Dependent Variable: GV

Method: Least Squares

Date: 10/15/22 Time: 11:55
Sample: 1 10
Included observations: 10

Variable Coefficient Std. Error t-Statistic Prob.

C 1,967,074 5,233,893 0.375834 0.7168

I 0.026192 0.010536 2,486,010 0.0378

R-squared 0.435835 Mean dependent var 1,450,000

Adjusted R-squared
0.365314 S.D. dependent var 5,582,711
S.E. of regression 4,447,588 Akaike info criterion 5,999,457
Sum squared resid 1,582,483 Schwarz criterion 6,059,974
Log likelihood -2,799,729 Hannan-Quinn criter. 5,933,070
F-statistic 6,180,246 Durbin-Watson stat 2,123,835
Prob(F-statistic)
0.037756

a) glejser
Heteroskedasticity Test: Glejser Ho: B=0 homocedasticidad
Null hypothesis: Homoskedasticity H1: B≠0 heterocedasticidad

F-statistic 8,529,991 Prob. F(1,8) 0.0193 < 0.05

Obs*R-squared 5,160,312 Prob. Chi-Square(1) 0.0231
Scaled explained SS2,727,302 Prob. Chi-Square(1) 0.0986

Test Equation:
Dependent Variable: ARESID
Method: Least Squares
Date: 10/15/22 Time: 12:11
Sample: 1 10
Included observations: 10

Variable Coefficient Std. Error t-Statistic Prob.

C -1,550,935 1,784,012 -0.869352 0.4100

I 0.010489 0.003591 2,920,615 0.0193
R-squared 0.516031 Mean dependent var 3,467,830
Adjusted R-squared
0.455535 S.D. dependent var 2,054,530
S.E. of regression 1,515,994 Akaike info criterion 3,846,876
Sum squared resid 1,838,590 Schwarz criterion 3,907,393
Log likelihood -1,723,438 Hannan-Quinn criter. 3,780,489
F-statistic 8,529,991 Durbin-Watson stat 2,725,381
Prob(F-statistic)
0.019273

B)prueba de goldfeld y quandt

obs Gv I
1 8 250
2 10 410
3 10 580
4 10 420
5 12 325
6 15 370
7 15 650
8 20 600
9 20 550
10 25 630
Resumen
menores
Estadísticas de la regresión
Coeficiente de correlación
0.816121955 múltiple
Coeficiente de determinación
0.666055046 R^2
R^2 ajustado 0.499082569
Error típico 0.707755206
Observaciones 4

ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadrados F Valor crítico de F
Regresión 1 1.99816514 1.99816514 3.98901099 0.18387804
Residuos 2 1.00183486 0.50091743
Total 3 3

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

Intercepción 6.987155963 1.30697146 5.34606621 0.03325356 1.36371165 12.6106003
Variable X 1 0.006055046 0.00303169 1.99725086 0.18387804 -0.00698926 0.01909936
mayores
Resumen

Estadísticas de la regresión
Coeficiente de correlación
0.187729302 múltiple
Coeficiente de determinación
0.035242291 R^2
R^2 ajustado -0.44713656
Error típico 4.911104024
Observaciones 4

ANÁLISIS DE VARIANZA
 Grados de libertad
Suma de cuadrados
Promedio de los cuadrados F Valor crítico de F
Regresión 1 1.76211454 1.76211454 0.07305936 0.8122707
Residuos 2 48.2378855 24.1189427
Total 3 50

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

Intercepción 30.70484581 39.6803646 0.77380453 0.51999357 -140.025983 201.435675
Variable X 1 -0.01762115 0.06519228 -0.27029495 0.8122707 -0.29812091 0.26287862

GQ F GQ= 48.1495377 F GQ

48.1495377 >
SRC1 1.00183486
SRC2 48.2378855 F GQ es mayor a F tabla, se rechaza Ho,
Existe heterocedasticidad
n-k 2
alfa 0.05
F 19

c) breusch pagan

Heteroskedasticity Test: Breusch-Pagan-Godfrey

Null hypothesis: Homoskedasticity

F-statistic 2,711,070 Prob. F(1,8) 0.1383 > 0.05

Obs*R-squared 2,531,092 Prob. Chi-Square(1) 0.1116
Scaled explained
0.337037
SS Prob. Chi-Square(1) 0.5615

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 10/15/22 Time: 18:59
Sample: 1 10
Included observations: 10

Variable Coefficient Std. Error t-Statistic Prob.

