MCO EXAM
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Resumen Estadísticas de la regresión Coeficiente de correlación múltip0.956648167435028 Coeficiente de determinación R^2 0.915175716256797 R^2 ajustado 0.881246002759516 Error típico 4.85167380794904 Observaciones 8 ANÁLISIS DE VARIANZA Grados de libertad Suma de cuadrados Regresión 2 1269.80630630631 Residuos 5 117.693693693694 Total 7 1387.5 Coeficientes Error típico Intercepción -159.189189189189 86.0985087086327 Variable X 1 0.873873873873874 2.77894659282747 Variable X 2 0.304504504504504 0.0921000997519561 Análisis de los residuales Observación Pronóstico para Y Residuos 1 47.4774774774775 2.52252252252254 2 51.8198198198198 0.180180180180201 3 61.8288288288288 -2.82882882882882 4 70.0900900900901 -5.09009009009009 5 72.2612612612613 3.73873873873873 6 74.4324324324325 -5.43243243243245 7 75.3063063063063 5.69369369369369 8 88.7837837837838 1.21621621621622
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en excel regResumenEstadsticas de la regresinCoeficiente de correlacin mltiple0.9566481674Coeficiente de determinacin R^20.9151757163R^2 ajustado0.8812460028Error tpico4.8516738079Observaciones8ANLISIS DE VARIANZAGrados de libertadSuma de cuadradosPromedio de los cuadradosFValor crtico de FRegresin21269.8063063063634.903153153226.9726921310.0020955619Residuos5117.693693693723.5387387387Total71387.5CoeficientesError tpicoEstadstico tProbabilidadInferior 95%Superior 95%Inferior 95.0%Superior 95.0%Intercepcin-159.189189189286.0985087086-1.84891923890.1237205122-380.51245175162.1340733726-380.51245175162.1340733726Variable X 10.87387387392.77894659280.31446227720.7658682635-6.26963575998.0173835076-6.26963575998.0173835076Variable X 20.30450450450.09210009983.3062342530.02132860730.0677536610.5412553480.0677536610.541255348Anlisis de los residualesObservacinPronstico para YResiduos147.47747747752.5225225225251.81981981980.1801801802361.8288288288-2.8288288288470.0900900901-5.0900900901572.26126126133.7387387387674.4324324324-5.4324324324775.30630630635.6936936937888.78378378381.2162162162
en excel reg108987675
Variable X 1ResiduosVariable X 1 Grfico de los residuales
MCO650670700730740750750800
Variable X 2ResiduosVariable X 2 Grfico de los residuales
MCOYX5011065052186705919700651873076177406916750811775090158001)B=([X`X]^-1)([X`Y])1.1)([X`X]^-11111111111065010898767518670650670700730740750750800197001873017740167508605790177506046842930158005790429304206900INVERSA314.9256756757-9.6328828829-0.3351351351-9.63288288290.32807807810.0099099099-0.33513513510.00990990990.00036036041.2)([X`Y])11111111501089876755265067070073074075075080059657654269393081396830901.3)[X`X]^-1)([X`Y]314.9256756757-9.6328828829-0.3351351351542-9.63288288290.32807807810.00990990993930-0.33513513510.00990990990.0003603604396830B0-159.1891891892B10.8738738739B20.30450450452)Prueba "T"2.1)Matrix de varianzas y covarianzas502500-159.18918918920.87387387390.3045045045542522704393059348137990.3063063254396830654225765776117.693693674669476181656190810038108117.693693674623.538738734952.2)23.5387387349314.9256756757-9.6328828829-0.3351351351-9.63288288290.32807807810.0099099099-0.33513513510.00990990990.00036036047412.9532006504-226.7459134443-7.8886583868-226.74591344437.72254416450.2332667803-7.88865838680.23326678030.0084824284B086.0985087017B12.7789465926B20.0921000997ContrasteB0-1.848919239B10.3144622773B23.30623425333)Prueba "F"3.1)37990.3063063254-2937641269.806306325483.2)117.69369367463.3)1269.80630632542117.693693674626.972692135854)Y ESTRESIDe^2e^3e^4SeSe^2Se^3Se^4et-1147.47747747752.52252252256.363119876516.051113201740.489294562416.8133848134166.251396916811459.4134531369187100.251738929-251.81981981980.18018018020.03246489730.00584953110.001053969616.8133848134166.251396916811459.4134531369187100.2517389292.5225225225361.8288288288-2.82882882888.0022725428-22.637059265364.03636584950.1801801802470.0900900901-5.090090090125.9090171252-131.8792313131671.2771683956-2.8288288288572.26126126133.738738738713.978167356552.2607157925195.3891626476-5.0900900901674.4324324324-5.432432432429.5113221329-160.318263479870.91813403443.7387387387775.30630630635.693693693732.4181478776184.5790041321050.9363118144-5.4324324324888.78378378381.21621621621.47918188461.79900499482.18797904775.6936936937-3.1577E-111.1769E+02-6.0139E+012.8952E+03-014.7117117117-7.5173583007361.9044337901DW325.5510916322.76611.1769E+02Tiene q tender a 2 para que no halla autocorrelacins-6.5600E-04k1.9343E-03JB2.9961332592
e^2=y^2-B`[X`Y]^2= (e^2 )/(N-K) ^^2 [X`Y]^(-1)SCE= B`[X`Y]^(-1)- (Y)^2/NSCR=y^2-B`[X`Y]
