1.

1.2

1.1

0.9

0.8

0.7

0.6
0.7

0.75

0.8

0.85

0.9

0.95

1.05

1.1

1.15

1.2

Resumen
Estadsticas de la regresin
Coeficiente de correlacin
0.82333958mltiple
Coeficiente de determinacin
0.67788807 R^2
R^2 ajustado
0.6620465
Error tpico
0.04099691
Observaciones
65
ANLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF
Valor crtico de F
Regresin
3 0.21576615 0.07192205 42.7917216 5.1631E-15
Residuos
61 0.10252556 0.00168075
Total
64 0.31829171

Intercepcin
Variable X 1
Variable X 2
Variable X 3

Coeficientes Error tpico Estadstico t Probabilidad Inferior 95% Superior 95%

-0.00548751
0.005312 -1.03304113 0.30566301 -0.01610951 0.00513449
0.94547359 0.09274263 10.1945957
8.487E-15 0.76002319 1.13092399
-0.02044258 0.07629431 -0.26794376 0.78964659 -0.17300253 0.13211736
0.69806979 0.26159769 2.66848608 0.00974744 0.17497274 1.22116684
signo negativo pero probabilidad de 0.3 entonces se acepta ho (b=0)por lo tanto es no significativa
ayuda a explicar, por lo tanto es significativa pero como es mayor a 0.5 o se acepta

Inferior 95.0%Superior 95.0%

-0.01610951 0.00513449
0.76002319 1.13092399
-0.17300253 0.13211736
0.17497274 1.22116684

o tanto es no significativa

si es significativo para la variable cundo son mayores

si es aceptada la H0 menor del 5%

Fecha
Jan-00
Feb-00
Mar-00
Apr-00
May-00
Jun-00
Jul-00
Aug-00
Sep-00
Oct-00
Nov-00
Dec-00
Jan-01
Feb-01
Mar-01
Apr-01
May-01
Jun-01
Jul-01
Aug-01
Sep-01
Oct-01
Nov-01
Dec-01
Jan-02
Feb-02
Mar-02
Apr-02
May-02
Jun-02
Jul-02
Aug-02
Sep-02
Oct-02
Nov-02
Dec-02
Jan-03
Feb-03
Mar-03
Apr-03
May-03
Jun-03
Jul-03
Aug-03
Sep-03
Oct-03
Nov-03
Dec-03

