EJERCICIO Nº2

Se desea analizar las ventas de cemento en función a las variables disponibles, se

pide

a) especificar la mejor relación funcional del modelo estimado

b) obtener los resultados col el programa eviews

c) interpretar los resultados principales

AÑO Y X
2006 15 9
2007 18 9
2008 21 9
2009 23 8
2010 29 6
2011 32 5
2012 34 5

METODO LINIAL

Dependent Variable: Y
Method: Least Squares
Date: 12/10/16 Time: 16:15
Sample: 2006 2012
Included observations: 7

Variable Coefficient Std. Error t-Statistic Prob.

C 51.48000 3.349714 15.36847 0.0000

X -3.693333 0.447055 -8.261482 0.0004

R-squared 0.931743 Mean dependent var 24.57143

Adjusted R-squared 0.918091 S.D. dependent var 7.230886
S.E. of regression 2.069460 Akaike info criterion 4.527409
Sum squared resid 21.41333 Schwarz criterion 4.511955
Log likelihood -13.84593 Hannan-Quinn criter. 4.336398
F-statistic 68.25209 Durbin-Watson stat 1.273549
Prob(F-statistic) 0.000424
METODO LOGARITMICA(1)

Dependent Variable: LOG(Y)

Method: Least Squares
Date: 12/10/16 Time: 16:24
Sample: 2006 2012
Included observations: 7

Variable Coefficient Std. Error t-Statistic Prob.

C 4.269315 0.187398 22.78211 0.0000

X -0.151909 0.025010 -6.073897 0.0017

R-squared 0.880646 Mean dependent var 3.162547

Adjusted R-squared 0.856775 S.D. dependent var 0.305918
S.E. of regression 0.115775 Akaike info criterion -1.239385
Sum squared resid 0.067019 Schwarz criterion -1.254839
Log likelihood 6.337848 Hannan-Quinn criter. -1.430397
F-statistic 36.89223 Durbin-Watson stat 1.080855
Prob(F-statistic) 0.001748

METODO DE LOGARITMICA DOBLE

Dependent Variable: LOG(Y)

Method: Least Squares
Date: 12/10/16 Time: 16:19
Sample: 2006 2012
Included observations: 7

Variable Coefficient Std. Error t-Statistic Prob.

C 5.180857 0.355289 14.58209 0.0000

LOG(X) -1.032629 0.180243 -5.729089 0.0023

R-squared 0.867803 Mean dependent var 3.162547

Adjusted R-squared 0.841364 S.D. dependent var 0.305918
S.E. of regression 0.121844 Akaike info criterion -1.137188
Sum squared resid 0.074230 Schwarz criterion -1.152642
Log likelihood 5.980157 Hannan-Quinn criter. -1.328199
F-statistic 32.82246 Durbin-Watson stat 0.996196
Prob(F-statistic) 0.002268

METODO EXPONENCIAL
Dependent Variable: Y
Method: Least Squares (Gauss-Newton / Marquardt steps)
Date: 12/10/16 Time: 16:28
Sample: 2006 2012
Included observations: 7
Convergence not achieved after 500 iterations
Coefficient covariance computed using outer product of gradients
Y=C(1)* C(2)^X

Coefficient Std. Error t-Statistic Prob.

C(1) -1.72E+20 3.15E+24 -5.48E-05 1.0000

C(2) -0.000180 0.658855 -0.000274 0.9998

R-squared -6.530245 Mean dependent var 24.57143

Adjusted R-squared -8.036294 S.D. dependent var 7.230886
S.E. of regression 21.73635 Akaike info criterion 9.230806
Sum squared resid 2362.346 Schwarz criterion 9.215352
Log likelihood -30.30782 Hannan-Quinn criter. 9.039794
Durbin-Watson stat 0.407178

METODO POTENCIAL

Dependent Variable: Y
Method: Least Squares (Gauss-Newton / Marquardt steps)
Date: 12/10/16 Time: 16:32
Sample: 2006 2012
Included observations: 7
Failure to improve ssr (non-zero gradients) after 4 iterations
Coefficient covariance computed using outer product of gradients
Y=C(1)*X^ C(2)

Coefficient Std. Error t-Statistic Prob.

