Documentos de Académico
Documentos de Profesional
Documentos de Cultura
130.0
110.0
90.0
50.0
30.0
55.0 65.0 75.0 85.0 95.0 105.0 115.0 125.0
Relación entre salarios y productividad Evalué la presencia de Autocorre
Índices de
Producción por
remuneración
hora
real por hora
Yt = B(0) + B(1)*Xt + ut
ticas de la regresión
0.98819221
0.97652385
0.9759903
2.38446323 Desviación Estándar de la Regresión
46
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF Valor crítico de F
1 10406.1455 10406.1455 1830.24249 1.72373E-37
44 250.169256 5.68566491
45 10656.3148
Coeficientes Error típico Estadístico t Probabilidad Inferior 95% Superior 95%Inferior 95.0%
Superior 95.0%
32.7419034 1.39402014 23.4873962 0.0000 29.9324404 35.5513664 29.9324404 35.5513664
0.67040569 0.01567052 42.7813335 0.0000 0.63882383 0.70198754 0.63882383 0.70198754
Resumen
Estadísticas de la regresión
Coeficiente de correlaci 0.992200679
Coeficiente de determin0.9844621873
R^2 ajustado 0.9841090552
Error típico 0.0220782507 Desviación Estándar de la Regresión
Observaciones 46
ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF Valor crítico de F
Regresión 1 1.35891144 1.35891144 2787.80142 1.95693E-41
Residuos 44 0.02144776 0.00048745
Total 45 1.3803592
Inferior 95.0%
Superior 95.0%
1.49642269 1.71693817
0.6273213 0.67711164
1.-Análisis de los residuales para el modelo en Niveles: 2.-Análisis de los residuales para el m
Error_Stand
Observación Pronóstico Y u^ u(t-1) Observación Pronóstico LnY
(u^/σ^)
1 65.52474153 -4.72474153 -1.981469652 1 4.1436573147
2 66.6644312 -4.1644312 -1.746485811 -4.72474153 2 4.1659462777
3 68.20636429 -3.60636429 -1.512442816 -4.1644312 3 4.1949384494
4 69.61421623 -3.51421623 -1.473797618 -3.60636429 4 4.2203291364
5 70.82094647 -3.12094647 -1.308867517 -3.51421623 5 4.2413325551
6 72.16175785 -3.06175785 -1.284044898 -3.12094647 6 4.2639028512
7 73.7707315 -2.0707315 -0.868426685 -3.06175785 7 4.2899949893
8 74.6422589 -1.1422589 -0.47904236 -2.0707315 8 4.3037041668
9 76.11715141 0.08284859 0.034745174 -1.1422589 9 4.326267364
10 76.31827312 0.981726883 0.4117181888 0.08284859 10 4.329284562
11 77.18980051 1.610199489 0.675288034 0.981726883 11 4.3422001617
12 78.99989587 1.20010413 0.5033015873 1.610199489 12 4.3682344305
13 80.47478838 2.125211615 0.8912746425 1.20010413 13 4.3887051013
14 81.9496809 2.350319101 0.9856805794 2.125211615 14 4.4085527772
15 81.21223464 2.087765358 0.8755703713 2.350319101 15 4.3987044347
16 82.88824886 1.211751137 0.5081861277 2.087765358 16 4.4208757222
17 84.43018195 1.969818053 0.8261054423 1.211751137 17 4.440628356
18 85.36874991 2.23125009 0.9357452273 1.969818053 18 4.4523652159
19 85.90507446 3.194925539 1.3398929768 2.23125009 19 4.4589783673
20 85.90507446 3.394925539 1.4237692963 3.194925539 20 4.4589783673