C -1,222,278 1,160,735 -1,053,021 0.3231

I 0.038472 0.023366 1,646,533 0.1383

R-squared 0.253109 Mean dependent var 6,186,134

Adjusted R-squared
0.159748 S.D. dependent var 1,076,039
S.E. of regression 9,863,537 Akaike info criterion 7,592,423
Sum squared resid 7,783,150 Schwarz criterion 7,652,940
Log likelihood -3,596,212 Hannan-Quinn criter. 7,526,036
F-statistic 2,711,070 Durbin-Watson stat 2,987,295
Prob(F-statistic)
0.138271

d)white
Heteroskedasticity Test: White
Null hypothesis: Homoskedasticity

F-statistic 1,978,600 Prob. F(2,7) 0.2084 > 0.05

Obs*R-squared 3,611,507 Prob. Chi-Square(2) 0.1644 El modelo es homocedastico
Scaled explained
0.480904
SS Prob. Chi-Square(2) 0.7863

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 10/15/22 Time: 19:03
Sample: 1 10
Included observations: 10

Variable Coefficient Std. Error t-Statistic Prob.

C 3,623,575 4,599,224 0.787867 0.4566

I^2 0.000247 0.000227 1,088,041 0.3126
I -0.190277 0.211505 -0.899634 0.3982

R-squared 0.361151 Mean dependent var 6,186,134

Adjusted R-squared
0.178622 S.D. dependent var 1,076,039
S.E. of regression 9,752,127 Akaike info criterion 7,636,173
Sum squared resid 6,657,278 Schwarz criterion 7,726,948
Log likelihood -3,518,086 Hannan-Quinn criter. 7,536,592
F-statistic 1,978,600 Durbin-Watson stat 3,233,571
Prob(F-statistic)
0.208398

e) proponga una solucion si hay heterocedasticidad

consideramos los siguientes modelos
solucion1 gastov/√(ingreso)=β1(1/√(ingreso)+β2ingreso/√(ingreso)+ui/√(ingreso)
solucion2 gastov/(ingreso)=β1(1/(ingreso)+β2ingreso/(ingreso)+ui/(ingreso)

I&D y Ventas Utilidades

62.5 6375.3 185.1
92.9 11626.4 1569.5
 178.3 14655.1 276.8
258.4 21869.2 2828.1
494.7 26408.3 225.9
1083 32405.6 3751.9
1620.6 35107.7 2884.1
421.7 40295.4 4645.7
509.2 70761.6 5036.4
6620.1 80552.8 13869.9
3918.6 95294 4487.8
1595.3 101314.1 10278.9
6107.5 116141.3 8787.3
4454.1 122315.7 16438.8
3163.8 141649.9 9761.4
13210.7 175025.8 19774.5
1703.8 230614.5 22626.6
9528.2 293543 18415.4

Dependent Variable: I_D_Y

Method: Least Squares
Date: 10/15/22 Time: 20:35
Sample: 1 18
Included observations: 18

Variable Coefficient Std. Error t-Statistic Prob.

C 1,929,931 9,909,858 0.194749 0.8480

VENTAS 0.031900 0.008329 3,830,033 0.0015

R-squared 0.478303 Mean dependent var 3,056,856

Adjusted R-squared
0.445697 S.D. dependent var 3,705,973
S.E. of regression 2,759,153 Akaike info criterion 1,878,767
Sum squared resid
1.22E+08 Schwarz criterion 1,888,660
Log likelihood -1,670,891 Hannan-Quinn criter. 1,880,132
F-statistic 1,466,916 Durbin-Watson stat 3,015,607
Prob(F-statistic)
0.001476
a)glejser
Heteroskedasticity Test: Glejser
Null hypothesis: Homoskedasticity

F-statistic 4,380,896 Prob. F(1,16) 0.0526 >0.05 no existe heterocedasticidad

Obs*R-squared 3,869,120 Prob. Chi-Square(1) 0.0492
Scaled explained SS5,654,785 Prob. Chi-Square(1) 0.0174

Test Equation:
Dependent Variable: ARESID
Method: Least Squares
Date: 10/15/22 Time: 20:36
Sample: 1 18
Included observations: 18
Variable Coefficient Std. Error t-Statistic Prob.

