Economia

Pontificia Universidad Javeriana
Econometría Avanzada
Taller N0.2

Punto 1
A) X= c+ 1+ u^2 donde c=3 (c.c 1018424533)

|Dependent Variable: Y1 | | |
|Method: Least Squares | | |
|Date: 10/10/11 Time: 16:40 || |
|Sample: 1 110 | | | |
|Included observations: 110 | | |
| | | | | |
| | | || |
|Variable |Coefficient |Std. Error |t-Statistic |Prob.   |
| | | | | |
| | | | | |
|C |-217.9000 |5.733814|-38.00263 |0.0000 |
|X |80.34978 |1.124213 |71.47201 |0.0000 |
| | | | | |
| | | | | |
|R-squared |0.979295 |    Mean dependentvar |176.0317 |
|Adjusted R-squared |0.979104 |    S.D. dependent var |114.6693 |
|S.E. of regression |16.57606 |    Akaike info criterion |8.471811 |
|Sum squared resid |29674.71 |    Schwarz criterion |8.520911 |
|Log likelihood |-463.9496 |    Hannan-Quinncriter. |8.491726 |
|F-statistic |5108.248 |    Durbin-Watson stat |1.892273 |
|Prob(F-statistic) |0.000000 | | | |
| | | | | |
| | || | |

|Ramsey RESET Test | | |
|Equation: UNTITLED | | |
|Specification: Y1 C X | | |
|Omitted Variables: Powers of fitted values from 2 to 3|
| | | | | |
| | | | | |
| |Value |df |Probability | |
|F-statistic | 17209.38 |(2, 106)| 0.0000 | |
|Likelihood ratio | 636.4592 | 2 | 0.0000 | |
| | | | | |
| | | | | |
|F-test summary:| | |
| |Sum of Sq. |df |Mean Squares | |
|Test SSR | 29583.60 | 2 | 14791.80 | |
|Restricted SSR | 29674.71 | 108 | 274.7659 | |
|Unrestricted SSR | 91.10910 | 106...