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Auccapia P.

, Edison

Alumno.
Cdigo:

ESTACIO
AO
1963
1961
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1981
1985
1986
1987
1988
1989
1990
1991
1992
1993
1991
1995
1996
1997

ENE.
100.3
84.7
124.6
86.1
273.3
36.7
58
138.1
57.8
90.7
151.1
100.5
114
225.1
102.5
27.3
42.3
19.7
79.4
9.5
85.6
87.5
132.4
61.1
222.1
85.9
276.8
37.2
35.4
183.9
61.6
99.2
142.5
66.4
25.3

FEB
261.7
126.8
66.2
81.3
214.7
38
65.6
32.5
43.3
88.6
129.9
164.9
45.1
136.8
116.7
86.5
82.1
35.3
216
19.5
74.2
419.3
133.4
100.8
359.5
81.8
444.4
46.4
149.9
78.2
170.4
120.9
142.9
158.6
244.5

MAR.
497.5
198.9
240.5
207.5
126.1
83.8
241.2
139.1
359.9
432.3
240.6
18.1
245.8
125.4
30.7
121.8
198.7
89.2
78.9
28.4
191.2
307.3
208.8
143
177.7
128.6
480.9
96.9
324.1
318.3
385.9
261.7
113.5
166.2
129.6

ABR.
290.8
139
241.7
133
87.7
20.6
115.9
717.2
127.9
69.2
136
135.5
70.6
81
30.1
57.4
35.6
25.1
12.5
114.6
219
365.2
100.2
286.3
635.3
361.3
355.8
78
349.1
174.4
215.1
139
32.7
82.4
119.8

MAY.
72.2
57.3
35.5
35.5
36.7
10.8
36
116
40.2
56
107.3
33.7
5.5
67.6
27.7
25.3
2.5
1.5
0
24.5
112.1
309.1
51.4
26.8
33.1
207.6
69
5.2
265.3
246.7
0
96.1
25.1
32.9
21.1

1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
MEDIA
D.EST.

416.3
124
65.9
131.8
13.6
98.3
30.6
68.3
138.4
61.8
145
104.9
77.5

627.5
295.8
216.3
99.1
226.4
98.1
109.7
131.9
312.3
51.1
351
158.6
124.8

783.9
124.6
268.6
403.4
383.8
89.3
119.4
231.8
371.3
230.6
345.7
228.1
146

423.5
221.4
185
207.2
186.2
84.5
100.7
77
58.2
116.4
208.7
174.4
148.1

112.3
100.3
83.5
31
21.4
55.9
52.2
5.6
14.9
54.4
41.2
62.4
68.8

ESTACIO
ANO
1963
1964
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988

ENE.
78.6
69.5
106
99.4
235.2
19.5
84.4
131.1
77.4
95.5
123.9
75.5
128.7
260.9
94.2
34.7
49
21.2
70.6
39.1
185.9
57.3
94.4
92.7
158.8
75

FEB
219.5
133.6
53.5
79.1
212.5
20.2
94.1
48.2
72.5
92.8
149.8
156.4
119.8
147.1
225.3
90.2
79
45.9
255.4
38.1
133.8
347.2
109.4
95.9
273.2
118.8

MAR.
388.1
172.6
202.9
148
134.1
95.9
256.9
165.4
413.3
512.9
261.6
35.5
266.2
110.8
159.4
221.7
246.9
111.1
126.4
56.7
319.3
300.8
182.3
161.5
149.4
77.6

ABR.
328.2
217
258.2
117.6
155.6
38.4
148.1
451.6
130.4
138.3
228
138.2
152.2
109.2
101.1
150.3
70.6
49.9
74.1
164.3
269.4
268
88.6
307.3
394.1
289.6

MAY.
97.7
49.8
47.6
18.9
50.8
12
77.7
143.6
79.7
72
113.1
67.1
133.9
63.7
32.4
51.9
46.1
20.3
23.9
51.5
91.1
226.2
53.5
44.2
21.7
152.1

1989

200.2

345.8

350.7

262.4

54.4

1990

28

66

131.3

102.6

20.1

1991

25.8

137.4

228.5

256

192.8

1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
MEDIA
D.EST.

144.2
75.6
124
129.4
83.8
38
341.8
137.5
86.8
145.9
15.7
98.6
41.9
68.7
137.9
56.8
150.9
102
65.1

61.1
178.9
141.2
148.8
179.5
222.7
444.2
352.7
381.9
91.8
244.2
107.8
115.3
139.2
281.3
49.6
364.5
162.3
103.9

277.7
367.2
260.2
144.8
202.5
103
641.4
119.8
205
422.8
269.7
76
117.8
256.7
377
267.3
373.5
227.6
124.9

181
253
188.9
81
135.5
160.8
413.4
267.7
254.9
220.8
227.7
93.1
136
74.1
72.3
186.7
260.6
188.4
96.9

165.6
52
119.3
53
52.2
23.2
105.4
129.9
142.1
42.6
26.2
68.5
56
8.8
36.5
64.3
66.1
72.2
49.3

ESTACIO
ANO
1963
1964
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977

ENE.
46.8
45.4
73.7
99.6
166.8
0
99.5
107.1
86.6
87.8
80.7
41
126.4
262.1
73.7

FEB
149.1
122.9
33.9
66.5
182.5
0
110
57.3
91.8
84.8
149.8
127.5
177.8
138.1
303

MAR.
229.1
124
139.2
69.7
124.5
95.4
238.7
169.7
411.8
525.3
248
48
251.6
81.9
265.6

ABR.
322.1
265.6
240.8
86.9
202.3
50.9
160.5
129.9
115.8
188.4
289
122.9
212.9
122.9
158

MAY.
110.2
35.9
53.4
0
58
11.7
108.8
152.1
108.2
78.4
104.1
91.3
243.4
51.5
32.8

1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1991
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
MEDIA
D.EST.

37.4
49.1
19.9
52.7
63.2
260.7
19.9
44.5
108.8
75.5
54.4
98.3
15.2
12.9
86
79.6
132.2
99.5
90.1
45.6
223.5
132.8
95.9
137.7
15.7
86
47.5
60
119.2
44.5
137
85.7
57.4

81.9
65.5
50.3
260.9
51.5
175.1
230.5
71.4
78.4
152.1
139.8
203
76.6
107.1
36.3
163.8
142.7
135.1
176.7
172
204.8
362.7
495.5
72.5
229.8
103.3
105.8
128.2
213.9
41.7
330.1
144.7
93.9

291.3
262.1
118.2
156.8
77.2
401
255.1
132.2
158.5
101.8
17
176.1
148
104.1
201.2
300.7
224.6
156.8
211.8
63.2
416.5
99.5
115.4
386.6
121.7
52.9
100.9
247.7
333.3
268.5
352.1
197.3
114.2

222.3
95.9
67.9
125.2
191.9
284
136.9
65.5
287.8
104.1
180.8
135.7
113.5
130.5
163.8
257.4
213.5
118.2
170.2
180.2
349.2
278.5
290.5
205.3
238.9
89.4
153
61.7
76.8
231.7
277.6
177.5
76.9

71.4
83.1
36.3
44.5
71.4
58.5
114.7
45.6
55.6
7.6
77.2
32.8
32.2
95.9
63.8
96.5
126.5
73.7
64.4
22.2
84.8
142.2
181.4
48.4
27.5
72
52.4
10.8
53
65.8
82
72.5
46

PREC

on

ESTACION 3002
JUN.
21.6
22.8
19.1
7.2
11.3
2.4
34.7
29.8
36.2
29.5
29.3
68.9
27.3
56.4
15
8.4
0
0
27.9
2.7
0
214.4
25
16.9
15.3
23.9
175.1
174.4
8.2
217.5
0
46.9
6
19.3
22.9

JUL.
25.8
26.5
31.4
7.5
33.8
34.6
0
10.9
28.2
0
14.9
8.1
0.3
2.5
4.5
19.4
3.3
6.3
20.9
12.5
0
97.7
31.3
28
22
0
0
44.5
0
0
21.8
0
45.3
0
0

AGO.
34.4
78.8
25.6
3.4
37.9
21.1
49.6
67
71.5
12
28
14.9
48.7
15.2
0
4.9
19.6
11.8
7.1
0
18.3
83.1
52
74
22
81.1
21.8
0
0
0
3.7
0
0
32.7
0

SET.
62.5
71.3
74.1
75.2
38.8
49.1
13.7
50.4
101.6
21.4
82.1
58.8
116.2
7.1
39.8
111.8
43.9
27.7
31.8
19.5
97.1
74.6
38.4
42.3
60.9
57.7
140.6
29.1
13.1
48.4
60.4
26.6
44.9
24.2
31.7

OCT.
69.3
90.3
60.7
84
59.7
65.1
30.8
87.7
73.9
37.8
17.8
24
134.6
25.5
52.5
23
19.6
192.7
90.5
90.6
53
91.7
56.8
64.5
146.5
190.4
281.9
116.3
64
40.3
332.7
19
56.5
88.3
55.8

NOV.
51.2
58.1
60.4
22.2
1.5
27.5
72.5
26.8
52.6
12.6
11.9
16.8
34.8
13.8
19.3
17.4
12.4
34.3
16.9
43.1
25.7
71.7
35
89.8
92.7
209.3
61.1
220.8
236.3
10.9
102.5
36
26.2
0
145.4

26.4
60.6
54.1
30.5
19
30.2
8.1
21.6
45.3
16.4
32.7
38.3
51.4

15
43.5
7.4
23.9
1.3
20.3
23.5
1.5
21.6
6.6
25.5
16.8
18.2

10.5
25.2
21.1
0
0
6.4
0
12.6
9.9
24.4
36.8
23.6
24.7

101.3
82.5
82.8
145.7
15.5
19.7
34.3
8.5
38.8
23.5
29.8
53.7
34

146.9
22.3
12.3
34.1
53.6
19
70.4
54.6
1.2
97.6
85.9
78
65.3

38.7
9.6
39
44.1
61.1
37.7
14.1
36.7
54.7
79.2
68.8
53.3
53.2

AGO.
22.9
79.1
13.6
16.9
52.1
46.5
55.4
67.7
152.7
6.4
38.2
17.4
150
16.3
0
6.7
40.1
9.4
21.4
1.3
9.7
58.7
43.4
90.1
44.8
107.4

SET.
91.1
76.6
93.9
108
48.5
67.4
9.8
57.7
138.2
20.8
97.9
71.6
214.3
7.6
50.8
137.6
41
14.7
43.4
42.5
92.6
95.1
48.1
29.4
86.3
43

OCT.
89.8
128.7
125.3
104
116.6
96.4
40.4
99
118.7
43.4
29
43.6
130.9
28.7
47.5
12.2
17.4
183.2
106.1
90.4
68.5
139.5
57.9
74.7
91.8
148.6

NOV.
56.9
59.3
72
33.9
7.7
43.6
92.1
39.5
50.7
20.6
71.2
23.4
27.3
18.7
53.7
49
19.2
72.5
31.7
56.9
13.7
42.6
28.7
98.8
55
173.1

ESTACION 2002
JUN.
49.3
18.9
10.2
7.5
31.2
1.3
43
35.4
57.4
42.2
30.1
72.6
50.4
114.4
30.7
4.5
0
14.5
65.2
3.3
53.6
204.8
16.4
9
8.1
29.4

JUL.
20.6
30.5
16.7
10.5
35.6
37.6
3.2
32.9
55.2
0
23.7
32.6
23.5
1.3
8.7
19.1
4.9
8.4
24.4
12.3
0
111.8
24.2
17.7
19.9
17.3

134.1

26.7

87.7

255.2

48.3

113.9

25.9

17.7

105.7

162.9

6.2

2.5

3.2

66.2

156.3

120.1
20.8
41.6
3.8
21.9
23.5
32.6
91.5
60
43.6
20.3
66.9
5.4
23.7
48.2
11.2
34
41.9
41

3.2
21.4
1.3
54.1
0
0
11.8
59.1
3.9
28.2
1
15.1
33.9
2
25.1
10.3
31.8
20.1
20.4

2.5
14.9
2.8
15.8
32.5
0
17.2
26.9
22.9
0
0
3.9
0
9.8
7.9
27.5
64
31.5
36.2

50.3
83.8
42.2
40.3
20.8
30.7
78.8
91.5
87.6
148.5
11.5
19.3
43.7
10.4
56.2
13.4
45.1
61.2
42.9

50.4
245.2
43.8
99
114.7
43.9
105.9
70.5
10.7
29.3
63.3
16.6
103.8
72.3
6.3
101.8
131.6
86.3
54

34.5
74.4
47.5
71.3
2.5
182.9
26.9
10.8
41
52.8
66.8
50.3
24
48.3
80.8
97.2
95.1
58.4
41.6

AGO.
8.5
69
0
28
59.2
65.5
53.8
59.6
212.9
0
43.3
17.6
230.5
15.2
0

SET.
107.5
71.8
101.1
126.2
51.7
76.6
4.7
57.3
156.2
17.6
100.6
74.9
283.1
7
55

OCT.
98.3
149.8
172.7
110.1
157.6
114.7
44.5
97.1
147.4
43.3
36.3
57.3
110
28.1
36.3

NOV.
55
52.7
74.1
41
12.8
53.8
99.5
46.8
42.1
25.7
120.5
26.9
16.4
21.1
80.7

ESTACION 1002
JUN.
70.3
12.5
0
6.8
46.7
0
45.6
36.3
70.8
49.1
26.9
66.7
66.7
156.8
42.1

JUL.
12.6
30.4
0
12.1
32.8
35.7
5.9
50.3
74.5
0
29.3
52.7
43.3
0
11.7

0
0
26.9
93.6
3.5
99.5
168.5
5.9
0
0
31
76.1
39.2
3.5
8.2
38.6
31
1.2
21.6
21.1
34.5
110
57.9
50.8
19
94.4
2
22.7
44.7
4.6
30.9
40
39.6

16.4
5.9
9.4
24.6
10.5
0
111.2
14
5.3
15.2
32.2
0
4.1
4.7
5.9
18.1
2.3
55.6
0
0
7
66.7
0
28.8
0.6
8
39.7
2.2
25.3
12.6
33.9
20.7
23.3

7.6
55
5.9
32.8
2.3
0
26.9
29.3
94.2
61.4
119.3
28.1
0
5.9
4.7
24
5.3
29.3
28.1
0
21.6
25.2
21.6
0
0
0.8
0
5.6
4.9
27
82.5
35
48.7

145.1
32.8
0
49.1
59.7
76.1
103
51.5
12.9
100
22.8
24
4.1
0
45.6
95.9
52.1
30.4
14.6
25.7
46.2
88.3
80.8
131.9
6.1
16.4
47.3
10.9
66
1.6
54.4
60.6
52.7

0
12.9
149.8
107.6
78.4
74.9
168.5
51.5
75
25.7
87.8
195.4
81.3
59.7
53.8
126.6
62.6
128.1
125.8
26.3
51.5
108.8
7.7
20.7
64.6
12.1
123.2
80.3
10.5
92.7
159.6
83.2
50.6

73.7
23.4
100.6
42.1
63.2
0
8.2
18.7
94.8
10.5
114.7
29.3
84.2
56.7
53.2
36.9
52.7
106.5
4.7
196
11.7
10.5
37.6
54.4
63.6
56.2
30.7
53.5
96.1
102.1
108.6
55.7
38.9

PRECIPITACION EN LA CUENCA DEL RIO ZAA ENTRE

DIC.
43.2
31.3
68.5
70
10.9
22
88.3
116.5
98.9
132.1
58.6
18.4
13.3
40.3
23.9
48.8
8.7
26.4
19.5
54.4
70.4
128.8
42.3
167.5
15.3
86.5
0
164.2
108.5
32.7
189.7
68.6
68.3
32.7
168

TOTAL
1530.5
985.8
1048.3
812.9
932.4
411.7
806.3
1532
1092
982.2
1007.5
662.6
856.2
796.7
462.7
552
468.7
470
601.4
419.3
946.6
2250.4
907
1101
1802.4
1514.1
2307.4
1013
1553.9
1351.3
1543.8
914
703.9
703.7
964.1

Estaciones Pluviometrica

Mapa de ubicacion de las es

58.5
68.2
76.3
104.4
65.1
100.4
72
24.2
33.4
48.1
2.8
65
47

2760.8
1178
1112.3
1255.2
1047
659.8
635
674.3
1100
810.1
1373.9
1057.1
859

DIC.
34.3
43.7
54
87.8
14.4
18.1
103.7
105.5
100.5
121.3
56.4
44.5
13.4
70.6
42.9
50.6
6.5
39.9
33.1
93.8
91
96.9
55.3
177.3
15.4
53.9

