Producto Interno Bruto per Cpita (precio 2012)

Null Hypothesis: PIB has a unit root

Exogenous: Constant
Lag Length: 2 (Automatic - based on SIC, maxlag=9)

14,000
12,000

Augmented Dickey-Fuller test statistic

Test critical values:
1% level
5% level
10% level

10,000
8,000
6,000

t-Statistic

Prob.*

-1.298580
-3.605593
-2.936942
-2.606857

0.6209

*MacKinnon (1996) one-sided p-values.

4,000
2,000
0
1970

1975

1980

1985

1990

1995

2000

2005

2010

2015

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(PIB)
Method: Least Squares
Date: 04/01/16 Time: 14:45
Sample (adjusted): 1973 2012
Included observations: 40 after adjustments
Variable

Coefficient

Std. Error

t-Statistic

Prob.

PIB(-1)
D(PIB(-1))
D(PIB(-2))
C

-0.091255
-0.055275
0.721364
476.4568

0.070273
0.164607
0.236789
291.9703

-1.298580
-0.335801
3.046445
1.631868

0.2023
0.7390
0.0043
0.1114

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

Primera Diferencia del PIB per Cpita (precios 2012)

0.226693
0.162251
898.2284
29045311
-326.6673
3.517767
0.024652

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

286.8905
981.3630
16.53337
16.70225
16.59443
1.867174

Null Hypothesis: D(PIB) has a unit root

Exogenous: Constant
Lag Length: 1 (Automatic - based on SIC, maxlag=9)

3,000
2,000

Augmented Dickey-Fuller test statistic

Test critical values:
1% level
5% level
10% level

1,000
0

t-Statistic

Prob.*

-2.643466
-3.605593
-2.936942
-2.606857

0.0930

*MacKinnon (1996) one-sided p-values.

-1,000
-2,000
-3,000
1970

1975

1980

1985

1990

1995

2000

2005

2010

2015

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(PIB,2)
Method: Least Squares
Date: 04/01/16 Time: 14:49
Sample (adjusted): 1973 2012
Included observations: 40 after adjustments
Variable

Coefficient

Std. Error

t-Statistic

Prob.

D(PIB(-1))
D(PIB(-1),2)
C

-0.611546
-0.521965
156.1477

0.231343
0.181916
157.6630

-2.643466
-2.869261
0.990389

0.0120
0.0068
0.3284

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.617048
0.596348
906.5207
30405849
-327.5829
29.80897
0.000000

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

48.33200
1426.837
16.52914
16.65581
16.57494
1.822751

PRODUCTO INTERNO BRUDO PER CPITA (PRECIOS 2012).

Segunda Diferencia del PIB per Cpita (precios 2012)

Null Hypothesis: D(PIB,2) has a unit root

Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=9)

6,000
4,000

Augmented Dickey-Fuller test statistic

Test critical values:
1% level
5% level
10% level

2,000
0

t-Statistic

Prob.*

-14.40288
-3.605593
-2.936942
-2.606857

0.0000

*MacKinnon (1996) one-sided p-values.

-2,000
-4,000
-6,000
1970

1975

1980

1985

1990

1995

2000

2005

2010

2015

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(PIB,3)
Method: Least Squares
Date: 04/01/16 Time: 14:53
Sample (adjusted): 1973 2012
Included observations: 40 after adjustments
Variable

Coefficient

Std. Error

t-Statistic

Prob.

D(PIB(-1),2)
C

-1.880258
-15.87689

0.130547
154.5073

-14.40288
-0.102758

0.0000
0.9187

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

Date: 04/01/16 Time: 14:54

Sample: 1970 2015
Included observations: 41
Autocorrelation

Partial Correlation
1
2
3
4
5
6
7
8
9
1...
1...
1...
1...
1...
1...
1...
1...
1...
1...
2...

