Beruflich Dokumente
Kultur Dokumente
Regression Statistics
Multiple R 0.4901998
R Square 0.5702959
Adjusted R Square 0.1187432
Standard Error 0.5946868
Observations 59
ANOVA
df SS MS F Significance F
Regression 8 5.5930464 0.6991308 11.976887 0.0688666
Residual 50 17.682619 0.3536524
Total 58 23.275665
Coefficients
Standard Error t Stat P-value Lower 95% Upper 95%Lower 95,0%
Intercept 12.750075 10.845094 1.1756537 0.2453011 -9.032937 34.533088 -9.032937
X Variable 1 0.1859046 0.0960258 1.9359849 0.0585332 -0.006969 0.3787782 -0.006969
X Variable 2 0.0373053 0.1397848 0.2668768 0.7906617 -0.243461 0.3180713 -0.243461
X Variable 3 0.0090156 0.0707048 0.1275106 0.8990477 -0.132999 0.1510305 -0.132999
X Variable 4 -0.015658 0.0144143 -1.086265 0.2825709 -0.04461 0.0132942 -0.04461
X Variable 5 0.0047816 0.004146 1.1533152 0.2542647 -0.003546 0.013109 -0.003546
X Variable 6 0.000436 0.0004702 0.9272832 0.3582342 -0.000508 0.0013805 -0.000508
X Variable 7 -1.454082 1.0136497 -1.434502 0.1576545 -3.490057 0.5818933 -3.490057
X Variable 8 0.4203925 0.5214478 0.8062025 0.4239441 -0.626966 1.4677512 -0.626966
RESIDUAL OUTPUT
Regression Statistics
Multiple R 0.4899478
R Square 0.6600488
Adjusted R Square 0.1357418
Standard Error 0.5889234
Observations 59
ANOVA
df SS MS F Significance F
Regression 7 5.5872964 0.7981852 22.301368 0.0406061
Residual 51 17.688369 0.3468308
Total 58 23.275665
Coefficients
Standard Error t Stat P-value Lower 95% Upper 95%Lower 95,0%Upper 95,0%
Intercept 13.211839 10.123536 1.3050617 0.1977296 -7.112008 33.535686 -7.112008 33.535686
X Variable 1 0.1823779 0.0910652 2.0027167 0.0505373 -0.000443 0.365199 -0.000443 0.365199
X Variable 2 0.0439621 0.1284134 0.3423481 0.7334958 -0.213839 0.3017628 -0.213839 0.3017628
X Variable 3 -0.016195 0.0136502 -1.186469 0.240935 -0.043599 0.0112083 -0.043599 0.0112083
X Variable 4 0.0043697 0.0025735 1.6979406 0.0956135 -0.000797 0.0095362 -0.000797 0.0095362
X Variable 5 0.0004169 0.0004413 0.9447337 0.3492493 -0.000469 0.0013028 -0.000469 0.0013028
X Variable 6 -1.451362 1.0036037 -1.446151 0.1542529 -3.466181 0.5634561 -3.466181 0.5634561
X Variable 7 0.4137511 0.5138117 0.8052583 0.4244091 -0.617769 1.445271 -0.617769 1.445271
RESIDUAL OUTPUT
Enel 0.7334958
Para este caso es la Variable 2 que esta representada por el precio de la acción de Enel
Esta variable se eliminará en la siguiente regresión.
