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1862 lines (1691 loc) · 178 KB
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data_validation_report
================================================================================
ОТЧЕТ ПО ВАЛИДАЦИИ ДАННЫХ
================================================================================
Дата анализа: 2025-12-26 13:56:25
Количество наблюдений: 247
Количество признаков: 97
Период данных: 2005-01-31 00:00:00 - 2025-07-31 00:00:00
================================================================================
1. АНАЛИЗ ПРОПУСКОВ
================================================================================
Колонки с пропусками (>0%):
Missing Count Missing % Non-Missing Data Type
Russia: Average Producer Price: Energy: Period End: Gasoline [s25] 52 21.05 195 float64
Russia: Average Producer Price: Energy: Period End: Natural Gas [s27] 52 21.05 195 float64
Russia: Average Producer Price: Energy: Period End: Diesel Fuel [s26] 52 21.05 195 float64
Russia: Average Producer Price: Energy: Period End: Crude Oil [s24] 52 21.05 195 float64
Russia: Export Amount: Petroleum Products: Gasoline [G2028336] 40 16.19 207 float64
Russia: Export Amount: Petroleum Products: Diesel Fuel [G2028337] 40 16.19 207 float64
Russia: Export Share: Petroleum Products: Crude Oil [G2028343] 40 16.19 207 float64
Russia: Banking Deposits: RUB [G2033019] 39 15.79 208 float64
Russia: Quantity of Mining and Quarrying: Oil & Gas: Crude Oil Incl Gas Condensate [G2044031] 26 10.53 221 float64
Russia: CPI: All Goods and Services [G2026184] 14 5.67 233 float64
Russia: CPI: All Product [G2026186] 14 5.67 233 float64
Russia: Core CPI [G2026185] 14 5.67 233 float64
Russia: Industrial Production Index: SA [G2002002] 12 4.86 235 float64
Russia: Credit Institutions: Total Assets [G2033335] 8 3.24 239 float64
Russia: Credit Institutions: Own Capital Funds [G2033351] 8 3.24 239 float64
Russia: Cash in Circulation (Including Cash in Vaults of Credit Institutions) [G2033014] 3 1.21 244 float64
================================================================================
2. АНАЛИЗ ВЫБРОСОВ
================================================================================
Топ-20 колонок по количеству выбросов (IQR метод):
Column IQR_Outliers IQR_Outliers_% Zscore_Outliers Zscore_Outliers_% Min Max Mean Std
52 Russia: Short Term Deposit Rate: Credit Institutions Avg: RUB: Households [G2036001] 28 11.34 10 4.05 3.16 21.370 6.737045 3.777057
51 Russia: Balance (Profit less Loss): Big & Medium Enterprises (BM): YTD [G2037885]__1 23 9.31 6 2.43 -184.40 33306.300 6689.631174 6908.503391
16 Russia: Balance (Profit less Loss): Big & Medium Enterprises (BM): YTD [G2037885] 23 9.31 6 2.43 -184.40 33306.300 6689.631174 6908.503391
37 Russia: Industrial Production: Mfg: Machinery & Equipment [G2002215] 20 8.10 2 0.81 24.10 438.200 107.578138 57.931938
91 silver 18 7.29 5 2.02 5.70 127.030 36.100850 25.486181
92 platinum 16 6.48 5 2.02 688.27 4274.950 1795.912024 693.090577
53 Russia: Interbank Rate (MIACR): Moscow Market Avg: Actual: 1 Day [G2036015] 16 6.48 2 0.81 0.92 21.330 7.647045 4.499996
90 gold 16 6.48 5 2.02 376.11 10369.030 2696.475263 2238.497891
96 KeyRate 15 6.07 0 0.00 4.25 21.000 9.979757 3.721244
27 Russia: Industrial Production Index: YoY [G0006919]__1 13 5.26 9 3.64 -18.23 13.100 2.792591 5.066132
2 Russia: Industrial Production Index: YoY [G0006919] 13 5.26 9 3.64 -18.23 13.100 2.792591 5.066132
11 Russia: Entrepreneur Confidence Indicator: Manufacturing (Mfg) [G2046004] 13 5.26 2 0.81 -20.00 7.000 -2.356275 4.985608
21 Russia: M2: YoY [G0006927] 13 5.26 1 0.40 -10.73 60.170 19.007126 13.558222
70 Russia: M2: YoY [G0006927]__1 13 5.26 1 0.40 -10.73 60.170 19.007126 13.558222
89 Russia: Industrial Production Index (IPI) [G2002091] 12 4.86 8 3.24 83.10 113.100 102.494737 4.823951
86 Russia: Fiscal Deficit or Surplus: YTD [G0006926] 12 4.86 1 0.40 -4878.70 3442.700 44.152127 1443.900000
69 Russia: Money Supply: M2: Non Cash Funds [G2033001] 12 4.86 0 0.00 2754.70 103098.295 31672.517607 25131.723700
85 Russia: Total Fiscal Expenditure: YTD [G0006925] 11 4.45 5 2.02 218.00 40180.800 8189.924957 7036.574880
35 Russia: Industrial Production: Mfg: Chemicals & Chemical Products [G2002211] 11 4.45 0 0.00 44.70 631.200 232.888664 153.921996
87 Russia: Construction Works Value [G2010001] 9 3.64 3 1.21 78.90 2490.100 633.170445 409.902980
================================================================================
3. ПЕРИОДЫ ОТСУТСТВИЯ ДАННЫХ
================================================================================
Column Num_Gaps Max_Gap_Days Max_Gap_Start Max_Gap_End
0 Russia: Average Producer Price: Energy: Period End: Crude Oil [s24] 1 1553 2021-04-30 2025-07-31
1 Russia: Average Producer Price: Energy: Period End: Gasoline [s25] 1 1553 2021-04-30 2025-07-31
2 Russia: Average Producer Price: Energy: Period End: Diesel Fuel [s26] 1 1553 2021-04-30 2025-07-31
3 Russia: Average Producer Price: Energy: Period End: Natural Gas [s27] 1 1553 2021-04-30 2025-07-31
4 Russia: CPI: All Goods and Services [G2026184] 1 428 2023-11-30 2025-01-31
5 Russia: Core CPI [G2026185] 1 428 2023-11-30 2025-01-31
6 Russia: CPI: All Product [G2026186] 1 428 2023-11-30 2025-01-31
7 Russia: Banking Deposits: RUB [G2033019] 1 1157 2022-05-31 2025-07-31
8 Russia: Quantity of Mining and Quarrying: Oil & Gas: Crude Oil Incl Gas Condensate [G2044031] 1 762 2023-06-30 2025-07-31
9 Russia: Credit Institutions: Total Assets [G2033335] 1 245 2022-05-31 2023-01-31
10 Russia: Credit Institutions: Own Capital Funds [G2033351] 1 245 2022-05-31 2023-01-31
11 Russia: Cash in Circulation (Including Cash in Vaults of Credit Institutions) [G2033014] 1 61 2025-05-31 2025-07-31
12 Russia: Export Amount: Petroleum Products: Gasoline [G2028336] 1 1188 2022-04-30 2025-07-31
13 Russia: Export Amount: Petroleum Products: Diesel Fuel [G2028337] 1 1188 2022-04-30 2025-07-31
14 Russia: Export Share: Petroleum Products: Crude Oil [G2028343] 1 1188 2022-04-30 2025-07-31
15 Russia: Industrial Production Index: SA [G2002002] 1 365 2005-01-31 2006-01-31
================================================================================
4. ТИПЫ ДАННЫХ
================================================================================
float64 97
data_transformation_report
================================================================================
ОТЧЕТ О ПРЕОБРАЗОВАНИЯХ ДАННЫХ
================================================================================
Дата: 2025-12-26 13:57:49
================================================================================
0. УДАЛЕННЫЕ КОЛОНКИ (>=20% пропусков)
================================================================================
- Russia: Average Producer Price: Energy: Period End: Crude Oil [s24]
- Russia: Average Producer Price: Energy: Period End: Gasoline [s25]
- Russia: Average Producer Price: Energy: Period End: Diesel Fuel [s26]
- Russia: Average Producer Price: Energy: Period End: Natural Gas [s27]
================================================================================
1. ЗАПОЛНЕНИЕ ПРОПУСКОВ
================================================================================
- Ставки/индикаторы: forward fill (9 колонок)
- Ценовые данные: интерполяция (20 колонок)
- Остальные: forward fill (69 колонок)
================================================================================
2. ТРЕНДОВЫЕ ПЕРЕМЕННЫЕ -> % ИЗМЕНЕНИЯ
================================================================================
(исходные уровни удалены, оставлены только % изменения)
Russia: PPI [G0006908] -> Russia: PPI [G0006908]_pct_change
Russia: Gold Reserves [S0183910] -> sia: Gold Reserves [S0183910]_pct_change
Russia: CPI [G0006905] -> Russia: CPI [G0006905]_pct_change
Russian Central Bank: Assets [G2035001] -> ntral Bank: Assets [G2035001]_pct_change
Russia: Banking Deposits: RUB [G2033019] -> king Deposits: RUB [G2033019]_pct_change
Russia: Credit Institutions: Total Assets [G203333 -> ions: Total Assets [G2033335]_pct_change
Russia: Credit Institutions: Own Capital Funds [G2 -> Own Capital Funds [G2033351]_pct_change
Russia: Monetary Base [G2000006] -> sia: Monetary Base [G2000006]_pct_change
Russia: Cash in Circulation (Including Cash in Vau -> edit Institutions) [G2033014]_pct_change
Russia: M0 [G2000005] -> Russia: M0 [G2000005]_pct_change
Russia: Money Supply: M2: Non Cash Funds [G2033001 -> M2: Non Cash Funds [G2033001]_pct_change
Russia: Retail Trade Turnover: Initial Value [G202 -> ver: Initial Value [G2022008]_pct_change
Russia: Enterprises Turnover [G2023157] -> terprises Turnover [G2023157]_pct_change
Russia: Nominal Wages: Period Average [G2019115] -> es: Period Average [G2019115]_pct_change
gold -> gold_pct_change
silver -> silver_pct_change
platinum -> platinum_pct_change
palladium -> palladium_pct_change
Russia: Balance (Profit less Loss): Big & Medium E -> ium Enterprises (BM): Monthly [G2037885]
China: Exports: Russia: YoY: YTD [M0007939] -> Exports: Russia: YoY: Monthly [M0007939]
Russia: Balance (Profit less Loss): Big & Medium E -> Enterprises (BM): Monthly [G2037885]__1
Russia: Total Fiscal Revenues: YTD [G0006924] -> otal Fiscal Revenues: Monthly [G0006924]
Russia: Total Fiscal Expenditure: YTD [G0006925] -> l Fiscal Expenditure: Monthly [G0006925]
Russia: Fiscal Deficit or Surplus: YTD [G0006926] -> l Deficit or Surplus: Monthly [G0006926]
