Dependent Variable: PIB

Method: Least Squares

Date: 06/26/18 Time: 21:52
Sample: 1987 2016
Included observations: 30

Variable Coefficient Std. Error t-Statistic Prob.

C -1.82E+09 3.77E+08 -4.839456 0.0001

CONSUMO 1.285136 0.033014 38.92674 0.0000
EXPORTACIONES 0.805011 0.217824 3.695689 0.0010
IMPORTACIONES -0.546170 0.217792 -2.507755 0.0187

R-squared 0.998829    Mean dependent var 4.31E+10

Adjusted R-squared 0.998694    S.D. dependent var 2.99E+10
S.E. of regression 1.08E+09    Akaike info criterion 44.56180
Sum squared resid 3.03E+19    Schwarz criterion 44.74863
Log likelihood -664.4270    Hannan-Quinn criter. 44.62157
F-statistic 7391.659    Durbin-Watson stat 0.314407
Prob(F-statistic) 0.000000
 CORRELACIÓN

EXPORTACION IMPORTACION
PIB CONSUMO ES ES
0.99896058416 0.96208295996 0.96407786978
PIB 1 6066 49452 27692
0.99896058416 0.95572986112 0.96031452688
CONSUMO 6066 1 69286 50658
EXPORTACIO 0.96208295996 0.95572986112 0.99417316754
NES 49452 69286 1 95285
IMPORTACION 0.96407786978 0.96031452688 0.99417316754 1
 ES 27692 50658 95285

HETEROSEDASTICIDAD

LOS RESIDUOS NO SE AJUSTAN DE MANERA PERFECTA AL VALOR MEDIO ESTIMADO DE Y, POR LO

TANTO NO EXISTE HETEROSCEDASTICIDAD.

Dependent Variable: LNPIB

Method: Least Squares
Date: 06/27/18 Time: 07:41
Sample: 1987 2016
Included observations: 30

Variable Coefficient Std. Error t-Statistic Prob.

C 13.62306 1.141921 11.92995 0.0000

CONSUMO 1.53E-11 1.92E-12 7.945889 0.0000
LNEXPORTACIONES 0.443821 0.052574 8.441746 0.0000

R-squared 0.986541    Mean dependent var 24.26259

Adjusted R-squared 0.985544    S.D. dependent var 0.678338
S.E. of regression 0.081560    Akaike info criterion -2.080315
Sum squared resid 0.179605    Schwarz criterion -1.940195
Log likelihood 34.20473    Hannan-Quinn criter. -2.035490
F-statistic 989.5109    Durbin-Watson stat 1.011986
Prob(F-statistic) 0.000000

Dependent Variable: LNPIB

Method: Least Squares
Date: 06/27/18 Time: 07:52
Sample: 1987 2016
Included observations: 30

Variable Coefficient Std. Error t-Statistic Prob.

C 2.131499 0.646285 3.298079 0.0027

LNCONSUMO 0.917382 0.027854 32.93523 0.0000
IMPORTACIONES 8.67E-12 2.03E-12 4.268677 0.0002

R-squared 0.997739    Mean dependent var 24.26259

Adjusted R-squared 0.997572    S.D. dependent var 0.678338
S.E. of regression 0.033427    Akaike info criterion -3.864253
Sum squared resid 0.030169    Schwarz criterion -3.724133
Log likelihood 60.96379    Hannan-Quinn criter. -3.819427
F-statistic 5957.678    Durbin-Watson stat 1.193832
Prob(F-statistic) 0.000000

Dependent Variable: LNPIB

Method: Least Squares
Date: 06/27/18 Time: 07:53
Sample: 1987 2016
Included observations: 30

Variable Coefficient Std. Error t-Statistic Prob.

