Estadistica Aplicada

Ŷ=13.91844531+0.150205078 x1+0.006961966 x2+0.005983229 x3-0.001772373 x4-0.047769011 x5-0.026348303 x6-0.040365696 x7-0.162908622 x8-0.01426444 x9-0.001502721 x10-0.008058763 x11-0.068331468x12-0.035606534 x13 -0.046686058 x14-0.008970449 x15+0.118926183 x16+0.075691232 x17+0.002082086 x18+0.00313349 x19+0.000628546 x20

R2=i=1n=120(ŷi-ȳ)2i=1n=120(yi-ȳ)2
R2
El valor de R2 nos dice que lasvariables X1,X2,…….,X20 explican el 8.652014% de la variación de los valores de Y.
PRUEBA DE HIPÓTESIS:
s2=SCEn-k+1
SCE=yty-βtxty
Z=βi-βi0sCii
SCE=21168.13803-21165.98046=2.157568985s2=2.157568985120-(20+1)=0.021793626
s=0.147626644
α=0.1 ; α2=0.05
RR=z<-zα2∪{z>zα2}
RR=t<-1.645∪{t>1.645}

Para β0
H0: β0=0
Ha: β0≠0
Z=13.91844531-00.147626644428.2339595

T=4.55604.5560 ∈RR=t<-1.645∪t>1.645

Para β1 (IPC BMV)
H0: β1=0
Ha: β1≠0
T=0.219327522-00.1412203070.866236552∼t99
T=1.668697933
1.668697933∈RR=t<-1.658∪t>1.658

Para β2 (NASDAQ)
H0:β2=0
Ha: β2≠0
T=-0.03728688-00.13931915580.095048931∼t99
T=-0.856416991
-856416991∉RR=t<-1.658∪t>1.658

Para β3 (NIKKEI)
H0: β3=0
Ha: β3≠0
T= 0.01580473-00.13931915580.0135574∼t99T=1.616653703
1.616653703∉RR=t<-1.658∪t>1.658

Para β4 (PLATA)
H0: β4=0
Ha: β4≠0
T=-0.00510272-00.13931915580.007711009∼t99
T=-0.411480237
-0.411480237∉RR=t<-1.658∪t>1.658

Para β5(MEZCLA MEXICANA)
H0: β5=0
Ha: β5≠0
T= 0.119525868-00.13931915580.229309379∼t99
T=1.767477304
1.767477304∈RR=t<-1.658∪t>1.658

Para β6 (BRENT)
H0: β6=0
Ha: β6≠0T=-0.12201685-00.13931915580.333599495∼t99
T=-1.4959255
-1.4959255∉RR=t<-1.658∪t>1.658

Para β7 (TELMEX)
H0: β7=0
Ha: β7≠0
T=-0.43923265-00.13931915581.859204339∼t99
T=-2.281045258-2.281045258∈RR=t<-1.658∪t>1.658

Para β8 (CEMEX)
H0: β8=0
Ha: β8≠0
T=-0.05444982-00.13931915580.115107015∼t99
T=-1.152806394
-1.152806394∉RR=t<-1.658∪t>1.658

Para β9 (BIMBO)
H0: β9=0
Ha: β9≠0...