Escuela Académico Profesional de Economía

Departamento Académico de Economía

ECONOMETRIA I

TERCERA APLICACIÓN PRACTICA:

Un modelo de proyección aplicada para el Perú
 CONTENIDO
UN MODELO ECONOMÉTRICO EXPONENCIAL

I.- COMPORTAMIENTO ESTADÍSTICO Y GRÁFICO

a. Con valores reales observados
b. Con logaritmo neperiano de los vro

II.- SOLUCIÓN DEL MODELO ECONOMÉTRICO EXPONENCIAL

a. Planteamiento del modelo: Forma lineal, forma no lineal
b. Solución del modelo potencial
Ɵ Forma tradicional y manual
Ɵ Utilizando programa econométrico E-Views
c. Hallando los valores estimados del consumo privado
d. Tabulación del modelo potencial
e. Gráfico del valor estimado del consumo privado
BIBLIOGRAFIA
 DAGUM, Camilo y BEE, Estela M.: Introducción a la Econometría.
• BARBANCHO, Alfonso: Complementos de Econometría. Edit. Ariel Barcelona , España 1973. Pág. 34-52
 1. FORMA NO LINEAL (normal)
Yt = a bXt μt

2. FORMA LINEAL (con logaritmo natural o

neperiano)
Ln Yt = Ln a + Ln b (Xt) + Ln μt
J.Hdez.Napa 3
J.Hdez.Napa 4
 CUADRO Nº 01 CUADRO Nº 01
PERU: PRODUCTO BRUTO INTERNO Y EL TIEMPO 1950 - 2015 PERU: PRODUCTO BRUTO INTERNO Y EL TIEMPO 1950 - 2015
APLICANDO LOGARITMO NEPERIANO APLICANDO LOGARITMO NEPERIANO
Valores a Precios Constantes de 2007 Valores a Precios Constantes de 2007
Millones de Nuevos Soles Millones de Nuevos Soles
PRODUCTO REPRESENT PRODUCTO PRODUCTO REPRESENT PRODUCTO
OBSERV AÑOS BRUTO INTERNO TIEMPO BRUTO INTERNO OBSERV AÑOS BRUTO INTERNO TIEMPO BRUTO INTERNO
PBI T LnPBI PBI T LnPBI
1 1950 40.920 1 3.7116189411 … vienen
2 1951 44.711 2 3.8002195564 35 1984 163.842 35 5.0989025488
3 1952 47.347 3 3.8575034597 36 1985 167.219 36 5.1193043306
4 1953 50.085 4 3.9137215621 37 1986 182.981 37 5.2093823223
5 1954 52.762 5 3.9657912346 38 1987 200.778 38 5.3021998201
6 1955 55.858 6 4.0228127561 39 1988 181.822 39 5.2030281865
7 1956 58.484 7 4.0687532126 40 1989 159.436 40 5.0716425878
8 1957 62.371 8 4.1331004238 41 1990 151.492 41 5.0205328183
9 1958 61.706 9 4.1223811709 42 1991 154.854 42 5.0424827375
10 1959 63.653 10 4.1534464566 43 1992 154.017 43 5.0370629859
11 1960 69.946 11 4.2477235158 44 1993 162.093 44 5.0881702446
12 1961 75.085 12 4.3186208051 45 1994 182.044 45 5.2042463011
13 1962 82.620 13 4.4142517820 46 1995 195.536 46 5.2757446249
14 1963 86.196 14 4.4566237729 47 1996 201.009 47 5.3033512080
15 1964 91.840 15 4.5200479326 48 1997 214.028 48 5.3661081622
16 1965 97.003 16 4.5747419059 49 1998 213.190 49 5.3621833678
17 1966 104.995 17 4.6539127300 50 1999 216.377 50 5.3770213700
18 1967 109.040 18 4.6917147874 51 2000 222.207 51 5.4036079058
19 1968 109.206 19 4.6932360069 52 2001 223.580 52 5.4097672087
20 1969 113.044 20 4.7277771235 53 2002 235.773 53 5.4628696294
21 1970 116.849 21 4.7608825030 54 2003 245.593 54 5.5036741891
22 1971 122.213 22 4.8057654241 55 2004 257.770 55 5.5520669249
23 1972 126.463 23 4.8399497753 56 2005 273.971 56 5.6130225234
24 1973 134.401 24 4.9008278685 57 2006 294.598 57 5.6856112126
25 1974 147.017 25 4.9905482264 58 2007 319.693 58 5.7673611572
26 1975 153.340 26 5.0326576781 59 2008 348.923 59 5.8548512780
27 1976 155.559 27 5.0470250809 60 2009 352.584 60 5.8652889394
28 1977 156.102 28 5.0505096397 61 2010 382.380 61 5.9464148775
29 1978 151.977 29 5.0237291936 62 2011 407.052 62 6.0089409000
30 1979 158.194 30 5.0638221279 63 2012 431.273 63 6.0667412676
31 1980 167.596 31 5.1215563214 64 2013 456.520 64 6.1236325107
32 1981 176.901 32 5.1755902541 65 2014 467.404 65 6.1471939800
33 1982 176.507 33 5.1733605356 66 2015 482.627 66 6.1792440986
34 1983 158.136 34 5.0634554223 S 11,880.792 2211 330.7693314057
J.Hdez.Napa van … media
5
5.1682708032
 1. GRÁFICO CON FORMA NO LlINEAL
GRAFICO N° 01
PERÚ: PRODUCTO BRUTO INTERNO EN RELACIÓN AL TIEMPO 1950 - 2015
PARA EL MODELO EXPONENCIAL FORMA NO LINEAL (CURVO)
(Milles de Millones de Soles del 2007)
500
PRODUCTO BRUTO INTERNO UNICA: FACENI - Econometría

