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  5. Hypothesis verification about connection between average monthly indexes of sun and exchange activity

Hypothesis verification about connection between average monthly indexes of sun and exchange activity

V.Iu. Dubnytskyi, А.І. Khodyrev
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The changes of average monthly are in-process analysed, for period from January, 2007 to December 2011, base rates of growth of indexes of sun activity – Vol'f numbers and indexes of indexes of fund market: PFTS, RTS, S&P500, DJI, NASDAQ, NIKKEI 225, and also indexes of markets of Gold, Aluminium and Oil. The Нerst index Н for this interval of time for the row of Vol'f numbers is equal to 0,693, that testifies to the presence of тренда in development of process. The analysis of mutual crosscorrelation functions rotined the presence of тренда between the temporal rows of Vol'f numbers of and index GOLD. The presence of тренда found out application of Foster – Styuart criterion in rows Vol'f numbers of and index GOLD. Equalization of regression, establishing a connection between the index of sun activity (предиктор) and market index GOLD, is got (forecast size).
Keywords: sun activity, Vol'f numbers, indexes of fund market, exchange activity, mutual cross-correlation functions, Foster – Стюартcriterion , Нerst index, regressive equalizations