ESTACIONARIEDAD

ESTACIONARIEDAD
En principio, para determinar que tipo de comportamiento tiene esta serie, debido a que estas
se proyectan a futuro y es uno de los objetivos primordiales del análisis Box Jekings.
Por lo tanto, se aprende de regularidades de seres de tiempo antiguas y se proyectan al futuro.

Estas consideraciones se les impone los procesos estocásticos para que sean estables para
predecir por las que se conocen como supuesto de estacionariedad.
Para el análisis hemos tomado en cuenta:
a) Análisis Grafico
 Line & Symbol
Se determina el movimiento aleatorio.
 Quantile & Quantil
Para verificar si la serie presenta una distribución normal.
 Seaseonal Graph
Verifica la estacionariedad.
b) Correlograma
Para verificar con las innovaciones si la serie es estacionaria o no.
 Level
 1 Diferencia
 2 Diferencia
Si la serie no es estacionaria en la 1 Diferencia, se procede a la 2 para analizar si se

sigue manteniendo el problema.
c) Unit Root Test

Aplicamos el “Argument Dickey Fuller” para obtener la información mas concisa, una de
las cosas a mencionar es que si bien para objeto de estudio se aplica el Trend and
intercepto, en la vida real se debe hacer un estudio cuidadoso de su aplicación.
Asimismo, es importante tener en cuenta que:
H0: Raíces Unitarias (No estacionariedad)
H1: Estacionariedad
Dickey Fuller>0.05 para aceptar la Hipótesis Nula.
1. CONSUMO PRIVADO:
Análisis de graficos
CONSU_PRIVA
46,000
44,000
42,000
40,000
38,000
36,000
34,000
32,000
30,000
I II III IV I II III IV I II III IV I II III IV I
2015 2016 2017 2018 2019
No tiene un movimiento aleatorio, debido a que tiene muchos picos y pisos en crecimiento, no
parece ser un proceso estacional (efecto calendario), además de no poseer tendencias
estocásticas determinísticas.
42,000
Quantiles of Normal
40,000
38,000
36,000
34,000
33,000 35,000 37,000 39,000
Quantiles of CONSU_PRIVA
Debería tener una distribución normal, sin embargo es todo al contrario ya que la línea azul se
encuentra separa de la línea roja.
CONSU_PRIVA by Season
46,000
44,000
42,000
40,000
38,000
36,000
34,000
32,000
30,000
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Means by Season
Las líneas rojas deberían ser una sola, es decir constante, por lo tanto, presenta problemas de
no estacionariedad.
Correlogramas
LEVEL
Date: 06/24/19 Time: 15:45
Sample: 2015M01 2019M03
Included observations: 51
Autocorrelation Partial Correlation AC PAC Q-Stat Prob
1 0.309 0.309 5.1638 0.023

2 0.223 0.141 7.9189 0.019
3 0.680 0.651 33.931 0.000
4 0.185 -0.249 35.892 0.000
5 0.167 0.112 37.536 0.000
6 0.592 0.228 58.609 0.000
7 0.070 -0.270 58.910 0.000
8 0.082 0.058 59.333 0.000
9 0.527 0.167 77.206 0.000
10 0.031 -0.126 77.269 0.000
11 0.015 -0.045 77.283 0.000
12 0.389 -0.047 87.780 0.000
13 -0.061 -0.053 88.048 0.000
14 -0.092 -0.143 88.672 0.000
15 0.325 0.121 96.608 0.000
16 -0.056 0.099 96.850 0.000
17 -0.026 0.132 96.904 0.000
18 0.261 -0.182 102.49 0.000
19 -0.127 -0.048 103.86 0.000
20 -0.106 -0.050 104.84 0.000
21 0.166 -0.142 107.33 0.000
22 -0.160 0.063 109.70 0.000
23 -0.148 -0.005 111.83 0.000
24 0.075 -0.085 112.39 0.000
1 DIFERENCIA
Date: 06/24/19 Time: 15:47
Sample: 2015M01 2019M03
1 -0.459 -0.459 11.191 0.001

2 -0.393 -0.765 19.545 0.000
3 0.733 0.192 49.234 0.000
4 -0.375 -0.127 57.196 0.000
5 -0.346 -0.318 64.099 0.000
6 0.708 0.122 93.761 0.000
7 -0.395 -0.152 103.20 0.000
8 -0.318 -0.263 109.45 0.000
9 0.678 -0.077 138.61 0.000
10 -0.354 -0.098 146.77 0.000
11 -0.281 -0.097 152.05 0.000
12 0.617 -0.070 178.09 0.000
13 -0.305 0.070 184.61 0.000
14 -0.243 0.160 188.89 0.000
15 0.515 0.007 208.56 0.000
16 -0.303 -0.025 215.58 0.000
17 -0.179 0.116 218.12 0.000
18 0.460 0.062 235.29 0.000
19 -0.285 0.050 242.09 0.000
20 -0.156 0.093 244.18 0.000
21 0.375 -0.053 256.81 0.000
22 -0.220 0.004 261.29 0.000
23 -0.118 -0.023 262.63 0.000
24 0.282 -0.205 270.57 0.000
2 DIFERENCIA
Date: 06/24/19 Time: 15:47
Sample: 2015M01 2019M03
1 -0.525 -0.525 14.332 0.000

2 -0.357 -0.873 21.120 0.000
3 0.763 -0.267 52.749 0.000
4 -0.391 -0.055 61.228 0.000
5 -0.345 -0.378 67.994 0.000
6 0.731 -0.014 99.065 0.000
7 -0.405 0.033 108.85 0.000
8 -0.303 -0.163 114.44 0.000
9 0.684 -0.088 143.68 0.000
10 -0.380 -0.045 152.92 0.000
11 -0.275 -0.062 157.89 0.000
12 0.617 -0.128 183.60 0.000
13 -0.341 -0.122 191.68 0.000
14 -0.222 0.081 195.22 0.000
15 0.529 0.085 215.76 0.000
16 -0.323 -0.017 223.68 0.000
17 -0.166 0.066 225.82 0.000
18 0.462 0.054 243.05 0.000
19 -0.300 0.004 250.55 0.000
20 -0.125 0.096 251.89 0.000
No es una serie Estacionaria Ni en primera Diferencia, Ni en segunda.