================================================================================
3. ПРОВЕРКА ДАННЫХ
================================================================================
Оставшиеся inf: 0
Оставшиеся NaN: 0
================================================================================
4. ИТОГОВЫЙ ДАТАСЕТ
================================================================================
Строки: 247
Колонки: 97
Признаков: 93
adf_stationarity_test_report
================================================================================
РЕЗУЛЬТАТЫ ТЕСТА ДИКИ-ФУЛЛЕРА (ADF)
================================================================================
Дата анализа: 2025-12-26 13:58:12
Общее количество протестированных переменных: 93
Стационарные (p < 0.05): 36
Нестационарные (p >= 0.05): 57
Пропущенные колонки: 0
================================================================================
ПРОПУЩЕННЫЕ КОЛОНКИ (причины)
================================================================================
================================================================================
СТАЦИОНАРНЫЕ РЯДЫ (TOP-20)
================================================================================
Column ADF_Statistic P_Value Used_Lag Nobs Critical_1% Critical_5% Critical_10% Is_Stationary
4 Russia: PPI: MoM [G0006907] -10.7014 0.0000 1 245 -3.4573 -2.8734 -2.5731 True
28 Russia: PPI: MoM [G0006907]__1 -10.7014 0.0000 1 245 -3.4573 -2.8734 -2.5731 True
72 Russian Central Bank: Assets [G2035001]_pct_change -14.3119 0.0000 0 246 -3.4572 -2.8734 -2.5731 True
71 Russia: CPI [G0006905]_pct_change -10.5463 0.0000 0 246 -3.4572 -2.8734 -2.5731 True
69 Russia: PPI [G0006908]_pct_change -10.4608 0.0000 1 245 -3.4573 -2.8734 -2.5731 True
85 platinum_pct_change -14.5021 0.0000 1 245 -3.4573 -2.8734 -2.5731 True
88 China: Exports: Russia: YoY: Monthly [M0007939] -17.3415 0.0000 0 246 -3.4572 -2.8734 -2.5731 True
83 gold_pct_change -4.5752 0.0001 11 235 -3.4585 -2.8739 -2.5734 True
75 Russia: Credit Institutions: Own Capital Funds [G2033351]_pct_change -4.4992 0.0002 4 242 -3.4577 -2.8736 -2.5732 True
6 Russia: Trade Balance [G0006902] -4.4653 0.0002 12 234 -3.4586 -2.8740 -2.5734 True
54 Russia: Trade Balance [G0006902]__1 -4.4653 0.0002 12 234 -3.4586 -2.8740 -2.5734 True
76 Russia: Monetary Base [G2000006]_pct_change -4.3516 0.0004 13 233 -3.4587 -2.8740 -2.5734 True
3 Russia: PPI: All Items: YoY [G0006906] -4.2726 0.0005 12 234 -3.4586 -2.8740 -2.5734 True
12 Russia: PPI: All Items: YoY [G0006906]__1 -4.2726 0.0005 12 234 -3.4586 -2.8740 -2.5734 True
27 Russia: PPI: All Items: YoY [G0006906]__2 -4.2726 0.0005 12 234 -3.4586 -2.8740 -2.5734 True
10 Russia: Entrepreneur Confidence Indicator: Manufacturing (Mfg) [G2046004] -4.1054 0.0009 12 234 -3.4586 -2.8740 -2.5734 True
81 Russia: Enterprises Turnover [G2023157]_pct_change -3.8313 0.0026 13 233 -3.4587 -2.8740 -2.5734 True
59 Russia: Export Amount: Petroleum Products: Gasoline [G2028336] -3.7166 0.0039 7 239 -3.4580 -2.8737 -2.5733 True
65 Russia: Industrial Production Index (IPI) [G2002091] -3.7136 0.0039 15 231 -3.4590 -2.8741 -2.5735 True
18 Russia: Industrial Production Index: YoY [G0006919]__1 -3.7056 0.0040 15 231 -3.4590 -2.8741 -2.5735 True
================================================================================
НЕСТАЦИОНАРНЫЕ РЯДЫ (требуют преобразования)
================================================================================
Column ADF_Statistic P_Value Used_Lag Nobs Critical_1% Critical_5% Critical_10% Is_Stationary
91 Russia: Total Fiscal Expenditure: Monthly [G0006925] 3.3666 1.0000 14 232 -3.4589 -2.8741 -2.5735 False
62 Russia: Retail Trade: Product Inventory Amount [G2023152] 2.4992 0.9990 12 234 -3.4586 -2.8740 -2.5734 False
21 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205] 2.3568 0.9990 15 231 -3.4590 -2.8741 -2.5735 False
63 Russia: Construction Works Value [G2010001] 1.5943 0.9978 15 231 -3.4590 -2.8741 -2.5735 False
25 Russia: Industrial Production: Mfg: Rubber & Plastic Products [G2002212] 1.2398 0.9962 13 233 -3.4587 -2.8740 -2.5734 False
20 Russia: Industrial Production: Manufacturing (Mfg) [G2002204] 1.0306 0.9946 13 233 -3.4587 -2.8740 -2.5734 False
24 Russia: Industrial Production: Mfg: Chemicals & Chemical Products [G2002211] 0.3954 0.9813 15 231 -3.4590 -2.8741 -2.5735 False
26 Russia: Industrial Production: Mfg: Machinery & Equipment [G2002215] 0.2572 0.9753 16 230 -3.4591 -2.8742 -2.5735 False
90 Russia: Total Fiscal Revenues: Monthly [G0006924] 0.2476 0.9748 13 233 -3.4587 -2.8740 -2.5734 False
50 Russia: Monetary Base: Deposit Account Balances of Credit Institutions with the Bank of Russia [G2033017] 0.1543 0.9696 16 230 -3.4591 -2.8742 -2.5735 False
49 Russian Central Bank: Liabilities: Capital [G2035017] -0.0433 0.9548 3 243 -3.4576 -2.8735 -2.5731 False
22 Russia: Industrial Production: Mfg: Wood & Wood Products [G2002208] -0.0765 0.9517 15 231 -3.4590 -2.8741 -2.5735 False
19 Russia: Industrial Production Index [G0006921]__1 -0.2796 0.9283 12 234 -3.4586 -2.8740 -2.5734 False
1 Russia: Industrial Production Index [G0006921] -0.2796 0.9283 12 234 -3.4586 -2.8740 -2.5734 False
64 Russia: Industrial Production Index: SA [G2002002] -0.3790 0.9135 0 246 -3.4572 -2.8734 -2.5731 False
23 Russia: Industrial Production: Mfg: Petroleum Coke & Refined Petroleum Products [G2002210] -0.4694 0.8979 15 231 -3.4590 -2.8741 -2.5735 False
35 Russia: Average Producer Price: Gasoline: AI-95 & Higher [G2040029] -0.7524 0.8327 16 230 -3.4591 -2.8742 -2.5735 False
67 dollar -0.8110 0.8159 4 242 -3.4577 -2.8736 -2.5732 False
31 Russia: Quantity of Mining and Quarrying: Coal: Brown Coal [G2044029] -0.8388 0.8075 13 233 -3.4587 -2.8740 -2.5734 False
0 Russia: Unemployment Rate [G0006909] -0.8562 0.8021 16 230 -3.4591 -2.8742 -2.5735 False
42 USD/RUB [G2036054] -0.8621 0.8002 3 243 -3.4576 -2.8735 -2.5731 False
34 Russia: Average Producer Price: Gasoline: AI-92, AI-93 [G2040023] -0.8863 0.7924 9 237 -3.4582 -2.8738 -2.5733 False
43 EUR/RUB [G2036055] -0.9662 0.7654 3 243 -3.4576 -2.8735 -2.5731 False
29 Russia: Quantity of Mining and Quarrying: Coal [G2044025] -0.9821 0.7597 15 231 -3.4590 -2.8741 -2.5735 False
40 Russia: Short Term Deposit Rate: Credit Institutions Avg: RUB: Households [G2036001] -1.0008 0.7530 2 244 -3.4574 -2.8735 -2.5731 False
46 Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081] -1.0839 0.7215 3 243 -3.4576 -2.8735 -2.5731 False
36 Russia: Average Producer Price: Diesel Fuel [G2040035] -1.1911 0.6774 2 244 -3.4574 -2.8735 -2.5731 False
37 Russia: No. of Registered New Enterprises: per 1000 Existing [G2037698] -1.3090 0.6251 15 231 -3.4590 -2.8741 -2.5735 False
70 Russia: Gold Reserves [S0183910]_pct_change -1.4484 0.5588 11 235 -3.4585 -2.8739 -2.5734 False
44 10 UAH/RUB [G2036073] -1.6098 0.4787 1 245 -3.4573 -2.8734 -2.5731 False
82 Russia: Nominal Wages: Period Average [G2019115]_pct_change -1.6944 0.4340 13 233 -3.4587 -2.8740 -2.5734 False
41 Russia: Interbank Rate (MIACR): Moscow Market Avg: Actual: 1 Day [G2036015] -1.7867 0.3871 0 246 -3.4572 -2.8734 -2.5731 False
48 Russian Central Bank: Assets: Securities [G2035005] -1.8277 0.3668 1 245 -3.4573 -2.8734 -2.5731 False
47 Russian Central Bank: Assets: Deposits and Loans [G2035004] -2.1066 0.2419 2 244 -3.4574 -2.8735 -2.5731 False
61 Russia: Export Share: Petroleum Products: Crude Oil [G2028343] -2.1765 0.2149 7 239 -3.4580 -2.8737 -2.5733 False
32 Russia: Quantity of Mining and Quarrying: Oil & Gas: Crude Oil Incl Gas Condensate [G2044031] -2.2171 0.2001 12 234 -3.4586 -2.8740 -2.5734 False
80 Russia: Retail Trade Turnover: Initial Value [G2022008]_pct_change -2.2644 0.1837 14 232 -3.4589 -2.8741 -2.5735 False
68 KeyRate -2.2793 0.1787 4 242 -3.4577 -2.8736 -2.5732 False
38 Russia: No. of Registered New Enterprises [G2037651] -2.2855 0.1767 6 240 -3.4579 -2.8737 -2.5732 False
51 Russia: Monetary Base: Required Reserves [G2033016] -2.3287 0.1629 0 246 -3.4572 -2.8734 -2.5731 False
73 Russia: Banking Deposits: RUB [G2033019]_pct_change -2.4686 0.1233 12 234 -3.4586 -2.8740 -2.5734 False
74 Russia: Credit Institutions: Total Assets [G2033335]_pct_change -2.5485 0.1041 11 235 -3.4585 -2.8739 -2.5734 False
52 Russia: M2: YoY [G0006927]__1 -2.5821 0.0968 15 231 -3.4590 -2.8741 -2.5735 False
13 Russia: M2: YoY [G0006927] -2.5821 0.0968 15 231 -3.4590 -2.8741 -2.5735 False
30 Russia: Quantity of Mining and Quarrying: Coal: Bituminous Coal [G2044026] -2.5825 0.0967 15 231 -3.4590 -2.8741 -2.5735 False
7 Russia: Import of Goods (FOB) [G0006899] -2.6043 0.0921 14 232 -3.4589 -2.8741 -2.5735 False
56 Russia: Import of Goods (FOB) [G0006899]__1 -2.6043 0.0921 14 232 -3.4589 -2.8741 -2.5735 False
58 Russia: Import Amount: Merchandise Trade: YoY [G2070576] -2.6043 0.0921 14 232 -3.4589 -2.8741 -2.5735 False
33 Russia: Quantity of Mining and Quarrying: Iron Ore Concentrate [G2044035] -2.6083 0.0913 12 234 -3.4586 -2.8740 -2.5734 False
66 CNY -2.6790 0.0777 3 243 -3.4576 -2.8735 -2.5731 False
11 Russia: CPI: YoY [G0006903] -2.6856 0.0766 13 233 -3.4587 -2.8740 -2.5734 False
89 Russia: Balance (Profit less Loss): Big & Medium Enterprises (BM): Monthly [G2037885]__1 -2.7319 0.0687 7 239 -3.4580 -2.8737 -2.5733 False
87 Russia: Balance (Profit less Loss): Big & Medium Enterprises (BM): Monthly [G2037885] -2.7319 0.0687 7 239 -3.4580 -2.8737 -2.5733 False
15 Russia: Output: Petroleum [s32] -2.7818 0.0609 0 246 -3.4572 -2.8734 -2.5731 False
