Ejemplo 5

H S ln(H) ln(S) Modelo s=k*H^∞

0.5 3.053 -0.69314718 1.11612471 3.0395146596575
0.8 3.644 -0.22314355 1.29308198 3.663368997302
1 3.995 0 1.38504358 4.0028867838413
1.1 4.142 0.09531018 1.42117876 4.157329763677
1.3 4.471 0.26236426 1.4976121 4.4425424625644
1.4 4.571 0.33647224 1.519732 4.5752553599343
1.45 4.657 0.37156356 1.53837146 4.6394729896803
1.6 4.844 0.47000363 1.57774083 4.8244713336196
1.8 5.013 0.58778666 1.61203454 5.0555394500892
2.1 5.352 0.74193734 1.67747032 5.3747560528352
2.2 5.485 0.78845736 1.70201709 5.4749926322013
2.3 5.586 0.83290912 1.72026347 5.5725188153118
2.5 5.772 0.91629073 1.75301864 5.7601661744206
2.55 5.792 0.93609336 1.75647766 5.8056519912633
2.7 5.951 0.99325177 1.78355927 5.9389671443615
3 6.204 1.09861229 1.82519425 6.1927819748246
3.2 6.314 1.16315081 1.84276939 6.3535842733995
3.3 6.445 1.19392247 1.86330464 6.4317174614652
3.6 6.64 1.28093385 1.89311196 6.6578892737536
3.9 6.916 1.36097655 1.93383757 6.8729640307641
4.2 7.07 1.43508453 1.95586048 7.078281363739

Resumen

Estadísticas de la regresión
Coeficiente d 0.99982607
Coeficiente d 0.99965218
R^2 ajustado 0.99963387
Error típico 0.00425506
Observacione 21

ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadrados F Valor crítico de F
Regresión 1 0.98868629 0.98868629 54606.894617856 2.5106877E-34
Residuos 19 0.000344 1.81055E-05
Total 20 0.9890303

Coeficientes Error típico Estadístico t Probabilidad Inferior 95% Superior 95%

Intercepción 1.3870158 0.0014618 948.839386 6.890748509E-46 1.38395620897 1.39007538
ln(H) 0.39719983 0.00169975 233.681182 2.510687731E-34 0.39364221485 0.40075745
intercepto=ln(K)
K 4.00288678 S=kH
Alpha 0.39719983
 S
8

0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5

Logaritmo
2.5

1.5

0.5

0
-1 -0.5 0 0.5 1 1.5 2

Inferior 95,0%Superior 95,0%

1.38395621 1.39007538
0.39364221 0.40075745
3 3.5 4 4.5

Gráfica H, S, Modelo
8
7
6
5
4
3
2
1
0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5

S Modelo s=k*H^∞

1.5 2
4 4.5
S
Ejemplo 6
P D 1/D ln(D) Modelo
0.1 1.72 0.58139535 0.54232429 1.723989013962
0.15 1.61 0.62111801 0.47623418 1.612504258923
0.2 1.52 0.65789474 0.41871033 1.514562438484
0.25 1.43 0.6993007 0.35767444 1.427837107482
0.3 1.35 0.74074074 0.30010459 1.350505819425
0.35 1.28 0.78125 0.24686008 1.281120656374
0.4 1.22 0.81967213 0.19885086 1.218516719362
0.45 1.16 0.86206897 0.14842001 1.16174619933
0.5 1.11 0.9009009 0.10436002 1.110030057394
0.55 1.06 0.94339623 0.05826891 1.062722061052
0.6 1.02 0.98039216 0.01980263 1.019281640844
0.65 0.98 1.02040816 -0.02020271 0.979253142737
0.7 0.94 1.06382979 -0.0618754 0.942249784485
0.75 0.91 1.0989011 -0.09431068 0.907941117033
0.8 0.88 1.13636364 -0.12783337 0.876043128963
0.83 0.86 1.1627907 -0.15082289 0.857957947969
0.9 0.82 1.2195122 -0.19845094 0.818529602984
0.95 0.79 1.26582278 -0.23572233 0.79251472168
1.2 0.68 1.47058824 -0.38566248 0.68384357856
1.35 0.63 1.58730159 -0.46203546 0.631858580184
1.5 0.59 1.69491525 -0.52763274 0.587218879723