C 9.572151 2.261497 4.232661 0.0002

LNEXPORTACIONES 0.633641 0.103504 6.121906 0.0000
IMPORTACIONES 1.85E-11 9.13E-12 2.030298 0.0523

R-squared 0.961018    Mean dependent var 24.26259

Adjusted R-squared 0.958131    S.D. dependent var 0.678338
S.E. of regression 0.138802    Akaike info criterion -1.016901
Sum squared resid 0.520180    Schwarz criterion -0.876781
Log likelihood 18.25352    Hannan-Quinn criter. -0.972076
F-statistic 332.8146    Durbin-Watson stat 0.947542
Prob(F-statistic) 0.000000

Dependent Variable: LNPIB

Method: Least Squares
Date: 06/27/18 Time: 08:00
Sample: 1987 2016
Included observations: 30

Variable Coefficient Std. Error t-Statistic Prob.

C -0.452042 0.288061 -1.569257 0.1278

LNCONSUMO 1.029251 0.011992 85.82765 0.0000

R-squared 0.996213    Mean dependent var 24.26259

Adjusted R-squared 0.996078    S.D. dependent var 0.678338
S.E. of regression 0.042481    Akaike info criterion -3.415182
Sum squared resid 0.050530    Schwarz criterion -3.321768
Log likelihood 53.22772    Hannan-Quinn criter. -3.385298
F-statistic 7366.386    Durbin-Watson stat 0.963826
Prob(F-statistic) 0.000000

Dependent Variable: LNPIB

Method: Least Squares
Date: 06/27/18 Time: 08:01
Sample: 1987 2016
Included observations: 30

Variable Coefficient Std. Error t-Statistic Prob.

C 5.233610 0.780474 6.705682 0.0000

LNEXPORTACIONES 0.833226 0.034155 24.39561 0.0000

R-squared 0.955067    Mean dependent var 24.26259

Adjusted R-squared 0.953462    S.D. dependent var 0.678338
S.E. of regression 0.146336    Akaike info criterion -0.941486
Sum squared resid 0.599596    Schwarz criterion -0.848073
Log likelihood 16.12229    Hannan-Quinn criter. -0.911602
F-statistic 595.1460    Durbin-Watson stat 0.890291
Prob(F-statistic) 0.000000

Dependent Variable: RESIDABS

Method: Least Squares
Date: 06/27/18 Time: 21:20
Sample: 1987 2016
Included observations: 30

Variable Coefficient Std. Error t-Statistic Prob.

C 1.33E+18 3.40E+17 3.903352 0.0005

CONSUMO -9546714. 8630299. -1.106186 0.2781

R-squared 0.041872    Mean dependent var 1.01E+18

Adjusted R-squared 0.007653    S.D. dependent var 1.02E+18
S.E. of regression 1.01E+18    Akaike info criterion 85.82058
Sum squared resid 2.87E+37    Schwarz criterion 85.91400
Log likelihood -1285.309    Hannan-Quinn criter. 85.85047
F-statistic 1.223647    Durbin-Watson stat 0.807764
Prob(F-statistic) 0.278060

Dependent Variable: RESIDABS

Method: Least Squares
Date: 06/27/18 Time: 21:22
Sample: 1987 2016
Included observations: 30

Variable Coefficient Std. Error t-Statistic Prob.

C 1.26E+18 3.08E+17 4.090721 0.0003

 EXPORTACIONES -22438647 22078642 -1.016306 0.3182

R-squared 0.035576    Mean dependent var 1.01E+18

Adjusted R-squared 0.001132    S.D. dependent var 1.02E+18
S.E. of regression 1.02E+18    Akaike info criterion 85.82713
Sum squared resid 2.89E+37    Schwarz criterion 85.92055
Log likelihood -1285.407    Hannan-Quinn criter. 85.85702
F-statistic 1.032877    Durbin-Watson stat 0.815061
Prob(F-statistic) 0.318186

Heteroskedasticity Test: Glejser

F-statistic 1.821765    Prob. F(2,27) 0.1811

Obs*R-squared 3.567014    Prob. Chi-Square(2) 0.1680
Scaled explained SS 2.394980    Prob. Chi-Square(2) 0.3020

Test Equation:
Dependent Variable: ARESID
Method: Least Squares
Date: 06/27/18 Time: 21:35
Sample: 1987 2016
Included observations: 30

Variable Coefficient Std. Error t-Statistic Prob.