TOTAL
1477
1079.3
1053.9
831.6
1094.3
496.9
1008.8
1377.6
1446.7
1166.2
1222.9
778.4
1410.6
949.3
846.7
828.5
620.7
591
875.7
650.2
1328.6
1948.9
802.2
1198.6
1318.5
1285.8

1765.5

104

878.1

80.4

1162.3

25.6
137.1
88.1
92.4
30.6
164
75.6
72.2
94.7
98.3
83.6
119.1
89.9
37.9
45.8
47.2
2.8
67.7
41

1116.2
1524.3
1100.9
933.7
876.5
992.7
2295
1430.1
1391.5
1324.6
1030
735.2
767.7
751.9
1175.3
933.3
1620
1119.6
717.2

DIC.
21.1
50.3
32.6
94
16
11.9
105.3
80.7
88.9
94.8
46.8
64.4
11.7
91.3
56.2

TOTAL
1230.6
1030.3
921.5
740.9
1110.9
516.2
1076.8
1044.2
1607
1195.2
1275.3
791.2
1773.8
976
1115.1

Fuente:

http://www.ana.gob.pe/media/390356/evaluac

45.6
3.5
48
42.1
120.5
99.5
52.7
60.8
163.8
13.5
14.6
0
31
42.1
15.2
67.3
95.9
104.1
24.6
138.6
82.5
66.7
100.5
79.4
91
122
95.7
46.4
52.1
40.1
2.3
61.5
39

992.7
689.2
633.2
1032
793.3
1529.3
1396.1
590.9
1135.1
667.4
891.6
998.8
629.4
623.1
737.7
1305.4
1141.4
1038.5
932.6
890.9
1533.8
1491.9
1484.8
1216.5
878.5
713.5
798.2
730
1095.8
932.9
1651
1034.4
681.2

RIO ZAA ENTRE LOS AOS 1963 Y 2008

nes Pluviometricas

bicacion de las estaciones pluviometric

ob.pe/media/390356/evaluacion%20rh%20superficiales%20rio%20za%C3%B1a.pdf

1. Evaluando las estaciones, siendo la estacion 1002 la estacion a completar


Estacion 3002
AO
1963
1961
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1981
1985
1986
1987
1988
1989
1990
1991
1992
1993
1991
1995
1996
1997
1998
1999
2000

TOTAL
1530.5
985.8
1048.3
812.9
932.4
411.7
806.3
1532
1092
982.2
1007.5
662.6
856.2
796.7
462.7
552
468.7
470
601.4
419.3
946.6
2250.4
907
1101
1802.4
1514.1
2307.4
1013
1553.9
1351.3
1543.8
914
703.9
703.7
964.1
2760.8
1178
1112.3

x
S=
n=

1056.83043
504.222654
46

2001
2002
2003
2004
2005
2006
2007
2008

1255.2
1047
659.8
635
674.3
1100
810.1
1373.9

1. Analisis de la estructura de dependencia de la componte estocstica


Estacion 3002

n=
k=

46
9

AO

T+1

T+2

1963
1961
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1981
1985
1986
1987
1988
1989
1990
1991
1992
1993

0.93940556
-0.14087117
-0.01691799
-0.48377524
-0.24677676
-1.27945547
-0.49686469
0.94238044
0.06975007
-0.14801087
-0.09783463
-0.78185784
-0.39790048
-0.5159039
-1.17830968
-1.00120538
-1.16641018
-1.16383195
-0.90323279
-1.26438277
-0.2186146
2.36714784
-0.29715133
0.08759933
1.47865146
0.90688025
2.48019313
-0.08692675
0.98581363
0.58400701
0.9657828

0.93940556
-0.14087117
-0.01691799
-0.48377524
-0.24677676
-1.27945547
-0.49686469
0.94238044
0.06975007
-0.14801087
-0.09783463
-0.78185784
-0.39790048
-0.5159039
-1.17830968
-1.00120538
-1.16641018
-1.16383195
-0.90323279
-1.26438277
-0.2186146
2.36714784
-0.29715133
0.08759933
1.47865146
0.90688025
2.48019313
-0.08692675
0.98581363
0.58400701
0.9657828

0.93940556
-0.14087117
-0.01691799
-0.48377524
-0.24677676
-1.27945547
-0.49686469
0.94238044
0.06975007
-0.14801087
-0.09783463
-0.78185784
-0.39790048
-0.5159039
-1.17830968
-1.00120538
-1.16641018
-1.16383195
-0.90323279
-1.26438277
-0.2186146
2.36714784
-0.29715133
0.08759933
1.47865146
0.90688025
2.48019313
-0.08692675
0.98581363
0.58400701

0.93940556
-0.14087117
-0.01691799
-0.48377524
-0.24677676
-1.27945547
-0.49686469
0.94238044
0.06975007
-0.14801087
-0.09783463
-0.78185784
-0.39790048
-0.5159039
-1.17830968
-1.00120538
-1.16641018
-1.16383195
-0.90323279
-1.26438277
-0.2186146
2.36714784
-0.29715133
0.08759933
1.47865146
0.90688025
2.48019313
-0.08692675
0.98581363

1991
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008

-0.28326858
-0.69994958
-0.70034623
-0.18390771
3.37939906
0.24030964
0.11001006
0.39341661
-0.01949622
-0.78741094
-0.83659556
-0.7586538
0.08561608
-0.48932834
0.62882848

-0.28326858
-0.69994958
-0.70034623
-0.18390771
3.37939906
0.24030964
0.11001006
0.39341661
-0.01949622
-0.78741094
-0.83659556
-0.7586538
0.08561608
-0.48932834
0.62882848

0.9657828
-0.28326858
-0.69994958
-0.70034623
-0.18390771
3.37939906
0.24030964
0.11001006
0.39341661
-0.01949622
-0.78741094
-0.83659556
-0.7586538
0.08561608
-0.48932834

0.58400701
0.9657828
-0.28326858
-0.69994958
-0.70034623
-0.18390771
3.37939906
0.24030964
0.11001006
0.39341661
-0.01949622
-0.78741094
-0.83659556
-0.7586538
0.08561608

r1
r2
0.29122978 0.18688652
k
1
2
3
4
5
6
7
8
9

Lim Inf.
-0.31483135
-0.31865702
-0.32262199
-0.32673484
-0.3310049
-0.33544234
-0.34005828
-0.34486486
-0.34987545

r
0.29122978
0.18688652
0.14016002
0.07152929
0.0910134
-0.11671804
-0.11235861
-0.07558511
0.08230303

Lim. Sup.
Graficando:
0.2674659
0.26718807
0.26706393
0.26688193
0.26693356
0.26638466
0.26639615
0.26649308
0.26691048

0.4
0.3
0.2
0.1
0
-0.1

-0.2
-0.3
-0.4

Criterio de decision:
El
11.1111111 % de los puntos caen fuera de la bande de confianza
La serie es
DEPENDIENTE

2. Modelo Markoviano de primer Orden


n=
k=

Estacion 3002
AO

T 1

1963
1961
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1981
1985
1986
1987
1988
1989
1990
1991
1992
1993
1991
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007

0.93940556
-0.14087117
-0.01691799
-0.48377524
-0.24677676
-1.27945547
-0.49686469
0.94238044
0.06975007
-0.14801087
-0.09783463
-0.78185784
-0.39790048
-0.5159039
-1.17830968
-1.00120538
-1.16641018
-1.16383195
-0.90323279
-1.26438277
-0.2186146
2.36714784
-0.29715133
0.08759933
1.47865146
0.90688025
2.48019313
-0.08692675
0.98581363
0.58400701
0.9657828
-0.28326858
-0.69994958
-0.70034623
-0.18390771
3.37939906
0.24030964
0.11001006
0.39341661
-0.01949622
-0.78741094
-0.83659556
-0.7586538
0.08561608
-0.48932834

1.02485572
-0.14210391
0.12958904
-0.43057037
0.13154064
-1.18617045
-0.80626291
0.96384688
0.11796882
-0.12493401
0.13574999
-0.69615344
-0.25887533
-0.18057228
-0.92690739
-0.69148575
-0.86496101
-0.94159903
-0.55924855
-1.25512126
-0.94914081
2.56486606
-0.33728303
-0.35857093
1.26957294
0.19293739
2.61903578
-0.39097246
0.85269506
0.31645985
1.09577756
-0.08302113
-0.51846159
-0.67609336
-1.22101658
3.45936643
0.21770841
-0.00477139
0.41717784
0.2193285
-0.56840811
-0.64354881
-0.81909286
0.23845953
-0.70293181

1 =

1.02485572
0.29122978 -0.14210391
0.12958904
-0.43057037
0.13154064
-1.18617045
-0.80626291
0.96384688
0.11796882
-0.12493401
0.13574999
-0.69615344
-0.25887533
-0.18057228
-0.92690739
-0.69148575
-0.86496101
-0.94159903
-0.55924855
-1.25512126
-0.94914081
2.56486606
-0.33728303
-0.35857093
1.26957294
0.19293739
2.61903578
-0.39097246
0.85269506
0.31645985
1.09577756
-0.08302113
-0.51846159
-0.67609336
-1.22101658
3.45936643
0.21770841
-0.00477139
0.41717784
0.2193285
-0.56840811
-0.64354881
-0.81909286
0.23845953
-0.70293181

2008

0.62882848

k
1
2
3
4
5
6
7
8
9

Lim Inf.
-0.31865702
-0.32262199
-0.32673484
-0.3310049
-0.33544234
-0.34005828
-0.34486486
-0.34987545
-0.35510473

r
-0.01965164
0.08036524
0.09974168
0.018938
0.13291635
-0.14303541
-0.08363199
-0.07330786
0.13753769

Lim. Sup.
Graficando:
0.27214539
0.27500294
0.27795435
0.2810049
0.28416029
0.2874267
0.29081081
0.2943199
0.29796188

0.4
0.3
0.2
0.1
0
-0.1

-0.2
-0.3
-0.4

Criterio de decision:
0
El
% de los puntos caen fuera de la bande de confianza
La serie es
INDEPENDIENTE

3. Modelo Markoviano de segundo Orden


n=
k=

Estacion 3002
AO

T 2

1963
1961
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976

0.93940556
-0.14087117
-0.01691799
-0.48377524
-0.24677676
-1.27945547
-0.49686469
0.94238044
0.06975007
-0.14801087
-0.09783463
-0.78185784
-0.39790048
-0.5159039

1.02846176
-0.08681914
0.14282495
-0.29160342
0.146943
-1.32115049
-0.78731017
0.98964539
0.12513014
-0.03733598
0.1565696
-0.6535946
-0.13989157
-0.10450607

1.02846176
-0.08681914
0.14282495
-0.29160342
0.146943
-1.32115049
-0.78731017
0.98964539
0.12513014
-0.03733598
0.1565696
-0.6535946
-0.13989157
-0.10450607

1 = 0.29122978
2 = 0.18688652
R = 0.95068451
1 = 0.25874856
2 = 0.11153123

1977
1978
1979
1980
1981
1982
1983
1981
1985
1986
1987
1988
1989
1990
1991
1992
1993
1991
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008

-1.17830968
-1.00120538
-1.16641018
-1.16383195
-0.90323279
-1.26438277
-0.2186146
2.36714784
-0.29715133
0.08759933
1.47865146
0.90688025
2.48019313
-0.08692675
0.98581363
0.58400701
0.9657828
-0.28326858
-0.69994958
-0.70034623
-0.18390771
3.37939906
0.24030964
0.11001006
0.39341661
-0.01949622
-0.78741094
-0.83659556
-0.7586538
0.08561608
-0.48932834
0.62882848

-0.83009459
-0.59914179
-0.80419073
-0.83003729
-0.58031157
-1.54817657
-0.83936262
2.56053952
-0.50987826
-0.41669458
1.01755997
0.28908528
2.5168563
-0.42825945
0.76469923
0.38467588
1.17509475
-0.02529457
-0.52406928
-1.08308163
-1.14141376
3.4763896
0.17667949
0.01092741
0.51150738
0.29194939
-0.51155714
-0.68355363
-0.76390374
0.14946605

k
1
2
3
4
5
6
7
8

Lim Inf.
-0.32262199
-0.32673484
-0.3310049
-0.33544234
-0.34005828
-0.34486486
-0.34987545
-0.35510473

r
0.00709089
-0.03345863
0.05844792
0.01883138
0.12931308
-0.13891474
-0.12399927
-0.05606965

-0.83009459
-0.59914179
-0.80419073
-0.83003729
-0.58031157
-1.54817657
-0.83936262
2.56053952
-0.50987826
-0.41669458
1.01755997
0.28908528
2.5168563
-0.42825945
0.76469923
0.38467588
1.17509475
-0.02529457
-0.52406928
-1.08308163
-1.14141376
3.4763896
0.17667949
0.01092741
0.51150738
0.29194939
-0.51155714
-0.68355363
-0.76390374
0.14946605

Lim. Sup.
Graficando:
0.27500294
0.27795435
0.2810049
0.28416029
0.2874267
0.29081081
0.2943199
0.29796188

0.4
0.3
0.2
0.1
0
-0.1
-0.2
-0.3
-0.4

0.2
0.1
0
-0.1

-0.2
-0.3
-0.4

Criterio de decision:
0
El
% de los puntos caen fuera de la bande de confianza
La serie es
INDEPENDIENTE

4. Modelo Markoviano de tercer Orden


n=
k=

Estacion 3002
AO

T 3

1963
1961
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1981
1985
1986
1987
1988
1989
1990

0.93940556
-0.14087117
-0.01691799
-0.48377524
-0.24677676
-1.27945547
-0.49686469
0.94238044
0.06975007
-0.14801087
-0.09783463
-0.78185784
-0.39790048
-0.5159039
-1.17830968
-1.00120538
-1.16641018
-1.16383195
-0.90323279
-1.26438277
-0.2186146
2.36714784
-0.29715133
0.08759933
1.47865146
0.90688025
2.48019313
-0.08692675

1.05835395
-0.05291405
0.21785114
-0.22245518
0.03966298
-1.38749112
-0.73679883
1.00756618
0.17612295
0.01429723
0.17020815
-0.57348479
-0.05197913
-0.04304952
-0.75606372
-0.5505278
-0.74056267
-0.81315893
-0.79749022
-1.62899858
-0.72412074
2.44703162
-0.62423213
-0.55259343
0.97762083
0.34249403
2.44201839
-0.47086731

T
1
2
3
1
2
3

=
=
=
=
=
=

0.29122978
0.18688652
0.14016002
0.21372844
0.14650186
0.06563633

1.05835395
-0.05291405
0.21785114
-0.22245518
0.03966298
-1.38749112
-0.73679883
1.00756618
0.17612295
0.01429723
0.17020815
-0.57348479
-0.05197913
-0.04304952
-0.75606372
-0.5505278
-0.74056267
-0.81315893
-0.79749022
-1.62899858
-0.72412074
2.44703162
-0.62423213
-0.55259343
0.97762083
0.34249403
2.44201839
-0.47086731

1991
1992
1993
1991
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008

0.98581363
0.58400701
0.9657828
-0.28326858
-0.69994958
-0.70034623
-0.18390771
3.37939906
0.24030964
0.11001006
0.39341661
-0.01949622
-0.78741094
-0.83659556
-0.7586538
0.08561608
-0.48932834
0.62882848

0.77825447
0.49033325
1.23875409
-0.02002989
-0.785673
-1.23565814
-1.00021659
3.46487815
0.16916949
0.0848424
0.59874553
0.33862624
-0.53045203
-0.69050313
-0.78715409

k
1
2
3
4
5
6
7
8

Lim Inf.
-0.32673484
-0.3310049
-0.33544234
-0.34005828
-0.34486486
-0.34987545
-0.35510473
-0.36056891

r
0.05264096
-0.05810111
0.00146032
0.01784136
0.1159623
-0.15547731
-0.14142503
-0.08104983

0.77825447
0.49033325
1.23875409
-0.02002989
-0.785673
-1.23565814
-1.00021659
3.46487815
0.16916949
0.0848424
0.59874553
0.33862624
-0.53045203
-0.69050313
-0.78715409

Lim. Sup.
Graficando:
0.27795435
0.2810049
0.28416029
0.2874267
0.29081081
0.2943199
0.29796188
0.30174538

0.4
0.3
0.2
0.1
0
-0.1

-0.2
-0.3
-0.4

Criterio de decision:
El
0
% de los puntos caen fuera de la bande de confianza
La serie es
INDEPENDIENTE

tacion a completar

componte estocstica

T+3

T+4

T+5

T+6

T+7

T+8

0.93940556
-0.14087117
-0.01691799
-0.48377524
-0.24677676
-1.27945547
-0.49686469
0.94238044
0.06975007
-0.14801087
-0.09783463
-0.78185784
-0.39790048
-0.5159039
-1.17830968
-1.00120538
-1.16641018
-1.16383195
-0.90323279
-1.26438277
-0.2186146
2.36714784
-0.29715133
0.08759933
1.47865146
0.90688025
2.48019313
-0.08692675