400
PARA EL MODELO DE LA
FORMA NO LINEAL?
300 Yt = a bXt μt

VRO
200 (PBI,t)

100

COMPORTAMIENTO HISTÓRICO TENDENCIAL

0
0 10 20 30 40 50 60 70
J.Hdez.Napa FUENTE: Elaboración propia T I EM P O 6
 2. GRÁFICO CON FORMA LlINEAL

GRAFICO N° 02
PERÚ: LOGARITMO NEPERIANO DELPRODUCTO BRUTO INTERNO
EN RELACIÓN AL TIEMPO 1950 - 2015
PARA EL MODELO EXPONENCIAL FORMA LINEAL
(Milles de Millones de Soles del 2007)
6.5

Ln PRODUCTO BRUTO INTERNO

UNICA: FACENI - Econometría

6.0

5.5
VRO
(PBI,t)

5.0

4.5 PARA EL MODELO DE

LA FORMA LINEAL
(con logaritmo neperiano)
4.0 Ln Yt = Ln a + Ln b (Xt) + Ln μt

COMPORTAMIENTO HISTÓRICO TENDENCIAL

3.5
0 10 20 30 40 50 60 70
J.Hdez.Napa
FUENTE: Elaboración propia T I EM P O 7
J.Hdez.Napa 8
 A.PLANTEAMIENTO DEL MODELO

Perú: Proyección del PBI, en función del tiempo histórico

Variable Macroeconómica: Producto Bruto Interno(PBI), Tiempo histórico (T)
Período: 1950 – 2015 ( 66 Años )
Valores: A precios constante del año 2007.
Modelo a desarrollar:

1. FORMA NO LINEAL

PBI t = a b T μt

2. FORMA LINEAL

Ln PBI t = Ln a + Ln b (T) + Ln μt
(SLna) (SLnb)
[tLna] [tLnb ]
____ Donde:
R^2, R2, R̃2 LnŸt SLna , Sb = Desviación Standard de a, b
S2 , S SLnYt ta , tb = t Student de a, b
S (Ln et)2 AIC F = Prueba de Fisher- Snedecor
log likelihood (ℓ) SC Dw = Prueba de Durbin- Watson
Dw F AIC = Akaike information criterion

J.Hdez.Napa 9
 B. SOLUCIÓN DEL MODELO

1. RESUMEN DE TABULACION

S Ln Yt = 330.7693314057 S T2 = 98,021
S T = 2,211 S T Ln Yt = 11834.344558814
S (LnYt) = 1682.9640565533
2 N = 66

2. HALLANDO PARAMETROS: Ln a ^ Ln b

S LnYt S T2 – S T S T LnYt 330.7693314057 (98,021) – 2,211 (11834.344558814)

Ln α = ———————————— = ————————————————————————
NS T 2 – (S T )2 66 (98,021) – (2,211)2

6256604.8141803657
Ln α = —————————— = 3.95770974383035
1580865

N S T LnYt - S T S LnYt 66 (11834.344558814) - 2,211 (330.7693314057)

Ln β = ———————————— = ——————————————————————
N S T 2 - (S T )2 66 (98,021) – (2, 211)2

49735.7491437213
Ln β = ————————— = 0.03146109828715374
1580865

J.Hdez.Napa 10
 3. HALLANDO DESVIACION STANDARD DE LOS PARAMETROS: Ln α ^ Ln β

S2 S T2 0.024274583777 (98,021) 2379.418976405317

S2Ln α = ——————— = ———————————— = —————————
N S T 2 - (S T )2 66 (98,021) – (2,211)2 1580865

S2Ln α = 0.0015051373624 ; SLn α = 0.038796099835

N S2 66 (0.024274583777) 1.602122529282
S2 Ln β = ——————— = ——————————— = ————————
N S T 2 - (S T )2 66 (98,021) – (2,211)2 1580865

