Post on 13-Apr-2018
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0
2,000
4,000
6,000
8,000
10,000
12,000
14,000
1970 1975 1980 1985 1990 1995 2000 2005 2010 2015
Producto Interno Bruto per Cápita (precio 2012) Null !pot"e#i#$ PIB "a# a unit root
%&o'enou#$ Con#tant
a' en't"$ 2 (uto*atic + a#ed on -IC, *a&la'.9)
t+-tati#tic Pro/
u'*ented ice!+3uller te#t #tati#tic +1/298580 0/6209
e#t critical alue#$ 1 leel +/60559
5 leel +2/96942
10 leel +2/606857
acinnon (1996) one+#ided p+alue#/
u'*ented ice!+3uller e#t %:uation
ependent ;ariale$ (PIB)
et"od$ ea#t -:uare#
ate$ 04<01<16 i*e$ 14$45
-a*ple (ad=u#ted)$ 197 2012
Included o#eration#$ 40 a>ter ad=u#t*ent#
;ariale Coe>>icient -td/ %rror t+-tati#tic Pro/
PIB(+1) +0/091255 0/07027 +1/298580 0/202
(PIB(+1)) +0/055275 0/164607 +0/5801 0/790
(PIB(+2)) 0/72164 0/26789 /046445 0/004
C 476/4568 291/970 1/61868 0/1114
?+#:uared 0/22669 ean dependent ar 286/8905
d=u# ted ?+#:uared 0/162251 -// dependent ar 981/60
-/%/ o> re're# #ion 898/2284 aie in>o criterion 16/57-u* #:uared re#id 2904511 -c"@arA criterion 16/70225
o' lieli"ood +26/667 annan+uinn criter/ 16/5944
3+#tati#tic /517767 urin+at#on #tat 1/867174
Pro(3+#tati#tic) 0/024652
+,000
+2,000
+1,000
0
1,000
2,000
,000
1970 1975 1980 1985 1990 1995 2000 2005 2010 2015
Pri*era i>erencia del PIB per Cápita (precio# 2012) Null !pot"e#i#$ (PIB) "a# a unit root
%&o'enou#$ Con#tant
a' en't"$ 1 (uto*atic + a#ed on -IC, *a&la'.9)
t+-tati#tic Pro/
u'*ented ice!+3uller te#t #tati#tic +2/64466 0/090
e#t critical alue#$ 1 leel +/60559
5 leel +2/96942
10 leel +2/606857
acinnon (1996) one+#ided p+alue#/
u'*ented ice!+3uller e#t %:uation
ependent ;ariale$ (PIB,2)
et"od$ ea#t -:uare#
ate$ 04<01<16 i*e$ 14$49
-a*ple (ad=u#ted)$ 197 2012
Included o#eration#$ 40 a>ter ad=u#t*ent#
;ariale Coe>>icient -td/ %rror t+-tati#tic Pro/
(PIB(+1)) +0/611546 0/214 +2/64466 0/0120
(PIB(+1),2) +0/521965 0/181916 +2/869261 0/0068
C 156/1477 157/660 0/99089 0/284
?+#:uared 0/617048 ean dependent ar 48/200
d=u# ted ?+#:uared 0/59648 -// dependent ar 1426/87
-/%/ o> re're# #ion 906/5207 aie in>o criterion 16/52914-u* #:uared re#id 0405849 -c"@arA criterion 16/65581
o' lieli"ood +27/5829 annan+uinn criter/ 16/57494
3+#tati#tic 29/80897 urin+at#on #tat 1/822751
Pro(3+#tati#tic) 0/000000
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PRODUCTO INTERNO BRUDO PER CÁPITA (PRECIOS 2012).