de la acción de Enel
Acción Acción Acción
Entel Telefónica SAP to CLP
6.66 4.0 122.78
Tig de Econometría: 6.77 3.9 110.28
Profesor Kamel Lahsen 6.63 3.8 106.11
6.63 3.9 102.90
6.08 3.9 95.45
6.62 3.9 94.81
Matriz de Series de Tiempo 5.96 3.9 98.83
5.82 3.8 102.81
Se toma una muestra de 60 registros 6.35 4.2 114.55
Desde 6/1/2014 6.31 4.2 112.12
Hasta 5/1/2019 6.76 4.2 113.53
7.26 4.3 112.20
6.91 4.3 109.72
6.81 4.5 102.33
6.34 4.5 101.08
6.42 4.2 99.20
6.25 4.2 109.37
6.21 4.7 110.49
6.20 4.4 110.94
6.71 6.2 109.84
5.79 6.8 104.35
5.78 6.8 103.77
5.63 4.1 101.71
5.77 4.1 102.90
6.00 3.9 100.42
6.44 3.7 96.04
6.43 3.6 93.74
6.43 3.6 90.19
7.01 3.6 85.49
7.16 3.8 81.30
7.11 3.8 80.93
7.02 5.0 86.07
7.22 5.0 86.70
7.98 5.0 85.28
8.01 6.5 73.33
7.49 6.5 71.39
7.24 6.5 76.55
7.29 6.8 76.63
6.57 3.5 75.79
6.62 3.2 72.66
7.40 3.2 75.89
6.26 3.2 76.58
6.91 3.3 77.42
7.22 2.7 63.43
7.05 2.7 62.57
6.93 2.6 63.06
7.24 3.0 67.02
6.75 3.2 69.65
6.05 3.2 73.03
6.02 3.6 71.25
5.58 3.1 66.83
5.59 3.5 65.93
5.06 4.0 62.82
5.48 4.0 66.58
5.38 4.1 66.17
6.32 4.2 64.10
6.90 4.1 71.66
7.09 4.8 75.63
7.09 5.0 76.76
CLP CLP En Miles de Millones CLP En Miles de Millones CLP
Dólar Peso IPSA Import de China Import. USA
603.45 5542.22 8.860 4.100847
596.84 5602.83 8.722 4.183125
605.53 5855.38 8.710 4.279059
636.92 5564.6 8.823 4.351703
633.77 5003.4 8.867 4.325902
629.55 5588.08 8.720 4.283213
625.54 5341.93 8.848 4.114784
644.24 5153.15 8.874 4.178314
658.17 5064.62 8.729 3.936117
665.15 4747.24 8.869 3.804518
671.54 4855.75 8.766 3.759486
655.74 4795.13 8.748 3.726681
661.20 4783.42 8.774 3.855072
643.21 4359.88 8.654 3.820351
661.19 4199.5 8.699 3.80363
667.17 4151.39 8.732 3.773086
666.12 4207.24 8.664 3.623913
663.92 4289.78 8.698 3.141188
668.63 4015.25 8.772 3.155811
658.89 4119.28 8.697 3.130366
657.57 4117.47 8.665 3.198494
681.07 3995.91 8.725 3.16606
681.87 3934.71 8.643 3.203045
669.93 4002.07 8.799 3.264286
682.07 3937.49 8.592 3.378827
704.08 3715.84 8.477 3.238387
721.95 3705.92 8.610 3.22784
704.24 3680.21 8.532 3.268302
704.00 3655.3 8.426 3.376337
685.31 3827.99 8.526 3.574661
691.73 3685.18 8.641 3.605326
688.12 3840.21 8.582 3.528176
650.14 3870.35 8.584 3.551058
629.99 3897.1 8.606 3.674766
607.60 4045.62 8.482 3.825306
614.73 4043.45 8.595 3.714713
628.50 3916.92 8.415 3.732788
623.62 3983.72 8.353 3.575208
620.91 3836.73 8.512 3.622711
612.92 3850.96 8.417 3.950575
592.46 3991.78 8.473 3.97177
589.98 3850.97 8.423 3.969573
593.47 3943.56 8.511 4.079368
579.05 3996.63 8.613 4.05443
558.21 3875.44 8.514 3.973243
553.06 3875.73 8.518 3.772523
555.40 3903.81 8.542 3.829542
554.64 3909.64 8.633 3.699455
563.84 3772.76 8.555 3.748278
554.41 3718.88 8.462 3.961916
537.03 3439.41 8.624 3.914083
529.45 3699.19 8.468 3.821228
519.25 3789.06 8.537 3.661983
500.81 3912.44 8.633 3.610281
504.57 3823.85 8.579 3.610961
512.59 3628.73 8.681 3.687009
504.96 3732.54 8.586 3.488218
502.89 4029.67 8.653 3.520323
479.58 4191.26 8.675 3.47333
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.488162276252
R Square 0.788302407956
Adjusted R Square 0.150414224258
Standard Error 0.583902951098
Observations 59
ANOVA
df SS MS F Significance F
Regression 6 5.5466471 0.9244412 64.711427 0.0228967