Resumen Suma cuadrado

Estadísticas de la regresión Es el mejor de los modelos ya que tiene menos e

Coeficiente de correl 0.99993734708
Coeficiente de deter 0.99987469809
R^2 ajustado 0.99986810325
Error típico 0.00356691803
Observaciones 21

ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadrados F
Regresión 1 1.92898003 1.92898003 151614.7569017
Residuos 19 0.00024174 1.27229E-05
Total 20 1.92922177

Coeficientes Error típico Estadístico t Probabilidad

Intercepción 0.49984349846 0.00153433 325.77313 4.55950133E-37
P 0.80206601569 0.00205987 389.377396 1.53983545E-38

Modelo 2 exp
Resumen
 Estadísticas de la regresión
Coeficiente de correl 0.98716116155
Coeficiente de deter 0.97448715887
R^2 ajustado 0.97314437776
Error típico 0.04945773831
Observaciones 21

ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadrados F
Regresión 1 1.77516776 1.77516776 725.7230163676
Residuos 19 0.04647529 0.00244607
Total 20 1.82164305

Coeficientes Error típico Estadístico t Probabilidad

Intercepción 0.52280486329 0.02127453 24.5742181 7.31419412E-16
P -0.7694243918 0.02856147 -26.9392468 1.33700284E-16

0.522804863287881
1.68675212996596 K= Exponencial
 Modelo error del modelo 1 Modelo 2 Y=K*E^∞*x D
0.00398901396175977 1.56183658069012 2
0.00250425892340234 1.50289192878522 1.8
1.6
-0.00543756151585906 1.44617188349484 1.4
-0.00216289251801327 1.39159248682737 1.2
1
0.000505819425462795 1.33907294941631 0.8
0.00112065637422965 1.28853553093446 0.6
0.4
-0.00148328063773562 1.23990542502129 0.2
0.00174619932977338 1.19311064855333 0
0 0.2 0.4 0.6 0.
3.0057393763272E-05 1.14808193509348
0.00272206105204664 1.10475263236164
-0.000718359155550852 1.06305860357484
-0.000746857263487444 1.02293813251087 Rama de l
0.00224978448490121 0.984331832154878 1.8
-0.00205888296657131 0.947182556793662 1.6
-0.0039568710368727 0.911435317427605 1.4
-0.00204205203091523 0.890637855027721 1.2
-0.00147039701633356 0.843937288948359 1
0.00251472167960687 0.81208658808653 0.8
0.00384357855954087 0.6699820172495 0.6

0.00185858018378593 0.596952301566581 0.4

-0.00278112027656918 0.53188300755979 0.2

0
0 0.2 0.4 0.6
0.000135249410587162 25.8052019474919

mejor de los modelos ya que tiene menos error.

0.6

0.4

0.2

0
0 0.2
Valor crítico de F -0.2
1.53983544621612E-38
-0.4

-0.6

Inferior 95% Superior 95% Inferior 95,0%

0.496632108787809 0.50305488813523 0.49663211
0.797754662541987 0.80637736883758 0.79775466
 Valor crítico de F
1.33700284110894E-16

Inferior 95% Superior 95% Inferior 95,0% Superior 95,0%

0.478276766838708 0.567332959737053 0.47827676683871 0.56733296
-0.829204228047647 -0.709644555571225 -0.8292042280476 -0.70964456
 D
2
1.8
1.6
1.4
1.2
1
0.8
0.6
0.4
0.2
0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6

Rama de la hiperbola
1.8
1.6
1.4
1.2
1
0.8
0.6
0.4
0.2
0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6

