PRIMERA PRACTICA DE ECONOMIA INTERNACIONAL II

CUADRO 01

INTERPRETACION: Las exportaciones presentan una tendencia creciente desde el 1993 hasta
el 2007, luego la gráfica muestra una desaceleración originada por la crisis financiera mundial.
CUADRO 02

Dependent Variable: LOG(X)

Method: Least Squares
Date: 11/21/18 Time: 11:36
Sample (adjusted): 6 104
Included observations: 99 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.  

C -23.64622 1.377916 -17.16085 0.0000

LOG(PBIU) 1.647876 0.119298 13.81305 0.0000
E 0.838888 0.332913 2.519838 0.0134
LOG(TI) 1.617523 0.125755 12.86254 0.0000
DLOG(IP) -0.211167 0.203451 -1.037925 0.3020

R-squared 0.986145    Mean dependent var 8.257191

Adjusted R-squared 0.985556    S.D. dependent var 0.881580
S.E. of regression 0.105952    Akaike info criterion -1.602470
Sum squared resid 1.055234    Schwarz criterion -1.471403
Log likelihood 84.32225    Hannan-Quinn criter. -1.549440
F-statistic 1672.667    Durbin-Watson stat 0.889632
Prob(F-statistic) 0.000000

INTERPRETACION:

 H0=O
H1#0 Prob. 0.00
Conclusión. Se rechaza la hipótesis nula y se acepta la alternativa, y se concluye que si
los parámetros son estadísticamente significativos
 R-squared: 0.9861 El 99% de las fluctuaciones promedios de las exportaciones están
siendo explicados por alas variables consideradas.
CUADRO 3

Dependent Variable: LOG(X)

Method: Least Squares
Date: 11/21/18 Time: 11:36
Sample (adjusted): 6 104
Included observations: 99 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.  

C -23.64622 1.377916 -17.16085 0.0000

LOG(PBIU) 1.647876 0.119298 13.81305 0.0000
E 0.838888 0.332913 2.519838 0.0134
LOG(TI) 1.617523 0.125755 12.86254 0.0000
DLOG(IP) -0.211167 0.203451 -1.037925 0.3020

R-squared 0.986145    Mean dependent var 8.257191

Adjusted R-squared 0.985556    S.D. dependent var 0.881580
S.E. of regression 0.105952    Akaike info criterion -1.602470
Sum squared resid 1.055234    Schwarz criterion -1.471403
Log likelihood 84.32225    Hannan-Quinn criter. -1.549440
F-statistic 1672.667    Durbin-Watson stat 0.889632
INTERPRETACION:
Prob(F-statistic) 0.000000

Interpretación: El Durbin-Watson es 0.8896 por lo tanto si hay auto

correlación.

CUADRO 04
INTERPRETACION: Por lo general podemos decir que si tiene estabilidad el residuo de las
fluctuaciones de la regresión estimada.

CUADRO 05
Estimation Command:
=========================
LS LOG(X) C LOG(PBIU) E LOG(TI) DLOG(IP)

Estimation Equation:
=========================
LOG(X) = C(1) + C(2)*LOG(PBIU) + C(3)*E + C(4)*LOG(TI) + C(5)*DLOG(IP)

Substituted Coefficients:
=========================
LOG(X) = -23.6462181371 + 1.64787591064*LOG(PBIU) + 0.838887644764*E + 1.6175229189*LOG(TI)
- 0.211166906718*DLOG(IP)

CUADRO 06

Wald Test:
Equation: Untitled

Test Statistic Value df Probability

t-statistic -10.86830  94  0.0000

F-statistic  118.1199 (1, 94)  0.0000
Chi-square  118.1199  1  0.0000

Null Hypothesis: C(5)=2

Null Hypothesis Summary:

Normalized Restriction (= 0) Value Std. Err.

-2 + C(5) -2.211167  0.203451

Restrictions are linear in coefficients.

interpretación:

H0: C4=2

H1: C4#2 P<0.05

CONCLUCION: EL P-VALVUE es mayor que a 0.05 por lo tanto aceptamos la hipótesis nula.

CUADRO 7

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 21.07332    Prob. F(2,92) 0.0000

Obs*R-squared 31.10415    Prob. Chi-Square(2) 0.0000

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 11/21/18 Time: 11:43
Sample: 6 104
Included observations: 99
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.  