UNIT ROOT TEST- ARGUMENT DICKY FULLER
Null Hypothesis: CONSU_PRIVA has a unit root
Exogenous: Constant
Lag Length: 2 (Automatic - based on SIC, maxlag=10)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.840862 0.3568

Test critical values: 1% level -3.574446
5% level -2.923780
10% level -2.599925
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation

Dependent Variable: D(CONSU_PRIVA)
Method: Least Squares
Date: 06/24/19 Time: 15:52
Sample (adjusted): 2015M04 2019M03
Included observations: 48 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
CONSU_PRIVA(-1) -0.241444 0.131158 -1.840862 0.0724

D(CONSU_PRIVA(-1)) -0.687120 0.120533 -5.700662 0.0000
D(CONSU_PRIVA(-2)) -0.721093 0.097114 -7.425189 0.0000
C 9484.954 4914.921 1.929828 0.0601
R-squared 0.726124 Mean dependent var 173.9931

Adjusted R-squared 0.707450 S.D. dependent var 4123.809
S.E. of regression 2230.481 Akaike info criterion 18.33748
Sum squared resid 2.19E+08 Schwarz criterion 18.49341
Log likelihood -436.0994 Hannan-Quinn criter. 18.39640
F-statistic 38.88546 Durbin-Watson stat 1.734755
Prob(F-statistic) 0.000000
La probabilidad de Duckey Fuller confirma que no es una serie estacionaria, debido a que la
probalidad es mayor a 0.05 por lo tanto se acepta hipótesis nula.
2. DESEMPLEADOS (Y)
DESEMPLEADOS
440
420
400
380
360
340
320
300
280
2015 2016 2017 2018 2019
440
400
Quantiles of Normal
360
320
280
240
280 300 320 340 360 380 400 420 440
Quantiles of DESEMPLEADOS
encuentra separa de la línea roja
DESEMPLEADOS by Season
440
420
400
380
360
340
320
300
280
Means by Season
no estacionariedad.
Correlogramas
LEVEL
Date: 06/24/19 Time: 16:09
Sample: 2015M01 2019M03
1 0.684 0.684 25.322 0.000

2 0.238 -0.434 28.439 0.000
3 -0.085 -0.048 28.842 0.000
4 -0.208 -0.003 31.321 0.000
5 -0.242 -0.144 34.752 0.000
6 -0.229 -0.049 37.890 0.000
7 -0.208 -0.093 40.538 0.000
8 -0.157 -0.022 42.094 0.000
9 -0.058 0.046 42.311 0.000
10 0.163 0.275 44.053 0.000
11 0.425 0.255 56.248 0.000
12 0.529 0.050 75.610 0.000
13 0.373 -0.085 85.483 0.000
14 0.034 -0.211 85.568 0.000
15 -0.233 -0.020 89.636 0.000
16 -0.326 -0.017 97.822 0.000
17 -0.332 -0.138 106.57 0.000
18 -0.226 0.178 110.74 0.000
19 -0.092 0.043 111.46 0.000
20 0.028 0.070 111.52 0.000
21 0.075 -0.122 112.03 0.000
22 0.120 -0.102 113.37 0.000
23 0.179 -0.089 116.48 0.000
24 0.219 0.003 121.27 0.000
1 DIFERENCIA
Date: 06/24/19 Time: 16:10

Sample: 2015M01 2019M03
1 0.407 0.407 8.7901 0.003

2 -0.068 -0.281 9.0438 0.011
3 -0.376 -0.294 16.854 0.001
4 -0.192 0.119 18.938 0.001
5 -0.127 -0.218 19.874 0.001
6 -0.002 -0.015 19.874 0.003
7 -0.066 -0.132 20.140 0.005
8 -0.094 -0.161 20.688 0.008
9 -0.295 -0.361 26.222 0.002
10 -0.168 -0.077 28.055 0.002
11 0.193 0.224 30.526 0.001
12 0.467 0.064 45.456 0.000
13 0.392 0.144 56.242 0.000
14 -0.003 -0.175 56.243 0.000
15 -0.234 -0.022 60.326 0.000
16 -0.184 0.081 62.920 0.000
17 -0.186 -0.325 65.640 0.000
18 -0.098 0.007 66.421 0.000
19 -0.042 -0.120 66.570 0.000
20 0.073 0.158 67.026 0.000
21 0.007 0.039 67.031 0.000
22 -0.001 0.041 67.031 0.000
23 0.023 -0.038 67.081 0.000
24 0.247 -0.016 73.183 0.000
2 DIFERENCIA
Date: 06/24/19 Time: 16:11
Sample: 2015M01 2019M03
1 -0.112 -0.112 0.6511 0.420

2 -0.091 -0.105 1.0955 0.578
3 -0.430 -0.464 11.160 0.011
4 0.120 -0.027 11.960 0.018
5 -0.063 -0.207 12.184 0.032
6 0.173 -0.073 13.918 0.031
7 -0.052 -0.045 14.077 0.050
8 0.191 0.130 16.298 0.038
9 -0.294 -0.243 21.703 0.010
10 -0.189 -0.354 23.981 0.008
11 0.033 -0.007 24.053 0.013
12 0.297 -0.035 30.025 0.003
13 0.242 0.214 34.108 0.001
14 -0.126 -0.005 35.243 0.001
15 -0.214 -0.055 38.621 0.001
16 0.035 0.214 38.717 0.001
17 -0.058 -0.102 38.976 0.002
18 0.047 0.036 39.152 0.003
19 -0.050 -0.200 39.356 0.004
20 0.132 0.002 40.859 0.004
UNIT ROOT TEST

Null Hypothesis: DESEMPLEADOS has a unit root
Exogenous: Constant
t-Statistic Prob.*

5% level -2.936942
10% level -2.606857

Dependent Variable: D(DESEMPLEADOS)
Date: 06/24/19 Time: 16:11
DESEMPLEADOS(-1) -0.345431 0.169781 -2.034568 0.0515

D(DESEMPLEADOS(-1)) 0.406974 0.189876 2.143364 0.0409
D(DESEMPLEADOS(-2)) -0.020286 0.198204 -0.102350 0.9192
D(DESEMPLEADOS(-3)) -0.472808 0.173932 -2.718345 0.0111
D(DESEMPLEADOS(-4)) 0.007555 0.179602 0.042063 0.9667
D(DESEMPLEADOS(-5)) -0.093203 0.167836 -0.555318 0.5831
D(DESEMPLEADOS(-6)) -0.342679 0.158599 -2.160657 0.0394
D(DESEMPLEADOS(-7)) -0.321104 0.162905 -1.971107 0.0587
D(DESEMPLEADOS(-8)) 0.051315 0.135371 0.379072 0.7075
D(DESEMPLEADOS(-9)) -0.489352 0.132303 -3.698725 0.0009
D(DESEMPLEADOS(-10)) -0.347694 0.155505 -2.235899 0.0335
C 122.7703 58.98973 2.081215 0.0467

Sum squared resid 4385.290 Schwarz criterion 8.641673
3. EDUCACIÓN
Análisis de grafico
EDUCACION
2
0
2015 2016 2017 2018 2019
Tiene un movimiento aleatorio, debido a que tiene muchos picos y pisos en crecimiento, parece
ser un proceso estacional (efecto calendario), además de poseer tendencias estocásticas
determinísticas.
1.8
1.6
1.4
Quantiles of Normal
1.2
1.0
0.8
0.6
0.4
0 1 2
Quantiles of EDUCACION
EDUCACION by Season
1.0
0.8
0.6
0.4
0.2
0.0
Means by Season
no estacionariedad.
Correlogramas
LEVEL
Date: 06/24/19 Time: 16:20

