Dependent Variable: ANO

Method: Least Squares

Date: 07/11/21 Time: 16:40
Sample: 1 32
Included observations: 32

Variable Coefficient Std. Error t-Statistic Prob.  

C 1961.426 8.250847 237.7242 0.0000

PRODUCCION 0.193978 0.038318 5.062362 0.0000
VENTAS 0.761289 0.201845 3.771655 0.0008
CONSUMO -0.931279 0.148259 -6.281447 0.0000

R-squared 0.909668    Mean dependent var 2005.594

Adjusted R-squared 0.899990    S.D. dependent var 9.234785
S.E. of regression 2.920440    Akaike info criterion 5.097814
Sum squared resid 238.8112    Schwarz criterion 5.281031
Log likelihood -77.56503    Hannan-Quinn criter. 5.158545
F-statistic 93.98977    Durbin-Watson stat 1.350533
Prob(F-statistic) 0.000000
 AÑO
2,030

2,020

2,010

2,000

1,990
5 10 15 20 25 30

PRODUCCION
260

240

220

200

180

160
5 10 15 20 25 30
 VENTAS
18

16

14

12

10

4
5 10 15 20 25 30

CONSUMO
20

16

12

0
5 10 15 20 25 30
MULTICOLINEALIDAD

Variance Inflation Factors

Date: 07/11/21 Time: 16:44
Sample: 1 32
Included observations: 32

Coefficient Uncentered Centered

Variable Variance VIF VIF

C  68.07648  255.4174  NA

PRODUCCION  0.001468  247.7707  2.303886
VENTAS  0.040741  19.49339  1.132165
CONSUMO  0.021981  4.626520  2.131243

CORRELOGRAN RESIDUALS

Date: 07/11/21 Time: 16:57

Sample: 1 32
Included observations: 32

Autocorrelation Partial Correlation AC   PAC  Q-Stat  Prob

     . |**. |      . |**. | 1 0.227 0.227 1.8046 0.179

     . |**. |      . |* . | 2 0.237 0.195 3.8347 0.147
     . |* . |      . | . | 3 0.122 0.038 4.3936 0.222
     . *| . |      .**| . | 4 -0.163 -0.260 5.4231 0.247
     .**| . |      . *| . | 5 -0.207 -0.196 7.1546 0.209
     . | . |      . |**. | 6 0.055 0.252 7.2823 0.296
     . *| . |      . | . | 7 -0.096 0.008 7.6841 0.361
     . *| . |      .**| . | 8 -0.160 -0.286 8.8438 0.356
     . *| . |      .**| . | 9 -0.138 -0.249 9.7490 0.371
     . *| . |      . | . | 10 -0.182 0.034 11.379 0.329
     .**| . |      . | . | 11 -0.266 -0.019 15.049 0.180
     . |* . |      . |**. | 12 0.124 0.218 15.887 0.196
     . *| . |      .**| . | 13 -0.135 -0.337 16.926 0.203
     . |* . |      . |* . | 14 0.139 0.077 18.086 0.203
     . | . |      . *| . | 15 -0.014 -0.096 18.098 0.258
     . *| . |      . *| . | 16 -0.090 -0.068 18.648 0.287
 260

