UNIVERSIDAD CENTRAL DEL ECUADOR

FACULTAD DE CIENCIAS ECONOMICAS

ESCUELA DE ECONOMIA

INTEGRANTES:
Barba Tania
Evelyn Chanataxi
Sarumeo Pablo

TALLER N.- 04

ECUACIONES SIMULTNEAS
ASIGNATURA:
ECONOMETRIA II

CATEDRTICO:
Eco. Nancy Medina

AULA:

26

ANEXOS
EJERCICIO I:
PREGUNTA3.- MC2E MTODO DIRECTO
PRIMERA ECUACION
Dependent Variable: COM
Method: Two-Stage Least Squares
Date: 07/28/14 Time: 22:37
Sample(adjusted): 1981 2004
Included observations: 24 after adjusting endpoints
Instrument list: C X INV COM(-1) IM(-1)
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
Y
Y(-1)

1958.750
6.87E-07
6.98E-07

1.958513
6.58E-07
6.53E-07

973.8191
0.607406
1.032756

0.0000
0.5501
0.3135

R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)

SEGUNDA ECUACION

b) estimacin pas a paso de MC2E

0.941409
0.935829
1.791242
169.0136
0.000000

Mean dependent var

S.D. dependent var
Sum squared resid
Durbin-Watson stat

1992.500
7.071068
67.37954
0.169566

ECUACION REDUCIDA DE Y

ESTIMACION DE LA PRIMERA ECUACION POR MCO

MC2E
Dependent Variable: COM
Method: Two-Stage Least Squares
Date: 07/28/14 Time: 22:37
Sample(adjusted): 1981 2004
Included observations: 24 after adjusting endpoints
Instrument list: C X INV COM(-1) IM(-1)
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
Y
Y(-1)

1958.750
6.87E-07
6.98E-07

1.958513
6.58E-07
6.53E-07

973.8191
0.607406
1.032756

0.0000
0.5501
0.3135

R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)

0.941409
0.935829
1.791242
169.0136
0.000000

Mean dependent var

S.D. dependent var
Sum squared resid
Durbin-Watson stat

1992.500
7.071068
67.37954
0.169566

ESTIMACION DE LA SEGUNDA ECUACION

POR MCO (HACINEDO USO DE C ESTIMADO)

ESTIMACION DIRECTA MC2E

D) ESTIMACION POR MC3E

System: SYST1
Estimation Method: Three-Stage Least Squares
Date: 07/28/14 Time: 09:49
Sample: 1981 2004
Included observations: 24
Total system (balanced) observations 48
Instruments: C INV X
C(1)
C(2)
C(3)
C(4)
C(5)

Coefficient

Std. Error

t-Statistic

Prob.

0.000792
-0.000735
-6.44E+08
335307.1
1.118840

0.000401
0.000413
1.36E+08
68587.99
0.159234

1.974539
-1.780608
-4.741301
4.888714
7.026369

0.0548
0.0820
0.0000
0.0000
0.0000

Determinant residual covariance

Equation: COM=C(1)*Y+C(2)*Y(-1)
Observations: 24
R-squared
5086.20821
0
Adjusted R-squared
5317.44494
6
S.E. of regression
515.6765
Durbin-Watson stat
0.596773

1.31E+17

Mean dependent var

1992.500

S.D. dependent var

7.071068

Sum squared resid

5850289.

Equation: IM=C(3)+C(4)*COM+C(5)*COM(-1)+C(5)*X
Observations: 24
R-squared
0.981610
Mean dependent var
Adjusted R-squared
0.979859
S.D. dependent var
S.E. of regression
805694.3
Sum squared resid
Durbin-Watson stat
0.390445

31434935
5677130.
1.36E+13

PREGUNTA 4.- PREDICCIONES

CONSUMO:
3500
3000
2500
3500

2000

3000

1500

2500

1000

2000
1500
1000
80

85

90

95

COMF1

00

COMF2

05
COMF3

IMPORTACIONES
3. E + 08

2. E + 08

1. E + 08

0. E + 00

-1. E+ 08

-2. E+ 08
80

82

84

86

88

90

IMF

EJERCICIO II
Literal 2
ESTIMACION DE Y

92

94

96

IMF 1

98

00

02

IMF 2

04

06

ESTIMACION DE T:
Dependent Variable: T
Method: Least Squares
Date: 07/29/14 Time: 09:07
Sample(adjusted): 1980 2004
Included observations: 25 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
YES