14 Russia: CPI: All Goods and Services [G2026184] -2.7909 0.0596 13 233 -3.4587 -2.8740 -2.5734 False
39 Russia: Number of Insolvent Enterprises [G2037768] -2.8178 0.0558 3 243 -3.4576 -2.8735 -2.5731 False
45 Real Effective Exchange Rate Index: Russian Ruble: Broad [G2036080] -2.8361 0.0533 3 243 -3.4576 -2.8735 -2.5731 False
================================================================================
ПРЕОБРАЗОВАННЫЕ РЯДЫ
================================================================================
Russia: Unemployment Rate [G0006909]_diff
Russia: Industrial Production Index [G0006921]_diff
Russia: Import of Goods (FOB) [G0006899]_diff
Russia: CPI: YoY [G0006903]_diff
Russia: M2: YoY [G0006927]_diff
Russia: CPI: All Goods and Services [G2026184]_diff
Russia: Output: Petroleum [s32]_diff
Russia: Industrial Production Index [G0006921]__1_diff
Russia: Industrial Production: Manufacturing (Mfg) [G2002204]_diff
Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205]_yoy
Russia: Industrial Production: Mfg: Wood & Wood Products [G2002208]_diff
Russia: Industrial Production: Mfg: Petroleum Coke & Refined Petroleum Products [G2002210]_diff
Russia: Industrial Production: Mfg: Chemicals & Chemical Products [G2002211]_diff
Russia: Industrial Production: Mfg: Rubber & Plastic Products [G2002212]_diff
Russia: Industrial Production: Mfg: Machinery & Equipment [G2002215]_diff
Russia: Quantity of Mining and Quarrying: Coal [G2044025]_diff
Russia: Quantity of Mining and Quarrying: Coal: Bituminous Coal [G2044026]_diff
Russia: Quantity of Mining and Quarrying: Coal: Brown Coal [G2044029]_diff
Russia: Quantity of Mining and Quarrying: Oil & Gas: Crude Oil Incl Gas Condensate [G2044031]_diff
Russia: Quantity of Mining and Quarrying: Iron Ore Concentrate [G2044035]_diff
... и ещё 37
correlation_analysis_report
================================================================================
АНАЛИЗ КОРРЕЛЯЦИЙ
================================================================================
Дата анализа: 2025-12-26 14:00:23
Порог высокой корреляции: |r| > 0.85
Количество переменных: 150
Найдено высококоррелирующих пар: 197
================================================================================
ВЫСОКОКОРРЕЛИРУЮЩИЕ ПАРЫ (|r| > 0.85)
================================================================================
Variable_1 Variable_2 Correlation
25 Russia: PPI: MoM [G0006907] Russia: PPI: MoM [G0006907]__1 1.0000
28 Russia: Import of Goods (FOB) [G0006899] Russia: Import of Goods (FOB) [G0006899]__1 1.0000
27 Russia: Trade Balance [G0006902] Russia: Trade Balance [G0006902]__1 1.0000
30 Russia: Export Amount: Merchandise Trade: YoY [G2070575] Russia: Export of Goods (FOB) [G0006898] 1.0000
8 Russia: Industrial Production Index [G0006921] Russia: Industrial Production Index [G0006921]__1 1.0000
29 Russia: Import of Goods (FOB) [G0006899] Russia: Import Amount: Merchandise Trade: YoY [G2070576] 1.0000
24 Russia: PPI: All Items: YoY [G0006906] Russia: PPI: All Items: YoY [G0006906]__2 1.0000
23 Russia: PPI: All Items: YoY [G0006906] Russia: PPI: All Items: YoY [G0006906]__1 1.0000
21 Russia: Industrial Production Index: YoY [G0006919] Russia: Industrial Production Index: YoY [G0006919]__1 1.0000
36 Russia: M2: YoY [G0006927] Russia: M2: YoY [G0006927]__1 1.0000
31 Russia: Export Amount: Merchandise Trade: YoY [G2070575] Russia: Export Amount: Merchandise Trade: YoY [G2070575]__1 1.0000
35 Russia: PPI: All Items: YoY [G0006906]__1 Russia: PPI: All Items: YoY [G0006906]__2 1.0000
181 Russia: Balance (Profit less Loss): Big & Medium Enterprises (BM): Monthly [G2037885] Russia: Balance (Profit less Loss): Big & Medium Enterprises (BM): Monthly [G2037885]__1 1.0000
168 Russia: Export of Goods (FOB) [G0006898] Russia: Export Amount: Merchandise Trade: YoY [G2070575]__1 1.0000
182 Russia: Industrial Production Index [G0006921]_diff Russia: Industrial Production Index [G0006921]__1_diff 1.0000
184 Russia: Import of Goods (FOB) [G0006899]_diff Russia: Import of Goods (FOB) [G0006899]__1_diff 1.0000
185 Russia: Import of Goods (FOB) [G0006899]_diff Russia: Import Amount: Merchandise Trade: YoY [G2070576]_diff 1.0000
187 Russia: M2: YoY [G0006927]_diff Russia: M2: YoY [G0006927]__1_diff 1.0000
195 Russia: Import of Goods (FOB) [G0006899]__1_diff Russia: Import Amount: Merchandise Trade: YoY [G2070576]_diff 1.0000
169 Russia: Import of Goods (FOB) [G0006899]__1 Russia: Import Amount: Merchandise Trade: YoY [G2070576] 1.0000
196 Russia: Balance (Profit less Loss): Big & Medium Enterprises (BM): Monthly [G2037885]_diff Russia: Balance (Profit less Loss): Big & Medium Enterprises (BM): Monthly [G2037885]__1_diff 1.0000
156 USD/RUB [G2036054] dollar 0.9995
131 Russia: PPI: MoM [G0006907]__1 Russia: PPI [G0006908]_pct_change 0.9931
26 Russia: PPI: MoM [G0006907] Russia: PPI [G0006908]_pct_change 0.9931
136 Russia: Average Producer Price: Gasoline: AI-92, AI-93 [G2040023] Russia: Average Producer Price: Gasoline: AI-95 & Higher [G2040029] 0.9912
151 USD/RUB [G2036054] EUR/RUB [G2036055] 0.9903
160 EUR/RUB [G2036055] dollar 0.9899
54 Russia: Industrial Production: Manufacturing (Mfg) [G2002204] Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205] 0.9886
79 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205] Russia: Retail Trade: Product Inventory Amount [G2023152] 0.9857
72 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205] Russia: Industrial Production: Mfg: Rubber & Plastic Products [G2002212] 0.9832
58 Russia: Industrial Production: Manufacturing (Mfg) [G2002204] Russia: Industrial Production: Mfg: Rubber & Plastic Products [G2002212] 0.9820
64 Russia: Industrial Production: Manufacturing (Mfg) [G2002204] Russia: Retail Trade: Product Inventory Amount [G2023152] 0.9810
57 Russia: Industrial Production: Manufacturing (Mfg) [G2002204] Russia: Industrial Production: Mfg: Chemicals & Chemical Products [G2002211] 0.9796
113 Russia: Industrial Production: Mfg: Chemicals & Chemical Products [G2002211] Russia: Retail Trade: Product Inventory Amount [G2023152] 0.9762
71 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205] Russia: Industrial Production: Mfg: Chemicals & Chemical Products [G2002211] 0.9755
40 Russia: Core CPI [G2026185] Russia: CPI: All Product [G2026186] 0.9726
108 Russia: Industrial Production: Mfg: Chemicals & Chemical Products [G2002211] Russia: Industrial Production: Mfg: Rubber & Plastic Products [G2002212] 0.9724
124 Russia: Industrial Production: Mfg: Rubber & Plastic Products [G2002212] Russia: Retail Trade: Product Inventory Amount [G2023152] 0.9709
32 Russia: CPI: YoY [G0006903] Russia: CPI: All Goods and Services [G2026184] 0.9709
38 Russia: CPI: All Goods and Services [G2026184] Russia: CPI: All Product [G2026186] 0.9678
101 Russia: Industrial Production: Mfg: Petroleum Coke & Refined Petroleum Products [G2002210] Russia: Average Producer Price: Diesel Fuel [G2040035] 0.9659
37 Russia: CPI: All Goods and Services [G2026184] Russia: Core CPI [G2026185] 0.9630
194 Real Effective Exchange Rate Index: Russian Ruble: Broad [G2036080]_diff Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081]_diff 0.9618
174 Russia: Cash in Circulation (Including Cash in Vaults of Credit Institutions) [G2033014]_pct_change Russia: M0 [G2000005]_pct_change 0.9609
85 Russia: Industrial Production: Mfg: Wood & Wood Products [G2002208] Russia: Industrial Production: Mfg: Chemicals & Chemical Products [G2002211] 0.9593
22 Russia: Industrial Production Index: YoY [G0006919] Russia: Industrial Production Index (IPI) [G2002091] 0.9564
41 Russia: Industrial Production Index: YoY [G0006919]__1 Russia: Industrial Production Index (IPI) [G2002091] 0.9564
55 Russia: Industrial Production: Manufacturing (Mfg) [G2002204] Russia: Industrial Production: Mfg: Wood & Wood Products [G2002208] 0.9545
94 Russia: Industrial Production: Mfg: Wood & Wood Products [G2002208] Russia: Retail Trade: Product Inventory Amount [G2023152] 0.9538
56 Russia: Industrial Production: Manufacturing (Mfg) [G2002204] Russia: Industrial Production: Mfg: Petroleum Coke & Refined Petroleum Products [G2002210] 0.9525
157 EUR/RUB [G2036055] Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081] -0.9524
66 Russia: Industrial Production: Manufacturing (Mfg) [G2002204] Russia: Industrial Production Index: SA [G2002002] 0.9515
152 USD/RUB [G2036054] Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081] -0.9509
163 Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081] dollar -0.9499
147 Russia: Average Producer Price: Diesel Fuel [G2040035] Russia: Retail Trade: Product Inventory Amount [G2023152] 0.9498
86 Russia: Industrial Production: Mfg: Wood & Wood Products [G2002208] Russia: Industrial Production: Mfg: Rubber & Plastic Products [G2002212] 0.9481
171 Russia: Retail Trade: Product Inventory Amount [G2023152] Russia: Industrial Production Index: SA [G2002002] 0.9470
97 Russia: Industrial Production: Mfg: Petroleum Coke & Refined Petroleum Products [G2002210] Russia: Industrial Production: Mfg: Chemicals & Chemical Products [G2002211] 0.9455
81 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205] Russia: Industrial Production Index: SA [G2002002] 0.9453
60 Russia: Industrial Production: Manufacturing (Mfg) [G2002204] Russia: Average Producer Price: Diesel Fuel [G2040035] 0.9447
115 Russia: Industrial Production: Mfg: Chemicals & Chemical Products [G2002211] Russia: Industrial Production Index: SA [G2002002] 0.9437