+6,000
+4,000
+2,000
0
2,000
4,000
6,000
1970 1975 1980 1985 1990 1995 2000 2005 2010 2015
-e'unda i>erencia del PIB per Cápita (precio# 2012) Null !pot"e#i#$ (PIB,2) "a# a unit root
%&o'enou#$ Con#tant
a' en't"$ 0 (uto*atic + a#ed on -IC, *a&la'.9)
t+-tati#tic Pro/
u'*ented ice!+3uller te#t #tati# tic +14/40288 0/0000
e#t critical alue#$ 1 leel +/60559
5 leel +2/96942
10 leel +2/606857
acinnon (1996) one+#ided p+alue#/
u'*ented ice!+3uller e#t %:uation
ependent ;ariale$ (PIB,)
et"od$ ea#t -:uare#
ate$ 04<01<16 i*e$ 14$5
-a*ple (ad=u#ted)$ 197 2012
Included o#eration#$ 40 a>ter ad=u#t*ent#
;ariale Coe>>icient -td/ %rror t+-tati#tic Pro/
(PIB(+1),2) +1/880258 0/10547 +14/40288 0/0000
C +15/87689 154/507 +0/102758 0/9187
?+#:uared 0/845178 ean dependent ar 121/2752
d=u# ted ?+#:uared 0/841104 -// dependent ar 2446/784
-/%/ o> re're##ion 975/2 aie in>o criterion 16/65214
-u* #:uared re#id 614875 -c"@arA criterion 16/7658
o' lieli"ood +1/0428 annan+uinn criter/ 16/68267
3+#tati#tic 207/440 urin+at#on #tat 1/957529
Pro(3+#tati#tic) 0/000000
ate$ 04<01<16 i*e$ 14$54
-a*ple$ 1970 2015
Included o#eration#$ 41
utocorrelation Partial Correlation C PC +-tat Pro
1 +0/61/// +0/61/// 16/881 0/000
2 0/292 +0 /14/// 20/724 0/000
+0/20/// +0/15/// 22/689 0/000
4 0/027 +0 /24/// 22/724 0/000
5 0/022 +0 /1/// 22/746 0/000
6 +0/05/// +0/16/// 22/892 0/001
7 0/022 +0 /20/// 22/917 0/002
8 +0/04/// +0/26/// 2/04 0/00
9 0/192 0/05 25/082 0/00
1/// +0 /07/// 0 /178 25/418 0/005
1/// +0/07/// +0/09/// 25/726 0/007
1/// 0/017 +0/12/// 25/744 0/012
1/// 0/079 0/198 26/141 0/016
1/// +0/1/// +0/01/// 27/72 0/017
1/// 0/146 0/005 28/81 0/017
1/// +0 /10/// 0 /18 29/651 0/020
1/// 0/017 +0/01/// 29/671 0/029
1/// 0/080 +0/0/// 0/164 0/06
1/// +0 /07/// 0 /019 0/640 0/044
2/// 0/080 0/187 1/184 0/05
ependent ;ariale$ (PIB,2)
et"od$ ea#t -:uare#
ate$ 04<01<16 i*e$ 14$56
-a*ple (ad=u#ted)$ 197 2012
Included o#eration#$ 40 a>ter ad=u#t*ent#
Coner'ence ac"ieed a>ter iteration#
;ariale Coe>>icient -td/ %rror t+-tati#tic Pro/
C +8/4499 82/1940 +0/102801 0/9187
?(1) +0/880258 0/10547 +6/742826 0/0000
?+#:uared 0/54472 ean dependent ar 48/200
d=u# ted ?+#:uared 0/52742 -// dependent ar 1426/87
-/%/ o> re're##ion 975/2 aie in>o criterion 16/65214
-u* #:uared re#id 614875 -c"@arA criterion 16/7658
o' lieli"ood +1/0428 annan+uinn criter/ 16/68267
3+#tati#tic 45/46570 urin+at#on #tat 1/957529