21 85.83803389 3.261966108 1.3680085577 3.394925539 21 4.4581553811
22 86.91068299 2.389317006 1.0020355833 3.261966108 22 4.4712001454
23 86.44139901 3.958600988 1.6601644068 2.389317006 23 4.4655251372
24 88.38557551 1.914424492 0.8028744019 3.958600988 24 4.4887210553
25 89.86046802 0.839531977 0.3520842618 1.914424492 25 4.505783577
26 91.13423883 0.865761169 0.3630843023 0.839531977 26 4.5201685047
27 92.87729362 2.022706379 0.8482858329 0.865761169 27 4.5393527251
28 93.1454559 2.054544104 0.8616379887 2.022706379 28 4.5422546942
29 94.08402386 2.41597614 1.0132159334 2.054544104 29 4.5523110945
30 94.68738898 0.31261102 0.1311033092 2.41597614 30 4.5586949935
31 96.02820036 0.171799644 0.072049609 0.31261102 31 4.5726616186
32 97.03380889 0.366191111 0.1535738132 0.171799644 32 4.5829437518
33 99.78247221 0.217527788 0.0912271514 0.366191111 33 4.6102482752
34 100.0506345 -0.35063449 -0.147049651 0.217527788 34 4.6128519373
35 100.6539996 -1.65399961 -0.693656997 -0.35063449 35 4.6186724501
36 100.7880807 -2.08808074 -0.875702638 -1.65399961 36 4.6199588735
37 102.7992978 -3.39929781 -1.425602946 -2.08808074 37 4.6389568129
38 104.1401092 -3.64010919 -1.526594806 -3.39929781 38 4.6513214765
39 106.1513263 -0.95132625 -0.398968723 -3.64010919 39 4.6694397658
40 108.363665 -0.36366502 -0.152514419 -0.95132625 40 4.6888052401
41 110.5760038 1.423996205 0.5971978033 -0.36366502 41 4.7076122606
42 112.5872209 0.912779139 0.3828027738 1.423996205 42 4.7242513382
43 115.8722087 -0.17220873 -0.072221174 0.912779139 43 4.7505474601
44 119.0231155 -1.32311547 -0.554890279 -0.17220873 44 4.7748115753
45 121.7047382 -2.70473822 -1.134317437 -1.32311547 45 4.7947738519
46 123.7159553 -3.51595529 -1.474526946 -2.70473822 46 4.809354559
os residuales para el modelo Log-Log:
Error_Stand
u´^ u´(t-1) 2
(u^/σ^)´
-0.03606753 -1.63362244 1.5
-0.03077972 -1.39411955 -0.03606753
-0.02672404 -1.21042373 -0.03077972 1
-0.02916039 -1.32077446 -0.02672404
-0.02624638 -1.18878871 -0.02916039 0.5
-0.02834812 -1.28398399 -0.02624638
-0.01750424 -0.79282738 -0.02834812 0
1 2 3 4 5 6 7 8 9 101112131415161718192021222324252627282930313233343536
-0.00641876 -0.29072777 -0.01750424
0.007094099 0.32131616 -0.00641876 -0.5
-0.04
0.04
0.03
0.02
0.01
19202122232425262728293031323334353637383940414243444546 0
-0.01
-0.02
-0.03
-0.04
-0.05
0.04
0.03
0.02
0.01
0
0.01 0 0.01 0.02 0.03 0.04 0.05
-0.01
-0.02
-0.03
-0.04
-0.05
-0.03
-0.04
-0.05
Error_Stand
Periodo Pronóstico Y u(t)^ u(t-1) Observación Pronóstico LnY
(u^/σ^)
1960 65.52474153 -4.72474153 -1.981469652 1 4.1436573147
1961 66.6644312 -4.1644312 -1.746485811 -4.72474153 2 4.1659462777
1962 68.20636429 -3.60636429 -1.512442816 -4.1644312 3 4.1949384494
1963 69.61421623 -3.51421623 -1.473797618 -3.60636429 4 4.2203291364
1964 70.82094647 -3.12094647 -1.308867517 -3.51421623 5 4.2413325551
