Introduccin

Metodologa para hallar el PBI

PIB = C + I + G + X M
C = valor total del consumo nacional
I = Inversin
G = gasto pblico
X = el valor total de las exportaciones.
M = valor de las importaciones.
Consumo: Tasa de inters
Inversiones: Curva de rendimientos
Exportaciones Importaciones: Tipo de cambio

Calculo del PBI

Se tom data histrica de la SBS, INEI y otras entidades gubernamentales. El
mtodo utilizado fue de mnimos cuadrados considerando el modelo ARMA.
ARMA(6)
Dependent Variable: PBI
Method: Least Squares
Date: 10/26/12 Time: 09:12
Sample: 2004Q1 2011Q4
Included observations: 32
PBI=C(1 )
+C(2)*AHORRO+C(3)*CONSUMO+C(4)*EXPORTACIONES+
C(5)
*GASTOS+C(6)*IMPORTACIONES+C(7)*INGRESOS
Coefficie
nt Std. Error t-Statistic
C(1)
C(2)
C(3)
C(4)
C(5)
C(6)
C(7)

0.601812
0.228838
0.678338
0.100783
0.327278
0.120421
0.012125

Prob.

0.448149 1.342883

0.1914

0.553913 -0.413131

0.6830

0.467135 -1.452126

0.1589

0.057981 -1.738210

0.0945

0.239818 -1.364692
0.065759 1.831257
0.445904 0.027192

0.1845
0.0790
0.9785

Mean dependent
0.420912 var
S.D. dependent
0.281930 var

0.06550
R-squared
0
Adjusted R0.03160
squared
3
Akaike info
4.21165
S.E. of regression 0.026780 criterion
4
Sum squared
3.89102
resid
0.017930 Schwarz criterion
4
Hannan-Quinn
4.10537
Log likelihood
74.38646 criter.
4
1.05436
F-statistic
3.028550 Durbin-Watson stat
9
Prob(F-statistic) 0.022953

ARMA(5)
Dependent Variable: PBI
Method: Least Squares
Date: 10/26/12 Time: 09:13
Sample: 2004Q1 2011Q4
Included observations: 32
PBI=C(1 )
+C(2)*AHORRO+C(3)*CONSUMO+C(4)*EXPORTACIONES+
C(5)
*GASTOS+C(6)*IMPORTACIONES
Coefficie
nt Std. Error t-Statistic
C(1)
C(2)
C(3)
C(4)
C(5)
C(6)

0.605483
0.226388
0.680095
0.101076
0.331179
0.120412

Prob.

0.419043 1.444918

0.1604

0.535930 -0.422421

0.6762

0.453669 -1.499100

0.1459

0.055863 -1.809364

0.0820

0.188453 -1.757358
0.064482 1.867383

0.0906
0.0732

Mean dependent
0.420894 var
S.D. dependent
0.309528 var

0.06550
R-squared
0
Adjusted R0.03160
squared
3
Akaike info
4.27412
S.E. of regression 0.026261 criterion
4
Sum squared
3.99929
resid
0.017930 Schwarz criterion
9
Hannan-Quinn
4.18302
Log likelihood
74.38598 criter.
7
1.05722
F-statistic
3.779365 Durbin-Watson stat
9
Prob(F-statistic) 0.010500
ARMA(4)
Dependent Variable: PBI
Method: Least Squares

Date: 10/26/12 Time: 09:14

Sample: 2004Q1 2011Q4
Included observations: 32
PBI=C(1 )
+C(2)*AHORRO+C(3)*CONSUMO+C(4)*EXPORTACIONES+
C(5)
*GASTOS
Coefficie
nt Std. Error t-Statistic
C(1)
C(2)
C(3)
C(4)
C(5)

0.712488
0.263433
0.814680
0.048026
0.387075

Prob.

0.433804 1.642419

0.1121

0.559687 -0.470679

0.6417

0.468083 -1.740463

0.0932

0.050266 -0.955427

0.3478

0.194441 -1.990707

0.0567

0.06550
0
0.03160
3
Akaike info
4.21076
S.E. of regression 0.027444 criterion
7
Sum squared
3.98174
resid
0.020335 Schwarz criterion
6
Hannan-Quinn
4.13485
Log likelihood
72.37227 criter.
3
0.87285
F-statistic
3.527489 Durbin-Watson stat
4
Prob(F-statistic) 0.019316
R-squared
Adjusted Rsquared

Mean dependent
0.343225 var
S.D. dependent
0.245925 var

ARMA(3)
Dependent Variable: PBI
Method: Least Squares
Date: 10/26/12 Time: 09:15
Sample: 2004Q1 2011Q4
Included observations: 32
PBI=C(1 )
+C(2)*AHORRO+C(3)*CONSUMO+C(4)*EXPORTACIONES
Coefficie Std. Error t-Statistic

Prob.

nt
C(1)
C(2)
C(3)
C(4)

0.231150
0.193182
0.323229
0.023975

0.378747 0.610301
0.536858 0.359839

0.5466
0.7217

0.418200 -0.772905

0.4461

0.051310 -0.467261

0.6439

0.06550
0
0.03160
3
Akaike info
4.13631
S.E. of regression 0.028859 criterion
4
Sum squared
3.95309
resid
0.023320 Schwarz criterion
7
Hannan-Quinn
4.07558
Log likelihood
70.18102 criter.
2
0.83786
F-statistic
3.058682 Durbin-Watson stat
7
Prob(F-statistic) 0.044523
R-squared
Adjusted Rsquared

Mean dependent
0.246827 var
S.D. dependent
0.166130 var

ARMA(2)
Dependent Variable: PBI
Method: Least Squares
Date: 10/26/12 Time: 09:16
Sample: 2004Q1 2011Q4
Included observations: 32
PBI=C(1 )+C(2)*AHORRO+C(3)*CONSUMO
Coefficie
nt Std. Error t-Statistic
C(1)
C(2)
C(3)

0.149870 0.331873 0.451587

0.305924 0.473076 0.646670
0.236252 0.369408 -0.639542

Mean dependent
R-squared
0.240954 var
Adjusted RS.D. dependent
squared
0.188606 var
S.E. of regression 0.028468 Akaike info
criterion

Prob.
0.6549
0.5229
0.5275
0.06550
0
0.03160
3
4.19104

Sum squared
resid
Log likelihood
F-statistic
Prob(F-statistic)

6
4.05363
0.023502 Schwarz criterion
4
Hannan-Quinn
4.14549
70.05674 criter.
8
0.88873
4.602924 Durbin-Watson stat
9
0.018361

ARMA
Dependent Variable: PBI
Method: Least Squares
Date: 10/26/12 Time: 10:21
Sample: 2004Q1 2011Q4
Included observations: 32
PBI=C(1 )+C(2)*AHORRO

C(1)
C(2)

Coefficie
nt Std. Error t-Statistic

Prob.

0.060604 0.042390 -1.429665

0.581291 0.194048 2.995598

0.1631
0.0054

0.06550
0
0.03160
3
Akaike info
4.23954
S.E. of regression 0.028186 criterion
1
Sum squared
4.14793
resid
0.023833 Schwarz criterion
2
Hannan-Quinn
4.20917
Log likelihood
69.83265 criter.
5
0.96756
F-statistic
8.973610 Durbin-Watson stat
4
Prob(F-statistic) 0.005450
R-squared
Adjusted Rsquared

Mean dependent
0.230248 var
S.D. dependent
0.204590 var