Pro(3+#tati#tic) 0/000000
Inerted ? ?oot# +/88
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ate$ 04<01<16 i*e$ 14$58
-a*ple$ 1970 2015
Included o#eration#$ 40
+#tati#tic proailitie# ad=u#ted >or 1 ? ter*
utocorrelation Partial Correlation C PC +-tat Pro
1 0/016 0/016 0/0115
2 +0/06/// +0/06/// 0/1810 0/671
+0/11/// +0/11/// 0/7984 0/6714 +0/07/// +0/07/// 1/0412 0/791
5 +0/14/// +0/15/// 2/0151 0/7
6 +0/16/// +0/20/// /877 0/640
7 +0/1/// +0/20/// 4/51 0/61
8 0/061 +0 /04/// 4/505 0/717
9 0/244 0/152 7/7552 0/458
1/// +0/02/// +0/11/// 7/7884 0/556
1/// +0/17/// +0/25/// 9/4656 0/489
1/// 0/102 0/042 10/090 0/522
1/// 0 /022 +0/04/// 10/120 0/605
1/// +0/04/// +0/07/// 10/25 0/675
1/// 0/051 0/097 10/41 0/71
1/// +0/11/// +0/15/// 11/02 0/71
1/// 0 /055 +0/05/// 11/520 0/776
1/// 0/100 0/041 12/28 0/78
1/// 0/056 0/109 12/58 0/818
2/// +0/08/// +0/00/// 1/19 0/81
etero#eda#ticit! e#t$ ?C
3+#tati#tic 0/072010 Pro/ 3(1,7) 0/7899
D#?+#:uared 0/075755 Pro/ C"i+-:uare(1) 0/781
e#t %:uation$
ependen t ;ariale$ ?%-IE2
et"od$ ea#t -:uare#
ate$ 04<01<16 i*e$ 15$00-a*ple (ad=u#ted)$ 1974 2012
Included o#eration#$ 9 a>ter ad=u#t*ent#
;ariale Coe>>icient -td/ %rror t+-tati#tic Pro/
C 966576/4 55986/7 2/71520 0/0100
?%-IE2(+1) +0/044008 0/16998 +0/26846 0/7899
?+#:uared 0/001942 ean dependent ar 926152/4
d=u#ted ?+#:uared +0/02502 -// dependent ar 198951/
-/%/ o> re're# #ion 2014278/ aie in>o criterion 1/9194
-u* #:uared re#id 1/50%F14 -c"@arA criterion 2/00465
o' lieli"ood +620/4271 annan+uinn criter/ 1/94995
3+#tati#tic 0/072010 urin+at#on #tat 1/989761
Pro(3+#tati#tic) 0/789924
2009 1154/84
2010 1581/5
2011 10754/59
2012 12771/59
∆2 PIB
t =(1− L )2 PIB
t
∆2 PIBt =(1−2 L+ L
2 ) PIB t
∆2 PIBt = PIBt −2 PIBt −1+ PIBt −2
∆2 PIBt =−8.4440−0.8803∆
2 PIBt −1+et
^∆
2 PIB
t =−8.4440−0.8803∆
2 PIB
t −1
^∆
2 PIB
2013=−8.4440−0.8803∆
2 PIB
2012
^ PIB2013−2 PIB
2012+ PIB
2011=−8.4440−0.8803 ( PIB2012
−2 PIB2011+ PIB
2010)
^
PIB2013−2∗12771.59+10754.59=−8.4440−0.8803 (12771.59−2∗10754.59+13581.35 )
^ PIB2013=10516.18
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0
2,000
4,000
6,000
8,000
10,000
12,000
14,000
16,000
1970 1975 1980 1985 1990 1995 2000 2005 2010 2015
Producto Interno Bruto per Cápita (precio 2012)PredicciGn con ?I
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PRECIO DEL PETRÓLEO CRUDO (PRECIOS 2013).
