INFLYATSIYA DARAJASI VA ISTE’MOL SAVATI QIYMATI O‘RTASIDAGI STATISTIK BOG‘LIQLIK: KORRELYATSION–REGRESSIYA YONDASHUVI
Keywords:
inflyatsiya, CPI, iste’mol savati, minimal iste’mol to‘plami, korrelyatsiya, regressiya, elastiklik, lag, Newey–West, mavsumiylik, tariflar, vaqt qatori.Abstract
Mazkur maqolada inflyatsiya darajasi bilan iste’mol savati (minimal iste’mol to‘plami) qiymati o‘rtasidagi statistik bog‘liqlik korrelyatsiya va regressiya yondashuvlari orqali baholanadi. Inflyatsiya narxlar umumiy darajasining o‘sishi bo‘lsa, iste’mol savati aholi muntazam xarid qiladigan tovar va xizmatlar majmuasining puldagi ifodasidir; demak, savat qiymatidagi o‘zgarish inflyatsiyaning kundalik xarajatlardagi aksini beradi. Tadqiqotda oyma-oy vaqt qatorima’lumotlari asosida iste’mol savati qiymati indekslanadi, inflyatsiya esa CPI o‘sish sur’ati sifatida olinadi.Dastlab Pearson va Spearman koeffitsiyentlari yordamida bog‘liqlik yo‘nalishi va kuchi aniqlanadi, so‘ng log-differensial regressiya modeli orqali savat qiymatining o‘zgarishi inflyatsiyaga qanday “o‘tishini” baholanadi. Avtokorrelyatsiya va geteroskedastiklikka chidamli baholash (Newey–West) hamda kechikmalar (lag) ta’sirini
tekshirish natijalarning barqarorligini oshiradi. Natijalar iste’mol savati qiymati inflyatsiya dinamikasiga yuqori sezgir ekanini, ayniqsa oziq-ovqat ulushi katta bo‘lgan davrlarda bog‘liqlik kuchayishini ko‘rsatadi. Hisob-kitoblar metodikani ko‘rsatish uchun namunaviy ma’lumotlar to‘plamida beriladi. Cheklov sifatida savat tarkibining yangilanishi, mavsumiylik va tariflar ta’siri kelgusi izlanishlarda alohida modellashtirilishi lozim. Amaliy jihatdan ushbu yondashuv ijtimoiy himoya choralarini (nafaqalar, ish haqi indeksatsiyasi) rejalashda, shuningdek, pul-kredit siyosati kommunikatsiyasida “xalq sezadigan inflyatsiya”ni tushuntirishda foydalidir. Natijalar savat og‘irliklari qayta ko‘rib chiqilganda bog‘liqlik koeffitsiyentlari ham o‘zgarishini ko‘rsatib, statistik monitoringda metodologik izchillik zarurligini ta’kidlaydi.
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