Logaritmo(D)
0.6

0.4

0.2

0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6
-0.2

-0.4

-0.6

Superior 95,0%
0.50305489
0.80637737
erior 95,0%
 Ejemplo 7
X Y X^2 ln(Y) Modelo K*E^∞X^2
-4 0.027 16 -3.61191841 0.027164601551442
-3.5 0.043 12.25 -3.14655516 0.043315592948677
-3 0.065 9 -2.73336801 0.064903243139326
-2.5 0.091 6.25 -2.39689577 0.091383911513669
-2 0.121 4 -2.11196473 0.120907794177928
-1.5 0.151 2.25 -1.89047544 0.150321140754838
-1 0.176 1 -1.73727128 0.175617195620073
-0.5 0.193 0.25 -1.64506509 0.192794758539559
0 0.199 0 -1.61445045 0.198886185171214
0.5 0.193 0.25 -1.64506509 0.192794758539559
1 0.176 1 -1.73727128 0.175617195620073
1.5 0.151 2.25 -1.89047544 0.150321140754838
2 0.121 4 -2.11196473 0.120907794177928
2.5 0.091 6.25 -2.39689577 0.091383911513669
3 0.065 9 -2.73336801 0.064903243139326
3.5 0.043 12.25 -3.14655516 0.043315592948677
4 0.027 16 -3.61191841 0.027164601551442
4.5 0.016 20.25 -4.13516656 0.016008241396554
5 0.009 25 -4.7105307 0.008864721990411

Resumen

Estadísticas de la regresión
Coeficiente de co 0.99998355886681
Coeficiente de d 0.99996711800394
R^2 ajustado 0.99996518376887
Error típico 0.00544594411073
Observaciones 19

ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadrados F Valor crítico de F
Regresión 1 15.3328479 15.3328479 516983.244332823 1.49445707E-39
Residuos 17 0.00050419 2.96583E-05
Total 18 15.3333521

Coeficientes Error típico Estadístico t Probabilidad Inferior 95%

Intercepción -1.6150225516872 0.00183293 -881.115843 4.715314493203E-41 -1.61888969329
X^2 -0.1244261259448 0.00017305 -719.015469 1.494457073148E-39 -0.12479123099

K 0.19888618517121
 Chart Title
0.25

0.2

0.15

0.1

0.05

0
-6 -4 -2 0 2 4 6

Campana de Gaus
0.25

0.2

0.15

0.1

0.05

0
-6 -4 -2 0 2 4 6

Y Modelo K*E^∞X^2

Superior 95%Inferior 95,0%Superior 95,0%

-1.61115541 -1.61888969 -1.61115541
-0.12406102 -0.12479123 -0.12406102
Obs Price Dividend ln(Dividendo) ln(precio)
1 20 3.14 1.14422279992 2.99573227
2 22.01 3.36 1.211940973975 3.0914969
3 31.39 0.46 -0.7765287895 3.44648937
4 33.57 7.99 2.078190759778 3.51363281
5 35.86 0.77 -0.26136476413 3.57962247
6 36.12 8.46 2.135349173618 3.58684673
7 36.16 7.62 2.030776369699 3.58795354
8 37.99 8.03 2.083184527959 3.63732297
9 38.85 6.33 1.845300236156 3.65970808
10 39.65 7.96 2.074428999856 3.68009095
11 43.44 8.95 2.191653532287 3.77138068
12 49.08 9.61 2.262804222982 3.89345162
13 53.73 11.11 2.407845603652 3.9839715
14 54.41 13.28 2.586259144048 3.99654796
15 55.1 10.22 2.324346584776 4.00914972
16 57.06 9.53 2.254444717666 4.04410335
17 57.4 12.6 2.533696813957 4.0500443
18 58.3 10.43 2.344686269013 4.06560209
19 59.51 7.97 2.075684492802 4.08614437
20 60.6 9.19 2.218115936368 4.10429489
21 64.01 16.5 2.803360380907 4.15903932
22 64.66 16.1 2.77881927199 4.16914277
23 64.74 13.76 2.621765832505 4.17037925
24 64.95 10.54 2.355177543113 4.17361774
25 66.43 21.15 3.051639905492 4.19614876
26 68.18 14.3 2.660259537266 4.22215127
27 69.56 24.42 3.195402468683 4.24218969
28 74.9 11.54 2.44581926108 4.31615389
29 77.91 17.65 2.870735783379 4.35555431
30 80 17.36 2.854168709232 4.38202663
 Logaritmo
5
4.5
4
3.5
3
2.5
2
1.5
1
0.5
0
-1 -0.5 0 0.5 1 1.5 2 2.5 3 3.5

