1.

Teora del Mdelo de Crecimiento

2.

Series Estacionarias con Grfico

La variable ahorro no es estacionaria por tanto no se incluy

DDPIB
Null Hypothesis: DDPIB has a unit root
Exogenous: Constant
Lag Length: 1 (Automatic - based on SIC, maxlag=3)

Augmented Dickey-Fuller test statistic

Test critical values:
1% level
5% level
10% level

t-Statistic

Prob.*

-4.098992
-3.886751
-3.052169
-2.666593

0.0066

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

Warning: Probabilities and critical values calculated for 20 observations
and may not be accurate for a sample size of 17

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(DDPIB)
Method: Least Squares
Date: 01/09/13 Time: 08:27
Sample (adjusted): 1986 2002
Included observations: 17 after adjustments
Variable

Coefficient

Std. Error

t-Statistic

Prob.

DDPIB(-1)
D(DDPIB(-1))
C

-1.384876
0.418183
6.71E+09

0.337858
0.241779
1.01E+10

-4.098992
1.729606
0.665435

0.0011
0.1057
0.5166

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.579889
0.519873
4.09E+10
2.34E+22
-437.8520
9.662260
0.002310

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

-1.03E+09
5.90E+10
51.86494
52.01198
51.87956
1.741609

DDPIB
1.2E+11

8.0E+10

4.0E+10

0.0E+00

-4.0E+10

-8.0E+10
82

84

86

88

90

92

94

96

98

Balanza de Pagos

Null Hypothesis: DBP has a unit root

Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=4)

Augmented Dickey-Fuller test statistic

Test critical values:
1% level
5% level
10% level

t-Statistic

Prob.*

-4.118421
-3.831511
-3.029970
-2.655194

0.0055

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

Warning: Probabilities and critical values calculated for 20 observations
and may not be accurate for a sample size of 19

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(DBP)
Method: Least Squares
Date: 01/09/13 Time: 08:29
Sample (adjusted): 1984 2002
Included observations: 19 after adjustments
Variable

Coefficient

Std. Error

t-Statistic

Prob.

DBP(-1)
C

-1.009718
1.84E+09

0.245171
2.60E+09

-4.118421
0.710049

0.0007
0.4873

R-squared
Adjusted R-squared

0.499432
0.469986

Mean dependent var

S.D. dependent var

6.07E+08
1.54E+10

00

02

S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

1.12E+10
2.15E+21
-465.6233
16.96139
0.000718

Akaike info criterion

Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

49.22351
49.32292
49.24033
1.988118

DBP
3E+10

2E+10

1E+10

0E+00

-1E+10

-2E+10
82

3.

84

86

88

90

92

94

96

98

Ecuacin ( con explicacin)

Dependent Variable: DDPERCAP

Method: Least Squares
Date: 12/05/12 Time: 08:21
Sample (adjusted): 1985 2002
Included observations: 18 after adjustments
Variable

Coefficient

Std. Error

t-Statistic

Prob.

DDPIB
C
DBP(-1)
DBP(-2)

8.78E-10
-1.301093
9.27E-11
8.40E-11

1.12E-11
0.442495
4.02E-11
4.08E-11

78.26433
-2.940355
2.302243
2.056560

0.0000
0.0107
0.0372
0.0589

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.997877
0.997422
1.812283
45.98118
-33.98164
2193.582
0.000000

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

3.820738
35.69444
4.220182
4.418042
4.247464
1.913600

00

02

4. Pruebas

Histogram Normality Test

6

Series: Residuals
Sample 1985 2002
Observations 18

0
-4

-3

-2

-1

Heteroskedasticity Test: White

F-statistic
Obs*R-squared
Scaled explained SS

2.999126
13.88479
7.214382

Prob. F(9,8)
Prob. Chi-Square(9)
Prob. Chi-Square(9)

0.0684
0.1265
0.6148

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/05/12 Time: 08:37
Sample: 1985 2002
Included observations: 18
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
DDPIB
DDPIB^2
DDPIB*DBP(-1)
DDPIB*DBP(-2)
DBP(-1)
DBP(-1)^2
DBP(-1)*DBP(-2)
DBP(-2)
DBP(-2)^2

1.626305
2.80E-11
3.88E-22
5.60E-21
-1.16E-21
-5.45E-11
5.71E-21
-1.48E-21
1.04E-11
-1.83E-21

1.017154
2.58E-11
5.10E-22
2.03E-21
2.64E-21
9.13E-11
5.55E-21
1.43E-20
8.25E-11
4.82E-21

1.598878
1.081903
0.759745
2.761854
-0.441060
-0.596503
1.027435
-0.103408
0.126648
-0.380839

0.1485
0.3108
0.4692
0.0246
0.6708
0.5673
0.3343
0.9202
0.9023
0.7132

R-squared
Adjusted R-squared

0.771377
0.514177

Mean dependent var

S.D. dependent var

2.554510
3.445155

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

3.08e-16
0.029651
3.024493
-3.397438
1.644620
-0.142383
2.717824

Jarque-Bera
Probability

0.120536
0.941512

S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

2.401309
46.13026
-34.01077
2.999126
0.068364

Akaike info criterion

Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

4.890086
5.384737
4.958291
1.822875

Serial test

Breusch-Godfrey Serial Correlation LM Test:

F-statistic
Obs*R-squared

0.361215
1.022111

Prob. F(2,12)
Prob. Chi-Square(2)

0.7042
0.5999

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 01/09/13 Time: 08:41
Sample: 1985 2002
Included observations: 18
Presample missing value lagged residuals set to zero.
Variable

Coefficient

Std. Error

t-Statistic

Prob.

DDPIB
C
DBP(-1)
DBP(-2)
RESID(-1)
RESID(-2)

-9.98E-13
0.004852
-2.12E-12
-9.40E-12
-0.024881
-0.248132

1.21E-11
0.464306
4.32E-11
4.44E-11
0.294433
0.293107

-0.082721
0.010450
-0.049129
-0.212001
-0.084504
-0.846557

0.9354
0.9918
0.9616
0.8357
0.9340
0.4138

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.056784
-0.336223
1.901100
43.37018
-33.45550
0.144486
0.977982

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

Stability Explicacin corta de cada prueba

3.08E-16
1.644620
4.383944
4.680735
4.424868
1.782633

-2

-4

-6
89

90

91

92

93

94

95

96

97

98

99

00

01

02

2 S.E.

Recursive Residuals

12

-4

-8

-12
89

90

91

92

93

94
CUSUM

95

96

97

98

5% Significance

99

00

01

02

1.6

1.2

0.8

0.4

0.0

-0.4
89

90

91

92

93

94

95

CUSUM of Squares

5 Conclusiones: 1 pagina

96

97

98

99

5% Significance

00

01

02