Sample: 2015M01 2019M03
1 0.300 0.300 4.8710 0.027

2 0.320 0.252 10.512 0.005
3 0.054 -0.110 10.677 0.014
4 -0.052 -0.144 10.830 0.029
5 0.048 0.133 10.965 0.052
6 -0.092 -0.081 11.478 0.075
7 -0.073 -0.107 11.803 0.107
8 -0.088 -0.002 12.286 0.139
9 -0.113 -0.031 13.115 0.157
10 0.032 0.082 13.181 0.214
11 -0.109 -0.122 13.980 0.234
12 -0.044 -0.052 14.112 0.294
13 0.181 0.337 16.449 0.226
14 0.281 0.289 22.208 0.074
15 0.346 0.006 31.189 0.008
16 0.206 -0.080 34.452 0.005
17 0.100 0.019 35.244 0.006
18 -0.086 -0.179 35.849 0.007
19 -0.112 -0.138 36.904 0.008
20 -0.172 -0.105 39.487 0.006
21 -0.232 -0.088 44.355 0.002
22 -0.167 0.052 46.966 0.001
23 -0.182 -0.082 50.172 0.001
24 -0.117 -0.071 51.547 0.001
1 DIFERENCIA
Date: 06/24/19 Time: 16:20
Sample: 2015M01 2019M03
1 -0.470 -0.470 11.721 0.001

2 0.177 -0.057 13.411 0.001
3 -0.118 -0.073 14.179 0.003
4 -0.178 -0.330 15.969 0.003
5 0.175 -0.066 17.746 0.003
6 -0.119 -0.064 18.584 0.005
7 0.059 -0.119 18.793 0.009
8 -0.000 -0.080 18.793 0.016
9 -0.118 -0.179 19.676 0.020
10 0.175 -0.000 21.672 0.017
11 -0.118 -0.047 22.601 0.020
12 -0.118 -0.367 23.555 0.023
13 0.057 -0.326 23.787 0.033
14 0.059 -0.025 24.034 0.045
15 0.116 0.021 25.038 0.049
16 -0.000 -0.097 25.038 0.069
17 0.058 0.099 25.308 0.088
18 -0.118 0.059 26.443 0.090
19 -0.002 -0.001 26.444 0.118
20 -0.002 -0.010 26.444 0.152
21 -0.059 -0.107 26.760 0.179
22 0.058 0.011 27.076 0.208
23 -0.059 -0.000 27.417 0.239
24 0.117 0.001 28.791 0.228
2 DIFERENCIA
Date: 06/24/19 Time: 16:20

Sample: 2015M01 2019M03
1 -0.688 -0.688 24.608 0.000

2 0.313 -0.304 29.800 0.000
3 -0.063 0.018 30.012 0.000
4 -0.167 -0.251 31.555 0.000
5 0.229 -0.110 34.538 0.000
6 -0.188 -0.054 36.581 0.000
7 0.104 -0.067 37.226 0.000
8 0.021 0.042 37.253 0.000
9 -0.125 -0.063 38.229 0.000
10 0.167 0.006 40.009 0.000
11 -0.083 0.150 40.466 0.000
12 -0.042 -0.031 40.583 0.000
13 0.021 -0.219 40.613 0.000
14 0.021 -0.002 40.644 0.000
15 0.021 0.133 40.676 0.000
16 -0.042 -0.038 40.807 0.001
17 0.083 0.069 41.350 0.001
18 -0.083 0.094 41.909 0.001
19 0.021 -0.014 41.946 0.002
20 0.000 -0.029 41.946 0.003
UNITE ROOT TEST

Null Hypothesis: EDUCACION has a unit root
Exogenous: Constant
t-Statistic Prob.*

5% level -2.921175
10% level -2.598551

Dependent Variable: D(EDUCACION)
Date: 06/24/19 Time: 16:35
EDUCACION(-1) -0.694805 0.136587 -5.086894 0.0000

C 0.285714 0.090602 3.153518 0.0028
R-squared 0.350267 Mean dependent var -0.020000

La probalidad de Duckey Fuller indica que es menor a 0.05 por lo tanto se acepta que la serie es
estacionaria, hipótesis alterna; sin embargo, existe una contrariedad con el correlograma; quien
arroja resultados de no estacionariedad.
4. INVERSION PUBLICA
Análisis de grafico.
I_PUBLICA
5,000
4,500
4,000
3,500
3,000
2,500
2,000
1,500
1,000
2015 2016 2017 2018 2019
Tiene un movimiento aleatorio, debido a que tiene muchos picos y pisos en crecimiento, parece
ser un proceso estacional (efecto calendario), además de poseer tendencias estocásticas
determinísticas.
6,000
5,000
Quantiles of Normal
4,000
3,000
2,000
1,000
0
1,000 2,000 3,000 4,000 5,000
Quantiles of I_PUBLICA
Debería tener una distribución normal, sin embargo, es todo al contrario ya que la línea azul se
I_PUBLICA by Season
5,000
4,500
4,000
3,500
3,000
2,500
2,000
1,500
1,000
Means by Season
no estacionariedad.
Correlogramas
Level
Date: 06/24/19 Time: 17:23
Sample: 2015M01 2019M03
1 0.596 0.596 19.219 0.000

2 0.186 -0.264 21.120 0.000
3 -0.231 -0.356 24.125 0.000
4 -0.238 0.241 27.383 0.000
5 -0.240 -0.223 30.773 0.000
6 -0.239 -0.287 34.192 0.000
7 -0.260 0.036 38.346 0.000
8 -0.273 -0.250 43.040 0.000
9 -0.276 -0.331 47.949 0.000
10 0.026 0.646 47.993 0.000
11 0.327 -0.053 55.240 0.000
12 0.629 -0.045 82.657 0.000
13 0.360 -0.085 91.851 0.000
14 0.089 -0.015 92.436 0.000
15 -0.182 0.003 94.911 0.000
16 -0.190 -0.174 97.702 0.000
17 -0.199 0.007 100.84 0.000
18 -0.208 0.031 104.38 0.000
19 -0.201 -0.060 107.81 0.000
20 -0.189 0.034 110.91 0.000
21 -0.170 0.054 113.51 0.000
22 0.056 -0.020 113.80 0.000
23 0.276 0.032 121.16 0.000
24 0.490 0.041 145.20 0.000
1DIFERENCIA
Date: 06/24/19 Time: 17:24
Sample: 2015M01 2019M03
1 0.012 0.012 0.0083 0.928

2 0.011 0.011 0.0151 0.992
3 -0.441 -0.442 10.782 0.013
4 0.000 0.016 10.782 0.029
5 0.001 0.017 10.782 0.056
6 -0.015 -0.261 10.795 0.095
7 -0.008 0.007 10.799 0.148
8 -0.011 0.005 10.806 0.213
9 -0.356 -0.640 18.849 0.027
10 0.003 0.065 18.849 0.042
11 0.004 0.056 18.850 0.064
12 0.650 0.221 47.778 0.000
13 -0.004 -0.007 47.779 0.000
14 -0.004 -0.008 47.780 0.000
15 -0.264 0.086 52.940 0.000
16 -0.001 -0.039 52.940 0.000
17 -0.000 -0.039 52.940 0.000
18 -0.037 -0.047 53.051 0.000
19 -0.008 -0.028 53.056 0.000
20 -0.009 -0.027 53.062 0.000
21 -0.259 -0.056 59.056 0.000
22 0.008 -0.007 59.062 0.000
23 0.009 -0.008 59.070 0.000
24 0.465 0.036 80.707 0.000
2 DIFERENCE
Date: 06/24/19 Time: 17:25
Sample: 2015M01 2019M03
1 -0.499 -0.499 12.987 0.000