S2 Ln β = 1.0134467707755e-6; S Ln β = 0.0010067009341

4. HALLANDO LA VARIANZA (S2), Y DESVIACION STANDARD (S) DEL MODELO

S (Ln et)2 S (LnY t – LnŶ t ) 2 S(LnYt) 2 – Ln a SLnYt – Ln b Σ T LnYt

S2 = ———— = ———————— = —————————————————
N–k N–k N–k

1682.9640565533 – (3.957709743830) (330.7693314057) – 0.031461098287 (11834.344558814)

S 2 = ——————————————————————————————————————
66 – 2

1.553573361756
S2 = ———————— = 0.024274583777 ; S = 0.155803028781
64

J.Hdez.Napa 11
 5. HALLANDO COEFICIENTE DE CORRELACION (R2)

a. R2 sin corregir:
VE S (LnŶ t – LnΫ ) 2 Ln a S LnYt + Ln b S T LnYt
R^2 = —— = ————————— = —————————————
VT S (Ln Yt – Ln Ϋ ) 2 S (LnYt )2

(3.957709743830) (330.7693314057) + 0.031461098287 (11834.344558814) 1681.410483191544

R^2 = ——————————————————————————————————— = —————————
1682.9640565533 1682.9640565533

R^2 = 0.9990768826252

b. R2 corregido del intercepto:

VE S (LnŶ t – LnΫ ) 2 Ln a S LnYt + Ln b S T LnYt – 1/N ( S LnYt ) 2

R2 = —— = ———————— = ————————————————————
VT S (Ln Yt – Ln Ϋ ) 2 S (LnYt )2 – 1/N ( S LnYt ) 2

(3.957709743830) (330.7693314057) + 0.031461098287 (11834.344558814) – 1/66 (330.7693314057) 2

R2 = ———————————————————————————————————————————————
1682.9640565533 – 1/66 (330.7693314057) 2

1681.410483191544 - 1657.702281796573 23.708201394971

R2 = ———————————————————— = ————————— = 0.938501020743
1682.9640565533 - 1657.702281796573 25.261774756727

c. R2 corregido del intercepto y del grado de libertad:

R̃2 = 1 – [ N – 1 / N – K ] ( 1 – R2 ) = 1 – [ 66 – 1 / 66 – 2 ] ( 1 – 0.938501020743)

R̃2 = 1 – [1.015625] (0.061498979257) = 1– 0.062459900807890625 = 0.937540099192

J.Hdez.Napa 12
 d. Comprobación:

ͽ.- De los coeficientes de correlación

R^2 > R2 > R̃2 → 0.9990768826252 > 0.938501020743 > 0.937540099192
ͽ.- Varianza total = Varianza explicada + Varianza no explicada
VT (14) = VE (15) + VnoE (11) → 25.261774756727 = 23.708201394971 + 1.553573361756
25.261774756727 = 25.261774756727

6. HALLANDO “ t” DE STUDENT PARA LOS PARAMETROS (tLn α ^ tLn β)

t Ln α = Ln α / S Ln α = 3.957709743830 / 0.038796099835 = 102.013082775395

t Ln β = Ln β / S Ln β = 0.031461098287 / 0.001006700934 = 31.2516828200624

7. HALLANDO MEDIA Y DESVIACIÓN STANDARD DEL PBI

a. MEDIA DE LA VARIABLE DEPENDIENTE

____
Ln Ÿt = Σ LnYt / N = 330.7693314057 / 66 = 5.01165653645

b. DESVIACION STANDARD DE LA VARIABLE DEPENDIENTE

___________________ _______________________
SLnY = √ Σ (LnYt – LnŸ) / (N - 1) = √ 25.261774756727 / (66 - 1)
2

_______________
SLnY = √ 0.388642688565 = 0.62341213379676

J.Hdez.Napa 13
 8. RESUMEN DEL MODELO POTENCIAL

a)Forma Lineal

Ln PBI t = 3.957709743830 + 0.031461098287 T

(0.038796099835) (0.001006700934)
[102.0130827754] [31.25168282006]
__
2
R^ = 0.999076882625 Ln Yt = 5.01165653645
2
R = 0.938501020743 SLnYt = 0.623412133797
R̃ 2 = 0.937540099192
2
S = 0.024274583777
S = 0.155803028781
S (Ln et)2 = 1.553573361756

b) Forma No Lineal

T
PBI t = 52.337322706220 (1.031961229755)

J.Hdez.Napa 14
 C. VALORES ESTIMADOS DEL CONSUMO PRIVADO

EN EL MODELO EXPONENCIAL HALLADO:

Ln PBI t = 3.957709743830 + 0.031461098287 T

SE REEMPLAZA LOS VALORES DE LA COLUMNA 4 (o sea T ):

Ln PBI E (9) PBI E no lineal (16)