Residual 52 17.729018 0.3409427
Total 58 23.275665
Coefficients Standard Error t Stat P-value Lower 95% Upper 95%Lower 95,0%
Intercept 15.07483458526 8.4637742 1.7811007 0.0807372 -1.908971 32.05864 -1.908971
X Variable 1 0.172251478539 0.0853933 2.0171548 0.0488553 0.0008973 0.3436056 0.0008973
X Variable 2 -0.0148227622 0.0129367 -1.145791 0.2571276 -0.040782 0.0111367 -0.040782
X Variable 3 0.003865022662 0.0020915 1.847958 0.0702994 -0.000332 0.0080619 -0.000332
X Variable 4 0.000331740939 0.0003614 0.9179279 0.3628948 -0.000393 0.0010569 -0.000393
X Variable 5 -1.51564383961 0.977478 -1.550566 0.1270712 -3.477097 0.4458092 -3.477097
X Variable 6 0.366902366365 0.4910313 0.7472077 0.4583038 -0.618424 1.3522288 -0.618424
RESIDUAL OUTPUT
Regression Statistics
Multiple R 0.4797125494021
R Square 0.7801241300539
Adjusted R Square 0.1574943310024
Standard Error 0.5814648545634
Observations 59
ANOVA
df SS MS F Significance F
Regression 5 5.3562922 51.071258 3.1684533 0.0141522
Residual 53 17.919373 0.3381014
Total 58 23.275665
Coefficients Standard Error t Stat P-value Lower 95% Upper 95%Lower 95,0%
Intercept 16.43620628333 8.2308366 1.9969059 0.0509819 -0.072761 32.945174 -0.072761
X Variable 1 0.1459055728559 0.0774493 1.8838844 0.0650713 -0.009438 0.3012492 -0.009438
X Variable 2 -0.02020049602 0.010705 -1.887014 0.0646407 -0.041672 0.001271 -0.041672
X Variable 3 0.0041101705772 0.002057 1.998146 0.0508432 -1.563E-05 0.008236 -1.563E-05
X Variable 4 0.0005558102747 0.0002009 2.7670766 0.0077717 0.0001529 0.0009587 0.0001529
X Variable 5 -1.574536084057 0.970227 -1.622853 0.1105548 -3.520565 0.3714929 -3.520565
RESIDUAL OUTPUT
Regression Statistics
Multiple R 0.34482318568
R Square 0.81189030294
Adjusted R Squa 0.05363658711
Standard Error 0.61626290216
Observations 59
ANOVA
df SS MS F Significance F
Regression 4 2.7675471 0.6918868 54.82181 0.1380262
Residual 54 20.508118 0.37978
Total 58 23.275665
Coefficients Standard Error t Stat P-value Lower 95% Upper 95%Lower 95,0%Upper 95,0%
Intercept 13.3750886655 8.6442631 1.5472792 0.1276371 -3.955615 30.705793 -3.955615 30.705793
X Variable 1 0.11470173002 0.0812096 2.2124167 0.1635648 -0.048114 0.2775171 -0.048114 0.2775171
X Variable 2 -0.005862797 0.009928 -4.590529 0.5572992 -0.025767 0.0140417 -0.025767 0.0140417
X Variable 3 0.00202125438 0.002028 8.9966894 0.3233607 -0.002045 0.0060871 -0.002045 0.0060871
X Variable 4 -0.9307863233 0.9982913 -3.932379 0.3552907 -2.93224 1.0706673 -2.93224 1.0706673
RESIDUAL OUTPUT
Fisher 54.82 Para el Test de de Fisher de optimalidad del modelo que mide
R2 0.81 Para el Test de Confiabilidad de los pronoticos medido por el R
Para el Test de significancia que indica que el T student calculado al dividir el valor del parametro en
Se concluye que:
B0 es NO SIGNIFICATIVO
B1 es SIGNIFICATIVO
B2 es SIGNIFICATIVO
B3 es SIGNIFICATIVO
B4 es SIGNIFICATIVO
e optimalidad del modelo que mide que si los cálculos globales ejecutados por el modelo son los óptimos se concluye que el modelo prese
ad de los pronoticos medido por el R2 se concluye que el modelo genera una confiabilidad de 81%
T 95%
2.00
2.00
2.00
2.00
2.00