1965 72.16175785 -3.06175785 -1.284044898 -3.12094647 6 4.2639028512
1966 73.7707315 -2.0707315 -0.868426685 -3.06175785 7 4.2899949893
1967 74.6422589 -1.1422589 -0.47904236 -2.0707315 8 4.3037041668
1968 76.11715141 0.08284859 0.034745174 -1.1422589 9 4.326267364
1969 76.31827312 0.981726883 0.4117181888 0.08284859 10 4.329284562
1970 77.18980051 1.610199489 0.675288034 0.981726883 11 4.3422001617
1971 78.99989587 1.20010413 0.5033015873 1.610199489 12 4.3682344305
1972 80.47478838 2.125211615 0.8912746425 1.20010413 13 4.3887051013
1973 81.9496809 2.350319101 0.9856805794 2.125211615 14 4.4085527772
1974 81.21223464 2.087765358 0.8755703713 2.350319101 15 4.3987044347
1975 82.88824886 1.211751137 0.5081861277 2.087765358 16 4.4208757222
1976 84.43018195 1.969818053 0.8261054423 1.211751137 17 4.440628356
1977 85.36874991 2.23125009 0.9357452273 1.969818053 18 4.4523652159
1978 85.90507446 3.194925539 1.3398929768 2.23125009 19 4.4589783673
1979 85.90507446 3.394925539 1.4237692963 3.194925539 20 4.4589783673
1980 85.83803389 3.261966108 1.3680085577 3.394925539 21 4.4581553811
1981 86.91068299 2.389317006 1.0020355833 3.261966108 22 4.4712001454
1982 86.44139901 3.958600988 1.6601644068 2.389317006 23 4.4655251372
1983 88.38557551 1.914424492 0.8028744019 3.958600988 24 4.4887210553
1984 89.86046802 0.839531977 0.3520842618 1.914424492 25 4.505783577
1985 91.13423883 0.865761169 0.3630843023 0.839531977 26 4.5201685047
1986 92.87729362 2.022706379 0.8482858329 0.865761169 27 4.5393527251
1987 93.1454559 2.054544104 0.8616379887 2.022706379 28 4.5422546942
1988 94.08402386 2.41597614 1.0132159334 2.054544104 29 4.5523110945
1989 94.68738898 0.31261102 0.1311033092 2.41597614 30 4.5586949935
1990 96.02820036 0.171799644 0.072049609 0.31261102 31 4.5726616186
1991 97.03380889 0.366191111 0.1535738132 0.171799644 32 4.5829437518
1992 99.78247221 0.217527788 0.0912271514 0.366191111 33 4.6102482752
1993 100.0506345 -0.35063449 -0.147049651 0.217527788 34 4.6128519373
1994 100.6539996 -1.65399961 -0.693656997 -0.35063449 35 4.6186724501
1995 100.7880807 -2.08808074 -0.875702638 -1.65399961 36 4.6199588735
1996 102.7992978 -3.39929781 -1.425602946 -2.08808074 37 4.6389568129
1997 104.1401092 -3.64010919 -1.526594806 -3.39929781 38 4.6513214765
1998 106.1513263 -0.95132625 -0.398968723 -3.64010919 39 4.6694397658
1999 108.363665 -0.36366502 -0.152514419 -0.95132625 40 4.6888052401
2000 110.5760038 1.423996205 0.5971978033 -0.36366502 41 4.7076122606
2001 112.5872209 0.912779139 0.3828027738 1.423996205 42 4.7242513382
2002 115.8722087 -0.17220873 -0.072221174 0.912779139 43 4.7505474601
2003 119.0231155 -1.32311547 -0.554890279 -0.17220873 44 4.7748115753
2004 121.7047382 -2.70473822 -1.134317437 -1.32311547 45 4.7947738519
2005 123.7159553 -3.51595529 -1.474526946 -2.70473822 46 4.809354559