1950: Ln Ŷ50 = 3.957709743830 + 0.031461098287 (1) = 3.9891708421 ; Ŷ50 = 54.010
1951: Ln Ŷ51 = 3.957709743830 + 0.031461098287 (2) = 4.0206319404 ; Ŷ51 = 55.736
1952: Ln Ŷ52 = 3.957709743830 + 0.031461098287 (3) = 4.0520930387 ; Ŷ52 = 57.518
……
……
2015: Ln Ŷ15 = 3.957709743830 + 0.031461098287(66) = 6.0341422308 ; Ŷ15 = 417.441 15

COLUMNA COLUMNA
9 16

J.Hdez.Napa
 VALORES ESTIMADOS DEL PRODUCTO BRUTO INTERNO

1. PRODUCTO BRUTO INTERNO ESTIMADO LINEAL (columna 9)

■ MODELO:

Ln PBI t = 3.957709743830 + 0.031461098287 T

■ VALOR ESTIMADO PARA EL AÑO 1950 Y SIGUIENTES:

Ln PBI50 = 3.957709743830 + 0.031461098287 (1) = 3.9891708421

2. PRODUCTO BRUTO INTERNO ESTIMADO NO LINEAL (columna 16)

■ MODELO:
T
PBI t = 52.337322706220 (1.031961229755)

■ VALOR ESTIMADO PARA EL AÑO 1950 Y SIGUIENTES:

1
PBI t = 52.337322706220 (1.031961229755) = 54.010

J.Hdez.Napa 16
 D.- TABULACIÓN DEL MODELO EXPONENCIAL
PERU: PBI EN RELACIÓN AL TIEMPO 1950 – 2015
Valores a Precios Constantes de 2007 (1)
(1) (2) (3) (4) (5) (6) (7) (8) (9)
2 2
Yt T T LnY t (LnY t) T LnY t LnŶ t
OBSERV AÑOS
PBI T (4) 2 LnPBI (6) 2 = (7) ´(4)*(6) = (9) Modelo(6)
1 1950 40.920 1 1 3.7116189411 13.7761151638 3.7116189411 3.9891708421
2 1951 44.711 2 4 3.8002195564 14.4416686765 7.6004391127 4.0206319404
3 1952 47.347 3 9 3.8575034597 14.8803329412 11.5725103790 4.0520930387
4 1953 50.085 4 16 3.9137215621 15.3172164654 15.6548862483 4.0835541370
5 1954 52.762 5 25 3.9657912346 15.7275001167 19.8289561732 4.1150152353
6 1955 55.858 6 36 4.0228127561 16.1830224705 24.1368765365 4.1464763336
7 1956 58.484 7 49 4.0687532126 16.5547527047 28.4812724879 4.1779374318
8 1957 62.371 8 64 4.1331004238 17.0825191129 33.0648033901 4.2093985301
9 1958 61.706 9 81 4.1223811709 16.9940265183 37.1014305382 4.2408596284
10 1959 63.653 10 100 4.1534464566 17.2511174683 41.5344645665 4.2723207267
11 1960 69.946 11 121 4.2477235158 18.0431550665 46.7249586735 4.3037818250
12 1961 75.085 12 144 4.3186208051 18.6504856585 51.8234496616 4.3352429233
13 1962 82.620 13 169 4.4142517820 19.4856187946 57.3852731656 4.3667040216
14 1963 86.196 14 196 4.4566237729 19.8614954530 62.3927328203 4.3981651199
15 1964 91.840 15 225 4.5200479326 20.4308333127 67.8007189886 4.4296262181
16 1965 97.003 16 256 4.5747419059 20.9282635052 73.1958704938 4.4610873164
17 1966 104.995 17 289 4.6539127300 21.6589036982 79.1165164096 4.4925484147
18 1967 109.040 18 324 4.6917147874 22.0121876462 84.4508661730 4.5240095130
19 1968 109.206 19 361 4.6932360069 22.0264642161 89.1714841303 4.5554706113
20 1969 113.044 20 400 4.7277771235 22.3518765291 94.5555424691 4.5869317096
21 1970 116.849 21 441 4.7608825030 22.6660022071 99.9785325623 4.6183928079
22 1971 122.213 22 484 4.8057654241 23.0953813111 105.7268393293 4.6498539061
23 1972 126.463 23 529 4.8399497753 23.4251138271 111.3188448311 4.6813150044
24 1973 134.401 24 576 4.9008278685 24.0181137970 117.6198688449 4.7127761027
25 1974 147.017 25 625 4.9905482264 24.9055715995 124.7637056588 4.7442372010
26 1975 153.340 26 676 5.0326576781 25.3276433052 130.8490996314 4.7756982993
27 1976 155.559 27 729 5.0470250809 25.4724621670 136.2696771837 4.8071593976
28 1977 156.102 28 784 5.0505096397 25.5076476211 141.4142699127 4.8386204959
29 1978 151.977 29 841 5.0237291936 25.2378550107 145.6881466146 4.8700815942
30 1979 158.194 30 900 5.0638221279 25.6422945434 151.9146638382 4.9015426924
31 1980 167.596 31 961 5.1215563214 26.2303391534 158.7682459639 4.9330037907
J.Hdez.Napa 17
 32 1981 176.901 32 1,024 5.1755902541 26.7867344779 165.6188881300 4.9644648890
33 1982 176.507 33 1,089 5.1733605356 26.7636592318 170.7208976762 4.9959259873
34 1983 158.136 34 1,156 5.0634554223 25.6385808134 172.1574843575 5.0273870856
35 1984 163.842 35 1,225 5.0989025488 25.9988072022 178.4615892083 5.0588481839
36 1985 167.219 36 1,296 5.1193043306 26.2072768289 184.2949559001 5.0903092822
37 1986 182.981 37 1,369 5.2093823223 27.1376641800 192.7471459256 5.1217703805
38 1987 200.778 38 1,444 5.3021998201 28.1133229319 201.4835931624 5.1532314787
39 1988 181.822 39 1,521 5.2030281865 27.0715023098 202.9180992744 5.1846925770
40 1989 159.436 40 1,600 5.0716425878 25.7215585382 202.8657035113 5.2161536753
41 1990 151.492 41 1,681 5.0205328183 25.2057497794 205.8418455493 5.2476147736
42 1991 154.854 42 1,764 5.0424827375 25.4266321583 211.7842749765 5.2790758719
43 1992 154.017 43 1,849 5.0370629859 25.3720035242 216.5937083951 5.3105369702
44 1993 162.093 44 1,936 5.0881702446 25.8894764379 223.8794907619 5.3419980685
45 1994 182.044 45 2,025 5.2042463011 27.0841795624 234.1910835490 5.3734591668
46 1995 195.536 46 2,116 5.2757446249 27.8334813468 242.6842527440 5.4049202650
47 1996 201.009 47 2,209 5.3033512080 28.1255340353 249.2575067757 5.4363813633
48 1997 214.028 48 2,304 5.3661081622 28.7951168080 257.5731917837 5.4678424616
49 1998 213.190 49 2,401 5.3621833678 28.7530104697 262.7469850212 5.4993035599
50 1999 216.377 50 2,500 5.3770213700 28.9123588133 268.8510684992 5.5307646582
51 2000 222.207 51 2,601 5.4036079058 29.1989783993 275.5840031945 5.5622257565
52 2001 223.580 52 2,704 5.4097672087 29.2655812528 281.3078948546 5.5936868548
53 2002 235.773 53 2,809 5.4628696294 29.8429445877 289.5320903574 5.6251479530
54 2003 245.593 54 2,916 5.5036741891 30.2904295802 297.1984062136 5.6566090513
55 2004 257.770 55 3,025 5.5520669249 30.8254471388 305.3636808705 5.6880701496
56 2005 273.971 56 3,136 5.6130225234 31.5060218484 314.3292613117 5.7195312479
57 2006 294.598 57 3,249 5.6856112126 32.3261748610 324.0798391189 5.7509923462
58 2007 319.693 58 3,364 5.7673611572 33.2624547172 334.5069471159 5.7824534445
59 2008 348.923 59 3,481 5.8548512780 34.2792834878 345.4362254033 5.8139145428
60 2009 352.584 60 3,600 5.8652889394 34.4016143431 351.9173363661 5.8453756411
61 2010 382.380 61 3,721 5.9464148775 35.3598498955 362.7313075282 5.8768367393
62 2011 407.052 62 3,844 6.0089409000 36.1073707391 372.5543357971 5.9082978376
63 2012 431.273 63 3,969 6.0667412676 36.8053496078 382.2046998575 5.9397589359
64 2013 456.520 64 4,096 6.1236325107 37.4988751259 391.9124806839 5.9712200342
65 2014 467.404 65 4,225 6.1471939800 37.7879938283 399.5676087032 6.0026811325
66 2015 482.627 66 4,356 6.1792440986 38.1830576298 407.8301105063 6.0341422308
S 11,880.792 2,211 98,021 330.7693314057 1682.9640565533 11834.344558814 330.7693314057
media 5.0116565365

