Yt Yt-1 Yt-2 Yt-3

123
130 123
125 130 123
138 125 130 123
145 138 125 130
142 145 138 125
141 142 145 138
146 141 142 145
147 146 141 142
157 147 146 141
150 157 147 146
160 150 157 147
1704

142

Yt Yt-1 (Yt-Yprom)2
123 361
130 123 144
125 130 289
138 125 16
145 138 9
142 145 0
141 142 1
146 141 16
147 146 25
157 147 225
150 157 64
160 150 324
1704 1474

Yt Yt-2 (Yt-Yprom)2
123 361
130 144
125 123 289
138 130 16
145 125 9
142 138 0
141 145 1
146 142 16
147 141 25
157 146 225
 150 147 64
160 157 324
1704 1474

142

Yt Yt-3 (Yt-Yprom)2
123 361
130 144
125 289
138 123 16
145 130 9
142 125 0
141 138 1
146 145 16
147 142 25
157 141 225
150 146 64
160 147 324
1704 1474

Yt Yt-4 (Yt-Yprom)2
123 361
130 144
125 289
138 16
145 123 9
142 130 0
141 125 1
146 138 16
147 145 25
157 142 225
150 141 64
160 146 324
1704 1474

Yt Yt-5 (Yt-Yprom)2
123 361
130 144
125 289
138 16
 145 9
142 123 0
141 130 1
146 125 16
147 138 25
157 145 225
150 142 64
160 141 324
1704 1474

Yt Yt-6 (Yt-Yprom)2
123 361
130 144
125 289
138 16
145 9
142 0
141 123 1
146 130 16
147 125 25
157 138 225
150 145 64
160 142 324
1704 1474

r1 r2 r3 r4
0.572 0.467 0.1106 0.0156

-0.635 -0.8165 -0.917 -0.922

0.635 0.8165 0.917 0.922

limites de confia
1.5

0.5

0
1 2 3
-0.5

-1
 1

0.5

0
1 2 3
-0.5

-1

-1.5

Row

ESTACIONALIZAR DESDE 1980

HASTA 2019 LAS EXPORTACIONES INDICE DE LA
(TRIMESTRE) BOLSA DE
VALORES
1 BERNAL JARAM1980-1983 2010
2 ECHE CHUZON1984-1987 2011
3 LOPEZ PAIVA 1988-1991 2012
4 MALMACEDA D1992-1995 2013
5 MOCARRO SUA1996-1999 2014
6 PEÑA DIAZ 2000-2003 2015
7 PORRAS PRECI2004-2007 2016
8 LEYDI RAMIRE 2008-2011 2017
9 VAZQUES VAZQ2012-2015 2018
10 VIZCARRA RIC 2016-2019 2019

2013 INDICE BVL

Ene13 21435.3
Feb13 20611.7
Mar13 19859.0
Abr13 17352.9
May13 16049.7
Jun13 15549.6
Jul13 15118.5
Ago13 16652.2
Sep13 15919.7
Oct13 16322.0
Nov13 15200.4
Dic13 15753.7

YT YT-1 (Yt-Yprom)2
21435 18346223
 20612 21435 11969103
19859 20612 7327357
17353 19859 40352
16050 17353 1215266
15550 16050 2567977
15118 15550 4135451
16652 15118 249821
15920 16652 1518639
16322 15920 688951
15200 16322 3808902
15754 15200 1955497
205824 53823540

r1 0.6788002

YT YT-2 (Yt-Yprom)2
21435 18346223
20612 11969103
19859 21435 7327357
17353 20612 40352
16050 19859 1215266
15550 17353 2567977
15118 16050 4135451
16652 15550 249821
15920 15118 1518639
16322 16652 688951
15200 15920 3808902
15754 16322 1955497
205824 53823539.887

r2 0.3439536

YT YT-3 (Yt-Yprom)2
21435 18346223
20612 11969103
19859 7327357
17353 21435 40352
16050 20612 1215266
15550 19859 2567977
15118 17353 4135451
16652 16050 249821
15920 15550 1518639
 16322 15118 688951
15200 16652 3808902
15754 15920 1955497
205824 53823539.887

r3 -0.014627

YT YT-4 (Yt-Yprom)2
21435 18346223
20612 11969103
19859 7327357
17353 40352
16050 21435 1215266
15550 20612 2567977
15118 19859 4135451
16652 17353 249821
15920 16050 1518639
16322 15550 688951
15200 15118 3808902
15754 16652 1955497
205824 53823539.887

r4 -0.1581945

YT YT-5 (Yt-Yprom)2
21435 18346223
20612 11969103
19859 7327357
17353 40352
16050 1215266
15550 21435 2567977
15118 20612 4135451
16652 19859 249821
15920 17353 1518639
16322 16050 688951
15200 15550 3808902
15754 15118 1955497
205824 53823539.887

r5 -0.160034
 YT YT-6 (Yt-Yprom)2
21435 18346223
20612 11969103
19859 7327357
17353 40352
16050 1215266
15550 2567977
15118 21435 4135451
16652 20612 249821
15920 19859 1518639
16322 17353 688951
15200 16050 3808902
15754 15550 1955497
205824 53823539.887

r6 -0.177426

r1 r2 r3
0.678800164 0.3439536 -0.014627014

0.8

0.6

0.4

0.2

0
r1 r2

LIMITE DE CONFIANZA

INFERIOR -0.635 -0.8806

SUPERIOR 0.635 0.8806
 Limite de
1.5

0.5

0
1 2 3

-0.5

-1

-1.5
 Yt-4 Yt-5 Yt-6

123
130 123
125 130 123
138 125 130
145 138 125
142 145 138
141 142 145
146 141 142

