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IPC

Media 95.4071223333334
Error típico 2.269253645646
Mediana 98.702835
Moda #N/A
Desviación estándar 17.5775631558148
Varianza de la muestra 308.970726496658
Curtosis -1.19310108589323
Coeficiente de asimetría -0.1498081709573
Rango 61.37788
Mínimo 64.77157
Máximo 126.14945
Suma 5724.42734
Cuenta 60
Resumen

Estadísticas de la regresión
Coeficiente de correlación múltiple 0.97398376717785
Coeficiente de determinación R^2 0.94864437872595
R^2 ajustado 0.94490942445148
Error típico 4.12569692904684
Observaciones 60

ANÁLISIS DE VARIANZA
Grados de libertad Suma de cuadrados Promedio de los cuadrados
Regresión 4 17293.0972300344 4323.2743075086
Residuos 55 936.17563326906 17.0213751503465
Total 59 18229.2728633035

Coeficientes Error típico Estadístico t


Intercepción 55.1874615001596 3.83679833209859 14.3837274527729
M1 0.00127089967454 0.000272165977949 4.66957583795278
M2 -0.001261383533 0.000316369629486 -3.98705632712751
M3 0.00103638506546 0.000286321690706 3.61965264630819
TASA DE INTERÉS 47.8169371607449 34.6854618110991 1.37858730038427

Análisis de los residuales

Observación Pronóstico IPC Residuos


1 72.3281614871164 -7.55659148711639
2 72.0817037579327 -6.2662337579327
3 71.6065865918188 -5.3025065918188
4 74.4668589397117 -7.73792893971168
5 73.8881198015808 -5.30050980158084
6 73.6280941827486 -3.69989418274864
7 73.4083145896958 -3.14611458969581
8 74.9318674405347 -3.53673744053465
9 75.6533693109949 -1.85301931099487
10 76.6333198552103 -1.66136985521027
11 77.515411393448 -2.25419139344804
12 79.2441369406709 -3.21500694067086
13 80.3325813403621 -1.9456713403621
14 79.0967665127631 0.424563487236952
15 78.5954117242477 1.16088827575227
16 81.9210425119441 -1.71219251194408
17 81.6775826368686 0.64940736313136
18 81.138251666755 2.22005833324498
19 79.6885912602456 4.06836873975442
20 83.747893188362 0.355016811637967
21 83.2208936289477 2.49138637105227
22 84.6851180544147 1.95605194558533
23 84.8487555576511 2.7416444423489
24 88.9088269350199 -1.03986693501993
25 88.3494075168849 2.3174424831151
26 89.0140153420714 2.85492465792862
27 88.0848916183928 3.88940838160723
28 92.6377910708888 0.23448892911118
29 91.5338847379259 4.50583526207411
30 91.5617486874636 6.9037513125364
31 91.6765881635313 7.26358183646869
32 95.4788633546079 4.52113664539208
33 93.9175714096849 8.01974859031509
34 93.7540913839594 8.46772861604056
35 93.0355681432038 9.07955185679626
36 98.3063333544894 3.69547664551064
37 99.5719167056779 4.24055329432208
38 100.918533255232 3.59830674476792
39 101.626327805146 2.82175219485444
40 109.259140230325 -4.02263023032486
41 109.166984271409 -2.04659427140875
42 107.778796973861 0.1166430261393
43 109.123656433264 -0.77825643326432
44 115.211545479664 -6.05414547966407
45 109.775453419629 0.986186580370614
46 110.850969256373 0.495490743627315
47 110.138051701853 1.54888829814692
48 113.667039100509 -1.85127910050893
49 111.621863578467 1.25694642153265
50 113.526319957579 0.219900042420761
51 113.315934002155 0.909855997844758
52 116.815736039247 -2.83319603924664
53 117.041045811952 -1.32746581195214
54 117.010002374007 -0.09559237400708
55 117.828214035667 -0.33963403566651
56 125.530482006019 -7.37882200601891
57 125.879227794102 -4.89466779410205
58 124.510015153954 -2.42765515395415
59 123.656568514805 0.118441485194921
60 130.005102006959 -3.85565200695851
M1 Curva de reg
150
M2 Curv
100
150

