Resumen

Estadísticas de la regresión
Coeficiente de correlación múltiple 0.86450657682076
Coeficiente de determinación R^2 0.74737162136636
R^2 ajustado 0.73474020243467
Error típico 39.1312712726295
Observaciones 64

ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF
Regresión 3 271802.617 90600.8722 59.1676696
Residuos 60 91875.3835 1531.25639
Total 63 363678

Coeficientes Error típico Estadístico t Probabilidad

Intercepción 168.306689703374 32.891655 5.11700278 3.4412E-06
TAF -1.76802922139137 0.24801694 -7.1286632 1.509E-09
PIBPC -0.00551122506029 0.00187822 -2.9342752 0.00473078
TFT 12.8686363299414 4.19053264 3.07088321 0.00320496

Análisis de los residuales

Observación Pronóstico MI Residuos

Residuos estándares
1 178.288735606569 -50.288736 -1.3168655
2 207.835701004066 -3.835701 -0.100442
3 228.390196702013 -26.390197 -0.6910561
4 130.672369090706 66.3276309 1.73686146
5 71.6679619211219 24.3320381 0.63716099
6 204.109702899964 4.8902971 0.12805777
7 164.709712832708 5.29028717 0.13853195
8 191.176742748293 48.8232573 1.27849031
9 223.993289244189 17.0067108 0.4453393
10 99.8368089980275 -44.836809 -1.1741008
11 58.5586426478579 16.4413574 0.4305349
12 143.188111588941 -14.188112 -0.3715312
13 39.3857799144781 -15.38578 -0.4028935
14 202.516470225779 -37.51647 -0.9824097
15 79.9523775353608 14.0476225 0.36785234
16 84.208277815209 11.7917222 0.30877912
17 179.887015985458 -31.887016 -0.8349963
18 109.720860166576 -11.72086 -0.3069235
19 173.612854802844 -12.612855 -0.3302814
20 158.013247572113 -40.013248 -1.0477906
21 216.308796554575 52.6912034 1.37977671
22 169.924249654603 19.0757503 0.49951936
23 141.945508621354 -15.945509 -0.4175506
24 24.8922739089584 -12.892274 -0.3375983
25 176.837170835777 -9.8371708 -0.2575971
26 103.776372489772 31.2236275 0.81762479
27 83.5493657176732 23.4506343 0.61408047
28 142.778581652086 -70.778582 -1.8534145
29 183.851870329001 -55.85187 -1.4625422
30 14.9362238158564 12.0637762 0.31590316
31 91.9869249315397 60.0130751 1.57150792
32 208.36720447404 15.6327955 0.40936182
33 124.556366598621 17.4436334 0.45678059
34 141.692948983622 -37.692949 -0.987031
35 202.310656385965 84.6893436 2.21768296
36 93.0049445439523 -52.004945 -1.3618063
37 234.031098917222 77.9689011 2.04170083
38 55.2499304306912 21.7500696 0.56954933
39 194.326639550089 -52.32664 -1.3702302
40 211.788601213517 50.2113988 1.31484032
41 226.747744600371 -11.747745 -0.3076275
42 241.943040383541 4.05695962 0.10623592
43 199.298764471937 -8.2987645 -0.2173122
44 223.141221288442 -41.141221 -1.0773278
45 47.7111805682373 -10.711181 -0.280484
46 174.963393035122 -71.963393 -1.88444
47 72.8864404170542 -5.8864404 -0.1541429
48 89.6181527784887 53.3818472 1.39786197
49 75.2187967974328 7.7812032 0.2037593
50 218.114202826604 4.88579717 0.12793994
51 215.880219364428 24.1197806 0.6316028
52 213.281069181894 98.7189308 2.58506302
53 25.9656495939934 -13.96565 -0.3657058
54 61.8953016339227 -9.8953016 -0.2591193
55 177.164514088442 -98.164514 -2.570545
56 54.325197311936 6.67480269 0.174787
57 194.912264479041 -26.912264 -0.704727
58 13.0641600613801 14.9358399 0.39111128
59 151.396732087468 -30.396732 -0.7959716
60 100.646372461962 14.3536275 0.37586541
61 175.885597899272 10.1144021 0.26485667
62 50.779867869032 -3.7798679 -0.09898
63 165.902900476842 12.0970995 0.31677576
64 139.41662741197 2.58337259 0.06764843
 TAF Gráfico de los residuales
200
PIBPC Gráfico de los residuales