AC

PAC

Q-Stat

Prob

-0.61...
0.292
-0.20...
0.027
0.022
-0.05...
0.022
-0.04...
0.192
-0.07...
-0.07...
0.017
0.079
-0.13...
0.146
-0.10...
0.017
0.080
-0.07...
0.080

-0.61...
-0.14...
-0.15...
-0.24...
-0.13...
-0.16...
-0.20...
-0.26...
0.053
0.178
-0.09...
-0.12...
0.198
-0.01...
0.005
0.138
-0.01...
-0.03...
0.019
0.187

16.881
20.724
22.689
22.724
22.746
22.892
22.917
23.043
25.082
25.418
25.726
25.744
26.141
27.372
28.813
29.651
29.671
30.164
30.640
31.184

0.000
0.000
0.000
0.000
0.000
0.001
0.002
0.003
0.003
0.005
0.007
0.012
0.016
0.017
0.017
0.020
0.029
0.036
0.044
0.053

0.845178
0.841104
975.3323
36148375
-331.0428
207.4430
0.000000

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

121.2752
2446.784
16.65214
16.73658
16.68267
1.957529

Dependent Variable: D(PIB,2)

Method: Least Squares
Date: 04/01/16 Time: 14:56
Sample (adjusted): 1973 2012
Included observations: 40 after adjustments
Convergence achieved after 3 iterations
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
AR(1)

-8.443993
-0.880258

82.13940
0.130547

-0.102801
-6.742826

0.9187
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.544723
0.532742
975.3323
36148375
-331.0428
45.46570
0.000000

Inverted AR Roots

-.88

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

48.33200
1426.837
16.65214
16.73658
16.68267
1.957529

Date: 04/01/16 Time: 14:58

Sample: 1970 2015
Included observations: 40
Q-statistic probabilities adjusted for 1 ARMA term
Autocorrelation

Partial Correlation
1
2
3
4
5
6
7
8
9
1...
1...
1...
1...
1...
1...
1...
1...
1...
1...
2...

Heteroskedasticity Test: ARCH

F-statistic
Obs*R-squared

AC

PAC

Q-Stat

0.016
-0.06...
-0.11...
-0.07...
-0.14...
-0.16...
-0.13...
0.061
0.244
-0.02...
-0.17...
0.102
0.022
-0.04...
0.051
-0.11...
0.055
0.100
0.056
-0.08...

0.016
-0.06...
-0.11...
-0.07...
-0.15...
-0.20...
-0.20...
-0.04...
0.152
-0.11...
-0.25...
0.042
-0.04...
-0.07...
0.097
-0.15...
-0.05...
0.041
0.109
-0.00...

0.0115
0.1810
0.7984
1.0412
2.0151
3.3877
4.3351
4.5305
7.7552
7.7884
9.4656
10.090
10.120
10.235
10.413
11.302
11.520
12.283
12.538
13.139

Prob. F(1,37)
Prob. Chi-Square(1)

0.671
0.671
0.791
0.733
0.640
0.631
0.717
0.458
0.556
0.489
0.522
0.605
0.675
0.731
0.731
0.776
0.783
0.818
0.831

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 04/01/16 Time: 15:00
Sample (adjusted): 1974 2012
Included observations: 39 after adjustments
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
RESID^2(-1)

966576.4
-0.044008

355986.7
0.163998

2.715203
-0.268346

0.0100
0.7899

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.001942
-0.025032
2014278.
1.50E+14
-620.4271
0.072010
0.789924

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

11534.84
13581.35
10754.59
12771.59

PIBt =( 1L ) PIB t
2 PIBt =( 12 L+ L2 ) PIB t
2 PIBt =PIBt 2 PIB t1+ PIB t2
2

PIBt =8.44400.8803 PIBt 1+ et

2
2
^
PIBt =8.44400.8803 PIBt 1
2
2
^
PIB 2013=8.44400.8803 PIB2012

^
PIB2013 2 PIB201 2+ PIB 2011=8.44400.8803 ( PIB 20122 PIB2011 + PIB2010 )
^
PIB2013 212771.59+10754.59=8.44400.8803 ( 12771.59210754.59+ 13581.35 )
^
PIB2013 =10516.18

