Regression Analysis

R² 0.582
Adjusted R² 53.3% n 20
R 0.763 k 2
Std. Error 16.977 Dep. Var. Rendimiento anual %

ANOVA table
Source SS df MS F p-value
Regression 6,823.2072 2 3,411.6036 11.84 .0006
Residual 4,899.7428 17 288.2202
Total 11,722.9500 19

Regression output confidence interval

variables coefficients std. error t (df=17) p-value 95% lower 95% upper
Intercept 247.3579
ón de seguridad -32.8445 13.9504 -2.354 .0308 -62.2773 -3.4117
astos anuales % 34.5887 14.1294 2.448 .0255 4.7782 64.3991

Correlation Matrix

Evaluación de seguridadtos anuales %nto anual %

Evaluación de seguridad 1.000
Coeficiente de gastos anuales % -.513 1.000
Rendimiento anual % -.659 .668 1.000

20 sample size

± .444 critical value of r .05 (two-tail)

± .561 critical value of r .01 (two-tail)

Regression Analysis

R² 0.582
Adjusted R² 0.533 n 20
R 0.763 k 2
Std. Error 16.977 Dep. Var. Rendimiento anual %

ANOVA table
Source SS df MS F p-value
Regression 6,823.2072 2 3,411.6036 11.84 .0006
Residual 4,899.7428 17 288.2202
Total 11,722.9500 19

Regression output confidence interval

variables coefficients std. error t (df=17) p-value 95% lower 95% upper
Intercept 247.3579
ón de seguridad -32.8445 13.9504 -2.354 .0308 -62.2773 -3.4117
astos anuales % 34.5887 14.1294 2.448 .0255 4.7782 64.3991

Studentized
Studentized Deleted
Observation Rendimiento anual % Predicted Residual Leverage Residual Residual
1 49.0 69.2 -20.2 0.062 -1.226 -1.246
2 52.0 57.6 -5.6 0.077 -0.342 -0.333
3 89.0 82.1 6.9 0.070 0.420 0.410
4 58.0 68.1 -10.1 0.059 -0.614 -0.603
5 131.0 118.4 12.6 0.396 0.952 0.950
6 59.0 66.6 -7.6 0.278 -0.525 -0.513
7 99.0 98.9 0.1 0.177 0.007 0.007
8 53.0 48.6 4.4 0.336 0.320 0.311
9 77.0 82.6 -5.6 0.081 -0.347 -0.338
10 54.0 62.4 -8.4 0.073 -0.515 -0.503
11 57.0 50.5 6.5 0.191 0.427 0.416
12 61.0 37.7 23.3 0.300 1.641 1.735
13 88.0 80.7 7.3 0.107 0.452 0.442
14 122.0 84.5 37.5 0.159 2.406 2.875
15 71.0 48.6 22.4 0.156 1.438 1.488
16 51.0 72.6 -21.6 0.060 -1.313 -1.344
17 60.0 61.7 -1.7 0.098 -0.107 -0.103
18 50.0 71.2 -21.2 0.073 -1.299 -1.328
19 93.0 89.6 3.4 0.196 0.226 0.220
20 47.0 69.3 -22.3 0.051 -1.350 -1.386

Durbin-Watson = 1.56
𝑑=(∑24_(𝑡=2)^𝑛▒(𝑒_𝑡−𝑒_(𝑡 1.561772923
−1) )^2
)/(∑24_(𝑡=1)^𝑛▒𝑒_𝑡^2 )
𝐷_𝑖=(𝑒_𝑖^2)/
(𝑘∗𝐶𝑀𝐸)∗ℎ_𝑖𝑖/ 〖 (1−ℎ_𝑖𝑖) 〗
^2
 𝐷_𝑖=(𝑒_𝑖^2)/
(𝑘∗𝐶𝑀𝐸)∗ℎ_𝑖𝑖/ 〖 (1−ℎ_𝑖𝑖) 〗
^2