Residuos
100
0 200
TFT60Gráfico de los residuale

Residuos
-100 0 10 10020 30 40 50 70 80 90 100
-200 0
-100 0
200
5000 TAF 10000
TAF15000
Curva de20000
regres

Residuos
100
Valor crítico de F
-200 0
-100 1 2
400
3 4
PIBPC
5
Curva
6
6.45604010926E-18 200 PIBPC
400
TF

MI
-200
0 200 TFT

MI
0 10 20 30 40 400
50 60
TAF 0
Inferior 95% Superior 95% Inferior 95,0% Superior 95,0% 200

MI
0 5000 1000
102.513583930078 234.09979547667 102.513584 234.0997954767
0
-2.26413696501109 -1.271921477772 -2.264137 -1.27192147777 estadisticamente significativa
1 2
-0.00926823171039 -0.00175421841 -0.0092682 -0.00175421841 estadisticamente significativa
4.48632302610855 21.250949633774 4.48632303 21.25094963377 estadisticamente significativa

Resultados de datos de probabilidad

Percentil MI
0.78125 12
2.34375 12
3.90625 24
5.46875 27
7.03125 28
8.59375 37
10.15625 41
11.71875 47
13.28125 52
14.84375 55
16.40625 61
17.96875 67
19.53125 72
21.09375 75
22.65625 77
24.21875 79
25.78125 83
27.34375 94
28.90625 96
30.46875 96
32.03125 98
33.59375 103
35.15625 104
36.71875 107
38.28125 115
39.84375 118
41.40625 121
42.96875 126
44.53125 128
46.09375 128
47.65625 129
49.21875 135
50.78125 142
52.34375 142
53.90625 142
55.46875 143
57.03125 148
58.59375 152
60.15625 161
61.71875 165
63.28125 167
64.84375 168
66.40625 170
67.96875 178
69.53125 182
71.09375 186
72.65625 189
74.21875 191
75.78125 197
77.34375 202
78.90625 204
80.46875 209
82.03125 215
83.59375 223
85.15625 224
86.71875 240
88.28125 240
89.84375 241
91.40625 246
92.96875 262
94.53125 269
96.09375 287
97.65625 312
99.21875 312
esiduales
de los
80 90
residuales
100
Curva
000
de20000
regresión ajustada
25000

4
PIBPC
5
Curva
6
de
7
regresión
8
ajustada
9 MI
TFT Curva de regresión
Pronóstico MIajustada
TFT MI
30 40 400 50 60 70 80 90Gráfico
100 de probabilidad
Pronóstico MI normal
TAF
200 MI
MI

0 5000 10000 400 15000 20000 25000 Pronóstico MI

0 PIBPC
e significativa 200
MI

1 2 3 4 5 6 7 8 9
e significativa
0 TFT
e significativa
0 20 40 60 80 100 120
Muestra percentil
Resumen

Estadísticas de la regresión
Coeficiente de correlación múltiple 0.84327906
Coeficiente de determinación R^2 0.71111957
R^2 ajustado 0.70164808
Error típico 41.5004358
Observaciones 64

ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF
Regresión 2 258618.543 129309.272 75.0800149
Residuos 61 105059.457 1722.28617
Total 63 363678

Coeficientes Error típico Estadístico t Probabilidad

Intercepción 166.385215 34.8761341 4.77074708 1.1844E-05
TFT 13.1572262 4.44302014 2.96132491 0.00435981
TAF -1.9126488 0.25778696 -7.419494 4.3966E-10