-11576709
0.452513

799038.9
0.025033

-14.48829
18.07639

0.0000
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.723770
0.711760
1414544.
4.60E+13
-388.4891
0.269237

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

2545778.
2634752.
31.23913
31.33664
60.26407
0.000000

CORRECCION DE AUTOCORRELACION
Dependent Variable: T
Method: Least Squares
Date: 07/29/14 Time: 09:12
Sample(adjusted): 1981 2004
Included observations: 24 after adjusting endpoints
Convergence achieved after 6 iterations
Variable

Coefficient

Std. Error

C
YES
AR(1)

C
Y
AR(1)

-16120937
0.578563
0.764620

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Inverted AR Roots

0.992581
0.991874
237999.4
1.19E+12
-329.5727
2.827347

t-Statistic

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

1.19
Estimated AR process is nonstationary

ESTIMACION DIRECTA:

Prob.

2133345. -7.556649
0.058125 9.953717
0.061412 12.45057
2648085.
2640207.
27.71439
27.86165
1404.714
0.000000

ESTIMACION DE C:
Dependent Variable: CPRIV
Method: Least Squares
Date: 07/29/14 Time: 09:42
Sample(adjusted): 1982 2004
Included observations: 23 after adjusting endpoints
Convergence achieved after 30 iterations
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
YES
CPRIV(-1)
T
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

12235699
-0.001112
0.320592
0.799472
0.992735
0.991120
305090.1
1.68E+12
-320.2690
1.752998

4344269. 2.816515
0.001546 -0.719180
0.237760 1.348384
0.218669 3.656080
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.0114
0.4813
0.1943
0.0018
20618324
3237652.
28.28426
28.53111
614.8939
0.000000

Inverted AR Roots

.59

MODELO CORREGIDO:

METODO DIRECTO

Dependent Variable: CPRIV

Method: Least Squares
Date: 07/29/14 Time: 09:42
Sample(adjusted): 1982 2004
Included observations: 23 after adjusting endpoints
Convergence achieved after 30 iterations
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
YES
CPRIV(-1)
T
AR(1)

1707933.
0.218233
0.586913
0.052667
0.590100

1375374.
0.127772
0.157230
0.116745
0.169794

1.241795
1.707993
3.732838
0.451129
3.475396

0.2287
0.1031
0.0013
0.6567
0.0027

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.992735
0.991120
305090.1
1.68E+12
-320.2690
1.752998

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

Inverted AR Roots

.59

20618324
3237652.
28.28426
28.53111
614.8939
0.000000

METODO MC3E:
System: SYS02
Estimation Method: Two-Stage Least Squares
Date: 07/28/14 Time: 13:01
Sample: 1981 2004
Included observations: 24
Total system (balanced) observations 96
Instruments: C CPRIV(-1) Y(-1) IM(-1) X G

System: SYS01
Estimation Method: Two-Stage Least Squares
Date: 07/28/14 Time: 13:01
Sample: 1981 2004
Included observations: 24
Total system (balanced) observations 96
Instruments: C CPRIV(-1) Y(-1) IM(-1) X G
C(1)
C(2)
C(3)
C(4)
C(5)
C(6)
C(7)
C(8)
C(9)
C(10)
C(11)
C(12)

Coefficient

Std. Error

t-Statistic

Prob.

1432358.
0.303556
0.469232
0.025044
262098.4
0.228616
-11576709
0.452513
-2066419.
0.617456
-0.540290
0.929539

1213093.
0.091709
0.104434
0.102289
1079671.
0.034703
799038.9
0.025033
772098.9
0.148427
0.149995
0.079458

1.180749
3.309993
4.493083
0.244836
0.242758
6.587750
-14.48829
18.07639
-2.676365
4.160013
-3.602062
11.69855

0.2410
0.0014
0.0000
0.8072
0.8088
0.0000
0.0000
0.0000
0.0089
0.0001
0.0005
0.0000