C 5,785,710 6,786,950 0.852476 0.4065

VENTAS 0.011939 0.005704 2,093,059 0.0526

R-squared 0.214951 Mean dependent var 1,650,432

Adjusted R-squared
0.165886 S.D. dependent var 2,069,046
S.E. of regression 1,889,657 Akaike info criterion 1,803,062
Sum squared resid57132868 Schwarz criterion 1,812,955
Log likelihood -1,602,756 Hannan-Quinn criter. 1,804,426
F-statistic 4,380,896 Durbin-Watson stat 1,743,294
Prob(F-statistic)
0.052633

b)goldfeld y quandt
valor menor
Resumen

Estadísticas de la regresión
Coeficiente de correlación
0.896534749 múltiple
Coeficiente de determinación
0.803774557 R^2
R^2 ajustado 0.764529468
Error típico 287.2580696
Observaciones 7

ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadrados F Valor crítico de F
Regresión 1 1690026.12 1690026.12 20.4808954 0.00625077
Residuos 5 412585.993 82517.1986
Total 6 2102612.11

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

Intercepción -499.913232 254.441608 -1.96474639 0.10663831 -1153.97621 154.149745
Variable X 1 0.049106841 0.01085094 4.52558233 0.00625077 0.0212136 0.07700008

valor mayor
Resumen

Estadísticas de la regresión
Coeficiente de correlación
0.361924282 múltiple
Coeficiente de determinación
0.130989186 R^2
R^2 ajustado -0.04281298
Error típico 4412.638895
Observaciones 7

ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadrados F Valor crítico de F
Regresión 1 14674964 14674964 0.75366833 0.42501605
Residuos 5 97356910.1 19471382
Total 6 112031874

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

Intercepción 1928.04187 4633.00027 0.41615406 0.69455694 -9981.46447 13837.5482
Variable X 1 0.022248866 0.02562818 0.86814073 0.42501605 -0.04363047 0.0881282

GQ F GQ= 235.96756 F GQ

235.96756 >
SRC1 412585.993
SRC2 97356910.1 F GQ es mayor a F tabla, se rechaza Ho,
Existe heterocedasticidad
n-k 5
alfa 0.05
F 5.05032906

c)writhe
Heteroskedasticity Test: White
Null hypothesis: Homoskedasticity

F-statistic 3,057,178 Prob. F(2,15) 0.0770 > 0.05

Obs*R-squared 5,212,492 Prob. Chi-Square(2) 0.0738 El modelo es homocedastico
Scaled explained SS9,184,982 Prob. Chi-Square(2) 0.0101

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 10/15/22 Time: 20:54
Sample: 1 18
Included observations: 18

Variable Coefficient Std. Error t-Statistic Prob.

C -6219665. 6459809. -0.962825 0.3509

VENTAS^2 -0.000537 0.000449 -1,194,952 0.2507
VENTAS 2,293,508 1,262,197 1,817,077 0.0892

R-squared 0.289583 Mean dependent var 6767046.

Adjusted R-squared
0.194861 S.D. dependent var 14706011
S.E. of regression 13195639 Akaike info criterion 3,577,968
Sum squared resid
2.61E+15 Schwarz criterion 3,592,808
Log likelihood -3,190,171 Hannan-Quinn criter. 3,580,014
F-statistic 3,057,178 Durbin-Watson stat 1,694,567
Prob(F-statistic)
0.076975

d)breusch pagan
Heteroskedasticity Test: Breusch-Pagan-Godfrey
Null hypothesis: Homoskedasticity
F-statistic 4,564,374 Prob. F(1,16) 0.0484 < 0.05
Obs*R-squared 3,995,197 Prob. Chi-Square(1) 0.0456
Scaled explained SS7,039,975 Prob. Chi-Square(1) 0.0080 variable sospechosa ventas

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 10/15/22 Time: 20:55
Sample: 1 18
Included observations: 18

Variable Coefficient Std. Error t-Statistic Prob.

