BASE DE DATOS

Datos extrados de la pgina web del BCRP

CONSUMO PRIVADO
Dependent Variable: LOG(CPRI)
Method: Least Squares
Date: 06/27/16 Time: 22:38
Sample: 1990 2015
Included observations: 26
Variable

Coefficient

Std. Error

t-Statistic

Prob.

T
C

0.040634
11.52328

0.001784
0.026001

22.78164
443.1927

0.0000
0.0000

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

0.955801
0.953960
0.068211
0.111665
33.96218
519.0031
0.000000

Mean dependent var

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

12.03121
0.317895
-2.458629
-2.361852
-2.430761
0.205149

Como el coeficiente de la variable T es menor a 0.5 no es significativo y por lo tanto se

rechaza la hiptesis nula.

CONSUMO PBLICO
Dependent Variable: LOG(CPU)
Method: Least Squares
Date: 06/27/16 Time: 22:43
Sample: 1990 2015
Included observations: 26
Variable

Coefficient

Std. Error

t-Statistic

Prob.

T
C

0.050020
9.636775

0.001758
0.025622

28.45864
376.1179

0.0000
0.0000

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

0.971219
0.970020
0.067217
0.108434
34.34388
809.8942
0.000000

Mean dependent var

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

10.26202
0.388206
-2.487991
-2.391214
-2.460123
0.219787

Como el coeficiente de la variable T es menor a 0.5 no es significativo y por lo tanto se

rechaza la hiptesis nula.

INVERSION BRUTA INTERNA

Dependent Variable: LOG(IBI)
Method: Least Squares
Date: 06/27/16 Time: 22:47
Sample: 1990 2015
Included observations: 26
Variable

Coefficient

Std. Error

t-Statistic

Prob.

T
C

0.069273
9.998238

0.005470
0.079744

12.66317
125.3788

0.0000
0.0000

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

0.869817
0.864393
0.209203
1.050382
4.823858
160.3560
0.000000

Mean dependent var

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

10.86415
0.568102
-0.217220
-0.120443
-0.189352
0.468304

Como el coeficiente de la variable T es menor a 0.5 no es significativo y por lo tanto se

rechaza la hiptesis nula.

INVERSION BRUTA FIJA

Dependent Variable: LOG(IBF)
Method: Least Squares
Date: 06/27/16 Time: 22:44
Sample: 1990 2015
Included observations: 26
Variable

Coefficient

Std. Error

t-Statistic

Prob.

T
C

0.068925
9.977748

0.005346
0.077936

12.89192
128.0249

0.0000
0.0000

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

0.873818
0.868560
0.204459
1.003286
5.420211
166.2015
0.000000

Mean dependent var

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

10.83931
0.563954
-0.263093
-0.166317
-0.235225
0.282130

Como el coeficiente de la variable T es menor a 0.5 no es significativo y por lo tanto se

rechaza la hiptesis nula.

INVERSION BRUTA FIJA PRIVADA

Dependent Variable: LOG(IBFP)
Method: Least Squares
Date: 06/27/16 Time: 22:45
Sample: 1990 2015
Included observations: 26
Variable

Coefficient

Std. Error

t-Statistic

Prob.

T
C

0.072200
9.689616

0.005217
0.076052

13.83897
127.4078

0.0000
0.0000

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

0.888640
0.884000
0.199517
0.955365
6.056463
191.5170
0.000000

Mean dependent var

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

10.59211
0.585800
-0.312036
-0.215259
-0.284167
0.372156

Como el coeficiente de la variable T es menor a 0.5 no es significativo y por lo tanto se

rechaza la hiptesis nula.

INVERSION BRUTA FIJA PBLICA

Dependent Variable: LOG(IBFPU)
Method: Least Squares
Date: 06/27/16 Time: 22:45
Sample: 1990 2015
Included observations: 26
Variable

Coefficient

Std. Error

t-Statistic

Prob.

T
C

0.057577
8.587708

0.006813
0.099312

8.451332
86.47191

0.0000
0.0000

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

0.748494
0.738014
0.260538
1.629119
-0.881655
71.42502
0.000000

Mean dependent var

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

9.307419
0.509016
0.221666
0.318442
0.249534
0.277944

Como el coeficiente de la variable T es menor a 0.5 no es significativo y por lo tanto se

rechaza la hiptesis nula.

EXPORTACIONES

Dependent Variable: LOG(EX)

Method: Least Squares
Date: 06/27/16 Time: 22:43
Sample: 1990 2015
Included observations: 26
Variable

Coefficient

Std. Error

t-Statistic

Prob.

T
C

0.067904
10.21305

0.002514
0.036654

27.00535
278.6334

0.0000
0.0000

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

0.968140
0.966812
0.096159
0.221918
25.03367
729.2891
0.000000

Mean dependent var

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

11.06184
0.527839
-1.771821
-1.675044
-1.743953
0.246338

Como el coeficiente de la variable T es menor a 0.5 no es significativo y por lo tanto se

rechaza la hiptesis nula.

IMPORTACIONES
Dependent Variable: LOG(IM)
Method: Least Squares
Date: 06/27/16 Time: 22:47
Sample: 1990 2015
Included observations: 26
Variable

Coefficient

Std. Error

t-Statistic

Prob.

T
C

0.071989
9.984358

0.003696
0.053881

19.47651
185.3054

0.0000
0.0000

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

0.940496
0.938017
0.141352
0.479526
15.01729
379.3344
0.000000

Mean dependent var

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

10.88422
0.567758
-1.001330
-0.904553
-0.973462
0.580179

Como el coeficiente de la variable T es menor a 0.5 no es significativo y por lo tanto se

rechaza la hiptesis nula.

PREDICCION DE LOS AOS 2016 Y 2017