240
PRODUCCION

220

200

180

160
1,990 2,000 2,010 2,020 2,030

AÑO

20

16
CONSUMO

12

0
1,990 2,000 2,010 2,020 2,030

AÑO
 18

16

14
VENTAS

12

10

4
1,990 2,000 2,010 2,020 2,030

AÑO
Date: 07/11/21 Time: 17:24
Sample: 1 32
Included observations: 32

Autocorrelation Partial Correlation AC   PAC  Q-Stat  Prob

     . |**. |      . |**. | 1 0.227 0.227 1.8046 0.179

     . |**. |      . |* . | 2 0.237 0.195 3.8347 0.147
     . |* . |      . | . | 3 0.122 0.038 4.3936 0.222
     . *| . |      .**| . | 4 -0.163 -0.260 5.4231 0.247
     .**| . |      . *| . | 5 -0.207 -0.196 7.1546 0.209
     . | . |      . |**. | 6 0.055 0.252 7.2823 0.296
     . *| . |      . | . | 7 -0.096 0.008 7.6841 0.361
     . *| . |      .**| . | 8 -0.160 -0.286 8.8438 0.356
     . *| . |      .**| . | 9 -0.138 -0.249 9.7490 0.371
     . *| . |      . | . | 10 -0.182 0.034 11.379 0.329
     .**| . |      . | . | 11 -0.266 -0.019 15.049 0.180
     . |* . |      . |**. | 12 0.124 0.218 15.887 0.196
     . *| . |      .**| . | 13 -0.135 -0.337 16.926 0.203
     . |* . |      . |* . | 14 0.139 0.077 18.086 0.203
     . | . |      . *| . | 15 -0.014 -0.096 18.098 0.258
     . *| . |      . *| . | 16 -0.090 -0.068 18.648 0.287
     . | . |      . | . | 17 -0.004 0.073 18.649 0.349
     . |* . |      . |* . | 18 0.132 0.133 19.994 0.333
     . |* . |      . | . | 19 0.077 0.032 20.495 0.365
     . |* . |      . *| . | 20 0.200 -0.071 24.121 0.237
     . |* . |      . | . | 21 0.142 -0.047 26.127 0.202
     . | . |      . | . | 22 -0.003 0.049 26.128 0.246
     . *| . |      . | . | 23 -0.077 0.059 26.842 0.263
     . | . |      . *| . | 24 -0.002 -0.150 26.842 0.312
     . *| . |      . | . | 25 -0.121 0.036 29.111 0.259
     . | . |      . *| . | 26 0.004 -0.086 29.114 0.306
     . | . |      . |* . | 27 -0.010 0.124 29.136 0.354
     . | . |      . | . | 28 -0.055 -0.041 29.953 0.365
     . *| . |      . *| . | 29 -0.096 -0.066 33.265 0.267
     . | . |      . | . | 30 -0.051 0.002 34.668 0.255
Heteroskedasticity Test: White

F-statistic 1.484420    Prob. F(9,22) 0.2147

Obs*R-squared 12.09037    Prob. Chi-Square(9) 0.2083
Scaled explained SS 10.96276    Prob. Chi-Square(9) 0.2783

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 07/11/21 Time: 17:39
Sample: 1 32
Included observations: 32

Variable Coefficient Std. Error t-Statistic Prob.  

C 351.9988 393.8378 0.893766 0.3811

PRODUCCION^2 -0.007336 0.008805 -0.833196 0.4137
PRODUCCION*VENTAS 0.289166 0.092124 3.138876 0.0048
PRODUCCION*CONSUMO -0.090739 0.069649 -1.302810 0.2061
PRODUCCION -0.126101 3.571843 -0.035304 0.9722
VENTAS^2 -0.280234 0.294359 -0.952017 0.3514
VENTAS*CONSUMO 0.656398 0.248324 2.643312 0.0148
VENTAS -57.12847 18.78708 -3.040838 0.0060
CONSUMO^2 -0.050431 0.244993 -0.205848 0.8388
CONSUMO 11.42695 13.80539 0.827716 0.4167

R-squared 0.377824    Mean dependent var 7.462848

Adjusted R-squared 0.123298    S.D. dependent var 11.66933
S.E. of regression 10.92627    Akaike info criterion 7.870523
Sum squared resid 2626.433    Schwarz criterion 8.328566
Log likelihood -115.9284    Hannan-Quinn criter. 8.022351
F-statistic 1.484420    Durbin-Watson stat 2.345590
Prob(F-statistic) 0.214719
Heteroskedasticity Test: Breusch-Pagan-Godfrey

F-statistic 0.437984    Prob. F(3,28) 0.7276

Obs*R-squared 1.434350    Prob. Chi-Square(3) 0.6975
Scaled explained SS 1.300575    Prob. Chi-Square(3) 0.7290

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 07/11/21 Time: 17:50
Sample: 1 32
Included observations: 32

Variable Coefficient Std. Error t-Statistic Prob.  

C 25.25410 33.90312 0.744890 0.4625

PRODUCCION -0.089974 0.157449 -0.571450 0.5723
VENTAS 0.033506 0.829389 0.040398 0.9681
CONSUMO 0.151679 0.609202 0.248980 0.8052

R-squared 0.044823    Mean dependent var 7.462848

Adjusted R-squared -0.057517    S.D. dependent var 11.66933
S.E. of regression 12.00023    Akaike info criterion 7.924197
Sum squared resid 4032.152    Schwarz criterion 8.107414
Log likelihood -122.7871    Hannan-Quinn criter. 7.984928
F-statistic 0.437984    Durbin-Watson stat 1.965082
Prob(F-statistic) 0.727576

Se descarta la probabilidad de heterosedasticidad porque es mayor a 5%

8

7 Series: Residuals
Sample 1 32
6 Observations 32

5 Mean 1.72e-13
Median -0.690315
4
Maximum 7.689452
Minimum -5.641863
3
Std. Dev. 2.775533
2 Skewness 0.532579
Kurtosis 3.368612
1
Jarque-Bera 1.693913
0 Probability 0.428718
-6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8