Resumen
Estadísticas de la regresión
Coeficiente de correlación múltiple 0.715071611729685
Coeficiente de determinación R^2 0.51132740990169 la rentabilidad del mercado explica en u
R^2 ajustado 0.502902020417237
Error típico 0.0612222187590807
Observaciones 60
ANÁLISIS DE VARIANZA
Grados de libertad
Regresión 1 0.227471618245819
Residuos 58
Total 59
Coeficientes
Intercepción 0.00234695457823974
Variable X 1 1.44378249261093
Análisis de los residuales
Observación Pronóstico para Y
1 0.0523595801222824
2 -0.130899731664823
3 -0.090343881447382
4 0.113243887835685
5 0.00969580746562937
6 -0.0337476077370335
7 -0.01320258286718
8 -0.090213941023047
9 -0.115638950717925
10 0.0284794176944976
11 0.110890522372729
12 0.0132763880473045
13 -0.0201327388317124
14 -0.0276404077932893
15 0.0553915233567653
16 -0.0863301661179236
17 -0.0107625904546675
18 -0.102269524836348
19 -0.111697424513098
20 0.00939261314218108
21 -0.156483557433889
22 0.127147513239529
23 0.0847436214315455
24 -0.0847564432009777
25 -0.0372271235442259
26 -0.0221973477961461
27 0.0144169762164671
28 0.11935108777943
29 0.0758354834521361
Suma de cuadrados
0.217393284047515
0.444864902293333
Error típico
0.00790375480434896
0.18533064084418
Residuos
0.00263041987771764
0.012639731664823
0.105403881447382
-0.0204338878356853
0.0368041925343706
-0.0210323922629665
0.09526258286718
0.003253941023047
-0.0493210492820745
-0.0321294176944976
0.110659477627271
0.0801836119526955
0.00209273883171244
0.0258404077932893
-0.0821915233567653
0.0402501661179236
-0.0901674095453325
-0.0155004751636517
-0.0475725754869023
0.0569973868578189
-0.0494064425661113
-0.0206375132395286
-0.170613621431546
-0.00312355679902231
-0.0926628764557741
0.144207347796146
0.0269430237835329
0.0354089122205705
0.0791545165478639
30 0.0186905723945955 0.00254942760540453
31 0.025765106608389 -0.083735106608389
32 0.0281473477211971 0.00262265227880294
33 -0.0148918083835348 0.00743180838353477
34 0.0816972403721364 0.0821927596278636
35 0.0126411237505557 -0.0210011237505557
36 0.0756477917280967 -0.108287791728097
37 0.0272955160505566 -0.0278555160505566
38 0.0199755388130192 0.0037044611869808
39 -0.0212733270008751 0.0521233270008751
40 -0.0218941534726978 -0.0361858465273022
41 0.0197878470889798 0.000952152911020226
42 0.0283206016203104 -0.0460006016203104
43 -0.0471603470933891 0.00511034709338906
44 0.00565321648631877 0.0810867835136812
45 0.015860758709078 0.0563492412909219
46 0.0225743472997189 0.0253856527002811
47 0.0580625209680955 -0.0396825209680955
48 0.0492121342883905 -0.0255021342883905
49 -0.0341663046598907 -0.000463695340109316
50 0.0296344436885863 -0.0596844436885863
51 -0.0252581666804812 -0.0167218333195188
52 -0.0266875113481661 -0.0483624886518339
53 0.0455882402319371 0.0669317597680629
54 0.00214482502927421 -0.0110348250292742
55 0.0542798108374549 0.0642301891625451
56 -0.0138522849888549 -0.0571677150111451
57 0.0123812429018857 -0.0664512429018857
58 -0.0232657468406782 0.0993057468406782
59 0.0531536604932184 -0.0326836604932184
60 0.000975361210259355 -0.0320953612102594
el mercado explica en un 51% la rentabilidad de la acciòn de davivienda

Promedio de los cuadrados F Valor crítico de F

0.227471618245819 60.6888751 1.37675204452897E-10 el video explica esta parte
0.00374816006978474

Estadístico t Probabilidad Inferior 95% Superior 95% Inferior 95,0%

0.296941724071242 0.76757185 -0.0134741296040225 0.01816804 -0.013474129604023
7.79030648161852 1.3768E-10 1.07280290848529 1.81476208 1.07280290848529
 Variable X 1 Gráfico de los residuales
0.2

0.15

Residuos
0.1

0.05

0
-15.00% -10.00% -5.00% 0.00% 5.00% 10.00%
-0.05

-0.1
Superior 95,0%
0.018168038760502 -0.15
Variable X 1
1.81476207673657
-0.2

regla de decisiòn
R*2 50%-70% MODERADO
> 70 ALTO
duales

00% 10.00%
DATE RENTABILIDAD DEL MERCADO RENTABILIDAD DE LA ACCIÓN
1 3.46% 5.50%
2 -9.23% -11.83%
3 -6.42% 1.51%
4 7.68% 9.28%
5 0.51% 4.65%
6 -2.50% -5.48%
7 -1.08% 8.21%
8 -6.41% -8.70%
9 -8.17% -16.50%
10 1.81% -0.37%
11 7.52% 22.16%
12 0.76% 9.35%
13 -1.56% -1.80%
14 -2.08% -0.18%
15 3.67% -2.68%
16 -6.14% -4.61%
17 -0.91% -10.09%
18 -7.25% -11.78%
19 -7.90% -15.93%
20 0.49% 6.64%
21 -11.00% -20.59%
22 8.64% 10.65%
23 5.71% -8.59%
24 -6.03% -8.79%
25 -2.74% -12.99%
26 -1.70% 12.20%
27 0.84% 4.14%
28 8.10% 15.48%
29 5.09% 15.50%
30 1.13% 2.12%
31 1.62% -5.80%
32 1.79% 3.08%
33 -1.19% -0.75%
34 5.50% 16.39%
35 0.71% -0.84%
36 5.08% -3.26%
37 1.73% -0.06%
38 1.22% 2.37%
39 -1.64% 3.09%
40 -1.68% -5.81%
41 1.21% 2.07%
42 1.80% -1.77%
43 -3.43% -4.21%
44 0.23% 8.67%
45 0.94% 7.22%
46 1.40% 4.80%
47 3.86% 1.84%
48 3.25% 2.37%
49 -2.53% -3.46%
50 1.89% -3.01%
51 -1.91% -4.20%
52 -2.01% -7.51%
53 3.00% 11.25%
54 -0.01% -0.89%
55 3.60% 11.85%
56 -1.12% -7.10%
57 0.70% -5.41%
58 -1.77% 7.60%
59 3.52% 2.05%
60 -0.10% -3.11%
Taller
1. Calcular el beta por los tres métodos vistos.
2. Interpretar las salidas de regresión en términos del grado de explicación del mercado
a la rentabilidad de la acción
3. Presentar el gráfico correspondiente