Variable dependiente: exportaciones

Variables independientes: Términos de intercambio y PBI

*Periodos trimestrales del 2002 al 2015

Regresión lineal:

https://www.youtube.com/watch?v=ceSefakre48

Autocorrelación:

https://www.youtube.com/watch?v=xif5WVMPBWw&pbjreload=10

Heterocedasticidad:

https://www.youtube.com/watch?v=Oem2LiZyz3I

Multicolinelidad:

https://www.youtube.com/watch?v=yIFMs4hpi88
GRAFICO SCATTER

80,000

70,000

60,000
PBIT

50,000

40,000

30,000
8,000 12,000 16,000 20,000

EXPORTACIONEST

70

60
TIT

50

40

30
8,000 12,000 16,000 20,000

EXPORTACIONEST

EL PBI Y LOS TERMINOS DE INTERCAMBIO TIENEN UNA RELACION DIRECTA CON

LAS EXPORTACIONES

EL COEFICIENTE ESTIMADO DE COMO IMPACTA EL PBI A LAS EXPORTACIONES ES

POSITIVO Y EL MISMO SIGNO SE ESPERA EN LA VARABLE DE LOS TERMINOS DE
INTERCAMBIO PORQUE LA TANGENCIA ES POSITIVA PARA AMBOS GRAFICOS.
ECUACION DE ESTIMACION

Dependent Variable: EXPORTACIONEST

Method: Least Squares
Date: 12/03/17 Time: 19:25
Sample (adjusted): 2002Q2 2015Q4
Included observations: 55 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

C 3384.651 1172.154 2.887548 0.0056

PBIT 0.176986 0.021907 8.078900 0.0000
TIT 38.19796 28.23429 1.352893 0.1819

R-squared 0.727658 Mean dependent var 14631.23

Adjusted R-squared 0.717183 S.D. dependent var 2929.298
S.E. of regression 1557.815 Akaike info criterion 17.59296
Sum squared resid 1.26E+08 Schwarz criterion 17.70245
Log likelihood -480.8063 Hannan-Quinn criter. 17.63530
F-statistic 69.46824 Durbin-Watson stat 1.921485
Prob(F-statistic) 0.000000
PRUEBA PARA DESCARTAR AUTOCORRELACIÓN

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 2.150553 Prob. F(2,50) 0.1271
Obs*R-squared 4.356465 Prob. Chi-Square(2) 0.1132

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 12/03/17 Time: 19:31
Sample: 2002Q2 2015Q4
Included observations: 55
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.

C -194.8902 1153.852 -0.168904 0.8666

PBIT -0.018337 0.023255 -0.788506 0.4341
TIT 21.45948 29.67477 0.723156 0.4730
RESID(-1) 0.011666 0.138233 0.084395 0.9331
RESID(-2) -0.314515 0.152085 -2.068021 0.0438

R-squared 0.079208 Mean dependent var 1.19E-12

Adjusted R-squared 0.005545 S.D. dependent var 1528.695
S.E. of regression 1524.450 Akaike info criterion 17.58316
Sum squared resid 1.16E+08 Schwarz criterion 17.76565
Log likelihood -478.5370 Hannan-Quinn criter. 17.65373
F-statistic 1.075277 Durbin-Watson stat 1.907894
Prob(F-statistic) 0.378687

LAS PROBABILIDADES MENORES DEL 5% RECHAZAN LA HIPOTESIS NULA EN ESTE CASO ES 11.32%.

POR LO TANTO NO HAY PROBLEMAS DE AUTOCORRELACIÓN.

PRUEBA PARA DESCARTAR HETEROCEDASTICIDAD

Heteroskedasticity Test: White

F-statistic 0.059143 Prob. F(5,49) 0.9976

Obs*R-squared 0.329933 Prob. Chi-Square(5) 0.9970

Scaled explained SS 0.135105 Prob. Chi-Square(5) 0.9997

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/03/17 Time: 19:35
Sample: 2002Q2 2015Q4
Included observations: 55

Variable Coefficient Std. Error t-Statistic Prob.

C 1156305. 10871826 0.106358 0.9157

PBIT^2 0.000661 0.003299 0.200307 0.8421
PBIT*TIT 1.198800 6.493631 0.184612 0.8543
PBIT -143.1069 348.1379 -0.411064 0.6828
TIT^2 -2312.553 5796.354 -0.398967 0.6917
TIT 188853.0 419553.0 0.450129 0.6546

R-squared 0.005999 Mean dependent var 2294418.

Adjusted R-squared -0.095430 S.D. dependent var 2216431.
S.E. of regression 2319778. Akaike info criterion 32.25451
Sum squared resid 2.64E+14 Schwarz criterion 32.47349
Log likelihood -880.9990 Hannan-Quinn criter. 32.33919
F-statistic 0.059143 Durbin-Watson stat 2.326423
Prob(F-statistic) 0.997572

LA PROBABILIDAD EN EL TEST WHITE ES MUCHO MAYOR AL 5%

Heteroskedasticity Test: Breusch-Pagan-Godfrey
F-statistic 0.002979 Prob. F(2,52) 0.9970
Obs*R-squared 0.006301 Prob. Chi-Square(2) 0.9969

Scaled explained SS 0.002580 Prob. Chi-Square(2) 0.9987

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/03/17 Time: 19:38
Sample: 2002Q2 2015Q4
Included observations: 55

Variable Coefficient Std. Error t-Statistic Prob.

C 2423290. 1699391. 1.425976 0.1599

PBIT -0.514905 31.76111 -0.016212 0.9871
TIT -1933.714 40934.12 -0.047240 0.9625

R-squared 0.000115 Mean dependent var 2294418.

Adjusted R-squared -0.038343 S.D. dependent var 2216431.
S.E. of regression 2258523. Akaike info criterion 32.15132
Sum squared resid 2.65E+14 Schwarz criterion 32.26081
Log likelihood -881.1613 Hannan-Quinn criter. 32.19366
F-statistic 0.002979 Durbin-Watson stat 2.325390
Prob(F-statistic) 0.997025

LA PROBABILIDAD EN CHI CUADRADO EN SCALED EXPLAINED SS EN EL TEST DE BREUSCH-PAGAN-

GODFREY ES MUCHO MAYO AL 5%

NO HAY PROBLEMA DE HETEROCEDASTICIDAD.

PRUEBA PARA DESCARTAR MULTICOLINEALIDAD

CORRELACION:

PBIT TIT
PBIT 1 0.64468631565617
TIT 0.64468631565617 1
Variance Inflation Factors
Date: 12/03/17 Time: 19:58
Sample: 2002Q1 2015Q4
Included observations: 55

Coefficient Uncentered Centered

Variable Variance VIF VIF

C 1373945. 31.13868 NA
PBIT 0.000480 31.30237 1.711217
TIT 797.1749 51.99506 1.711217

SI LOS VALORES ESTÁN ENTRE 1 Y 10 NO HAY PROBLEMA DE MULTICOLINEALIDAD.