0.93940556
-0.14087117
-0.01691799
-0.48377524
-0.24677676
-1.27945547
-0.49686469
0.94238044
0.06975007
-0.14801087
-0.09783463
-0.78185784
-0.39790048
-0.5159039
-1.17830968
-1.00120538
-1.16641018
-1.16383195
-0.90323279
-1.26438277
-0.2186146
2.36714784
-0.29715133
0.08759933
1.47865146
0.90688025
2.48019313

0.93940556
-0.14087117
-0.01691799
-0.48377524
-0.24677676
-1.27945547
-0.49686469
0.94238044
0.06975007
-0.14801087
-0.09783463
-0.78185784
-0.39790048
-0.5159039
-1.17830968
-1.00120538
-1.16641018
-1.16383195
-0.90323279
-1.26438277
-0.2186146
2.36714784
-0.29715133
0.08759933
1.47865146
0.90688025

0.9394055603
-0.140871169
-0.0169179919
-0.4837752382
-0.2467767636
-1.2794554728
-0.4968646937
0.9423804365
0.0697500695
-0.148010872
-0.0978346259
-0.7818578386
-0.3979004771
-0.5159039017
-1.1783096803
-1.0012053808
-1.1664101753
-1.1638319492
-0.9032327896
-1.2643827665
-0.2186146017
2.3671478357
-0.2971513347
0.0875993271
1.478651462

0.93940556
-0.14087117
-0.01691799
-0.48377524
-0.24677676
-1.27945547
-0.49686469
0.94238044
0.06975007
-0.14801087
-0.09783463
-0.78185784
-0.39790048
-0.5159039
-1.17830968
-1.00120538
-1.16641018
-1.16383195
-0.90323279
-1.26438277
-0.2186146
2.36714784
-0.29715133
0.08759933

0.93940556
-0.14087117
-0.01691799
-0.48377524
-0.24677676
-1.27945547
-0.49686469
0.94238044
0.06975007
-0.14801087
-0.09783463
-0.78185784
-0.39790048
-0.5159039
-1.17830968
-1.00120538
-1.16641018
-1.16383195
-0.90323279
-1.26438277
-0.2186146
2.36714784
-0.29715133

0.98581363
0.58400701
0.9657828
-0.28326858
-0.69994958
-0.70034623
-0.18390771
3.37939906
0.24030964
0.11001006
0.39341661
-0.01949622
-0.78741094
-0.83659556
-0.7586538

-0.08692675
0.98581363
0.58400701
0.9657828
-0.28326858
-0.69994958
-0.70034623
-0.18390771
3.37939906
0.24030964
0.11001006
0.39341661
-0.01949622
-0.78741094
-0.83659556

r3
r4
0.14016002 0.07152929

2.48019313
-0.08692675
0.98581363
0.58400701
0.9657828
-0.28326858
-0.69994958
-0.70034623
-0.18390771
3.37939906
0.24030964
0.11001006
0.39341661
-0.01949622
-0.78741094

0.9068802466
2.4801931332
-0.0869267463
0.9858136298
0.5840070108
0.9657827964
-0.2832685789
-0.6999495791
-0.7003462293
-0.1839077121
3.3793990614
0.2403096413
0.1100100615
0.3934166057
-0.019496218

1.47865146
0.90688025
2.48019313
-0.08692675
0.98581363
0.58400701
0.9657828
-0.28326858
-0.69994958
-0.70034623
-0.18390771
3.37939906
0.24030964
0.11001006
0.39341661

0.08759933
1.47865146
0.90688025
2.48019313
-0.08692675
0.98581363
0.58400701
0.9657828
-0.28326858
-0.69994958
-0.70034623
-0.18390771
3.37939906
0.24030964
0.11001006

r5
r6
r7
r8
0.0910134 -0.1167180449 -0.11235861 -0.07558511

Limites de confianza

0.4

0.3

0.2

Lim. Inf.

0.1
0

0.1

r(k)
Lim. Sup.
0

10

0.2

0.3

0.4

la bande de confianza

45
9

T+1

T+2

T+3

T+4

T+5

T+6

1.02485572
-0.14210391
0.12958904
-0.43057037
0.13154064
-1.18617045
-0.80626291
0.96384688
0.11796882
-0.12493401
0.13574999
-0.69615344
-0.25887533
-0.18057228
-0.92690739
-0.69148575
-0.86496101
-0.94159903
-0.55924855
-1.25512126
-0.94914081
2.56486606
-0.33728303
-0.35857093
1.26957294
0.19293739
2.61903578
-0.39097246
0.85269506
0.31645985
1.09577756
-0.08302113
-0.51846159
-0.67609336
-1.22101658
3.45936643
0.21770841
-0.00477139
0.41717784
0.2193285
-0.56840811
-0.64354881
-0.81909286
0.23845953

1.02485572
-0.14210391
0.12958904
-0.43057037
0.13154064
-1.18617045
-0.80626291
0.96384688
0.11796882
-0.12493401
0.13574999
-0.69615344
-0.25887533
-0.18057228
-0.92690739
-0.69148575
-0.86496101
-0.94159903
-0.55924855
-1.25512126
-0.94914081
2.56486606
-0.33728303
-0.35857093
1.26957294
0.19293739
2.61903578
-0.39097246
0.85269506
0.31645985
1.09577756
-0.08302113
-0.51846159
-0.67609336
-1.22101658
3.45936643
0.21770841
-0.00477139
0.41717784
0.2193285
-0.56840811
-0.64354881
-0.81909286

1.02485572
-0.14210391
0.12958904
-0.43057037
0.13154064
-1.18617045
-0.80626291
0.96384688
0.11796882
-0.12493401
0.13574999
-0.69615344
-0.25887533
-0.18057228
-0.92690739
-0.69148575
-0.86496101
-0.94159903
-0.55924855
-1.25512126
-0.94914081
2.56486606
-0.33728303
-0.35857093
1.26957294
0.19293739
2.61903578
-0.39097246
0.85269506
0.31645985
1.09577756
-0.08302113
-0.51846159
-0.67609336
-1.22101658
3.45936643
0.21770841
-0.00477139
0.41717784
0.2193285
-0.56840811
-0.64354881

1.0248557234
-0.142103905
0.1295890409
-0.4305703733
0.131540641
-1.1861704518
-0.8062629071
0.9638468815
0.1179688213
-0.1249340139
0.1357499936
-0.6961534423
-0.2588753342
-0.1805722807
-0.9269073931
-0.6914857478
-0.8649610074
-0.9415990344
-0.5592485529
-1.2551212587
-0.9491408143
2.5648660587
-0.3372830295
-0.3585709324
1.2695729402
0.1929373887
2.6190357844
-0.3909724593
0.852695058
0.3164598467
1.0957775647
-0.0830211258
-0.5184615894
-0.676093356
-1.2210165845
3.4593664333
0.2177084133
-0.0047713932
0.4171778368
0.2193284965
-0.568408114

1.02485572
-0.14210391
0.12958904
-0.43057037
0.13154064
-1.18617045
-0.80626291
0.96384688
0.11796882
-0.12493401
0.13574999
-0.69615344
-0.25887533
-0.18057228
-0.92690739
-0.69148575
-0.86496101
-0.94159903
-0.55924855
-1.25512126
-0.94914081
2.56486606
-0.33728303
-0.35857093
1.26957294
0.19293739
2.61903578
-0.39097246
0.85269506
0.31645985
1.09577756
-0.08302113
-0.51846159
-0.67609336
-1.22101658
3.45936643
0.21770841
-0.00477139
0.41717784
0.2193285

1.02485572
-0.14210391
0.12958904
-0.43057037
0.13154064
-1.18617045
-0.80626291
0.96384688
0.11796882
-0.12493401
0.13574999
-0.69615344
-0.25887533
-0.18057228
-0.92690739
-0.69148575
-0.86496101
-0.94159903
-0.55924855
-1.25512126
-0.94914081
2.56486606
-0.33728303
-0.35857093
1.26957294
0.19293739
2.61903578
-0.39097246
0.85269506
0.31645985
1.09577756
-0.08302113
-0.51846159
-0.67609336
-1.22101658
3.45936643
0.21770841
-0.00477139
0.41717784

r1
r2
r3
r4
r5
r6
-0.01965164 0.08036524 0.09974168 0.0189380026 0.13291635 -0.14303541

Limite de confianza
0.4
0.3
0.2

Lim. Inf.

0.1
0
-0.1

r(k)
Lim. Sup.
0

10

-0.2
-0.3
-0.4

la bande de confianza

44
8

T+1

T+2

T+3

T+4

T+5

T+6

1.02846176
-0.08681914
0.14282495
-0.29160342
0.146943
-1.32115049
-0.78731017
0.98964539
0.12513014
-0.03733598
0.1565696
-0.6535946
-0.13989157

1.02846176
-0.08681914
0.14282495
-0.29160342
0.146943
-1.32115049
-0.78731017
0.98964539
0.12513014
-0.03733598
0.1565696
-0.6535946

1.02846176
-0.08681914
0.14282495
-0.29160342
0.146943
-1.32115049
-0.78731017
0.98964539
0.12513014
-0.03733598
0.1565696

1.0284617557
-0.0868191421
0.1428249541
-0.2916034242
0.1469429954
-1.3211504916
-0.7873101748
0.9896453927
0.1251301407
-0.0373359754

1.02846176
-0.08681914
0.14282495
-0.29160342
0.146943
-1.32115049
-0.78731017
0.98964539
0.12513014

1.02846176
-0.08681914
0.14282495
-0.29160342
0.146943
-1.32115049
-0.78731017
0.98964539

-0.10450607
-0.83009459
-0.59914179
-0.80419073
-0.83003729
-0.58031157
-1.54817657
-0.83936262
2.56053952
-0.50987826
-0.41669458
1.01755997
0.28908528
2.5168563
-0.42825945
0.76469923
0.38467588
1.17509475
-0.02529457
-0.52406928
-1.08308163
-1.14141376
3.4763896
0.17667949
0.01092741
0.51150738
0.29194939
-0.51155714
-0.68355363
-0.76390374

-0.13989157
-0.10450607
-0.83009459
-0.59914179
-0.80419073
-0.83003729
-0.58031157
-1.54817657
-0.83936262
2.56053952
-0.50987826
-0.41669458
1.01755997
0.28908528
2.5168563
-0.42825945
0.76469923
0.38467588
1.17509475
-0.02529457
-0.52406928
-1.08308163
-1.14141376
3.4763896
0.17667949
0.01092741
0.51150738
0.29194939
-0.51155714
-0.68355363

-0.6535946
-0.13989157
-0.10450607
-0.83009459
-0.59914179
-0.80419073
-0.83003729
-0.58031157
-1.54817657
-0.83936262
2.56053952
-0.50987826
-0.41669458
1.01755997
0.28908528
2.5168563
-0.42825945
0.76469923
0.38467588
1.17509475
-0.02529457
-0.52406928
-1.08308163
-1.14141376
3.4763896
0.17667949
0.01092741
0.51150738
0.29194939
-0.51155714

0.1565696018
-0.6535946048
-0.1398915743
-0.1045060657
-0.8300945878
-0.5991417873
-0.8041907299
-0.830037294
-0.5803115656
-1.5481765658
-0.8393626194
2.5605395243
-0.5098782556
-0.4166945805
1.0175599746
0.289085278
2.5168563026
-0.4282594517
0.7646992293
0.3846758792
1.1750947513
-0.0252945683
-0.5240692826
-1.0830816292
-1.1414137632
3.4763895984
0.1766794929
0.0109274096
0.5115073773
0.2919493927

-0.03733598
0.1565696
-0.6535946
-0.13989157
-0.10450607
-0.83009459
-0.59914179
-0.80419073
-0.83003729
-0.58031157
-1.54817657
-0.83936262
2.56053952
-0.50987826
-0.41669458
1.01755997
0.28908528
2.5168563
-0.42825945
0.76469923
0.38467588
1.17509475
-0.02529457
-0.52406928
-1.08308163
-1.14141376
3.4763896
0.17667949
0.01092741
0.51150738

0.12513014
-0.03733598
0.1565696
-0.6535946
-0.13989157
-0.10450607
-0.83009459
-0.59914179
-0.80419073
-0.83003729
-0.58031157
-1.54817657
-0.83936262
2.56053952
-0.50987826
-0.41669458
1.01755997
0.28908528
2.5168563
-0.42825945
0.76469923
0.38467588
1.17509475
-0.02529457
-0.52406928
-1.08308163
-1.14141376
3.4763896
0.17667949
0.01092741

r1
r2
r3
r4
r5
r6
0.00709089 -0.03345863 0.05844792 0.0188313818 0.12931308 -0.13891474

limite de confianza
0.4
0.3
0.2

Lim. Inf.

0.1
0
-0.1
-0.2
-0.3
-0.4

r(k)
Lim. Sup.
0

0.2

Lim. Inf.

0.1
0
-0.1

r(k)
Lim. Sup.
0

-0.2
-0.3
-0.4

la bande de confianza

43
8

T+1

T+2

T+3

T+4

T+5

T+6

1.05835395
-0.05291405
0.21785114
-0.22245518
0.03966298
-1.38749112
-0.73679883
1.00756618
0.17612295
0.01429723
0.17020815
-0.57348479
-0.05197913
-0.04304952
-0.75606372
-0.5505278
-0.74056267
-0.81315893
-0.79749022
-1.62899858
-0.72412074
2.44703162
-0.62423213
-0.55259343
0.97762083
0.34249403
2.44201839

1.05835395
-0.05291405
0.21785114
-0.22245518
0.03966298
-1.38749112
-0.73679883
1.00756618
0.17612295
0.01429723
0.17020815
-0.57348479
-0.05197913
-0.04304952
-0.75606372
-0.5505278
-0.74056267
-0.81315893
-0.79749022
-1.62899858
-0.72412074
2.44703162
-0.62423213
-0.55259343
0.97762083
0.34249403

1.05835395
-0.05291405
0.21785114
-0.22245518
0.03966298
-1.38749112
-0.73679883
1.00756618
0.17612295
0.01429723
0.17020815
-0.57348479
-0.05197913
-0.04304952
-0.75606372
-0.5505278
-0.74056267
-0.81315893
-0.79749022
-1.62899858
-0.72412074
2.44703162
-0.62423213
-0.55259343
0.97762083

1.0583539472
-0.0529140534
0.2178511366
-0.2224551809
0.0396629806
-1.3874911165
-0.7367988281
1.0075661758
0.1761229483
0.0142972288
0.1702081531
-0.5734847896
-0.0519791256
-0.043049524
-0.756063724
-0.5505278004
-0.7405626704
-0.8131589254
-0.7974902203
-1.6289985755
-0.724120742
2.4470316244
-0.6242321313
-0.5525934287

1.05835395
-0.05291405
0.21785114
-0.22245518
0.03966298
-1.38749112
-0.73679883
1.00756618
0.17612295
0.01429723
0.17020815
-0.57348479
-0.05197913
-0.04304952
-0.75606372
-0.5505278
-0.74056267
-0.81315893
-0.79749022
-1.62899858
-0.72412074
2.44703162
-0.62423213

1.05835395
-0.05291405
0.21785114
-0.22245518
0.03966298
-1.38749112
-0.73679883
1.00756618
0.17612295
0.01429723
0.17020815
-0.57348479
-0.05197913
-0.04304952
-0.75606372
-0.5505278
-0.74056267
-0.81315893
-0.79749022
-1.62899858
-0.72412074
2.44703162

-0.47086731
0.77825447
0.49033325
1.23875409
-0.02002989
-0.785673
-1.23565814
-1.00021659
3.46487815
0.16916949
0.0848424
0.59874553
0.33862624
-0.53045203
-0.69050313

2.44201839
-0.47086731
0.77825447
0.49033325
1.23875409
-0.02002989
-0.785673
-1.23565814
-1.00021659
3.46487815
0.16916949
0.0848424
0.59874553
0.33862624
-0.53045203

0.34249403
2.44201839
-0.47086731
0.77825447
0.49033325
1.23875409
-0.02002989
-0.785673
-1.23565814
-1.00021659
3.46487815
0.16916949
0.0848424
0.59874553
0.33862624

0.977620833
0.3424940273
2.4420183886
-0.4708673056
0.778254472
0.490333247
1.2387540885
-0.0200298854
-0.7856729999
-1.2356581444
-1.0002165877
3.4648781531
0.1691694869
0.0848424005
0.5987455324

r1
r2
r3
r4
0.05264096 -0.05810111 0.00146032 0.0178413583

-0.55259343
0.97762083
0.34249403
2.44201839
-0.47086731
0.77825447
0.49033325
1.23875409
-0.02002989
-0.785673
-1.23565814
-1.00021659
3.46487815
0.16916949
0.0848424

-0.62423213
-0.55259343
0.97762083
0.34249403
2.44201839
-0.47086731
0.77825447
0.49033325
1.23875409
-0.02002989
-0.785673
-1.23565814
-1.00021659
3.46487815
0.16916949

r5
r6
0.1159623 -0.15547731

Limite de confianza
0.4
0.3
0.2

Lim. Inf.