Y
X
Telmex
Rendimientos Fecha
IPC
Rendimientos
6.861998
Jan-00
6585.67
8.170316 1.19066138
Feb-00
7368.55 1.11887629
8.436538 1.03258405
Mar-00
7473.25 1.01420904
7.365232 0.87301592
Apr-00
6640.68 0.88859332
6.200186 0.84181815
May-00
5961.14 0.89767012
7.544791 1.21686527
Jun-00
6948.33 1.16560423
1.3
6.64372 0.88057045
Jul-00
6514.21 0.93752168
6.75131 1.01619424
Aug-00
6664.82 1.02312022
6.795771 1.00658554
Sep-00
6334.56 0.95044727
6.957897
1.0238569
Oct-00
6394.24 1.00942133
1.2
5.985143 0.86019425
Nov-00
5652.63 0.88401905
5.935756
0.9917484
Dec-00
5652.19 0.99992216
7.11204
1.1981692
Jan-01
6496.89 1.1
1.1494465
6.723132 0.94531696
Feb-01
6032.1 0.92845962
6.469415 0.96226208
Mar-01
5727.89 0.94956814
6.936771 1.07224084
Apr-01
5987.25
1.0452802
1
6.854551 0.98814722
May-01
6595.39 1.10157251
6.927225
1.0106023
Jun-01
6666.17 1.01073174
6.935949 1.00125938
Jul-01
6474.4 0.97123236
7.324188 1.05597489
Aug-01
6310.7 0.9
0.9747158
6.76493 0.92364232
Sep-01
5403.53 0.85624891
6.949668 1.02730819
Oct-01
5537.04 1.02470792
6.773727 0.97468354
Nov-01
5832.83 1.05342024
0.8
7.057345
1.0418703
Dec-01
6372.28 1.09248512
7.793224 1.10427137
Jan-02
6927.87 1.08718857
7.735595 0.99260524
Feb-02
6734.44 0.97207944
0.7
8.065625 1.04266382
Mar-02
7361.86 1.09316588
0.7
7.909401 0.98063089
Apr-02
7480.74 1.01614809
7.431802 0.93961629
May-02
7031.64 0.93996583
7.158826
0.9632692
Jun-02
6460.95
0.9188397
6.402422 0.89433966
Jul-02
6021.84 0.93203631
6.695078
1.0457102
Aug-02
6216.43 1.03231404
6.533976 0.97593725
Sep-02
5728.46 0.92150318
7.083775 1.08414463
Oct-02
5967.73 1.04176864
7.415472 1.04682489
Nov-02
6156.83 1.03168709
7.628537 1.02873249
Dec-02
6127.09 0.99516959
7.468178 0.97897906
Jan-03
5954.35 0.97180717
7.376544 0.98773007
Feb-03
5927.06
0.9954168
7.388953 1.00168222
Mar-03
5914.03 0.99780161
7.204114 0.97498441
Apr-03
6509.88 1.10075194
7.227219
1.0032072
May-03
6699.18 1.02907888
7.667683 1.06094516
Jun-03
7054.99 1.05311247
7.658355 0.99878347
Jul-03
7355.07 1.04253443
7.812268
1.0200974
Aug-03
7591.42
1.0321343
7.931742 1.01529313
Sep-03
7822.48 1.03043699
8.397761 1.05875368
Oct-03
8064.83 1.03098122
8.835537 1.05213009
Nov-03
8554.48 1.06071424
8.82945 0.99931108
Dec-03
8795.28 1.02814899

Jan-04
Feb-04
Mar-04
Apr-04
May-04
Jun-04
Jul-04
Aug-04
Sep-04
Oct-04
Nov-04
Dec-04
Jan-05
Feb-05
Mar-05
Apr-05
May-05
Jun-05
calculo de totales
elemetos
promedio

9.047812
8.910149
9.323245
9.323245
9.203594
9.256325
8.527215
8.927984
8.95457
9.64151
9.553815
10.52656
10.2661
10.68873
9.561425
9.323628
9.997386
9.97
sumas

1.0247311
0.98478494
1.04636241
1
0.98716638
1.00572939
0.92123116
1.04699881
1.00297783
1.0767139
0.99090443
1.10181744
0.97525687
1.04116753
0.89453331
0.97512954
1.0722635
0.99726068

Jan-04
Feb-04
Mar-04
Apr-04
May-04
Jun-04
Jul-04
Aug-04
Sep-04
Oct-04
Nov-04
Dec-04
Jan-05
Feb-05
Mar-05
Apr-05
May-05
Jun-05

9428.77
9991.8
10517.5
9948.13
10036.29
10281.82
10116.39
10264.32
10957.37
11564.35
12102.55
12917.88
13097.12
13789.46
12676.9
12322.99
12964.39
13299.28

65.5312439
65
1.00817298

1.07202613
1.05971405
1.05261314
0.94586451
1.00886197
1.02446422
0.98391044
1.01462281
1.0675203
1.05539468
1.04653958
1.06736845
1.01387534
1.052862
0.91931809
0.97208229
1.05204906
1.02583153
65.8369778
65
1.01287658

