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Y

X1
X2
Producto Interno Bruto
Gasto
(Millones
en consumo
de dlares
Gasto
finalconstantes)
de
enlos
consumo
hogaresfinal
(Millones
del gobierno
de dlares
en gen
co
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23

550802
574058
594889
606492
633531
594139
624676
667001
699728
726830
774816
773599
779994
790536
822580
848947
892670
921773
932747
877212
923539
959443
997096

1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
2012

182791
221693
261114
289888
301066
191919
216630
257888
283861
322595
389457
432964
448065
467398
504267
568413
615523
679854
705736
581736
676686
746397
772232

73832
77838
79285
81191
83507
82409
81804
84170
86087
90142
92285
90457
90159
90884
88369
91454
92305
95187
96168
99257
101649
102270
112608

Y
550802
574058
594889
606492
633531
594139
624676
667001
699728
726830
774816
773599
779994
790536
822580

1
1
1
1
1
1
1
1
1
1
1
1
1
1
1

182791
221693
261114
289888
301066
191919
216630
257888
283861
322595
389457
432964
448065
467398
504267

848947
892670
921773
932747
877212
923539
959443
997096

X2

X3
182791
221693
261114
289888
301066
191919
216630
257888
283861
322595
389457
432964
448065
467398
504267
568413
615523
679854
705736
581736
676686
746397
772232

10118171

1
182790.76
73832.14

1
1
1
1
1
1
1
1

1
221693.41
77838.03

73832
77838
79285
81191
83507
82409
81804
84170
86087
90142
92285
90457
90159
90884
88369
91454
92305
95187
96168
99257
101649
102270
112608

Y
550802
574058
594889
606492
633531
594139
624676
667001
699728
726830
774816
773599
779994
790536
822580
848947
892670
921773
932747
877212
923539
959443
997096

568413
615523
679854
705736
581736
676686
746397
772232

X2Y
###########
###########
###########
###########
###########
###########
###########
###########
###########
###########
###########
###########
###########
###########
###########
###########
###########
###########
###########
###########
###########
###########
###########

2063316 17567102 ###########

1
1
261113.60 289887.51
79285.41 81191.29

1
301066.46
83506.92

23.00
10,118,171.26
2,063,315.76
########## ############### ##############
########## ############### ##############

23
10118171.3
2063315.76

10118171.26
5.28497E+12
9.42635E+11

2063315.756
9.42635E+11
1.86879E+11

consumo final del gobierno en general (Millones de dlares constantes)


551
574
595
606
634
594
625
667
700
727
775
774
780
791
823
849
893
922
933
877
924
959
997

183
222
261
290
301
192
217
258
284
323
389
433
448
467
504
568
616
680
706
582
677
746
772

74
78
79
81
84
82
82
84
86
90
92
90
90
91
88
91
92
95
96
99
102
102
113

b
73832
77838
79285
81191
83507
82409
81804
84170
86087
90142
92285
90457
90159
90884
88369

91454
92305
95187
96168
99257
101649
102270
112608

X3Y

X2X3

X2 al cuadrado

x3 al cuadrado

40666901089
44683570003
47166017101
49241905529
52904256853
48962232760
51100796129
56141557037
60237632976
65517698960
71503748899
69977422973
70323138188
71847272760
72690180502
77639658217
82397765817
87740467777
89700096076
87069741484
93876991029
98122029995
1.12281E+11

1.3496E+10
1.7256E+10
2.0702E+10
2.3536E+10
2.5141E+10
1.5816E+10
1.7721E+10
2.1706E+10
2.4437E+10
2.9079E+10
3.5941E+10
3.9165E+10
4.0397E+10
4.2479E+10
4.4561E+10
5.1984E+10
5.6816E+10
6.4713E+10
6.7869E+10
5.7742E+10
6.8785E+10
7.6334E+10
8.696E+10

33412461574.9823
49147968990.6112
68180313176.3699
84034766447.4483
90641015076.0261
36832787764.1986
46928467366.5964
66506108300.6569
80576810069.6097
104067570065.4930
151676688337.9460
187457662798.6860
200761932882.8390
218460689809.4060
254285446054.7780
323093359857.3150
378868208605.6670
462202114826.8090
498063072043.0320
338416820087.7030
457904196011.7200
557109120307.5660
596341546337.1990

