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Dependent Variable: IND_MONTO

Method: Least Squares


Date: 03/20/14 Time: 23:35
Sample: 2000M01 2014M02
Included observations: 170
HAC standard errors & covariance (Prewhitening with lags = 0 from SIC
maxlags = 5, Bartlett kernel, Newey-West fixed bandwidth = 5.0000)
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
IND_ORO
IND_IGBVL
IND_TARIFA
IND_D1

-5.314802
-0.231172
0.172540
0.518470
-68.62401

17.77593
0.066646
0.022445
0.130652
189.7469

-0.298989
-3.468664
7.687365
3.968313
-0.361661

0.7653
0.0007
0.0000
0.0001
0.7181

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.389295
0.374490
54.31322
486737.7
-917.7925
26.29492
0.000000

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

75.98375
68.67340
10.85638
10.94861
10.89381
1.943436

Dependent Variable: IND_MONTO


Method: Least Squares
Date: 03/20/14 Time: 23:35
Sample: 2000M01 2014M02
Included observations: 170
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
IND_ORO
IND_IGBVL
IND_TARIFA
IND_D1

-5.314802
-0.231172
0.172540
0.518470
-68.62401

39.04931
0.056458
0.021223
0.363785
587.5730

-0.136105
-4.094615
8.129940
1.425209
-0.116792

0.8919
0.0001
0.0000
0.1560
0.9072

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.389295
0.374490
54.31322
486737.7
-917.7925
26.29492
0.000000

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

75.98375
68.67340
10.85638
10.94861
10.89381
1.943436

Dependent Variable: MONTO


Method: Least Squares
Date: 03/20/14 Time: 23:39
Sample: 2000M01 2014M02
Included observations: 170
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
ORO
IGBVL

29.50360
-0.054714
0.005835

4.873489
0.011100
0.000688

6.053898
-4.929116
8.478429

0.0000
0.0000
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.381701
0.374296
32.59970
177477.6
-832.0377
51.54791
0.000000

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

45.59941
41.21252
9.823973
9.879310
9.846428
1.918678

Dependent Variable: IND_MONTO


Method: Least Squares
Date: 03/20/14 Time: 23:40
Sample: 2000M01 2014M02
Included observations: 170
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
IND_ORO
IND_IGBVL

49.16269
-0.259498
0.177215

8.120754
0.052645
0.020901

6.053957
-4.929215
8.478589

0.0000
0.0000
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.381709
0.374305
54.32127
492783.7
-918.8419
51.54978
0.000000

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

75.98375
68.67340
10.84520
10.90054
10.86765
1.918682

Dependent Variable: IND_MONTO


Method: Least Squares
Date: 03/20/14 Time: 23:42
Sample: 2000M01 2014M02
Included observations: 170
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
IND_TARIFA
IND_TARIFA^2
IND_D1

-81.69795
6.533413
-0.050343
-557.9107

72.40228
2.511544
0.018956
737.7701

-1.128389
2.601354
-2.655756
-0.756212

0.2608
0.0101
0.0087
0.4506

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

0.041475
0.024152
67.83902
763954.0
-956.1090

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.

75.98375
68.67340
11.29540
11.36918
11.32534

F-statistic
Prob(F-statistic)

2.394248
0.070236

Durbin-Watson stat

1.239563

Dependent Variable: IND_MONTO


Method: Least Squares
Date: 03/20/14 Time: 23:42
Sample: 2000M01 2014M02
Included observations: 170
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
IND_ORO
IND_IGBVL
IND_TARIFA
IND_TARIFA^2
IND_D1

-27.97480
-0.257665
0.176508
1.960557
-0.011876
-103.6030

66.47670
0.084553
0.023263
3.438635
0.028158
594.8524

-0.420821
-3.047391
7.587548
0.570155
-0.421756
-0.174166

0.6744
0.0027
0.0000
0.5694
0.6738
0.8619

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.389957
0.371358
54.44904
486210.4
-917.7004
20.96670
0.000000

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

75.98375
68.67340
10.86706
10.97774
10.91197
1.949636

Dependent Variable: IND_MONTO


Method: Least Squares
Date: 03/20/14 Time: 23:44
Sample (adjusted): 2000M02 2014M02
Included observations: 169 after adjustments
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
IND_ORO(-1)
IND_IGBVL(-1)
IND_TARIFA
IND_D1

-8.453902
-0.217137
0.167533
0.539361
-101.3091

39.70179
0.057322
0.021468
0.369536
592.9738

-0.212935
-3.788017
7.803952
1.459562
-0.170849

0.8316
0.0002
0.0000
0.1463
0.8646

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.379568
0.364435
54.89072
494130.6
-914.1661
25.08298
0.000000

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

75.84164
68.85240
10.87771
10.97031
10.91528
1.914853

400

300

200

100

-100
2004

2005

2006

2007

2008

2009

2010

2011

2012

2013

IND_MONTO Residuals

500
400
300
200
100
400
0
300
200
100
0
-100
2004

2005

2006

2007

2008

Residual

2009
Actual

2010

2011
Fitted

2012

2013