Modelo Econometrico

Modelo con variable independiente Formación Bruta de Capital.

Modelo original:
Variable independiente:

* FBKF (Formación Bruta de Capital).

Variables dependientes:

* PIB (Producto Interno Bruto)
* TC (Tipo de Cambio)
* CP (Consumo Privado).

Dependent Variable: FBKF | | |
Method: Least Squares | | |
Date: 10/20/12 Time: 14:32 | | |
Sample (adjusted):1980Q1 2012Q1 | |
Included observations: 129 after adjustments | |
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Variable | Coefficient | Std. Error | t-Statistic | Prob.   |
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C | -8.56E+08 | 1.14E+08 | -7.480720 | 0.0000 |
PIB | 0.216961 | 0.056201 | 3.860478 | 0.0002 |
TC | -33927970 | 7491109. | -4.529098 | 0.0000 |
CP | 0.210103 | 0.057872 | 3.630476 | 0.0004|
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R-squared | 0.944048 |     Mean dependent var | 1.25E+09 |
Adjusted R-squared | 0.942705 |     S.D. dependent var | 4.42E+08 |
S.E. of regression | 1.06E+08 |     Akaike info criterion | 39.82405 |
Sum squared resid | 1.40E+18 |     Schwarz criterion | 39.91273 |
Log likelihood | -2564.651 |     F-statistic | 703.0154 |
Durbin-Watson stat | 0.263267|     Prob(F-statistic) | 0.000000 |
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Modelo transformado:

Dependent Variable: FBKF | | |
Method: Least Squares | | |
Date: 10/20/12 Time: 14:20 | | |
Sample (adjusted): 1980Q2 2012Q1 | |
Included observations: 128 after adjustments | |
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Variable | Coefficient | Std. Error | t-Statistic | Prob.   || | | | |
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C | -1.45E+08 | 51893719 | -2.797252 | 0.0060 |
PIB | 0.177142 | 0.022010 | 8.048359 | 0.0000 |
TC | -6204247. | 3047789. | -2.035655 | 0.0440 |
CP | 0.097685 | 0.024269 | 4.025154 | 0.0001 |
FBKF(-1) | 0.899062 | 0.031356 | 28.67236 | 0.0000 |
CP(-1) | -0.093554 | 0.024748 | -3.780252 | 0.0002 |
PIB(-1) | -0.131797 | 0.023023 | -5.724494 | 0.0000 |D95 | -1.71E+08 | 37759847 | -4.536390 | 0.0000 |
D82 | -1.50E+08 | 36998984 | -4.045345 | 0.0001 |
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R-squared | 0.993726 |     Mean dependent var | 1.25E+09 |
Adjusted R-squared | 0.993304 |     S.D. dependent var | 4.43E+08 |
S.E. of regression | 36284686 |     Akaike info criterion | 37.71941 |
Sum squared resid | 1.57E+17 |     Schwarz criterion |37.91994 |
Log likelihood | -2405.042 |     F-statistic | 2355.889 |
Durbin-Watson stat | 2.087360 |     Prob(F-statistic) | 0.000000 |
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Prueba de normalidad:

De acuerdo con la prueba de normalidad Jarquie-Bera el modelo presenta normalidad debido a los siguientes datos:
JB: 0.235230
P: 0.889038> 0.05 los residuos presentan normalidad.
De acuerdocon la prueba de normalidad Jarquie-Bera el modelo presenta normalidad debido a los siguientes datos:
JB: 0.235230
P: 0.889038> 0.05 los residuos presentan normalidad.

Prueba de normalidad Kolmogorov:

Empirical Distribution Test for RESID | |
Hypothesis: Normal | | |
Date: 10/20/12 Time: 14:51 | | |
Sample (adjusted): 1980Q2 2012Q1 | |
Included observations: 128 afteradjustments | |
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Method | Value   | Adj. Value | Probability | |
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Kolmogorov (D+) | 0.044153 | 0.505262 | 0.6001 | |
Kolmogorov (D-) | 0.054923 | 0.628506 | 0.4538 | |
Kolmogorov (D) | 0.054923 | 0.628506 | 0.8244 | |
Kuiper (V) | 0.099076 | 1.138375 | 0.6278 | |
Cramer-von Mises (W2) | 0.039128 | 0.036321 | 0.9383| |
Watson (U2) | 0.038952 | 0.038415 | 0.8378 | |
Anderson-Darling (A2) | 0.261295 | 0.261295 | 0.9641 | |
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Parameter | Value    | Std. Error | z-Statistic | Prob.  |
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MU | 0.000000 | *      | NA | NA |
SIGMA | 35123274 | *      | NA | NA |
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