os residuales para el modelo Log-Log:
Error_Stand
u´(t)^ u´(t-1) [u´(t)^ - u´(t-1)] [u´(t)^ - u´(t-1)]^2 [u´(t)^]^2
(u^/σ^)´
-0.03606753 -1.63362244 0.001300866
-0.03077972 -1.39411955 -0.03606753 0.0052878048151 2.7960879763E-05 0.000947391
-0.02672404 -1.21042373 -0.03077972 0.0040556823346 1.6448559199E-05 0.000714174
-0.02916039 -1.32077446 -0.02672404 -0.002436350944 5.9358059221E-06 0.000850328
-0.02624638 -1.18878871 -0.02916039 0.0029140144136 8.4914800024E-06 0.000688872
-0.02834812 -1.28398399 -0.02624638 -0.0021017452602 4.4173331388E-06 0.000803616
-0.01750424 -0.79282738 -0.02834812 0.0108438786709 0.0001175897046 0.000306398
-0.00641876 -0.29072777 -0.01750424 0.0110854811007 0.0001228878912 4.120049E-05
0.007094099 0.32131616 -0.00641876 0.0135128593516 0.0001825973679 5.032624E-05
0.018409394 0.83382483 0.007094099 0.0113152949019 0.0001280358987 0.000338906
0.024712835 1.119329405 0.018409394 0.0063034415797 3.9733375749E-05 0.000610724
0.016289084 0.737788724 0.024712835 -0.0084237508058 7.0959577638E-05 0.000265334
0.025304579 1.146131529 0.016289084 0.0090154948181 8.1279146815E-05 0.000640322
0.025829088 1.16988833 0.025304579 0.0005245086119 2.7510928392E-07 0.000667142
0.023744114 1.075452707 0.025829088 -0.0020849733564 4.3471138967E-06 0.000563783
0.011130845 0.504154291 0.023744114 -0.0126132696465 0.0001590945712 0.000123896
0.01835932 0.831556815 0.011130845 0.0072284749987 5.2250850807E-05 0.000337065
0.020415782 0.924701071 0.01835932 0.0020564622322 4.2290369124E-06 0.000416804
0.030780967 1.394175997 0.020415782 0.0103651851146 0.0001074370625 0.000947468
0.033023121 1.495730846 0.030780967 0.0022421534057 5.0272518946E-06 0.001090526
0.031603953 1.431451876 0.033023121 -0.0014191672133 2.0140355792E-06 0.00099881
0.020801343 0.942164432 0.031603953 -0.0108026108504 0.0001166964012 0.000432696
0.03871913 1.753722737 0.020801343 0.0179177877208 0.0003210471168 0.001499171
0.014416405 0.65296863 0.03871913 -0.0243027251383 0.0005906224491 0.000207833
0.00177378 0.080340611 0.014416405 -0.012642624938 0.0001598359653 3.146296E-06
0.001620072 0.073378654 0.00177378 -0.0001537078515 2.3626103601E-08 2.624634E-06
0.01347098 0.610147093 0.001620072 0.0118509081606 0.0001404440242 0.000181467
0.013725248 0.621663726 0.01347098 0.0002542671182 6.4651767418E-08 0.000188382
0.017231914 0.780492714 0.013725248 0.0035066662246 1.2296708011E-05 0.000296939
-0.0048181 -0.21822843 0.017231914 -0.0220500157142 0.000486203193 2.321411E-05
-0.00623226 -0.28228056 -0.0048181 -0.0014141590748 1.9998458889E-06 3.884108E-05
-0.00411754 -0.18649762 -0.00623226 0.0021147198349 4.47203998E-06 1.695415E-05
-0.00507809 -0.23000415 -0.00411754 -0.0009605481169 9.2265268493E-07 2.578699E-05
-0.01068626 -0.48401753 -0.00507809 -0.0056081710447 3.1451582466E-05 0.000114196