Cook's D num den

0.033 0.033 406.337526178942
0.003 0.003 212.7434469 31.048164738554
0.004 0.004 154.9512153 47.277343439592
0.008 0.008 288.8642938 102.417556989116
0.198 0.198 514.6885459 157.919241243592
0.035 0.035 405.4049696 57.275813168200
0.000 0.000 58.87257869 0.010976392289
0.017 0.017 18.65492089 19.570913812509
0.004 0.004 101.3716869 31.859795483654
0.007 0.007 7.673182357 70.803796224303
0.014 0.014 223.0409413 42.511131691454
0.385 0.385 281.8697536 543.311031348735
0.008 0.008 257.685205 52.656167947683
0.366 0.366 911.7530243 1,402.630234100540
0.128 0.128 225.9232671 502.699505359479
0.037 0.037 1939.054862 467.153729380744
0.000 0.000 395.769425 2.957660044553
0.044 0.044 380.7708164 450.846004101437
0.004 0.004 608.9463668 11.859097860142
0.033 0.033 664.2471283 498.597108691293
7652.28563 4,899.742798196810

H0: ρ = 0 No hay correlación serial

H1: ρ ≠ 0 Si hay correlación serial

Si d < dL, entonces Rechazamos Ho 1.08

Si d < dU, entonces NO Rechazamos H 1.28
Si dL ≤ d ≤ dU, entonces la prueba de D-W no es decisiva
 Regression Analysis

R² 0.582
Adjusted R² 0.533 n 20
R 0.763 k 2
Std. Error 16.977 Dep. Var. Rendimiento anual %

ANOVA table
Source SS df MS F p-value
Regression 6,823.2072 2 3,411.6036 11.84 .0006
Residual 4,899.7428 17 288.2202
Total 11,722.9500 19

Regression output confidence interval

variables coefficients std. error t (df=17) p-value 95% lower 95% upper VIF
Intercept 247.3579
ón de seguridad -32.8445 13.9504 -2.354 .0308 -62.2773 -3.4117 1.357
astos anuales % 34.5887 14.1294 2.448 .0255 4.7782 64.3991 1.357

Regression Analysis

R² 0.582
Adjusted R² 0.533 n 20
R 0.763 k 2
Std. Error 16.977 Dep. Var. Rendimiento anual %

ANOVA table
Source SS df MS F p-value
Regression 6,823.2072 2 3,411.6036 11.84 .0006
Residual 4,899.7428 17 288.2202
Total 11,722.9500 19

Regression output confidence interval

variables coefficients std. error t (df=17) p-value 95% lower 95% upper
Intercept 247.3579
ón de seguridad -32.8445 13.9504 -2.354 .0308 -62.2773 -3.4117
astos anuales % 34.5887 14.1294 2.448 .0255 4.7782 64.3991

Observation Rendimiento anual % Predicted Residual

1 49.0 69.2 -20.2
2 52.0 57.6 -5.6
3 89.0 82.1 6.9
4 58.0 68.1 -10.1
5 131.0 118.4 12.6
6 59.0 66.6 -7.6
 7 99.0 98.9 0.1
8 53.0 48.6 4.4
9 77.0 82.6 -5.6
10 54.0 62.4 -8.4
11 57.0 50.5 6.5
12 61.0 37.7 23.3
13 88.0 80.7 7.3
14 122.0 84.5 37.5
15 71.0 48.6 22.4
16 51.0 72.6 -21.6
17 60.0 61.7 -1.7
18 50.0 71.2 -21.2
19 93.0 89.6 3.4
20 47.0 69.3 -22.3

Residuals
50.9
Residual (gridlines = std. error)

34.0

17.0

0.0

-17.0

-34.0
0 5 10 15 20 25
Observation

Residuals by Predicted
50.9 8/2/2022 15:32.38
Residual (gridlines = std. error)

34.0

17.0

0.0

-17.0

-34.0
20 40 60 80 100 120 140
Predicted
Residual (
-17.0

-34.0
20 40 60 80 100 120 140
Predicted

Residuals by Evaluación de seguridad

50.9 8/2/2022 15:32.38
Residual (gridlines = std. error)

34.0

17.0

0.0

-17.0

-34.0
6.0 6.2 6.4 6.6 6.8 7.0 7.2 7.4 7.6 7.8
Evaluación de seguridad

Residuals by Coeficiente de gastos anuales %

50.9 8/2/2022 15:32.38
Residual (gridlines = std. error)