Determinant residual covariance

Equation: INV=C(5)+C(6)*Y(-1)
Observations: 24
R-squared
0.663601
Adjusted R-squared
0.648310
S.E. of regression
956652.5
Durbin-Watson stat
0.338954
Equation: T=C(7)+C(8)*Y
Observations: 24
R-squared
0.936737
Adjusted R-squared
0.933862
S.E. of regression
678992.1
Durbin-Watson stat
0.271641

Mean dependent var

S.D. dependent var
Sum squared resid

Mean dependent var

S.D. dependent var
Sum squared resid

Equation: IM=C(9)+C(10)*Y+C(11)*Y(-1)+C(12)*IM(-1)
Observations: 24
R-squared
0.991504 Mean dependent var
Adjusted R-squared
0.990230 S.D. dependent var
S.E. of regression
293514.9 Sum squared resid
Durbin-Watson stat
2.395142

Std. Error

t-Statistic

Prob.

1432358.
0.303556
0.469232
0.025044
262098.4
0.228616
-11576709
0.452513
-2066419.
0.617456
-0.540290
0.929539

1213093.
0.091709
0.104434
0.102289
1079671.
0.034703
799038.9
0.025033
772098.9
0.148427
0.149995
0.079458

1.180749
3.309993
4.493083
0.244836
0.242758
6.587750
-14.48829
18.07639
-2.676365
4.160013
-3.602062
11.69855

0.2410
0.0014
0.0000
0.8072
0.8088
0.0000
0.0000
0.0000
0.0089
0.0001
0.0005
0.0000

Determinant residual covariance

4.47E+44

Equation: CPRIV=C(1)+C(2)*Y+C(3)*CPRIV(-1)+C(4)*T
Observations: 24
R-squared
0.993816 Mean dependent var
Adjusted R-squared
0.992889 S.D. dependent var
S.E. of regression
289900.8 Sum squared resid
Durbin-Watson stat
1.061118

C(1)
C(2)
C(3)
C(4)
C(5)
C(6)
C(7)
C(8)
C(9)
C(10)
C(11)
C(12)

Coefficient

20345122
3437728.
1.68E+12

7257398.
1613147.
2.01E+13

2648085.
2640207.
1.01E+13

6186789.
2969474.
1.72E+12

4.47E+44

Equation: CPRIV=C(1)+C(2)*Y+C(3)*CPRIV(-1)+C(4)*T
Observations: 24
R-squared
0.993816 Mean dependent var
Adjusted R-squared
0.992889 S.D. dependent var
S.E. of regression
289900.8 Sum squared resid
Durbin-Watson stat
1.061118
Equation: INV=C(5)+C(6)*Y(-1)
Observations: 24
R-squared
0.663601
Adjusted R-squared
0.648310
S.E. of regression
956652.5
Durbin-Watson stat
0.338954
Equation: T=C(7)+C(8)*Y
Observations: 24
R-squared
0.936737
Adjusted R-squared
0.933862
S.E. of regression
678992.1
Durbin-Watson stat
0.271641

20345122
3437728.
1.68E+12

Mean dependent var

S.D. dependent var
Sum squared resid

7257398.
1613147.
2.01E+13

Mean dependent var

S.D. dependent var
Sum squared resid

2648085.
2640207.
1.01E+13

Equation: IM=C(9)+C(10)*Y+C(11)*Y(-1)+C(12)*IM(-1)
Observations: 24
R-squared
0.991504 Mean dependent var
Adjusted R-squared
0.990230 S.D. dependent var
S.E. of regression
293514.9 Sum squared resid
Durbin-Watson stat
2.395142

6186789.
2969474.
1.72E+12

Estimation Method: Three-Stage Least Squares

Date: 07/28/14 Time: 13:02
Sample: 1981 2004
Included observations: 24
Total system (balanced) observations 96
Instruments: C CPRIV(-1) Y(-1) IM(-1) X G
C(1)
C(2)
C(3)
C(4)
C(5)
C(6)
C(7)
C(8)
C(9)
C(10)
C(11)
C(12)

Coefficient

Std. Error

t-Statistic

Prob.