J.Hdez.Napa 18
 PERU: PBI EN RELACIÓN AL TIEMPO 1950 – 2015
Valores a Precios Constantes de 2007 (1)
(10) (11) (12) (13) (14) (15) (16) (17)
2 2 2 x
Ln et (Ln et) LnY t - LnỸ LnŶ t - LnỸ (LnY t - LnỸ) (LnŶ t - LnỸ) e (9) LOG NATURAL
(6) - (9) Var. No Explica (6)-5.0116565365 (9)-5.0116565365 Var. Total Var. Explicada PBIE Log10(PBI)
-0.2775519010 0.0770350578 -1.3000375954 -1.0224856944 1.6900977495 1.0454769952 54.010 1.6119356250
-0.2204123840 0.0485816190 -1.2114369801 -0.9910245961 1.4675795569 0.9821297501 55.736 1.6504143833
-0.1945895790 0.0378651043 -1.1541530768 -0.9595634978 1.3320693248 0.9207621063 57.518 1.6752924664
-0.1698325749 0.0288431035 -1.0979349744 -0.9281023995 1.2054612081 0.8613740640 59.356 1.6997076781
-0.1492240006 0.0222678024 -1.0458653019 -0.8966413012 1.0938342296 0.8039656231 61.253 1.7223212496
-0.1236635775 0.0152926804 -0.9888437804 -0.8651802029 0.9778120221 0.7485367836 63.211 1.7470853817
-0.1091842193 0.0119211937 -0.9429033239 -0.8337191047 0.8890666783 0.6950875455 65.231 1.7670370684
-0.0762981064 0.0058214010 -0.8785561127 -0.8022580064 0.7718608432 0.6436179088 67.316 1.7949827072
-0.1184784575 0.0140371449 -0.8892753656 -0.7707969081 0.7908106758 0.5941278735 69.468 1.7903273948
-0.1188742701 0.0141310921 -0.8582100799 -0.7393358098 0.7365245412 0.5466174396 71.688 1.8038188770
-0.0560583092 0.0031425340 -0.7639330207 -0.7078747115 0.5835936602 0.5010866072 73.979 1.8447628836
-0.0166221181 0.0002762948 -0.6930357314 -0.6764136132 0.4802985250 0.4575353762 76.344 1.8755531851
0.0475477604 0.0022607895 -0.5974047545 -0.6449525149 0.3568924407 0.4159637465 78.784 1.9170851906
0.0584586530 0.0034174141 -0.5550327636 -0.6134914166 0.3080613687 0.3763717183 81.302 1.9354871125
0.0904217144 0.0081760864 -0.4916086039 -0.5820303184 0.2416790195 0.3387592915 83.900 1.9630318751
0.1136545894 0.0129173657 -0.4369146306 -0.5505692201 0.1908943945 0.3031264661 86.582 1.9867851658
0.1613643153 0.0260384422 -0.3577438065 -0.5191081218 0.1279806311 0.2694732421 89.349 2.0211686179
0.1677052744 0.0281250591 -0.3199417491 -0.4876470235 0.1023627228 0.2377996195 92.205 2.0375858428
0.1377653956 0.0189793042 -0.3184205296 -0.4561859252 0.1013916337 0.2081055984 95.152 2.0382465000
0.1408454139 0.0198374306 -0.2838794130 -0.4247248269 0.0805875212 0.1803911786 98.193 2.0532475164
0.1424896951 0.0203033132 -0.2507740335 -0.3932637286 0.0628876159 0.1546563603 101.331 2.0676250000
0.1559115179 0.0243084014 -0.2058911124 -0.3618026304 0.0423911502 0.1309011433 104.570 2.0871174050
0.1586347708 0.0251649905 -0.1717067612 -0.3303415321 0.0294832119 0.1091255278 107.912 2.1019634801
0.1880517658 0.0353634666 -0.1108286680 -0.2988804338 0.0122829936 0.0893295137 111.361 2.1284025001
0.2463110253 0.0606691212 -0.0211083101 -0.2674193355 0.0004455608 0.0715131010 114.920 2.1673675564
0.2569593788 0.0660281224 0.0210011416 -0.2359582372 0.0004410479 0.0556762897 118.593 2.1856554589
0.2398656833 0.0575355460 0.0353685444 -0.2044971389 0.0012509339 0.0418190798 122.383 2.1918951427
0.2118891439 0.0448970093 0.0388531032 -0.1730360406 0.0015095636 0.0299414714 126.295 2.1934084673
0.1536475994 0.0236075848 0.0120726571 -0.1415749423 0.0001457490 0.0200434643 130.332 2.1817778674
0.1622794355 0.0263346152 0.0521655914 -0.1101138441 0.0027212489 0.0121250587 134.497 2.1991900075
0.1885525307 0.0355520568 0.1098997849 -0.0786527458 0.0120779627 0.0061862544 138.796 2.2242636491