C 1.04E+09 2.01E+08 5.193030 0.0000

CONSUMO 0.020482 0.016716 1.225248 0.2311
EXPORTACIONES -0.068272 0.042625 -1.601681 0.1209

R-squared 0.118900    Mean dependent var 9.57E+08

Adjusted R-squared 0.053634    S.D. dependent var 5.93E+08
S.E. of regression 5.77E+08    Akaike info criterion 43.27987
Sum squared resid 8.99E+18    Schwarz criterion 43.41999
Log likelihood -646.1981    Hannan-Quinn criter. 43.32470
F-statistic 1.821765    Durbin-Watson stat 2.029246
Prob(F-statistic) 0.181066

CORRECCION DE HETEROCEDASTICIDAD

Heteroskedasticity Test: White

F-statistic 1.487986    Prob. F(5,24) 0.2307

Obs*R-squared 7.099186    Prob. Chi-Square(5) 0.2134
Scaled explained SS 2.830339    Prob. Chi-Square(5) 0.7261

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 06/27/18 Time: 21:40
Sample: 1987 2016
Included observations: 30

Variable Coefficient Std. Error t-Statistic Prob.

C 1.53E+18 9.80E+17 1.559975 0.1319

CONSUMO^2 0.001774 0.004144 0.428161 0.6724
CONSUMO*EXPORTACIONE
S -0.002318 0.024311 -0.095347 0.9248
CONSUMO -82618262 1.32E+08 -0.627745 0.5361
EXPORTACIONES^2 -0.007518 0.037364 -0.201199 0.8422
EXPORTACIONES 2.17E+08 3.14E+08 0.692448 0.4953

R-squared 0.236640    Mean dependent var 1.26E+18

Adjusted R-squared 0.077606    S.D. dependent var 1.27E+18
S.E. of regression 1.22E+18    Akaike info criterion 86.29990
Sum squared resid 3.55E+37    Schwarz criterion 86.58014
Log likelihood -1288.498    Hannan-Quinn criter. 86.38955
F-statistic 1.487986    Durbin-Watson stat 2.119317
Prob(F-statistic) 0.230701

AUTOCORRELACIÓN.

DETECCIÓN DE AUTOCORRELACIÓN.
CORRELOGRAMA

CORRELOGRAM OF RESIDUALS

Date: 06/27/18 Time: 21:52

Sample: 1987 2016
Included observations: 30

Autocorrelation Partial Correlation AC  PAC  Q-Stat  Prob

     . |**** |      . |**** | 1 0.566 0.566 10.604 0.001

     . |*** |      . |* . | 2 0.390 0.103 15.829 0.000
     . |* . |      . *| . | 3 0.197 -0.088 17.215 0.001
     . | . |      . *| . | 4 0.038 -0.108 17.267 0.002
     . | . |      . | . | 5 -0.042 -0.030 17.336 0.004
     . *| . |      . | . | 6 -0.093 -0.029 17.683 0.007
     . | . |      . |* . | 7 0.025 0.182 17.710 0.013
     . |* . |      . |* . | 8 0.123 0.127 18.371 0.019
     . | . |      .**| . | 9 0.001 -0.247 18.371 0.031
     . *| . |      .**| . | 10 -0.151 -0.288 19.462 0.035
     .**| . |      . *| . | 11 -0.262 -0.133 22.921 0.018
     .**| . |      . |* . | 12 -0.234 0.155 25.840 0.011
     .**| . |      . | . | 13 -0.305 -0.051 31.094 0.003
     .**| . |      . *| . | 14 -0.287 -0.102 36.030 0.001
     .**| . |      .**| . | 15 -0.261 -0.241 40.381 0.000
     . *| . |      . | . | 16 -0.143 -0.020 41.781 0.000

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 8.620053    Prob. F(2,25) 0.0014

Obs*R-squared 12.24436    Prob. Chi-Square(2) 0.0022

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 06/27/18 Time: 21:59
Sample: 1987 2016
Included observations: 30
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.

