FECHA FIX

Jan-92 3.0673 32.174

Feb-92 3.0609 32.246 32.362
Mar-92 3.0620 32.234 32.393 32.510
Apr-92 3.0786 32.046 32.292 32.453 32.572
May-92 3.1150 31.635 31.992 32.240 32.402 32.522
Jun-92 3.1230 31.545 31.741 32.100 32.350 32.513
Jul-92 3.1124 31.664 31.755 31.953 32.315 32.567
Aug-92 3.0765 32.069 32.017 32.110 32.310 32.675
Sep-92 3.0190 32.724 32.547 32.494 32.587 32.788
Oct-92 3.1256 31.516 32.268 32.097 32.048 32.143
Nov-92 3.1141 31.645 31.731 32.489 32.318 32.268
Dec-92 3.1209 31.568 31.758 31.845 32.607 32.436
Jan-93 3.1140 31.646 31.758 31.950 32.038 32.804
Feb-93 3.0987 31.818 31.883 31.997 32.190 32.279
Mar-93 3.0937 31.875 31.998 32.064 32.179 32.373
Apr-93 3.1139 31.647 31.913 32.038 32.105 32.221
May-93 3.1190 31.590 31.770 32.037 32.163 32.232
Jun-93 3.1180 31.601 31.746 31.928 32.198 32.325
Jul-93 3.1179 31.602 31.753 31.900 32.083 32.354
Aug-93 3.1142 31.644 31.774 31.926 32.075 32.259
Sep-93 3.1179 31.602 31.774 31.906 32.060 32.209
Oct-93 3.1259 31.512 31.708 31.882 32.015 32.170
Nov-93 3.1042 31.756 31.785 31.983 32.158 32.292
Dec-93 3.1071 31.724 31.892 31.921 32.121 32.297
Jan-94 3.1054 31.743 31.885 32.054 32.085 32.286
Feb-94 3.1933 30.760 31.399 31.543 31.713 31.746
Mar-94 3.3606 28.932 29.981 30.610 30.755 30.926
Apr-94 3.2748 29.863 29.538 30.608 31.247 31.394
May-94 3.3214 29.356 29.755 29.434 30.502 31.140
Jun-94 3.3938 28.576 29.109 29.508 29.192 30.253
Jul-94 3.4006 28.504 28.684 29.219 29.620 29.304
Aug-94 3.3903 28.614 28.702 28.884 29.424 29.828
Sep-94 3.3983 28.528 28.715 28.804 28.988 29.530
Oct-94 3.4381 28.105 28.459 28.647 28.738 28.923
Nov-94 3.4386 28.099 28.244 28.602 28.791 28.883
Dec-94 4.9950 14.021 19.992 20.137 20.435 20.613
Jan-95 5.9000 8.063 10.733 15.338 15.485 15.749
Feb-95 6.0050 7.477 7.841 10.442 14.927 15.075
Mar-95 6.8475 3.580 5.247 5.526 7.390 10.607
Apr-95 6.0517 7.224 5.136 7.497 7.863 10.473
May-95 6.1808 6.547 6.949 4.943 7.219 7.575
Jun-95 6.2608 6.144 6.411 6.807 4.844 7.076
Jul-95 6.1142 6.892 6.574 6.856 7.275 5.173
Aug-95 6.2763 6.067 6.537 6.239 6.511 6.914
Sep-95 6.3848 5.545 5.866 6.324 6.038 6.304
Oct-95 7.1471 2.536 3.813 4.055 4.394 4.217
Nov-95 7.5467 1.423 1.942 2.936 3.139 3.418
Dec-95 7.7396 1.000 1.225 1.678 2.546 2.732
Jan-96 7.4212 1.738 1.345 1.637 2.229 3.361
Feb-96 7.6296 1.232 1.499 1.164 1.421 1.941
Mar-96 7.5375 1.445 1.364 1.656 1.283 1.564
Apr-96 7.4462 1.673 1.587 1.495 1.812 1.402
May-96 7.4208 1.739 1.740 1.650 1.554 1.882
Jun-96 7.5814 1.341 1.563 1.568 1.490 1.406
Jul-96 7.5893 1.323 1.363 1.588 1.593 1.514
Aug-96 7.5831 1.337 1.361 1.402 1.632 1.637
Sep-96 7.5519 1.410 1.404 1.428 1.470 1.710
Oct-96 8.0478 0.478 0.853 0.862 0.889 0.927
Nov-96 7.8930 0.717 0.604 1.069 1.073 1.099
Dec-96 7.8703 0.755 0.758 0.639 1.129 1.131
Jan-97 7.8217 0.842 0.821 0.823 0.691 1.219
Feb-97 7.9740 0.586 0.727 0.712 0.717 0.605
Mar-97 7.9313 0.653 0.639 0.791 0.773 0.776
Apr-97 7.9519 0.620 0.658 0.644 0.798 0.779
May-97 7.9167 0.677 0.669 0.709 0.692 0.855
Jun-97 7.9504 0.623 0.671 0.664 0.704 0.688
Jul-97 7.8248 0.837 0.743 0.797 0.785 0.827
Aug-97 7.7853 0.910 0.897 0.796 0.852 0.837
Sep-97 7.7707 0.939 0.950 0.936 0.829 0.887
Oct-97 8.3683 0.138 0.386 0.406 0.414 0.379