2 0.229 -0.028 15.765 0.000
3 -0.453 -0.466 26.908 0.000
4 0.223 -0.319 29.665 0.000
5 0.009 -0.028 29.669 0.000
6 -0.011 -0.287 29.676 0.000
7 0.005 -0.222 29.678 0.000
8 0.172 0.345 31.471 0.000
9 -0.355 -0.483 39.344 0.000
10 0.182 -0.324 41.462 0.000
11 -0.324 -0.381 48.367 0.000
12 0.656 -0.115 77.419 0.000
13 -0.332 -0.104 85.050 0.000
14 0.131 -0.180 86.283 0.000
15 -0.264 -0.046 91.423 0.000
16 0.133 -0.046 92.758 0.000
17 0.018 -0.036 92.784 0.000
18 -0.033 -0.053 92.871 0.000
19 0.016 -0.051 92.891 0.000
20 0.124 -0.016 94.227 0.000
UNIT ROOT TEST

Null Hypothesis: I_PUBLICA has a unit root
Exogenous: Constant
t-Statistic Prob.*

5% level -2.935001
10% level -2.605836

Dependent Variable: D(I_PUBLICA)
Date: 06/24/19 Time: 17:25
I_PUBLICA(-1) -0.425576 0.292366 -1.455626 0.1559

D(I_PUBLICA(-1)) 0.331492 0.222409 1.490463 0.1465
D(I_PUBLICA(-2)) 0.334678 0.222559 1.503775 0.1431
D(I_PUBLICA(-3)) -0.721843 0.230419 -3.132739 0.0038
D(I_PUBLICA(-4)) 0.250541 0.158814 1.577572 0.1252
D(I_PUBLICA(-5)) 0.257442 0.160189 1.607113 0.1185
D(I_PUBLICA(-6)) -0.818868 0.159639 -5.129493 0.0000
D(I_PUBLICA(-7)) 0.138761 0.090383 1.535258 0.1352
D(I_PUBLICA(-8)) 0.143748 0.091775 1.566309 0.1278
D(I_PUBLICA(-9)) -0.942980 0.091958 -10.25445 0.0000
C 1209.861 797.5313 1.517007 0.1397
R-squared 0.953383 Mean dependent var -63.84395

Sum squared resid 1607740. Schwarz criterion 14.41097
5. IMPORTACIONES
Análisis de Grafico
IMPORTACIONES
4,200
4,000
3,800
3,600
3,400
3,200
3,000
2,800
2,600
2,400
2015 2016 2017 2018 2019
4,000
3,800
3,600
Quantiles of Normal
3,400
3,200
3,000
2,800
2,600
2,400
2,400 2,800 3,200 3,600 4,000
Quantiles of IMPORTACIONES
encuentra separa de la línea roja.
IMPORTACIONES by Season
4,200
4,000
3,800
3,600
3,400
3,200
3,000
2,800
2,600
2,400
Means by Season
no estacionariedad.
Correlogramas
LEVEL
Date: 06/24/19 Time: 17:27
Sample: 2015M01 2019M03
1 0.590 0.590 18.803 0.000

2 0.652 0.467 42.258 0.000
3 0.572 0.179 60.660 0.000
4 0.372 -0.269 68.634 0.000
5 0.478 0.169 82.033 0.000
6 0.274 -0.091 86.547 0.000
7 0.337 0.104 93.514 0.000
8 0.210 -0.177 96.274 0.000
9 0.272 0.273 101.04 0.000
10 0.297 0.081 106.84 0.000
11 0.212 -0.009 109.87 0.000
12 0.320 -0.041 116.97 0.000
13 0.070 -0.307 117.32 0.000
14 0.109 -0.132 118.19 0.000
15 -0.041 -0.221 118.32 0.000
16 -0.163 -0.113 120.36 0.000
17 -0.135 -0.051 121.82 0.000
18 -0.295 0.066 128.96 0.000
19 -0.205 0.076 132.51 0.000
20 -0.290 0.011 139.86 0.000
21 -0.233 -0.023 144.76 0.000
22 -0.207 -0.031 148.76 0.000
23 -0.217 0.057 153.30 0.000
24 -0.164 -0.084 155.99 0.000
1 DIFERENCIA
Date: 06/24/19 Time: 17:28
Sample: 2015M01 2019M03
1 -0.568 -0.568 17.111 0.000

2 0.160 -0.239 18.506 0.000
3 0.157 0.209 19.861 0.000
4 -0.379 -0.234 27.967 0.000
5 0.360 0.011 35.440 0.000
6 -0.309 -0.176 41.067 0.000
7 0.221 0.127 44.028 0.000
8 -0.225 -0.315 47.153 0.000
9 0.051 -0.104 47.317 0.000
10 0.125 -0.032 48.336 0.000
11 -0.228 0.008 51.813 0.000
12 0.437 0.267 64.864 0.000
13 -0.337 0.092 72.843 0.000
14 0.220 0.165 76.346 0.000
15 -0.032 0.027 76.422 0.000
16 -0.187 -0.038 79.105 0.000
17 0.225 -0.130 83.110 0.000
18 -0.297 -0.134 90.288 0.000
19 0.204 -0.080 93.774 0.000
20 -0.168 -0.063 96.223 0.000
21 0.041 -0.036 96.375 0.000
22 0.044 -0.113 96.555 0.000
23 -0.073 0.023 97.062 0.000
24 0.204 -0.028 101.22 0.000
2 DIFERENCIA
Date: 06/24/19 Time: 17:28

Sample: 2015M01 2019M03
1 -0.701 -0.701 25.607 0.000

2 0.202 -0.570 27.785 0.000
3 0.187 0.030 29.687 0.000
4 -0.400 -0.197 38.583 0.000
5 0.432 0.058 49.161 0.000
6 -0.377 -0.225 57.403 0.000
7 0.311 0.188 63.142 0.000
8 -0.233 -0.165 66.452 0.000
9 0.073 -0.051 66.787 0.000
10 0.122 -0.072 67.748 0.000
11 -0.323 -0.172 74.603 0.000
12 0.448 0.043 88.185 0.000
13 -0.400 -0.003 99.319 0.000
14 0.248 0.125 103.70 0.000
15 -0.026 0.089 103.75 0.000
16 -0.182 0.040 106.25 0.000
17 0.291 -0.020 112.86 0.000
18 -0.306 -0.015 120.39 0.000
19 0.263 0.018 126.14 0.000
20 -0.189 -0.036 129.22 0.000

UNIT ROOT TEST
Null Hypothesis: IMPORTACIONES has a unit root

Exogenous: Constant, Linear Trend
t-Statistic Prob.*

5% level -3.508508
10% level -3.184230

Dependent Variable: D(IMPORTACIONES)
Date: 06/24/19 Time: 17:45
IMPORTACIONES(-1) -0.477244 0.170303 -2.802315 0.0077

D(IMPORTACIONES(-1)) -0.265173 0.187890 -1.411322 0.1657
D(IMPORTACIONES(-2)) 0.190396 0.186000 1.023635 0.3120
D(IMPORTACIONES(-3)) 0.363769 0.142498 2.552808 0.0145
C 1360.377 484.9734 2.805055 0.0077
@TREND("2015M01") 6.320857 3.117921 2.027266 0.0492

