Tablas mco (econometria)

Solo disponible en BuenasTareas
  • Páginas : 5 (1014 palabras )
  • Descarga(s) : 0
  • Publicado : 25 de noviembre de 2010
Leer documento completo
Vista previa del texto
MCO
|Dependent Variable: LOGIMPNPR |
|Method: Least Squares |
|Date: 06/08/09 Time: 17:37 |
|Sample: 1990:1 2008:4|
|Included observations: 76 |
|Variable |Coefficient |Std. Error |t-Statistic |Prob. |
|C |-37.75771 |2.211432 |-17.07387 |0.0000 |
|LOGPIB |2.568624 |0.125906 |20.40109 |0.0000|
|LOGTCER |-0.170640 |0.073131 |-2.333350 |0.0225 |
|@SEAS(2) |0.076120 |0.037990 |2.003668 |0.0490 |
|DU1996_1 |-0.541416 |0.144223 |-3.754020 |0.0004 |
|DU1996_4 |-0.538654 |0.144409 |-3.730070 |0.0004|
|R-squared |0.906876 | Mean dependent var |3.018952 |
|Adjusted R-squared |0.900224 | S.D. dependent var |0.450472 |
|S.E. of regression |0.142292 | Akaike info criterion |-0.986209 |
|Sum squared resid |1.417298 | Schwarz criterion |-0.802204|
|Log likelihood |43.47596 | F-statistic |136.3365 |
|Durbin-Watson stat |1.251866 | Prob(F-statistic) |0.000000 |

AUTOCORRELACION DW

HETEROCEDASTICIDAD

|White Heteroskedasticity Test: |
|F-statistic |1.626096 |Probability |0.142936 |
|Obs*R-squared |10.89763 | Probability |0.143147 |
| | | | | |

DUMMIES

|Chow Breakpoint Test: 1996:1 |
|F-statistic |3.786423 |Probability |0.007721 |
|Log likelihood ratio |15.28259 | Probability |0.004150 |

|Chow Breakpoint Test: 1996:4 |
|F-statistic |2.097646 | Probability |0.090620 |
|Log likelihood ratio |8.842737 | Probability |0.065153 |

ESTABILIDAD

CUSUM

[pic]

CUSUMQ

[pic]

NORMALIDAD DE RESIDUOS

[pic]

PRUEBA RAICES UNITARIAS AL ECM

|Null Hypothesis: ECM has a unit root |
|Exogenous: None |
|Lag Length: 0 (Automatic based on SIC, MAXLAG=11) |
|| | |t-Statistic | Prob.* |
|Augmented Dickey-Fuller test statistic |-5.807256 | 0.0000 |
|Test critical values: |1% level | |-2.596160 | |
| |5% level | |-1.945199 | |
||10% level | |-1.613948 | |
|*MacKinnon (1996) one-sided p-values. |
| | | | | |
| | | | | |
|Augmented...
tracking img