105 Russia: Industrial Production: Mfg: Petroleum Coke & Refined Petroleum Products [G2002210] Russia: Retail Trade: Product Inventory Amount [G2023152] 0.9436
9 Russia: Industrial Production Index [G0006921] Russia: Industrial Production: Manufacturing (Mfg) [G2002204] 0.9425
42 Russia: Industrial Production Index [G0006921]__1 Russia: Industrial Production: Manufacturing (Mfg) [G2002204] 0.9425
148 Russia: Average Producer Price: Diesel Fuel [G2040035] Russia: Industrial Production Index: SA [G2002002] 0.9423
192 USD/RUB [G2036054]_diff dollar_diff 0.9423
129 Russia: Industrial Production: Mfg: Machinery & Equipment [G2002215] Russia: Construction Works Value [G2010001] 0.9375
69 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205] Russia: Industrial Production: Mfg: Wood & Wood Products [G2002208] 0.9368
106 Russia: Industrial Production: Mfg: Petroleum Coke & Refined Petroleum Products [G2002210] Russia: Industrial Production Index: SA [G2002002] 0.9364
84 Russia: Industrial Production: Mfg: Wood & Wood Products [G2002208] Russia: Industrial Production: Mfg: Petroleum Coke & Refined Petroleum Products [G2002210] 0.9346
70 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205] Russia: Industrial Production: Mfg: Petroleum Coke & Refined Petroleum Products [G2002210] 0.9345
126 Russia: Industrial Production: Mfg: Rubber & Plastic Products [G2002212] Russia: Industrial Production Index: SA [G2002002] 0.9342
7 Russia: Unemployment Rate [G0006909] Russia: Industrial Production Index: SA [G2002002] -0.9331
109 Russia: Industrial Production: Mfg: Chemicals & Chemical Products [G2002211] Russia: Average Producer Price: Diesel Fuel [G2040035] 0.9328
74 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205] Russia: Average Producer Price: Diesel Fuel [G2040035] 0.9302
190 Russia: Average Producer Price: Gasoline: AI-92, AI-93 [G2040023]_diff Russia: Average Producer Price: Gasoline: AI-95 & Higher [G2040029]_diff 0.9296
33 Russia: CPI: YoY [G0006903] Russia: Core CPI [G2026185] 0.9268
154 USD/RUB [G2036054] Russia: Retail Trade: Product Inventory Amount [G2023152] 0.9263
65 Russia: Industrial Production: Manufacturing (Mfg) [G2002204] Russia: Construction Works Value [G2010001] 0.9261
172 Russia: Retail Trade: Product Inventory Amount [G2023152] dollar 0.9253
52 Russia: Industrial Production Index [G0006921]__1 Russia: Construction Works Value [G2010001] 0.9237
19 Russia: Industrial Production Index [G0006921] Russia: Construction Works Value [G2010001] 0.9237
186 Russia: CPI: YoY [G0006903]_diff Russia: CPI: All Goods and Services [G2026184]_diff 0.9226
98 Russia: Industrial Production: Mfg: Petroleum Coke & Refined Petroleum Products [G2002210] Russia: Industrial Production: Mfg: Rubber & Plastic Products [G2002212] 0.9213
34 Russia: CPI: YoY [G0006903] Russia: CPI: All Product [G2026186] 0.9200
189 Russia: Industrial Production: Manufacturing (Mfg) [G2002204]_diff Russia: Industrial Production: Mfg: Machinery & Equipment [G2002215]_diff 0.9195
95 Russia: Industrial Production: Mfg: Wood & Wood Products [G2002208] Russia: Industrial Production Index: SA [G2002002] 0.9192
176 Russia: Enterprises Turnover [G2023157]_pct_change Russia: Industrial Production Index [G0006921]_diff 0.9185
177 Russia: Enterprises Turnover [G2023157]_pct_change Russia: Industrial Production Index [G0006921]__1_diff 0.9185
89 Russia: Industrial Production: Mfg: Wood & Wood Products [G2002208] Russia: Average Producer Price: Diesel Fuel [G2040035] 0.9180
191 USD/RUB [G2036054]_diff EUR/RUB [G2036055]_diff 0.9176
158 EUR/RUB [G2036055] Russia: Retail Trade: Product Inventory Amount [G2023152] 0.9150
43 Russia: Industrial Production Index [G0006921]__1 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205] 0.9146
10 Russia: Industrial Production Index [G0006921] Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205] 0.9146
18 Russia: Industrial Production Index [G0006921] Russia: Retail Trade: Product Inventory Amount [G2023152] 0.9132
51 Russia: Industrial Production Index [G0006921]__1 Russia: Retail Trade: Product Inventory Amount [G2023152] 0.9132
119 Russia: Industrial Production: Mfg: Rubber & Plastic Products [G2002212] Russia: Average Producer Price: Diesel Fuel [G2040035] 0.9112
75 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205] USD/RUB [G2036054] 0.9101
17 Russia: Industrial Production Index [G0006921] Russia: Average Producer Price: Diesel Fuel [G2040035] 0.9096
50 Russia: Industrial Production Index [G0006921]__1 Russia: Average Producer Price: Diesel Fuel [G2040035] 0.9096
53 Russia: Industrial Production Index [G0006921]__1 Russia: Industrial Production Index: SA [G2002002] 0.9088
20 Russia: Industrial Production Index [G0006921] Russia: Industrial Production Index: SA [G2002002] 0.9088
82 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205] dollar 0.9086
91 Russia: Industrial Production: Mfg: Wood & Wood Products [G2002208] EUR/RUB [G2036055] 0.9079
80 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205] Russia: Construction Works Value [G2010001] 0.9056
61 Russia: Industrial Production: Manufacturing (Mfg) [G2002204] USD/RUB [G2036054] 0.9046
67 Russia: Industrial Production: Manufacturing (Mfg) [G2002204] dollar 0.9036
77 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205] Russian Central Bank: Liabilities: Capital [G2035017] 0.9023
96 Russia: Industrial Production: Mfg: Wood & Wood Products [G2002208] dollar 0.9013
90 Russia: Industrial Production: Mfg: Wood & Wood Products [G2002208] USD/RUB [G2036054] 0.9010
102 Russia: Industrial Production: Mfg: Petroleum Coke & Refined Petroleum Products [G2002210] USD/RUB [G2036054] 0.9006
107 Russia: Industrial Production: Mfg: Petroleum Coke & Refined Petroleum Products [G2002210] dollar 0.9005
125 Russia: Industrial Production: Mfg: Rubber & Plastic Products [G2002212] Russia: Construction Works Value [G2010001] 0.9001
183 Russia: Industrial Production Index [G0006921]_diff Russia: Industrial Production: Manufacturing (Mfg) [G2002204]_diff 0.8996
188 Russia: Industrial Production Index [G0006921]__1_diff Russia: Industrial Production: Manufacturing (Mfg) [G2002204]_diff 0.8996
76 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205] EUR/RUB [G2036055] 0.8983
132 Russia: Quantity of Mining and Quarrying: Coal [G2044025] Russia: Quantity of Mining and Quarrying: Coal: Bituminous Coal [G2044026] 0.8983
59 Russia: Industrial Production: Manufacturing (Mfg) [G2002204] Russia: Industrial Production: Mfg: Machinery & Equipment [G2002215] 0.8979
164 Russian Central Bank: Liabilities: Capital [G2035017] Russia: Retail Trade: Product Inventory Amount [G2023152] 0.8976
62 Russia: Industrial Production: Manufacturing (Mfg) [G2002204] EUR/RUB [G2036055] 0.8976
46 Russia: Industrial Production Index [G0006921]__1 Russia: Industrial Production: Mfg: Chemicals & Chemical Products [G2002211] 0.8973
13 Russia: Industrial Production Index [G0006921] Russia: Industrial Production: Mfg: Chemicals & Chemical Products [G2002211] 0.8973
161 10 UAH/RUB [G2036073] Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081] 0.8969
44 Russia: Industrial Production Index [G0006921]__1 Russia: Industrial Production: Mfg: Wood & Wood Products [G2002208] 0.8945
11 Russia: Industrial Production Index [G0006921] Russia: Industrial Production: Mfg: Wood & Wood Products [G2002208] 0.8945
103 Russia: Industrial Production: Mfg: Petroleum Coke & Refined Petroleum Products [G2002210] EUR/RUB [G2036055] 0.8938
14 Russia: Industrial Production Index [G0006921] Russia: Industrial Production: Mfg: Rubber & Plastic Products [G2002212] 0.8936
47 Russia: Industrial Production Index [G0006921]__1 Russia: Industrial Production: Mfg: Rubber & Plastic Products [G2002212] 0.8936
144 Russia: Average Producer Price: Diesel Fuel [G2040035] USD/RUB [G2036054] 0.8929
149 Russia: Average Producer Price: Diesel Fuel [G2040035] dollar 0.8924
116 Russia: Industrial Production: Mfg: Chemicals & Chemical Products [G2002211] dollar 0.8909
110 Russia: Industrial Production: Mfg: Chemicals & Chemical Products [G2002211] USD/RUB [G2036054] 0.8904
150 Russia: Short Term Deposit Rate: Credit Institutions Avg: RUB: Households [G2036001] Russia: Interbank Rate (MIACR): Moscow Market Avg: Actual: 1 Day [G2036015] 0.8890
104 Russia: Industrial Production: Mfg: Petroleum Coke & Refined Petroleum Products [G2002210] Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081] -0.8885
112 Russia: Industrial Production: Mfg: Chemicals & Chemical Products [G2002211] Russian Central Bank: Liabilities: Capital [G2035017] 0.8876
63 Russia: Industrial Production: Manufacturing (Mfg) [G2002204] Russian Central Bank: Liabilities: Capital [G2035017] 0.8869
12 Russia: Industrial Production Index [G0006921] Russia: Industrial Production: Mfg: Petroleum Coke & Refined Petroleum Products [G2002210] 0.8866
45 Russia: Industrial Production Index [G0006921]__1 Russia: Industrial Production: Mfg: Petroleum Coke & Refined Petroleum Products [G2002210] 0.8866
5 Russia: Unemployment Rate [G0006909] Russia: Average Producer Price: Diesel Fuel [G2040035] -0.8864
100 Russia: Industrial Production: Mfg: Petroleum Coke & Refined Petroleum Products [G2002210] Russia: Average Producer Price: Gasoline: AI-95 & Higher [G2040029] 0.8846
16 Russia: Industrial Production Index [G0006921] Russia: Quantity of Mining and Quarrying: Coal [G2044025] 0.8846
49 Russia: Industrial Production Index [G0006921]__1 Russia: Quantity of Mining and Quarrying: Coal [G2044025] 0.8846