C -974469.1 4802343. -0.202915 0.8418

VENTAS 8,623,211 4,036,253 2,136,439 0.0484

R-squared 0.221955 Mean dependent var 6767046.

Adjusted R-squared
0.173328 S.D. dependent var 14706011
S.E. of regression 13370930 Akaike info criterion 3,575,950
Sum squared resid
2.86E+15 Schwarz criterion 3,585,843
Log likelihood -3,198,355 Hannan-Quinn criter. 3,577,314
F-statistic 4,564,374 Durbin-Watson stat 1,791,548
Prob(F-statistic)
0.048439

exite heterocedasticiad?
a)suponga que la varianza es proporcional a las ventas
I&D/√(ventas)=β1(1√(ventas))+β2ventas/√(ventas)+ui/√(ventas)

I&D/raiz(ventas)
1/raiz(Ventas) ventas/raizz(ventas)
0.78276195 0.012524191 79.8454758
0.86157499 0.009274219 107.825785
1.47284468 0.008260486 121.05825
1.74733454 0.006762131 147.882386
3.04418953 0.006153607 162.506308
6.01614678 0.005555076 180.015555
8.64917422 0.00533702 187.370489
2.10075722 0.004981639 200.737142
1.91420997 0.00375925 266.010526
23.3251384 0.003523382 283.818252
12.6939901 0.00323942 308.697263
5.01195796 0.003141702 318.298759
17.9213258 0.002934314 340.7951
12.7355839 0.002859295 349.736615
8.40622259 0.002657002 376.364052
31.5772856 0.002390281 418.360849
3.54793217 0.002082364 480.223386
17.5863212 0.001845713 541.796087
Resumen
 Estadísticas de la regresión
Coeficiente de correlación
0.609685191 múltiple
Coeficiente de determinación
0.371716032 R^2
R^2 ajustado 0.287944836
Error típico 7.454744686
Observaciones 18

ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadrados F Valor crítico de F
Regresión 2 493.187569 246.593785 4.43727738 0.03063161
Residuos 15 833.598275 55.5732183
Total 17 1326.78584

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

Intercepción 5.422502525 13.4314548 0.40371669 0.69211787 -23.2059657 34.0509708
Variable X 1 -740.514528 1284.35362 -0.57656592 0.57278389 -3478.04947 1997.02041
Variable X 2 0.025952318 0.02784035 0.93218349 0.36600416 -0.03338799 0.08529263

b)varianza proporcional al cuadrado de las ventas

I&D/(ventas) 1/(Ventas)
0.00980346 0.000156855
0.00799044 8.60111E-05
0.01216641 6.82356E-05
0.0118157 4.57264E-05
0.01873275 3.78669E-05
0.03342015 3.08589E-05
0.04616081 2.84838E-05
0.01046521 2.48167E-05
0.00719599 1.4132E-05
0.08218336 1.24142E-05
0.04112116 1.04938E-05
0.01574608 9.87029E-06
0.05258681 8.6102E-06
0.03641479 8.17557E-06
0.02233535 7.05966E-06
0.07547859 5.71344E-06
0.00738809 4.33624E-06
0.0324593 3.40666E-06
Resumen

Estadísticas de la regresión
Coeficiente de correlación
0.410308205 múltiple
Coeficiente de determinación
0.168352823 R^2
R^2 ajustado 0.116374875
Error típico 0.021716204
Observaciones 18

ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadrados F Valor crítico de F
Regresión 1 0.00152746 0.00152746 3.23892781 0.09079205
Residuos 16 0.0075455 0.00047159
Total 17 0.00907295

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

Intercepción 0.036698098 0.00664164 5.52545944 4.6103E-05 0.02261846 0.05077774
Variable X 1 -243.490292 135.294772 -1.79970215 0.09079205 -530.302396 43.3218127