b1
b0

0.88370915
7.35050427

x^2

x*y

y estimado

Rendimientos
1.- construir un diagrama de dispercin
1.25188415 1.33220278 8.33926549
1.02861997 1.04725608 14.8054521
0.78959808 0.77575611 7.35050427
0.80581164
0.755675 7.35050427
1.35863322
1.4183833 7.35050427
0.8789469 0.82555389 7.35050427
1.04677499 1.03968888 7.35050427
0.90335002 0.95670648 7.35050427
1.01893143 1.03350299 7.35050427
0.78148969 0.76042811 7.35050427
y = 0.8837x + 0.1131
0.99984433
0.9916712 7.35050427
1.32122725 1.37723139 7.35050427
0.86203726 0.87768862 7.35050427
0.90167966 0.91373342 7.35050427
Series1
1.09261069 1.12079212 7.35050427
Linear (Series1)
1.21346199 1.08851581 7.35050427
1.02157865 1.02144782 7.35050427
Linear (Series1)
0.94329229 0.97245551 7.35050427
0.9500709 1.02927542 7.35050427
0.7331622 0.79086773 7.35050427
1.05002633 1.05269084 7.35050427
1.1096942 1.02675137 7.35050427
1.19352374 1.13822781 7.35050427
1.18197899 1.20055121 7.35050427
0.94493844 0.96489115 7.35050427
1.19501163
1.1398045 7.35050427
0.8
0.9
17.35050427
1.1
1.2
1.03255695
0.99646621
0.88353577 0.88320721 7.35050427
0.8442664 0.88508999 7.35050427
0.86869168 0.83355704 7.35050427
1.06567228 1.07950133 7.35050427
0.84916811 0.89932928 7.35050427
1.08528191 1.12942788 7.35050427
1.06437825 1.07999573 7.35050427
0.99036252
1.0237633 7.35050427
0.94440918 0.95137887 7.35050427
0.9908546
0.9832031 7.35050427
0.99560805 0.99948013 7.35050427
1.21165484 1.07321598 7.35050427
1.05900334 1.03237933 7.35050427
1.10904588 1.11729458 7.35050427
1.08687804 1.04126615 7.35050427
1.06530121 1.05287751 7.35050427
1.0618004
1.0461956 7.35050427
1.06292228 1.09155516 7.35050427
1.12511469 1.11600936 7.35050427
1.05709035 1.02744068 7.35050427

1.14924003
1.12299386
1.10799443
0.89465967
1.01780247
1.04952694
0.96807975
1.02945944
1.1395996
1.11385793
1.09524509
1.1392754
1.02794321
1.1085184
0.84514575
0.94494398
1.10680722
1.05233032

1.09853852
1.04359043
1.10141483
0.94586451
0.99591461
1.03033378
0.90640895
1.06230887
1.0706992
1.13635812
1.03702071
1.17604517
0.9887889
1.09620573
0.82236065
0.94790616
1.1280738
1.02302145

66.9451988

66.6052383

7.35050427
7.35050427
7.35050427
7.35050427
7.35050427
7.35050427
7.35050427
7.35050427
7.35050427
7.35050427
7.35050427
7.35050427
7.35050427
7.35050427
7.35050427
7.35050427
7.35050427
7.35050427

Fecha
Jan-00
Feb-00
Mar-00
Apr-00
May-00
Jun-00
Jul-00
Aug-00
Sep-00
Oct-00
Nov-00
Dec-00
Jan-01
Feb-01
Mar-01
Apr-01
May-01
Jun-01
Jul-01
Aug-01
Sep-01
Oct-01
Nov-01
Dec-01
Jan-02
Feb-02
Mar-02
Apr-02
May-02
Jun-02
Jul-02
Aug-02
Sep-02
Oct-02
Nov-02
Dec-02
Jan-03
Feb-03
Mar-03
Apr-03
May-03
Jun-03
Jul-03
Aug-03
Sep-03
Oct-03
Nov-03
Dec-03

