EL PIB COMO UNA FUNCIÓN DE EMPLEO

EL PIB COMO UNA FUNCIÓN DE EMPLEO (SERIES TRIMESTRALES DESDE 1994)

obs PIB E

1994Q1 16483795 54.4

1994Q2 16770334 53.9

1994Q3 17108890 54.5

1994Q4 17169843 55.8

1995Q1 17502275 54.5

1995Q2 17701107 54

1995Q3 17774801 54.2

1995Q4 18068034 55.6

1996Q1 18022771 54.4

1996Q2 18101677 52.3

1996Q3 18166476 52

1996Q4 18215900 53

1997Q1 18166262 51.2

1997Q2 18787973 51.9

1997Q3 18934847 52.6

1997Q4 19104939 54.1

1998Q1 19189485 53.3

1998Q2 19206928 52.8

1998Q3 18756143 51.8

1998Q4 18268769 52.9

1999Q1 18054608 50.1

1999Q2 17897182 50.4

1999Q3 18158139 50.6

1999Q4 18140672 52.3

2000Q1 18502920 50.9

2000Q2 18446610 50.8

2000Q3 18674390 51.5

2000Q4 18739911 51.9

2001Q1 18840355 52.2

2001Q2 18767510 51.9

2001Q3 18876485 52.6

2001Q4 18973758 54.6

2002Q1 18941666 52

2002Q2 19230503 53.5

2002Q3 19285022 53.3

2002Q4 19460031 55.4

2003Q1 19516429 53

2003Q2 19715978 53.8

2003Q3 20172853 54.9

2003Q4 20479230 56.8

2004Q1 20563042 53.8

2004Q2 20703543 53.1

2004Q3 20875786 54.7

2004Q4 21630062 55.6

2005Q1 21575183 53.7

2005Q2 22013214 54.3

2005Q3 22096865 55.3

2005Q4 22042663 56.9

2006Q1 22730031 54.9

2006Q2 23309969 55.2

2006Q3 23797023 54.1

2006Q4 23893868 53.7

2007Q1 24614522 53.7

2007Q2 24907536 54.8

2007Q3 25416450 55.3

2007Q4 25839016 56.6

GRAFICAS PARA DETERMINAR HECHOS ESTILIZADOS

AHORA, ESTIMACIÓN POR MÍNIMOS CUADRADOS ORDINÁRIOS.

Dependent Variable: PIB

Method: Least Squares

Date: 10/19/10 Time: 11:48

Sample: 1994Q1 2007Q4

Included observations: 56

Variable Coefficient Std. Error t-Statistic Prob.

C -14647949 9014056. -1.625012 0.1100

E 642780.2 168330.0 3.818572 0.0003

R-squared 0.212616 Mean dependent var 19756862

Adjusted R-squared 0.198034 S.D. dependent var 2296942.

S.E. of regression 2056969. Akaike info criterion 31.94643

Sum squared resid 2.28E+14 Schwarz criterion 32.01876

Log likelihood -892.4999 Hannan-Quinn criter. 31.97447

F-statistic 14.58149 Durbin-Watson stat 0.173358

Prob(F-statistic) 0.000348

SERIES ESPUREAS, NO ESTACIONÁRIAS Y EXPLICADAS EN EL LARGO PLAZO.

POR ENDE, PROCEDEMOS A REALIZAR EL TEST DE RAÍZ UNITÁRIA PARA AMBAS SERIES.

PARA LA SERIE DEL PIB: (EN NIVEL)

Null Hypothesis: PIB has a unit root

Exogenous: Constant

Lag Length: 0 (Automatic - based on SIC, maxlag=0)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic 3.086409 1.0000

Test critical values: 1% level -3.555023

5% level -2.915522

10% level -2.595565

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(PIB)

Method: Least Squares

Date: 10/19/10 Time: 11:50

Sample (adjusted): 1994Q2 2007Q4

Included observations: 55 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

...