122 Russia: Industrial Production: Mfg: Rubber & Plastic Products [G2002212] Russian Central Bank: Liabilities: Capital [G2035017] 0.8827
145 Russia: Average Producer Price: Diesel Fuel [G2040035] EUR/RUB [G2036055] 0.8815
120 Russia: Industrial Production: Mfg: Rubber & Plastic Products [G2002212] USD/RUB [G2036054] 0.8814
73 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205] Russia: Industrial Production: Mfg: Machinery & Equipment [G2002215] 0.8813
0 Russia: Unemployment Rate [G0006909] Russia: Industrial Production: Manufacturing (Mfg) [G2002204] -0.8806
127 Russia: Industrial Production: Mfg: Rubber & Plastic Products [G2002212] dollar 0.8803
2 Russia: Unemployment Rate [G0006909] Russia: Industrial Production: Mfg: Petroleum Coke & Refined Petroleum Products [G2002210] -0.8802
111 Russia: Industrial Production: Mfg: Chemicals & Chemical Products [G2002211] EUR/RUB [G2036055] 0.8799
68 Russia: Industrial Production: Manufacturing (Mfg) [G2002204] Russia: Total Fiscal Revenues: Monthly [G0006924] 0.8792
134 Russia: Quantity of Mining and Quarrying: Coal: Bituminous Coal [G2044026] 10 UAH/RUB [G2036073] -0.8765
99 Russia: Industrial Production: Mfg: Petroleum Coke & Refined Petroleum Products [G2002210] Russia: Average Producer Price: Gasoline: AI-92, AI-93 [G2040023] 0.8760
193 EUR/RUB [G2036055]_diff dollar_diff 0.8753
1 Russia: Unemployment Rate [G0006909] Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205] -0.8736
121 Russia: Industrial Production: Mfg: Rubber & Plastic Products [G2002212] EUR/RUB [G2036055] 0.8732
48 Russia: Industrial Production Index [G0006921]__1 Russia: Industrial Production: Mfg: Machinery & Equipment [G2002215] 0.8727
15 Russia: Industrial Production Index [G0006921] Russia: Industrial Production: Mfg: Machinery & Equipment [G2002215] 0.8727
170 Russia: Retail Trade: Product Inventory Amount [G2023152] Russia: Construction Works Value [G2010001] 0.8711
39 Russia: Output: Petroleum [s32] Russia: Quantity of Mining and Quarrying: Oil & Gas: Crude Oil Incl Gas Condensate [G2044031] 0.8697
140 Russia: Average Producer Price: Gasoline: AI-95 & Higher [G2040029] Russia: Average Producer Price: Diesel Fuel [G2040035] 0.8690
4 Russia: Unemployment Rate [G0006909] Russia: Industrial Production: Mfg: Rubber & Plastic Products [G2002212] -0.8675
146 Russia: Average Producer Price: Diesel Fuel [G2040035] Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081] -0.8669
138 Russia: Average Producer Price: Gasoline: AI-92, AI-93 [G2040023] EUR/RUB [G2036055] 0.8652
135 Russia: Quantity of Mining and Quarrying: Coal: Bituminous Coal [G2044026] Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081] -0.8635
117 Russia: Industrial Production: Mfg: Chemicals & Chemical Products [G2002211] Russia: Total Fiscal Revenues: Monthly [G0006924] 0.8634
93 Russia: Industrial Production: Mfg: Wood & Wood Products [G2002208] Russian Central Bank: Liabilities: Capital [G2035017] 0.8621
118 Russia: Industrial Production: Mfg: Rubber & Plastic Products [G2002212] Russia: Industrial Production: Mfg: Machinery & Equipment [G2002215] 0.8621
88 Russia: Industrial Production: Mfg: Wood & Wood Products [G2002208] Russia: Average Producer Price: Gasoline: AI-95 & Higher [G2040029] 0.8616
6 Russia: Unemployment Rate [G0006909] Russia: Retail Trade: Product Inventory Amount [G2023152] -0.8615
162 Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081] Russia: Retail Trade: Product Inventory Amount [G2023152] -0.8614
130 Russia: Industrial Production: Mfg: Machinery & Equipment [G2002215] Russia: Total Fiscal Expenditure: Monthly [G0006925] 0.8612
137 Russia: Average Producer Price: Gasoline: AI-92, AI-93 [G2040023] Russia: Average Producer Price: Diesel Fuel [G2040035] 0.8610
141 Russia: Average Producer Price: Gasoline: AI-95 & Higher [G2040029] EUR/RUB [G2036055] 0.8609
139 Russia: Average Producer Price: Gasoline: AI-92, AI-93 [G2040023] Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081] -0.8608
3 Russia: Unemployment Rate [G0006909] Russia: Industrial Production: Mfg: Chemicals & Chemical Products [G2002211] -0.8594
178 Russia: Enterprises Turnover [G2023157]_pct_change Russia: Nominal Wages: Period Average [G2019115]_pct_change_diff 0.8593
128 Russia: Industrial Production: Mfg: Rubber & Plastic Products [G2002212] Russia: Total Fiscal Revenues: Monthly [G0006924] 0.8591
87 Russia: Industrial Production: Mfg: Wood & Wood Products [G2002208] Russia: Average Producer Price: Gasoline: AI-92, AI-93 [G2040023] 0.8590
83 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205] Russia: Total Fiscal Revenues: Monthly [G0006924] 0.8587
179 Russia: Nominal Wages: Period Average [G2019115]_pct_change Russia: Nominal Wages: Period Average [G2019115]_pct_change_diff 0.8576
175 Russia: Enterprises Turnover [G2023157]_pct_change Russia: Nominal Wages: Period Average [G2019115]_pct_change 0.8575
180 gold_pct_change silver_pct_change 0.8575
167 Russia: Monetary Base: Deposit Account Balances of Credit Institutions with the Bank of Russia [G2033017] Russia: Retail Trade: Product Inventory Amount [G2023152] 0.8574
159 EUR/RUB [G2036055] Russia: Industrial Production Index: SA [G2002002] 0.8574
155 USD/RUB [G2036054] Russia: Industrial Production Index: SA [G2002002] 0.8573
173 Russia: Industrial Production Index: SA [G2002002] dollar 0.8568
114 Russia: Industrial Production: Mfg: Chemicals & Chemical Products [G2002211] Russia: Construction Works Value [G2010001] 0.8566
123 Russia: Industrial Production: Mfg: Rubber & Plastic Products [G2002212] Russia: Monetary Base: Deposit Account Balances of Credit Institutions with the Bank of Russia [G2033017] 0.8565
165 Russian Central Bank: Liabilities: Capital [G2035017] Russia: Industrial Production Index: SA [G2002002] 0.8558
133 Russia: Quantity of Mining and Quarrying: Coal [G2044025] Russia: Average Producer Price: Diesel Fuel [G2040035] 0.8558
153 USD/RUB [G2036054] Russian Central Bank: Liabilities: Capital [G2035017] 0.8551
166 Russian Central Bank: Liabilities: Capital [G2035017] dollar 0.8544
92 Russia: Industrial Production: Mfg: Wood & Wood Products [G2002208] Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081] -0.8535
143 Russia: Average Producer Price: Gasoline: AI-95 & Higher [G2040029] Russia: Industrial Production Index: SA [G2002002] 0.8508
78 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205] Russia: Monetary Base: Deposit Account Balances of Credit Institutions with the Bank of Russia [G2033017] 0.8504
142 Russia: Average Producer Price: Gasoline: AI-95 & Higher [G2040029] Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081] -0.8502
================================================================================
ПЕРЕМЕННЫЕ К УДАЛЕНИЮ (автоматический отбор)
================================================================================
Критерий: из пары удаляется переменная с меньшей корреляцией с target
- 10 UAH/RUB [G2036073]
- EUR/RUB [G2036055]
- EUR/RUB [G2036055]_diff
- Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081]
- Real Effective Exchange Rate Index: Russian Ruble: Broad [G2036080]_diff
- Russia: Average Producer Price: Diesel Fuel [G2040035]
- Russia: Average Producer Price: Gasoline: AI-92, AI-93 [G2040023]
- Russia: Average Producer Price: Gasoline: AI-92, AI-93 [G2040023]_diff
- Russia: Average Producer Price: Gasoline: AI-95 & Higher [G2040029]
- Russia: Balance (Profit less Loss): Big & Medium Enterprises (BM): Monthly [G2037885]__1
- Russia: Balance (Profit less Loss): Big & Medium Enterprises (BM): Monthly [G2037885]__1_diff
- Russia: CPI: All Goods and Services [G2026184]
- Russia: CPI: All Goods and Services [G2026184]_diff
- Russia: CPI: YoY [G0006903]
- Russia: Cash in Circulation (Including Cash in Vaults of Credit Institutions) [G2033014]_pct_change
- Russia: Construction Works Value [G2010001]
- Russia: Core CPI [G2026185]
- Russia: Enterprises Turnover [G2023157]_pct_change
- Russia: Export Amount: Merchandise Trade: YoY [G2070575]__1
- Russia: Export of Goods (FOB) [G0006898]
- Russia: Import Amount: Merchandise Trade: YoY [G2070576]
- Russia: Import Amount: Merchandise Trade: YoY [G2070576]_diff
- Russia: Import of Goods (FOB) [G0006899]__1
- Russia: Import of Goods (FOB) [G0006899]__1_diff
- Russia: Industrial Production Index (IPI) [G2002091]
- Russia: Industrial Production Index [G0006921]
- Russia: Industrial Production Index [G0006921]__1
- Russia: Industrial Production Index [G0006921]__1_diff
- Russia: Industrial Production Index: YoY [G0006919]__1
- Russia: Industrial Production: Manufacturing (Mfg) [G2002204]
- Russia: Industrial Production: Manufacturing (Mfg) [G2002204]_diff
- Russia: Industrial Production: Mfg: Chemicals & Chemical Products [G2002211]
- Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205]
- Russia: Industrial Production: Mfg: Machinery & Equipment [G2002215]_diff
- Russia: Industrial Production: Mfg: Petroleum Coke & Refined Petroleum Products [G2002210]
- Russia: Industrial Production: Mfg: Rubber & Plastic Products [G2002212]
- Russia: Industrial Production: Mfg: Wood & Wood Products [G2002208]
- Russia: Interbank Rate (MIACR): Moscow Market Avg: Actual: 1 Day [G2036015]
- Russia: M2: YoY [G0006927]__1
- Russia: M2: YoY [G0006927]__1_diff
- Russia: Nominal Wages: Period Average [G2019115]_pct_change
- Russia: PPI [G0006908]_pct_change
- Russia: PPI: All Items: YoY [G0006906]__1
- Russia: PPI: All Items: YoY [G0006906]__2