J.Hdez.Napa 19
 0.2111253650 0.0445739198 0.1639337176 -0.0471916475 0.0268742638 0.0022270516 143.232 2.2477302879
0.1774345483 0.0314830189 0.1617039991 -0.0157305492 0.0261481833 0.0002474502 147.810 2.2467619335
0.0360683367 0.0013009249 0.0517988858 0.0157305491 0.0026831246 0.0002474502 152.534 2.1990307493
0.0400543649 0.0016043521 0.0872460123 0.0471916474 0.0076118667 0.0022270516 157.409 2.2144252407
0.0289950484 0.0008407128 0.1076477941 0.0786527457 0.0115880476 0.0061862544 162.440 2.2232856219
0.0876119419 0.0076758524 0.1977257858 0.1101138440 0.0390954864 0.0121250586 167.632 2.2624059967
0.1489683413 0.0221915667 0.2905432836 0.1415749422 0.0844153996 0.0200434643 172.990 2.3027161238
0.0183356095 0.0003361946 0.1913716500 0.1730360405 0.0366231084 0.0299414713 178.519 2.2596464306
-0.1445110875 0.0208834544 0.0599860513 0.2044971388 0.0035983263 0.0418190798 184.224 2.2025863901
-0.2270819553 0.0515662144 0.0088762818 0.2359582371 0.0000787884 0.0556762897 190.112 2.1803896992
-0.2365931344 0.0559763112 0.0308262010 0.2674193354 0.0009502547 0.0715131009 196.188 2.1899224280
-0.2734739842 0.0747880201 0.0254064494 0.2988804337 0.0006454877 0.0893295136 202.459 2.1875686598
-0.2538278239 0.0644285642 0.0765137081 0.3303415320 0.0058543475 0.1091255277 208.930 2.2097642602
-0.1692128657 0.0286329939 0.1925897646 0.3618026303 0.0370908174 0.1309011433 215.607 2.2601754510
-0.1291756402 0.0166863460 0.2640880884 0.3932637285 0.0697425184 0.1546563602 222.498 2.2912267785
-0.1330301553 0.0176970222 0.2916946715 0.4247248268 0.0850857814 0.1803911785 229.610 2.3032161652
-0.1017342995 0.0103498677 0.3544516257 0.4561859251 0.1256359549 0.2081055983 236.948 2.3304711641
-0.1371201921 0.0188019471 0.3505268313 0.4876470234 0.1228690594 0.2377996194 244.522 2.3287666476
-0.1537432882 0.0236369987 0.3653648335 0.5191081217 0.1334914615 0.2694732420 252.337 2.3352107101
-0.1586178507 0.0251596226 0.3919513693 0.5505692200 0.1536258759 0.3031264660 260.402 2.3467570958
-0.1839196460 0.0338264362 0.3981106722 0.5820303183 0.1584921074 0.3387592914 268.725 2.3494320471
-0.1622783237 0.0263342543 0.4512130929 0.6134914165 0.2035932552 0.3763717182 277.313 2.3724941354
-0.1529348622 0.0233890721 0.4920176526 0.6449525148 0.2420813705 0.4159637464 286.177 2.3902153305
-0.1360032247 0.0184968771 0.5404103884 0.6764136131 0.2920433879 0.4575353760 295.323 2.4112320286
-0.1065087245 0.0113441084 0.6013659869 0.7078747114 0.3616410502 0.5010866071 304.762 2.4377047087
-0.0653811336 0.0042746926 0.6739546761 0.7393358097 0.4542149055 0.5466174395 314.503 2.4692295759
-0.0150922873 0.0002277771 0.7557046207 0.7707969080 0.5710894737 0.5941278734 324.554 2.5047331257
0.0409367352 0.0016758163 0.8431947415 0.8022580063 0.7109773721 0.6436179086 334.928 2.5427296024
0.0199132984 0.0003965395 0.8536324029 0.8337191046 0.7286882793 0.6950875453 345.632 2.5472626212
0.0695781382 0.0048411173 0.9347583410 0.8651802028 0.8737731561 0.7485367834 356.679 2.5824951684
0.1006430623 0.0101290260 0.9972843635 0.8966413011 0.9945761016 0.8039656229 368.079 2.6096498749
0.1269823317 0.0161245126 1.0550847311 0.9281023994 1.1132037898 0.8613740638 379.843 2.6347522556
0.1524124765 0.0232295630 1.1119759742 0.9595634977 1.2364905672 0.9207621061 391.984 2.6594598086
0.1445128476 0.0208839631 1.1355374435 0.9910245960 1.2894452857 0.9821297499 404.512
0.1451018678 0.0210545520 1.1675875621 1.0224856943 1.3632607151 1.0454769950 417.441
0.0000000000 1.5535733596 -0.0000000033 -0.0000000033 25.2617747565 23.7082013969 11,788.420 138.2979913733
VnoE VT VE

J.Hdez.Napa 20
 2. UTILIZANDO PROGRAMA ECONOMÉTRICO E-VIEWS

a. MODELO ECONOMÉTRICO CON LOGARITMO NATURAL

O NEPERIANO: 1950 - 2015

Dependent Variable: LNPBI

Method: Least Squares
Date: 07/03/16 Time: 18:14
Sample: 1950 2015
Included observations: 66

Variable Coefficient Std. Error t-Statistic Prob.