Sum squared resid 1503315. Schwarz criterion 13.70242
La probabilidad de. Duckey Fuller confirma que no es una serie estacionaria, debido a que la
probalidad es mayor a 0.05 por lo tanto se acepta hipótesis nula
6. INMIGRACION VENEZOLANA
INMI_VENE
700,000
600,000
500,000
400,000
300,000
200,000
100,000
0
2015 2016 2017 2018 2019
400,000
300,000
200,000
Quantiles of Normal
100,000
-100,000
-200,000
-300,000
0 100,000 300,000 500,000 700,000
Quantiles of INMI_VENE
INMI_VENE by Season
700,000
600,000
500,000
400,000
300,000
200,000
100,000
0
Means by Season
no estacionariedad.
LEVEL
Date: 06/24/19 Time: 17:47
Sample: 2015M01 2019M03
1 0.648 0.648 22.707 0.000

2 0.367 -0.092 30.133 0.000
3 0.027 -0.301 30.174 0.000
4 0.035 0.319 30.244 0.000
5 0.053 0.014 30.407 0.000
6 0.064 -0.187 30.652 0.000
7 0.076 0.209 31.010 0.000
8 0.079 0.043 31.399 0.000
9 0.073 -0.154 31.740 0.000
10 0.067 0.144 32.035 0.000
11 0.053 0.038 32.226 0.001
12 0.046 -0.129 32.370 0.001
13 0.018 0.052 32.394 0.002
14 -0.007 0.022 32.398 0.004
15 -0.030 -0.109 32.467 0.006
16 -0.032 0.042 32.549 0.008
17 -0.035 0.012 32.645 0.012
18 -0.037 -0.094 32.757 0.018
19 -0.039 0.036 32.886 0.025
20 -0.041 0.010 33.030 0.033
21 -0.042 -0.083 33.192 0.044
22 -0.045 0.031 33.379 0.057
23 -0.047 0.010 33.592 0.071
24 -0.049 -0.077 33.834 0.088
1 DIREFERENCIA
Date: 06/24/19 Time: 17:47

Sample: 2015M01 2019M03
1 -0.090 -0.090 0.4257 0.514

2 0.102 0.095 0.9876 0.610
3 -0.007 0.010 0.9902 0.804
4 -0.048 -0.058 1.1209 0.891
5 0.001 -0.008 1.1209 0.952
6 -0.013 -0.003 1.1316 0.980
7 -0.021 -0.023 1.1592 0.992
8 0.023 0.019 1.1918 0.997
9 -0.009 -0.001 1.1968 0.999
10 -0.000 -0.007 1.1968 1.000
11 0.008 0.006 1.2005 1.000
12 0.053 0.058 1.3923 1.000
13 -0.009 -0.003 1.3981 1.000
14 0.000 -0.013 1.3981 1.000
15 -0.007 -0.005 1.4020 1.000
16 -0.007 -0.002 1.4057 1.000
17 -0.009 -0.009 1.4122 1.000
18 -0.009 -0.009 1.4192 1.000
19 -0.009 -0.008 1.4263 1.000
20 -0.010 -0.013 1.4352 1.000
21 -0.010 -0.011 1.4437 1.000
22 -0.011 -0.011 1.4546 1.000
23 -0.011 -0.014 1.4671 1.000
24 -0.012 -0.017 1.4810 1.000
2 DIFFERENCIA
Date: 06/24/19 Time: 17:47
Sample: 2015M01 2019M03
1 -0.582 -0.582 17.616 0.000

2 0.081 -0.389 17.966 0.000
3 0.023 -0.245 17.996 0.000
4 -0.042 -0.219 18.092 0.001
5 0.029 -0.170 18.140 0.003
6 -0.001 -0.123 18.140 0.006
7 -0.027 -0.139 18.183 0.011
8 0.036 -0.098 18.260 0.019
9 -0.018 -0.079 18.280 0.032
10 -0.002 -0.077 18.280 0.050
11 -0.016 -0.117 18.296 0.075
12 0.049 -0.049 18.462 0.102
13 -0.034 -0.032 18.540 0.138
14 0.005 -0.027 18.542 0.183
15 -0.000 -0.026 18.542 0.235
16 0.001 -0.018 18.542 0.293
17 -0.001 -0.016 18.542 0.355
18 -0.000 -0.016 18.542 0.421
19 0.001 -0.010 18.542 0.487
20 -0.001 -0.013 18.542 0.552
UNIT ROOT TEST

Null Hypothesis: INMI_VENE has a unit root
Exogenous: Constant
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic 8.027898 1.0000

5% level -2.936942
10% level -2.606857

Dependent Variable: D(INMI_VENE)
Date: 06/24/19 Time: 17:48
INMI_VENE(-1) 7.889697 0.982785 8.027898 0.0000

D(INMI_VENE(-1)) -8.418242 1.078495 -7.805543 0.0000
D(INMI_VENE(-2)) -8.315194 1.028322 -8.086174 0.0000
D(INMI_VENE(-3)) -4.231457 1.116585 -3.789641 0.0007
D(INMI_VENE(-4)) -10.50535 0.979750 -10.72248 0.0000
D(INMI_VENE(-5)) -7.485739 1.590718 -4.705886 0.0001
D(INMI_VENE(-6)) -6.641512 1.265433 -5.248411 0.0000
D(INMI_VENE(-7)) -12.19159 1.573692 -7.747124 0.0000
D(INMI_VENE(-8)) -4.392011 1.762940 -2.491300 0.0189
D(INMI_VENE(-9)) -9.787435 1.452530 -6.738200 0.0000
D(INMI_VENE(-10)) -9.498207 1.888424 -5.029700 0.0000
C -8069.328 7470.064 -1.080222 0.2893

Sum squared resid 3.97E+10 Schwarz criterion 24.66082
7. IPC
IPC
132
130
128
126
124
122
120
118
116
2015 2016 2017 2018 2019
135.0
132.5
130.0
Quantiles of Normal
127.5
125.0
122.5
120.0
117.5
115.0
116 118 120 122 124 126 128 130 132
Quantiles of IPC
IPC by Season
132
130
128
126
124
122
120
118
116
Means by Season
no estacionariedad.
LEVEL
Date: 06/24/19 Time: 17:50
Sample: 2015M01 2019M03
1 0.923 0.923 46.027 0.000

2 0.850 -0.007 85.914 0.000
3 0.786 0.015 120.70 0.000
4 0.724 -0.019 150.80 0.000
5 0.666 -0.003 176.84 0.000
6 0.606 -0.041 198.93 0.000
7 0.549 -0.022 217.43 0.000
8 0.494 -0.016 232.79 0.000
9 0.439 -0.040 245.18 0.000
10 0.385 -0.023 254.97 0.000
11 0.336 -0.010 262.60 0.000
12 0.289 -0.017 268.40 0.000
13 0.239 -0.055 272.47 0.000
14 0.195 -0.003 275.23 0.000
15 0.158 0.019 277.11 0.000
16 0.119 -0.045 278.21 0.000
17 0.081 -0.025 278.73 0.000
18 0.040 -0.053 278.87 0.000
19 -0.007 -0.084 278.87 0.000
20 -0.054 -0.054 279.13 0.000
21 -0.096 -0.012 279.96 0.000
22 -0.133 -0.016 281.61 0.000
23 -0.170 -0.041 284.39 0.000
24 -0.208 -0.052 288.71 0.000
1 Diferencia
Date: 06/24/19 Time: 17:50
Sample: 2015M01 2019M03
1 0.150 0.150 1.1859 0.276

