Taller de econometria

Dependent Variable: DA

Method: Least Squares

Date: 09/21/17   Time: 08:57

Sample: 2000Q1 2017Q2

Included observations: 70

Variable

Coefficient

Std. Error

t-Statistic

Prob.  

C

-2012.854

1113.909

-1.807018

0.0755

C01

1.062258

0.058726

18.08841

0.0000

I

0.629976

0.106761

5.900804

0.0000

G

0.974728

0.129346

7.535839

0.0000

M

0.333148

0.073012

4.562926

0.0000

X

1.012149

0.052125

19.41756

0.0000

R-squared

0.999828

    Mean dependent var

151072.4

Adjusted R-squared

0.999815

    S.D. dependent var

66491.84

S.E. of regression

904.4270

    Akaike info criterion

16.53430

Sum squared resid

52351248

    Schwarz criterion

16.72702

Log likelihood

-572.7004

    Hannan-Quinn criter.

16.61085

F-statistic

74575.15

    Durbin-Watson stat

2.158589

Prob(F-statistic)

0.000000

Breusch-Godfrey Serial Correlation LM Test:

F-statistic

0.371432

    Prob. F(2,62)

0.6913

Obs*R-squared

0.828787

    Prob. Chi-Square(2)

0.6607

Test Equation:

Dependent Variable: RESID

Method: Least Squares

Date: 09/21/17   Time: 09:10

Sample: 2000Q1 2017Q2

Included observations: 70

Presample missing value lagged residuals set to zero.

Variable

Coefficient

Std. Error

t-Statistic

Prob.  

C

-43.62196

1131.523

-0.038552

0.9694

C01

-0.002270

0.060222

-0.037688

0.9701

I

-0.011104

0.108764

-0.102093

0.9190

G

0.013669

0.133828

0.102137

0.9190

M

0.002759

0.075103

0.036736

0.9708

X

0.008829

0.053632

0.164623

0.8698

RESID(-1)

-0.075849

0.130246

-0.582354

0.5624

RESID(-2)

0.075616

0.132595

0.570275

0.5706

R-squared

0.011840

    Mean dependent var

-2.97E-11

Adjusted R-squared

-0.099727

    S.D. dependent var

871.0418

S.E. of regression

913.4428

    Akaike info criterion

16.57953

Sum squared resid

51731419

    Schwarz criterion

16.83650

Log likelihood

-572.2835

    Hannan-Quinn criter.

16.68160

F-statistic

0.106123

    Durbin-Watson stat

1.963996

Prob(F-statistic)

0.997758

Heteroskedasticity Test: White

F-statistic

3.032334

    Prob. F(20,49)

0.0008

Obs*R-squared

38.71770

    Prob. Chi-Square(20)

0.0072

Scaled explained SS

48.04829

    Prob. Chi-Square(20)

0.0004

Test Equation:

Dependent Variable: RESID^2

Method: Least Squares

Date: 09/21/17   Time: 09:13

Sample: 2000Q1 2017Q2

Included observations: 70

Variable

Coefficient

Std. Error

t-Statistic

Prob.  

C

-3610712.

12742562

-0.283358

0.7781

C01^2

-0.024138

0.038790

-0.622258

0.5367

C01*I

0.053633

0.086495

0.620078

0.5381

C01*G

-0.003054

0.139619

-0.021873

0.9826

C01*M

0.006822

0.090754

0.075172

0.9404

C01*X

0.046456

0.044967

1.033119

0.3066

C01

1031.892

1351.944

0.763266

0.4490

I^2

0.085083

0.088763

0.958541

0.3425

I*G

-0.217766

0.215863

-1.008817

0.3180

I*M

0.009622

0.107243

0.089725

0.9289

I*X

-0.252428

0.090053

-2.803089

0.0072

I

724.3180

1711.453

0.423218

0.6740

G^2

0.169331

0.184374

0.918412

0.3629

G*M

-0.014204

0.218789

-0.064921

0.9485

G*X

0.100281

0.091141

1.100284

0.2766

G

-2076.911

2447.235

-0.848676

0.4002

M^2

-0.024557

0.049620

-0.494903

0.6229

M*X

0.034242

0.089363

0.383173

0.7032

M

-64.16491

1495.908

-0.042894

0.9660

X^2

0.065694

0.025454

2.580859

0.0129

X

-2199.779

960.2303

-2.290887

0.0263

R-squared

0.553110

    Mean dependent var

747875.0

Adjusted R-squared

0.370706

    S.D. dependent var

1297988.

S.E. of regression

1029669.

    Akaike info criterion

30.77070

Sum squared resid

5.20E+13

    Schwarz criterion

31.44525

Log likelihood

-1055.974

    Hannan-Quinn criter.

31.03864

F-statistic

3.032334

    Durbin-Watson stat

2.182267

Prob(F-statistic)

0.000806

 es