0
20
40
60
80
100
120
1970 1975 1980 1985 1990 1995 2000 2005 2010 2015
Precio del PetrGleo Crudo (precio 201) Null !pot"e#i#$ PPC "a# a unit root
%&o'enou#$ Con#tant
a' en't"$ 0 (uto*atic + a#ed on -IC, *a&la'.9)
t+-tati#tic Pro/
u'*ented ice!+3uller te#t #tati# tic +1/46040 0/548
e#t critical alue#$ 1 leel +/592462
5 leel +2/91404
10 leel +2/60944
acinnon (1996) one+#ided p+alue#/
u'*ented ice!+3uller e#t %:uation
ependent ;ariale$ (PPC)
et"od$ ea#t -:uare#
ate$ 04<01<16 i*e$ 15$28
-a*ple (ad=u#ted)$ 1971 201
Included o#eration#$ 4 a>ter ad=u#t*ent#
;ariale Coe>>icient -td/ %rror t+-tati#tic Pro/
PPC(+1) +0/11610 0/079519 +1/46040 0/1518
C 8/219151 4/672276 1/75912 0/0860
?+#:uared 0/049447 ean dependent ar 2/276047
d=u# ted ?+#:uared 0/02626 -// dependent ar 15/2542
-/%/ o> re're##ion 15/05268 aie in>o criterion 8/0684
-u* #:uared re#id 9289/906 -c"@arA criterion 8/8800
o' lieli"ood +176/587 annan+uinn criter/ 8/6592
3+#tati#tic 2/12777 urin+at#on #tat 2/00066
Pro(3+#tati#tic) 0/151800
40
20
0
20
40
60
1970 1975 1980 1985 1990 1995 2000 2005 2010 2015
Prii*era i>erencia Precico del Petroleo Crudo (precio# 201) Null !pot"e#i#$ (PPC) "a# a unit root
%&o'enou#$ Con#tant
a' en't"$ 0 (uto*atic + a#ed on -IC, *a&la'.9)
t+-tati#tic Pro/
u'*ented ice!+3uller te#t #tati# tic +6/7716 0/0000
e#t critical alue#$ 1 leel +/596616
5 leel +2/9158
10 leel +2/604867
acinnon (1996) one+#ided p+alue#/
u'*ented ice!+3uller e#t %:uation
ependent ;ariale$ (PPC,2)
et"od$ ea#t -:uare#
ate$ 04<01<16 i*e$ 15$1
-a*ple (ad=u#ted)$ 1972 201
Included o#eration#$ 42 a>ter ad=u#t*ent#
;ariale Coe>>icient -td/ %rror t+-tati#tic Pro/
(PPC(+1)) +1/070714 0/158118 +6/7716 0/0000
C 2/452 2/46668 1/00685 0/201
?+#:uared 0/54098 ean dependent ar +0/16028
d=u# ted ?+#:uared 0/522451 -// dependent ar 22/56287
-/%/ o> re're##ion 15/59206 aie in>o criterion 8/77849
-u* #:uared re#id 9724/49 -c"@arA criterion 8/460595
o' lieli"ood +17/948 annan+uinn criter/ 8/408178
3+#tati#tic 45/85501 urin+at#on #tat 2/01108
Pro(3+#tati#tic) 0/000000
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ate$ 04<01<16 i*e$ 15$5
-a*ple$ 1970 2015
Included o#eration#$ 4
utocorrelation Partial Correlation C PC +-tat Pro
1 +0/07/// +0/07/// 0/2280 0/6
2 +0/11/// +0/11/// 0/8159 0/665
0/085 0/070 1/169 0/760
4 +0/06/// +0/06/// 1/764 0/848
5 0/249 0/264 4/522 0/477
6 0/057 0/072 4/6955 0/58
7 +0/17/// +0/09/// 6/2475 0/5118 0/040 +0 /01/// 6/5 0/610
9 +0/1/// +0/17/// 7/4119 0/594
1/// +0/00/// +0/06/// 7/415 0/686
1/// 0/122 0/047 8/175 0/685
1/// +0/12/// +0/0/// 9/286 0/678
1/// +0/06/// +0/04/// 9/5518 0/70
1/// +0/12/// +0/1/// 10/66 0/714
1/// 0/09 0/068 10/79 0/771
1/// 0 /060 +0/0/// 10/997 0/810
1/// +0/06/// +0/00/// 11/287 0/841
1/// +0/04/// +0/02/// 11/472 0/87
1/// +0/17/// +0/18/// 1/98 0/785
2/// +0/06/// +0/10/// 14/289 0/816
ependent ;ariale$ (PPC)
