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e X

160 4,500

4,000
140
3,500

120 3,000

2,500
100
2,000

80 1,500
70 75 80 85 90 95 00 05 10 15 20 70 75 80 85 90 95 00 05 10 15 20

Yr Yr*
6 1,600

1,400
5
1,200
4 1,000

3 800

600
2
400

1 200
70 75 80 85 90 95 00 05 10 15 20 70 75 80 85 90 95 00 05 10 15 20

 e: se dió un cambio estructural


 Yr : tiene una tendencia creciente

Dependent Variable: LOG(YR)


Method: Least Squares
Date: 02/12/19 Time: 10:36
Sample (adjusted): 1970 2013
Included observations: 44 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

C -4.195203 0.123831 -33.87835 0.0000


LOG(YR_) 0.800957 0.018537 43.20829 0.0000

R-squared 0.977998 Mean dependent var 1.145358


Adjusted R-squared 0.977475 S.D. dependent var 0.334154
S.E. of regression 0.050151 Akaike info criterion -3.103152
Sum squared resid 0.105637 Schwarz criterion -3.022053
Log likelihood 70.26935 Hannan-Quinn criter. -3.073077
F-statistic 1866.957 Durbin-Watson stat 0.687177
Prob(F-statistic) 0.000000
 43.2 es mayor que 2 oertenece a la zona de rechazo por lo tanto existe una relación de linealidad.
 El p- valor es 0.0000 que es menor que α = 0.05 por lo tanto se rechaza Ho
 0.8

2.0

1.6

1.2

.10
0.8
.05
0.4
.00

-.05

-.10

-.15
1970 1975 1980 1985 1990 1995 2000 2005 2010

Residual Actual Fitted

Autocorrelation Partial Correlation AC PAC Q-Stat Prob

. |**** | . |**** | 1 0.578 0.578 15.699 0.000


. |** | .|. | 2 0.296 -0.057 19.914 0.000
.|. | .*| . | 3 0.071 -0.116 20.160 0.000
.|. | .|. | 4 -0.062 -0.064 20.357 0.000
.|. | . |*. | 5 -0.040 0.085 20.442 0.001
.*| . | .*| . | 6 -0.081 -0.100 20.791 0.002
.*| . | .*| . | 7 -0.116 -0.076 21.526 0.003
**| . | .*| . | 8 -0.225 -0.181 24.369 0.002
**| . | .|. | 9 -0.221 0.012 27.192 0.001
.*| . | . |*. | 10 -0.068 0.153 27.463 0.002
.*| . | **| . | 11 -0.147 -0.285 28.785 0.002
**| . | .*| . | 12 -0.215 -0.187 31.719 0.002
.*| . | . |*. | 13 -0.189 0.087 34.059 0.001
**| . | .*| . | 14 -0.215 -0.106 37.169 0.001
.|. | . |*. | 15 -0.032 0.120 37.238 0.001
.|. | .*| . | 16 0.015 -0.129 37.255 0.002
. |*. | . |*. | 17 0.122 0.106 38.370 0.002
.|. | .*| . | 18 0.063 -0.076 38.679 0.003
.|. | .*| . | 19 -0.008 -0.078 38.684 0.005
. |*. | . |*. | 20 0.097 0.074 39.481 0.006
Variable Coefficient Std. Error t-Statistic Prob.

C -4.924064 0.366427 -13.43805 0.0000


LOG(YR_) 0.783888 0.028891 27.13222 0.0000
LOG(X) 0.107686 0.023053 4.671198 0.0001

R-squared 0.986799 Mean dependent var 1.412824


Adjusted R-squared 0.985541 S.D. dependent var 0.162440
S.E. of regression 0.019532 Akaike info criterion -4.917010
Sum squared resid 0.008012 Schwarz criterion -4.769753
Log likelihood 62.00412 Hannan-Quinn criter. -4.877943
F-statistic 784.8685 Durbin-Watson stat 1.173971
Prob(F-statistic) 0.000000

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