Econometría ii

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Econometría: Práctica II

Grupo 61

Pasos a seguir:
-Eviews/File/Workfile(Datos desde 1990 a 2009 en meses)/Escribir “DATA CAN”
-Bloc de notas/Reemplazarcomas por puntos.
-Cerrar pantalla grupo con su nombre.
-Series/view/Unito root test/ ok

Null Hypothesis: UK has a unit root | |
Exogenous: Constant | | |
Lag Length: 1 (Automatic basedon SIC, MAXLAG=14) |
| | | | |
| | | | |
| | | t-Statistic |   Prob.* |
| | | | |
| | | | |
Augmented Dickey-Fuller test statistic | -2.289379 |  0.1763 |
Testcritical values: | 1% level | | -3.458594 | |
| 5% level | | -2.873863 | |
| 10% level | | -2.573413 | |
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| | | | |
*MacKinnon (1996) one-sided p-values. | |
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Augmented Dickey-Fuller Test Equation | |
Dependent Variable: D(UK) | | |
Method: Least Squares | | |
Date: 10/15/10 Time: 10:10 | | |
Sample (adjusted):1990M03 2009M05 | |
Included observations: 231 after adjustments | |
| | | | |
| | | | |
Variable | Coefficient | Std. Error | t-Statistic | Prob.   |
| | | | |
| | | ||
UK(-1) | -0.028457 | 0.012430 | -2.289379 | 0.0230 |
D(UK(-1)) | -0.386643 | 0.060265 | -6.415689 | 0.0000 |
C | 0.089953 | 0.084301 | 1.067038 | 0.2871 |
| | | | |
| | | | |R-squared | 0.173645 |     Mean dependent var | -0.061039 |
Adjusted R-squared | 0.166396 |     S.D. dependent var | 0.583215 |
S.E. of regression | 0.532486 |     Akaike info criterion |1.590383 |
Sum squared resid | 64.64752 |     Schwarz criterion | 1.635090 |
Log likelihood | -180.6892 |     F-statistic | 23.95526 |
Durbin-Watson stat | 1.980504 |     Prob(F-statistic) | 0.000000 || | | | |
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-La serie no es débilmente estacionaria puesto que el primer t-statistic no es mayor en valor absoluto que el resto de valores.

-Nos vamos a Excell/Columna...
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