test critical values: 1% level -3.600987 5% level -2.935001 10% level -2.605836 Dependent Variable: D(SD EIJ_) Sample (adjusted): 1972 2012 Included observations: 41 after adjustments Variable Coefficient Std. Error Prob. SD EIJ_(-1) -0.224438 0.100908-2.224182 0.0320 C 0.000366 0.000288 1.270626 0.2114 R-squared 0.112567 Mean dependent var 2.44E-06 Adjusted R-squared 0.089812 S.D. dependent var 0.001590 S.E. of regression 0.001517 Akaike info criterion -10.09708 Sum squared resid 8.97E-05 Schwarz criterion -10.01349 Log likelihood 208.9901 Hannan-Quinn criter. -10.06664 F-statistic 4.946987 Durbin-Watson stat 1.788274 Prob(F-statistic) 0.031995 2
Příloha č.3 Výsledek testu jednotkového kořene proměnné SD (Y i -Y j ) Null Hypothesis: SD YI_YJ_ has a unit root Lag Length: 5 (Automatic - based on SIC, maxlag=9) Augmented Dickey-Fuller test statistic -1.454861 0.5446 Test critical values: 1% level -3.626784 5% level -2.945842 10% level -2.611531 Dependent Variable: D(SD YI_YJ_) Sample (adjusted): 1977 2012 Included observations: 36 after adjustments Variable Coefficient Std. Error Prob. SD YI_YJ_(-1) -0.369070 0.253680-1.454861 0.1564 D(SD YI_YJ_(-1)) -0.412536 0.231424-1.782598 0.0851 D(SD YI_YJ_(-2)) -0.323373 0.202395-1.597726 0.1209 D(SD YI_YJ_(-3)) -0.388271 0.175088-2.217568 0.0346 D(SD YI_YJ_(-4)) -0.390040 0.148814-2.620998 0.0138 D(SD YI_YJ_(-5)) -0.386741 0.127850-3.024964 0.0052 C 0.026824 0.023261 1.153182 0.2583 R-squared 0.525969 Mean dependent var -0.000186 Adjusted R-squared 0.427894 S.D. dependent var 0.080095 S.E. of regression 0.060582 Akaike info criterion -2.596975 Sum squared resid 0.106435 Schwarz criterion -2.289068 Log likelihood 53.74554 Hannan-Quinn criter. -2.489507 F-statistic 5.362911 Durbin-Watson stat 2.057046 Prob(F-statistic) 0.000791 3
Příloha č.4 Výsledek testu jednotkového kořene proměnné DISSIM ij Null Hypothesis: DISSIMIJ has a unit root Lag Length: 0 (Automatic - based on SIC, maxlag=9) Augmented Dickey-Fuller test statistic -5.318362 0.0001 Test critical values: 1% level -3.600987 5% level -2.935001 10% level -2.605836 Dependent Variable: D(DISSIMIJ) Sample (adjusted): 1972 2012 Included observations: 41 after adjustments Variable Coefficient Std. Error Prob. DISSIMIJ(-1) -0.842847 0.158479-5.318362 0.0000 C 1.12E-08 3.49E-09 3.203483 0.0027 R-squared 0.420376 Mean dependent var -6.20E-10 Adjusted R-squared 0.405514 S.D. dependent var 2.24E-08 S.E. of regression 1.72E-08 Akaike info criterion -32.86641 Sum squared resid 1.16E-14 Schwarz criterion -32.78282 Log likelihood 675.7615 Hannan-Quinn criter. -32.83597 F-statistic 28.28497 Durbin-Watson stat 2.082168 Prob(F-statistic) 0.000005 4
