INVESTITSIYALARNI JALB QILISHNI EKONOMETRIK BAHOLASH VA PROGNOZLASH
DOI:
https://doi.org/10.5281/zenodo.23020749Abstract
Maqolada O‘zbekiston Respublikasida investitsiyalarni jalb qilish jarayoni ekonometrik usullar bilan baholanib, 2026–2028-yillarga mo‘ljallangan prognoz ishlab chiqilgan. Prognozlash uchun parabolik trend, eksponensial trend, integrallashgan avtoregression model va Xolt eksponensial silliqlash usullari qo‘llanilgan hamda ular retrospektiv sinov orqali qiyoslangan. Sinov natijasiga ko‘ra, drift bilan ARIMA(1,1,0) modeli eng past xatolikni ko‘rsatdi (MAPE = 14,8 foiz). Nuqtaviy prognozlar ishonch intervallari bilan birga keltirilgan, shuningdek, yalpi ichki mahsulot o‘sishi va investitsiya normasi gipotezalariga asoslangan uchta ssenariy hisoblangan. Prognozga ko‘ra, 2028-yilda asosiy kapitalga investitsiyalar hajmi 1 111 trln so‘mga yetishi kutilmoqda.Keywords
prognozlashtirish, ARIMA modeli, trend ekstrapolyatsiyasi, ishonch intervali, retrospektiv sinov, ssenariy tahlili, prognoz xatoligi, investitsiya normasi.References
1. Oʻzbekiston Respublikasi Prezidentining 2026-yil 16-fevraldagi “Mamlakat taraqqiyotining 2030-yilgacha
moʻljallangan ustuvor yoʻnalishlari doirasida islohotlarni izchil davom ettirish va yangi bosqichga olib chiqishning
qoʻshimcha chora-tadbirlari toʻgʻrisida”gi PF-21-son Farmoni // URL: https://www.lex.uz/uz/docs/-8050769
2. Box G.E.P., Jenkins G.M., Reinsel G.C., Ljung G.M. Time Series Analysis: Forecasting and Control. 5th
ed. – Hoboken: John Wiley & Sons, 2015. – 712 p.
3. Hyndman R.J., Athanasopoulos G. Forecasting: Principles and Practice. 3rd ed. – Melbourne: OTexts,
2021. – 442 p.
4. Hyndman R.J., Koehler A.B. Another Look at Measures of Forecast Accuracy // International Journal of
Forecasting. – 2006. – Vol. 22, No. 4. – P. 679–688.
5. Bates J.M., Granger C.W.J. The Combination of Forecasts // Operational Research Quarterly. – 1969. – Vol. 20, No. 4. – P. 451–468.
6. World Development Indicators. – Washington: The World Bank, 2026. – URL: https://data.worldbank.org
(murojaat sanasi: 2026-yil 25-avgust).
7. O‘zbekiston Respublikasi Milliy statistika qo‘mitasi rasmiy ma’lumotlari. – URL: https://stat.uz (murojaat
sanasi: 2026-yil 25-avgust).
8. Dickey D.A., Fuller W.A. Distribution of the Estimators for Autoregressive Time Series with a Unit Root //
Journal of the American Statistical Association. – 1979. – Vol. 74, No. 366. – P. 427–431.
9. Holt C.C. Forecasting Seasonals and Trends by Exponentially Weighted Moving Averages // International
Journal of Forecasting. – 2004. – Vol. 20, No. 1. – P. 5–10.
10. Enders W. Applied Econometric Time Series. 4th ed. – Hoboken: John Wiley & Sons, 2015. – 496 p.
11. Gujarati D.N., Porter D.C. Basic Econometrics. 5th ed. – New York: McGraw-Hill, 2009. – 922 p.
Downloads
Published
How to Cite
Issue
Section
License
Copyright (c) 2026 GREEN ECONOMY AND DEVELOPMENT
This work is licensed under a Creative Commons Attribution 4.0 International License.