do al dividir el valor del parametro entre el error respectivamente, es mayor al t crítico obtenido de la tabla a una significancia del 95%
cluye que el modelo presenta estimadores óptimos
Regression Statistics
Multiple R 0.3261539
R Square 0.6846376
Adjusted R 0.040182
Standard Er0.0416891
Observatio 59
ANOVA
df SS MS F Significance F
Regression 4 0.0111719 0.002793 1.6070313 0.1858356
Residual 54 0.0938509 0.001738
Total 58 0.1050228
Coefficients
Standard Error t Stat P-value Lower 95% Upper 95%Lower 95,0%Upper 95,0%
Intercept 1.5452427 1.3798649 1.1198507 0.2677336 -1.22122 4.3117052 -1.22122 4.3117052
X Variable 10.0641667 0.0588533 1.0902814 0.2804306 -0.053827 0.1821604 -0.053827 0.1821604
X Variable 2 -0.071963 0.1408622 -0.510872 0.6115228 -0.354374 0.2104491 -0.354374 0.2104491
X Variable 30.2175642 0.1995597 1.0902213 0.2804568 -0.182529 0.6176572 -0.182529 0.6176572
X Variable 4 -1.32184 1.3278402 -0.995481 0.3239423 -3.983999 1.3403194 -3.983999 1.3403194
RESIDUAL OUTPUT
ObservationPredicted Y Residuals
1 0.7861421 0.0370555
2 0.7968677 0.0336568
3 0.799036 0.0223727
4 0.7984998 0.0229475
5 0.7974954 -0.013724
6 0.806774 0.0141608
7 0.7964425 -0.021451
8 0.7957074 -0.031141
9 0.8065526 -0.003916
10 0.7990954 0.0006103
11 0.8058799 0.0239795
12 0.8061297 0.0550437
13 0.8059289 0.0338551
14 0.8146504 0.0182869
15 0.8146783 -0.012898
16 0.8123287 -0.00474
17 0.8136184 -0.017725
18 0.8136352 -0.020684
19 0.8076801 -0.015611
20 0.8205943 0.0063612
21 0.8268448 -0.064157
22 0.8263899 -0.064582
23 0.8186493 -0.068059
24 0.8063443 -0.045014
25 0.8209757 -0.043092
26 0.8312882 -0.022072
27 0.8251433 -0.016622
28 0.8292088 -0.020924
29 0.8380408 0.0073674
30 0.8316278 0.0234126
31 0.8250286 0.0266516
32 0.8342024 0.0122336
33 0.8284751 0.0303027
34 0.8245422 0.0772539
35 0.8414901 0.062175
36 0.8358472 0.038826
37 0.8478825 0.0115741
38 0.8526003 0.0104071
39 0.8231874 -0.005873
40 0.8272865 -0.006442
41 0.8188709 0.0502199
42 0.8216003 -0.025172
43 0.8167111 0.0229743
44 0.8082061 0.0504634
45 0.8118997 0.0362956
46 0.8093724 0.0312418
47 0.8101371 0.0496975
48 0.8045922 0.0246858
49 0.8094389 -0.027576
50 0.8182538 -0.038888
51 0.8025718 -0.056132
52 0.8156324 -0.068065
53 0.8143037 -0.110394
54 0.8026117 -0.063815
55 0.8079653 -0.077054
56 0.8037712 -0.003192
57 0.805165 0.0336841
58 0.8026501 0.047751
59 0.7973507 0.0534671
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.4112311
R Square 0.5678111
Adjusted R 0.0732392
Standard Er 0.609847
Observatio 59
ANOVA
df SS MS F Significance F
Regression 6 3.9361708 0.6560285 1.7639282 0.1249177
Residual 52 19.339494 0.3719134
Total 58 23.275665
Coefficients
Standard Error t Stat P-value Lower 95% Upper 95%Lower 95,0%Upper 95,0%
Intercept -1936.425 5726.3772 -0.338159 0.736605 -13427.24 9554.3913 -13427.24 9554.3913
X Variable 1 -20.3253 58.83363 -0.345471 0.7311342 -138.3836 97.733019 -138.3836 97.733019
X Variable 21.0334438 3.0070722 0.3436711 0.7324794 -5.000688 7.0675756 -5.000688 7.0675756
X Variable 3 -0.356634 1.0371881 -0.343847 0.7323481 -2.437904 1.7246365 -2.437904 1.7246365
X Variable 4164.45317 477.45421 0.3444376 0.7319064 -793.6288 1122.5351 -793.6288 1122.5351
X Variable 524.449591 77.250819 0.3164962 0.752893 -130.5655 179.4647 -130.5655 179.4647