-0.0235526 -1.06677836 -0.01068626 -0.0128663396702 0.0001655426965 0.000554725
-0.02787393 -1.26250614 -0.0235526 -0.0043213271318 1.867386818E-05 0.000776956
-0.0398047 -1.8028919 -0.02787393 -0.0119307721477 0.000142343324 0.001584414
-0.04116375 -1.86444794 -0.0398047 -0.0013590497625 1.8470162571E-06 0.001694454
-0.01357647 -0.61492487 -0.04116375 0.0275872835379 0.000761058213 0.00018432
-0.00667401 -0.30228903 -0.01357647 0.0069024524561 4.7643849909E-05 4.454245E-05
0.010886611 0.493092088 -0.00667401 0.0175606237467 0.0003083755064 0.000118518
0.007551499 0.342033379 0.010886611 -0.003335112044 1.1122972346E-05 5.702513E-05
0.000453174 0.020525814 0.007551499 -0.007098324604 5.0386212184E-05 2.053667E-07
-0.00667256 -0.30222327 0.000453174 -0.0071257351507 5.0776101438E-05 4.452307E-05
-0.01565036 -0.70885864 -0.00667256 -0.0089777976756 8.0600851104E-05 0.000244934
-0.02019754 -0.914816 -0.01565036 -0.0045471781817 2.0676829416E-05 0.00040794
0.00466613975 0.021447763
d= 0.217558
Datos
n 46
d = 0.2176
k 1 Parámetros sin el intercepto
Sig. 0.05
Valores Críticos
dL 1.475
dU 1.566 1.475
Conclusión:
Como el valor "d" calculado de 0.2175 está por debajo de dL, no podemos rechazar la hipótesis de que hay correlación s
Existe correlación positiva de primer orden.
1.566
Estadísticas de la regresión
-0.03606753 Coeficiente de
-0.03077972 -0.03606753 Coeficiente de
-0.02672404 -0.03077972 -0.03077972 R^2 ajustado
-0.02916039 -0.02672404 -0.02672404 -0.03606753 Error típico
-0.02624638 -0.02916039 -0.02916039 -0.03077972 -0.03606753 Observaciones
-0.02834812 -0.02624638 -0.02624638 -0.02672404 -0.03077972
-0.01750424 -0.02834812 -0.02834812 -0.02916039 -0.02672404 ANÁLISIS DE VARIANZA
-0.00641876 -0.01750424 -0.01750424 -0.02624638 -0.02916039
0.007094099 -0.00641876 -0.00641876 -0.02834812 -0.02624638 Regresión
0.018409394 0.007094099 0.007094099 -0.01750424 -0.02834812 Residuos
0.024712835 0.018409394 0.018409394 -0.00641876 -0.01750424 Total
0.016289084 0.024712835 0.024712835 0.007094099 -0.00641876
0.025304579 0.016289084 0.016289084 0.018409394 0.007094099
0.025829088 0.025304579 0.025304579 0.024712835 0.018409394 Intercepción
0.023744114 0.025829088 0.025829088 0.016289084 0.024712835 X
0.011130845 0.023744114 0.023744114 0.025304579 0.016289084 u´(t-1)
0.01835932 0.011130845 0.011130845 0.025829088 0.025304579 u´(t-2)
0.020415782 0.01835932 0.01835932 0.023744114 0.025829088 u´(t-3)
0.030780967 0.020415782 0.020415782 0.011130845 0.023744114 u´(t-4)
0.033023121 0.030780967 0.030780967 0.01835932 0.011130845 u´(t-5)
0.031603953 0.033023121 0.033023121 0.020415782 0.01835932 u´(t-6)
0.020801343 0.031603953 0.031603953 0.030780967 0.020415782
0.03871913 0.020801343 0.020801343 0.033023121 0.030780967
0.014416405 0.03871913 0.03871913 0.031603953 0.033023121
