Conta

Escuela Politécnica Nacional
Deber de Econometría
Nombre: JUAN HARO
Estudiar los siguientes modelos:
Sea el modelo:
xt=-0.25xt-1+0.4xt-2+εt
εt~RBN0,1
Realizamos la creación de un aseriealeatoria entonces tenemos:
Obs | index | et | xt |
2000:01:00 | 1 | -1,111482 | 0 |
2000:02:00 | 2 | 0,244602 | 0 |
2000:03:00 | 3 | -0,520367 | -0,520367 |
2000:04:00 | 4 | -1,60418| -1,474089 |
2000:05:00 | 5 | 0,541319 | 0,701694 |
2000:06:00 | 6 | 0,24328 | -0,521779 |
2000:07:00 | 7 | 0,748337 | 1,159459 |
2000:08:00 | 8 | -0,748982 | -1,247559 |
2000:09:00 | 9 |1,171114 | 1,946787 |
2000:10:00 | 10 | 0,258653 | -0,727067 |
2000:11:00 | 11 | 0,698876 | 1,659357 |
2000:12:00 | 12 | 1,074478 | 0,368812 |
2001:01:00 | 13 | 0,235469 | 0,807008 |2001:02:00 | 14 | -0,680369 | -0,734597 |
2001:03:00 | 15 | 0,156583 | 0,663035 |
2001:04:00 | 16 | -0,414466 | -0,874064 |
2001:05:00 | 17 | 1,289285 | 1,773016 |
2001:06:00 | 18 | -1,193205 |-1,986085 |
2001:07:00 | 19 | 0,307378 | 1,513106 |
2001:08:00 | 20 | -2,168389 | -3,341099 |
2001:09:00 | 21 | 1,087331 | 2,527849 |
2001:10:00 | 22 | 0,006049 | -1,962353 |
2001:11:00 | 23 |0,896376 | 2,398103 |
2001:12:00 | 24 | 0,010792 | -1,373675 |
2002:01:00 | 25 | 2,274549 | 3,577209 |
2002:02:00 | 26 | 0,140954 | -1,302818 |
Obs | index | et | xt |
2002:03:00 | 27 |0,372502 | 2,129091 |
2002:04:00 | 28 | 0,067663 | -0,985737 |
2002:05:00 | 29 | 0,455534 | 1,553604 |
2002:06:00 | 30 | 1,629366 | 0,84667 |
2002:07:00 | 31 | 0,514579 | 0,924353 |
2002:08:00 |32 | -0,742798 | -0,635218 |
2002:09:00 | 33 | 1,370158 | 1,898704 |
2002:10:00 | 34 | 0,016801 | -0,711962 |
2002:11:00 | 35 | -1,33042 | -0,392948 |
2002:12:00 | 36 | -0,580402 | -0,766949 |2003:01:00 | 37 | 0,075685 | 0,110243 |
2003:02:00 | 38 | -0,561902 | -0,896243 |
2003:03:00 | 39 | 0,463694 | 0,731852 |
2003:04:00 | 40 | -0,699752 | -1,241212 |
2003:05:00 | 41 |...