X Variable 6 -1.109543 3.874695 -0.286356 0.7757431 -8.884687 6.6656012 -8.884687 6.6656012
RESIDUAL OUTPUT
ObservationPredicted Y Residuals
1 6.6651821 -0.009422
2 6.4025228 0.3664772
3 6.3970461 0.2313539
4 6.4149758 0.2140142
5 6.4345471 -0.356397
6 6.3871339 0.2340361
7 6.438081 -0.481571
8 6.461477 -0.646247
9 6.3354884 0.0125116
10 6.3901927 -0.084893
11 6.3498528 0.4087872
12 6.3351521 0.9288079
13 6.3435971 0.5712729
14 6.3867222 0.4199878
15 6.3999383 -0.064448
16 6.39926 0.02153
17 6.3751136 -0.124914
18 6.3496575 -0.141668
19 6.3354685 -0.140078
20 6.4257819 0.2878181
21 6.6219631 -0.831843
22 6.6256335 -0.847233
23 6.4713694 -0.840309
24 6.3742112 -0.602161
25 6.5201192 -0.523819
26 6.7749419 -0.330042
27 6.6631835 -0.228583
28 6.7537342 -0.322634
29 7.0085946 -0.003595
30 6.8264527 0.3356473
31 6.6778405 0.4290595
32 6.8713249 0.1502751
33 6.6918904 0.5321096
34 6.5965748 1.3796252
35 7.1879073 0.8226927
36 7.0002725 0.4930275
37 7.4167529 -0.181453
38 7.6231084 -0.328408
39 6.6342052 -0.068005
40 6.7405028 -0.120703
41 6.5690233 0.8285767
42 6.6108918 -0.352992
43 6.528579 0.384721
44 6.5192894 0.7029106
45 6.5386245 0.5114755
46 6.5246123 0.4034877
47 6.494879 0.746721
48 6.453312 0.296288
49 6.4691439 -0.417644
50 6.5423047 -0.525505
51 6.4578103 -0.88031
52 6.5148484 -0.922848
53 6.478827 -1.421627
54 6.3863919 -0.906192
55 6.40346 -1.02186
56 6.3906625 -0.072663
57 6.3752543 0.5247457
58 6.3220553 0.7639447
59 6.2946363 0.7981637
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.998799
R Square 0.5975995
Adjusted R Square 0.99727
Standard Error 0.0330995
Observations 59
ANOVA
df SS MS F Significance F
Regression 7 23.219791 3.317113 3027.7355 1.828E-64
Residual 51 0.0558744 0.0010956
Total 58 23.275665
Coefficients
Standard Error t Stat P-value Lower 95% Upper 95%Lower 95,0%
Intercept -2059.487 2420.9259 -0.850702 0.3989114 -6919.698 2800.7249 -6919.698
X Variable 1 14.780347 0.1116307 132.40401 2.191E-66 14.556239 15.004455 14.556239
X Variable 2 -103.3097 122.11089 -0.846032 0.401487 -348.4576 141.8381 -348.4576
X Variable 3 115.76569 136.94743 0.8453295 0.4018754 -159.1677 390.69913 -159.1677
X Variable 4 -350.9169 414.06894 -0.847484 0.4006851 -1182.195 480.36123 -1182.195
X Variable 5 2132.8302 2515.5661 0.847853 0.4004815 -2917.38 7183.04 -2917.38
X Variable 6 1976.3582 2322.3441 0.8510187 0.3987371 -2685.942 6638.6586 -2685.942
X Variable 7 -806.9531 944.47129 -0.854397 0.3968809 -2703.058 1089.1521 -2703.058
RESIDUAL OUTPUT
Para el modelo lineal original se evalúa el valor dl coeficiente de determinación y se compara con el v
Para el modelo Log lineal se evalúa el valor dl coeficiente de determinación y se compara con el valor
Se concluye que :
Se puede evidenciar que en ambos casos el Test de F es muy significativo, por lo tanto se sugiere la pos
n y se compara con el valor del coeficiente de determinación obtenido luego de incluír a las 2 nuevas variables
se compara con el valor del coeficiente de determinación obtenido luego de incluír a las 2 nuevas variables
o tanto se sugiere la posibilidad de mejora en la especificación del modelo que explica el precio de la acción.