- Russia: PPI: MoM [G0006907]__1
- Russia: Quantity of Mining and Quarrying: Coal [G2044025]
- Russia: Quantity of Mining and Quarrying: Oil & Gas: Crude Oil Incl Gas Condensate [G2044031]
- Russia: Retail Trade: Product Inventory Amount [G2023152]
- Russia: Total Fiscal Expenditure: Monthly [G0006925]
- Russia: Trade Balance [G0006902]__1
- Russia: Unemployment Rate [G0006909]
- Russian Central Bank: Liabilities: Capital [G2035017]
- USD/RUB [G2036054]
- USD/RUB [G2036054]_diff
- dollar
- silver_pct_change
Всего переменных к удалению: 56
Останется переменных: 94
vif_analysis_report
================================================================================
АНАЛИЗ МУЛЬТИКОЛЛИНЕАРНОСТИ (VIF)
================================================================================
Дата анализа: 2025-12-26 14:01:43
Порог VIF: 10
================================================================================
ИСХОДНЫЙ VIF (ТОП-30)
================================================================================
Variable VIF
3 Russia: Export Amount: Merchandise Trade [G0006900] 4.192378e+10
25 Russia: Import Amount: Merchandise Trade [G0006901] 1.620898e+10
4 Russia: Trade Balance [G0006902] 6.521384e+09
11 Russia: CPI: All Product [G2026186] 5.634661e+03
29 Russia: Industrial Production Index: SA [G2002002] 5.406699e+03
10 Russia: Output: Petroleum [s32] 4.026864e+03
15 Russia: Quantity of Mining and Quarrying: Iron Ore Concentrate [G2044035] 1.394789e+03
20 Real Effective Exchange Rate Index: Russian Ruble: Broad [G2036080] 1.210384e+03
28 Russia: Export Share: Petroleum Products: Crude Oil [G2028343] 7.143064e+02
13 Russia: Quantity of Mining and Quarrying: Coal: Bituminous Coal [G2044026] 4.840793e+02
31 KeyRate 4.449936e+02
5 Russia: Import of Goods (FOB) [G0006899] 3.516571e+02
16 Russia: No. of Registered New Enterprises: per 1000 Existing [G2037698] 2.289320e+02
19 Russia: Short Term Deposit Rate: Credit Institutions Avg: RUB: Households [G2036001] 2.232262e+02
12 Russia: Industrial Production: Mfg: Machinery & Equipment [G2002215] 1.890395e+02
27 Russia: Export Amount: Petroleum Products: Diesel Fuel [G2028337] 1.271417e+02
47 Russia: Total Fiscal Revenues: Monthly [G0006924] 1.002812e+02
14 Russia: Quantity of Mining and Quarrying: Coal: Brown Coal [G2044029] 8.336937e+01
22 Russian Central Bank: Assets: Securities [G2035005] 8.137154e+01
24 Russia: Monetary Base: Required Reserves [G2033016] 6.722755e+01
21 Russian Central Bank: Assets: Deposits and Loans [G2035004] 5.182342e+01
9 Russia: M2: YoY [G0006927] 3.979963e+01
90 Russia: Nominal Wages: Period Average [G2019115]_pct_change_diff 3.917422e+01
60 Russia: Quantity of Mining and Quarrying: Coal [G2044025]_diff 3.765444e+01
17 Russia: No. of Registered New Enterprises [G2037651] 3.683232e+01
41 Russia: Retail Trade Turnover: Initial Value [G2022008]_pct_change 2.683016e+01
30 CNY 2.660548e+01
18 Russia: Number of Insolvent Enterprises [G2037768] 2.657529e+01
1 Russia: PPI: All Items: YoY [G0006906] 2.575777e+01
23 Russia: Monetary Base: Deposit Account Balances of Credit Institutions with the Bank of Russia [G2033017] 2.571511e+01
================================================================================
УДАЛЕННЫЕ ПЕРЕМЕННЫЕ (VIF > 10)
================================================================================
Russia: Export Amount: Merchandise Trade [G0006900]: VIF = 41923784156.82
Russia: CPI: All Product [G2026186]: VIF = 5632.00
Russia: Industrial Production Index: SA [G2002002]: VIF = 4992.63
Russia: Output: Petroleum [s32]: VIF = 3046.49
Russia: Quantity of Mining and Quarrying: Iron Ore Concentrate [G2044035]: VIF = 753.16
Real Effective Exchange Rate Index: Russian Ruble: Broad [G2036080]: VIF = 665.26
Russia: Export Share: Petroleum Products: Crude Oil [G2028343]: VIF = 488.66
Russia: Quantity of Mining and Quarrying: Coal: Bituminous Coal [G2044026]: VIF = 322.36
KeyRate: VIF = 274.32
Russia: No. of Registered New Enterprises: per 1000 Existing [G2037698]: VIF = 183.41
Russia: Industrial Production: Mfg: Machinery & Equipment [G2002215]: VIF = 133.95
Russia: Import of Goods (FOB) [G0006899]: VIF = 123.37
Russia: Export Amount: Petroleum Products: Diesel Fuel [G2028337]: VIF = 107.50
Russia: Quantity of Mining and Quarrying: Coal: Brown Coal [G2044029]: VIF = 69.57
Russia: Total Fiscal Revenues: Monthly [G0006924]: VIF = 59.59
Russia: Monetary Base: Required Reserves [G2033016]: VIF = 45.96
Russia: Import Amount: Merchandise Trade [G0006901]: VIF = 37.46
Russia: Quantity of Mining and Quarrying: Coal [G2044025]_diff: VIF = 32.81
Russia: Nominal Wages: Period Average [G2019115]_pct_change_diff: VIF = 27.23
Russian Central Bank: Assets: Securities [G2035005]: VIF = 23.25
Russian Central Bank: Assets: Deposits and Loans [G2035004]: VIF = 21.17
Russia: No. of Registered New Enterprises [G2037651]: VIF = 20.13
Russia: Trade Balance [G0006902]: VIF = 19.11
Russia: Retail Trade Turnover: Initial Value [G2022008]_pct_change: VIF = 15.16
Russia: M2: YoY [G0006927]: VIF = 14.95
Russia: Export Amount: Petroleum Products: Gasoline [G2028336]: VIF = 13.33
Russia: Industrial Production Index [G0006921]_diff: VIF = 11.13
Russia: Banking Deposits: RUB [G2033019]_pct_change: VIF = 10.11
Всего удалено: 28
================================================================================
ФИНАЛЬНЫЙ VIF
================================================================================
Variable VIF
1 Russia: PPI: All Items: YoY [G0006906] 9.905995
7 Russia: Short Term Deposit Rate: Credit Institutions Avg: RUB: Households [G2036001] 9.831565
5 Russia: Entrepreneur Confidence Indicator: Manufacturing (Mfg) [G2046004] 8.827723
17 Russia: Money Supply: M2: Non Cash Funds [G2033001]_pct_change 8.802410
65 Russia: Total Fiscal Expenditure: Monthly [G0006925]_diff 8.681074
9 CNY 7.970243
11 Russia: CPI [G0006905]_pct_change 7.884036
29 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205]_yoy 7.841350
21 Russia: Balance (Profit less Loss): Big & Medium Enterprises (BM): Monthly [G2037885] 7.780214
13 Russia: Credit Institutions: Total Assets [G2033335]_pct_change 7.741736
6 Russia: Number of Insolvent Enterprises [G2037768] 7.425945
54 Russia: Construction Works Value [G2010001]_yoy 6.843692
63 Russia: Balance (Profit less Loss): Big & Medium Enterprises (BM): Monthly [G2037885]_diff 6.295859
15 Russia: Monetary Base [G2000006]_pct_change 6.294975
53 Russia: Retail Trade: Product Inventory Amount [G2023152]_yoy 6.273642
8 Russia: Monetary Base: Deposit Account Balances of Credit Institutions with the Bank of Russia [G2033017] 5.851078
30 Russia: Industrial Production: Mfg: Wood & Wood Products [G2002208]_diff 5.780516
43 Russia: Short Term Deposit Rate: Credit Institutions Avg: RUB: Households [G2036001]_diff 5.716493
16 Russia: M0 [G2000005]_pct_change 5.465736
12 Russian Central Bank: Assets [G2035001]_pct_change 5.250681
64 Russia: Total Fiscal Revenues: Monthly [G0006924]_diff 5.236556
47 Russian Central Bank: Assets: Deposits and Loans [G2035004]_diff 5.139075
58 KeyRate_diff 5.077937
0 Russia: Industrial Production Index: YoY [G0006919] 5.064818
10 Russia: Gold Reserves [S0183910]_pct_change 5.021722
46 Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081]_diff 4.923029
3 Russia: Export Amount: Merchandise Trade: YoY [G2070575] 4.615473
62 Russia: Retail Trade Turnover: Initial Value [G2022008]_pct_change_diff 4.552133
23 Russia: Fiscal Deficit or Surplus: Monthly [G0006926] 4.490617
4 Russia: Entrepreneur Confidence Indicator: Mining & Quarrying [G2046001] 4.374192
33 Russia: Industrial Production: Mfg: Rubber & Plastic Products [G2002212]_diff 4.320049
61 Russia: Credit Institutions: Total Assets [G2033335]_pct_change_diff 4.043441
57 dollar_diff 3.843351
32 Russia: Industrial Production: Mfg: Chemicals & Chemical Products [G2002211]_diff 3.615957
36 Russia: Quantity of Mining and Quarrying: Oil & Gas: Crude Oil Incl Gas Condensate [G2044031]_diff 3.602247
19 platinum_pct_change 3.597627
60 Russia: Banking Deposits: RUB [G2033019]_pct_change_diff 3.497057
51 Russia: Monetary Base: Required Reserves [G2033016]_diff 3.343418
18 gold_pct_change 3.340798
40 Russia: No. of Registered New Enterprises: per 1000 Existing [G2037698]_diff 3.127199
26 Russia: CPI: YoY [G0006903]_diff 3.086056
39 Russia: Average Producer Price: Diesel Fuel [G2040035]_diff 3.082140
44 Russia: Interbank Rate (MIACR): Moscow Market Avg: Actual: 1 Day [G2036015]_diff 2.934660
38 Russia: Average Producer Price: Gasoline: AI-95 & Higher [G2040029]_diff 2.910371
2 Russia: PPI: MoM [G0006907] 2.861321
37 Russia: Quantity of Mining and Quarrying: Iron Ore Concentrate [G2044035]_diff 2.786374
20 palladium_pct_change 2.680291
59 Russia: Gold Reserves [S0183910]_pct_change_diff 2.407831
50 Russia: Monetary Base: Deposit Account Balances of Credit Institutions with the Bank of Russia [G2033017]_diff 2.333295
14 Russia: Credit Institutions: Own Capital Funds [G2033351]_pct_change 2.281596
55 Russia: Industrial Production Index: SA [G2002002]_diff 2.271825
34 Russia: Quantity of Mining and Quarrying: Coal: Bituminous Coal [G2044026]_diff 2.229189
31 Russia: Industrial Production: Mfg: Petroleum Coke & Refined Petroleum Products [G2002210]_diff 2.211339
25 Russia: Import of Goods (FOB) [G0006899]_diff 2.156672
45 10 UAH/RUB [G2036073]_diff 2.098502
27 Russia: M2: YoY [G0006927]_diff 2.075670
41 Russia: No. of Registered New Enterprises [G2037651]_diff 1.956683
