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UNIVERSIDAD DEL MAGDALENA

SEMESTRE 2021-2
PROGRAMA DE INGENIERIA INDUSTRIAL
PRONOSTICOS DE ENFOQUE CAUSAL
REGRESION LINEAL UNIVARIADA Y MULTIVARIADA

Dados los siguientes datos del precio de la acción de Ecopetrol y de las


variables independientes COLCAP y precio del petróleo, diseñe (1) un
modelo de regresión UNIVARIADO entre Precio de Ecopetrol y COLCAP
(2) Un modelo de regresión multivariado para estimar el precio de la
acción de Ecopetrol en función de las variables independientes. Estime
los parámetros del modelo y decida que variables son significativas
DATOS DEL TALLER
y x1 x2 x3
Precio precio
Obs # Fecha ECOPETROL COLCAP BRENT precio WTI
1 1/4/2021 $ 2,242.0 1,418.01 50.37 € $ 47.47
2 1/5/2021 $ 2,292.0 1,431.73 53.16 € $ 49.78
3 1/6/2021 $ 2,308.0 1,436.03 53.80 € $ 50.45
4 1/7/2021 $ 2,373.0 1,435.74 53.70 € $ 50.63
5 1/8/2021 $ 2,399.0 1,453.12 55.51 € $ 52.14
6 1/12/2021 $ 2,459.0 1,461.73 55.98 € $ 53.08
7 1/13/2021 $ 2,438.0 1,456.03 55.52 € $ 52.81
8 1/14/2021 $ 2,484.0 1,467.12 55.76 € $ 53.47
9 1/15/2021 $ 2,420.0 1,452.58 54.80 € $ 52.25
10 1/19/2021 $ 2,450.0 1,459.41 55.38 € $ 52.87
11 1/20/2021 $ 2,437.0 1,459.85 55.66 € $ 53.16
12 1/21/2021 $ 2,408.0 1,446.23 55.68 € $ 53.00
13 1/22/2021 $ 2,354.0 1,418.98 55.22 € $ 52.28
14 1/25/2021 $ 2,324.0 1,397.65 55.44 € $ 52.78
15 1/26/2021 $ 2,364.0 1,402.25 55.26 € $ 52.61
16 1/27/2021 $ 2,230.0 1,374.85 55.07 € $ 52.81
17 1/28/2021 $ 2,145.0 1,367.20 54.87 € $ 52.26
18 1/29/2021 $ 2,030.0 1,348.12 55.25 € $ 52.16
19 2/1/2021 $ 2,090.0 1,357.16 56.42 € $ 53.55
20 2/2/2021 $ 2,091.0 1,368.30 57.62 € $ 54.77
21 2/3/2021 $ 2,090.0 1,359.03 58.61 € $ 55.67
22 2/4/2021 $ 2,135.0 1,359.63 58.98 € $ 56.19
23 2/5/2021 $ 2,155.0 1,370.46 59.48 € $ 56.80
24 2/8/2021 $ 2,200.0 1,383.38 60.17 € $ 57.95
25 2/9/2021 $ 2,203.0 1,380.29 60.74 € $ 58.34
26 2/10/2021 $ 2,195.0 1,374.20 61.17 € $ 58.69
27 2/11/2021 $ 2,140.0 1,367.79 61.09 € $ 58.22
28 2/12/2021 $ 2,150.0 1,365.95 62.47 € $ 59.50
29 2/16/2021 $ 2,210.0 1,363.17 63.96 € $ 60.07
30 2/17/2021 $ 2,200.0 1,366.29 65.02 € $ 61.09
31 2/18/2021 $ 2,156.0 1,353.68 64.09 € $ 60.40
32 2/19/2021 $ 2,165.0 1,352.57 62.84 € $ 59.12
33 2/22/2021 $ 2,233.0 1,352.21 64.73 € $ 61.67