CEMEX
Fecha
DowJones
Fecha
TC
28.87534
Jan-00
55.70321
Jan-00
27.7423
Feb-00
56.04012
Feb-00
28.97834
Mar-00
64.51914
Mar-00
28.01697
Apr-00
58.5011
Apr-00
28.97733
May-00
61.31907
May-00
33.08096
Jun-00
66.05326
Jun-00
31.56909
Jul-00
59.68358
Jul-00
31.24513
Aug-00
56.64283
Aug-00
27.28549
Sep-00
54.76181
Sep-00
28.97733
Oct-00
53.52238
Oct-00
26.67355
Nov-00
51.42012
Nov-00
25.0177
Dec-00
51.47694
Dec-00
29.81966
Jan-01
55.3669
Jan-01
29.3229
Feb-01
56.23414
Feb-01
29.2941
Mar-01
47.78989
Mar-01
30.97155
Apr-01
49.76731
Apr-01
36.46584
May-01
51.12451
May-01
36.33768
Jun-01
54.75596
Jun-01
37.67961
Jul-01
52.42714
Jul-01
35.56116
Aug-01
50.54817
Aug-01
29.34154
Sep-01
41.84408
Sep-01
32.04048
Oct-01
41.67576
Oct-01
34.99574
Nov-01
46.8806
Nov-01
34.67911
Dec-01
50.68698
Dec-01
36.5563
Jan-02
48.1567
Jan-02
33.25425
Feb-02
51.93479
Feb-02
40.1373
Mar-02
54.17745
Mar-02
44.56266
Apr-02
50.82434
Apr-02
45.61635
May-02
51.45999
May-02
41.51309
Jun-02
45.2904
Jun-02
37.55946
Jul-02
38.74873
Jul-02
37.17355
Aug-02
40.01841
Aug-02
33.44832
Sep-02
36.12472
Sep-02
32.4796
Oct-02
33.26647
Oct-02
37.26018
Nov-02
39.26239
Nov-02
35.39363
Dec-02
40.94845
Dec-02
32.50323
Jan-03
38.46434
Jan-03
31.23523
Feb-03
34.19476
Feb-03
29.75459
Mar-03
33.77543
Mar-03
36.89002
Apr-03
37.9789
Apr-03
38.28829
May-03
43.68532
May-03
39.06712
Jun-03
41.26848
Jun-03
41.98982
Jul-03
40.83833
Jul-03
46.05146
Aug-03
40.9734
Aug-03
45.96772
Sep-03
45.68143
Sep-03
44.51055
Oct-03
50.38084
Oct-03
48.42145
Nov-03
48.08331
Nov-03
49.20028
Dec-03
48.32567
Dec-03

9.6
9.373
9.26
9.397
9.51
9.84
9.355
9.198
9.44
9.564
9.45
9.65
9.684
9.693
9.47
9.247
9.17
9.04
9.17
9.21
9.5175
9.261
9.23
9.16
9.16
9.127
9.015
9.394
9.65
9.965
9.875
9.948
10.214
10.191
10.149
10.395
10.913
11.022
10.76
10.27
10.323
10.45
10.5875
11.05
11.0025
11.034
11.38
11.232

Jan-04
Feb-04
Mar-04
Apr-04
May-04
Jun-04
Jul-04
Aug-04
Sep-04
Oct-04
Nov-04
Dec-04
Jan-05
Feb-05
Mar-05
Apr-05
May-05
Jun-05

52.37422
53.68902
55.46442
55.97527
60.12481
60.61496
58.5273
58.65437
58.1733
60.52419
65.56183
73.73096
76.14539
80.42965
73.64927
72.26959
82.95
87.78

Jan-04
Feb-04
Mar-04
Apr-04
May-04
Jun-04
Jul-04
Aug-04
Sep-04
Oct-04
Nov-04
Dec-04
Jan-05
Feb-05
Mar-05
Apr-05
May-05
Jun-05

47.96698
47.21083
46.44499
44.92258
46.71597
43.95765
41.55022
40.24626
39.81487
43.63168
42.15264
42.45831
37.82865
36.81645
37.08438
33.44
35.5
34.55

Jan-04
Feb-04
Mar-04
Apr-04
May-04
Jun-04
Jul-04
Aug-04
Sep-04
Oct-04
Nov-04
Dec-04
Jan-05
Feb-05
Mar-05
Apr-05
May-05
Jun-05