et"od$ ea#t -:uare#
ate$ 04<01<16 i*e$ 15$7
-a*ple (ad=u#ted)$ 1976 201
Included o#eration#$ 8 a>ter ad=u#t*ent#
Coner'ence ac"ieed a>ter 19 iteration#
Bacca#t$ 1971 1975
;ariale Coe>>icient -td/ %rror t+-tati#tic Pro/
C 1/124774 2/250742 0/49975 0/6204
?(5) 0/54614 0/16995 /198609 0/0029
(5) +0/802624 0/0894 +8/974615 0/0000
?+#:uared 0/211590 ean dependent ar 1/545526
d=u#ted ?+#:uared 0/16658 -// dependent ar 15/12065
-/%/ o> re're# #ion 1/80428 aie in>o criterion 8/16490
-u* #:uared re#id 6669/51 -c"@arA criterion 8/292774
o' lieli"ood +152/106 annan+uinn criter/ 8/209488
3+#tati#tic 4/696561 urin+at#on #tat 2/064969
Pro(3+#tati#tic) 0/015601
Inerted ? ?oot# /89 /27+/84i /27F/84i +/72F/52i
+/72+/52i
Inerted ?oot# /96 /0+/91i /0F/91i +/77F/56i
+/77+/56i
ate$ 04<01<16 i*e$ 15$8
-a*ple$ 1970 2015
Included o#eration#$ 8+#tati#tic proailitie# ad=u#ted >or 2 ? ter*#
utocorrelation Partial Correlation C PC +-tat Pro
1 +0/04/// +0/04/// 0/0742
2 +0/02/// +0/02/// 0/0958
0/214 0/21 2/099 0/148
4 +0/05/// +0/0/// 2/2149 0/0
5 0/111 0/122 2/7852 0/426
6 0/086 0/049 /196 0/55
7 +0/11/// +0/09/// /7879 0/580
8 0/097 0/048 4/2629 0/641
9 +0/16/// +0/20/// 5/684 0/577
1/// +0/0/// +0/00/// 5/7478 0/675
1/// 0/144 0/089 6/9118 0/646
1/// +0 /05/// 0 /045 7/0890 0/717
1/// +0/06/// +0/06/// 7/61 0/771
1/// +0/15/// +0/20/// 8/751 0/7241/// +0 /00/// 0 /06 8/7589 0/791
1/// 0 /007 +0/04/// 8 /762 0/846
etero#eda#ticit! e#t$ ?C
3+#tati#tic 1/16999 Pro/ 3(1,5) 0/2869D#?+#:uared 1/19625 Pro/ C"i+-:uare(1) 0/2741
e#t %:uation$
ependen t ;ariale$ ?%-IE2
et"od$ ea#t -:uare#
ate$ 04<01<16 i*e$ 15$9
-a*ple (ad=u#ted)$ 1977 201
Included o#eration#$ 7 a>ter ad=u#t*ent#
;ariale Coe>>icient -td/ %rror t+-tati#tic Pro/
C 145/725 59/55604 2/446859 0/0196
?%-IE2(+1) 0/18001 0/16671 1/08187 0/2869
?+#:uared 0/021 ean dependent ar 178/1955
d=u#ted ?+#:uared 0/00468 -// dependent ar 1/5887
-/%/ o> re're# #ion 12/855 aie in>o criterion 14/8189-u* #:uared re#id 425705/ -c"@arA criterion 14/46896
o' lieli"ood +264/0649 annan+uinn criter/ 14/41258
3+#tati#tic 1/16999 urin+at#on #tat 2/009145
Pro(3+#tati#tic) 0/286920
2004 47/19000 9/2268
2005 65/0000 18/4079
2006 75/28000 /02427
2007 81/000 /679717
2008 105/200 19/50816
2009 66/97000 +7/17419
2010 84/9000 22/51992
2011 115/2200 26/610
2012 11/100 +2/758765201 108/6600 +2/49798
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∆ PPC t =(1− L ) PPC
t
∆ PPC t = PPC
t − PPC
t −1
∆ PPC t =1.1248+0.5436∆ PPC
t −5+e
t −0.8026 e
t −5
∆̂ PPC t =
1.1248+
0.5436∆ PPC
t −5−
0.8026et −5
^
∆ PPC 2014=1.1248+0.5436∆ PPC
2009−0.8026 e
2009
^ PPC 2014− PPC
2013=1.1248+0.5436 ( PPC 2009− PPC 2008 )−0.8026 e
2009
^ PPC 2014−108.66=1.1248+0.5436 (66.97−105.23 )−0.8026 (−37.1742 )
^ PPC 2014=118.8227
0
20
40
60
80
100
120
1970 1975 1980 1985 1990 1995 2000 2005 2010 2015
Precio del PetrGleo Crudo (precio 201)
PredicciGn con ?I