AHOLI FAROVONLIGI OMILLARINING EKONOMETRIK TAHLILI: MULTIKOLLINEARLIK, PCR VA VAR YONDASHUVI
DOI:
https://doi.org/10.5281/zenodo.23312678Annotatsiya
Maqolada Xorazm viloyati aholisi farovonligining kompozit indeksiga (KI) ta’sir etuvchi omillar 2019–2024 yillardagi 21 ta choraklik kuzatuv asosida ekonometrik tahlil qilindi. Oddiy eng kichik kvadratlar (OLS) modeli yuqori determinatsiya (R² = 0,991) bilan birga yuqori multikollinearlikni (VIF 800–6700 atrofida) ko‘rsatdi va faqat investitsiya 10 foizli darajada ahamiyatli bo‘ldi. Asosiy komponentlar regressiyasi (PCR) bu muammoni bartaraf etdi: birinchi komponent koeffitsienti 16,662 (p < 0,001), R² = 0,979. Dinamik o‘zaro ta’sirlar VAR(2) modeli va Granger sabablilik testi bilan baholandi: jon boshiga daromad (p = 0,032) va Jini koeffitsienti (p = 0,049) tizim uchun Granger sabab bo‘ldi, investitsiya zaif (p = 0,080), YaHM esa ahamiyatsiz (p = 0,252) natija berdi. Natijalar daromad va tenglik siyosatining farovonlikka ta’siri muhimligini ko‘rsatadi.Kalit soʻzlar
farovonlik, multikollinearlik, PCR, VAR, Granger sabablilik, Jini koeffitsienti, Xorazm viloyati.Foydalanilgan adabiyotlar roʻyxati
1. O‘zbekiston Respublikasi Vazirlar Mahkamasining 2022 yil 4 apreldagi VMQ–154-son qarori. “2022–2026 yillarda Xorazm viloyati hududlarini kompleks ijtimoiy-iqtisodiy rivojlantirish va aholi turmush darajasini yanada yaxshilashga doir qo‘shimcha chora-tadbirlar to‘g‘risida”.
2. Sims C.A. (1980). Macroeconomics and Reality. Econometrica, 48(1), 1–48.
3. Granger C.W.J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424–438.
4. Dickey D.A., Fuller W.A. (1979). Distribution of the Estimators for Autoregressive Time Series with a Unit Root. Journal of the American Statistical Association, 74(366), 427–431.
5. Jolliffe I.T. (2002). Principal Component Analysis, 2nd ed. New York: Springer.
6. Belsley D.A., Kuh E., Welsch R.E. (1980). Regression Diagnostics: Identifying Influential Data and Sources of Collinearity. New York: Wiley.
7. Kuznets S. (1955). Economic Growth and Income Inequality. The American Economic Review, 45(1), 1–28.
8. Kahneman D., Deaton A. (2010). High income improves evaluation of life but not emotional well-being. PNAS, 107(38), 16489–16493.
9. Easterlin R.A. (1974). Does Economic Growth Improve the Human Lot? In: Nations and Households in Economic Growth. New York: Academic Press, 89–125.
10. UNDP. Human Development Report 2023/24: Breaking the Gridlock. New York: UNDP.
11. Lütkepohl H. (2005). New Introduction to Multiple Time Series Analysis. Berlin: Springer.
Yuklab olishlar
Nashr etilgan
Iqtibos keltirish
Son
Boʻlim
Litsenziya
Copyright (c) 2026 Shohruh Yuldashevich Xodjaniyazov
This work is licensed under a Creative Commons Attribution 4.0 International License.