2 -0.182 -0.209 2.9786 0.226
3 -0.131 -0.071 3.9209 0.270
4 0.027 0.025 3.9611 0.411
5 0.284 0.255 8.6059 0.126
6 0.082 -0.005 8.9994 0.174
7 -0.032 0.056 9.0624 0.248
8 -0.156 -0.120 10.569 0.227
9 -0.035 0.011 10.649 0.301
10 0.016 -0.109 10.665 0.384
11 -0.019 -0.046 10.689 0.470
12 0.318 0.363 17.619 0.128
13 -0.147 -0.281 19.139 0.119
14 -0.116 0.129 20.105 0.127
15 0.076 0.085 20.528 0.153
16 0.027 -0.066 20.583 0.195
17 -0.070 -0.295 20.970 0.228
18 -0.073 0.163 21.407 0.259
19 0.128 0.151 22.778 0.247
20 0.071 -0.034 23.212 0.278
21 -0.020 -0.066 23.249 0.331
22 -0.138 0.038 25.028 0.296
23 -0.166 -0.093 27.691 0.228
24 0.221 -0.066 32.561 0.114
2 Diferencia
Date: 06/24/19 Time: 17:51

Sample: 2015M01 2019M03
1 -0.275 -0.275 3.9512 0.047

2 -0.225 -0.326 6.6539 0.036
3 -0.074 -0.299 6.9553 0.073
4 -0.054 -0.358 7.1195 0.130
5 0.282 0.006 11.643 0.040
6 -0.060 -0.068 11.856 0.065
7 0.012 0.105 11.864 0.105
8 -0.169 -0.095 13.605 0.093
9 0.045 0.028 13.730 0.132
10 0.076 -0.044 14.096 0.169
11 -0.215 -0.334 17.129 0.104
12 0.445 0.312 30.478 0.002
13 -0.288 -0.150 36.247 0.001
14 -0.084 -0.038 36.757 0.001
15 0.143 0.095 38.251 0.001
16 0.056 0.264 38.485 0.001
17 -0.036 -0.163 38.588 0.002
18 -0.159 -0.062 40.637 0.002
19 0.108 0.011 41.615 0.002
20 0.053 0.119 41.861 0.003
UNIT ROOT TEST

Null Hypothesis: IPC has a unit root
Exogenous: Constant
t-Statistic Prob.*

5% level -2.921175
10% level -2.598551

Dependent Variable: D(IPC)
Date: 06/24/19 Time: 17:51
IPC(-1) -0.027952 0.013424 -2.082279 0.0427

C 3.790114 1.680930 2.254772 0.0287

8. PBI
PBI
190
180
170
160
150
140
130
2015 2016 2017 2018 2019
190
180
Quantiles of Normal
170
160
150
140
130
130 140 150 160 170 180 190
Quantiles of PBI
PBI by Season
190
180
170
160
150
140
130
Means by Season
LEVEL
Date: 06/24/19 Time: 17:52
Sample: 2015M01 2019M03
1 0.455 0.455 11.176 0.001

2 0.283 0.096 15.588 0.000
3 0.300 0.179 20.664 0.000
4 0.264 0.077 24.685 0.000
5 0.345 0.214 31.687 0.000
6 0.250 -0.017 35.436 0.000
7 0.286 0.148 40.473 0.000
8 0.165 -0.124 42.175 0.000
9 0.102 -0.027 42.850 0.000
10 0.064 -0.127 43.118 0.000
11 0.136 0.123 44.362 0.000
12 0.527 0.534 63.603 0.000
13 0.131 -0.429 64.816 0.000
14 0.007 -0.056 64.819 0.000
15 0.030 -0.137 64.887 0.000
16 -0.011 -0.005 64.895 0.000
17 0.066 -0.083 65.245 0.000
18 -0.018 -0.022 65.272 0.000
19 -0.023 -0.156 65.316 0.000
20 -0.076 0.100 65.820 0.000
21 -0.090 0.100 66.550 0.000
22 -0.124 -0.017 67.975 0.000
23 -0.086 -0.005 68.689 0.000
24 0.232 0.035 74.071 0.000
1 Diferencia
Date: 06/24/19 Time: 17:53

Sample: 2015M01 2019M03
1 -0.365 -0.365 7.0749 0.008

2 -0.150 -0.327 8.2949 0.016
3 0.019 -0.224 8.3149 0.040
4 -0.101 -0.323 8.8964 0.064
5 0.174 -0.087 10.648 0.059
6 -0.117 -0.222 11.464 0.075
7 0.144 0.037 12.718 0.079
8 -0.052 -0.009 12.886 0.116
9 -0.008 0.103 12.890 0.168
10 -0.138 -0.168 14.133 0.167
11 -0.242 -0.561 18.044 0.081
12 0.687 0.301 50.381 0.000
13 -0.248 0.098 54.720 0.000
14 -0.123 0.030 55.809 0.000
15 0.035 0.021 55.898 0.000
16 -0.087 0.064 56.483 0.000
17 0.150 0.032 58.261 0.000
18 -0.069 0.119 58.650 0.000
19 0.046 -0.047 58.829 0.000
20 -0.038 -0.135 58.958 0.000
21 0.020 -0.073 58.992 0.000
22 -0.078 0.047 59.552 0.000
23 -0.198 -0.056 63.325 0.000
24 0.473 -0.050 85.677 0.000
2 Diferencia
Date: 06/24/19 Time: 17:53
Sample: 2015M01 2019M03
1 -0.571 -0.571 16.950 0.000

2 0.041 -0.422 17.040 0.000
3 0.066 -0.256 17.273 0.001
4 -0.130 -0.366 18.213 0.001
5 0.204 -0.124 20.581 0.001
6 -0.203 -0.256 22.968 0.001
7 0.171 -0.071 24.713 0.001
8 -0.090 -0.073 25.207 0.001
9 0.073 0.155 25.538 0.002
10 -0.021 0.230 25.565 0.004
11 -0.389 -0.572 35.500 0.000
12 0.691 0.037 67.715 0.000
13 -0.381 0.169 77.774 0.000
14 0.007 0.049 77.777 0.000
15 0.068 -0.015 78.112 0.000
16 -0.117 0.022 79.141 0.000
17 0.166 -0.034 81.300 0.000
18 -0.125 0.106 82.559 0.000
19 0.075 0.064 83.030 0.000
20 -0.053 -0.048 83.273 0.000
UNIT ROOS TEST
Null Hypothesis: PBI has a unit root

Exogenous: Constant
t-Statistic Prob.*

5% level -2.921175
10% level -2.598551

Dependent Variable: D(PBI)
Date: 06/24/19 Time: 17:54
PBI(-1) -0.539450 0.121300 -4.447228 0.0001