Nov-97 8.2135 0.277 0.205 0.562 0.580 0.581
Dec-97 8.0681 0.451 0.367 0.269 0.729 0.745
Jan-98 8.4643 0.076 0.203 0.173 0.132 0.372
Feb-98 8.5253 0.046 0.066 0.180 0.156 0.120
Mar-98 8.5192 0.049 0.053 0.075 0.203 0.173
Apr-98 8.4898 0.062 0.061 0.065 0.091 0.241
May-98 8.8164 0.006 -0.012 -0.005 0.001 0.009
Jun-98 8.9852 0.060 0.017 -0.048 -0.036 -0.029
Jul-98 8.9215 0.033 0.038 0.010 -0.025 -0.016
Aug-98 9.9717 1.518 0.219 0.290 0.089 -0.280
Sep-98 10.1933 2.114 1.758 0.255 0.337 0.103
Oct-98 10.1137 1.888 1.959 1.627 0.235 0.311
Nov-98 9.9995 1.588 1.695 1.753 1.452 0.209
Dec-98 9.8963 1.338 1.424 1.515 1.563 1.291
Jan-99 10.1543 2.002 1.606 1.715 1.832 1.898
Feb-99 9.9441 1.451 1.666 1.331 1.415 1.506
Mar-99 9.5218 0.612 0.910 1.030 0.811 0.848
Apr-99 9.2447 0.255 0.374 0.543 0.600 0.458
May-99 9.6872 0.898 0.465 0.699 1.043 1.187
Jun-99 9.4409 0.492 0.639 0.327 0.485 0.714
Jul-99 9.4010 0.438 0.445 0.576 0.293 0.432
Aug-99 9.3850 0.417 0.409 0.415 0.535 0.271
Sep-99 9.3483 0.371 0.376 0.367 0.370 0.474
Oct-99 9.6250 0.784 0.523 0.537 0.532 0.545
Nov-99 9.4320 0.480 0.589 0.389 0.394 0.386
Dec-99 9.4986 0.576 0.507 0.624 0.413 0.420
Jan-00 9.6253 0.785 0.652 0.576 0.712 0.473
Feb-00 9.3662 0.393 0.531 0.435 0.378 0.458
Mar-00 9.2845 0.297 0.325 0.435 0.352 0.302
Apr-00 9.4127 0.453 0.352 0.388 0.524 0.428
May-00 9.5110 0.595 0.501 0.391 0.432 0.587
Jun-00 9.8243 1.177 0.816 0.694 0.547 0.612
Jul-00 9.3667 0.393 0.651 0.442 0.367 0.282
Aug-00 9.1995 0.212 0.272 0.440 0.292 0.236
Sep-00 9.4459 0.499 0.313 0.409 0.678 0.461
Oct-00 9.5642 0.680 0.564 0.355 0.466 0.776
Nov-00 9.4155 0.457 0.535 0.439 0.274 0.356
Dec-00 9.6098 0.757 0.570 0.673 0.557 0.350
Jan-01 9.6828 0.890 0.798 0.601 0.711 0.589
Feb-01 9.7025 0.927 0.883 0.791 0.596 0.704
Mar-01 9.4933 0.568 0.700 0.660 0.585 0.436
Apr-01 9.2537 0.264 0.367 0.443 0.408 0.353
May-01 9.1835 0.197 0.215 0.294 0.349 0.316
Jun-01 9.0708 0.110 0.135 0.143 0.188 0.214
Jul-01 9.1408 0.161 0.124 0.154 0.164 0.220
Aug-01 9.2000 0.212 0.174 0.135 0.168 0.181
Sep-01 9.5098 0.593 0.342 0.287 0.228 0.294
Oct-01 9.2542 0.265 0.376 0.212 0.174 0.134
Nov-01 9.2681 0.279 0.258 0.366 0.206 0.168
Dec-01 9.1695 0.185 0.213 0.194 0.268 0.148
Jan-02 9.1463 0.166 0.163 0.186 0.167 0.229
Feb-02 9.1303 0.153 0.148 0.145 0.164 0.145
Mar-02 9.0160 0.076 0.098 0.091 0.084 0.089
Apr-02 9.3720 0.400 0.167 0.226 0.224 0.225
May-02 9.6562 0.840 0.563 0.239 0.326 0.329
Jun-02 9.9568 1.482 1.091 0.736 0.314 0.433
Jul-02 9.7861 1.095 1.241 0.910 0.610 0.259
Aug-02 9.9109 1.372 1.198 1.360 0.999 0.672
Sep-02 10.2299 2.221 1.714 1.503 1.715 1.266
Oct-02 10.1552 2.004 2.070 1.595 1.396 1.591
Nov-02 10.1465 1.980 1.954 2.016 1.553 1.358
Dec-02 10.4393 2.889 2.354 2.330 2.412 1.863
Jan-03 10.9069 4.698 3.639 2.974 2.953 3.068
Feb-03 11.0324 5.257 4.911 3.806 3.112 3.092
Mar-03 10.7889 4.200 4.638 4.325 3.345 2.730
Apr-03 10.3000 2.435 3.143 3.454 3.206 2.467
May-03 10.3377 2.554 2.452 3.165 3.478 3.228
Jun-03 10.4370 2.882 2.670 2.565 3.312 3.642
Jul-03 10.5243 3.186 2.984 2.766 2.658 3.434
Aug-03 11.0475 5.327 4.071 3.826 3.559 3.431
Sep-03 11.0133 5.170 5.186 3.962 3.722 3.460
Oct-03 11.0525 5.350 5.198 5.214 3.983 3.741
Nov-03 11.3985 7.070 6.088 5.923 5.949 4.551