34.0

17.0

0.0

-17.0

-34.0
0.50 0.70 0.90 1.10 1.30 1.50 1.70 1.90 2.10 2.30
Coeficiente de gastos anuales %

Normal Probability Plot of Residuals

50.0

40.0

30.0
 Normal Probability Plot of Residuals
50.0 8/2/2022 15:32.08

40.0

30.0

20.0
Residual

10.0

0.0

-10.0

-20.0

-30.0
-2.5 -2.0 -1.5 -1.0 -0.5 0.0 0.5 1.0 1.5 2.0 2.5
Normal Score
En la tabla siguiente se da el rendimiento anual, la evaluación de la seguridad (0 = de alto riesgo, 10 segura) y el coeficiente de
extranjeros
Evaluación de Coeficiente de gastos Rendimiento anual
seguridad anuales % %
7.1 1.59 49 Calcule e interprete el coeficie
7.2 1.35 52 Calcule e interprete el coeficie
6.8 1.68 89 Verifique la existencia de dato
7.1 1.56 58 Verifique se existe autocorrela
6.2 2.16 131 Verifique los supuestos de reg
7.4 1.80 59
6.5 1.88 99
7.0 0.90 53 Si 0 < r ≤ 0.20, entonces “Exist
6.9 1.79 77 Si -0.20 ≤ r < 0.
7.2 1.49 54
7.1 1.05 57 Si 0.20 < r ≤ 0.40 , entonces “
7.7 1.25 61 Si -0.40 ≤ r < -0.20
7.0 1.83 88
7.0 1.94 122 Si 0.40 < r ≤ 0.70 , entonces “
7.2 1.09 71 Si -0.70 ≤ r < -0.40
6.9 1.50 51
7.0 1.28 60 Si 0.70 < r < 1 , entonces “Exis
7.1 1.65 50 Si -1 < r < -0.70
6.5 1.61 93 Si el valor de r es positivo, ent
7.0 1.50 47
10 segura) y el coeficiente de gastos anuales de 20 fondos

alcule e interprete el coeficiente de correlación

alcule e interprete el coeficiente de determinación
erifique la existencia de datos influyentes
erifique se existe autocorrelación
erifique los supuestos de regresión del modelo

0 < r ≤ 0.20, entonces “Existe correlación no significativa”.

-0.20 ≤ r < 0.

0.20 < r ≤ 0.40 , entonces “Existe correlación baja”.

-0.40 ≤ r < -0.20

0.40 < r ≤ 0.70 , entonces “Existe una significativa correlación”.

-0.70 ≤ r < -0.40

0.70 < r < 1 , entonces “Existe alto grado de asociación”.

-1 < r < -0.70
el valor de r es positivo, entonces la relación será directa, en cambio si es negativo, la relación será inversa.
 Regression Analysis

R² 0.750
Adjusted R² 0.717 n 18
R 0.866 k 2
Std. Error 12.190 Dep. Var. Rendimiento anual %

ANOVA table
Source SS df MS F p-value
Regression 6,703.9914 2 3,351.9957 22.56 3.01E-05
Residual 2,229.1197 15 148.6080
Total 8,933.1111 17

Regression output confidence interval

variables coefficients std. error t (df=15) p-value 95% lower 95% upper
Intercept 412.1858
ón de seguridad -53.7612 11.6402 -4.619 .0003 -78.5717 -28.9507
astos anuales % 19.8325 10.8286 1.831 .0870 -3.2482 42.9131
En la tabla siguiente se da el rendimiento anual, la evaluación de la seguridad (0 = de alto riesgo, 10 segura) y el coeficiente de
extranjeros
Evaluación de Coeficiente de gastos Rendimiento anual
seguridad anuales % %
1 7.1 1.59 49
2 7.2 1.35 52
3 6.8 1.68 89
4 7.1 1.56 58
5 6.2 2.16 131
6 7.4 1.80 59
7 6.5 1.88 99
8 7.0 0.90 53
9 6.9 1.79 77
10 7.2 1.49 54
11 7.1 1.05 57
13 7.0 1.83 88
15 7.2 1.09 71
16 6.9 1.50 51
17 7.0 1.28 60
18 7.1 1.65 50
19 6.5 1.61 93
20 7.0 1.50 47
10 segura) y el coeficiente de gastos anuales de 20 fondos