11.044
11.065
11.124
11.414
11.444
11.513
11.416
11.38
11.3775
11.53
11.2395
11.151
11.18
11.1025
11.167
11.0505
10.87
10.79

x1
Ripc
0.11887629
0.01420904
-0.11140668
-0.10232988
0.16560423
-0.06247832
0.02312022
-0.04955273
0.00942133
-0.11598095
-7.784E-05
0.1494465
-0.07154038
-0.05043186
0.0452802
0.10157251
0.01073174
-0.02876764
-0.0252842
-0.14375109
0.02470792
0.05342024
0.09248512
0.08718857
-0.02792056
0.09316588
0.01614809
-0.06003417
-0.0811603
-0.06796369
0.03231404
-0.07849682
0.04176864
0.03168709
-0.00483041
-0.02819283
-0.0045832
-0.00219839
0.10075194
0.02907888
0.05311247
0.04253443
0.0321343
0.03043699
0.03098122
0.06071424
0.02814899

x2
x3
R(daw jones) R (tv)
0.0060483
0.15130267
-0.09327527
0.04816952
0.07720583
-0.09643248
-0.05094785
-0.03320844
-0.02263311
-0.03927815
0.00110501
0.07556704
0.01566351
-0.15016234
0.04137737
0.02727091
0.07103149
-0.0425309
-0.03583964
-0.17219397
-0.00402255
0.1248889
0.08119307
-0.04991972
0.07845409
0.04318223
-0.06189125
0.0125068
-0.11989101
-0.14443834
0.03276701
-0.09729747
-0.07912172
0.18023914
0.04294339
-0.06066432
-0.11100099
-0.01226299
0.12445349
0.15025238
-0.05532385
-0.01042321
0.00330743
0.11490455
0.10287353
-0.04560325
0.00504042

-0.02364583
-0.01205591
0.01479482
0.01202511
0.03470032
-0.04928862
-0.01678247
0.02631007
0.01313559
-0.0119197
0.02116402
0.00352332
0.00092937
-0.02300629
-0.02354805
-0.00832702
-0.01417666
0.01438053
0.00436205
0.03338762
-0.02695035
-0.00334737
-0.00758397
0
-0.00360262
-0.01227128
0.04204104
0.02725144
0.03264249
-0.00903161
0.00739241
0.02673904
-0.00225181
-0.00412128
0.02423884
0.04983165
0.00998809
-0.02377064
-0.04553903
0.00516066
0.01230263
0.01315789
0.04368359
-0.00429864
0.00286299
0.03135762
-0.01300527

y
R telmex
0.19066138
0.03258405
-0.12698408
-0.15818185
0.21686527
-0.11942955
0.01619424
0.00658554
0.0238569
-0.13980575
-0.0082516
0.1981692
-0.05468304
-0.03773792
0.07224084
-0.01185278
0.0106023
0.00125938
0.05597489
-0.07635768
0.02730819
-0.02531646
0.0418703
0.10427137
-0.00739476
0.04266382
-0.01936911
-0.06038371
-0.0367308
-0.10566034
0.0457102
-0.02406275
0.08414463
0.04682489
0.02873249
-0.02102094
-0.01226993
0.00168222
-0.02501559
0.0032072
0.06094516
-0.00121653
0.0200974
0.01529313
0.05875368
0.05213009
-0.00068892

0.07202613
0.05971405
0.05261314
-0.05413549
0.00886197
0.02446422
-0.01608956
0.01462281
0.0675203
0.05539468
0.04653958
0.06736845
0.01387534
0.052862
-0.08068191
-0.02791771
0.05204906
0.02583153

-0.00742235
-0.01576397
-0.0162217
-0.03277878
0.03992179
-0.05904448
-0.05476703
-0.03138275
-0.01071876
0.09586393
-0.03389831
0.0072515
-0.10904014
-0.0267575
0.00727745
-0.09827264
0.06160287
-0.02676056

-0.01673789
0.00190148
0.00533213
0.02606976
0.00262835
0.00602936
-0.00842526
-0.00315347
-0.00021968
0.01340365
-0.02519514
-0.00787402
0.00260066
-0.00693202
0.0058095
-0.01043252
-0.0163341
-0.00735971

0.0247311
-0.01521506
0.04636241
0
-0.01283362
0.00572939
-0.07876884
0.04699881
0.00297783
0.0767139
-0.00909557
0.10181744
-0.02474313
0.04116753
-0.10546669
-0.02487046
0.0722635
-0.00273932