Laboratorio 1

> #(1) Opciones y generación de los valores de ven y ben

> options(scipen=999,digits=4)

>
ven=c(148,135.37,109.35,101.97,127.73,174.07,142.62,102.82,113.26,109.24,120.4,104.69,66.38,
110.54,151.81,152.66,85.4,111.69,116.72,141.4,160.6,118.13,160.54,80.03,129.93,82.22,102.21,1
26.44,123.99,77.13)

>
ben=c(12.2976,25.3227,1.8745,0.7579,1.1456,39.604,18.312,6.743,8.3155,22.4568,17.0381,16.80
13,1.9336,3.1372,4.5819,9.6395,4.6201,20.9046,13.5548,28.952,7.1542,6.075,6.7454,5.2981,21.7
531,14.1775,3.7271,4.6861,17.7992,5.8374)

> cbind(ven,ben)

ven ben

[1,] 148.00 12.2976

[2,] 135.37 25.3227

[3,] 109.35 1.8745

[4,] 101.97 0.7579

[5,] 127.73 1.1456

[6,] 174.07 39.6040

[7,] 142.62 18.3120

[8,] 102.82 6.7430

[9,] 113.26 8.3155

[10,] 109.24 22.4568

[11,] 120.40 17.0381

[12,] 104.69 16.8013

[13,] 66.38 1.9336

[14,] 110.54 3.1372

[15,] 151.81 4.5819

[16,] 152.66 9.6395

[17,] 85.40 4.6201

[18,] 111.69 20.9046

[19,] 116.72 13.5548

[20,] 141.40 28.9520

[21,] 160.60 7.1542

[22,] 118.13 6.0750

[23,] 160.54 6.7454

[24,] 80.03 5.2981

[25,] 129.93 21.7531

[26,] 82.22 14.1775

[27,] 102.21 3.7271

[28,] 126.44 4.6861

[29,] 123.99 17.7992

[30,] 77.13 5.8374

> # (2) graficar los beneficios en funcion de las ventas

> plot(ven,ben)

> abline(h=mean(ben),lwd=2,col="red")

> abline(lm(ben~ven),lwd=2,col="green")
> # (3) estimar modelo y evaluar su significancia

> modelo1=lm(ben~ven)

> summary(modelo1)

Call:

lm(formula = ben ~ ven)

Residuals:

Min 1Q Median 3Q Max

-11.91 -7.17 -1.95 6.84 19.81

Coefficients:

Estimate Std. Error t value Pr(>|t|)

(Intercept) -6.0356 7.3935 -0.82 0.42

ven 0.1484 0.0604 2.46 0.02 *

---

Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 8.76 on 28 degrees of freedom

Multiple R-squared: 0.177, Adjusted R-squared: 0.148

F-statistic: 6.04 on 1 and 28 DF, p-value: 0.0204

>> ven1=ven[1:14]

> ven2=ven[17:30]

> cbind(ven1,ven2)

ven1 ven2

[1,] 148.00 85.40

[2,] 135.37 111.69

[3,] 109.35 116.72

[4,] 101.97 141.40

[5,] 127.73 160.60

[6,] 174.07 118.13

[7,] 142.62 160.54

[8,] 102.82 80.03

[9,] 113.26 129.93

[10,] 109.24 82.22

[11,] 120.40 102.21

[12,] 104.69 126.44

[13,] 66.38 123.99

[14,] 110.54 77.13

>

> ben1=ben[1:14]

> ben2=ben[17:30]

> cbind(ben1,ben2)

ben1 ben2

[1,] 12.2976 4.620

[2,] 25.3227 20.905

[3,] 1.8745 13.555

[4,] 0.7579 28.952

[5,] 1.1456 7.154

[6,] 39.6040 6.075

[7,] 18.3120 6.745

[8,] 6.7430 5.298

[9,] 8.3155 21.753

[10,] 22.4568 14.178

[11,] 17.0381 3.727

[12,] 16.8013 4.686

[13,] 1.9336 17.799

[14,] 3.1372 5.837

> # (4.2) estimar el modelo de la primera submuestra

> modelo1=lm(ben1~ven1)

