Vol. 4 No. 6 (2026), Articles
Vol. 4 No. 6 (2026)

EKONOMETRIK MODELLARDA XATOLIKLARNING TASNIFI VA ULARNING IQTISODIY TAHLILGA TA'SIRI: NAZARIY VA AMALIY YONDASHUV (BUYUK BRITANIYA MAKROIQTISODIY MA'LUMOTLARI ASOSIDA)

Articles
Published 2026-04-29
Raximova Umida Ziyadullayevna
Samarqand iqtisodiyot va servis instituti Oliy Matematika kafedrasi katta oqituvchisi
Shamsiyev Jaxongir Baxrom o‘g‘li
Samarqand iqtisodiyot va servis instituti, Iqtisodiyot fakulteti talabasi
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Keywords

ekonometrika, regressiya tahlili, I-tur xatolik, II-tur xatolik, geteroskedastiklik, avtokorrelyatsiya, endogenlik, multikollinearlik, Gauss–Markov teoremasi, diagnostik testlar.

Abstract

Mazkur ilmiy maqolada ekonometrik modellashtirishda yuzaga keladigan xatoliklarning ilmiy tasnifi, ularning matematik-statistik tavsifi va iqtisodiy qaror qabul qilish jarayoniga ta'siri ko'rib chiqiladi. Xatoliklar ikki asosiy kategoriyaga ajratiladi: gipoteza tekshirish nazariyasidan kelib chiquvchi statistik xatoliklar (I-tur va II-tur) va model spetsifikatsiyasidagi kamchiliklar natijasida yuzaga keladigan tizimli xatoliklar. Amaliy tadqiqot qismida Buyuk Britaniyaning 2015–2024 yillardagi makroiqtisodiy ko'rsatkichlari asosida ko'p omilli regressiya modeli quriladi, mazkur model doirasida xatoliklarning diagnostik tahlili amalga oshiriladi. Tadqiqot natijalari shuni ko'rsatadiki, inflyatsiya darajasi foiz stavkasiga statistik jihatdan muhim ta'sir ko'rsatib, β₁ = 0.554 qiymatga ega. YaIM o'sishi esa ushbu namunaviy kichik tanlamada statistik ahamiyatsizligi bilan II-tur xatolik ehtimolini yuzaga keltiradi. Maqolada diagnostik testlar (Breusch–Pagan, Durbin–Watson, VIF, Hausman) va ularning amaliy ilovasi muhokama qilinadi.
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