0.1
0
-0.1

r(k)
Lim. Sup.
0

-0.2
-0.3
-0.4

la bande de confianza

T+9

0.93940556
-0.140871169
-0.016917992
-0.483775238
-0.246776764
-1.279455473
-0.496864694
0.942380437
0.06975007
-0.148010872
-0.097834626
-0.781857839
-0.397900477
-0.515903902
-1.17830968
-1.001205381
-1.166410175
-1.163831949
-0.90323279
-1.264382766
-0.218614602
2.367147836

-0.297151335
0.087599327
1.478651462
0.906880247
2.480193133
-0.086926746
0.98581363
0.584007011
0.965782796
-0.283268579
-0.699949579
-0.700346229
-0.183907712
3.379399061
0.240309641
r9
0.082303025

Suma =

T+7

T+8

Criterio de
decision
1
0
0
0
0
0
0
0
0
1

T+9

1, si r cae fuera de la banda


de confianza
0, si cae dentro de la banda de
confianza

1.024855723
-0.142103905
0.129589041
-0.430570373
0.131540641
-1.186170452
-0.806262907
0.963846881
0.117968821
-0.124934014
0.135749994
-0.696153442
-0.258875334
-0.180572281
-0.926907393
-0.691485748
-0.864961007
-0.941599034
-0.559248553
-1.255121259
-0.949140814
2.564866059
-0.33728303
-0.358570932
1.26957294
0.192937389
2.619035784
-0.390972459
0.852695058
0.316459847
1.095777565
-0.083021126
-0.518461589
-0.676093356
-1.221016585
3.459366433
0.217708413
-0.004771393

1.0248557234
-0.142103905
0.1295890409
-0.4305703733
0.131540641
-1.1861704518
-0.8062629071
0.9638468815
0.1179688213
-0.1249340139
0.1357499936
-0.6961534423
-0.2588753342
-0.1805722807
-0.9269073931
-0.6914857478
-0.8649610074
-0.9415990344
-0.5592485529
-1.2551212587
-0.9491408143
2.5648660587
-0.3372830295
-0.3585709324
1.2695729402
0.1929373887
2.6190357844
-0.3909724593
0.852695058
0.3164598467
1.0957775647
-0.0830211258
-0.5184615894
-0.676093356
-1.2210165845
3.4593664333
0.2177084133

1.02485572
-0.14210391
0.12958904
-0.43057037
0.13154064
-1.18617045
-0.80626291
0.96384688
0.11796882
-0.12493401
0.13574999
-0.69615344
-0.25887533
-0.18057228
-0.92690739
-0.69148575
-0.86496101
-0.94159903
-0.55924855
-1.25512126
-0.94914081
2.56486606
-0.33728303
-0.35857093
1.26957294
0.19293739
2.61903578
-0.39097246
0.85269506
0.31645985
1.09577756
-0.08302113
-0.51846159
-0.67609336
-1.22101658
3.45936643

r7
r8
r9
-0.083631994 -0.0733078606 0.13753769

Lim. Inf.
r(k)
Lim. Sup.

Suma =

T+7

T+8

1.028461756
-0.086819142
0.142824954
-0.291603424
0.146942995
-1.321150492
-0.787310175

1.0284617557
-0.0868191421
0.1428249541
-0.2916034242
0.1469429954
-1.3211504916

Criterio de
decision
0
0
0
0
0
0
0
0
0
0

1, si r cae fuera de la
de confianza
0, si r cae dentro de la
de confianza

0.989645393
0.125130141
-0.037335975
0.156569602
-0.653594605
-0.139891574
-0.104506066
-0.830094588
-0.599141787
-0.80419073
-0.830037294
-0.580311566
-1.548176566
-0.839362619
2.560539524
-0.509878256
-0.41669458
1.017559975
0.289085278
2.516856303
-0.428259452
0.764699229
0.384675879
1.175094751
-0.025294568
-0.524069283
-1.083081629
-1.141413763
3.476389598
0.176679493

-0.7873101748
0.9896453927
0.1251301407
-0.0373359754
0.1565696018
-0.6535946048
-0.1398915743
-0.1045060657
-0.8300945878
-0.5991417873
-0.8041907299
-0.830037294
-0.5803115656
-1.5481765658
-0.8393626194
2.5605395243
-0.5098782556
-0.4166945805
1.0175599746
0.289085278
2.5168563026
-0.4282594517
0.7646992293
0.3846758792
1.1750947513
-0.0252945683
-0.5240692826
-1.0830816292
-1.1414137632
3.4763895984

r7
r8
-0.123999267 -0.0560696493

Lim. Inf.
r(k)
Lim. Sup.

Criterio de
decision
0
0
0
0
0
0
0
0

1, si r cae fuera de la
de confianza
0, si r cae dentro de la
de confianza

Lim. Inf.
r(k)
Lim. Sup.

Suma =

T+7

T+8

1.058353947
-0.052914053
0.217851137
-0.222455181
0.039662981
-1.387491116
-0.736798828
1.007566176
0.176122948
0.014297229
0.170208153
-0.57348479
-0.051979126
-0.043049524
-0.756063724
-0.5505278
-0.74056267
-0.813158925
-0.79749022
-1.628998576
-0.724120742

1.0583539472
-0.0529140534
0.2178511366
-0.2224551809
0.0396629806
-1.3874911165
-0.7367988281
1.0075661758
0.1761229483
0.0142972288
0.1702081531
-0.5734847896
-0.0519791256
-0.043049524
-0.756063724
-0.5505278004
-0.7405626704
-0.8131589254
-0.7974902203
-1.6289985755

2.447031624
-0.624232131
-0.552593429
0.977620833
0.342494027
2.442018389
-0.470867306
0.778254472
0.490333247
1.238754088
-0.020029885
-0.785673
-1.235658144
-1.000216588
3.464878153

-0.724120742
2.4470316244
-0.6242321313
-0.5525934287
0.977620833
0.3424940273
2.4420183886
-0.4708673056
0.778254472
0.490333247
1.2387540885
-0.0200298854
-0.7856729999
-1.2356581444
-1.0002165877

r7
r8
-0.141425031 -0.0810498292

Lim. Inf.
r(k)
Lim. Sup.

Suma =

Criterio de
decision
0
0
0
0
0
0
0
0
0

1, si r cae fuera de la
de confianza
0, si r cae dentro de la
de confianza

banda

banda de

1, si r cae fuera de la banda


de confianza
0, si r cae dentro de la banda
de confianza

1, si r cae fuera de la banda


de confianza
0, si r cae dentro de la banda
de confianza

1, si r cae fuera de la banda


de confianza
0, si r cae dentro de la banda
de confianza

1. Evaluando las estaciones, siendo la estacion 1002 la estacion a completar


Estacion 2002
AO
1963
1961
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1981
1985
1986
1987
1988
1989
1990
1991
1992
1993
1991
1995
1996
1997
1998
1999
2000

TOTAL
1477
1079.3
1053.9
831.6
1094.3
496.9
1008.8
1377.6
1446.7
1166.2
1222.9
778.4
1410.6
949.3
846.7
828.5
620.7
591
875.7
650.2
1328.6
1948.9
802.2
1198.6
1318.5
1285.8
1765.5
878.1
1162.3
1116.2
1524.3
1100.9
933.7
876.5
992.7
2295
1430.1
1391.5

x
S=
n=

1119.42826
363.77463
46

2001
2002
2003
2004
2005
2006
2007
2008

1324.6
1030
735.2
767.7
751.9
1175.3
933.3
1620

1. Analisis de la estructura de dependencia de la componte estocstica


Estacion 2002

n=
k=

46
9

AO

T+1

T+2

1963
1961
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1981
1985
1986
1987
1988
1989
1990
1991
1992
1993

0.98294853
-0.11031077
-0.18013422
-0.79122687
-0.06907645
-1.71130203
-0.30411208
0.70970243
0.89965521
0.12857339
0.28443913
-0.93747126
0.80041794
-0.46767489
-0.74971765
-0.79974863
-1.37098143
-1.45262538
-0.66999796
-1.28988726
0.57500365
2.28018029
-0.87204614
0.21763953
0.5472392
0.45734838
1.77602198
-0.66340047
0.11785247
-0.00887434
1.11297409

0.98294853
-0.11031077
-0.18013422
-0.79122687
-0.06907645
-1.71130203
-0.30411208
0.70970243
0.89965521
0.12857339
0.28443913
-0.93747126
0.80041794
-0.46767489
-0.74971765
-0.79974863
-1.37098143
-1.45262538
-0.66999796
-1.28988726
0.57500365
2.28018029
-0.87204614
0.21763953
0.5472392
0.45734838
1.77602198
-0.66340047
0.11785247
-0.00887434
1.11297409

0.98294853
-0.11031077
-0.18013422
-0.79122687
-0.06907645
-1.71130203
-0.30411208
0.70970243
0.89965521
0.12857339
0.28443913
-0.93747126
0.80041794
-0.46767489
-0.74971765
-0.79974863
-1.37098143
-1.45262538
-0.66999796
-1.28988726
0.57500365
2.28018029
-0.87204614
0.21763953
0.5472392
0.45734838
1.77602198
-0.66340047
0.11785247
-0.00887434

0.98294853
-0.11031077
-0.18013422
-0.79122687
-0.06907645
-1.71130203
-0.30411208
0.70970243
0.89965521
0.12857339
0.28443913
-0.93747126
0.80041794
-0.46767489
-0.74971765
-0.79974863
-1.37098143
-1.45262538
-0.66999796
-1.28988726
0.57500365
2.28018029
-0.87204614
0.21763953
0.5472392
0.45734838
1.77602198
-0.66340047
0.11785247

1991
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008

-0.05093335
-0.51055859
-0.6677988
-0.34837026
3.23159353
0.85402256
0.7479129
0.56400783
-0.24583424
-1.05622611
-0.96688508
-1.01031856
0.15358888
-0.51165817
1.37604907

-0.05093335
-0.51055859
-0.6677988
-0.34837026
3.23159353
0.85402256
0.7479129
0.56400783
-0.24583424
-1.05622611
-0.96688508
-1.01031856
0.15358888
-0.51165817
1.37604907

1.11297409
-0.05093335
-0.51055859
-0.6677988
-0.34837026
3.23159353
0.85402256
0.7479129
0.56400783
-0.24583424
-1.05622611
-0.96688508
-1.01031856
0.15358888
-0.51165817

-0.00887434
1.11297409
-0.05093335
-0.51055859
-0.6677988
-0.34837026
3.23159353
0.85402256
0.7479129
0.56400783
-0.24583424
-1.05622611
-0.96688508
-1.01031856
0.15358888

r1
r2
0.19525889 0.09072833
k
1
2
3
4
5
6
7
8
9

Lim Inf.
-0.31483135
-0.31865702
-0.32262199
-0.32673484
-0.3310049
-0.33544234
-0.34005828
-0.34486486
-0.34987545

r
0.19525889
0.09072833
-0.07192306
-0.15796071
-0.05724554
-0.14210818
-0.24146544
-0.03283772
0.10883862

Lim. Sup.
Graficando:
0.26721033
0.26693281
0.26650274
0.2662761
0.26654146
0.26631781
0.26605669
0.26660589
0.26698083

Lim
0.4
0.3
0.2
0.1
0
-0.1

-0.2
-0.3
-0.4

Criterio de decision:
El
0 % de los puntos caen fuera de la bande de confianza
La serie es
INDEPENDIENTE

2. Modelo Markoviano de primer Orden


n=
k=

Estacion 2002
AO

T 1

1963
1961
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1981
1985
1986
1987
1988
1989
1990
1991
1992
1993
1991
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007

0.98294853
-0.11031077
-0.18013422
-0.79122687
-0.06907645
-1.71130203
-0.30411208
0.70970243
0.89965521
0.12857339
0.28443913
-0.93747126
0.80041794
-0.46767489
-0.74971765
-0.79974863
-1.37098143
-1.45262538
-0.66999796
-1.28988726
0.57500365
2.28018029
-0.87204614
0.21763953
0.5472392
0.45734838
1.77602198
-0.66340047
0.11785247
-0.00887434
1.11297409
-0.05093335
-0.51055859
-0.6677988
-0.34837026
3.23159353
0.85402256
0.7479129
0.56400783
-0.24583424
-1.05622611
-0.96688508
-1.01031856
0.15358888
-0.51165817

1.0242018
-0.07661262
-0.02614336
-0.79300301
0.27027277
-1.6843421
-0.451376
0.54451778
0.89171406
0.0744675
0.47666368
-1.11522615
0.90923685
-0.32759142
-0.60520884
-0.54249439
-1.10868364
-1.34774406
-0.42634236
-1.42968071
0.1323252
2.49854776
-0.93249103
0.1129605
0.46692537
0.11273424
1.94295534
-0.69988376
0.12193225
-0.23063169
1.14495773
0.04971467
-0.38762606
-0.61154764
-0.99858873
3.12498864
0.72188087
0.65030256
0.62402046
-0.04037383
-0.88445747
-0.78471581
-1.06072528
0.25846979
-0.79565904

1 =

1.0242018
0.19525889 -0.07661262
-0.02614336
-0.79300301
0.27027277
-1.6843421
-0.451376
0.54451778
0.89171406
0.0744675
0.47666368
-1.11522615
0.90923685
-0.32759142
-0.60520884
-0.54249439
-1.10868364
-1.34774406
-0.42634236
-1.42968071
0.1323252
2.49854776
-0.93249103
0.1129605
0.46692537
0.11273424
1.94295534
-0.69988376
0.12193225
-0.23063169
1.14495773
0.04971467
-0.38762606
-0.61154764
-0.99858873
3.12498864
0.72188087
0.65030256
0.62402046
-0.04037383
-0.88445747
-0.78471581
-1.06072528
0.25846979
-0.79565904

2008

1.37604907

k
1
2
3
4
5
6
7
8
9

Lim Inf.
-0.31865702
-0.32262199
-0.32673484
-0.3310049
-0.33544234
-0.34005828
-0.34486486
-0.34987545
-0.35510473

r
0.01339043
0.06538356
-0.030886
-0.12577011
0.03160614
-0.09945753
-0.25370549
-0.02774677
0.0913447

Lim. Sup.
Graficando:
0.27214539
0.27500294
0.27795435
0.2810049
0.28416029
0.2874267
0.29081081
0.2943199
0.29796188

Lim
0.4
0.3
0.2
0.1
0
-0.1

-0.2
-0.3
-0.4

Criterio de decision:
0
El
% de los puntos caen fuera de la bande de confianza
La serie es
INDEPENDIENTE

3. Modelo Markoviano de segundo Orden


n=
k=

Estacion 2002
AO

T 2

1963
1961
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976

0.98294853
-0.11031077
-0.18013422
-0.79122687
-0.06907645
-1.71130203
-0.30411208
0.70970243
0.89965521
0.12857339
0.28443913
-0.93747126
0.80041794
-0.46767489

1.0345934
-0.03450624
-0.03095262
-0.69937847
0.26900056
-1.72981525
-0.49455433
0.54796368
0.87856819
0.13003295
0.42245714
-1.08205283
0.94736733
-0.29159607

1.0345934
-0.03450624
-0.03095262
-0.69937847
0.26900056
-1.72981525
-0.49455433
0.54796368
0.87856819
0.13003295
0.42245714
-1.08205283
0.94736733
-0.29159607

1 = 0.19525889
2 = 0.09072833
R = 0.97928407
1 = 0.18458071
2 = 0.0546873

1977
1978
1979
1980
1981
1982
1983
1981
1985
1986
1987
1988
1989
1990
1991
1992
1993
1991
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008

-0.74971765
-0.79974863
-1.37098143
-1.45262538
-0.66999796
-1.28988726
0.57500365
2.28018029
-0.87204614
0.21763953
0.5472392
0.45734838
1.77602198
-0.66340047
0.11785247
-0.00887434
1.11297409
-0.05093335
-0.51055859
-0.6677988
-0.34837026
3.23159353
0.85402256
0.7479129
0.56400783
-0.24583424
-1.05622611
-0.96688508
-1.01031856
0.15358888
-0.51165817
1.37604907