Modelo 1
Entel Telefónica SAP to CLP Dólar Peso Import de China
6/1/2014 7.11 3.8 80.93 691.73 8.641
7/1/2014 7.02 5.0 86.07 688.12 8.582
8/1/2014 7.22 5.0 86.70 650.14 8.584
9/1/2014 7.98 5.0 85.28 629.99 8.606
10/1/2014 8.01 6.5 73.33 607.60 8.482
11/1/2014 7.49 6.5 71.39 614.73 8.595
12/1/2014 7.24 6.5 76.55 628.50 8.415
1/1/2015 7.29 6.8 76.63 623.62 8.353
2/1/2015 6.57 3.5 75.79 620.91 8.512
3/1/2015 6.62 3.2 72.66 612.92 8.417
4/1/2015 7.40 3.2 75.89 592.46 8.473
5/1/2015 6.26 3.2 76.58 589.98 8.423
6/1/2015 6.91 3.3 77.42 593.47 8.511
7/1/2015 7.22 2.7 63.43 579.05 8.613
8/1/2015 7.05 2.7 62.57 558.21 8.514
9/1/2015 6.93 2.6 63.06 553.06 8.518
10/1/2015 7.24 3.0 67.02 555.40 8.542
11/1/2015 6.75 3.2 69.65 554.64 8.633
12/1/2015 6.05 3.2 73.03 563.84 8.555
1/1/2016 6.02 3.6 71.25 554.41 8.462
2/1/2016 5.58 3.1 66.83 537.03 8.624
3/1/2016 5.59 3.5 65.93 529.45 8.468
4/1/2016 5.06 4.0 62.82 519.25 8.537
5/1/2016 5.48 4.0 66.58 500.81 8.633
6/1/2016 5.38 4.1 66.17 504.57 8.579
7/1/2016 6.32 4.2 64.10 512.59 8.681
8/1/2016 6.90 4.1 71.66 504.96 8.586
9/1/2016 7.09 4.8 75.63 502.89 8.653
10/1/2016 7.09 5.0 76.76 479.58 8.675
11/1/2016 7.16 3.8 81.30 685.31 8.526
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.9318748
R Square 0.8683907
Adjusted R 0.8473333
Standard Er0.8935643
Observatio 30
ANOVA
df SS MS F Significance F
Regression 4 131.71048 32.92762 41.239057 1.161E-10
Residual 25 19.961429 0.7984571
Total 29 151.67191
Coefficients
Standard Error t Stat P-value Lower 95% Upper 95%Lower 95,0%Upper 95,0%
Intercept -12.21457 2.6326355 -4.639672 9.481E-05 -17.63658 -6.792551 -17.63658 -6.792551
X Variable 1 -0.104557 0.0687476 -1.52088 0.1408385 -0.246145 0.0370315 -0.246145 0.0370315
X Variable 20.1539313 1.4033044 0.109692 0.9135294 -2.736228 3.0440908 -2.736228 3.0440908
X Variable 30.2367198 0.0555872 4.2585274 0.0002545 0.1222357 0.3512038 0.1222357 0.3512038
X Variable 40.0003939 0.0003282 1.2004489 0.2412168 -0.000282 0.0010698 -0.000282 0.0010698
RESIDUAL OUTPUT
ObservationPredicted Y Residuals
1 6.1094087 0.8472913
2 8.0725652 -0.941505
3 8.5548817 -1.699882
4 8.087876 0.396214
5 7.3275611 0.5214389
6 7.3434729 0.5156171
7 6.9370765 -0.891017
8 7.2812824 -0.356252
9 7.8309673 -1.147927
10 6.1651829 1.2118671
11 5.6393422 1.1997278
12 5.4808242 -0.173744
13 5.9314764 0.5945936
14 6.7865199 0.1835001
15 6.6670097 1.1070703
16 6.1725586 1.2535114
17 6.0196431 -0.061613
18 5.4231348 -0.657045
19 3.6244281 1.2885719
20 3.7611047 0.7979553
21 3.7887194 -0.205679
22 3.6561617 -0.253122
23 3.0272475 -0.172238
24 2.8286922 -0.571632
25 3.7353726 -1.583303
26 3.1347625 -0.779682
27 2.0634919 -0.084422
28 1.6053837 0.0776863
29 1.7098507 -0.239851
30 1.8892016 -0.176132
Matriz Global de Datos
Entel Telefónica SAP to CLP Dólar Peso Import de China
12/1/2016 1.87507 19.4 3.574661 62.22 5043.79041179222