C(1) 410.4433 1237.874 0.331571 0.7537

C(2) -0.246781 1.555275 -0.158674 0.8801

-
R-squared 1174.571531 Mean dependent var 24.57143
-
Adjusted R-squared 1409.685837 S.D. dependent var 7.230886
S.E. of regression 271.5856 Akaike info criterion 14.28139
Sum squared resid 368793.6 Schwarz criterion 14.26593
Log likelihood -47.98486 Hannan-Quinn criter. 14.09038
Durbin-Watson stat 0.000750

METODO PARABOLICO
Dependent Variable: Y
Method: Least Squares
Date: 12/10/16 Time: 16:34
Sample: 2006 2012
Included observations: 7

Variable Coefficient Std. Error t-Statistic Prob.

C 43.30189 30.07829 1.439639 0.2234

X -1.213836 9.063230 -0.133930 0.8999
X^2 -0.176101 0.642734 -0.273987 0.7977

R-squared 0.933000 Mean dependent var 24.57143

Adjusted R-squared 0.899500 S.D. dependent var 7.230886
S.E. of regression 2.292317 Akaike info criterion 4.794530
Sum squared resid 21.01887 Schwarz criterion 4.771349
Log likelihood -13.78086 Hannan-Quinn criter. 4.508013
F-statistic 27.85073 Durbin-Watson stat 1.367416
Prob(F-statistic) 0.004489

Ejercicio Nº3
Con la información anual de ventas y gasto en publicidad de una empresa (en
millones de dólares) se pide :
 a) La mejor relación funcional estimada de ventas
b) Obtener los resultados con el programa eviews
c) Al definir el método interprete los resultados

AÑO Y X
1998 3.51 0.3
1999 4.32 0.45
2000 4.78 0.5
2001 5.91 0.75
2002 6.17 0.65
2003 5.52 0.7
2004 5.75 0.7
2005 6.34 0.8
2006 8.26 0.8
2007 9.83 0.9
2008 10.89 0.9
2009 11.15 0.85
2010 12.32 0.9
2011 12.82 0.8
2012 13.26 0.85
2013 14.18 0.8

METODO LINIAL
Dependent Variable: Y
Method: Least Squares
Date: 12/10/16 Time: 18:10
Sample: 1998 2013
Included observations: 16

Variable Coefficient Std. Error t-Statistic Prob.

C -2.929779 2.636101 -1.111406 0.2851

X 15.61257 3.526083 4.427738 0.0006

R-squared 0.583394 Mean dependent var 8.438125

Adjusted R-squared 0.553636 S.D. dependent var 3.578929
S.E. of regression 2.391100 Akaike info criterion 4.697853
Sum squared resid 80.04302 Schwarz criterion 4.794426
Log likelihood -35.58282 Hannan-Quinn criter. 4.702798
F-statistic 19.60486 Durbin-Watson stat 0.372315
Prob(F-statistic) 0.000573

METODO LOGARITMICA
Dependent Variable: LOG(Y)
Method: Least Squares
Date: 12/10/16 Time: 18:13
Sample: 1998 2013
Included observations: 16

Variable Coefficient Std. Error t-Statistic Prob.

C 0.458637 0.267875 1.712131 0.1089

X 2.175183 0.358313 6.070624 0.0000

R-squared 0.724694 Mean dependent var 2.042442

Adjusted R-squared 0.705029 S.D. dependent var 0.447382
S.E. of regression 0.242978 Akaike info criterion 0.124780
Sum squared resid 0.826539 Schwarz criterion 0.221354
Log likelihood 1.001758 Hannan-Quinn criter. 0.129726
F-statistic 36.85248 Durbin-Watson stat 0.555519
Prob(F-statistic) 0.000029

METODO LOGARITMICA PA LOS AMBOS SECTORES

Dependent Variable: LOG(Y)

Method: Least Squares
Date: 12/10/16 Time: 18:16
Sample: 1998 2013
Included observations: 16

Variable Coefficient Std. Error t-Statistic Prob.

C 2.469449 0.104937 23.53260 0.0000

LOG(X) 1.206844 0.228459 5.282531 0.0001

R-squared 0.665912 Mean dependent var 2.042442

Adjusted R-squared 0.642049 S.D. dependent var 0.447382
S.E. of regression 0.267664 Akaike info criterion 0.318301
Sum squared resid 1.003017 Schwarz criterion 0.414874
Log likelihood -0.546407 Hannan-Quinn criter. 0.323246
F-statistic 27.90513 Durbin-Watson stat 0.393513
Prob(F-statistic) 0.000116

METODO EXPONENCIAL

Dependent Variable: Y
Method: Least Squares (Gauss-Newton / Marquardt steps)
Date: 12/10/16 Time: 18:19
Sample: 1998 2013
Included observations: 16
Convergence achieved after 14 iterations
Coefficient covariance computed using outer product of gradients
Y=C(1)*C(2)^X

Coefficient Std. Error t-Statistic Prob.