C -0.019991 1.154276 -0.017319 0.9862

LOG(PBIU) 0.003635 0.099985 0.036358 0.9711
E -0.010730 0.278685 -0.038501 0.9694
LOG(TI) -0.007193 0.105487 -0.068185 0.9458
DLOG(IP) 0.025228 0.170939 0.147587 0.8830
RESID(-1) 0.639469 0.102618 6.231524 0.0000
RESID(-2) -0.187928 0.103508 -1.815585 0.0727

R-squared 0.314183    Mean dependent var 4.04E-15

Adjusted R-squared 0.269456    S.D. dependent var 0.103768
S.E. of regression 0.088692    Akaike info criterion -1.939211
Sum squared resid 0.723697    Schwarz criterion -1.755717
Log likelihood 102.9909    Hannan-Quinn criter. -1.864969
F-statistic 7.024439    Durbin-Watson stat 1.834896
Prob(F-statistic) 0.000004

CUADRO 8

CUADRO 9

Dependent Variable: LOG(X)

Method: ARMA Maximum Likelihood (OPG - BHHH)
Date: 11/21/18 Time: 11:48
Sample: 6 104
Included observations: 99
Convergence achieved after 8 iterations
Coefficient covariance computed using outer product of gradients

Variable Coefficient Std. Error t-Statistic Prob.  

C -24.59092 2.335983 -10.52701 0.0000

LOG(PBIU) 1.753177 0.206281 8.498966 0.0000
E 0.741489 0.455712 1.627099 0.1071
LOG(TI) 1.479485 0.225142 6.571334 0.0000
DLOG(IP) -0.284701 0.260422 -1.093231 0.2771
AR(1) 0.587937 0.102437 5.739520 0.0000
SIGMASQ 0.007333 0.001090 6.724391 0.0000

R-squared 0.990468    Mean dependent var 8.257191

Adjusted R-squared 0.989847    S.D. dependent var 0.881580
S.E. of regression 0.088830    Akaike info criterion -1.931809
Sum squared resid 0.725957    Schwarz criterion -1.748315
Log likelihood 102.6245    Hannan-Quinn criter. -1.857567
F-statistic 1593.368    Durbin-Watson stat 1.816432
Prob(F-statistic) 0.000000

Inverted AR Roots       .59

CUADRO 10

CUADRO 11

Dependent Variable: LOG(X)

Method: Least Squares
Date: 11/21/18 Time: 12:00
Sample (adjusted): 7 104
Included observations: 98 after adjustments
 Variable Coefficient Std. Error t-Statistic Prob.  

C -9.436604 2.241965 -4.209078 0.0001

LOG(PBIU) 0.788325 1.492504 0.528190 0.5987
E 0.476767 0.480723 0.991772 0.3240
LOG(TI) -0.347100 0.450287 -0.770841 0.4429
DLOG(IP) 1.049651 0.351127 2.989378 0.0036
LOG(X(-1)) 0.634512 0.083681 7.582522 0.0000
LOG(PBIU(-1)) -0.107969 1.516617 -0.071191 0.9434
E(-1) 0.054358 0.453830 0.119775 0.9049
LOG(TI(-1)) 0.835859 0.424939 1.967007 0.0523
DLOG(IP(-1)) 0.155546 0.178728 0.870293 0.3865

R-squared 0.992280    Mean dependent var 8.272655

Adjusted R-squared 0.991490    S.D. dependent var 0.872512
S.E. of regression 0.080488    Akaike info criterion -2.104978
Sum squared resid 0.570085    Schwarz criterion -1.841206
Log likelihood 113.1439    Hannan-Quinn criter. -1.998288
F-statistic 1256.750    Durbin-Watson stat 1.952668
Prob(F-statistic) 0.000000

CUADRO 12
Estimation Command:
=========================
LS LOG(X) C LOG(PBIU) E LOG(TI) DLOG(IP) LOG(X(-1)) LOG(PBIU(-1)) E(-1) LOG(TI(-1)) DLOG(IP(-
1))

Estimation Equation:
=========================
LOG(X) = C(1) + C(2)*LOG(PBIU) + C(3)*E + C(4)*LOG(TI) + C(5)*DLOG(IP) + C(6)*LOG(X(-1)) +
C(7)*LOG(PBIU(-1)) + C(8)*E(-1) + C(9)*LOG(TI(-1)) + C(10)*DLOG(IP(-1))

Substituted Coefficients:
=========================
LOG(X) = -9.43660373887 + 0.788325428457*LOG(PBIU) + 0.47676734893*E -
0.347100057713*LOG(TI) + 1.04965139201*DLOG(IP) + 0.634511899655*LOG(X(-1)) -
0.107968785929*LOG(PBIU(-1)) + 0.0543576308078*E(-1) + 0.835858867242*LOG(TI(-1)) +
0.155546113264*DLOG(IP(-1))

CUADRO 13
CUADRO 14
CUADRO 15