C -57570074 3.29E+08 -0.175191 0.8623

CONSUMO -0.019183 0.029138 -0.658363 0.5163
EXPORTACIONES 0.067327 0.076108 0.884623 0.3848
RESID(-1) 0.637172 0.225425 2.826540 0.0091
RESID(-2) 0.121750 0.241184 0.504800 0.6181

R-squared 0.408145    Mean dependent var -2.40E-06

Adjusted R-squared 0.313449    S.D. dependent var 1.14E+09
S.E. of regression 9.44E+08    Akaike info criterion 44.32060
Sum squared resid 2.23E+19    Schwarz criterion 44.55413
Log likelihood -659.8090    Hannan-Quinn criter. 44.39531
F-statistic 4.310026    Durbin-Watson stat 1.635223
Prob(F-statistic) 0.008673

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 5.528554    Prob. F(3,24) 0.0050

Obs*R-squared 12.25975    Prob. Chi-Square(3) 0.0065

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 06/28/18 Time: 11:13
Sample: 1987 2016
Included observations: 30
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.

C -63158774 3.37E+08 -0.187151 0.8531

CONSUMO -0.019702 0.029943 -0.657998 0.5168
EXPORTACIONES 0.069614 0.079246 0.878455 0.3884
RESID(-1) 0.641911 0.232308 2.763190 0.0108
RESID(-2) 0.097646 0.297422 0.328309 0.7455
RESID(-3) 0.036672 0.254214 0.144258 0.8865

R-squared 0.408658    Mean dependent var -2.40E-06

Adjusted R-squared 0.285462    S.D. dependent var 1.14E+09
S.E. of regression 9.63E+08    Akaike info criterion 44.38640
Sum squared resid 2.23E+19    Schwarz criterion 44.66664
Log likelihood -659.7960    Hannan-Quinn criter. 44.47605
F-statistic 3.317133    Durbin-Watson stat 1.620232
Prob(F-statistic) 0.020357

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 4.007613    Prob. F(4,23) 0.0131

Obs*R-squared 12.32150    Prob. Chi-Square(4) 0.0151

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 06/28/18 Time: 11:15
Sample: 1987 2016
Included observations: 30
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.

 C -53767601 3.46E+08 -0.155522 0.8778
CONSUMO -0.018076 0.031068 -0.581842 0.5663
EXPORTACIONES 0.063534 0.083609 0.759888 0.4550
RESID(-1) 0.643468 0.236955 2.715576 0.0123
RESID(-2) 0.082191 0.308152 0.266724 0.7921
RESID(-3) 0.087387 0.314982 0.277436 0.7839
RESID(-4) -0.074398 0.262479 -0.283442 0.7794

R-squared 0.410717    Mean dependent var -2.40E-06

Adjusted R-squared 0.256990    S.D. dependent var 1.14E+09
S.E. of regression 9.82E+08    Akaike info criterion 44.44958
Sum squared resid 2.22E+19    Schwarz criterion 44.77652
Log likelihood -659.7437    Hannan-Quinn criter. 44.55417
F-statistic 2.671742    Durbin-Watson stat 1.619471
Prob(F-statistic) 0.040767

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 17.48645    Prob. F(1,26) 0.0003

Obs*R-squared 12.06338    Prob. Chi-Square(1) 0.0005

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 06/28/18 Time: 11:17
Sample: 1987 2016
Included observations: 30
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.

C -63095651 3.24E+08 -0.194926 0.8470

CONSUMO -0.014421 0.027171 -0.530768 0.6001
EXPORTACIONES 0.053387 0.069898 0.763788 0.4519
RESID(-1) 0.710492 0.169906 4.181681 0.0003

R-squared 0.402113    Mean dependent var -2.40E-06

Adjusted R-squared 0.333126    S.D. dependent var 1.14E+09
S.E. of regression 9.31E+08    Akaike info criterion 44.26407
Sum squared resid 2.25E+19    Schwarz criterion 44.45090
Log likelihood -659.9611    Hannan-Quinn criter. 44.32384
F-statistic 5.828818    Durbin-Watson stat 1.749581
Prob(F-statistic) 0.003478

CORRECCIÓN DE LA AUTOCORRELACIÓN

Dependent Variable: PIBR

Method: Least Squares
Date: 06/28/18 Time: 11:30
Sample (adjusted): 1988 2016
Included observations: 29 after adjustments
 Variable Coefficient Std. Error t-Statistic Prob.