0.7899
0.7831

Prob

2009
2010
2011
2012
2

0.072010
0.075755

926152.4
1989531.
31.91934
32.00465
31.94995
1.989761

16,000
14,000
12,000
10,000
8,000
6,000
4,000
2,000
0
1970

1975

1980

1985

1990

1995

2000

2005

Producto Interno Bruto per Cpita (precio 2012)

Prediccin con ARIMA

2010

2015

PRECIO DEL PETRLEO CRUDO (PRECIOS 2013).

Precio del Petrleo Crudo (precio 2013)

Null Hypothesis: PPC has a unit root

Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=9)

120
100

Augmented Dickey-Fuller test statistic

Test critical values:
1% level
5% level
10% level

80
60

t-Statistic

Prob.*

-1.460403
-3.592462
-2.931404
-2.603944

0.5438

*MacKinnon (1996) one-sided p-values.

40
20
0
1970

1975

1980

1985

1990

1995

2000

2005

2010

2015

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(PPC)
Method: Least Squares
Date: 04/01/16 Time: 15:28
Sample (adjusted): 1971 2013
Included observations: 43 after adjustments
Variable

Coefficient

Std. Error

t-Statistic

Prob.

PPC(-1)
C

-0.116130
8.219151

0.079519
4.672276

-1.460403
1.759132

0.1518
0.0860

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

Priimera Diferencia Precico del Petroleo Crudo (precios 2013)

0.049447
0.026263
15.05268
9289.906
-176.5873
2.132777
0.151800

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

Null Hypothesis: D(PPC) has a unit root

Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=9)

60

40

Augmented Dickey-Fuller test statistic

Test critical values:
1% level
5% level
10% level

20

t-Statistic

Prob.*

-6.771633
-3.596616
-2.933158
-2.604867

0.0000

*MacKinnon (1996) one-sided p-values.

-20

-40
1970

2.276047
15.25432
8.306384
8.388300
8.336592
2.000663

1975

1980

1985

1990

1995

2000

2005

2010

2015

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(PPC,2)
Method: Least Squares
Date: 04/01/16 Time: 15:31
Sample (adjusted): 1972 2013
Included observations: 42 after adjustments
Variable

Coefficient

Std. Error

t-Statistic

Prob.

D(PPC(-1))
C

-1.070714
2.453323

0.158118
2.436668

-6.771633
1.006835

0.0000
0.3201

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.534098
0.522451
15.59206
9724.493
-173.9348
45.85501
0.000000

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

-0.160238
22.56287
8.377849
8.460595
8.408178
2.011083

Date: 04/01/16 Time: 15:35

Sample: 1970 2015
Included observations: 43
Autocorrelation

Partial Correlation
1
2
3
4
5
6
7
8
9
1...
1...
1...
1...
1...
1...
1...
1...
1...
1...
2...

AC

PAC

Q-Stat

Prob

-0.07...
-0.11...
0.085
-0.06...
0.249
0.057
-0.17...
0.040
-0.13...
-0.00...
0.122
-0.12...
-0.06...
-0.12...
0.039
0.060
-0.06...
-0.04...
-0.17...
-0.06...

-0.07...
-0.11...
0.070
-0.06...
0.264
0.072
-0.09...
-0.01...
-0.17...
-0.06...
0.047
-0.03...
-0.04...
-0.13...
0.068
-0.03...
-0.00...
-0.02...
-0.18...
-0.10...