IPC
50
100
0

IPC
0.00 50
50,000.00 100
0 M1
F Valor crítico de F 0 10 2
253.9908949 9.417640615E-35

Probabilidad Inferior 95% Superior 95% Inferior 95,0% Superior 95,0%


2.758042E-20 47.49834581819 62.876577182 47.4983458182 62.8765771821
1.983674E-05 0.000725466866 0.0018163325 0.00072546687 0.00181633248
0.000199027 -0.001895402439 -0.000627365 -0.0018954024 -0.00062736463
0.000642889 0.000462583575 0.0016101866 0.00046258357 0.00161018656
0.173603785 -21.69428163776 117.32815596 -21.694281638 117.328155959
M1 Curva de regresión ajustada
0
M2 Curva de regresión ajustada
0
IPC
150
0 M3 Curva de regresión ajustada
Pronóstico IPC
100 IPC
0 150
TASA DE INTERÉS Curva de regresión
IPC

0.00 50
50,000.00 100,000.00 150,000.00 Pronóstico IPC
100
0 M1 ajustada IPC
IPC

0 10 50 20 30 40 50 60 70 Pronóstico IPC
150
0 M2 IPC
100
0 10 50 20 30 40 50 60 70 Pronóstico IPC
IPC

0 M3
2.00% 4.00% 6.00% 8.00% 10.00% 12.00% 14.00%
TASA DE INTERÉS
TASA DE TASA DE
AÑOS TRIMESTRE INFLACIÓN IPC M1
INTERÉS CAMBIO
2001 I 4.42% 64.77157 13,916.31 12.00% 2,255.10
2001 II 1.61% 65.81547 13,817.48 11.50% 2,325.32
2001 III 0.74% 66.30408 13,602.61 10.83% 2,306.72
2001 IV 0.65% 66.72893 15,819.97 9.17% 2,312.16
2002 I 2.77% 68.58761 15,724.66 8.17% 2,281.06
2002 II 1.95% 69.9282 16,534.52 6.25% 2,311.11
2002 III 0.47% 70.2622 17,292.17 5.25% 2,635.95
2002 IV 1.61% 71.39513 19,063.91 5.25% 2,791.88
2003 I 3.33% 73.80035 18,966.98 5.92% 2,938.23
2003 II 1.59% 74.97195 18,999.76 6.92% 2,869.75
2003 III 0.39% 75.26122 19,672.44 7.25% 2,855.04
2003 IV 1.02% 76.02913 21,986.07 7.25% 2,842.35
2004 I 3.07% 78.38691 22,348.55 7.17% 2,713.33
2004 II 1.44% 79.52133 21,941.65 6.75% 2,692.52
2004 III 0.30% 79.7563 22,229.16 6.75% 2,601.31
2004 IV 0.57% 80.20885 25,152.67 6.75% 2,507.90
2005 I 2.61% 82.32699 25,677.29 6.50% 2,353.65
2005 II 1.25% 83.35831 26,171.24 6.50% 2,340.60
2005 III 0.48% 83.75696 26,458.44 6.50% 2,308.34
2005 IV 0.41% 84.10291 30,354.71 6.00% 2,283.67
2006 I 1.90% 85.71228 30,142.08 6.00% 2,263.80
2006 II 1.08% 86.64117 31,496.82 6.17% 2,432.00
2006 III 1.09% 87.5904 33,085.54 6.58% 2,433.80
2006 IV 0.33% 87.86896 36,337.31 7.17% 2,304.31
2007 I 3.15% 90.66685 35,932.81 7.75% 2,222.21
2007 II 1.32% 91.86894 36,024.30 8.50% 2,025.95
2007 III 0.12% 91.9743 35,983.86 9.17% 2,040.43
2007 IV 0.97% 92.87228 40,751.73 9.33% 2,020.43
2008 I 3.38% 96.03972 39,107.23 9.58% 1,910.66