C 86.35129 19.32544 4.468270 0.0000

ARMA
Dependent Variable: PBI
Method: ARMA Maximum Likelihood (OPG - BHHH)
Date: 06/24/19 Time: 18:02
Sample: 2015M01 2019M03
Convergence achieved after 26 iterations
Coefficient covariance computed using outer product of gradients
C 157.2422 6.564610 23.95302 0.0000

AR(1) 0.971240 0.049817 19.49620 0.0000
MA(1) -0.756070 0.132840 -5.691588 0.0000
SIGMASQ 67.12592 12.99839 5.164173 0.0000

Inverted AR Roots .97

Inverted MA Roots .76
RESIDUOS
Date: 06/24/19 Time: 18:03

Sample: 2015M01 2019M03
Q-statistic probabilities adjusted for 2 ARMA terms
1 0.031 0.031 0.0507

2 -0.231 -0.233 3.0054
3 -0.159 -0.151 4.4214 0.035
4 -0.122 -0.183 5.2769 0.071
5 0.088 0.015 5.7370 0.125
6 -0.032 -0.144 5.7975 0.215
7 0.091 0.077 6.3015 0.278
8 -0.085 -0.156 6.7587 0.344
9 -0.159 -0.141 8.3917 0.299
10 -0.213 -0.342 11.377 0.181
11 -0.057 -0.216 11.600 0.237
12 0.702 0.586 45.803 0.000
13 0.024 -0.178 45.844 0.000
14 -0.167 0.052 47.891 0.000
15 -0.095 0.003 48.568 0.000
16 -0.092 0.038 49.222 0.000
17 0.086 -0.029 49.804 0.000
18 -0.034 -0.017 49.902 0.000
19 -0.008 -0.235 49.908 0.000
20 -0.079 -0.054 50.452 0.000
21 -0.080 0.009 51.029 0.000
22 -0.132 -0.021 52.650 0.000
23 -0.072 -0.033 53.152 0.000
24 0.508 0.013 79.030 0.000
ROOT
Inverse Roots of AR/MA Polynomial(s)
1.5
1.0
0.5
AR roots 0.0
MA roots
-0.5
-1.0
-1.5
-1.5 -1.0 -0.5 0.0 0.5 1.0 1.5
190
180
170
160
150
20
140
10 130
-10
-20
2015 2016 2017 2018 2019
Residual Actual Fitted
No estacionaria porque no se encuentra fuera del área circular, además de que los gráficos de
los residuos salen de la banda de confianza.
PBI_PER
6
0
2015 2016 2017 2018 2019
2
Quantiles of Normal
-1
-2
0 1 2 3 4 5 6
Quantiles of PBI_PER
PBI_PER by Season
6
0
Means by Season
Date: 06/24/19 Time: 18:12

Sample: 2015M01 2019M03
1 0.249 0.249 3.3561 0.067

2 0.180 0.126 5.1437 0.076
3 0.073 0.003 5.4451 0.142
4 0.060 0.023 5.6523 0.227
5 0.062 0.037 5.8767 0.318
6 0.055 0.024 6.0566 0.417
7 0.035 0.004 6.1335 0.524
8 0.077 0.059 6.5055 0.591
9 0.003 -0.037 6.5061 0.688
10 -0.023 -0.043 6.5421 0.768
11 -0.067 -0.059 6.8415 0.812
12 -0.069 -0.041 7.1689 0.846
13 -0.117 -0.088 8.1409 0.834
14 -0.123 -0.072 9.2501 0.815
15 -0.130 -0.063 10.523 0.786
16 -0.128 -0.063 11.795 0.758
17 -0.126 -0.053 13.064 0.732
18 -0.127 -0.054 14.392 0.703
19 -0.123 -0.045 15.665 0.680
20 -0.110 -0.039 16.727 0.671
21 -0.111 -0.042 17.841 0.659
22 -0.104 -0.042 18.847 0.655
23 -0.107 -0.053 19.963 0.644
24 -0.099 -0.052 20.949 0.642
1 DIFERENCIA
Date: 06/24/19 Time: 18:12
Sample: 2015M01 2019M03
1 -0.455 -0.455 10.996 0.001

2 0.026 -0.229 11.032 0.004
3 -0.063 -0.203 11.252 0.010
4 -0.010 -0.183 11.258 0.024
5 0.006 -0.146 11.260 0.046
6 0.008 -0.111 11.264 0.081
7 -0.041 -0.151 11.364 0.124
8 0.077 -0.046 11.731 0.164
9 -0.031 -0.040 11.794 0.225
10 0.011 -0.025 11.802 0.299
11 -0.027 -0.045 11.852 0.375
12 0.033 0.002 11.925 0.452
13 -0.030 -0.020 11.987 0.529
14 0.000 -0.034 11.987 0.607
15 -0.004 -0.035 11.989 0.680
16 0.001 -0.044 11.989 0.745
17 0.003 -0.043 11.989 0.801
18 -0.002 -0.048 11.990 0.848
19 -0.007 -0.055 11.994 0.886
20 0.009 -0.050 12.002 0.916
21 -0.006 -0.049 12.004 0.939
22 0.007 -0.038 12.008 0.957
23 -0.008 -0.041 12.014 0.970
24 0.014 -0.021 12.034 0.980
2 DIFERENCIA
Date: 06/24/19 Time: 18:13
Sample: 2015M01 2019M03
1 -0.665 -0.665 23.043 0.000

2 0.196 -0.443 25.083 0.000
3 -0.049 -0.347 25.213 0.000
4 0.013 -0.305 25.222 0.000
5 0.005 -0.273 25.223 0.000
6 0.018 -0.196 25.241 0.000
7 -0.057 -0.257 25.436 0.001
8 0.078 -0.211 25.804 0.001
9 -0.052 -0.187 25.972 0.002
10 0.028 -0.142 26.021 0.004
11 -0.034 -0.165 26.097 0.006
12 0.042 -0.122 26.216 0.010
13 -0.032 -0.097 26.286 0.016
14 0.012 -0.089 26.297 0.024
15 -0.003 -0.075 26.297 0.035
16 0.001 -0.073 26.298 0.050
17 0.002 -0.066 26.298 0.069
18 0.000 -0.058 26.298 0.093
19 -0.008 -0.062 26.303 0.122
20 0.011 -0.063 26.313 0.156
UNIT ROOST TEST LEVEL, INTERCEPTO

Null Hypothesis: PBI_PER has a unit root
Exogenous: Constant
t-Statistic Prob.*

5% level -2.921175
10% level -2.598551

Dependent Variable: D(PBI_PER)
Date: 06/24/19 Time: 18:14
PBI_PER(-1) -0.750338 0.139766 -5.368537 0.0000

C 0.255019 0.124693 2.045177 0.0463
R-squared 0.375172 Mean dependent var 1.68E-05

SALARIO
1,900
1,850
1,800
1,750
1,700
1,650
1,600
1,550
2015 2016 2017 2018 2019
SALARIO
1,900
1,850
1,800
1,750
1,700
1,650
1,600
1,550
2015 2016 2017 2018 2019
SALARIO by Season
1,900
1,850
1,800
1,750
1,700
1,650
1,600
1,550
Means by Season
Date: 06/24/19 Time: 18:22
Sample: 2015M01 2019M03
1 0.210 0.210 2.3916 0.122