Dec-03 11.2372 6.239 6.570 5.652 5.494 5.513
Jan-04 11.0214 5.207 5.632 5.924 5.090 4.941
Feb-04 11.0606 5.388 5.235 5.663 5.955 5.116
Mar-04 11.1748 5.931 5.590 5.434 5.879 6.186
Apr-04 11.4093 7.128 6.436 6.072 5.906 6.396
May-04 11.4147 7.157 7.071 6.383 6.020 5.856
Jun-04 11.5258 7.764 7.382 7.295 6.587 6.214
Jul-04 11.4079 7.120 7.360 6.994 6.907 6.233
Aug-04 11.3807 6.976 6.976 7.209 6.848 6.760
Sep-04 11.3884 7.017 6.925 6.924 7.154 6.795
Oct-04 11.5390 7.837 7.345 7.251 7.253 7.496
Nov-04 11.2373 6.239 6.917 6.473 6.382 6.374
Dec-04 11.1495 5.808 5.953 6.596 6.168 6.077
Jan-05 11.2141 6.124 5.899 6.046 6.700 6.266
Feb-05 11.0965 5.556 5.766 5.550 5.684 6.293
Mar-05 11.1783 5.948 5.685 5.901 5.681 5.819
Apr-05 11.0832 5.493 5.650 5.397 5.598 5.386
May-05 10.9160 4.737 5.038 5.176 4.938 5.116
Jun-05 10.7752 4.144 4.372 4.644 4.766 4.541
Jul-05 10.6057 3.483 3.744 3.944 4.183 4.285
Aug-05 10.7995 4.244 3.794 4.084 4.306 4.572
Sep-05 10.7907 4.208 4.170 3.727 4.010 4.227
Oct-05 10.7857 4.187 4.142 4.104 3.667 3.943
Nov-05 10.5793 3.385 3.710 3.663 3.622 3.230
Dec-05 10.6344 3.591 3.437 3.767 3.720 3.679
Jan-06 10.4433 2.903 3.178 3.035 3.320 3.271
Feb-06 10.4560 2.946 2.879 3.150 3.008 3.289
Mar-06 10.8935 4.640 3.651 3.578 3.927 3.762
Apr-06 11.0903 5.526 5.006 3.942 3.867 4.248
May-06 11.2966 6.539 5.948 5.392 4.249 4.171
Jun-06 11.2723 6.415 6.408 5.827 5.280 4.160
Jul-06 10.9181 4.746 5.450 5.433 4.930 4.458
Aug-06 10.9037 4.684 4.656 5.345 5.326 4.831
Sep-06 10.9935 5.081 4.820 4.793 5.503 5.485
Oct-06 10.7640 4.099 4.503 4.265 4.233 4.851
Nov-06 10.9975 5.099 4.517 4.968 4.711 4.682
Dec-06 10.8116 4.294 4.618 4.086 4.487 4.248
Jan-07 11.0382 5.284 4.708 5.069 4.489 4.935
Feb-07 11.1682 5.899 5.521 4.921 5.300 4.696
Mar-07 11.0322 5.257 5.503 5.146 4.582 4.931
Apr-07 10.9278 4.789 4.956 5.184 4.843 4.308
May-07 10.7445 4.020 4.329 4.473 4.672 4.358
Jun-07 10.7946 4.224 4.067 4.379 4.525 4.726
 Jul-07 10.9273 4.787 4.441 4.278 4.609 4.766
Aug-07 11.0378 5.282 4.970 4.612 4.445 4.791
Sep-07 10.9315 4.805 4.976 4.677 4.337 4.176
Oct-07 10.7023 3.853 4.244 4.387 4.116 3.810
Nov-07 10.8968 4.654 4.182 4.610 4.771 4.481
Dec-07 10.9157 4.736 4.637 4.165 4.592 4.751
Jan-08 10.8262 4.354 4.483 4.385 3.936 4.335
Feb-08 10.7243 3.940 4.086 4.202 4.106 3.682
Mar-08 10.6482 3.643 3.735 3.870 3.976 3.882
Apr-08 10.5095 3.133 3.327 3.406 3.524 3.615
May-08 10.3306 2.532 2.769 2.934 2.996 3.093
Jun-08 10.3069 2.457 2.451 2.679 2.836 2.895
Jul-08 10.0353 1.679 1.989 1.976 2.149 2.265
Aug-08 10.2847 2.388 1.967 2.337 2.329 2.542
Sep-08 10.9814 5.026 3.423 2.835 3.386 3.394
Oct-08 12.7125 15.785 8.847 6.056 5.043 6.056
Nov-08 13.3225 21.004 18.102 10.154 6.956 5.797
Dec-08 13.8325 25.939 23.218 20.020 11.235 7.701
Jan-09 14.3097 31.027 28.232 25.281 21.807 12.243
Feb-09 15.0698 40.073 35.112 31.965 28.639 24.717
Mar-09 14.1517 29.292 34.091 29.846 27.150 24.304
Apr-09 13.8443 26.059 27.483 31.973 27.981 25.443
May-09 13.1667 19.600 22.463 23.669 27.510 24.053
Jun-09 13.1722 19.649 19.506 22.352 23.550 27.370
Jul-09 13.2125 20.008 19.708 19.564 22.418 23.619
Aug-09 13.3140 20.926 20.342 20.038 19.892 22.795
n= 212
1829.116 1793.226 1753.626 1712.002 1669.949