C 3.957710 0.038796 102.0131 0.0000

T 0.031461 0.001007 31.25168 0.0000

R-squared 0.938501 Mean dependent var 5.011657

Adjusted R-squared 0.937540 S.D. dependent var 0.623412
S.E. of regression 0.155803 Akaike info criterion -0.850614
Sum squared resid 1.553573 Schwarz criterion -0.784261
Log likelihood 30.07026 Hannan-Quinn criter. -0.824395
F-statistic 976.6677 Durbin-Watson stat 0.090446
Prob(F-statistic) 0.000000

J.Hdez.Napa 21
 b. MODELO ECONOMÉTRICO CON LOGARITMO NEPERIANO Y ALTA
PRECISIÓN: 1950 - 2015

Dependent Variable: LNPBI

Method: Least Squares
Date: 07/03/16 Time: 18:14
Sample: 1950 2015
Included observations: 66

Variable Coefficient Std. Error t-Statistic Prob.

C 3.95770974385309 0.03879609980922385 102.0130828437589 1.435561665843257e-72

T 0.031461098286701 0.00100670093346332 31.25168283937746 1.795887641986885e-40

R-squared 0.9385010208234972 Mean dependent var 5.011656536457575

Adjusted R-squared 0.9375400992738644 S.D. dependent var 0.6234121337865375
S.E. of regression 0.1558030286769615 Akaike info criterion -0.8506139440834834
Sum squared resid 1.553573359674501 Schwarz criterion -0.7842607700826827
Log likelihood 30.07026015475495 Hannan-Quinn criter. -0.8243946513520942
F-statistic 976.6676802930222 Durbin-Watson stat 0.090445756097895
Prob(F-statistic) 1.7958876419878e-40

J.Hdez.Napa 22
 2. GRÁFICO APLICANDO LOGARITMO NEPERIANO
GRAFICO N° 03
PERÚ: LOGARITMO NEPERIANO DELPRODUCTO BRUTO INTERNO
EN RELACIÓN AL TIEMPO 1950 - 2015
EL MODELO EXPONENCIAL FORMA LINEAL
(Milles de Millones de Soles del 2007)
6.5

Ln PRODUCTO BRUTO INTERNO

UNICA: FACENI - Econometría

6.0

5.5
VRO
(PBI,t)

5.0
Ln del PBI estimado

4.5 MODELO EXPONENCIAL FORMA LINEAL:

Ln PBI t = 3.957709743830 + 0.031461098287 * T

4.0

COMPORTAMIENTO HISTÓRICO TENDENCIAL

3.5
0 10 20 30 40 50 60 70
J.Hdez.Napa FUENTE: Elaboración propia T I EM P O 23
 GRAFICO N° 04
PERÚ: PRODUCTO BRUTO INTERNO EN RELACIÓN AL TIEMPO 1950 - 2015
EL MODELO EXPONENCIAL FORMANO LINEAL - CURVO
(Milles de Millones de Soles del 2007)
500
PRODUCTO BRUTO INTERNO
UNICA: FACENI - Econometría

400
PRODUCTO BRUTO INTERNO ESTIMADO

300

200

MODELO EXPONENCIAL FORMA NO LINEAL - CURVO

100

COMPORTAMIENTO HISTÓRICO TENDENCIAL

0
0 10 20 30 40 50 60 70
J.Hdez.Napa FUENTE: Elaboración propia T I EM P O 24
 MODELOS LINEAL SIMPLE PARA TRABAJOS DE ALUMNOS

A.- DE LA FUNCION CONSUMO

1. CPt = α + β Yt + m t
2. CPt = α + β Yt-1 + m t
3. CPt = α + β (Yt - T t ) + m t
4. CPt = α + β (Yt -1 - T t-1 ) + m t
5. FUNCION CONSUMO DE SAMUELSON
CPt / Nt Pt = α + β Yt / Nt Pt + m t
CPt / Nt Pt = α + β Yt -1 / Nt -1Pt -1 + m t
6. FUNCION CONSUMO DE MODIGLIANI
CPt / Yt = α + β (Yt -Y m) / Yt + m t
7. FUNCION CONSUMO DE DUESENBERRY
CPt / Yt = α + β Yt / Y m + m t

B.- DE LA FUNCION INVERSION

8. I t = α + β Yt + m t
9. I t = α + β Yt-1 + m t
10. I t = α + β (Yt - Yt-1 )+ m t
11. I t = α + β (CPt - CPt-1 )+ m t
12. I t = α + β (Yt-1 - Yt-2 )+ m t
13. I t = α + β (Ut – Tu t )+ m t
14. Ip t = α + β Yt + m t
J.Hdez.Napa 15. Ig t = α + β Tt + m t 25
 C.- DE LAS IMPORTACIONES
16. M t = α + β Yt + m t
17. MC t = α + β Yt + m t importación de bienes de consumo
18. MK t = α + β Yt + m t importación de bienes de capital

D.- DEL GASTO DEL GOBIERNO

19. G t = α + β Yt + m t

E.- DE LA TRIBUTACION
20.T t = α + β Yt + m t

F.- DE LA DEUDA EXTERNA

21.- DE t = α + β Yt + m t

J.Hdez.Napa 26
 GRACIAS

J.Hdez.Napa 27
J.Hdez.Napa 28