TAREA 2 ECONOMETRIA I

ESTUDIANTE: IVAN MAURICIO JIMENEZ CALLISAYA

CI: 10935446

Y X2 X3 X4 X2^2 X3^2 X4^2

6.60 25.00 1.00 7.60 625.00 1.00 57.76
5.40 24.00 - 9.00 576.00 - 81.00
8.50 28.00 7.00 8.40 784.00 49.00 70.56
5.40 23.00 - 7.80 529.00 - 60.84
3.30 49.00 6.00 3.20 2,401.00 36.00 10.24
7.20 32.00 4.00 7.80 1,024.00 16.00 60.84
6.50 26.00 - 8.00 676.00 - 64.00
4.50 23.00 4.00 6.80 529.00 16.00 46.24
7.60 25.00 4.00 8.00 625.00 16.00 64.00
6.50 29.00 - 6.40 841.00 - 40.96
3.90 32.00 13.00 7.80 1,024.00 169.00 60.84
5.40 27.00 5.00 9.40 729.00 25.00 88.36
4.60 22.00 - 9.00 484.00 - 81.00
2.40 31.00 5.00 7.60 961.00 25.00 57.76
4.00 27.00 5.00 7.80 729.00 25.00 60.84
5.70 42.00 4.00 9.00 1,764.00 16.00 81.00
5.40 43.00 5.00 7.80 1,849.00 25.00 60.84
8.80 24.00 4.00 7.20 576.00 16.00 51.84
6.00 21.00 1.00 9.60 441.00 1.00 92.16
4.50 30.00 4.00 7.80 900.00 16.00 60.84
5.60 31.00 5.00 7.40 961.00 25.00 54.76
1.50 40.00 5.00 7.80 1,600.00 25.00 60.84
4.60 34.00 1.00 5.60 1,156.00 1.00 31.36
3.00 24.00 - 9.60 576.00 - 92.16
6.90 38.00 3.00 7.80 1,444.00 9.00 60.84
3.20 26.00 6.00 8.60 676.00 36.00 73.96
5.50 28.00 - 7.80 784.00 - 60.84
2.30 21.00 - 8.00 441.00 - 64.00
2.50 24.00 1.00 7.20 576.00 1.00 51.84
3.20 41.00 8.00 8.80 1,681.00 64.00 77.44
5.20 27.00 3.00 8.20 729.00 9.00 67.24
6.50 34.00 5.00 7.80 1,156.00 25.00 60.84
5.80 24.00 4.00 8.20 576.00 16.00 67.24
2.60 24.00 1.00 8.20 576.00 1.00 67.24
8.10 23.00 4.00 6.60 529.00 16.00 43.56
4.80 19.00 1.00 9.60 361.00 1.00 92.16
5.50 25.00 2.00 9.00 625.00 4.00 81.00
TOTAL 189.00 1,066.00 121.00 292.20 32,514.00 685.00 2,359.24
 T 37

37 1,066.00 121.00 292.20 2.94117449

1,066.00 32,514.00 3,839.00 8,288.00 -0.03743588
X'X 121.00 3,839.00 685.00 938.80 X'X^-1 0.0203953
292.20 8,288.00 938.80 2,359.24 -0.24087829

7.38473213 beta 1 7.3847321275

-0.05328995 beta 2 -0.05328995
𝑌=7,385−0,05𝑋_2+0,0376𝑋
BETAS 0.03763828 beta 3 0.0376382846
-0.10945323 beta 4 -0.109453233

PROMEDIOS ELASTICIDADES
Y 5.11 X2 - 0.30
X2 28.81 X3 0.02
X3 3.27 X4 - 0.17
X4 7.90

Y'Y 1084.24
SCT 118.81 R^2 0.028
SCE 3.35
SCR 115.46

Matriz VAR -COV

e'e 115.46 SCR (OP. ALT) 115.46

Varianza estimada de las perturbaciones 3.50

10.2907715 -0.13098309 0.0713603833 -0.84280054 VAR B1

-0.13098309 0.00309036 -0.003380569 0.00671151 VAR B2
var*X'X^-1 0.07136038 -0.00338057 0.0160244773 -0.00333884 VAR B3
-0.84280054 0.00671151 -0.003338839 0.08361789 VAR B4