-0.53827508
-0.47713606
-1.08876929
-1.28503697
-0.47315694
-1.55288828
0.20608545
2.48062961
-0.96207552
0.09355669
0.37343165
0.16931611
1.93205214
-0.69915204
0.05986512
-0.21599706
1.17463003
0.08151468
-0.37603428
-0.79672847
-1.01253998
3.09721785
0.69962151
0.67115556
0.68125916
0.00204339
-0.8399056
-0.8054855
-1.03206713
0.17643369

k
1
2
3
4
5
6
7
8

Lim Inf.
-0.32262199
-0.32673484
-0.3310049
-0.33544234
-0.34005828
-0.34486486
-0.34987545
-0.35510473

r
0.03344926
0.00287596
-0.05719242
-0.14336027
0.03963987
-0.08322354
-0.25527045
-0.01412969

-0.53827508
-0.47713606
-1.08876929
-1.28503697
-0.47315694
-1.55288828
0.20608545
2.48062961
-0.96207552
0.09355669
0.37343165
0.16931611
1.93205214
-0.69915204
0.05986512
-0.21599706
1.17463003
0.08151468
-0.37603428
-0.79672847
-1.01253998
3.09721785
0.69962151
0.67115556
0.68125916
0.00204339
-0.8399056
-0.8054855
-1.03206713
0.17643369

Lim. Sup.
Graficando:
0.27500294
0.27795435
0.2810049
0.28416029
0.2874267
0.29081081
0.2943199
0.29796188

L
0.4
0.3
0.2
0.1
0
-0.1
-0.2
-0.3

0.2
0.1
0

-0.1
-0.2
-0.3
-0.4

Criterio de decision:
0
El
% de los puntos caen fuera de la bande de confianza
La serie es
INDEPENDIENTE

4. Modelo Markoviano de tercer Orden


n=
k=

Estacion 2002
AO

T 3

1963
1961
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1981
1985
1986
1987
1988
1989
1990

0.98294853
-0.11031077
-0.18013422
-0.79122687
-0.06907645
-1.71130203
-0.30411208
0.70970243
0.89965521
0.12857339
0.28443913
-0.93747126
0.80041794
-0.46767489
-0.74971765
-0.79974863
-1.37098143
-1.45262538
-0.66999796
-1.28988726
0.57500365
2.28018029
-0.87204614
0.21763953
0.5472392
0.45734838
1.77602198
-0.66340047

0.95557244
-0.00963661
-0.24077685
-0.64902793
0.28968176
-1.68276319
-0.49708811
0.60835252
0.77056536
0.27314194
0.29492293
-1.105643
0.88133106
-0.42727888
-0.65614882
-0.53136232
-1.25110475
-1.18728034
-0.313199
-1.73591634
0.3655025
2.49262409
-0.93233384
0.280919
0.23322222
0.28722963
1.8985811
-0.57628035

T
1
2
3
1
2
3

=
=
=
=
=
=

0.19525889
0.09072833
-0.07192306
0.14473275
0.10358624
-0.10359565

0.95557244
-0.00963661
-0.24077685
-0.64902793
0.28968176
-1.68276319
-0.49708811
0.60835252
0.77056536
0.27314194
0.29492293
-1.105643
0.88133106
-0.42727888
-0.65614882
-0.53136232
-1.25110475
-1.18728034
-0.313199
-1.73591634
0.3655025
2.49262409
-0.93233384
0.280919
0.23322222
0.28722963
1.8985811
-0.57628035

1991
1992
1993
1991
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008

0.11785247
-0.00887434
1.11297409
-0.05093335
-0.51055859
-0.6677988
-0.34837026
3.23159353
0.85402256
0.7479129
0.56400783
-0.24583424
-1.05622611
-0.96688508
-1.01031856
0.15358888
-0.51165817
1.37604907

-0.00145888
-0.22221699
1.12761293
0.0572424
-0.04395937
-0.88208486
-0.8447225
3.15486421
0.67600938
0.59475443
0.62182648
-0.09955248
-0.81270121
-0.90855835
-0.85485657

k
1
2
3
4
5
6
7
8

Lim Inf.
-0.32673484
-0.3310049
-0.33544234
-0.34005828
-0.34486486
-0.34987545
-0.35510473
-0.36056891

r
0.05896249
-0.02591815
0.02642404
-0.14383699
0.05205523
-0.07408925
-0.28289539
-0.02180352

-0.00145888
-0.22221699
1.12761293
0.0572424
-0.04395937
-0.88208486
-0.8447225
3.15486421
0.67600938
0.59475443
0.62182648
-0.09955248
-0.81270121
-0.90855835
-0.85485657

Lim. Sup.
Graficando:
0.27795435
0.2810049
0.28416029
0.2874267
0.29081081
0.2943199
0.29796188
0.30174538

L
0.4
0.3
0.2
0.1
0
-0.1

-0.2
-0.3
-0.4

Criterio de decision:
El
0
% de los puntos caen fuera de la bande de confianza
La serie es
INDEPENDIENTE

tacion a completar

componte estocstica

T+3

T+4

T+5

T+6

T+7

T+8

0.98294853
-0.11031077
-0.18013422
-0.79122687
-0.06907645
-1.71130203
-0.30411208
0.70970243
0.89965521
0.12857339
0.28443913
-0.93747126
0.80041794
-0.46767489
-0.74971765
-0.79974863
-1.37098143
-1.45262538
-0.66999796
-1.28988726
0.57500365
2.28018029
-0.87204614
0.21763953
0.5472392
0.45734838
1.77602198
-0.66340047

0.98294853
-0.11031077
-0.18013422
-0.79122687
-0.06907645
-1.71130203
-0.30411208
0.70970243
0.89965521
0.12857339
0.28443913
-0.93747126
0.80041794
-0.46767489
-0.74971765
-0.79974863
-1.37098143
-1.45262538
-0.66999796
-1.28988726
0.57500365
2.28018029
-0.87204614
0.21763953
0.5472392
0.45734838
1.77602198

0.98294853
-0.11031077
-0.18013422
-0.79122687
-0.06907645
-1.71130203
-0.30411208
0.70970243
0.89965521
0.12857339
0.28443913
-0.93747126
0.80041794
-0.46767489
-0.74971765
-0.79974863
-1.37098143
-1.45262538
-0.66999796
-1.28988726
0.57500365
2.28018029
-0.87204614
0.21763953
0.5472392
0.45734838

0.9829485346
-0.1103107738
-0.1801342247
-0.791226868
-0.0690764523
-1.7113020263
-0.3041120844
0.7097024313
0.8996552053
0.1285733949
0.2844391299
-0.9374712612
0.8004179384
-0.4676748926
-0.7497176511
-0.7997486277
-1.370981427
-1.4526253834
-0.669997963
-1.2898872615
0.5750036481
2.2801802861
-0.8720461379
0.2176395292
0.547239205

0.98294853
-0.11031077
-0.18013422
-0.79122687
-0.06907645
-1.71130203
-0.30411208
0.70970243
0.89965521
0.12857339
0.28443913
-0.93747126
0.80041794
-0.46767489
-0.74971765
-0.79974863
-1.37098143
-1.45262538
-0.66999796
-1.28988726
0.57500365
2.28018029
-0.87204614
0.21763953

0.98294853
-0.11031077
-0.18013422
-0.79122687
-0.06907645
-1.71130203
-0.30411208
0.70970243
0.89965521
0.12857339
0.28443913
-0.93747126
0.80041794
-0.46767489
-0.74971765
-0.79974863
-1.37098143
-1.45262538
-0.66999796
-1.28988726
0.57500365
2.28018029
-0.87204614

0.11785247
-0.00887434
1.11297409
-0.05093335
-0.51055859
-0.6677988
-0.34837026
3.23159353
0.85402256
0.7479129
0.56400783
-0.24583424
-1.05622611
-0.96688508
-1.01031856

-0.66340047
0.11785247
-0.00887434
1.11297409
-0.05093335
-0.51055859
-0.6677988
-0.34837026
3.23159353
0.85402256
0.7479129
0.56400783
-0.24583424
-1.05622611
-0.96688508

1.77602198
-0.66340047
0.11785247
-0.00887434
1.11297409
-0.05093335
-0.51055859
-0.6677988
-0.34837026
3.23159353
0.85402256
0.7479129
0.56400783
-0.24583424
-1.05622611

0.4573483843
1.776021983
-0.6634004716
0.1178524714
-0.0088743431
1.1129740947
-0.0509333509
-0.5105585869
-0.6677987992
-0.348370256
3.2315935288
0.8540225563
0.7479129025
0.564007829
-0.2458342435

0.5472392
0.45734838
1.77602198
-0.66340047
0.11785247
-0.00887434
1.11297409
-0.05093335
-0.51055859
-0.6677988
-0.34837026
3.23159353
0.85402256
0.7479129
0.56400783

0.21763953
0.5472392
0.45734838
1.77602198
-0.66340047
0.11785247
-0.00887434
1.11297409
-0.05093335
-0.51055859
-0.6677988
-0.34837026
3.23159353
0.85402256
0.7479129

r3
r4
r5
r6
r7
r8
-0.07192306 -0.15796071 -0.05724554 -0.1421081824 -0.24146544 -0.03283772

Limite de confianza
0.4
0.3
0.2

Lim. Inf.

0.1

r(k)

-0.1

Lim. Sup.
0

10

-0.2

-0.3

-0.4

la bande de confianza

45
9

T+1

T+2

T+3

T+4

T+5

T+6

1.0242018
-0.07661262
-0.02614336
-0.79300301
0.27027277
-1.6843421
-0.451376
0.54451778
0.89171406
0.0744675
0.47666368
-1.11522615
0.90923685
-0.32759142
-0.60520884
-0.54249439
-1.10868364
-1.34774406
-0.42634236
-1.42968071
0.1323252
2.49854776
-0.93249103
0.1129605
0.46692537
0.11273424
1.94295534
-0.69988376
0.12193225
-0.23063169
1.14495773
0.04971467
-0.38762606
-0.61154764
-0.99858873
3.12498864
0.72188087
0.65030256
0.62402046
-0.04037383
-0.88445747
-0.78471581
-1.06072528
0.25846979

1.0242018
-0.07661262
-0.02614336
-0.79300301
0.27027277
-1.6843421
-0.451376
0.54451778
0.89171406
0.0744675
0.47666368
-1.11522615
0.90923685
-0.32759142
-0.60520884
-0.54249439
-1.10868364
-1.34774406
-0.42634236
-1.42968071
0.1323252
2.49854776
-0.93249103
0.1129605
0.46692537
0.11273424
1.94295534
-0.69988376
0.12193225
-0.23063169
1.14495773
0.04971467
-0.38762606
-0.61154764
-0.99858873
3.12498864
0.72188087
0.65030256
0.62402046
-0.04037383
-0.88445747
-0.78471581
-1.06072528

1.0242018
-0.07661262
-0.02614336
-0.79300301
0.27027277
-1.6843421
-0.451376
0.54451778
0.89171406
0.0744675
0.47666368
-1.11522615
0.90923685
-0.32759142
-0.60520884
-0.54249439
-1.10868364
-1.34774406
-0.42634236
-1.42968071
0.1323252
2.49854776
-0.93249103
0.1129605
0.46692537
0.11273424
1.94295534
-0.69988376
0.12193225
-0.23063169
1.14495773
0.04971467
-0.38762606
-0.61154764
-0.99858873
3.12498864
0.72188087
0.65030256
0.62402046
-0.04037383
-0.88445747
-0.78471581

1.0242018019
-0.0766126248
-0.0261433577
-0.7930030087
0.2702727664
-1.6843421013
-0.4513759995
0.5445177757
0.8917140554
0.0744674958
0.4766636782
-1.1152261494
0.9092368517
-0.3275914216
-0.6052088408
-0.5424943898
-1.1086836415
-1.3477440588
-0.4263423568
-1.42968071
0.1323252034
2.4985477584
-0.9324910258
0.1129605023
0.4669253698
0.112734239
1.9429553436
-0.6998837628
0.1219322501
-0.2306316912
1.1449577345
0.0497146741
-0.3876260628
-0.6115476403
-0.9985887273
3.1249886412
0.7218808663
0.650302555
0.6240204623
-0.0403738307
-0.8844574704

1.0242018
-0.07661262
-0.02614336
-0.79300301
0.27027277
-1.6843421
-0.451376
0.54451778
0.89171406
0.0744675
0.47666368
-1.11522615
0.90923685
-0.32759142
-0.60520884
-0.54249439
-1.10868364
-1.34774406
-0.42634236
-1.42968071
0.1323252
2.49854776
-0.93249103
0.1129605
0.46692537
0.11273424
1.94295534
-0.69988376
0.12193225
-0.23063169
1.14495773
0.04971467
-0.38762606
-0.61154764
-0.99858873
3.12498864
0.72188087
0.65030256
0.62402046
-0.04037383

1.0242018
-0.07661262
-0.02614336
-0.79300301
0.27027277
-1.6843421
-0.451376
0.54451778
0.89171406
0.0744675
0.47666368
-1.11522615
0.90923685
-0.32759142
-0.60520884
-0.54249439
-1.10868364
-1.34774406
-0.42634236
-1.42968071
0.1323252
2.49854776
-0.93249103
0.1129605
0.46692537
0.11273424
1.94295534
-0.69988376
0.12193225
-0.23063169
1.14495773
0.04971467
-0.38762606
-0.61154764
-0.99858873
3.12498864
0.72188087
0.65030256
0.62402046

r1
r2
0.01339043 0.06538356

r3
-0.030886

r4
r5
r6
-0.1257701082 0.03160614 -0.09945753

Limite de confianza
0.4
0.3
0.2

Lim. Inf.

0.1

r(k)

0
-0.1

Lim. Sup.
0

10

-0.2
-0.3
-0.4

la bande de confianza

44
8

T+1

T+2

T+3

T+4

T+5

T+6

1.0345934
-0.03450624
-0.03095262
-0.69937847
0.26900056
-1.72981525
-0.49455433
0.54796368
0.87856819
0.13003295
0.42245714
-1.08205283
0.94736733

1.0345934
-0.03450624
-0.03095262
-0.69937847
0.26900056
-1.72981525
-0.49455433
0.54796368
0.87856819
0.13003295
0.42245714
-1.08205283

1.0345934
-0.03450624
-0.03095262
-0.69937847
0.26900056
-1.72981525
-0.49455433
0.54796368
0.87856819
0.13003295
0.42245714

1.0345933954
-0.0345062376
-0.0309526153
-0.6993784744
0.2690005565
-1.7298152456
-0.4945543313
0.5479636808
0.8785681863
0.130032945

1.0345934
-0.03450624
-0.03095262
-0.69937847
0.26900056
-1.72981525
-0.49455433
0.54796368
0.87856819

1.0345934
-0.03450624
-0.03095262
-0.69937847
0.26900056
-1.72981525
-0.49455433
0.54796368

-0.29159607
-0.53827508
-0.47713606
-1.08876929
-1.28503697
-0.47315694
-1.55288828
0.20608545
2.48062961
-0.96207552
0.09355669
0.37343165
0.16931611
1.93205214
-0.69915204
0.05986512
-0.21599706
1.17463003
0.08151468
-0.37603428
-0.79672847
-1.01253998
3.09721785
0.69962151
0.67115556
0.68125916
0.00204339
-0.8399056
-0.8054855
-1.03206713

0.94736733
-0.29159607
-0.53827508
-0.47713606
-1.08876929
-1.28503697
-0.47315694
-1.55288828
0.20608545
2.48062961
-0.96207552
0.09355669
0.37343165
0.16931611
1.93205214
-0.69915204
0.05986512
-0.21599706
1.17463003
0.08151468
-0.37603428
-0.79672847
-1.01253998
3.09721785
0.69962151
0.67115556
0.68125916
0.00204339
-0.8399056
-0.8054855

-1.08205283
0.94736733
-0.29159607
-0.53827508
-0.47713606
-1.08876929
-1.28503697
-0.47315694
-1.55288828
0.20608545
2.48062961
-0.96207552
0.09355669
0.37343165
0.16931611
1.93205214
-0.69915204
0.05986512
-0.21599706
1.17463003
0.08151468
-0.37603428
-0.79672847
-1.01253998
3.09721785
0.69962151
0.67115556
0.68125916
0.00204339
-0.8399056

0.4224571368
-1.0820528264
0.9473673332
-0.2915960664
-0.538275077
-0.4771360588
-1.0887692918
-1.2850369679
-0.4731569408
-1.5528882751
0.2060854541
2.4806296146
-0.9620755219
0.0935566935
0.373431651
0.1693161081
1.932052138
-0.6991520358
0.0598651162
-0.2159970643
1.1746300346
0.0815146819
-0.3760342817
-0.7967284702
-1.0125399803
3.0972178522
0.6996215067
0.6711555606
0.681259161
0.002043387

0.13003295
0.42245714
-1.08205283
0.94736733
-0.29159607
-0.53827508
-0.47713606
-1.08876929
-1.28503697
-0.47315694
-1.55288828
0.20608545
2.48062961
-0.96207552
0.09355669
0.37343165
0.16931611
1.93205214
-0.69915204
0.05986512
-0.21599706
1.17463003
0.08151468
-0.37603428
-0.79672847
-1.01253998
3.09721785
0.69962151
0.67115556
0.68125916

0.87856819
0.13003295
0.42245714
-1.08205283
0.94736733
-0.29159607
-0.53827508
-0.47713606
-1.08876929
-1.28503697
-0.47315694
-1.55288828
0.20608545
2.48062961
-0.96207552
0.09355669
0.37343165
0.16931611
1.93205214
-0.69915204
0.05986512
-0.21599706
1.17463003
0.08151468
-0.37603428
-0.79672847
-1.01253998
3.09721785
0.69962151
0.67115556

r1
r2
r3
r4
r5
r6
0.03344926 0.00287596 -0.05719242 -0.1433602691 0.03963987 -0.08322354

Limite de confianza

0.4

0.3

0.2

Lim. Inf.