Se observan 2 datos atipicos, cuando la empresa paga dividendos entre 0 y 1

Se eliminan los datos atipicos
Obs Dividend Price ln(Dividendo)
1 3.14 20 1.1442228
2 3.36 22.01 1.21194097
4 7.99 33.57 2.07819076
6 8.46 36.12 2.13534917
7 7.62 36.16 2.03077637
8 8.03 37.99 2.08318453
9 6.33 38.85 1.84530024
10 7.96 39.65 2.074429
11 8.95 43.44 2.19165353
12 9.61 49.08 2.26280422
13 11.11 53.73 2.4078456
14 13.28 54.41 2.58625914
15 10.22 55.1 2.32434658
16 9.53 57.06 2.25444472
17 12.6 57.4 2.53369681
18 10.43 58.3 2.34468627
19 7.97 59.51 2.07568449
20 9.19 60.6 2.21811594
21 16.5 64.01 2.80336038
22 16.1 64.66 2.77881927
23 13.76 64.74 2.62176583
24 10.54 64.95 2.35517754
25 21.15 66.43 3.05163991
26 14.3 68.18 2.66025954
27 24.42 69.56 3.19540247
28 11.54 74.9 2.44581926
29 17.65 77.91 2.87073578
30 17.36 80 2.85416871

Resumen

Estadísticas de la regresión
Coeficiente de correlación múltiple 0.88775128
Coeficiente de determinación R^2 0.78810233
R^2 ajustado 0.77995242
Error típico 0.1654923
Observaciones 28

ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF
Regresión 1 2.6484110598952 2.64841106 96.700737
Residuos 26 0.7120802766219 0.0273877
Total 27 3.3604913365171
 Coeficientes Error típico Estadístico t Probabilidad
Intercepción 2.36749442 0.1623125835658 14.586019 4.95201E-14
ln(Dividendo) 0.6701403 0.0681476432684 9.83365329 3.00293E-10

K 10.6706227
 ln(precio) Modelo Modelo lineal
2.99573227 22.9721871
3.0914969 24.038697 ln(precio)
3.51363281 42.9558908 5
3.58684673 44.6331989 4.5
3.58795354 41.6124542 4
3.63732297 43.0998846 3.5
3.65970808 36.7487595 3
3.68009095 42.8477394 2.5
3.77138068 46.349466 2
3.89345162 48.6129869 1.5
3.9839715 53.5753348 1
3.99654796 60.3795754 0.5
4.00914972 50.6598018 0
1 1.5 2 2.5
4.04410335 48.3414163
4.0500443 58.2897788
4.06560209 51.3550448
4.08614437 42.8838048
4.10429489 47.1787365
4.15903932 69.8352698
4.16914277 68.6961525
4.17037925 61.8335041
4.17361774 51.7173751
4.19614876 82.4771507
4.22215127 63.4493239
4.24218969 90.8184429
4.31615389 54.956198
4.35555431 73.0606671
4.38202663 72.2540144

Valor crítico de F
3.00293E-10
Inferior 95% Superior 95% Inferior 95,0%Superior 95,0%
Superior 95,0%
2.03385613 2.70113272 2.0338561295 2.70113272 2.70113272
0.53006081 0.81021978 0.5300608094 0.81021978 0.81021978
ln(precio)

2 2.5 3 3.5