(Yt-1-Yprom)(Yt-
(Yt-Yprome) (Yt-1-Yprom) Yprom)
-19
-12 -19 228
-17 -12 204
-4 -17 68
3 -4 -12
0 3 0
-1 0 0
4 -1 -4
5 4 20
15 5 75
8 15 120
18 8 144 0.57191316
843

(Yt-1-Yprom)(Yt-
(Yt-Yprome) (Yt-1-Yprom) Yprom)
-19
-12
-17 -19 323
-4 -12 48
3 -17 -51
0 -4 0
-1 3 -3
4 0 0
5 -1 -5
15 4 60
 8 5 40
18 15 270
682 0.46268657

(Yt-1-Yprom)(Yt-
(Yt-Yprome) (Yt-1-Yprom) Yprom)
-19
-12
-17
-4 -19 76
3 -12 -36
0 -17 0
-1 -4 4
4 3 12
5 0 0
15 -1 -15
8 4 32
18 5 90 0.11058345
163

(Yt-1-Yprom)(Yt-
(Yt-Yprome) (Yt-1-Yprom) Yprom)
-19
-12
-17
-4
3 -19 -57
0 -12 0
-1 -17 17
4 -4 -16
5 3 15
15 0 0
8 -1 -8
18 4 72
23 0.0156038

(Yt-1-Yprom)(Yt-
(Yt-Yprome) (Yt-1-Yprom) Yprom)
-19
-12
-17
-4
 3
0 -19 0
-1 -12 12
4 -17 -68
5 -4 -20
15 3 45 -0.03324288
8 0 0
18 -1 -18
-49

(Yt-1-Yprom)(Yt-
(Yt-Yprome) (Yt-1-Yprom) Yprom)
-19
-12
-17
-4
3
0
-1 -19 19
4 -12 -48
5 -17 -85
15 -4 -60
8 3 24 -0.10176391
18 0 0
-150

Grafico del correlograma

0.7

0.6
r5 r6 0.5
-0.0332 -0.1018
0.4

0.3

0.2

0.1

0
-0.922 -0.925 r1 r2 r3 r4 r5 r6
-0.1
0.922 0.925
-0.2

limites de confianza del autocorrelacion

2 3 4 5 6
2 3 4 5 6

Row 135 Row 136

APROXIMACION EN ENTEROS

YT YT-1 YT-2 YT-3 YT-4 YT-5 YT-6

21435
20612 21435
19859 20612 21435
17353 19859 20612 21435
16050 17353 19859 20612 21435
15550 16050 17353 19859 20612 21435
15118 15550 16050 17353 19859 20612 21435
16652 15118 15550 16050 17353 19859 20612
15920 16652 15118 15550 16050 17353 19859
16322 15920 16652 15118 15550 16050 17353
15200 16322 15920 16652 15118 15550 16050
15754 15200 16322 15920 16652 15118 15550
205824
PROMEDIO 17152

(Yt-1-Yprom)(Yt-
(Yt-Yprom) (Yt-1-Yprom) Yprom)
4283
 3460 4283 14818496.6
2707 3460 9364929.0
201 2707 543761.7
-1102 201 -221447.4
-1602 -1102 1766571.2
-2034 -1602 3258794.6
-500 -2034 1016426.1
-1232 -500 615944.6
-830 -1232 1022872.6
-1952 -830 1619922.1
-1398 -1952 2729156.7
36535427.7

(Yt-1-Yprom)(Yt-
(Yt-Yprom) (Yt-1-Yprom) Yprom)
4283
3460
2707 4283 11594366
201 3460 694969
-1102 2707 -2984072
-1602 201 -321907
-2034 -1102 2241801
-500 -1602 800958
-1232 -2034 2506044
-830 -500 414867
-1952 -1232 2405067
-1398 -830 1160708
18512801.9122069

(Yt-1-Yprom)(Yt-
(Yt-Yprom) (Yt-1-Yprom) Yprom)
4283
3460
2707
201 4283 860415.5
-1102 3460 -3813874.5
-1602 2707 -4337797.1
-2034 201 -408504.0
-500 -1102 550997.9
-1232 -1602 1974798.9
 -830 -2034 1687934.8
-1952 -500 975470.7
-1398 -1232 1723280.1
-787277.7

(Yt-1-Yprom)(Yt-
(Yt-Yprom) (Yt-1-Yprom) Yprom)
4283
3460
2707
201
-1102 4283 -4721814.6
-1602 3460 -5544040.1
-2034 2707 -5504718.6
-500 201 -100403.6
-1232 -1102 1358510.2
-830 -1602 1330116.8
-1952 -2034 3968819.4
-1398 -500 698944.9
-8514585.6

(Yt-1-Yprom)(Yt-
(Yt-Yprom) (Yt-1-Yprom) Yprom)
4283
3460
2707
201
-1102
-1602 4283 -6863867.5
-2034 3460 -7035455.9
-500 2707 -1352969.6
-1232 201 -247549.6
-830 -1102 915018.4
-1952 -1602 3127486.5
-1398 -2034 2843740.8
-8613596.9
 (Yt-1-Yprom)(Yt-
(Yt-Yprom) (Yt-1-Yprom) Yprom)
4283
3460
2707
201
-1102
-1602
-2034 4283 -8710333.4
-500 3460 -1729199.7
-1232 2707 -3335807.6
-830 201 -166735.9
-1952 -1102 2151471.0
-1398 -1602 2240908.5
-9549697.2

r4 r5 r6
-0.1581944554 -0.1600340094 -0.17742603395906

Grafico de correlograma

r1 r2 r3 r4 r5 r6

E DE CONFIANZA

-0.933 -0.9331 -0.944 -0.955

0.933 0.9331 0.944 0.955
 Limite de confianza del autocorrelación

Row 331
Row 332

2 3 4 5 6
rama

r5 r6