1412813.
0.284723
0.500216
0.023993
212487.8
0.230238
-11568544
0.452253
-2220845.
0.563418
-0.474672
0.902793

718704.0
0.051333
0.058900
0.056559
1033486.
0.033219
764910.8
0.023964
688174.9
0.133940
0.135143
0.070247

1.965779
5.546598
8.492586
0.424214
0.205603
6.931004
-15.12404
18.87215
-3.227152
4.206505
-3.512373
12.85178

0.0526
0.0000
0.0000
0.6725
0.8376
0.0000
0.0000
0.0000
0.0018
0.0001
0.0007
0.0000

Determinant residual covariance

4.30E+44

Equation: CPRIV=C(1)+C(2)*Y+C(3)*CPRIV(-1)+C(4)*T
Observations: 24
R-squared
0.993539 Mean dependent var
Adjusted R-squared
0.992570 S.D. dependent var
S.E. of regression
296319.9 Sum squared resid
Durbin-Watson stat
1.079353
Equation: INV=C(5)+C(6)*Y(-1)
Observations: 24
R-squared
0.663567
Adjusted R-squared
0.648275
S.E. of regression
956699.9
Durbin-Watson stat
0.338643
Equation: T=C(7)+C(8)*Y
Observations: 24
R-squared
0.936743
Adjusted R-squared
0.933867
S.E. of regression
678962.9
Durbin-Watson stat
0.271481

20345122
3437728.
1.76E+12

Mean dependent var

S.D. dependent var
Sum squared resid

7257398.
1613147.
2.01E+13

Mean dependent var

S.D. dependent var
Sum squared resid

2648085.
2640207.
1.01E+13

Equation: IM=C(9)+C(10)*Y+C(11)*Y(-1)+C(12)*IM(-1)
Observations: 24
R-squared
0.991404 Mean dependent var
Adjusted R-squared
0.990115 S.D. dependent var
S.E. of regression
295236.2 Sum squared resid
Durbin-Watson stat
2.374897

6186789.
2969474.
1.74E+12

PREDICCION DEL CONSUMO PRIVADO

30000000
30000000
25000000
25000000
20000000
20000000
15000000
15000000
10000000
10000000
80 82 84 86 88 90 92 94 96 98 00 02 04 06
C PR IVF1

C PR IVF2

C PR IVF3

PREDICCION DE LA INVERSION
12000000
12000000
10000000
10000000
8000000
8000000
6000000
6000000
4000000
4000000
80 82 84 86 88 90 92 94 96 98 00 02 04 06
INVF1

INVF2

INVF3

PREDICCION DE LA RECAUDACION
10000000
8000000
10000000

6000000

8000000

4000000

6000000

2000000

4000000
0

2000000

-2000000

0
-2000000
-4000000
80 82 84 86 88 90 92 94 96 98 00 02 04 06
TF1

TF2

TF3

PREDICCION DE LAS IMPORTACIONES

20000000
20000000
15000000
15000000
10000000
10000000
5000000
5000000
0
0
80 82 84 86 88 90 92 94 96 98 00 02 04 06
IMF1

IMF2

IMF3

EJERCICIO III
ECUACION REDUCIDA DE Y

REEMPLAZO YES PARA ESTIMAR T:

MODELO CORREGIDO:

METODO DIRECTO DE MC2E

Dependent Variable: T
Method: Two-Stage Least Squares
Date: 07/29/14 Time: 11:51
Sample(adjusted): 1981 2013
Included observations: 33 after adjusting endpoints
Instrument list: C X G Y(-1) IM(-1) CPRIV(-1)
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
Y

-12782.04
0.0003662

3901.856
5.98E-05

-3.275885
6.221845

0.0027
0.0000

R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)

0.886282
0.882613
1142.341
240.0555
0.000000

Mean dependent var

S.D. dependent var
Sum squared resid
Durbin-Watson stat

ESTIMACION DE LA INVERSION PRIVADA

MODELO CORREGIDO:

3094.252
3334.156
40453201
0.130678

ESTIMACION DEL CONSUMO PRIVADO NACIONAL:

ESTIMACION DE LA IMPORTACION DE BIENES Y SERVICIOS IM

ESTIMACION POR MC3E:

System: SYS01
Estimation Method: Two-Stage Least Squares
Date: 07/28/14 Time: 13:16
Sample: 1981 2007
Included observations: 27
Total system (balanced) observations 108
Instruments: C CPRIV(-1) Y(-1) IM(-1) X G
C(1)
C(2)
C(3)
C(4)
C(5)
C(6)
C(7)
C(8)
C(9)
C(10)
C(11)
C(12)

System: SYS02
Estimation Method: Two-Stage Least Squares
Date: 07/28/14 Time: 13:19
Sample: 1981 2007
Included observations: 27
Total system (balanced) observations 108
Instruments: C CPRIV(-1) Y(-1) IM(-1) X G

Coefficient

Std. Error

t-Statistic

Prob.

3694999.
0.360814
0.190827
1162.042
1760229.
0.151238
-3200.191
0.000139
-2075728.
0.615943
-0.490395
0.679137

1392860.
0.092061
0.148004
397.8221
921229.4
0.026424
326.9324
9.10E-06
837510.4
0.289189
0.304463
0.134295

2.652815
3.919274
1.289336
2.921009
1.910739
5.723536
-9.788541
15.25624
-2.478450
2.129896
-1.610690
5.057070

0.0093
0.0002
0.2004
0.0043
0.0590
0.0000
0.0000
0.0000
0.0149
0.0357
0.1105
0.0000

Determinant residual covariance

1.36E+39

Equation: CPRIV=C(1)+C(2)*Y+C(3)*CPRIV(-1)+C(4)*T
Observations: 27
R-squared
0.990571 Mean dependent var
Adjusted R-squared
0.989341 S.D. dependent var
S.E. of regression
506631.2 Sum squared resid
Durbin-Watson stat
1.888826
Equation: INV=C(5)+C(6)*Y(-1)
Observations: 27
R-squared
0.567166
Adjusted R-squared
0.549853
S.E. of regression
974179.4
Durbin-Watson stat
0.425213
Equation: T=C(7)+C(8)*Y
Observations: 27
R-squared
0.905043
Adjusted R-squared
0.901245
S.E. of regression
352.3160
Durbin-Watson stat
0.332968

Mean dependent var

S.D. dependent var
Sum squared resid

Mean dependent var

S.D. dependent var
Sum squared resid

Equation: IM=C(9)+C(10)*Y+C(11)*Y(-1)+C(12)*IM(-1)
Observations: 27
R-squared
0.936598 Mean dependent var
Adjusted R-squared
0.928329 S.D. dependent var
S.E. of regression
779876.7 Sum squared resid
Durbin-Watson stat
2.377549

C(1)
C(2)
C(3)
C(4)
C(5)
C(6)
C(7)
C(8)
C(9)
C(10)
C(11)
C(12)

Coefficient

Std. Error

t-Statistic

Prob.

3694999.
0.360814
0.190827
1162.042
1760229.
0.151238
-3200.191
0.000139
-2075728.
0.615943
-0.490395
0.679137

1392860.
0.092061
0.148004
397.8221
921229.4
0.026424
326.9324
9.10E-06
837510.4
0.289189
0.304463
0.134295

2.652815
3.919274
1.289336
2.921009
1.910739
5.723536
-9.788541
15.25624
-2.478450
2.129896
-1.610690
5.057070

0.0093
0.0002
0.2004
0.0043
0.0590
0.0000
0.0000
0.0000
0.0149
0.0357
0.1105
0.0000

Determinant residual covariance

1.36E+39

22492142
4907277.
5.90E+12

Equation: CPRIV=C(1)+C(2)*Y+C(3)*CPRIV(-1)+C(4)*T
Observations: 27
R-squared
0.990571 Mean dependent var
Adjusted R-squared
0.989341 S.D. dependent var
S.E. of regression
506631.2 Sum squared resid
Durbin-Watson stat
1.888826

6922574.
1451983.
2.37E+13

Equation: INV=C(5)+C(6)*Y(-1)
Observations: 27
R-squared
0.567166
Adjusted R-squared
0.549853
S.E. of regression
974179.4
Durbin-Watson stat
0.425213

1679.122
1121.119
3103164.