#############
#############
#############
#############
#############
#############
#############
#############
#############
#############
#############
#############
#############
#############
#############
#############
#############
#############
#############
#############
#############
#############
#############

########### ##########

5284969126793

186879172181

1
191918.70
82408.78

1
216629.79
81803.65

1
257887.78
84170.06

1
1
1
283860.55 322595.06 389456.91
86087.20 90141.67 92284.86

1
1
1
1
1
1
1
432963.81 448064.65 467397.79 504267.24 568413.02 615522.71 679854.48
90456.94 90158.51 90884.22 88368.50 91454.02 92304.89 95186.66

1
1
1
1
1
705735.84 581736.04 676686.19 746397.43 772231.54
96167.61 99257.33 101649.18 102269.74 112608.14

1
1
1
1
1
1
1
1
1
1

1
1
1
1
1
1
1
1
1
1
1
1
1

182790.76
221693.41
261113.60
289887.51
301066.46
191918.70
216629.79
257887.78
283860.55
322595.06

73832.14
77838.03
79285.41
81191.29
83506.92
82408.78
81803.65
84170.06
86087.20
90141.67

1
1
182790.76 221693.41
73832.14 77838.03

17,567,102.16
###############
###############

389456.91 92284.86
432963.81 90456.94
448064.65 90158.51
467397.79 90884.22
504267.24 88368.50
568413.02 91454.02
615522.71 92304.89
679854.48 95186.66
705735.84 96167.61
581736.04 99257.33
676686.19 101649.18
746397.43 102269.74
772231.54 112608.14

1
1
1
1
1
1
1
261113.60 289887.51 301066.46 191918.70 216629.79 257887.78 283860.55
79285.41 81191.29 83506.92 82408.78 81803.65 84170.06 86087.20

1
1
1
1
1
1
1
322595.06 389456.91 432963.81 448064.65 467397.79 504267.24 568413.02
90141.67 92284.86 90456.94 90158.51 90884.22 88368.50 91454.02

1
1
1
1
1
1
1
615522.71 679854.48 705735.84 581736.04 676686.19 746397.43 772231.54
92304.89 95186.66 96167.61 99257.33 101649.18 102269.74 112608.14

Y
550,802.12
574,058.37
594,888.99
606,492.45
633,531.45
594,138.54
624,676.24
667,001.49
699,728.09
726,830.34

774,815.57
773,599.23
779,994.46
790,536.30
822,580.21
848,947.46
892,669.55
921,772.78
932,747.45
877,212.22
923,539.06
959,443.42
997,096.37

1
2
1

1
3
3

1
1
5

5
20
12

20
120
39

5
20
12

20
120
39

3X5

120
39
20
39
20
120

3279
332
-660

1835

0.00054496
1.78692098 0.18092643
0.18092643 0.03051771
-0.35967302 -0.02452316

40
230
83
83.2370572

3279
-332
-660

0.00054496

1.78692098 -0.18092643
-0.18092643 0.03051771
-0.35967302 0.02452316

40
230
83
0.01089918
1.81743869
0.29972752

X
1
1
1
1
1

2
3
1
5
9

0.054495913

0.63760218 -0.32697548

1
5
1

1
9
2

1
1
1
1
1

2
3
1
5
9

1
3
5
1
2

5X3
12
39
40

12
39
40

1.786920981 -0.18092643 -0.35967302


-0.18092643 0.03051771 0.02452316
-0.35967302 0.02452316 0.10899183

39
40

20
12

39
40

20
12

120
39

12
40

5
12

12
40

5
12

20
39

12
39

5
20

12
39

5
20

20
120

332
56
-45

-660
-45
200

-0.35967302
-0.02452316
0.10899183

-332
56
45

-660
45
200

-0.35967302
0.02452316
0.10899183

X
1
3
5
1
2

0.010899183
1.817438692
0.29972752

3.94550409
6.36239782
3.32697548
9.39782016
16.9673025

4
7
3
9
17

0.054495913
0.63760218
-0.32697548
-0.39782016
0.032697548

-0.39782016

0.03269755

0.67574932
2
0.33787466

1
2
1

40
230
83
#N/A
#N/A

1
3
3

1
1
5

1
5
1

1
9
2

4
7
3
9
17

Econometra
Modelo

Yi

X 2i
Gasto en
consumo
final de
los
hogares
(Miles de
Millones
de
dlares
corrientes
)
183
222
261
290
301
192
217
258
284
323
389
433
448
467
504
568
616
680
706
582
677
746
772