1/1/2017 1.828 15.845 3.605326 63.4 5658.96370365451
2/1/2017 1.82802 17.499 3.528176 62.65 5333.70876760899
3/1/2017 1.68703 16.4 3.551058 65.75 5344.51773347189
4/1/2017 1.81003 15.899 3.674766 70.31 5463.85577719071
5/1/2017 2.19107 15.899 3.825306 74.64 4825.85784834835
6/1/2017 2.463 15.999 3.714713 72.14 5402.02624818931
7/1/2017 2.183 16.3 3.732788 71.78 4514.02875207768
8/1/2017 2.14401 15 3.575208 72.37 4243.83755197498
9/1/2017 2.53206 16 3.622711 73.85 4975.61901384164
10/1/2017 1.55204 16 3.950575 78.83 4521.28635846274
11/1/2017 2.68202 16.6 3.97177 82.86 4784.63286765243
12/1/2017 4.17507 16.6 3.969573 82.62 4550.55451754134
1/1/2018 5.52701 16 4.079368 85.07 4968.87438212425
2/1/2018 6.33805 15.8 4.05443 88.03 5500.73528910724
3/1/2018 7.02602 16.5 3.973243 88.18 4982.92908474329
4/1/2018 7.77903 16.655 3.772523 84.36 5001.72879632813
5/1/2018 7.83303 17.195 3.829542 84.85 5123.98812580615
6/1/2018 7.92003 18.5 3.699455 85.48 5613.86129345249
7/1/2018 8.44409 17.767 3.748278 82.98 5192.51372105773
8/1/2018 8.87701 18.984 3.961916 86.16 4729.1536149256
9/1/2018 8.74405 18.222 3.914083 88.08 5561.66136818192
10/1/2018 8.11401 17.65 3.821228 88.71 4761.2481754211
11/1/2018 9.99803 19 3.661983 87.82 5099.34782505391
12/1/2018 10.08 21.5 3.610281 89.07 5616.40390938149
1/1/2019 10.666 20 3.610961 88.15 5318.75834488676
2/1/2019 11.133 18 3.687009 89.64 5892.33819424915
3/1/2019 10.883 16.7 3.488218 85.67 5354.72051327725
4/1/2019 9.21101 20.6 3.520323 85.41 5729.40292997108
5/1/2019 11.334 22.9 3.47333 88.32 5855.01097974796
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.957489
R Square 0.9167852
Adjusted R 0.9034709
Standard Er1.1123931
Observatio 30
ANOVA
df SS MS F Significance F
Regression 4 340.81895 85.204737 68.856855 3.963E-13
Residual 25 30.935459 1.2374184
Total 29 371.75441
Coefficients
Standard Error t Stat P-value Lower 95% Upper 95%Lower 95,0%Upper 95,0%
Intercept -8.84643 7.6154505 -1.161642 0.2563518 -24.53074 6.8378841 -24.53074 6.8378841
X Variable 10.2283956 0.1584384 1.4415425 0.1618416 -0.097914 0.5547056 -0.097914 0.5547056
X Variable 2 -6.209219 1.6929298 -3.667736 0.0011568 -9.695873 -2.722565 -9.695873 -2.722565
X Variable 30.3579533 0.0327698 10.923266 5.241E-11 0.2904626 0.425444 0.2904626 0.425444
X Variable 40.0010227 0.0005824 1.7561436 0.0913095 -0.000177 0.0022221 -0.000177 0.0022221
RESIDUAL OUTPUT
ObservationPredicted Y Residuals
1 0.8188755 1.0561945
2 0.8680633 0.9599367
3 1.1237585 0.7042615
4 1.8513823 -0.164352
5 2.7231435 -0.913114
6 2.6858471 -0.494777
7 3.0897632 -0.626763
8 2.0092353 0.1737647
9 2.62563 -0.48162
10 3.8372536 -1.305194
11 3.1194229 -1.567383
12 4.8367397 -2.15472
13 4.525074 -0.350004
14 5.0111086 0.5159014
15 6.723766 -0.385716
16 6.9118688 0.1141512
17 6.8454299 0.9336001
18 6.9151552 0.9178748
19 8.747468 -0.827438