Příloha č.5 Výsledek testu jednotkového kořene proměnné TRADE ij Null Hypothesis: TRADE has a unit root Lag Length: 0 (Automatic - based on SIC, maxlag=9) Augmented Dickey-Fuller test statistic -1.844237 0.3546 Test critical values: 1% level -3.600987 5% level -2.935001 10% level -2.605836 Dependent Variable: D(TRADE) Sample (adjusted): 1972 2012 Included observations: 41 after adjustments Variable Coefficient Std. Error Prob. TRADE(-1) -0.166485 0.090273-1.844237 0.0728 C 0.007913 0.004821 1.641532 0.1087 R-squared 0.080215 Mean dependent var -0.000124 Adjusted R-squared 0.056631 S.D. dependent var 0.013582 S.E. of regression 0.013192 Akaike info criterion -5.770821 Sum squared resid 0.006787 Schwarz criterion -5.687232 Log likelihood 120.3018 Hannan-Quinn criter. -5.740382 F-statistic 3.401211 Durbin-Watson stat 1.842261 Prob(F-statistic) 0.072755 5
Příloha č.6 Výsledek testu jednotkového kořene proměnné SIZE ij Null Hypothesis: SIZE has a unit root Lag Length: 0 (Automatic - based on SIC, maxlag=9) Augmented Dickey-Fuller test statistic -3.315250 0.0206 Test critical values: 1% level -3.600987 5% level -2.935001 10% level -2.605836 Dependent Variable: D(SIZE) Sample (adjusted): 1972 2012 Included observations: 41 after adjustments Variable Coefficient Std. Error Prob. SIZE(-1) -0.061360 0.018508-3.315250 0.0020 C 3.066257 0.857776 3.574659 0.0010 R-squared 0.219858 Mean dependent var 0.225726 Adjusted R-squared 0.199854 S.D. dependent var 0.291692 S.E. of regression 0.260921 Akaike info criterion 0.198355 Sum squared resid 2.655117 Schwarz criterion 0.281943 Log likelihood -2.066267 Hannan-Quinn criter. 0.228793 F-statistic 10.99088 Durbin-Watson stat 1.469913 Prob(F-statistic) 0.001986 6
Příloha č.7 Odhad rovnice indexu OCA pro Brunej vůči Singapuru (1971-2012) Dependent Variable: SD EIJ_ Sample: 1971 2012 Included observations: 42 Variable Coefficient Std. Error Prob. SD YI_YJ_ -0.006712 0.004473-1.500799 0.1419 DISSIMIJ 10497.97 23603.33 0.444766 0.6591 TRADE 0.006306 0.016680 0.378038 0.7076 SIZE 0.000268 0.000187 1.435260 0.1596 C -0.010716 0.009134-1.173272 0.2482 R-squared 0.134353 Mean dependent var 0.001582 Adjusted R-squared 0.040770 S.D. dependent var 0.002359 S.E. of regression 0.002310 Akaike info criterion -9.191482 Sum squared resid 0.000197 Schwarz criterion -8.984616 Log likelihood 198.0211 Hannan-Quinn criter. -9.115658 F-statistic 1.435651 Durbin-Watson stat 0.613762 Prob(F-statistic) 0.241587 Příloha č.8 Korelační tabulka odhadnuté rovnice indexu OCA pro Brunej vůči Singapuru (1971-2012) Covariance Correlation SD EIJ_ SD_YI_YJ_ DISSIMIJ TRADE SIZE SD EIJ_ 5.43E-06 1.000000 SD YI_YJ_ -5.62E-05 0.006777-0.293046 1.000000 DISSIMIJ -7.42E-13 9.60E-12 2.86E-16-0.018811 0.006890 1.000000 TRADE 4.28E-07-7.69E-05 1.03E-10 0.000528 0.007991-0.040637 0.264024 1.000000 SIZE 0.001334-0.038618-1.62E-08-0.016766 5.034156 0.255007-0.209082-0.425493-0.325210 1.000000 7