Equation: T=C(7)+C(8)*Y
Observations: 27
R-squared
0.905043
Adjusted R-squared
0.901245
S.E. of regression
352.3160
Durbin-Watson stat
0.332968

8134670.
2913084.
1.40E+13

Equation: IM=C(9)+C(10)*Y+C(11)*Y(-1)+C(12)*IM(-1)
Observations: 27
R-squared
0.936598 Mean dependent var
Adjusted R-squared
0.928329 S.D. dependent var
S.E. of regression
779876.7 Sum squared resid
Durbin-Watson stat
2.377549

22492142
4907277.
5.90E+12

Mean dependent var

S.D. dependent var
Sum squared resid

6922574.
1451983.
2.37E+13

Mean dependent var

S.D. dependent var
Sum squared resid

1679.122
1121.119
3103164.

8134670.
2913084.
1.40E+13

System: SYS03
Estimation Method: Three-Stage Least Squares
Date: 07/28/14 Time: 13:19
Sample: 1981 2007
Included observations: 27
Total system (balanced) observations 108
Instruments: C CPRIV(-1) Y(-1) IM(-1) X G
C(1)
C(2)
C(3)
C(4)
C(5)
C(6)
C(7)
C(8)
C(9)
C(10)
C(11)
C(12)

Coefficient

Std. Error

t-Statistic

Prob.

2869295.
0.304145
0.337043
937.9775
1993823.
0.144394
-3103.091
0.000136
-2569036.
0.658670
-0.465522
0.441449

1163453.
0.078055
0.120759
329.3100
879208.3
0.025209
312.0964
8.69E-06
734932.5
0.209858
0.219611
0.102709

2.466188
3.896541
2.791029
2.848311
2.267748
5.727770
-9.942730
15.66908
-3.495609
3.138642
-2.119752
4.298060

0.0154
0.0002
0.0063
0.0054
0.0256
0.0000
0.0000
0.0000
0.0007
0.0023
0.0366
0.0000

Determinant residual covariance

9.45E+38

Equation: CPRIV=C(1)+C(2)*Y+C(3)*CPRIV(-1)+C(4)*T
Observations: 27
R-squared
0.988997 Mean dependent var
Adjusted R-squared
0.987561 S.D. dependent var
S.E. of regression
547301.4 Sum squared resid
Durbin-Watson stat
2.115729
Equation: INV=C(5)+C(6)*Y(-1)
Observations: 27
R-squared
0.566005
Adjusted R-squared
0.548645
S.E. of regression
975485.3
Durbin-Watson stat
0.423219
Equation: T=C(7)+C(8)*Y
Observations: 27
R-squared
0.904428
Adjusted R-squared
0.900605
S.E. of regression
353.4548
Durbin-Watson stat
0.333911

22492142
4907277.
6.89E+12

Mean dependent var

S.D. dependent var
Sum squared resid

6922574.
1451983.
2.38E+13

Mean dependent var

S.D. dependent var
Sum squared resid

1679.122
1121.119
3123258.

Equation: IM=C(9)+C(10)*Y+C(11)*Y(-1)+C(12)*IM(-1)
Observations: 27
R-squared
0.928533 Mean dependent var
Adjusted R-squared
0.919211 S.D. dependent var
S.E. of regression
827997.2 Sum squared resid
Durbin-Watson stat
1.707916

ESTIMACION DEL CONSUMO PRIVADO:

8134670.
2913084.
1.58E+13

50000000
50000000
40000000
40000000
30000000
30000000
20000000
20000000
10000000
10000000
80

85

90

95

C PR IVF1

00

05

C PR IVF2

10

C PR IVF3

ESTIMACION DE LAS IMPORTACIONES DE BIENES Y SERVICIOS

25000000
25000000
20000000
20000000
15000000
15000000
10000000
10000000
5000000
5000000
0
0
80

85

90

95

IMF1

00
IMF2

05

10

IMF3

ESTIMCION DE LA INVERSION PRIVADA

12000000

12000000

10000000

10000000

8000000

8000000

6000000

6000000

4000000

4000000
80

85

90

95

IN VF1

00
IN VF2

05

10

IN VF3

ESTIMACION DE LA RECAUDACION DIRECTA

8000
8000
6000
6000
4000
4000
2000
2000
0
0
80

85

90
TF1

95

00
TF2

05
TF3

10