SIGNIFICANCIA INDIVIDUAL
estadistico Valor critico
T B1 2.3020 2.035 se rechaza ho significativa
T B2 - 0.9586 2.035 no se rechaza no significativa
T B3 0.2973 2.035 no se rechaza no significativa
T B4 - 0.3785 2.035 no se rechaza no significativa
significancia 0.05
confianza 0.95
alpha/2 0.025
t-k (g.l.) 33
X2*X3 X2*X4 X3*X4 Y*X2 Y*X3 Y*X4 Y estimada ERROR
25 190 7.6 165 6.6 50.16 5.26 1.34
0 216 0 129.6 0 48.6 5.12 0.28
196 235.2 58.8 238 59.5 71.4 5.24 3.26
0 179.4 0 124.2 0 42.12 5.31 0.09
294 156.8 19.2 161.7 19.8 10.56 4.65 - 1.35
128 249.6 31.2 230.4 28.8 56.16 4.98 2.22
0 208 0 169 0 52 5.12 1.38
92 156.4 27.2 103.5 18 30.6 5.57 - 1.07
100 200 32 190 30.4 60.8 5.33 2.27
0 185.6 0 188.5 0 41.6 5.14 1.36
416 249.6 101.4 124.8 50.7 30.42 5.32 - 1.42
135 253.8 47 145.8 27 50.76 5.11 0.29
0 198 0 101.2 0 41.4 5.23 - 0.63
155 235.6 38 74.4 12 18.24 5.09 - 2.69
135 210.6 39 108 20 31.2 5.28 - 1.28
168 378 36 239.4 22.8 51.3 4.31 1.39
215 335.4 39 232.2 27 42.12 4.43 0.97
96 172.8 28.8 211.2 35.2 63.36 5.47 3.33
21 201.6 9.6 126 6 57.6 5.25 0.75
120 234 31.2 135 18 35.1 5.08 - 0.58
155 229.4 37 173.6 28 41.44 5.11 0.49
200 312 39 60 7.5 11.7 4.59 - 3.09
34 190.4 5.6 156.4 4.6 25.76 5.00 - 0.40
0 230.4 0 72 0 28.8 5.06 - 2.06
114 296.4 23.4 262.2 20.7 53.82 4.62 2.28
156 223.6 51.6 83.2 19.2 27.52 5.28 - 2.08
0 218.4 0 154 0 42.9 5.04 0.46
0 168 0 48.3 0 18.4 5.39 - 3.09
24 172.8 7.2 60 2.5 18 5.36 - 2.86
328 360.8 70.4 131.2 25.6 28.16 4.54 - 1.34
81 221.4 24.6 140.4 15.6 42.64 5.16 0.04
170 265.2 39 221 32.5 50.7 4.91 1.59
96 196.8 32.8 139.2 23.2 47.56 5.36 0.44
24 196.8 8.2 62.4 2.6 21.32 5.25 - 2.65
92 151.8 26.4 186.3 32.4 53.46 5.59 2.51
19 182.4 9.6 91.2 4.8 46.08 5.36 - 0.56
50 225 18 137.5 11 49.5 5.14 0.36
3,839.00 8,288.00 938.80 5,376.80 612.00 1,493.26 189.00 0.00
 -0.03743588 0.0203953 -0.24087829 189.00
0.00088325 -0.00096619 0.0019182 5,376.80
-0.00096619 0.00457991 -0.00095426 X'Y 612.00
0.0019182 -0.00095426 0.02389858 1,493.26

85−0,05𝑋_2+0,0376𝑋_3−0,109𝑋_4

189
5376.8
X'X*BETA 612 BETA'*X'X*BETA 968.777466
1493.26

R^2 CORREGIDO - 0.06

Dependent Variable: Y
Method: Least Squares
Date: 07/05/21 Time: 17:52
Sample: 1 37
Included observations: 37

Variable Coefficient Std. Error

C 7,384,732 3,207,923
X2 -0.053290 0.055591
10.29 SD B1 3.2079 X3 0.037638 0.126588
0.00 SD B2 0.0556 X4 -0.109453 0.289168
0.02 SD B3 0.1266
0.08 SD B4 0.2892 R-squared 0.028155 Mean dependent var
Adjusted R-s -0.060194 S.D. dependent var
S.E. of regres 1,870,525 Akaike info criterion
Sum squared 1,154,625 Schwarz criterion
Log likelihoo -7,355,425 Hannan-Quinn criter.
F-statistic 0.318678 Durbin-Watson stat
Prob(F-statist0.811772
 t-Statistic Prob.

2,302,029 0.0278
-0.958608 0.3447
0.297329 0.7681
-0.378511 0.7075

Mean dependent var 5,108,108

S.D. dependent var 1,816,648
Akaike info criterion 4,192,121
Schwarz criterion 4,366,275
Hannan-Quinn criter. 4,253,519
Durbin-Watson stat 1,973,599