C(1) 1.298583 0.685231 1.895102 0.0789

C(2) 11.78071 7.574109 1.555392 0.1422

R-squared 0.630000 Mean dependent var 8.438125

Adjusted R-squared 0.603571 S.D. dependent var 3.578929
S.E. of regression 2.253387 Akaike info criterion 4.579214
Sum squared resid 71.08851 Schwarz criterion 4.675788
Log likelihood -34.63371 Hannan-Quinn criter. 4.584159
Durbin-Watson stat 0.556180

METODO POTENCIAL

Dependent Variable: Y
Method: Least Squares (Gauss-Newton / Marquardt steps)
Date: 12/10/16 Time: 18:21
Sample: 1998 2013
Included observations: 16
Convergence achieved after 17 iterations
Coefficient covariance computed using outer product of gradients
Y=C(1)*X^C(2)

Coefficient Std. Error t-Statistic Prob.

C(1) 13.92852 1.723447 8.081785 0.0000

C(2) 1.708403 0.494480 3.454948 0.0039

R-squared 0.610873 Mean dependent var 8.438125

Adjusted R-squared 0.583078 S.D. dependent var 3.578929
S.E. of regression 2.310897 Akaike info criterion 4.629617
Sum squared resid 74.76340 Schwarz criterion 4.726190
Log likelihood -35.03693 Hannan-Quinn criter. 4.634562
Durbin-Watson stat 0.501458

METODO PARAVOLICA
Dependent Variable: Y
Method: Least Squares (Gauss-Newton / Marquardt steps)
Date: 12/10/16 Time: 18:21
Sample: 1998 2013
Included observations: 16
Convergence achieved after 17 iterations
Coefficient covariance computed using outer product of gradients
Y=C(1)*X^C(2)

Coefficient Std. Error t-Statistic Prob.

C(1) 13.92852 1.723447 8.081785 0.0000

C(2) 1.708403 0.494480 3.454948 0.0039

R-squared 0.610873 Mean dependent var 8.438125

Adjusted R-squared 0.583078 S.D. dependent var 3.578929
S.E. of regression 2.310897 Akaike info criterion 4.629617
Sum squared resid 74.76340 Schwarz criterion 4.726190
Log likelihood -35.03693 Hannan-Quinn criter. 4.634562
Durbin-Watson stat 0.501458

EJERCICIO Nº4 sea la siguiente información anual del trafico aéreo (en miles de
pasajeros) y el PIB (en miles de dólares ) para la cual, se de desea analizar la
relación del tráfico en función al PIB se pide

a) La mejor relación funcional estimada de ventas

 b) Obtener los resultados con el programa eviews
c) Al definir el modelo interprete los resultados

AÑO Y X
1995 777.8 704.7
1996 806.5 734.8
1997 786.5 767.8
1998 820.4 753.3
1999 921.3 770.6
2000 1201.9 862.2
2001 1316.9 942.4
2002 1490.3 1025.7
2003 1841.5 1088.1
2004 2134.9 1165.9
2005 2351.1 1261.3
2006 2689.1 1314.1
2007 3222.5 1389.1
2008 4001.3 1494.8
2009 4954.2 1584.3
2010 5935.7 1656.9
2011 6937.4 1782.1

METODO LINIAL

Dependent Variable: Y
Method: Least Squares
Date: 12/12/16 Time: 21:56
Sample: 1995 2011
Included observations: 17
 Variable Coefficient Std. Error t-Statistic Prob.

C -3408.242 467.7980 -7.285713 0.0000

X 5.188563 0.394310 13.15860 0.0000

R-squared 0.920276 Mean dependent var 2481.724

Adjusted R-squared 0.914961 S.D. dependent var 1921.919
S.E. of regression 560.4595 Akaike info criterion 15.60552
Sum squared resid 4711723. Schwarz criterion 15.70355
Log likelihood -130.6469 Hannan-Quinn criter. 15.61527
F-statistic 173.1489 Durbin-Watson stat 0.245651
Prob(F-statistic) 0.000000

METODO LOGARITMICA

Dependent Variable: LOG(Y)

Method: Least Squares
Date: 12/12/16 Time: 21:57
Sample: 1995 2011
Included observations: 17

Variable Coefficient Std. Error t-Statistic Prob.