0.1

r(k)

0.1

0.2

0.3

lim. Sup.
0

0.2

Lim. Inf.

0.1

r(k)

lim. Sup.
0

0.1

0.2

0.3

0.4

la bande de confianza

43
8

T+1

T+2

T+3

T+4

T+5

T+6

0.95557244
-0.00963661
-0.24077685
-0.64902793
0.28968176
-1.68276319
-0.49708811
0.60835252
0.77056536
0.27314194
0.29492293
-1.105643
0.88133106
-0.42727888
-0.65614882
-0.53136232
-1.25110475
-1.18728034
-0.313199
-1.73591634
0.3655025
2.49262409
-0.93233384
0.280919
0.23322222
0.28722963
1.8985811

0.95557244
-0.00963661
-0.24077685
-0.64902793
0.28968176
-1.68276319
-0.49708811
0.60835252
0.77056536
0.27314194
0.29492293
-1.105643
0.88133106
-0.42727888
-0.65614882
-0.53136232
-1.25110475
-1.18728034
-0.313199
-1.73591634
0.3655025
2.49262409
-0.93233384
0.280919
0.23322222
0.28722963

0.95557244
-0.00963661
-0.24077685
-0.64902793
0.28968176
-1.68276319
-0.49708811
0.60835252
0.77056536
0.27314194
0.29492293
-1.105643
0.88133106
-0.42727888
-0.65614882
-0.53136232
-1.25110475
-1.18728034
-0.313199
-1.73591634
0.3655025
2.49262409
-0.93233384
0.280919
0.23322222

0.9555724359
-0.0096366098
-0.2407768515
-0.6490279322
0.2896817642
-1.6827631926
-0.497088112
0.6083525203
0.7705653571
0.2731419378
0.2949229272
-1.105643004
0.8813310575
-0.4272788791
-0.6561488213
-0.5313623245
-1.251104751
-1.1872803427
-0.3131989994
-1.7359163359
0.3655024987
2.4926240868
-0.9323338403
0.2809190013

0.95557244
-0.00963661
-0.24077685
-0.64902793
0.28968176
-1.68276319
-0.49708811
0.60835252
0.77056536
0.27314194
0.29492293
-1.105643
0.88133106
-0.42727888
-0.65614882
-0.53136232
-1.25110475
-1.18728034
-0.313199
-1.73591634
0.3655025
2.49262409
-0.93233384

0.95557244
-0.00963661
-0.24077685
-0.64902793
0.28968176
-1.68276319
-0.49708811
0.60835252
0.77056536
0.27314194
0.29492293
-1.105643
0.88133106
-0.42727888
-0.65614882
-0.53136232
-1.25110475
-1.18728034
-0.313199
-1.73591634
0.3655025
2.49262409

-0.57628035
-0.00145888
-0.22221699
1.12761293
0.0572424
-0.04395937
-0.88208486
-0.8447225
3.15486421
0.67600938
0.59475443
0.62182648
-0.09955248
-0.81270121
-0.90855835

1.8985811
-0.57628035
-0.00145888
-0.22221699
1.12761293
0.0572424
-0.04395937
-0.88208486
-0.8447225
3.15486421
0.67600938
0.59475443
0.62182648
-0.09955248
-0.81270121

0.28722963
1.8985811
-0.57628035
-0.00145888
-0.22221699
1.12761293
0.0572424
-0.04395937
-0.88208486
-0.8447225
3.15486421
0.67600938
0.59475443
0.62182648
-0.09955248

0.2332222182
0.2872296266
1.8985811028
-0.5762803501
-0.0014588807
-0.2222169886
1.1276129285
0.057242395
-0.043959371
-0.8820848629
-0.8447224963
3.1548642058
0.6760093772
0.594754428
0.6218264801

0.280919
0.23322222
0.28722963
1.8985811
-0.57628035
-0.00145888
-0.22221699
1.12761293
0.0572424
-0.04395937
-0.88208486
-0.8447225
3.15486421
0.67600938
0.59475443

-0.93233384
0.280919
0.23322222
0.28722963
1.8985811
-0.57628035
-0.00145888
-0.22221699
1.12761293
0.0572424
-0.04395937
-0.88208486
-0.8447225
3.15486421
0.67600938

r1
r2
r3
r4
r5
r6
0.05896249 -0.02591815 0.02642404 -0.1438369859 0.05205523 -0.07408925

Limite de confianza

0.4

0.3

0.2

Lim. Inf.

0.1

r(k)

0.1

Lim. Sup.
0

0.2

0.3

0.4

la bande de confianza

T+9

0.982948535
-0.110310774
-0.180134225
-0.791226868
-0.069076452
-1.711302026
-0.304112084
0.709702431
0.899655205
0.128573395
0.28443913
-0.937471261
0.800417938
-0.467674893
-0.749717651
-0.799748628
-1.370981427
-1.452625383
-0.669997963
-1.289887262
0.575003648
2.280180286

-0.872046138
0.217639529
0.547239205
0.457348384
1.776021983
-0.663400472
0.117852471
-0.008874343
1.112974095
-0.050933351
-0.510558587
-0.667798799
-0.348370256
3.231593529
0.854022556
r9
0.10883862

Suma =

T+7

T+8

Criterio de
decision
0
0
0
0
0
0
0
0
0
0

T+9

1, si r cae fuera de la banda


de confianza
0, si cae dentro de la banda de
confianza

1.024201802
-0.076612625
-0.026143358
-0.793003009
0.270272766
-1.684342101
-0.451375999
0.544517776
0.891714055
0.074467496
0.476663678
-1.115226149
0.909236852
-0.327591422
-0.605208841
-0.54249439
-1.108683641
-1.347744059
-0.426342357
-1.42968071
0.132325203
2.498547758
-0.932491026
0.112960502
0.46692537
0.112734239
1.942955344
-0.699883763
0.12193225
-0.230631691
1.144957735
0.049714674
-0.387626063
-0.61154764
-0.998588727
3.124988641
0.721880866
0.650302555

1.0242018019
-0.0766126248
-0.0261433577
-0.7930030087
0.2702727664
-1.6843421013
-0.4513759995
0.5445177757
0.8917140554
0.0744674958
0.4766636782
-1.1152261494
0.9092368517
-0.3275914216
-0.6052088408
-0.5424943898
-1.1086836415
-1.3477440588
-0.4263423568
-1.42968071
0.1323252034
2.4985477584
-0.9324910258
0.1129605023
0.4669253698
0.112734239
1.9429553436
-0.6998837628
0.1219322501
-0.2306316912
1.1449577345
0.0497146741
-0.3876260628
-0.6115476403
-0.9985887273
3.1249886412
0.7218808663

1.0242018
-0.07661262
-0.02614336
-0.79300301
0.27027277
-1.6843421
-0.451376
0.54451778
0.89171406
0.0744675
0.47666368
-1.11522615
0.90923685
-0.32759142
-0.60520884
-0.54249439
-1.10868364
-1.34774406
-0.42634236
-1.42968071
0.1323252
2.49854776
-0.93249103
0.1129605
0.46692537
0.11273424
1.94295534
-0.69988376
0.12193225
-0.23063169
1.14495773
0.04971467
-0.38762606
-0.61154764
-0.99858873
3.12498864

r7
r8
r9
-0.253705488 -0.0277467698 0.0913447

Suma =

T+7

T+8

1.034593395
-0.034506238
-0.030952615
-0.699378474
0.269000556
-1.729815246
-0.494554331

1.0345933954
-0.0345062376
-0.0309526153
-0.6993784744
0.2690005565
-1.7298152456

Criterio de
decision
0
0
0
0
0
0
0
0
0
0

1, si r cae fuera de la
de confianza
0, si r cae dentro de la
de confianza

0.547963681
0.878568186
0.130032945
0.422457137
-1.082052826
0.947367333
-0.291596066
-0.538275077
-0.477136059
-1.088769292
-1.285036968
-0.473156941
-1.552888275
0.206085454
2.480629615
-0.962075522
0.093556694
0.373431651
0.169316108
1.932052138
-0.699152036
0.059865116
-0.215997064
1.174630035
0.081514682
-0.376034282
-0.79672847
-1.01253998
3.097217852
0.699621507

-0.4945543313
0.5479636808
0.8785681863
0.130032945
0.4224571368
-1.0820528264
0.9473673332
-0.2915960664
-0.538275077
-0.4771360588
-1.0887692918
-1.2850369679
-0.4731569408
-1.5528882751
0.2060854541
2.4806296146
-0.9620755219
0.0935566935
0.373431651
0.1693161081
1.932052138
-0.6991520358
0.0598651162
-0.2159970643
1.1746300346
0.0815146819
-0.3760342817
-0.7967284702
-1.0125399803
3.0972178522

r7
r8
-0.255270451 -0.0141296862

Lim. Inf.
r(k)
lim. Sup.

Criterio de
decision
0
0
0
0
0
0
0
0

1, si r cae fuera de la
de confianza
0, si r cae dentro de la
de confianza

Lim. Inf.
r(k)
lim. Sup.

Suma =

T+7

T+8

0.955572436
-0.00963661
-0.240776852
-0.649027932
0.289681764
-1.682763193
-0.497088112
0.60835252
0.770565357
0.273141938
0.294922927
-1.105643004
0.881331057
-0.427278879
-0.656148821
-0.531362324
-1.251104751
-1.187280343
-0.313198999
-1.735916336
0.365502499

0.9555724359
-0.0096366098
-0.2407768515
-0.6490279322
0.2896817642
-1.6827631926
-0.497088112
0.6083525203
0.7705653571
0.2731419378
0.2949229272
-1.105643004
0.8813310575
-0.4272788791
-0.6561488213
-0.5313623245
-1.251104751
-1.1872803427
-0.3131989994
-1.7359163359

2.492624087
-0.93233384
0.280919001
0.233222218
0.287229627
1.898581103
-0.57628035
-0.001458881
-0.222216989
1.127612929
0.057242395
-0.043959371
-0.882084863
-0.844722496
3.154864206

0.3655024987
2.4926240868
-0.9323338403
0.2809190013
0.2332222182
0.2872296266
1.8985811028
-0.5762803501
-0.0014588807
-0.2222169886
1.1276129285
0.057242395
-0.043959371
-0.8820848629
-0.8447224963

r7
r8
-0.28289539 -0.0218035151

Lim. Inf.
r(k)
Lim. Sup.

Suma =

Criterio de
decision
0
0
0
0
0
0
0
0
0

1, si r cae fuera de la
de confianza
0, si r cae dentro de la
de confianza

banda

banda de

1, si r cae fuera de la banda


de confianza
0, si r cae dentro de la banda
de confianza

1, si r cae fuera de la banda


de confianza
0, si r cae dentro de la banda
de confianza

1, si r cae fuera de la banda


de confianza
0, si r cae dentro de la banda
de confianza

1. Evaluando las estaciones, siendo la estacion 1002 la estacion a completar


Estacion 1002
AO
1963
1961
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1981
1985
1986
1987
1988
1989
1990
1991
1992
1993
1991
1995
1996
1997
1998
1999
2000

TOTAL
1230.6
1030.3
921.5
740.9
1110.9
516.2
1076.8
1044.2
1607
1195.2
1275.3
791.2
1773.8
976
1115.1
992.7
689.2
633.2
1032
793.3
1529.3
1396.1
590.9
1135.1
667.4
891.6
998.8
629.4
623.1
737.7
1305.4
1141.4
1038.5
932.6
890.9
1533.8
1491.9
1484.8

x
S=
n=

1034.3587
313.473848
46

2001
2002
2003
2004
2005
2006
2007
2008

1216.5
878.5
713.5
798.2
730
1095.8
932.9
1651

1. Analisis de la estructura de dependencia de la componte estocstica


Estacion 1002

n=
k=

46
9

AO

T+1

T+2

1963
1961
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1981
1985
1986
1987
1988
1989
1990
1991
1992
1993

0.62602129
-0.01294748
-0.36002587
-0.93615049
0.24417126
-1.65295669
0.13539026
0.03139434
1.82675942
0.51309321
0.76861692
-0.77569053
2.35886122
-0.18616767
0.25756951
-0.13289369
-1.10107653
-1.27971982
-0.00752438
-0.76899141
1.57889185
1.15397602
-1.4146593
0.32137068
-1.17061981
-0.45540863
-0.11343433
-1.29184204
-1.31193941
-0.94635867
0.86463769

0.62602129
-0.01294748
-0.36002587
-0.93615049
0.24417126
-1.65295669
0.13539026
0.03139434
1.82675942
0.51309321
0.76861692
-0.77569053
2.35886122
-0.18616767
0.25756951
-0.13289369
-1.10107653
-1.27971982
-0.00752438
-0.76899141
1.57889185
1.15397602
-1.4146593
0.32137068
-1.17061981
-0.45540863
-0.11343433
-1.29184204
-1.31193941
-0.94635867
0.86463769

0.62602129
-0.01294748
-0.36002587
-0.93615049
0.24417126
-1.65295669
0.13539026
0.03139434
1.82675942
0.51309321
0.76861692
-0.77569053
2.35886122
-0.18616767
0.25756951
-0.13289369
-1.10107653
-1.27971982
-0.00752438
-0.76899141
1.57889185
1.15397602
-1.4146593
0.32137068
-1.17061981
-0.45540863
-0.11343433
-1.29184204
-1.31193941
-0.94635867

0.62602129
-0.01294748
-0.36002587
-0.93615049
0.24417126
-1.65295669
0.13539026
0.03139434
1.82675942
0.51309321
0.76861692
-0.77569053
2.35886122
-0.18616767
0.25756951
-0.13289369
-1.10107653
-1.27971982
-0.00752438
-0.76899141
1.57889185
1.15397602
-1.4146593
0.32137068
-1.17061981
-0.45540863
-0.11343433
-1.29184204
-1.31193941

1991
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008

k
1
2
3
4
5
6
7
8
9

0.34146805
0.013211
-0.32461622
-0.45764167
1.59324711
1.45958365
1.43693423
0.58104147
-0.4971984
-1.0235581
-0.75336012
-0.97092213
0.19600137
-0.3236592
1.967122

Lim Inf.
-0.31483135
-0.31865702
-0.32262199
-0.32673484
-0.3310049
-0.33544234
-0.34005828
-0.34486486
-0.34987545

0.34146805
0.013211
-0.32461622
-0.45764167
1.59324711
1.45958365
1.43693423
0.58104147
-0.4971984
-1.0235581
-0.75336012
-0.97092213
0.19600137
-0.3236592
1.967122

r
0.14644836
0.1820978
-0.1961555
-0.19307197
-0.17448313
0.00576828
-0.27710286
0.01526905
-0.12307607

0.86463769
0.34146805
0.013211
-0.32461622
-0.45764167
1.59324711
1.45958365
1.43693423
0.58104147
-0.4971984
-1.0235581
-0.75336012
-0.97092213
0.19600137
-0.3236592

-0.94635867
0.86463769
0.34146805
0.013211
-0.32461622
-0.45764167
1.59324711
1.45958365
1.43693423
0.58104147
-0.4971984
-1.0235581
-0.75336012
-0.97092213
0.19600137

r1
0.14644836

r2
0.1820978

Lim. Sup.
Graficando:
0.26708063
0.26717534
0.26617567
0.26618378
0.26623264
0.2667079
0.26596322
0.26673302
0.26636792

0.4
0.3
0.2
0.1
0

-0.1
-0.2
-0.3
-0.4

Criterio de decision:
El
0 % de los puntos caen fuera de la bande de confianza
La serie es
INDEPENDIENTE