Ao

Producto
Interno
Bruto
(Miles de
Millones
de
dlares
constante
s)

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23

1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
2012

551
574
595
606
634
594
625
667
700
727
775
774
780
791
823
849
893
922
933
877
924
959
997

74
78
79
81
84
82
82
84
86
90
92
90
90
91
88
91
92
95
96
99
102
102
113

X
551
574
595

Claudia Islas Vergara

X 3i
Gasto en
consumo
final del
gobierno
en
general
(Miles de
Millones
de
dlares
constante
s)

1
1
1

183
222
261

74
78
79

1
2
3

1
2
3

Pgina 35

10/22/2014

Econometra
Modelo

1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1

606
634
594
625
667
700
727
775
774
780
791
823
849
893
922
933
877
924
959
997

290
301
192
217
258
284
323
389
433
448
467
504
568
616
680
706
582
677
746
772

4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23

81
84
82
82
84
86
90
92
90
90
91
88
91
92
95
96
99
102
102
113

X2

X3

X2Y

X3Y

X2X3

X2^2

X3^2

183
222
261
290
301
192
217
258
284
323
389
433
448
467
504
568
616
680
706
582
677

74
78
79
81
84
82
82
84
86
90
92
90
90
91
88
91
92
95
96
99
102

551
574
595
606
634
594
625
667
700
727
775
774
780
791
823
849
893
922
933
877
924

100833
127428
155295
175740
190834
114048
135625
172086
198800
234821
301475
335142
349440
369397
414792
482232
550088
626960
658698
510414
625548

40774
44772
47005
49086
53256
48708
51250
56028
60200
65430
71300
69660
70200
71981
72424
77259
82156
87590
89568
86823
94248

13542
17316
20619
23490
25284
15744
17794
21672
24424
29070
35788
38970
40320
42497
44352
51688
56672
64600
67776
57618
69054

33489
49284
68121
84100
90601
36864
47089
66564
80656
104329
151321
187489
200704
218089
254016
322624
379456
462400
498436
338724
458329

5476
6084
6241
6561
7056
6724
6724
7056
7396
8100
8464
8100
8100
8281
7744
8281
8464
9025
9216
9801
10404

Claudia Islas Vergara

Pgina 36

10/22/2014

Econometra
Modelo

959
997

715414
769684

97818
112661

76092
87236

556516
595984

10404
12769

2061

17570

8314794

1600197

941618

5285185

186471

1
222
78

1
261
79

1
290
81

1
301
84

1
192
82

1
217
82

1
258
84

1
284
86

10,119
5,285,185
941,618

2,061
941,618
186,471

746
772

102
113
10119

MCO = (X'X)-1 X'y


X'
1
183
74

1
323
90

1
389
92

1
433
90

1
448
90

1
467
91

1
504
88

1
568
91

1
616
92

1
680
95

(X'X)
23
10,119
2,061

15.70934
0.008543
-0.21677

(X'X)-1
0.008542525 -0.21677
6.53096E-06 -0.00013
-0.000127397 0.003045

X'y
17570
8314794
1600197

MCO =

172.6586003 1
0.53573362 2

Claudia Islas Vergara

Pgina 37

10/22/2014

Econometra
Modelo

3.967862054 3

e = y - X
Y
551
574
595
606
634
594
625
667
700
727
775
774
780
791
823
849
893
922
933
877
924
959
997