2 0.111 0.070 3.0697 0.215
3 0.422 0.405 13.084 0.004
4 0.232 0.097 16.180 0.003
5 0.087 -0.003 16.629 0.005
6 0.036 -0.187 16.708 0.010
7 0.032 -0.111 16.771 0.019
8 0.141 0.126 18.022 0.021
9 0.250 0.369 22.031 0.009
10 -0.126 -0.186 23.075 0.010
11 -0.020 -0.168 23.101 0.017
12 0.279 0.038 28.497 0.005
13 0.025 0.091 28.540 0.008
14 -0.129 -0.024 29.764 0.008
15 -0.011 -0.110 29.773 0.013
16 -0.041 -0.229 29.904 0.019
17 -0.073 -0.062 30.331 0.024
18 -0.112 0.065 31.357 0.026
19 -0.105 0.269 32.293 0.029
20 -0.041 -0.028 32.442 0.039
21 0.204 0.150 36.179 0.021
22 -0.042 -0.128 36.343 0.028
23 -0.053 0.036 36.617 0.036
24 0.169 -0.016 39.476 0.024
1DIFERENCIA
Date: 06/24/19 Time: 18:23
Sample: 2015M01 2019M03
1 -0.441 -0.441 10.335 0.001

2 -0.256 -0.560 13.892 0.001
3 0.325 -0.179 19.720 0.000
4 -0.035 -0.061 19.788 0.001
5 -0.076 0.087 20.123 0.001
6 -0.001 0.016 20.123 0.003
7 -0.094 -0.242 20.659 0.004
8 -0.007 -0.449 20.662 0.008
9 0.327 0.118 27.427 0.001
10 -0.299 0.161 33.230 0.000
11 -0.137 -0.062 34.490 0.000
12 0.358 -0.138 43.246 0.000
13 -0.067 -0.073 43.563 0.000
14 -0.180 0.018 45.904 0.000
15 0.112 0.170 46.835 0.000
16 -0.017 0.027 46.857 0.000
17 0.002 -0.128 46.858 0.000
18 -0.006 -0.362 46.861 0.000
19 -0.044 -0.076 47.026 0.000
20 -0.127 -0.164 48.422 0.000
21 0.319 0.144 57.532 0.000
22 -0.143 -0.014 59.442 0.000
23 -0.143 -0.059 61.422 0.000
24 0.263 0.010 68.351 0.000
2 DIFERENCIA
Date: 06/24/19 Time: 18:23
Sample: 2015M01 2019M03
1 -0.560 -0.560 16.303 0.000

2 -0.143 -0.664 17.391 0.000
3 0.328 -0.461 23.235 0.000
4 -0.110 -0.392 23.906 0.000
5 -0.038 -0.192 23.987 0.000
6 0.060 0.082 24.200 0.000
7 -0.067 0.177 24.465 0.001
8 -0.084 -0.355 24.894 0.002
9 0.342 -0.118 32.213 0.000
10 -0.294 0.135 37.746 0.000
11 -0.098 0.122 38.372 0.000
12 0.314 0.011 45.045 0.000
13 -0.118 -0.034 46.012 0.000
14 -0.129 -0.094 47.209 0.000
15 0.134 0.020 48.526 0.000
16 -0.034 0.064 48.616 0.000
17 0.001 0.162 48.616 0.000
18 0.006 -0.131 48.619 0.000
19 0.019 0.052 48.651 0.000
20 -0.172 -0.183 51.210 0.000
UNIT ROOS TEST LEVEL; INTERCEPTO
Null Hypothesis: SALARIO has a unit root
Exogenous: Constant
t-Statistic Prob.*

5% level -2.921175
10% level -2.598551

Dependent Variable: D(SALARIO)
Date: 06/24/19 Time: 18:24
SALARIO(-1) -0.787303 0.141859 -5.549888 0.0000

C 1343.202 242.0747 5.548710 0.0000


ESTACIONARIEDAD

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ESTACIONARIEDAD

Por lo tanto, se aprende de regularidades de seres de tiempo antiguas y se proyectan al futuro.

Para el análisis hemos tomado en cuenta:

Si la serie no es estacionaria en la 1 Diferencia, se procede a la 2 para analizar si se

c) Unit Root Test

Autocorrelation Partial Correlation AC PAC Q-Stat Prob

1 0.309 0.309 5.1638 0.023

Autocorrelation Partial Correlation AC PAC Q-Stat Prob

1 -0.459 -0.459 11.191 0.001

Autocorrelation Partial Correlation AC PAC Q-Stat Prob

1 -0.525 -0.525 14.332 0.000

No es una serie Estacionaria Ni en primera Diferencia, Ni en segunda.

Augmented Dickey-Fuller test statistic -1.840862 0.3568

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Variable Coefficient Std. Error t-Statistic Prob.

CONSU_PRIVA(-1) -0.241444 0.131158 -1.840862 0.0724

R-squared 0.726124 Mean dependent var 173.9931

Autocorrelation Partial Correlation AC PAC Q-Stat Prob

1 0.684 0.684 25.322 0.000

Date: 06/24/19 Time: 16:10

Autocorrelation Partial Correlation AC PAC Q-Stat Prob

1 0.407 0.407 8.7901 0.003

Autocorrelation Partial Correlation AC PAC Q-Stat Prob

1 -0.112 -0.112 0.6511 0.420

No es una serie Estacionaria Ni en primera Diferencia, Ni en segunda.

UNIT ROOT TEST

Augmented Dickey-Fuller test statistic -2.034568 0.2715

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Variable Coefficient Std. Error t-Statistic Prob.

DESEMPLEADOS(-1) -0.345431 0.169781 -2.034568 0.0515

R-squared 0.805911 Mean dependent var 3.392500

Date: 06/24/19 Time: 16:20

Autocorrelation Partial Correlation AC PAC Q-Stat Prob

1 0.300 0.300 4.8710 0.027

Autocorrelation Partial Correlation AC PAC Q-Stat Prob

1 -0.470 -0.470 11.721 0.001

Date: 06/24/19 Time: 16:20

Autocorrelation Partial Correlation AC PAC Q-Stat Prob

1 -0.688 -0.688 24.608 0.000

No es una serie Estacionaria Ni en primera Diferencia, Ni en segunda.

UNITE ROOT TEST

Augmented Dickey-Fuller test statistic -5.086894 0.0001

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Variable Coefficient Std. Error t-Statistic Prob.

EDUCACION(-1) -0.694805 0.136587 -5.086894 0.0000

R-squared 0.350267 Mean dependent var -0.020000

Autocorrelation Partial Correlation AC PAC Q-Stat Prob

1 0.596 0.596 19.219 0.000

Autocorrelation Partial Correlation AC PAC Q-Stat Prob

1 0.012 0.012 0.0083 0.928

Autocorrelation Partial Correlation AC PAC Q-Stat Prob

1 -0.499 -0.499 12.987 0.000

No es una serie Estacionaria Ni en primera Diferencia, Ni en segunda.

UNIT ROOT TEST

Augmented Dickey-Fuller test statistic -1.455626 0.5457

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Variable Coefficient Std. Error t-Statistic Prob.

I_PUBLICA(-1) -0.425576 0.292366 -1.455626 0.1559

R-squared 0.953383 Mean dependent var -63.84395