0.2280
0.8159
1.1693
1.3764
4.5232
4.6955
6.2475
6.3353
7.4119
7.4135
8.3175
9.2863
9.5518
10.636
10.739
10.997
11.287
11.472
13.983
14.289

0.633
0.665
0.760
0.848
0.477
0.583
0.511
0.610
0.594
0.686
0.685
0.678
0.730
0.714
0.771
0.810
0.841
0.873
0.785
0.816

Date: 04/01/16 Time: 15:38

Sample: 1970 2015
Included observations: 38
Q-statistic probabilities adjusted for 2 ARMA terms
Autocorrelation

Partial Correlation
1
2
3
4
5
6
7
8
9
1...
1...
1...
1...
1...
1...
1...

Dependent Variable: D(PPC)

Method: Least Squares
Date: 04/01/16 Time: 15:37
Sample (adjusted): 1976 2013
Included observations: 38 after adjustments
Convergence achieved after 19 iterations
MA Backcast: 1971 1975
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
AR(5)
MA(5)

1.124774
0.543614
-0.802624

2.250742
0.169953
0.089433

0.499735
3.198609
-8.974615

0.6204
0.0029
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
Inverted AR Roots
Inverted MA Roots

0.211590
0.166538
13.80428
6669.531
-152.1063
4.696561
0.015601
.89
-.72-.52i
.96
-.77-.56i

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

1.545526
15.12065
8.163490
8.292774
8.209488
2.064969

.27-.84i

.27+.84i

-.72+.52i

.30-.91i

.30+.91i

-.77+.56i

Heteroskedasticity Test: ARCH

F-statistic
Obs*R-squared

AC

PAC

Q-Stat

-0.04...
-0.02...
0.214
-0.05...
0.111
0.086
-0.11...
0.097
-0.16...
-0.03...
0.144
-0.05...
-0.06...
-0.15...
-0.00...
0.007

-0.04...
-0.02...
0.213
-0.03...
0.122
0.049
-0.09...
0.048
-0.20...
-0.00...
0.089
0.045
-0.06...
-0.20...
0.036
-0.04...

0.0742
0.0958
2.0939
2.2149
2.7852
3.1396
3.7879
4.2629
5.6834
5.7478
6.9118
7.0890
7.3361
8.7531
8.7589
8.7623

2004
2005
2006
2007
2008
2009
2010
2011
2012
2013

1.169399
1.196253

Prob. F(1,35)
Prob. Chi-Square(1)

0.2869
0.2741

Prob

0.148
0.330
0.426
0.535
0.580
0.641
0.577
0.675
0.646
0.717
0.771
0.724
0.791
0.846

47.19000
65.03000
75.28000
81.33000
105.2300
66.97000
84.93000
115.2200
113.3100
108.6600

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 04/01/16 Time: 15:39
Sample (adjusted): 1977 2013
Included observations: 37 after adjustments
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
RESID^2(-1)

145.7253
0.180301

59.55604
0.166731

2.446859
1.081387

0.0196
0.2869

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

9.232683
18.40379
3.023427
3.679717
19.50816
-37.17419
22.51992
26.63130
-2.758765
-2.497983

0.032331
0.004683
312.8535
3425705.
-264.0649
1.169399
0.286920

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

178.1955
313.5887
14.38189
14.46896
14.41258
2.009145

 PPC t =( 1L ) PPC t
PPC t =PPC tPPC t1
PPC t =1.1248+0.5436 PPC t 5 + et 0.8026 e t5
^
PPC t =1.1248+0.5436 PPC t 5 0.8026 e t5
^
PPC 2014 =1.1248+0.5436 PPC 2009 0.8026 e 2009
^
PPC 2014 PPC 2013=1.1248+ 0.5436 ( PPC 2009PPC 2008 )0.8026 e 2009
^
PPC 2014 108.66=1.1248+ 0.5436 ( 66.97105.23 )0.8026 (37.1742 )
^
PPC 2014 =118.8227
120
100
80
60

40
20
0
1970

1975

1980

1985

1990

1995

2000

2005

Precio del Petrleo Crudo (precio 2013)

Prediccin con ARIMA

2010

2015