Econometria

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CO=β0+β1YT+ β2 YT-1+U
Ls CO C Y Y (-1)

Dependent Variable: CO
Method: Least Squares
Date: 08/19/10 Time: 15:10
Sample(adjusted): 2003:2 2010:1
Included observations: 28 after adjustingendpoints
Variable Coefficient Std. Error t-Statistic Prob.
C -1482037. 372515.4 -3.978458 0.0005
Y 0.859075 0.074990 11.45588 0.0000
Y(-1) 0.008783 0.070010 0.125447 0.9012
R-squared 0.940160Mean dependent var 5753889.
Adjusted R-squared 0.935373 S.D. dependent var 426849.8
S.E. of regression 108513.2 Akaike info criterion 26.12809
Sum squared resid 2.94E+11 Schwarzcriterion 26.27082
Log likelihood -362.7932 F-statistic 196.3907
Durbin-Watson stat 1.909441 Prob(F-statistic) 0.000000

• AUTOCORRELACION
Breusch-Godfrey Serial Correlation LM Test:F-statistic 2.041563 Probability 0.125182
Obs*R-squared 7.839713 Probability 0.097629

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 08/19/10 Time: 15:16Variable Coefficient Std. Error t-Statistic Prob.
C 168833.2 355391.7 0.475062 0.6396
Y -0.079118 0.097358 -0.812650 0.4255
Y(-1) 0.059976 0.089301 0.671609 0.5092
RESID(-1) 0.079986 0.216768 0.3689920.7158
RESID(-2) -0.316667 0.227863 -1.389725 0.1792
RESID(-3) 0.119607 0.298498 0.400698 0.6927
RESID(-4) 0.558334 0.253332 2.203956 0.0388
R-squared 0.279990 Mean dependent var -3.35E-09Adjusted R-squared 0.074273 S.D. dependent var 104416.8
S.E. of regression 100464.4 Akaike info criterion 26.08531
Sum squared resid 2.12E+11 Schwarz criterion 26.41836
Log likelihood-358.1944 F-statistic 1.361042
Durbin-Watson stat 1.614917 Prob(F-statistic) 0.275564

En el indicador Durbin Watson vemos que su valor es de 1.61 al estar cerca del 2 podemos decir que noexiste Autocorrelación.

• NORMALIDAD

Los errores se distribuyen de manera normal.

• HOMOSCEDASTICIDAD
ARCH Test:
F-statistic 0.257834 Probability 0.901248
Obs*R-squared 1.235668...
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