1.

120

110

100
GINTER

90

80

70

60
1,200 1,400 1,600 1,800 2,000 2,200 2,400 2,600

INGRESO

2. Estimamos el modelo de regresión para el primer periodo 2016

2016M01 2016M11 (EVIEW SAMPLE)

EN COMANDO LS GINTER C INGRESO

Dependent Variable: GINTER

Method: Least Squares
Date: 07/17/19 Time: 17:56
Sample: 2016M01 2016M11
Included observations: 11

Variable Coefficient Std. Error t-Statistic Prob.

C -1.871902 4.145164 -0.451587 0.6623

INGRESO 0.050252 0.002665 18.85667 0.0000

R-squared 0.975314 Mean dependent var 76.00000

Adjusted R-squared 0.972571 S.D. dependent var 7.169379
S.E. of regression 1.187377 Akaike info criterion 3.344337
Sum squared resid 12.68878 Schwarz criterion 3.416681
Log likelihood -16.39385 Hannan-Quinn criter. 3.298733
F-statistic 355.5739 Durbin-Watson stat 2.416761
Prob(F-statistic) 0.000000

VIEW – REPRESENTATION PARA VER LA ECUACION

GINTER = -1.87190151145 + 0.0502517257202*INGRESO
3. ESTIMAMOS EL MODELO DE REGRESION PARA EL SEGUNDO PERIODO( DE DICIEMBRE DEL
2016 A DICIEMBRE DEL 2017) n= 13 OBSERVACIONES
2016m12 2017m12

Dependent Variable: GINTER

Method: Least Squares
Date: 07/17/19 Time: 18:04
Sample: 2016M12 2017M12
Included observations: 13

Variable Coefficient Std. Error t-Statistic Prob.

C -6.549973 10.03019 -0.653026 0.5272

INGRESO 0.045153 0.004547 9.930717 0.0000

R-squared 0.899653 Mean dependent var 92.38462

Adjusted R-squared 0.890530 S.D. dependent var 12.67898
S.E. of regression 4.194996 Akaike info criterion 5.846300
Sum squared resid 193.5779 Schwarz criterion 5.933215
Log likelihood -36.00095 Hannan-Quinn criter. 5.828435
F-statistic 98.61914 Durbin-Watson stat 1.050760
Prob(F-statistic) 0.000001

4. ESTIMAMOS LA REGRESION PARA TODO EL MODELO

Dependent Variable: GINTER

Method: Least Squares
Date: 07/17/19 Time: 18:14
Sample: 2016M01 2017M12
Included observations: 24

Variable Coefficient Std. Error t-Statistic Prob.

C 24.71481 5.035582 4.908034 0.0001

INGRESO 0.031712 0.002602 12.18676 0.0000

R-squared 0.870981 Mean dependent var 84.87500

Adjusted R-squared 0.865116 S.D. dependent var 13.25769
S.E. of regression 4.869090 Akaike info criterion 6.083347
Sum squared resid 521.5769 Schwarz criterion 6.181518
Log likelihood -71.00016 Hannan-Quinn criter. 6.109392
F-statistic 148.5170 Durbin-Watson stat 0.537201
Prob(F-statistic) 0.000000

SCNR=12.68878+193.5779= 206.26668
PROCEDEMOS A ANALIZAR EL

515.8903 – 196.41998/2
FCALCULADO =
196.41998/(11+13.2∗2)

EN LA TABLA F VEMOS QUE PARA 2 Y 20 GL EL VALOR CRITICO DE F A 1% ES IGUAL A 5.85

FORMULAR UN MODELO QUE CONTENGA VARIABLES DAMMY

LS GINTER C DT INGRESO DT*INGRESO

Dependent Variable: GINTER

Method: Least Squares
Date: 07/17/19 Time: 18:52
Sample: 2016M01 2017M12
Included observations: 24

Variable Coefficient Std. Error t-Statistic Prob.

C -1.871902 11.21121 -0.166967 0.8691

DT -4.678072 13.58863 -0.344264 0.7342
INGRESO 0.050252 0.007208 6.971948 0.0000
DT*INGRESO -0.005098 0.008004 -0.636957 0.5314

R-squared 0.948977 Mean dependent var 84.87500

Adjusted R-squared 0.941324 S.D. dependent var 13.25769
S.E. of regression 3.211438 Akaike info criterion 5.322327
Sum squared resid 206.2667 Schwarz criterion 5.518669
Log likelihood -59.86792 Hannan-Quinn criter. 5.374416
F-statistic 123.9935 Durbin-Watson stat 1.537924
Prob(F-statistic) 0.000000

GINTER = -1.8719 - 4.6780*DT + 0.0502*INGRESO - 0.0050*DT*INGRESO