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alfa 0.2 beta 0.

8
T Xt St Tt Ft
1 1.31512 1.3151 0 1.31512
2 1.33860 1.3198 0.0038 1.3236
3 1.38557 1.3360 0.0137 1.3496
4 1.42080 1.3639 0.0251 1.3889
5 1.32686 1.3765 0.0151 1.3917
6 1.15073 1.3435 -0.0234 1.3200
7 1.44428 1.3449 -0.0035 1.3414
8 1.37383 1.3478 0.0017 1.3495
9 1.33860 1.3473 -0.0001 1.3472
10 1.36209 1.3502 0.0023 1.3525
11 1.38557 1.3591 0.0076 1.3667
12 1.42080 1.3775 0.0162 1.3937
13 1.45602 1.4062 0.0262 1.4324
14 1.53822 1.4536 0.0431 1.4967
15 1.39731 1.4768 0.0272 1.5041
16 1.30338 1.4639 -0.0049 1.4590
17 1.17421 1.4021 -0.0504 1.3516
18 1.44428 1.3702 -0.0356 1.3345
19 1.50299 1.3682 -0.0087 1.3596
20 1.36209 1.3601 -0.0083 1.3518
21 1.35179359986
22 1.34352808952
23 1.33526257917
24 1.32699706882
25 1.31873155848
X Y XY X² ‫ד‬ ґ
1 1.3151 1.3151 1 1 0.25
2 1.3386 2.6772 4 2 0.5
3 1.3856 4.1567 9 3 0.75
4 1.4208 5.6832 16 4 1
5 1.3269 6.6343 25 5 1.25
6 1.1507 6.9044 36 6 1.5
7 1.4443 10.1100 49 7 1.75
8 1.3738 10.9906 64 8 2
9 1.3386 12.0474 81 9 2.25
10 1.3621 13.6209 100 10 2.5
11 1.3856 15.2413 121 11 2.75
12 1.4208 17.0496 144 12 3
13 1.4560 18.9283 169 13 3.25
14 1.5382 21.5351 196 14 3.5
15 1.3973 20.9597 225 15 3.75
16 1.3034 20.8540 256 16 4
17 1.1742 19.9616 289 17 4.25
18 1.4443 25.9971 324 18 4.5
19 1.5030 28.5568 361 19 4.75
20 1.3621 27.2417 400 20 5
207 26.0558 286.3082 2861.0000 21 5.25
10.35 1.3028 22 5.5
23 5.75
b= 0.0231 24 6
a= 1.0632 25 6.25
So= 0.9707
So²= 0.8781 alfa 0.2 beta 0.8
et
0
0.0002
0.0013
0.0010
0.0042
0.0287
0.0106
0.0006
0.0001
0.0001
0.0004
0.0007
0.0006
0.0017
0.0114
0.0242
0.0315
0.0120
0.0206
0.0001

0.149946762683686

P t+1 F t+1

1.0864 1.3151
1.1095 1.3386
1.1327 1.3856
1.1558 1.4208
1.1790 1.3269
1.2021 1.1507
1.2253 1.4443
1.2484 1.3738
1.2715 1.3386
1.2947 1.3621
1.3178 1.3856
1.3410 1.4208
1.3641 1.4560
1.3873 1.5382
1.4104 1.3973
1.4336 1.3034
1.4567 1.1742
1.4798 1.4443
1.5030 1.5030
1.5261 1.3621
1.5493
1.5724
1.5956
1.6187

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