2. Modelo Markoviano de primer Orden


n=
k=

Estacion 1002
AO

T 1

1963
1961
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1981
1985
1986
1987
1988
1989
1990
1991
1992
1993
1991
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007

0.62602129
-0.01294748
-0.36002587
-0.93615049
0.24417126
-1.65295669
0.13539026
0.03139434
1.82675942
0.51309321
0.76861692
-0.77569053
2.35886122
-0.18616767
0.25756951
-0.13289369
-1.10107653
-1.27971982
-0.00752438
-0.76899141
1.57889185
1.15397602
-1.4146593
0.32137068
-1.17061981
-0.45540863
-0.11343433
-1.29184204
-1.31193941
-0.94635867
0.86463769
0.34146805
0.013211
-0.32461622
-0.45764167
1.59324711
1.45958365
1.43693423
0.58104147
-0.4971984
-1.0235581
-0.75336012
-0.97092213
0.19600137
-0.3236592

0.63476123
0.04021127
-0.2253579
-0.98250199
0.49154373
-1.69101638
0.13221814
-0.23870523
1.77070898
0.40489599
0.89183097
-1.13336144
2.41213201
-0.2263285
0.28005099
0.02866624
-0.92362185
-1.29255379
0.10623858
-1.0111191
1.42526066
1.37598601
-1.47765512
0.49817722
-1.11595786
-0.44357889
0.07657948
-1.11169662
-1.18613527
-1.0846781
0.82350907
0.34323396
0.06141265
-0.26040293
-0.69850112
1.39452885
1.26276168
1.36657565
0.66098185
-0.35108528
-0.92318321
-0.61783143
-1.01052133
0.2460536
-0.61840848

1 =

0.63476123
0.14644836 0.04021127
-0.2253579
-0.98250199
0.49154373
-1.69101638
0.13221814
-0.23870523
1.77070898
0.40489599
0.89183097
-1.13336144
2.41213201
-0.2263285
0.28005099
0.02866624
-0.92362185
-1.29255379
0.10623858
-1.0111191
1.42526066
1.37598601
-1.47765512
0.49817722
-1.11595786
-0.44357889
0.07657948
-1.11169662
-1.18613527
-1.0846781
0.82350907
0.34323396
0.06141265
-0.26040293
-0.69850112
1.39452885
1.26276168
1.36657565
0.66098185
-0.35108528
-0.92318321
-0.61783143
-1.01052133
0.2460536
-0.61840848

2008

1.967122

k
1
2
3
4
5
6
7
8
9

Lim Inf.
-0.31865702
-0.32262199
-0.32673484
-0.3310049
-0.33544234
-0.34005828
-0.34486486
-0.34987545
-0.35510473

r
-0.00292262
0.19411238
-0.16764676
-0.12563266
-0.11456789
0.09461845
-0.34272577
0.00622629
-0.21385195

Lim. Sup.
Graficando:
0.27214539
0.27500294
0.27795435
0.2810049
0.28416029
0.2874267
0.29081081
0.2943199
0.29796188

0.4
0.3
0.2
0.1
0

-0.1
-0.2
-0.3
-0.4

Criterio de decision:
0
El
% de los puntos caen fuera de la bande de confianza
La serie es
INDEPENDIENTE

3. Modelo Markoviano de segundo Orden


n=
k=

Estacion 1002
AO

T 2

1963
1961
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976

0.62602129
-0.01294748
-0.36002587
-0.93615049
0.24417126
-1.65295669
0.13539026
0.03139434
1.82675942
0.51309321
0.76861692
-0.77569053
2.35886122
-0.18616767

0.70374538
0.18939519
-0.29260381
-0.7119003
0.43479902
-1.71622207
-0.17253064
-0.28330376
1.6783919
0.55990837
0.48812193
-1.05950905
2.39738906
-0.20073682

0.70374538
0.18939519
-0.29260381
-0.7119003
0.43479902
-1.71622207
-0.17253064
-0.28330376
1.6783919
0.55990837
0.48812193
-1.05950905
2.39738906
-0.20073682

1 = 0.14644836
2 = 0.1820978
R = 0.97579638
1 = 0.12240569
2 = 0.16417169

1977
1978
1979
1980
1981
1982
1983
1981
1985
1986
1987
1988
1989
1990
1991
1992
1993
1991
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008

0.25756951
-0.13289369
-1.10107653
-1.27971982
-0.00752438
-0.76899141
1.57889185
1.15397602
-1.4146593
0.32137068
-1.17061981
-0.45540863
-0.11343433
-1.29184204
-1.31193941
-0.94635867
0.86463769
0.34146805
0.013211
-0.32461622
-0.45764167
1.59324711
1.45958365
1.43693423
0.58104147
-0.4971984
-1.0235581
-0.75336012
-0.97092213
0.19600137
-0.3236592
1.967122

0.46587798
0.21723601
-0.96659126
-1.18114003
-0.17688609
-1.18027384
1.71130541
1.30598803
-1.29311226
0.55280632
-1.1234439
-0.23513074
0.26652876
-1.00009378
-1.37123767
-1.13574374
0.84102708
0.40289527
0.13125452
-0.54331453
-0.91441874
1.20791783
1.21777882
1.48333954
0.83003038
-0.25438572
-0.79109189
-0.6832282
-0.96513796
-0.0894927

k
1
2
3
4
5
6
7
8

Lim Inf.
-0.32262199
-0.32673484
-0.3310049
-0.33544234
-0.34005828
-0.34486486
-0.34987545
-0.35510473

r
0.06609991
0.05247356
-0.18584275
-0.19628906
-0.05895559
0.11898687
-0.30287391
0.00081771

0.46587798
0.21723601
-0.96659126
-1.18114003
-0.17688609
-1.18027384
1.71130541
1.30598803
-1.29311226
0.55280632
-1.1234439
-0.23513074
0.26652876
-1.00009378
-1.37123767
-1.13574374
0.84102708
0.40289527
0.13125452
-0.54331453
-0.91441874
1.20791783
1.21777882
1.48333954
0.83003038
-0.25438572
-0.79109189
-0.6832282
-0.96513796
-0.0894927

Lim. Sup.
Graficando:
0.27500294
0.27795435
0.2810049
0.4
0.28416029
0.3
0.2874267
0.2
0.29081081
0.1
0.2943199
0.29796188
0
-0.1
-0.2
-0.3

0.2
0.1
0

-0.1
-0.2
-0.3
-0.4

Criterio de decision:
0
El
% de los puntos caen fuera de la bande de confianza
La serie es
INDEPENDIENTE

4. Modelo Markoviano de tercer Orden


n=
k=

Estacion 1002
AO

T 3

1963
1961
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1981
1985
1986
1987
1988
1989
1990

0.62602129
-0.01294748
-0.36002587
-0.93615049
0.24417126
-1.65295669
0.13539026
0.03139434
1.82675942
0.51309321
0.76861692
-0.77569053
2.35886122
-0.18616767
0.25756951
-0.13289369
-1.10107653
-1.27971982
-0.00752438
-0.76899141
1.57889185
1.15397602
-1.4146593
0.32137068
-1.17061981
-0.45540863
-0.11343433
-1.29184204

0.47931677
0.27922386
-0.75221059
-0.6555014
0.44409676
-1.27143624
-0.08079098
-0.08846145
1.49873222
1.22663613
0.39409516
-1.00327624
2.41677915
-0.49651129
0.1596032
0.24493858
-1.20269611
-0.77147902
0.0884105
-1.60849573
1.87833773
1.01273936
-1.42036991
0.54183448
-1.49754662
-0.56364389
0.04407781
-0.77866253

T
1
2
3
1
2
3

=
=
=
=
=
=

0.14644836
0.1820978
-0.1961555
0.11825219
0.1856873
-0.25466649

0.47931677
0.27922386
-0.75221059
-0.6555014
0.44409676
-1.27143624
-0.08079098
-0.08846145
1.49873222
1.22663613
0.39409516
-1.00327624
2.41677915
-0.49651129
0.1596032
0.24493858
-1.20269611
-0.77147902
0.0884105
-1.60849573
1.87833773
1.01273936
-1.42036991
0.54183448
-1.49754662
-0.56364389
0.04407781
-0.77866253

1991
1992
1993
1991
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008

-1.31193941
-0.94635867
0.86463769
0.34146805
0.013211
-0.32461622
-0.45764167
1.59324711
1.45958365
1.43693423
0.58104147
-0.4971984
-1.0235581
-0.75336012
-0.97092213
0.19600137
-0.3236592
1.967122

-1.33875124
-1.16533854
0.77693348
0.29814124
0.57005517
-0.20459096
-0.57931704
1.36836946
1.10910837
1.26124051
0.67066992
-0.50825867
-0.74028282
-0.79609593
-0.45518457

k
1
2
3
4
5
6
7
8

Lim Inf.
-0.32673484
-0.3310049
-0.33544234
-0.34005828
-0.34486486
-0.34987545
-0.35510473
-0.36056891

r
0.02242057
0.02295601
0.07555346
-0.25216167
0.01967583
0.07959707
-0.37950399
0.01193756

-1.33875124
-1.16533854
0.77693348
0.29814124
0.57005517
-0.20459096
-0.57931704
1.36836946
1.10910837
1.26124051
0.67066992
-0.50825867
-0.74028282
-0.79609593
-0.45518457

Lim. Sup.
Graficando:
0.27795435
0.2810049
0.28416029
0.2874267
0.29081081
0.2943199
0.29796188
0.30174538

0.4
0.3
0.2
0.1
0
-0.1

-0.2
-0.3
-0.4
-0.5

Criterio de decision:
El
12.5
% de los puntos caen fuera de la bande de confianza
La serie es
DEPENDIENTE

tacion a completar

componte estocstica

T+3

T+4

T+5

T+6

T+7

T+8

0.62602129
-0.01294748
-0.36002587
-0.93615049
0.24417126
-1.65295669
0.13539026
0.03139434
1.82675942
0.51309321
0.76861692
-0.77569053
2.35886122
-0.18616767
0.25756951
-0.13289369
-1.10107653
-1.27971982
-0.00752438
-0.76899141
1.57889185
1.15397602
-1.4146593
0.32137068
-1.17061981
-0.45540863
-0.11343433
-1.29184204

0.62602129
-0.01294748
-0.36002587
-0.93615049
0.24417126
-1.65295669
0.13539026
0.03139434
1.82675942
0.51309321
0.76861692
-0.77569053
2.35886122
-0.18616767
0.25756951
-0.13289369
-1.10107653
-1.27971982
-0.00752438
-0.76899141
1.57889185
1.15397602
-1.4146593
0.32137068
-1.17061981
-0.45540863
-0.11343433

0.62602129
-0.01294748
-0.36002587
-0.93615049
0.24417126
-1.65295669
0.13539026
0.03139434
1.82675942
0.51309321
0.76861692
-0.77569053
2.35886122
-0.18616767
0.25756951
-0.13289369
-1.10107653
-1.27971982
-0.00752438
-0.76899141
1.57889185
1.15397602
-1.4146593
0.32137068
-1.17061981
-0.45540863

0.6260212946
-0.0129474777
-0.3600258722
-0.9361504866
0.2441712594
-1.6529566929
0.1353902553
0.0313943393
1.8267594167
0.513093214
0.7686169217
-0.7756905303
2.3588612201
-0.186167669
0.2575695063
-0.1328936875
-1.1010765252
-1.2797198165
-0.0075243778
-0.7689914069
1.5788918501
1.1539760215
-1.4146593026
0.3213706817
-1.1706198064

0.62602129
-0.01294748
-0.36002587
-0.93615049
0.24417126
-1.65295669
0.13539026
0.03139434
1.82675942
0.51309321
0.76861692
-0.77569053
2.35886122
-0.18616767
0.25756951
-0.13289369
-1.10107653
-1.27971982
-0.00752438
-0.76899141
1.57889185
1.15397602
-1.4146593
0.32137068

0.62602129
-0.01294748
-0.36002587
-0.93615049
0.24417126
-1.65295669
0.13539026
0.03139434
1.82675942
0.51309321
0.76861692
-0.77569053
2.35886122
-0.18616767
0.25756951
-0.13289369
-1.10107653
-1.27971982
-0.00752438
-0.76899141
1.57889185
1.15397602
-1.4146593

-1.31193941
-0.94635867
0.86463769
0.34146805
0.013211
-0.32461622
-0.45764167
1.59324711
1.45958365
1.43693423
0.58104147
-0.4971984
-1.0235581
-0.75336012
-0.97092213

-1.29184204
-1.31193941
-0.94635867
0.86463769
0.34146805
0.013211
-0.32461622
-0.45764167
1.59324711
1.45958365
1.43693423
0.58104147
-0.4971984
-1.0235581
-0.75336012

-0.11343433
-1.29184204
-1.31193941
-0.94635867
0.86463769
0.34146805
0.013211
-0.32461622
-0.45764167
1.59324711
1.45958365
1.43693423
0.58104147
-0.4971984
-1.0235581

-0.4554086295
-0.113434329
-1.2918420398
-1.3119394101
-0.9463586747
0.8646376908
0.341468052
0.0132110043
-0.3246162198
-0.4576416706
1.5932471146
1.459583652
1.4369342347
0.5810414659
-0.4971983994

-1.17061981
-0.45540863
-0.11343433
-1.29184204
-1.31193941
-0.94635867
0.86463769
0.34146805
0.013211
-0.32461622
-0.45764167
1.59324711
1.45958365
1.43693423
0.58104147

0.32137068
-1.17061981
-0.45540863
-0.11343433
-1.29184204
-1.31193941
-0.94635867
0.86463769
0.34146805
0.013211
-0.32461622
-0.45764167
1.59324711
1.45958365
1.43693423

r3
r4
r5
r6
r7
r8
-0.1961555 -0.19307197 -0.17448313 0.0057682818 -0.27710286 0.01526905

TtLimite de confianza

0.4

0.3

0.2

Lim. Inf.

0.1
0

r(k)
Lim. Sup.
0

10

0.1

0.2

0.3

0.4

la bande de confianza

45
9

T+1

T+2

T+3

T+4

T+5

T+6

0.63476123
0.04021127
-0.2253579
-0.98250199
0.49154373
-1.69101638
0.13221814
-0.23870523
1.77070898
0.40489599
0.89183097
-1.13336144
2.41213201
-0.2263285
0.28005099
0.02866624
-0.92362185
-1.29255379
0.10623858
-1.0111191
1.42526066
1.37598601
-1.47765512
0.49817722
-1.11595786
-0.44357889
0.07657948
-1.11169662
-1.18613527
-1.0846781
0.82350907
0.34323396
0.06141265
-0.26040293
-0.69850112
1.39452885
1.26276168
1.36657565
0.66098185
-0.35108528
-0.92318321
-0.61783143
-1.01052133
0.2460536

0.63476123
0.04021127
-0.2253579
-0.98250199
0.49154373
-1.69101638
0.13221814
-0.23870523
1.77070898
0.40489599
0.89183097
-1.13336144
2.41213201
-0.2263285
0.28005099
0.02866624
-0.92362185
-1.29255379
0.10623858
-1.0111191
1.42526066
1.37598601
-1.47765512
0.49817722
-1.11595786
-0.44357889
0.07657948
-1.11169662
-1.18613527
-1.0846781
0.82350907
0.34323396
0.06141265
-0.26040293
-0.69850112
1.39452885
1.26276168
1.36657565
0.66098185
-0.35108528
-0.92318321
-0.61783143
-1.01052133

0.63476123
0.04021127
-0.2253579
-0.98250199
0.49154373
-1.69101638
0.13221814
-0.23870523
1.77070898
0.40489599
0.89183097
-1.13336144
2.41213201
-0.2263285
0.28005099
0.02866624
-0.92362185
-1.29255379
0.10623858
-1.0111191
1.42526066
1.37598601
-1.47765512
0.49817722
-1.11595786
-0.44357889
0.07657948
-1.11169662
-1.18613527
-1.0846781
0.82350907
0.34323396
0.06141265
-0.26040293
-0.69850112
1.39452885
1.26276168
1.36657565
0.66098185
-0.35108528
-0.92318321
-0.61783143

0.6347612262
0.0402112667
-0.2253579045
-0.9825019933
0.4915437285
-1.6910163778
0.1322181399
-0.2387052293
1.7707089802
0.4048959853
0.8918309687
-1.1333614367
2.4121320147
-0.2263285037
0.2800509903
0.0286662363
-0.9236218529
-1.2925537898
0.106238585
-1.0111190984
1.4252606616
1.375986005
-1.4776551227
0.4981772242
-1.1159578633
-0.4435788851
0.0765794773
-1.1116966236
-1.1861352676
-1.0846781044
0.8235090682
0.3432339621
0.0614126497
-0.2604029288
-0.6985011189
1.3945288485
1.2627616841
1.3665756502
0.6609818543
-0.3510852832
-0.923183211

0.63476123
0.04021127
-0.2253579
-0.98250199
0.49154373
-1.69101638
0.13221814
-0.23870523
1.77070898
0.40489599
0.89183097
-1.13336144
2.41213201
-0.2263285
0.28005099
0.02866624
-0.92362185
-1.29255379
0.10623858
-1.0111191
1.42526066
1.37598601
-1.47765512
0.49817722
-1.11595786
-0.44357889
0.07657948
-1.11169662
-1.18613527
-1.0846781
0.82350907
0.34323396
0.06141265
-0.26040293
-0.69850112
1.39452885
1.26276168
1.36657565
0.66098185
-0.35108528

0.63476123
0.04021127
-0.2253579
-0.98250199
0.49154373
-1.69101638
0.13221814
-0.23870523
1.77070898
0.40489599
0.89183097
-1.13336144
2.41213201
-0.2263285
0.28005099
0.02866624
-0.92362185
-1.29255379
0.10623858
-1.0111191
1.42526066
1.37598601
-1.47765512
0.49817722
-1.11595786
-0.44357889
0.07657948
-1.11169662
-1.18613527
-1.0846781
0.82350907
0.34323396
0.06141265
-0.26040293
-0.69850112
1.39452885
1.26276168
1.36657565
0.66098185

r1
r2
r3
r4
r5
r6
-0.00292262 0.19411238 -0.16764676 -0.1256326558 -0.11456789 0.09461845

Limite de confianza

0.4

0.3

0.2

Lim. Inf.