> summary (modelo1)

Call:

lm(formula = ben1 ~ ven1)

Residuals:
 Min 1Q Median 3Q Max

-14.08 -6.75 -1.16 7.20 12.91

Coefficients:

Estimate Std. Error t value Pr(>|t|)

(Intercept) -23.966 11.304 -2.12 0.0555 .

ven1 0.307 0.093 3.30 0.0063 **

---

Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 8.62 on 12 degrees of freedom

Multiple R-squared: 0.476, Adjusted R-squared: 0.432

F-statistic: 10.9 on 1 and 12 DF, p-value: 0.00634

> # (4.3) estimar la suma cuadrada de los residuales del modelo de la primera submuestra

> sety_1=sum((ben1-predict(modelo1))^2)

> sety_1

[1] 891.6

> # (4.4) estimar el modelo de la segunda submuestra

> modelo2=lm(ben2~ven2)

> summary(modelo2)

Call:

lm(formula = ben2 ~ ven2)

Residuals:

Min 1Q Median 3Q Max

-8.26 -6.49 -3.10 5.52 15.42

Coefficients:

Estimate Std. Error t value Pr(>|t|)

(Intercept) 2.5866 9.5476 0.27 0.79

ven2 0.0774 0.0805 0.96 0.36

Residual standard error: 8.09 on 12 degrees of freedom

Multiple R-squared: 0.0714, Adjusted R-squared: -0.00597

F-statistic: 0.923 on 1 and 12 DF, p-value: 0.356

> # (4.5) estimar la suma cuadrada de los residuales del modelo de la segunda submuestra

> sety_2=sum((ben2-predict(modelo2))^2)

> sety_2

[1] 784.5

>

> f_est=(sety_2/length(ben2))/(sety_1/length(ben1))

> f_est

[1] 0.8799

> p_val=1-pf(f_est,23,23)

> p_val

[1] 0.6192

> # (5) Realizar la prueba Breusch-Pagan de heteroscedasticidad

> # Asume que el proceso de heterocedasticidad es una función de una o más

> # de sus variables independientes, y generalmente se aplica asumiendo que

> # la heterocedasticidad puede ser una función lineal de todas las variables

> # independientes en el modelo.

> res1_2=resid(modelo1)^2

> pred=fitted(modelo1)

> bp.test=lm(res1_2~pred)

> summary(bp.test)
Call:

lm(formula = res1_2 ~ pred)

Residuals:

Min 1Q Median 3Q Max

-74.74 -39.11 -7.29 7.49 129.57

Coefficients:

Estimate Std. Error t value Pr(>|t|)

(Intercept) 40.73 30.95 1.32 0.21

pred 1.83 2.11 0.87 0.40

Residual standard error: 60 on 12 degrees of freedom

Multiple R-squared: 0.059, Adjusted R-squared: -0.0195

F-statistic: 0.752 on 1 and 12 DF, p-value: 0.403

> # (6) Realizar la prueba de White de heteroscedasticidad

> # Asume que el proceso de heterocedasticidad es una función de una o más

> # de sus variables independientes, y generalmente se aplica asumiendo que

> # la heterocedasticidad puede ser una función lineal de todas las variables

> # independientes en el modelo.

> res2_2=resid(modelo1)^2

> pred_2=fitted(modelo1)^2

> white.test=lm(res2_2~pred+pred_2)

> summary(white.test)

Call:

lm(formula = res2_2 ~ pred + pred_2)

Residuals:

Min 1Q Median 3Q Max

-75.05 -40.07 -5.53 10.15 128.59

Coefficients:

Estimate Std. Error t value Pr(>|t|)

(Intercept) 38.5783 39.5229 0.98 0.35

pred 2.3040 5.4875 0.42 0.68

pred_2 -0.0177 0.1873 -0.09 0.93

Residual standard error: 62.6 on 11 degrees of freedom

Multiple R-squared: 0.0597, Adjusted R-squared: -0.111

F-statistic: 0.349 on 2 and 11 DF, p-value: 0.713

>

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