c)cual es la mejor opcion

la mejor solucion es la b

X Y
Year Sales Inventories Ratio
1950 46486 84646 1.82089231
1951 50229 90560 1.80294252
1952 52805 101599 1.83445169
1953 53501 98145 1.92404128
1954 55906 102567 1.83463313
1955 63027 108121 1.71547115
1956 72931 124499 1.70707929
1957 84790 157625 1.8590046
1958 86589 159708 1.84443752
1959 98797 174636 1.76762452
1960 113201 188378 1.66410191
1961 126905 211691 1.66810606
1962 143936 242157 1.68239356
1963 154391 265215 1.71781386
1964 163351 311852 1.68568778
1965 168129 283413 1.90909147
1966 172547 312379 1.81039949
1967 190682 339516 1.78053513
1968 194538 334749 1.72073836
1969 194657 322654 1.65755149
1970 206326 338109 1.63871252
1971 224619 369374 1.64444682
1972 236698 391212 1.65278963
1973 239847 390950 1.66912389
1974 242002 378762 1.62999746
1975 242686 405073 1.52763245
 1976 250394 382510 1.5651193
1977 251708 379706 1.50851781
1978 269843 399970 1.48223226
1979 289973 424843 1.46511227
1980 299766 430518 1.43618022
1981 319558 443622 1.38823625
1982 324984 449083 1.38186188
1983 326227 423082 1.37968874
1984 330875 428108 1.37328885
1985 334616 408226 1.29386626
1986 335991 463563 1.29689449
1987 350715 481633 1.2199835
1988 359081 439821 1.22485177
1989 394615 479106 1.21410996
1990 411663 509902 1.23863937
Gleser

Heteroskedasticity Test: Glejser

F-statistic 0.239675 Prob. F(1,39) 0.6272 >0.05 no existe heterocedasticidad

Obs*R-squared 0.250427 Prob. Chi-Square(1)0.6168
Scaled explained SS0.183328 Prob. Chi-Square(1)0.6685

Test Equation:
Dependent Variable: ARESID
Method: Least Squares
Date: 15/10/22 Time: 23:03
Sample: 1950 1990
Included observations: 41

Variable Coefficient Std. Error Prob.

C 23823.14 5744.335 0.0002

SALES 0.012032 0.024576 0.6272

R-squared 0.006108 Mean dependent26326.17

var
Adjusted R-squared-0.019376 S.D. dependent var
16607.12
S.E. of regression 16767.24 Akaike info criterion
22.33979
Sum squared resid 1.10E+10 Schwarz criterion22.42338
Log likelihood -455.9657 Hannan-Quinn criter.
22.37023
F-statistic 0.239675 Durbin-Watson stat
0.440198
Prob(F-statistic) 0.627184
goldfeld y quandt
Resumen

Estadísticas de la regresión
Coeficiente de correlación
0.996380047múltiple
Coeficiente de determinación
0.992773198 R^2
R^2 ajustado 0.992170965
Error típico 5222.490799
Observaciones 14

ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los
F cuadrados Valor crítico de F
Regresión 1 4.4961E+10 4.4961E+10 1648.48559 3.2236E-14
Residuos 12 327292922 27274410.1
Total 13 4.5289E+10

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

Intercepción 11759.43436 3695.34295 3.18223086 0.00788846 3707.97373 19810.895
Variable X 1 1.616057013 0.03980284 40.6015467 3.2236E-14 1.52933407 1.70277996

Estadísticas de la regresión
Coeficiente de correlación
0.867241431múltiple
Coeficiente de determinación
0.752107699 R^2
R^2 ajustado 0.731450007
Error típico 18063.03764
Observaciones 14

ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los
F cuadrados Valor crítico de F
Regresión 1 1.1879E+10 1.1879E+10 36.408119 5.902E-05
Residuos 12 3915279948 326273329
Total 13 1.5794E+10

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

Intercepción 211594.5368 38174.0993 5.54288223 0.00012721 128420.319 294768.754
Variable X 1 0.695462443 0.11525892 6.03391407 5.902E-05 0.44433482 0.94659007

F GQ= 11.96261724 F GQ F tabla

11.9626172 > 2.68663711
SRC1 327292921.7
SRC2 3915279948 F GQ es mayor a F tabla, se rechaza Ho,
Existe heterocedasticidad
n-k 12
alfa 0.05
F 2.686637112
White
Heteroskedasticity Test: White

F-statistic 1.434861 Prob. F(2,38) 0.2508 >

Obs*R-squared 2.87887 Prob. Chi-Square(2) 0.2371
Scaled explained SS1.185933 Prob. Chi-Square(2) 0.5527
 Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 15/10/22 Time: 23:09
Sample: 1950 1990
Included observations: 41

Variable Coefficient Std. Error t-Statistic Prob.