0.00177378 0.014416405 0.014416405 0.020801343 0.031603953 Datos para el Test de BG: (n − p)R2 ∼ χ2(p)
0.001620072 0.00177378 0.00177378 0.03871913 0.020801343
0.01347098 0.001620072 0.001620072 0.014416405 0.03871913
0.013725248 0.01347098 0.01347098 0.00177378 0.014416405
0.017231914 0.013725248 0.013725248 0.001620072 0.00177378
-0.0048181 0.017231914 0.017231914 0.01347098 0.001620072
-0.00623226 -0.0048181 -0.0048181 0.013725248 0.01347098
-0.00411754 -0.00623226 -0.00623226 0.017231914 0.013725248
-0.00507809 -0.00411754 -0.00411754 -0.0048181 0.017231914
-0.01068626 -0.00507809 -0.00507809 -0.00623226 -0.0048181
-0.0235526 -0.01068626 -0.01068626 -0.00411754 -0.00623226
-0.02787393 -0.0235526 -0.0235526 -0.00507809 -0.00411754 En valores probabilísticos:
-0.0398047 -0.02787393 -0.02787393 -0.01068626 -0.00507809
-0.04116375 -0.0398047 -0.0398047 -0.0235526 -0.01068626
-0.01357647 -0.04116375 -0.04116375 -0.02787393 -0.0235526
-0.00667401 -0.01357647 -0.01357647 -0.0398047 -0.02787393
0.010886611 -0.00667401 -0.00667401 -0.04116375 -0.0398047
0.007551499 0.010886611 0.010886611 -0.01357647 -0.04116375
0.000453174 0.007551499 0.007551499 -0.00667401 -0.01357647
-0.00667256 0.000453174 0.000453174 0.010886611 -0.00667401
a prueba BG implica los siguientes pasos:
ectuamos la regresión u^(t) sobre la X(t) original (se incluyen todos los regresores) y u^(t−1), u^(t−2), . . . ,u^
Estadísticas de la regresión
0.886478984704354
0.785844990322462
0.716604685532606
0.009982788253129
40
NÁLISIS DE VARIANZA
Grados de libertad Suma de cuadrados
Promedio de los cuadrados F Valor crítico de F
7 0.0120677501287 0.0017239643041 20.18233172916 4.529590458E-10
33 0.0032886500231 9.965606131E-05
40 0.0153564001518
Sig. 0.05
n 40
p 6 Rezagos (G.L)
R2-Reg.Aux 0.7858449903225
χ2(p)_Calculado 26.718729670964
χ2(p=6)_Crítico 12.591587243744
valores probabilísticos:
Prob(χ2(p=6)_Crítico) 0.05
Prob(χ2(p=6)_Calc.) 0.00016 Esta es la probabilidad de que se cumpla la Hipótesis Nula la cual es menor al 0.0
Como la probabilidad 0.000016 < 0.05 en consecuencia al menos una de las seis a
es) y u^(t−1), u^(t−2), . . . ,u^(t−p)
Índices de
remuneración Producción por
hora
real por hora
Año Y X
1960 60.8 48.9
1961 62.5 50.6
1962 64.6 52.9
1963 66.1 55.0
1964 67.7 56.8
1965 69.1 58.8
1966 71.7 61.2
1967 73.5 62.5
1968 76.2 64.7
1969 77.3 65.0
1970 78.8 66.3
1971 80.2 69.0
1972 82.6 71.2
1973 84.3 73.4
1974 83.3 72.3
1975 84.1 74.8
1976 86.4 77.1
1977 87.6 78.5
1978 89.1 79.3
1979 89.3 79.3
1980 89.1 79.2
1981 89.3 80.8
1982 90.4 80.1
1983 90.3 83.0
1984 90.7 85.2
1985 92.0 87.1
1986 94.9 89.7 X
1987 95.2 90.1 160.0
1988 96.5 91.5
140.0
1989 95.0 92.4
1990 96.2 94.4 120.0
20.0
0.0
50.0 60.0 70.0 80.0 90.0 100.
1999 108.0 112.8
2000 112.0 116.1
2001 113.5 119.1
2002 115.7 124.0
2003 117.7 128.7
2004 119.0 132.7
2005 120.2 135.7
X