2008 II 2.50% 98.4655 38,555.15 9.75% 1,767.52
2008 III 0.48% 98.94017 39,278.96 9.92% 1,898.24
2008 IV 1.07% 100 43,623.40 10.00% 2,291.34
2009 I 1.93% 101.93732 43,074.37 8.83% 2,411.83
2009 II 0.27% 102.22182 42,541.01 6.00% 2,230.46
2009 III -0.11% 102.11512 43,118.24 4.50% 2,014.96
2009 IV -0.12% 102.00181 47,461.47 3.83% 1,965.43
2010 I 1.77% 103.81247 47,925.02 3.50% 1,948.05
2010 II 0.67% 104.51684 48,632.78 3.17% 1,949.30
2010 III -0.77% 104.44808 50,080.81 3.00% 1,833.79
2010 IV 0.75% 105.23651 55,462.19 3.00% 1,864.64
2011 I 1.78% 107.12039 56,501.64 3.08% 1,877.09
2011 II 0.72% 107.89544 56,335.70 3.75% 1,797.83
2011 III 0.42% 108.3454 57,940.05 4.42% 1,793.49
2011 IV 0.75% 109.1574 64,032.89 4.58% 1,920.15
2012 I 1.46% 110.76164 61,005.20 5.00% 1,800.79
2012 II 0.52% 111.34646 60,930.38 5.25% 1,786.69
2012 III 0.31% 111.68694 61,496.37 5.00% 1,797.36
2012 IV 0.11% 111.81576 67,175.74 4.67% 1,805.97
2013 I 0.95% 112.87881 67,109.41 4.08% 1,791.32
2013 II 0.76% 113.74622 69,150.90 3.42% 1,862.67
2013 III 0.41% 114.22579 72,168.64 3.25% 1,907.72
2013 IV -0.22% 113.98254 77,987.15 3.25% 1,913.28
2014 I 1.51% 115.71358 79,854.39 3.25% 2,005.16
2014 II 1.03% 116.91441 80,210.59 3.50% 1,913.59
2014 III 0.49% 117.48858 81,512.56 4.25% 1,909.83
2014 IV 0.56% 118.15166 87,195.04 4.50% 2,173.17
2015 I 2.38% 120.98456 87,725.54 4.50% 2,467.76
2015 II 0.90% 122.08236 87,287.99 4.50% 2,501.75
2015 III 1.39% 123.77501 90,587.55 4.50% 2,937.01
2015 IV 1.90% 126.14945 97,243.07 5.17% 3,058.35
ESTADÍSTICAS ECONÓMICAS DE COLOMBIA
DESCRIPCIÓN DE LAS VARIABLES
BASE DE DATOS TRIMESTRAL DE 2001 AL 2015

INDICADORES DE PRECIOS
Indicadores: ÍNDICE DE PRECIOS AL CONSUMIDOR E INFLACIÓN
Índice y variación porcentual trimestral
Base diciembre de 2008 = 100
Fuente: DANE

AGREGADOS MONETARIOS
M1= Efectivo + depositos en cuenta corriente
M2= M1 + cuasidineros
M3= Efectivo + PSE. Incluye los depositos restringidos
Cifras en miles de millones de pesos
Promedio de los indicadores mensuales. Cálculos Propios.
Fuente: Superintendencia financiera de colombia y Banco de la República

TASA DE INTERÉS
Promedio de Tasa de Interés mensual durante el trimestre. Cálculos
propios.
Fuente: Banco de la República

TASA DE CAMBIO
Promedio trimestral de tasa de cambio. Cálculos propios.
Cifras en pesos
Fuente: Banco de la República

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