C -1.31E+09 3.91E+08 -3.353935 0.0025

CONSUMOR 1.191443 0.037861 31.46892 0.0000
EXPORTACIONESR 0.444929 0.092018 4.835244 0.0001

R-squared 0.998756    Mean dependent var 4.12E+10

Adjusted R-squared 0.998660    S.D. dependent var 2.85E+10
S.E. of regression 1.04E+09    Akaike info criterion 44.46534
Sum squared resid 2.83E+19    Schwarz criterion 44.60678
Log likelihood -641.7474    Hannan-Quinn criter. 44.50964
F-statistic 10434.07    Durbin-Watson stat 0.476963
Prob(F-statistic) 0.000000

Dependent Variable: PIB

Method: ARMA Maximum Likelihood (OPG - BHHH)
Date: 06/28/18 Time: 11:39
Sample: 1987 2016
Included observations: 30
Convergence achieved after 90 iterations
Coefficient covariance computed using outer product of gradients

Variable Coefficient Std. Error t-Statistic Prob.

C 5.05E+08 3.01E+09 0.167520 0.8683

CONSUMO 1.158462 0.042967 26.96151 0.0000
EXPORTACIONES 0.492412 0.084533 5.825112 0.0000
AR(1) 0.921813 0.120820 7.629639 0.0000
SIGMASQ 6.24E+17 1.43E+17 4.369237 0.0002

R-squared 0.999276    Mean dependent var 4.31E+10

Adjusted R-squared 0.999161    S.D. dependent var 2.99E+10
S.E. of regression 8.66E+08    Akaike info criterion 44.21010
Sum squared resid 1.87E+19    Schwarz criterion 44.44364
Log likelihood -658.1516    Hannan-Quinn criter. 44.28481
F-statistic 8631.679    Durbin-Watson stat 1.502307
Prob(F-statistic) 0.000000

Inverted AR Roots       .92

Date: 06/28/18 Time: 11:41

Sample: 1987 2016
Included observations: 30
Q-statistic probabilities adjusted for 1 ARMA term

Autocorrelation Partial Correlation AC  PAC  Q-Stat  Prob*

     . | . |      . | . | 1 0.067 0.067 0.1497

     . |* . |      . |* . | 2 0.138 0.134 0.8055 0.369
     . |* . |      . |* . | 3 0.157 0.143 1.6815 0.431
     . | . |      . | . | 4 0.046 0.013 1.7595 0.624
     . | . |      . | . | 5 -0.006 -0.050 1.7611 0.780
     . *| . |      . *| . | 6 -0.116 -0.151 2.2997 0.806
     . |* . |      . |* . | 7 0.130 0.147 3.0036 0.808
     . |* . |      . |* . | 8 0.151 0.201 4.0040 0.779
     . |* . |      . |* . | 9 0.079 0.085 4.2888 0.830
     . | . |      . | . | 10 0.062 -0.034 4.4747 0.877
     . *| . |      ***| . | 11 -0.203 -0.356 6.5663 0.766
     . | . |      . *| . | 12 -0.064 -0.155 6.7844 0.816
     . *| . |      . | . | 13 -0.140 -0.010 7.8966 0.793
     . *| . |      . |* . | 14 -0.097 0.150 8.4597 0.812
     . *| . |      . | . | 15 -0.155 -0.064 9.9996 0.762
     . | . |      . *| . | 16 -0.013 -0.089 10.011 0.819

*Probabilities may not be valid for this equation specification.