24 Russia: Unemployment Rate [G0006909]_diff 1.890831
56 CNY_diff 1.886489
22 China: Exports: Russia: YoY: Monthly [M0007939] 1.863851
35 Russia: Quantity of Mining and Quarrying: Coal: Brown Coal [G2044029]_diff 1.812661
28 Russia: Output: Petroleum [s32]_diff 1.736384
42 Russia: Number of Insolvent Enterprises [G2037768]_diff 1.676355
48 Russian Central Bank: Assets: Securities [G2035005]_diff 1.635035
52 Russia: Export Share: Petroleum Products: Crude Oil [G2028343]_diff 1.421846
49 Russian Central Bank: Liabilities: Capital [G2035017]_diff 1.330357
================================================================================
СТАТИСТИКА
================================================================================
Исходных переменных: 94
После удаления: 66
Максимальный VIF: 9.91
Медианный VIF: 3.73
heteroscedasticity_test_report
================================================================================
ТЕСТЫ НА ГЕТЕРОСКЕДАСТИЧНОСТЬ
================================================================================
Дата анализа: 2025-12-28 10:13:25
Количество наблюдений: 247
Количество признаков: 66
================================================================================
BREUSCH-PAGAN ТЕСТ
================================================================================
H0: Гомоскедастичность (дисперсия ошибок постоянна)
H1: Гетероскедастичность (дисперсия ошибок непостоянна)
Test: Breusch-Pagan
LM Statistic: 77.3407
LM p-value: 0.1604
F Statistic: 1.2433
F p-value: 0.1321
Heteroscedasticity: False
================================================================================
WHITE ТЕСТ
================================================================================
Test: White
LM Statistic: 73.8155
LM p-value: 0.2123
F Statistic: 1.1869
F p-value: 0.1897
Heteroscedasticity: False
================================================================================
ИНТЕРПРЕТАЦИЯ
================================================================================
Гетероскедастичность не обнаружена (p >= 0.05)
Связи могут считаться стабильными
structural_breaks_report
================================================================================
АНАЛИЗ СТРУКТУРНЫХ СДВИГОВ
================================================================================
Дата анализа: 2025-12-28 10:14:09
================================================================================
CHOW TEST РЕЗУЛЬТАТЫ
================================================================================
H0: Нет структурного сдвига (параметры стабильны)
H1: Есть структурный сдвиг (параметры изменились)
Period Break Date Break Index N_Before N_After F_Statistic P_Value Structural_Break
0 2008-2009 Financial Crisis 2008-09-01 44 44 203 7.0381 0.0000 True
1 2014-2015 Oil/Sanctions 2014-12-01 119 119 128 6.3060 0.0000 True
2 2020 COVID 2020-03-01 182 182 65 4.7599 0.0000 True
3 2022 Sanctions 2022-02-01 205 205 42 2.8198 0.0026 True
================================================================================
АНАЛИЗ ПО ПОДПЕРИОДАМ
================================================================================
Period N_Obs R_Squared Adj_R_Squared F_Statistic F_P_Value
0 2005-2008 44 0.6740 0.5753 6.8239 0.0000
1 2009-2013 60 0.6927 0.6300 11.0449 0.0000
2 2014-2019 72 0.1830 0.0490 1.3661 0.2176
3 2020-2024 60 0.5469 0.4545 5.9152 0.0000
================================================================================
ИНТЕРПРЕТАЦИЯ
================================================================================
Обнаружены структурные сдвиги в периоды:
- 2008-2009 Financial Crisis (F=7.0381, p=0.0)
- 2014-2015 Oil/Sanctions (F=6.306, p=0.0)
- 2020 COVID (F=4.7599, p=0.0)
- 2022 Sanctions (F=2.8198, p=0.0026)
Рекомендации:
1. Рассмотреть отдельные модели для разных периодов
2. Включить dummy-переменные для кризисных периодов
3. Использовать regime-switching модели
feature_selection_univariate_report
================================================================================
FEATURE SELECTION: UNIVARIATE МЕТОДЫ
================================================================================
Дата анализа: 2025-12-28 10:16:31
Количество признаков: 66
Количество наблюдений: 247
================================================================================
MUTUAL INFORMATION (TOP-20)
================================================================================
Feature MI_Score MI_Rank
7 Russia: Short Term Deposit Rate: Credit Institutions Avg: RUB: Households [G2036001] 0.084073 1
10 Russia: Gold Reserves [S0183910]_pct_change 0.073063 2
55 Russia: Industrial Production Index: SA [G2002002]_diff 0.058057 3
41 Russia: No. of Registered New Enterprises [G2037651]_diff 0.053212 4
58 KeyRate_diff 0.042858 5
21 Russia: Balance (Profit less Loss): Big & Medium Enterprises (BM): Monthly [G2037885] 0.041975 6
25 Russia: Import of Goods (FOB) [G0006899]_diff 0.038585 7
40 Russia: No. of Registered New Enterprises: per 1000 Existing [G2037698]_diff 0.037440 8
53 Russia: Retail Trade: Product Inventory Amount [G2023152]_yoy 0.037262 9
62 Russia: Retail Trade Turnover: Initial Value [G2022008]_pct_change_diff 0.035573 10
34 Russia: Quantity of Mining and Quarrying: Coal: Bituminous Coal [G2044026]_diff 0.033941 11
8 Russia: Monetary Base: Deposit Account Balances of Credit Institutions with the Bank of Russia [G2033017] 0.033792 12
37 Russia: Quantity of Mining and Quarrying: Iron Ore Concentrate [G2044035]_diff 0.030157 13
6 Russia: Number of Insolvent Enterprises [G2037768] 0.029702 14
16 Russia: M0 [G2000005]_pct_change 0.027155 15
3 Russia: Export Amount: Merchandise Trade: YoY [G2070575] 0.024808 16
43 Russia: Short Term Deposit Rate: Credit Institutions Avg: RUB: Households [G2036001]_diff 0.022228 17
0 Russia: Industrial Production Index: YoY [G0006919] 0.022164 18
47 Russian Central Bank: Assets: Deposits and Loans [G2035004]_diff 0.021210 19
29 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205]_yoy 0.020833 20
================================================================================
F-TEST SCORES (TOP-20)
================================================================================
Feature F_Score F_PValue F_Rank
5 Russia: Entrepreneur Confidence Indicator: Manufacturing (Mfg) [G2046004] 12.839604 0.000409 1
3 Russia: Export Amount: Merchandise Trade: YoY [G2070575] 11.580072 0.000779 2
1 Russia: PPI: All Items: YoY [G0006906] 11.121907 0.000985 3
4 Russia: Entrepreneur Confidence Indicator: Mining & Quarrying [G2046001] 9.954719 0.001805 4
45 10 UAH/RUB [G2036073]_diff 8.030604 0.004983 5
7 Russia: Short Term Deposit Rate: Credit Institutions Avg: RUB: Households [G2036001] 7.540529 0.006480 6
46 Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081]_diff 6.697337 0.010232 7
35 Russia: Quantity of Mining and Quarrying: Coal: Brown Coal [G2044029]_diff 5.341069 0.021660 8
38 Russia: Average Producer Price: Gasoline: AI-95 & Higher [G2040029]_diff 4.864553 0.028343 9
57 dollar_diff 4.654366 0.031947 10
34 Russia: Quantity of Mining and Quarrying: Coal: Bituminous Coal [G2044026]_diff 3.931022 0.048520 11
51 Russia: Monetary Base: Required Reserves [G2033016]_diff 3.557103 0.060474 12
41 Russia: No. of Registered New Enterprises [G2037651]_diff 3.476213 0.063453 13
27 Russia: M2: YoY [G0006927]_diff 3.205384 0.074631 14
29 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205]_yoy 3.179807 0.075791 15
62 Russia: Retail Trade Turnover: Initial Value [G2022008]_pct_change_diff 2.991754 0.084949 16
22 China: Exports: Russia: YoY: Monthly [M0007939] 2.836298 0.093430 17
36 Russia: Quantity of Mining and Quarrying: Oil & Gas: Crude Oil Incl Gas Condensate [G2044031]_diff 2.686861 0.102462 18
54 Russia: Construction Works Value [G2010001]_yoy 2.667925 0.103674 19
13 Russia: Credit Institutions: Total Assets [G2033335]_pct_change 2.329229 0.128255 20
================================================================================
CORRELATION WITH TARGET (TOP-20)
================================================================================
Feature Abs_Correlation Corr_Rank
1 Russia: PPI: All Items: YoY [G0006906] 0.384350 1
5 Russia: Entrepreneur Confidence Indicator: Manufacturing (Mfg) [G2046004] 0.358770 2
4 Russia: Entrepreneur Confidence Indicator: Mining & Quarrying [G2046001] 0.344741 3
3 Russia: Export Amount: Merchandise Trade: YoY [G2070575] 0.337478 4
29 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205]_yoy 0.285477 5
54 Russia: Construction Works Value [G2010001]_yoy 0.263461 6
0 Russia: Industrial Production Index: YoY [G0006919] 0.256154 7
46 Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081]_diff 0.228816 8
53 Russia: Retail Trade: Product Inventory Amount [G2023152]_yoy 0.216512 9
51 Russia: Monetary Base: Required Reserves [G2033016]_diff 0.169111 10
57 dollar_diff 0.152606 11
45 10 UAH/RUB [G2036073]_diff 0.129114 12
26 Russia: CPI: YoY [G0006903]_diff 0.109696 13
7 Russia: Short Term Deposit Rate: Credit Institutions Avg: RUB: Households [G2036001] 0.101298 14
18 gold_pct_change 0.091430 15
13 Russia: Credit Institutions: Total Assets [G2033335]_pct_change 0.084290 16
12 Russian Central Bank: Assets [G2035001]_pct_change 0.083757 17
24 Russia: Unemployment Rate [G0006909]_diff 0.077896 18
6 Russia: Number of Insolvent Enterprises [G2037768] 0.072841 19
2 Russia: PPI: MoM [G0006907] 0.068706 20
================================================================================