C 1.06E+09 5.49E+08 1.927669 0.0614

SALES^2 0.014313 0.013687 1.045723 0.3023
SALES -4225.418 5914.042 -0.714472 0.4793

R-squared 0.070216 Mean dependent var 9.62E+08

Adjusted R-squared 0.02128 S.D. dependent var 9.30E+08
S.E. of regression 9.20E+08 Akaike info criterion 44.18705
Sum squared resid 3.21E+19 Schwarz criterion 44.31243
Log likelihood -902.8345 Hannan-Quinn criter. 44.23271
F-statistic 1.434861 Durbin-Watson stat 0.614055
Prob(F-statistic) 0.250759

BPG
Heteroskedasticity Test: Breusch-Pagan-Godfrey

F-statistic 1.771937 Prob. F(1,39) 0.1909 >

Obs*R-squared 1.781848 Prob. Chi-Square(1) 0.1819
Scaled explained SS0.734021 Prob. Chi-Square(1) 0.3916

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 15/10/22 Time: 23:10
Sample: 1950 1990
Included observations: 41

Variable Coefficient Std. Error t-Statistic Prob.

C 5.88E+08 3.15E+08 1.86562 0.0696

SALES 1796.284 1349.432 1.331141 0.1909

R-squared 0.04346 Mean dependent var 9.62E+08

Adjusted R-squared0.018933 S.D. dependent var 9.30E+08
S.E. of regression 9.21E+08 Akaike info criterion 44.16664
Sum squared resid 3.31E+19 Schwarz criterion 44.25023
Log likelihood -903.4161 Hannan-Quinn criter. 44.19708
F-statistic 1.771937 Durbin-Watson stat 0.590747
Prob(F-statistic) 0.190872
si existe problemas de heterocedasticidad suponga
a)suponga que la varianza es proporcional a las ventas
sales/√(inventories)=β1(1√(inventories))+β2ventas/√(inventories)+ui/√(inventories)
sales/raiz(inventories)
1/raiz(inventories)
inventories/raizz(inventoriess)
159.778727 0.003437137 290.939856
166.911525 0.003323011 300.931886
165.664834 0.003137294 318.74598
170.776383 0.003192022 313.281024
174.563963 0.003122455 320.260831
191.677709 0.0030412 328.817579
206.694651 0.002834112 352.844158
213.565986 0.002518764 397.020151
216.670302 0.002502284 399.634833
236.416002 0.002392947 417.894724
260.816566 0.002304013 434.025345
275.821132 0.002173446 460.098902
292.496663 0.00203213 492.094503
299.794001 0.001941784 514.990291
292.514589 0.001790712 558.437105
315.814995 0.001878409 532.365476
308.721231 0.001789201 558.908758
327.24994 0.001716208 582.680015
336.236458 0.001728384 578.574974
342.690053 0.001760482 568.026408
354.834299 0.001719775 581.471409
369.584142 0.001645382 607.761466
378.432568 0.001598799 625.469424
383.595657 0.001599335 625.259946
393.220141 0.001624863 615.436431
381.309895 0.001571207 636.453455
404.85781 0.001616883 618.473928
408.482343 0.001622842 616.202889
426.675246 0.001581198 632.431815
444.880457 0.001534213 651.799816
456.863766 0.001524068 656.138705
479.781123 0.00150139 666.049548
484.951908 0.001492233 670.136553
501.54237 0.001537403 650.447538
505.693397 0.001528352 654.299626
523.71664 0.001565127 638.925661
493.484211 0.001468742 680.85461
505.3546 0.001440927 693.997839
541.445122 0.001507863 663.190018
570.108852 0.001444722 692.174833
576.498892 0.001400415 714.074226
Resumen

Estadísticas de la regresión
Coeficiente de correlación
0.965473616 múltiple
Coeficiente de determinación
0.932139303 R^2
R^2 ajustado 0.928567687
Error típico 33.22904035
Observaciones 41

ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadrados F Valor crítico de F
Regresión 2 576343.897 288171.949 260.985335 6.3205E-23
Residuos 38 41958.4267 1104.16912
Total 40 618302.324