34 2/23/2021 $ 2,291.0 1,355.24 65.16 € $ 61.66
35 2/24/2021 $ 2,309.0 1,370.75 66.85 € $ 63.21
36 2/25/2021 $ 2,280.0 1,335.79 66.69 € $ 63.43
37 2/26/2021 $ 2,250.0 1,359.48 65.86 € $ 61.55
38 3/1/2021 $ 2,246.0 1,355.70 64.56 € $ 60.54
39 3/2/2021 $ 2,245.0 1,350.04 63.17 € $ 59.70
40 3/3/2021 $ 2,255.0 1,347.22 64.70 € $ 61.33
41 3/4/2021 $ 2,279.0 1,337.12 67.32 € $ 63.81
42 3/5/2021 $ 2,400.0 1,344.72 69.95 € $ 66.08
43 3/8/2021 $ 2,347.0 1,336.98 68.00 € $ 65.03
44 3/9/2021 $ 2,339.0 1,341.73 67.03 € $ 64.02
45 3/10/2021 $ 2,373.0 1,347.47 67.53 € $ 64.45
46 3/11/2021 $ 2,368.0 1,350.35 69.34 € $ 66.02
47 3/12/2021 $ 2,378.0 1,353.68 68.87 € $ 65.59
48 3/15/2021 $ 2,480.0 1,356.98 68.78 € $ 65.36
49 3/16/2021 $ 2,460.0 1,350.14 67.95 € $ 64.82
50 3/17/2021 $ 2,457.0 1,343.56 67.73 € $ 64.55
51 3/18/2021 $ 2,350.0 1,325.59 62.11 € $ 59.95
52 3/19/2021 $ 2,370.0 1,324.54 64.00 € $ 61.43
53 3/23/2021 $ 2,281.0 1,319.82 59.96 € $ 57.75
54 3/24/2021 $ 2,333.0 1,325.33 63.70 € $ 61.12
55 3/25/2021 $ 2,315.0 1,320.11 61.21 € $ 58.47
56 3/26/2021 $ 2,351.0 1,314.46 63.77 € $ 60.93
57 3/29/2021 $ 2,388.0 1,320.83 64.06 € $ 61.49
58 3/30/2021 $ 2,373.0 1,327.32 63.28 € $ 60.55
59 3/31/2021 $ 2,366.0 1,316.81 63.52 € $ 59.19
60 4/5/2021 $ 2,325.0 1,323.97 63.85 € $ 58.73
61 4/6/2021 $ 2,289.0 1,324.35 61.47 € $ 59.34
62 4/7/2021 $ 2,337.0 1,335.89 61.86 € $ 59.77
63 4/8/2021 $ 2,281.0 1,325.93 62.09 € $ 59.61
64 4/9/2021 $ 2,260.0 1,322.11 61.89 € $ 59.29
65 4/12/2021 $ 2,287.0 1,317.76 62.38 € $ 59.70
66 4/13/2021 $ 2,280.0 1,312.55 62.83 € $ 60.20
67 4/14/2021 $ 2,344.0 1,320.96 66.11 € $ 63.15
68 4/15/2021 $ 2,319.0 1,321.80 66.13 € $ 63.42
69 4/16/2021 $ 2,301.0 1,317.08 65.98 € $ 63.16
70 4/19/2021 $ 2,300.0 1,312.62 66.54 € $ 63.33
71 4/20/2021 $ 2,281.0 1,311.39 65.34 € $ 62.61
72 4/21/2021 $ 2,262.0 1,305.14 64.02 € $ 61.34
73 4/22/2021 $ 2,250.0 1,296.07 65.07 € $ 61.45
74 4/23/2021 $ 2,228.0 1,282.21 65.75 € $ 62.18
75 4/26/2021 $ 2,270.0 1,286.57 65.50 € $ 62.02
76 4/27/2021 $ 2,287.0 1,293.15 66.25 € $ 63.03
77 4/28/2021 $ 2,332.0 1,286.16 67.08 € $ 63.81
78 4/29/2021 $ 2,310.0 1,278.00 68.26 € $ 65.00
79 4/30/2021 $ 2,210.0 1,250.65 67.73 € $ 63.50

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