CORRELOGRAMA PBI MINERO

LAG AC PAC Q Prob>Q [Autocorrelation] [Partial Autocor]

1 0.9224 0.9994 44.296 0.0000

2 0.8223 -0.4647 80.247 0.0000
3 0.7188 -0.0252 108.32 0.0000
4 0.6272 0.1588 130.16 0.0000
5 0.5426 -0.1223 146.88 0.0000
6 0.4473 -0.0673 158.51 0.0000
7 0.3550 -0.0341 166.01 0.0000
8 0.2755 0.1236 170.64 0.0000
9 0.2133 0.0734 173.48 0.0000
10 0.1668 0.3413 175.26 0.0000
11 0.1282 0.3289 176.34 0.0000
12 0.0981 0.0544 176.99 0.0000
13 0.0738 -0.0133 177.37 0.0000
14 0.0453 0.2005 177.52 0.0000
15 0.0284 0.0882 177.58 0.0000
16 0.0171 -0.0508 177.6 0.0000
17 0.0064 0.3309 177.6 0.0000
18 -0.0021 -0.3103 177.6 0.0000
19 -0.0156 0.0335 177.62 0.0000
20 -0.0367 0.2432 177.74 0.0000
21 -0.0605 0.0240 178.07 0.0000
22 -0.0836 0.0618 178.71 0.0000
GRAFICA DEL PBI MINERO DEL PERU 1970- 2018

GRAFICA DEL PBI MINERO DEL PERU 1970 – 2018

En esta grafica observamos el PBI minero del Peru , la linea roja nos indica la tendencia que
tiene el PBI minero del Peru que nos muestral una tendencia alcista.

Dickey Fuller
Aplicamos la prueba aumentada de Dickey Fuller para determinar si nuestra serie es
estacionaria o no.

. dfuller lpbim, regress trend

Dickey-Fuller test for unit root Number of obs = 48

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -1.105 -4.168 -3.508 -3.185

MacKinnon approximate p-value for Z(t) = 0.9282

D.lpbim Coef. Std. Err. t P>|t| [95% Conf. Interval]

lpbim
L1. -.0602659 .0545422 -1.10 0.275 -.1701195 .0495876
_trend .0021272 .0017311 1.23 0.226 -.0013594 .0056138
_cons .6005217 .523837 1.15 0.258 -.4545402 1.655584

. dfuller lpbim, regress

Dickey-Fuller test for unit root Number of obs = 48

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -0.025 -3.594 -2.936 -2.602

MacKinnon approximate p-value for Z(t) = 0.9564

D.lpbim Coef. Std. Err. t P>|t| [95% Conf. Interval]

lpbim
L1. -.000618 .0250086 -0.02 0.980 -.0509576 .0497217

_cons .0389998 .2575148 0.15 0.880 -.4793506 .5573501

 . dfuller lpbim, regress noconstant

Dickey-Fuller test for unit root Number of obs = 48

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) 2.996 -2.623 -1.950 -1.609

D.lpbim Coef. Std. Err. t P>|t| [95% Conf. Interval]

lpbim
L1. .003166 .0010567 3.00 0.004 .0010402 .0052919

Ya que nuestra serie no es estacionaria en nivel, tenemos que aplicar primera diferencia a
nuestra serie y repetimos los mismos pasos.

. gen dlpbim= D.lpbim

(1 missing value generated)

. dfuller dlpbim, regress trend

Dickey-Fuller test for unit root Number of obs = 47

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -4.189 -4.178 -3.512 -3.187

MacKinnon approximate p-value for Z(t) = 0.0046

D.dlpbim Coef. Std. Err. t P>|t| [95% Conf. Interval]

dlpbim
L1. -.5614739 .1340214 -4.19 0.000 -.8315762 -.2913715
_trend -.000066 .0007417 -0.09 0.929 -.0015608 .0014287
_cons .0215146 .0205051 1.05 0.300 -.0198107 .0628399
. dfuller dlpbim, regress

Dickey-Fuller test for unit root Number of obs = 47

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -4.269 -3.600 -2.938 -2.604

MacKinnon approximate p-value for Z(t) = 0.0005

D.dlpbim Coef. Std. Err. t P>|t| [95% Conf. Interval]

dlpbim
L1. -.5627231 .1318076 -4.27 0.000 -.8281972 -.2972491

_cons .0199717 .0108411 1.84 0.072 -.0018634 .0418067

Concluimos que nuestra serie del PBI minero del Peru es estacionaria en primera diferencia.

. dfuller dlpbim, regress noconstant

Dickey-Fuller test for unit root Number of obs = 47

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value

Z(t) -3.756 -2.625 -1.950 -1.609

D.dlpbim Coef. Std. Err. t P>|t| [95% Conf. Interval]

dlpbim
L1. -.4634866 .1233879 -3.76 0.000 -.7118535 -.2151196