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

Intercepción -1017.23679 190.058176 -5.35223904 4.398E-06 -1401.98945 -632.484129
Variable X 1 197995.2706 42225.7385 4.68897117 3.4904E-05 112513.732 283476.809
Variable X 2 1.800909717 0.1973561 9.12517891 4.0799E-11 1.40138318 2.20043625

b)varianza proporcional al cuadrado de las ventas

sales/(inventories)
1/(inventories)
0.5491813 1.18139E-05
0.55464885 1.10424E-05
0.51973937 9.84262E-06
0.54512201 1.0189E-05
0.5450681 9.74972E-06
0.58293024 9.2489E-06
0.58579587 8.03219E-06
0.53792228 6.34417E-06
0.54217071 6.26143E-06
0.56573101 5.7262E-06
0.60092474 5.30848E-06
0.59948226 4.72387E-06
0.59439124 4.12955E-06
0.58213525 3.77053E-06
0.52380937 3.20665E-06
0.59322967 3.52842E-06
0.55236428 3.20124E-06
0.56162891 2.94537E-06
0.58114587 2.98731E-06
0.60329951 3.0993E-06
0.61023516 2.95763E-06
0.60810723 2.70728E-06
0.60503768 2.55616E-06
0.61349789 2.55787E-06
0.63892893 2.64018E-06
0.5991167 2.46869E-06
0.65460772 2.61431E-06
0.66290235 2.63362E-06
0.6746581 2.50019E-06
0.68254155 2.35381E-06
0.69629144 2.32278E-06
0.72033849 2.25417E-06
0.72366133 2.22676E-06
0.77107275 2.36361E-06
0.7728774 2.33586E-06
 0.81968321 2.44962E-06
0.72480116 2.1572E-06
0.72817892 2.07627E-06
0.81642532 2.27365E-06
0.82364863 2.08722E-06
0.80733749 1.96116E-06
Resumen

Estadísticas de la regresión
Coeficiente de correlación
0.607840156 múltiple
Coeficiente de determinación
0.369469655 R^2
R^2 ajustado 0.35330221
Error típico 0.072239037
Observaciones 41

ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadrados F Valor crítico de F
Regresión 1 0.11925629 0.11925629 22.8526932 2.4977E-05
Residuos 39 0.20352066 0.00521848
Total 40 0.32277694

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

Intercepción 0.717212916 0.02039906 35.1591232 3.778E-31 0.67595193 0.7584739
Variable X 1 -18964.2618 3967.0461 -4.78044906 2.4977E-05 -26988.3699 -10940.1537

la mejor opcion es la b
Inferior 95,0%Superior 95,0%
1.36371165 12.6106003
-0.00698926 0.01909936
 Inferior 95,0%Superior 95,0%
-140.025983 201.435675
-0.29812091 0.26287862

F tabla

19

mayor a F tabla, se rechaza Ho,

No se rechaza Ho
El modelo es homocedastico
 No rechazo Ho
El modelo es homocedastico
Inferior 95,0%Superior 95,0%
-1153.97621 154.149745
0.0212136 0.07700008
 Inferior 95,0%Superior 95,0%
-9981.46447 13837.5482
-0.04363047 0.0881282

F tabla

5.05032906

mayor a F tabla, se rechaza Ho,

No rechazo Ho
El modelo es homocedastico
 se rechaza Ho
El modelo es heterocedastico
variable sospechosa ventas
Inferior 95,0%Superior 95,0%
-23.2059657 34.0509708
-3478.04947 1997.02041
-0.03338799 0.08529263
Inferior 95,0%Superior 95,0%
0.02261846 0.05077774
-530.302396 43.3218127
Inferior 95.0% Superior 95.0%
3707.97373 19810.895
1.52933407 1.70277996

Inferior 95.0% Superior 95.0%

128420.319 294768.754
0.44433482 0.94659007

0.05 No rechazo Ho
El modelo es homocedastico
0.05 No se rechaza Ho
El modelo es homocedastico
Inferior 95,0%Superior 95,0%
-1401.98945 -632.484129
112513.732 283476.809
1.40138318 2.20043625
Inferior 95,0%Superior 95,0%
0.67595193 0.7584739
-26988.3699 -10940.1537