0.1

r(k)

Lim. Sup.
0

10

0.1

0.2

0.3

0.4

la bande de confianza

44
8

T+1

T+2

T+3

T+4

T+5

T+6

0.70374538
0.18939519
-0.29260381
-0.7119003
0.43479902
-1.71622207
-0.17253064
-0.28330376
1.6783919
0.55990837
0.48812193
-1.05950905
2.39738906

0.70374538
0.18939519
-0.29260381
-0.7119003
0.43479902
-1.71622207
-0.17253064
-0.28330376
1.6783919
0.55990837
0.48812193
-1.05950905

0.70374538
0.18939519
-0.29260381
-0.7119003
0.43479902
-1.71622207
-0.17253064
-0.28330376
1.6783919
0.55990837
0.48812193

0.7037453793
0.189395195
-0.2926038084
-0.7119003006
0.4347990193
-1.716222072
-0.1725306414
-0.2833037581
1.6783919018
0.5599083666

0.70374538
0.18939519
-0.29260381
-0.7119003
0.43479902
-1.71622207
-0.17253064
-0.28330376
1.6783919

0.70374538
0.18939519
-0.29260381
-0.7119003
0.43479902
-1.71622207
-0.17253064
-0.28330376

-0.20073682
0.46587798
0.21723601
-0.96659126
-1.18114003
-0.17688609
-1.18027384
1.71130541
1.30598803
-1.29311226
0.55280632
-1.1234439
-0.23513074
0.26652876
-1.00009378
-1.37123767
-1.13574374
0.84102708
0.40289527
0.13125452
-0.54331453
-0.91441874
1.20791783
1.21777882
1.48333954
0.83003038
-0.25438572
-0.79109189
-0.6832282
-0.96513796

2.39738906
-0.20073682
0.46587798
0.21723601
-0.96659126
-1.18114003
-0.17688609
-1.18027384
1.71130541
1.30598803
-1.29311226
0.55280632
-1.1234439
-0.23513074
0.26652876
-1.00009378
-1.37123767
-1.13574374
0.84102708
0.40289527
0.13125452
-0.54331453
-0.91441874
1.20791783
1.21777882
1.48333954
0.83003038
-0.25438572
-0.79109189
-0.6832282

-1.05950905
2.39738906
-0.20073682
0.46587798
0.21723601
-0.96659126
-1.18114003
-0.17688609
-1.18027384
1.71130541
1.30598803
-1.29311226
0.55280632
-1.1234439
-0.23513074
0.26652876
-1.00009378
-1.37123767
-1.13574374
0.84102708
0.40289527
0.13125452
-0.54331453
-0.91441874
1.20791783
1.21777882
1.48333954
0.83003038
-0.25438572
-0.79109189

0.4881219301
-1.0595090462
2.3973890641
-0.2007368165
0.465877978
0.2172360057
-0.9665912564
-1.1811400287
-0.1768860873
-1.1802738394
1.7113054145
1.3059880287
-1.293112259
0.5528063203
-1.1234438995
-0.2351307424
0.2665287561
-1.0000937759
-1.3712376702
-1.1357437383
0.8410270832
0.4028952666
0.1312545172
-0.5433145289
-0.9144187363
1.2079178295
1.2177788206
1.4833395387
0.8300303793
-0.2543857162

0.55990837
0.48812193
-1.05950905
2.39738906
-0.20073682
0.46587798
0.21723601
-0.96659126
-1.18114003
-0.17688609
-1.18027384
1.71130541
1.30598803
-1.29311226
0.55280632
-1.1234439
-0.23513074
0.26652876
-1.00009378
-1.37123767
-1.13574374
0.84102708
0.40289527
0.13125452
-0.54331453
-0.91441874
1.20791783
1.21777882
1.48333954
0.83003038

1.6783919
0.55990837
0.48812193
-1.05950905
2.39738906
-0.20073682
0.46587798
0.21723601
-0.96659126
-1.18114003
-0.17688609
-1.18027384
1.71130541
1.30598803
-1.29311226
0.55280632
-1.1234439
-0.23513074
0.26652876
-1.00009378
-1.37123767
-1.13574374
0.84102708
0.40289527
0.13125452
-0.54331453
-0.91441874
1.20791783
1.21777882
1.48333954

r1
r2
r3
r4
r5
r6
0.06609991 0.05247356 -0.18584275 -0.1962890631 -0.05895559 0.11898687

Limite de confianza

Lim. Inf.
r(k)
Lim. Sup.
1

Lim. Inf.
r(k)
Lim. Sup.

la bande de confianza

43
8

T+1

T+2

T+3

T+4

T+5

T+6

0.47931677
0.27922386
-0.75221059
-0.6555014
0.44409676
-1.27143624
-0.08079098
-0.08846145
1.49873222
1.22663613
0.39409516
-1.00327624
2.41677915
-0.49651129
0.1596032
0.24493858
-1.20269611
-0.77147902
0.0884105
-1.60849573
1.87833773
1.01273936
-1.42036991
0.54183448
-1.49754662
-0.56364389
0.04407781

0.47931677
0.27922386
-0.75221059
-0.6555014
0.44409676
-1.27143624
-0.08079098
-0.08846145
1.49873222
1.22663613
0.39409516
-1.00327624
2.41677915
-0.49651129
0.1596032
0.24493858
-1.20269611
-0.77147902
0.0884105
-1.60849573
1.87833773
1.01273936
-1.42036991
0.54183448
-1.49754662
-0.56364389

0.47931677
0.27922386
-0.75221059
-0.6555014
0.44409676
-1.27143624
-0.08079098
-0.08846145
1.49873222
1.22663613
0.39409516
-1.00327624
2.41677915
-0.49651129
0.1596032
0.24493858
-1.20269611
-0.77147902
0.0884105
-1.60849573
1.87833773
1.01273936
-1.42036991
0.54183448
-1.49754662

0.4793167653
0.2792238596
-0.7522105892
-0.655501403
0.4440967593
-1.2714362402
-0.0807909796
-0.0884614548
1.4987322157
1.2266361333
0.3940951638
-1.0032762412
2.4167791516
-0.4965112888
0.1596031982
0.244938582
-1.2026961103
-0.7714790165
0.0884104955
-1.6084957339
1.8783377261
1.0127393553
-1.4203699073
0.5418344818

0.47931677
0.27922386
-0.75221059
-0.6555014
0.44409676
-1.27143624
-0.08079098
-0.08846145
1.49873222
1.22663613
0.39409516
-1.00327624
2.41677915
-0.49651129
0.1596032
0.24493858
-1.20269611
-0.77147902
0.0884105
-1.60849573
1.87833773
1.01273936
-1.42036991

0.47931677
0.27922386
-0.75221059
-0.6555014
0.44409676
-1.27143624
-0.08079098
-0.08846145
1.49873222
1.22663613
0.39409516
-1.00327624
2.41677915
-0.49651129
0.1596032
0.24493858
-1.20269611
-0.77147902
0.0884105
-1.60849573
1.87833773
1.01273936

-0.77866253
-1.33875124
-1.16533854
0.77693348
0.29814124
0.57005517
-0.20459096
-0.57931704
1.36836946
1.10910837
1.26124051
0.67066992
-0.50825867
-0.74028282
-0.79609593

0.04407781
-0.77866253
-1.33875124
-1.16533854
0.77693348
0.29814124
0.57005517
-0.20459096
-0.57931704
1.36836946
1.10910837
1.26124051
0.67066992
-0.50825867
-0.74028282

-0.56364389
0.04407781
-0.77866253
-1.33875124
-1.16533854
0.77693348
0.29814124
0.57005517
-0.20459096
-0.57931704
1.36836946
1.10910837
1.26124051
0.67066992
-0.50825867

-1.4975466161
-0.5636438934
0.044077813
-0.7786625277
-1.338751245
-1.1653385401
0.7769334758
0.2981412371
0.570055165
-0.2045909616
-0.5793170375
1.3683694556
1.1091083667
1.2612405109
0.670669921

0.54183448
-1.49754662
-0.56364389
0.04407781
-0.77866253
-1.33875124
-1.16533854
0.77693348
0.29814124
0.57005517
-0.20459096
-0.57931704
1.36836946
1.10910837
1.26124051

-1.42036991
0.54183448
-1.49754662
-0.56364389
0.04407781
-0.77866253
-1.33875124
-1.16533854
0.77693348
0.29814124
0.57005517
-0.20459096
-0.57931704
1.36836946
1.10910837

r1
r2
r3
r4
r5
r6
0.02242057 0.02295601 0.07555346 -0.2521616706 0.01967583 0.07959707

Limite de confianza

0.4

0.3

0.2

Lim. Inf.

0.1
0

0.1

r(k)
0

0.2

0.3

0.4

0.5

la bande de confianza

Lim. Sup.

T+9

0.626021295
-0.012947478
-0.360025872
-0.936150487
0.244171259
-1.652956693
0.135390255
0.031394339
1.826759417
0.513093214
0.768616922
-0.77569053
2.35886122
-0.186167669
0.257569506
-0.132893688
-1.101076525
-1.279719816
-0.007524378
-0.768991407
1.57889185
1.153976022

-1.414659303
0.321370682
-1.170619806
-0.455408629
-0.113434329
-1.29184204
-1.31193941
-0.946358675
0.864637691
0.341468052
0.013211004
-0.32461622
-0.457641671
1.593247115
1.459583652
r9
-0.12307607

Lim. Inf.
r(k)
Lim. Sup.

Suma =

T+7

T+8

Criterio de
decision
0
0
0
0
0
0
0
0
0
0

T+9

1, si r cae fuera de la banda


de confianza
0, si cae dentro de la banda de
confianza

0.634761226
0.040211267
-0.225357905
-0.982501993
0.491543729
-1.691016378
0.13221814
-0.238705229
1.77070898
0.404895985
0.891830969
-1.133361437
2.412132015
-0.226328504
0.28005099
0.028666236
-0.923621853
-1.29255379
0.106238585
-1.011119098
1.425260662
1.375986005
-1.477655123
0.498177224
-1.115957863
-0.443578885
0.076579477
-1.111696624
-1.186135268
-1.084678104
0.823509068
0.343233962
0.06141265
-0.260402929
-0.698501119
1.394528849
1.262761684
1.36657565

0.6347612262
0.0402112667
-0.2253579045
-0.9825019933
0.4915437285
-1.6910163778
0.1322181399
-0.2387052293
1.7707089802
0.4048959853
0.8918309687
-1.1333614367
2.4121320147
-0.2263285037
0.2800509903
0.0286662363
-0.9236218529
-1.2925537898
0.106238585
-1.0111190984
1.4252606616
1.375986005
-1.4776551227
0.4981772242
-1.1159578633
-0.4435788851
0.0765794773
-1.1116966236
-1.1861352676
-1.0846781044
0.8235090682
0.3432339621
0.0614126497
-0.2604029288
-0.6985011189
1.3945288485
1.2627616841

0.63476123
0.04021127
-0.2253579
-0.98250199
0.49154373
-1.69101638
0.13221814
-0.23870523
1.77070898
0.40489599
0.89183097
-1.13336144
2.41213201
-0.2263285
0.28005099
0.02866624
-0.92362185
-1.29255379
0.10623858
-1.0111191
1.42526066
1.37598601
-1.47765512
0.49817722
-1.11595786
-0.44357889
0.07657948
-1.11169662
-1.18613527
-1.0846781
0.82350907
0.34323396
0.06141265
-0.26040293
-0.69850112
1.39452885

r7
r8
r9
-0.342725771 0.0062262914 -0.21385195

Lim. Inf.
r(k)
Lim. Sup.
10

Suma =

T+7

T+8

0.703745379
0.189395195
-0.292603808
-0.711900301
0.434799019
-1.716222072
-0.172530641

0.7037453793
0.189395195
-0.2926038084
-0.7119003006
0.4347990193
-1.716222072

Criterio de
decision
0
0
0
0
0
0
0
0
0
0

1, si r cae fuera de la
de confianza
0, si r cae dentro de la
de confianza

-0.283303758
1.678391902
0.559908367
0.48812193
-1.059509046
2.397389064
-0.200736816
0.465877978
0.217236006
-0.966591256
-1.181140029
-0.176886087
-1.180273839
1.711305415
1.305988029
-1.293112259
0.55280632
-1.1234439
-0.235130742
0.266528756
-1.000093776
-1.37123767
-1.135743738
0.841027083
0.402895267
0.131254517
-0.543314529
-0.914418736
1.207917829
1.217778821

-0.1725306414
-0.2833037581
1.6783919018
0.5599083666
0.4881219301
-1.0595090462
2.3973890641
-0.2007368165
0.465877978
0.2172360057
-0.9665912564
-1.1811400287
-0.1768860873
-1.1802738394
1.7113054145
1.3059880287
-1.293112259
0.5528063203
-1.1234438995
-0.2351307424
0.2665287561
-1.0000937759
-1.3712376702
-1.1357437383
0.8410270832
0.4028952666
0.1312545172
-0.5433145289
-0.9144187363
1.2079178295

r7
r8
-0.302873908 0.0008177079

Lim. Inf.
r(k)
Lim. Sup.
9

Criterio de
decision
0
0
0
0
0
0
0
0

1, si r cae fuera de la
de confianza
0, si r cae dentro de la
de confianza

Lim. Inf.
r(k)
Lim. Sup.
9

Suma =

T+7

T+8

0.479316765
0.27922386
-0.752210589
-0.655501403
0.444096759
-1.27143624
-0.08079098
-0.088461455
1.498732216
1.226636133
0.394095164
-1.003276241
2.416779152
-0.496511289
0.159603198
0.244938582
-1.20269611
-0.771479017
0.088410496
-1.608495734
1.878337726

0.4793167653
0.2792238596
-0.7522105892
-0.655501403
0.4440967593
-1.2714362402
-0.0807909796
-0.0884614548
1.4987322157
1.2266361333
0.3940951638
-1.0032762412
2.4167791516
-0.4965112888
0.1596031982
0.244938582
-1.2026961103
-0.7714790165
0.0884104955
-1.6084957339

1.012739355
-1.420369907
0.541834482
-1.497546616
-0.563643893
0.044077813
-0.778662528
-1.338751245
-1.16533854
0.776933476
0.298141237
0.570055165
-0.204590962
-0.579317038
1.368369456

1.8783377261
1.0127393553
-1.4203699073
0.5418344818
-1.4975466161
-0.5636438934
0.044077813
-0.7786625277
-1.338751245
-1.1653385401
0.7769334758
0.2981412371
0.570055165
-0.2045909616
-0.5793170375

r7
r8
-0.379503993 0.0119375629

Lim. Inf.
r(k)
9

Lim. Sup.

Suma =

Criterio de
decision
0
0
0
0
0
0
1
0
1

1, si r cae fuera de la
de confianza
0, si r cae dentro de la
de confianza

banda

banda de

1, si r cae fuera de la banda


de confianza
0, si r cae dentro de la banda
de confianza

1, si r cae fuera de la banda


de confianza
0, si r cae dentro de la banda
de confianza

1, si r cae fuera de la banda


de confianza
0, si r cae dentro de la banda
de confianza

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