Taller de econometria
Enviado por mabilcv • 7 de Marzo de 2022 • Exámen • 1.980 Palabras (8 Páginas) • 66 Visitas
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DEMANDA AGREGADA
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 | |||
test de normalidad
[pic 1]
Si el vp es > que el α podemos apreciar que se esta aceptando la hipótesis del modelo mostrado la cual presenta nomalidad.
Coeficiente de relacion
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 | |||
Como nos muestra el modelo la vp es 0.6607 es menor que el α siendo una hipótesis nula por lo cual no existe relación.
Test de heterocedasticidad
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