20 6.9510939 1.4929961
21 6.5669263 2.3100837
22 8.228594 0.515456
23 8.0814141 0.0325959
24 9.4057409 0.5922891
25 11.274009 -1.194009
26 10.293465 0.3725347
27 10.484442 0.6485579
28 9.4509531 1.4320469
29 10.43248 -1.22147
30 12.419686 -1.085686
Test de Chow
El SCR del modelo original es decir el que abarco todo el periodo de estudio corresponde al SCR Restrignido
SCR Restringido es igual a 0.81189030294
Se concluye que:
La probabilidad de obtener un valor F mayor a 4.74 es inferior al 0.5%, por lo tanto se concluye que existe un ca
modelo uno abarca desde (Junio 2014 a Noviembre 2016)
anto se concluye que existe un cambio estructural entre los datos obtenidos desde Junio 2014 a Noviembre 2016 y los datos obtenidos de
y los datos obtenidos desde Diciembre 2016 a Mayo de 2019
Test de las Rachas
Periodo 1 2 3 4 5
Residuo 0.56879440781302 0.503506852 0.328498543 0.334286304 -0.21249437
Signo + + + + -
Se concluye que existe normalidad en la distribución de los errores dado que el valor de las Rachas cae
de residuos
Como primer paso se dividen en 12 grupos los residuos ordenados desde menor a mayor
En la siguiente tabla se muestran los residuos obtenidos de la regresión Óptima
Periodo Promedio
Bloques de 5 Promedio 1 -1.13
-1.5133080943 2 -0.79
-1.1141438759 3 -0.43
-1.0221338357 -1.130653571919 4 -0.29
-1.0151553798 5 -0.17
-0.9885266738 6 -0.03
-0.9539832765 7 0.15
-0.9410903484 8 0.32
-0.8202269369 -0.794261766529 9 0.41
-0.6366354705 10 0.51
-0.6193728004 11 0.68
-0.5927098317 12 0.94
-0.4379589227
-0.4337384646 -0.434422358268 Se busca obtener el máximo valor de la columna delta y compar
-0.3879271156 Para la evaluación el estadístico de KS nos da un valor de
-0.3197774568
-0.3159176771 Conclusión:
-0.3117322478
-0.3058986955 -0.287469151328 Dado que el nivel del estadístico de KS es mayor al máximo delta
-0.2529251079
-0.2508720283
-0.2256954614
-0.2124943697
-0.2028435238 -0.171096719915
-0.1130694636
-0.101380781
-0.0979682649
-0.0807812
-0.0449638825 -0.033916686129
0.01415171283
0.03997820388
0.1030920444
0.12534038936
0.13627456797 0.147177068571
0.17429399271
0.19688434841
0.27038814624
0.32849854294
0.33002842149 0.319786059083
0.319786059083
0.33428630359
0.33572888115
0.37455061794
0.37934013513
0.414952099 0.408815745998
0.43447272467
0.44076315325
0.4590314181
0.50350685187
0.51982260022 0.51150397192
0.52707232312
0.54808666629
0.56879440781
0.64259342827
0.70150128521 0.682465166909
0.74418430123
0.75525241202
0.78940428118
0.87058369873
0.98619430998 0.939953097843
1.26417891814
0.78940428118
an los valores de los pormedio obtenidos, la finalidad es determinar el delta entre el área real y el área real
stico de KS es mayor al máximo delta de la Tabla se concluye que existe normalidad en los errores
a entre el área real y el área real
Máximo Delta
% de Confianza
3.091961727
2.568531913