Análisis de los residuales

Observación Pronóstico MI Residuos

Residuos estándares
1 183.244337 -55.244337 -1.3528214
2 205.223883 -1.2238834 -0.0299704
3 227.883418 -25.883418 -0.6338322
4 124.295709 72.7042912 1.78038015
5 71.1529404 24.8470596 0.60845393
6 201.388884 7.61111609 0.18638075
7 161.759251 8.24074931 0.20179918
8 188.414463 51.5855368 1.26322483
9 222.842141 18.1578589 0.44464902
10 92.2405865 -37.240587 -0.9119462
11 51.692671 23.307329 0.57074906
12 140.001318 -11.001318 -0.2693999
13 34.5591711 -10.559171 -0.2585726
14 204.588149 -39.588149 -0.9694332
15 74.5031821 19.4968179 0.4774374
16 79.1594445 16.8405555 0.41239094
17 178.344334 -30.344334 -0.743071
18 102.961598 -4.9615985 -0.1214995
19 169.663288 -8.6632884 -0.2121463
20 157.012947 -39.012947 -0.9553477
21 215.313416 53.6865837 1.31467519
22 165.886501 23.1134995 0.56600257
23 136.5001 -10.5001 -0.2571261
24 35.1436718 -23.143672 -0.5667414
25 173.415225 -6.4152253 -0.1570958
26 96.0076724 38.9923276 0.95484276
27 87.6118986 19.3881014 0.47477515
28 141.672949 -69.672949 -1.7061488
29 179.502102 -51.502102 -1.2611817
30 114.700636 -87.700636 -2.1476101
31 81.9030581 70.0969419 1.71653147
32 207.916264 16.0837362 0.39385797
33 165.090089 -23.090089 -0.5654293
34 134.638684 -30.638684 -0.750279
35 199.193687 87.8063133 2.15019794
36 91.5951507 -50.595151 -1.2389723
37 233.499494 78.5005057 1.92231765
38 53.3324733 23.6675267 0.57956957
39 195.750681 -53.750681 -1.3162448
40 209.828913 52.1710874 1.27756377
41 225.666094 -10.666094 -0.2611909
42 242.587682 3.41231766 0.08356072
43 200.509409 -9.5094094 -0.2328661
44 222.145472 -40.145472 -0.9830809
45 43.5961259 -6.5961259 -0.1615257
46 173.912409 -70.912409 -1.7365006
47 67.2278999 -0.2278999 -0.0055808
48 82.984742 60.015258 1.46965155
49 66.1753218 16.8246782 0.41200213
50 214.972656 8.02734373 0.19657331
51 215.566859 24.4331411 0.59831791
52 211.741561 100.258439 2.45512516
53 37.5216744 -25.521674 -0.6249739
54 50.3963523 1.60364774 0.03927007
55 178.47863 -99.47863 -2.4360292
56 44.3855595 16.6144405 0.40685384
57 192.958557 -24.958557 -0.6111843
58 22.3132488 5.68675123 0.13925697
59 152.173879 -31.173879 -0.7633849
60 98.9826013 16.0173987 0.3922335
61 171.100881 14.8991187 0.3648491
62 57.754697 -10.754697 -0.2633606
63 160.443528 17.5564719 0.42992227
64 132.969776 9.0302238 0.22113181
 TFT Gráfico de los residu
200
TAF Gráfico de

Residuos
100
0
-100 1
200
2 100 3 4
TFT
5
Cur6

Residuos
-200 0 400
-100 0 10 20 TFT30 40
200

MI
Valor crítico de F -200
3.5637E-17 0
1 2 3

Inferior 95%Superior 95%Inferior 95,0%

Superior 95,0%
96.6460747 236.124355 96.6460747 236.124355
4.27285835 22.0415941 4.27285835 22.0415941 estadisticamente significativa
-2.4281256 -1.3971719 -2.4281256 -1.3971719 estadisticamente significativa

Resultados de datos de probabilidad

Percentil MI
0.78125 12
2.34375 12
3.90625 24
5.46875 27
7.03125 28
8.59375 37
10.15625 41
11.71875 47
13.28125 52
14.84375 55
16.40625 61
17.96875 67
19.53125 72
21.09375 75
22.65625 77
24.21875 79
25.78125 83
27.34375 94
28.90625 96
30.46875 96
32.03125 98
33.59375 103
35.15625 104
36.71875 107
38.28125 115
39.84375 118
41.40625 121
42.96875 126
44.53125 128
46.09375 128
47.65625 129
49.21875 135
50.78125 142
52.34375 142
53.90625 142
55.46875 143
57.03125 148
58.59375 152
60.15625 161
61.71875 165
63.28125 167
64.84375 168
66.40625 170
67.96875 178
69.53125 182
71.09375 186
72.65625 189
74.21875 191
75.78125 197
77.34375 202
78.90625 204
80.46875 209
82.03125 215
83.59375 223
85.15625 224
86.71875 240
88.28125 240
89.84375 241
91.40625 246
92.96875 262
94.53125 269
96.09375 287
97.65625 312
99.21875 312
Gráfico de los residuales
TAF Gráfico de los residuales
3 4
TFT
5
Curva6
de7 regresión
8
ajustada
9

