Regresiones-Econometría

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consumo ingreso y observado x xy 70 80 5600 65 100 6500 90 120 10800 95 140 13300 110 160 17600 115 180 20700 120 200 24000 140 220 30800 155 240 37200 150 260 39000 Promedio 111 170 sumatoria 205500 n = 10 10 x 80 100 0 20 40 60 80 100 120 140 160 180 1 2 3 5 0 5 10

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Ejercicios Regresiones y Beta

Transcript of Regresiones-Econometría

Ejercicio 1consumoingresoPronosticoy observadoxxyx^2Y estimadou= error70805600640065.18181818184.81818181826510065001000075.3636363636-10.363636363690120108001440085.54545454554.4545454545beta 124.454545454595140133001960095.7272727273-0.72727272731101601760025600105.90909090914.0909090909beta 20.50909090911151802070032400116.0909090909-1.09090909091202002400040000126.2727272727-6.27272727271402203080048400136.45454545453.54545454551552403720057600146.63636363648.36363636361502603900067600156.8181818182-6.8181818182Promedio111170sumatoria205500322000n = 1010

Regresion Eje1SUMMARY OUTPUT

Regression StatisticsMultiple R0.9808473686R Square0.9620615605Adjusted R Square0.9573192555Standard Error6.4930032273Observations10ANOVAdfSSMSFSignificance FRegression18552.72727272738552.7272727273202.86792452830.0000005753Residual8337.272727272742.1590909091Total98890

CoefficientsStandard Errort StatP-valueLower 95%Upper 95%Lower 95.0%Upper 95.0%Intercept24.45454545456.41381729873.81279109080.0051421729.664256241239.24483466799.664256241239.2448346679X Variable 10.50909090910.035742806414.24317115420.00000057530.42666784970.59151396850.42666784970.5915139685

Ejercicio 2YXCartera en MillonesTasa14990.16695720.17610530.173110010.17147030.16325380.152811520.16395570.175910500.1499410.16736720.159520590.136310360.171318660.1583740.19945520.1837380.160211470.165617750.145112500.178920530.1695

Regresion Eje2SUMMARY OUTPUT

Regression StatisticsMultiple R0.5248995209R Square0.275519507Adjusted R Square0.2373889548Standard Error448.5691409882Observations21ANOVAdfSSMSFSignificance FRegression11453911.741689431453911.741689437.22568886890.014559147Residual193823071.21069152201214.274246922Total205276982.95238095

CoefficientsStandard Errort StatP-valueLower 95%Upper 95%Lower 95.0%Upper 95.0%Intercept4311.94228983121207.93322818313.56968596380.00204466851783.70898712486840.17559253761783.70898712486840.1755925376Tasa de Interes-19494.24549994447252.1504025569-2.6880641490.014559147-34673.170738683-4315.3202612058-34673.170738683-4315.3202612058Si se baja la tasa de interes en 1% la tasa subira 194941972.6328298379

Ejercicio 3Crecimiento EnergiaCrecimiento PIB6.6310.94.46.9563.910.43.64.32.36.33.96.22.56.83.24.93.36.55.46.16.40.53.30.90.52.72.8Crecimiento EconomicoPronostico2%2.14013480983%2.15026600874%2.1603972075

Regresion Eje3SUMMARY OUTPUT

Regression StatisticsMultiple R0.4955434074R Square0.2455632687Adjusted R Square0.1875296739Standard Error2.5918298621Observations15ANOVAdfSSMSFSignificance FRegression128.424766891328.42476689134.2313985520.0603260148Residual1387.3285664426.717582034Total14115.7533333333

CoefficientsStandard Errort StatP-valueLower 95%Upper 95%Lower 95.0%Upper 95.0%Intercept2.11987241211.8797881251.12771880190.2798228016-1.94116293396.1809077582-1.94116293396.1809077582Crecimiento PIB1.01311988440.49251433192.05703635160.0603260148-0.05089264112.07713241-0.05089264112.07713241Si el PIB crece en 1% el PIB subira 1.01311