ОБЪЕДИНЕННЫЙ РЕЙТИНГ (TOP-20)
================================================================================
Feature MI_Score MI_Rank F_Score F_Rank Abs_Correlation Corr_Rank Avg_Rank
0 Russia: Short Term Deposit Rate: Credit Institutions Avg: RUB: Households [G2036001] 0.084073 1 7.540529 6 0.101298 14 7.000000
15 Russia: Export Amount: Merchandise Trade: YoY [G2070575] 0.024808 16 11.580072 2 0.337478 4 7.333333
28 Russia: Entrepreneur Confidence Indicator: Mining & Quarrying [G2046001] 0.006696 29 9.954719 4 0.344741 3 12.000000
20 10 UAH/RUB [G2036073]_diff 0.017531 21 8.030604 5 0.129114 12 12.666667
34 Russia: PPI: All Items: YoY [G0006906] 0.000000 35 11.121907 3 0.384350 1 13.000000
19 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205]_yoy 0.020833 20 3.179807 15 0.285477 5 13.333333
30 Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081]_diff 0.002527 31 6.697337 7 0.228816 8 15.333333
27 dollar_diff 0.006777 28 4.654366 10 0.152606 11 16.333333
50 Russia: Entrepreneur Confidence Indicator: Manufacturing (Mfg) [G2046004] 0.000000 51 12.839604 1 0.358770 2 18.000000
10 Russia: Quantity of Mining and Quarrying: Coal: Bituminous Coal [G2044026]_diff 0.033941 11 3.931022 11 0.038823 32 18.000000
33 Russia: Monetary Base: Required Reserves [G2033016]_diff 0.000840 34 3.557103 12 0.169111 10 18.666667
17 Russia: Industrial Production Index: YoY [G0006919] 0.022164 18 0.559947 36 0.256154 7 20.333333
24 Russia: Quantity of Mining and Quarrying: Coal: Brown Coal [G2044029]_diff 0.012445 25 5.341069 8 0.045486 30 21.000000
8 Russia: Retail Trade: Product Inventory Amount [G2023152]_yoy 0.037262 9 0.199901 47 0.216512 9 21.666667
1 Russia: Gold Reserves [S0183910]_pct_change 0.073063 2 2.046536 22 0.018531 44 22.666667
23 Russia: PPI: MoM [G0006907] 0.014029 24 1.107583 29 0.068706 20 24.333333
2 Russia: Industrial Production Index: SA [G2002002]_diff 0.058057 3 0.498339 37 0.037445 33 24.333333
12 Russia: Quantity of Mining and Quarrying: Iron Ore Concentrate [G2044035]_diff 0.030157 13 0.404034 40 0.065662 21 24.666667
13 Russia: Number of Insolvent Enterprises [G2037768] 0.029702 14 0.260781 46 0.072841 19 26.333333
3 Russia: No. of Registered New Enterprises [G2037651]_diff 0.053212 4 3.476213 13 0.004262 62 26.333333
================================================================================
ОТОБРАННЫЕ ПРИЗНАКИ
================================================================================
1. Russia: Short Term Deposit Rate: Credit Institutions Avg: RUB: Households [G2036001]
2. Russia: Export Amount: Merchandise Trade: YoY [G2070575]
3. Russia: Entrepreneur Confidence Indicator: Mining & Quarrying [G2046001]
4. 10 UAH/RUB [G2036073]_diff
5. Russia: PPI: All Items: YoY [G0006906]
6. Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205]_yoy
7. Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081]_diff
8. dollar_diff
9. Russia: Entrepreneur Confidence Indicator: Manufacturing (Mfg) [G2046004]
10. Russia: Quantity of Mining and Quarrying: Coal: Bituminous Coal [G2044026]_diff
11. Russia: Monetary Base: Required Reserves [G2033016]_diff
12. Russia: Industrial Production Index: YoY [G0006919]
13. Russia: Quantity of Mining and Quarrying: Coal: Brown Coal [G2044029]_diff
14. Russia: Retail Trade: Product Inventory Amount [G2023152]_yoy
15. Russia: Gold Reserves [S0183910]_pct_change
16. Russia: PPI: MoM [G0006907]
17. Russia: Industrial Production Index: SA [G2002002]_diff
18. Russia: Quantity of Mining and Quarrying: Iron Ore Concentrate [G2044035]_diff
19. Russia: Number of Insolvent Enterprises [G2037768]
20. Russia: No. of Registered New Enterprises [G2037651]_diff
feature_selection_tree_based_report
================================================================================
FEATURE SELECTION: TREE-BASED МЕТОДЫ
================================================================================
Дата анализа: 2025-12-28 10:20:57
Количество признаков: 66
Количество наблюдений: 247
XGBoost доступен: True
LightGBM доступен: True
================================================================================
ПРИМЕЧАНИЕ: ИМЕНА ПРИЗНАКОВ БЫЛИ ОЧИЩЕНЫ ДЛЯ СОВМЕСТИМОСТИ
================================================================================
Первые 30 переименований (оригинал -> новое):
1. Russia: Industrial Production Index: YoY [G0006919] -> Russia_Industrial_Production_Index_YoY_(G0006919)
2. Russia: PPI: All Items: YoY [G0006906] -> Russia_PPI_All_Items_YoY_(G0006906)
3. Russia: PPI: MoM [G0006907] -> Russia_PPI_MoM_(G0006907)
4. Russia: Export Amount: Merchandise Trade: YoY [G2070575] -> Russia_Export_Amount_Merchandise_Trade_YoY_(G2070575)
5. Russia: Entrepreneur Confidence Indicator: Mining & Quarrying [G2046001] -> Russia_Entrepreneur_Confidence_Indicator_Mining_Quarrying_(G2046001)
6. Russia: Entrepreneur Confidence Indicator: Manufacturing (Mfg) [G2046004] -> Russia_Entrepreneur_Confidence_Indicator_Manufacturing_(Mfg)_(G2046004)
7. Russia: Number of Insolvent Enterprises [G2037768] -> Russia_Number_of_Insolvent_Enterprises_(G2037768)
8. Russia: Short Term Deposit Rate: Credit Institutions Avg: RUB: Households [G2036001] -> Russia_Short_Term_Deposit_Rate_Credit_Institutions_Avg_RUB_Households_(G2036001)
9. Russia: Monetary Base: Deposit Account Balances of Credit Institutions with the Bank of Russia [G2033017] -> Russia_Monetary_Base_Deposit_Account_Balances_of_Credit_Institutions_with_the_Bank_of_Russia_(G2033017)
10. CNY -> CNY
11. Russia: Gold Reserves [S0183910]_pct_change -> Russia_Gold_Reserves_(S0183910)_pct_change
12. Russia: CPI [G0006905]_pct_change -> Russia_CPI_(G0006905)_pct_change
13. Russian Central Bank: Assets [G2035001]_pct_change -> Russian_Central_Bank_Assets_(G2035001)_pct_change
14. Russia: Credit Institutions: Total Assets [G2033335]_pct_change -> Russia_Credit_Institutions_Total_Assets_(G2033335)_pct_change
15. Russia: Credit Institutions: Own Capital Funds [G2033351]_pct_change -> Russia_Credit_Institutions_Own_Capital_Funds_(G2033351)_pct_change
16. Russia: Monetary Base [G2000006]_pct_change -> Russia_Monetary_Base_(G2000006)_pct_change
17. Russia: M0 [G2000005]_pct_change -> Russia_M0_(G2000005)_pct_change
18. Russia: Money Supply: M2: Non Cash Funds [G2033001]_pct_change -> Russia_Money_Supply_M2_Non_Cash_Funds_(G2033001)_pct_change
19. gold_pct_change -> gold_pct_change
20. platinum_pct_change -> platinum_pct_change
21. palladium_pct_change -> palladium_pct_change
22. Russia: Balance (Profit less Loss): Big & Medium Enterprises (BM): Monthly [G2037885] -> Russia_Balance_(Profit_less_Loss)_Big_Medium_Enterprises_(BM)_Monthly_(G2037885)
23. China: Exports: Russia: YoY: Monthly [M0007939] -> China_Exports_Russia_YoY_Monthly_(M0007939)
24. Russia: Fiscal Deficit or Surplus: Monthly [G0006926] -> Russia_Fiscal_Deficit_or_Surplus_Monthly_(G0006926)
25. Russia: Unemployment Rate [G0006909]_diff -> Russia_Unemployment_Rate_(G0006909)_diff
26. Russia: Import of Goods (FOB) [G0006899]_diff -> Russia_Import_of_Goods_(FOB)_(G0006899)_diff
27. Russia: CPI: YoY [G0006903]_diff -> Russia_CPI_YoY_(G0006903)_diff
28. Russia: M2: YoY [G0006927]_diff -> Russia_M2_YoY_(G0006927)_diff
29. Russia: Output: Petroleum [s32]_diff -> Russia_Output_Petroleum_(s32)_diff
30. Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205]_yoy -> Russia_Industrial_Production_Mfg_Food_Products_Beverages_Tobacco_(G2002205)_yoy
... и еще 36 признаков
================================================================================
RANDOM FOREST IMPORTANCE (TOP-20)
================================================================================
Feature RF_Importance RF_Rank
Russia_Export_Amount_Merchandise_Trade_YoY_(G2070575) 0.035845 1
Russia_Monetary_Base_Required_Reserves_(G2033016)_diff 0.034643 2
China_Exports_Russia_YoY_Monthly_(M0007939) 0.025729 3
Russia_Retail_Trade_Turnover_Initial_Value_(G2022008)_pct_change_diff 0.025131 4
Russia_Balance_(Profit_less_Loss)_Big_Medium_Enterprises_(BM)_Monthly_(G2037885) 0.024761 5
Russia_PPI_All_Items_YoY_(G0006906) 0.022503 6
Russia_Short_Term_Deposit_Rate_Credit_Institutions_Avg_RUB_Households_(G2036001) 0.021352 7
Russia_Fiscal_Deficit_or_Surplus_Monthly_(G0006926) 0.020714 8
Russia_Quantity_of_Mining_and_Quarrying_Coal_Brown_Coal_(G2044029)_diff 0.020633 9
Russia_Quantity_of_Mining_and_Quarrying_Coal_Bituminous_Coal_(G2044026)_diff 0.018951 10
Russia_Retail_Trade_Product_Inventory_Amount_(G2023152)_yoy 0.018608 11
Nominal_Effective_Exchange_Rate_Index_Russian_Ruble_Broad_(G2036081)_diff 0.018434 12
Russia_Industrial_Production_Index_SA_(G2002002)_diff 0.018333 13
Russia_Entrepreneur_Confidence_Indicator_Mining_Quarrying_(G2046001) 0.017585 14
Russia_Short_Term_Deposit_Rate_Credit_Institutions_Avg_RUB_Households_(G2036001)_diff 0.017400 15
Russia_Industrial_Production_Mfg_Rubber_Plastic_Products_(G2002212)_diff 0.017168 16
Russia_Total_Fiscal_Revenues_Monthly_(G0006924)_diff 0.016746 17
Russia_Export_Share_Petroleum_Products_Crude_Oil_(G2028343)_diff 0.016563 18
Russian_Central_Bank_Assets_(G2035001)_pct_change 0.016500 19
Russia_Average_Producer_Price_Diesel_Fuel_(G2040035)_diff 0.016456 20
================================================================================
PERMUTATION IMPORTANCE (TOP-20)
================================================================================
Feature Perm_Importance Perm_Std Perm_Rank
China_Exports_Russia_YoY_Monthly_(M0007939) 0.000810 0.001619 1