Příloha č.9 Vypočtené hodnoty jednotlivých proměnných pro odhad upravené rovnice indexu OCA pro Brunej vůči Singapuru (2001-2012) Rok SD (FER i ) SD (Y i -Y j ) DISSIM ij TRADE ij SIZE ij 2001 0,082 0,078 0,0000000024 0,057 47,643 2002 0,115 0,003 0,0000000000 0,030 47,719 2003 0,053 0,024 0,0000000043 0,033 47,891 2004 0,013 0,018 0,0000000020 0,021 48,235 2005 0,012 0,031 0,0000000020 0,019 48,533 2006 0,019 0,024 0,0000000017 0,021 48,867 2007 0,109 0,085 0,0000000014 0,015 49,133 2008 0,072 0,113 0,0000000000 0,018 49,363 2009 0,237 0,188 0,0000000012 0,013 49,061 2010 0,225 0,111 0,0000000011 0,014 49,407 2011 0,181 0,103 0,0000000006 0,018 49,823 2012 0,107 0,074 0,0000000000 0,019 49,899 Zdroj: IMF (2015), WB (2015), vlastní výpočty. 8
Příloha č.10 Výsledek testu jednotkového kořene proměnné SD (FER i ) Null Hypothesis: SD_FER has a unit root Lag Length: 0 (Automatic - based on SIC, maxlag=2) Augmented Dickey-Fuller test statistic -1.472835 0.5089 Test critical values: 1% level -4.200056 5% level -3.175352 10% level -2.728985 Warning: Probabilities and critical values calculated for 20 observations and may not be accurate for a sample size of 11 Dependent Variable: D(SD_FER) Sample (adjusted): 2002 2012 Included observations: 11 after adjustments Variable Coefficient Std. Error Prob. SD_FER(-1) -0.385402 0.261674-1.472835 0.1749 C 0.041379 0.033469 1.236338 0.2476 R-squared 0.194216 Mean dependent var 0.002226 Adjusted R-squared 0.104684 S.D. dependent var 0.071276 S.E. of regression 0.067442 Akaike info criterion -2.392123 Sum squared resid 0.040936 Schwarz criterion -2.319778 Log likelihood 15.15667 Hannan-Quinn criter. -2.437726 F-statistic 2.169244 Durbin-Watson stat 1.832072 Prob(F-statistic) 0.174885 Zdroj: IMF (2015), WB (2015), vlastní výpočty. 9
Příloha č.11 Odhad upravené rovnice indexu OCA pro Brunej vůči Singapuru za období 2001-2012 Dependent Variable: SD_FER Sample: 2001 2012 Included observations: 12 Variable Coefficient Std. Error Prob. SD YI_YJ_ 1.114856 0.408245 2.730847 0.0293 DISSIM -12846102 17471306-0.735269 0.4861 TRADE -0.410974 2.145317-0.191568 0.8535 SIZE -0.014892 0.041211-0.361354 0.7285 C 0.777051 2.039029 0.381089 0.7144 R-squared 0.628788 Mean dependent var 0.102025 Adjusted R-squared 0.416666 S.D. dependent var 0.077724 S.E. of regression 0.059363 Akaike info criterion -2.515956 Sum squared resid 0.024668 Schwarz criterion -2.313911 Log likelihood 20.09573 Hannan-Quinn criter. -2.590760 F-statistic 2.964284 Durbin-Watson stat 1.446656 Prob(F-statistic) 0.099754 Zdroj: IMF (2015), WB (2015), vlastní výpočty. 10
Příloha č.12 Korelační tabulka odhadnuté upravené rovnice indexu OCA pro Brunej vůči Singapuru (2001-2012) Covariance Correlation SD_FER SD_YI_YJ_ DISSIM TRADE SIZE SD_FER 0.005538 1.000000 SD YI_YJ_ 0.002960 0.002648 0.773015 1.000000 DISSIM -3.52E-11-1.98E-11 1.43E-18-0.395513-0.321152 1.000000 TRADE -0.000257-0.000196 6.04E-12 0.000138-0.293716-0.323998 0.429380 1.000000 SIZE 0.025296 0.021961-5.19E-10-0.006447 0.570784 0.449941 0.564835-0.573344-0.725969 1.000000 Zdroj: IMF (2015), WB (2015), vlastní výpočty. 11