1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1

Y
551
574
595
606
634
594
625
667
700
727
775
774
780

X
564.3196
601.0847
625.9462
649.4182
667.2148
600.8841
614.2775
644.1783
666.0431
702.8081
746.1023
761.7388
769.7748

Claudia Islas Vergara

X
183
222
261
290
301
192
217
258
284
323
389
433
448
467
504
568
616
680
706
582
677
746
772

74
78
79
81
84
82
82
84
86
90
92
90
90
91
88
91
92
95
96
99
102
102
113

172.6586
0.535734
3.967862

e
-13
-27
-31
-43
-33
-7
11
23
34
24
29
12
10

Pgina 38

10/22/2014

Econometra
Modelo

783.9216
791.8402
838.0307
867.7138
913.9044
931.8013
877.2739
940.0722
977.0378
1034.613

791
823
849
893
922
933
877
924
959
997

7
31
11
25
8
1
0
-16
-18
-38

S2= e'e/T-k
e'
-13.31964471 -27.0847 -30.9462 -43.4182 -33.2148 -6.88414 10.72252 22.82171 33.95692 24.19186 28.89771 12.26116 10.22515 7.078352 31.15979 10.96926 25.28618

e'e
12214.74907

T-k
20

S2
610.7374534

V() = S2(X'X)-1

(X'X)
23
10119
10119 5285185
2061
941618

Claudia Islas Vergara

2061
941618
186471

Pgina 39

10/22/2014

Econometra
Modelo

610.7374534

Claudia Islas Vergara

(X'X)-1
15.70934 0.008543 -0.21677
0.008543 6.53E-06 -0.00013
-0.21677 -0.00013 0.003045

Matriz de varianzascovarianzas
9594.281 5.21724 -132.388
5.21724 0.003989 -0.07781
-132.388 -0.07781 1.859406

Pgina 40

10/22/2014

Econometra
Modelo

Claudia Islas Vergara

Pgina 41

10/22/2014

Econometra
Modelo

Claudia Islas Vergara

Pgina 42

10/22/2014

Econometra
Modelo

1
706
96

1
582
99

Claudia Islas Vergara

1
677
102

1
746
102

1
772
113

1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1

X
183 74
222 78
261 79
290 81
301 84
192 82
217 82
258 84
284 86
323 90
389 92
433 90
448 90
467 91
504 88
568 91
616 92
680 95
706 96
582 99
677 102
746 102
772 113

X'
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
183 222 261 290 301 192 217 258 284 323 389 433 448 467 504 568 616 680
74 78 79 81 84 82 82 84 86 90 92 90 90 91 88 91 92 95

X'y
17570
8314794
1600197

Pgina 43

10/22/2014

Econometra
Modelo

Claudia Islas Vergara

Pgina 44

10/22/2014

Econometra
Modelo

8.095643 1.198707 -0.27391 -16.0722 -18.0378 -37.6134

Claudia Islas Vergara

e
-13
-27
-31
-43
-33
-7
11
23
34
24
29
12
10
7
31
11
25
8
1
0
-16
-18
-38

Pgina 45

10/22/2014

Econometra
Modelo

Claudia Islas Vergara

Pgina 46

10/22/2014

Econometra
Modelo

Claudia Islas Vergara

Pgina 47

10/22/2014

Econometra
Modelo

Claudia Islas Vergara

Pgina 48

10/22/2014

Econometra
Modelo

1
1
1
1
1
706 582 677 746 772
96 99 102 102 113

Claudia Islas Vergara

y
551
574
595
606
634
594
625
667
700
727
775
774
780
791
823
849
893
922
933
877
924
959
997

Pgina 49

10/22/2014

Yi

X2

X3

XK

Y1

X 21

X 31

X K1

Y2

X 22

X 32

Yt

X 2t

X 3t

X Kt

Yt

X 2T

X 3T

X KT

Perodos

Es el vector de coeficientes de regr

Y1
Y2

YT

y=

X=

23
10119
2061

10119
5285185
941618

5285185
941618

941618
186471

10119
2061

941618
186471

10119
941618

2061
186471

23
2061

2061
186471

10119
5285185

2061
941618

23
10119

2061
941618

98889274211
-53774649
-1364533743

2061
941618
186471

-53774649 -1364533743
41112
801955
801955
19165094

Es el vector de coeficientes de regresin

X 21

X 31

X K1

X 22

X 2T

X 32

X 3T

X K2

X KT

10119
2061

5285185
941618

23
2061

10119
941618

23
10119

10119
5285185

1
2

1
2

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