0 10
400
20 TFT30 40
TAF
50
Curva
60 70
de 80
regresión
90
ajustada
100 MI
200
MI

400
0
Gráfico de probabilidad
Pronóstico MI normal
200 TAF MI
MI

1 2 3 4 4005 6 7 8 9 Pronóstico MI
0 TFT
200
MI

0 10 20 30 40 50 60 70 80 90 100
0 TAF
0 20 40 60 80 100 120
Muestra percentil
00 120
Table 6.4
Y X2 X3 X4
MI TAF PIBPC TFT TAF
128 37 1870 6.66 37
204 22 130 6.15 22 n=
202 16 310 7 16 R^2_NR=
197 65 570 6.25 65 R^2_R=
96 76 2050 3.81 76 m=
209 26 200 6.44 26 k=
170 45 670 6.19 45
240 29 300 5.89 29 Fcalc
241 11 120 5.89 11
55 55 290 2.36 55
75 87 1180 3.93 87
129 55 900 5.99 55 Regresion completa
24 93 1730 3.5 93 MI=beta1+beta2*TAF+beta3*
165 31 1150 7.41 31 Regresion auxiliar
94 77 1160 4.21 77 X2=alfa1+alfa2*X3+alfa3*X4
96 80 1270 5 80 X3=gamma1+gamma2*X2+ga
148 30 580 5.27 30 X4=delta1+delta2*X2+delta3*
98 69 660 5.21 69
161 43 420 6.5 43
118 47 1080 6.12 47
269 17 290 6.19 17
189 35 270 5.05 35
126 58 560 6.16 58
12 81 4240 1.8 81
167 29 240 4.75 29
135 65 430 4.1 65
107 87 3020 6.66 87
72 63 1420 7.28 63
128 49 420 8.12 49
27 63 19830 5.23 63
152 84 420 5.79 84
224 23 530 6.5 23
142 50 8640 7.17 50
104 62 350 6.6 62
287 31 230 7 31
41 66 1620 3.91 66
312 11 190 6.7 11
77 88 2090 4.2 88
142 22 900 5.43 22
262 22 230 6.5 22
215 12 140 6.25 12
246 9 330 7.1 9
191 31 1010 7.1 31
182 19 300 7 19
37 88 1730 3.46 88
103 35 780 5.66 35
67 85 1300 4.82 85
143 78 930 5 78
83 85 690 4.74 85
223 33 200 8.49 33
240 19 450 6.5 19
312 21 280 6.5 21
12 79 4430 1.69 79
52 83 270 3.25 83
79 43 1340 7.17 43
61 88 670 3.52 88
168 28 410 6.09 28
28 95 4370 2.86 95
121 41 1310 4.88 41
115 62 1470 3.89 62
186 45 300 6.9 45
47 85 3630 4.1 85
178 45 220 6.09 45
142 67 560 7.2 67
 64
0.74737162 MI=beta1+beta2*TAF+beta3*PIBPC+beta4*TFT H1: Modelo general
0.71111957 MI=beta1+beta4*TFT+beta2*TAF Ho: beta3=0
1
4

Numerador 0.03625205 =(H6-H7)/H8 Fcalc= 8.60997102

Denominador 0.00421047 =(1-H6)/(H5-H9)

Fcalc>Fcrit Se rechaza la Hipótesis nula de que beta3=0

egresion completa
I=beta1+beta2*TAF+beta3*PIBPC+beta4*TFT R^2
egresion auxiliar
2=alfa1+alfa2*X3+alfa3*X4 R^2 auxiliares
3=gamma1+gamma2*X2+gamma3*X4 R^2
4=delta1+delta2*X2+delta3*X3 R^2
1: Modelo general
m=1 (Modelo Restringido)

Fcrit= 4.00119138
=F.INV(0.95,H8,(H5-H9))

ipótesis nula de que beta3=0