CREACION DE MODELOS ECONOMETRICOS

Ramsey RESET Test

Equation: UNTITLED
Specification: PIB C CONSUMO EXPORTACIONES
Omitted Variables: Squares of fitted values

Value df Probability
t-statistic  6.978594  26  0.0000
F-statistic  48.70077 (1, 26)  0.0000
Likelihood ratio  31.66182  1  0.0000

F-test summary:
Mean
Sum of Sq. df Squares
Test SSR  2.46E+19  1  2.46E+19
Restricted SSR  3.77E+19  27  1.39E+18
Unrestricted SSR  1.31E+19  26  5.04E+17

LR test summary:
Value
Restricted LogL -667.6764
Unrestricted LogL -651.8455

Unrestricted Test Equation:

Dependent Variable: PIB
Method: Least Squares
Date: 06/28/18 Time: 12:18
Sample: 1987 2016
Included observations: 30

Variable Coefficient Std. Error t-Statistic Prob.

C 1.59E+09 5.37E+08 2.952114 0.0066

CONSUMO 1.015840 0.040414 25.13612 0.0000
EXPORTACIONES 0.361060 0.053239 6.781868 0.0000
FITTED^2 1.46E-12 2.09E-13 6.978594 0.0000

R-squared 0.999494    Mean dependent var 4.31E+10

Adjusted R-squared 0.999435    S.D. dependent var 2.99E+10
S.E. of regression 7.10E+08    Akaike info criterion 43.72303
Sum squared resid 1.31E+19    Schwarz criterion 43.90986
Log likelihood -651.8455    Hannan-Quinn criter. 43.78280
F-statistic 17112.11    Durbin-Watson stat 1.292826
Prob(F-statistic) 0.000000

Dependent Variable: PIB

Method: Least Squares
Date: 06/28/18 Time: 12:27
Sample: 1987 2016
Included observations: 30

Variable Coefficient Std. Error t-Statistic Prob.

C -1.82E+09 3.77E+08 -4.839456 0.0001

CONSUMO 1.285136 0.033014 38.92674 0.0000
EXPORTACIONES 0.805011 0.217824 3.695689 0.0010
IMPORTACIONES -0.546170 0.217792 -2.507755 0.0187

R-squared 0.998829    Mean dependent var 4.31E+10

Adjusted R-squared 0.998694    S.D. dependent var 2.99E+10
S.E. of regression 1.08E+09    Akaike info criterion 44.56180
Sum squared resid 3.03E+19    Schwarz criterion 44.74863
Log likelihood -664.4270    Hannan-Quinn criter. 44.62157
F-statistic 7391.659    Durbin-Watson stat 0.314407
Prob(F-statistic) 0.000000

Dependent Variable: PIB

Method: Least Squares
Date: 06/28/18 Time: 12:28
Sample: 1987 2016
Included observations: 30

Variable Coefficient Std. Error t-Statistic Prob.

C -1.85E+09 4.56E+08 -4.051578 0.0004

CONSUMO 1.289238 0.039989 32.23990 0.0000
IMPORTACIONES 0.202832 0.096643 2.098785 0.0453

R-squared 0.998214    Mean dependent var 4.31E+10

Adjusted R-squared 0.998081    S.D. dependent var 2.99E+10
S.E. of regression 1.31E+09    Akaike info criterion 44.91733
Sum squared resid 4.63E+19    Schwarz criterion 45.05745
Log likelihood -670.7600    Hannan-Quinn criter. 44.96216
F-statistic 7543.924    Durbin-Watson stat 1.037223
Prob(F-statistic) 0.000000

Dependent Variable: PIB

Method: Least Squares
Date: 06/28/18 Time: 12:29
Sample: 1987 2016
Included observations: 30
 Variable Coefficient Std. Error t-Statistic Prob.

C -1.74E+09 4.10E+08 -4.251911 0.0002

CONSUMO 1.258633 0.034203 36.79854 0.0000
EXPORTACIONES 0.296692 0.087215 3.401828 0.0021

R-squared 0.998546    Mean dependent var 4.31E+10

Adjusted R-squared 0.998438    S.D. dependent var 2.99E+10
S.E. of regression 1.18E+09    Akaike info criterion 44.71176
Sum squared resid 3.77E+19    Schwarz criterion 44.85188
Log likelihood -667.6764    Hannan-Quinn criter. 44.75658
F-statistic 9268.754    Durbin-Watson stat 0.705431
Prob(F-statistic) 0.000000