8.63 8.46 8.27 8.08 7.88

VARIANZA COVARIANZAS

FUNCION DE AUTOCORRELACION SIMPLE (FAC)

ρ1 ρ2 ρ3 ρ4 ρ5 ρ6
0.980 0.959 0.936 0.913

FUNCION DE AUTOCORRELACION PARCIAL (FACP)

Φ11 Φ22 Φ33 Φ44 Φ55 Φ66
0.980 -0.062 -0.037 -0.015

1.0000 0.9804
0.9804 0.9587 0 BANDAS DE SIGNIFICANCIA
Φ22
1.0000 0.9804 0.980
0.9804 1.0000 0.04 0.959
 0.936
1.000 0.980 0.980 0.913
0.980 1.000 0.959
0.959 0.980 0.936 0.000
Φ33
1 0.980 0.959
0.980 1 0.980
0.959 0.980 1 0.002 1.200
1.000
0.800
0.600
0.400
1.000 0.980 0.959 0.980
0.200
0.980 1.000 0.980 0.959
0.959 0.980 1.000 0.936 0.000
0.936 0.959 0.980 0.913 0.000 -0.200
Φ44 1
1 0.980 0.959 0.936
0.980 1 0.980 0.959
0.959 0.980 1 0.980
0.936 0.959 0.980 1 0.000
8.7395 1er momento
8.7664
8.7935
8.8210
8.8486
BANDAS DE SIGNIFICANCIA

0.980 -0.135 0.135

-0.062 -0.135 0.135
 -0.037 -0.135 0.135
-0.015 -0.135 0.135

1.200
1.000
0.800
0.600
0.400
0.200
0.000
-0.200
1 2 3 4