C 5.182917 0.046869 110.5828 0.0000

X 0.002087 3.95E-05 52.83610 0.0000

R-squared 0.994656 Mean dependent var 7.552446

Adjusted R-squared 0.994299 S.D. dependent var 0.743716
S.E. of regression 0.056153 Akaike info criterion -2.811344
Sum squared resid 0.047297 Schwarz criterion -2.713319
Log likelihood 25.89642 Hannan-Quinn criter. -2.801600
F-statistic 2791.653 Durbin-Watson stat 1.401633
Prob(F-statistic) 0.000000

METODO HA AMBOS SECTORES

Dependent Variable: LOG(Y)

Method: Least Squares
Date: 12/12/16 Time: 21:58
Sample: 1995 2011
Included observations: 17
 Variable Coefficient Std. Error t-Statistic Prob.

C -8.861314 0.516009 -17.17279 0.0000

LOG(X) 2.348768 0.073769 31.83933 0.0000

R-squared 0.985419 Mean dependent var 7.552446

Adjusted R-squared 0.984447 S.D. dependent var 0.743716
S.E. of regression 0.092750 Akaike info criterion -1.807689
Sum squared resid 0.129038 Schwarz criterion -1.709664
Log likelihood 17.36536 Hannan-Quinn criter. -1.797945
F-statistic 1013.743 Durbin-Watson stat 0.638644
Prob(F-statistic) 0.000000

METODO POTENCIAL

Dependent Variable: Y
Method: Least Squares (Gauss-Newton / Marquardt steps)
Date: 12/12/16 Time: 22:01
Sample: 1995 2011
Included observations: 17
Convergence achieved after 53 iterations
Coefficient covariance computed using outer product of gradients
Y=C(1)*X^C(2)

Coefficient Std. Error t-Statistic Prob.

C(1) 9.15E-06 6.63E-06 1.381478 0.1874

C(2) 2.729506 0.098663 27.66495 0.0000

R-squared 0.988497 Mean dependent var 2481.724

Adjusted R-squared 0.987730 S.D. dependent var 1921.919
S.E. of regression 212.8878 Akaike info criterion 13.66954
Sum squared resid 679818.3 Schwarz criterion 13.76756
Log likelihood -114.1911 Hannan-Quinn criter. 13.67928
Durbin-Watson stat 0.562233

METODO PARABOICA

Dependent Variable: Y
Method: Least Squares
Date: 12/12/16 Time: 22:04
Sample: 1995 2011
Included observations: 17

Variable Coefficient Std. Error t-Statistic Prob.

C 3325.091 500.7696 6.639962 0.0000

X -7.121730 0.892452 -7.979956 0.0000
X^2 0.005145 0.000370 13.89239 0.0000

R-squared 0.994608 Mean dependent var 2481.724

Adjusted R-squared 0.993838 S.D. dependent var 1921.919
S.E. of regression 150.8711 Akaike info criterion 13.02951
Sum squared resid 318669.4 Schwarz criterion 13.17655
Log likelihood -107.7509 Hannan-Quinn criter. 13.04413
F-statistic 1291.218 Durbin-Watson stat 1.162000
Prob(F-statistic) 0.000000

ESTA ES LA MEJOR OPCION

EJERCICIO Nº5

Se ha realiza la recolección de la información anual del precio internacional del

azúcar (sus/ton.met-pazu )de la producción de azúcar (miles de ton.mtr-prodazu)
se requiere realizar un análisis dde la producción en la relación al precio de azúcar
 a) La mejor relación funcional estimado de ventas se sugiere también
especificar la relación parabólica
b) Obtener los resultados con el programa EVIEWS
c) Al definir el modelo interprete los resultados

AÑO X Y
1990 12.51 90.78
1991 8.98 74.74
1992 9.07 77.24
1993 10.02 82.04
1994 12.11 88.55
1995 13.28 93.39
1996 11.96 88.91
1997 11.4 87.11
1998 8.92 75.19
1999 6.26 59.58
2000 8.08 72.47
2001 8.23 71.93
2002 6.24 59.74
2003 9.93 65.61
2004 7.55 69.64
2005 10.07 82.77
2006 14.79 96.18
2007 9.96 79.54
2008 12.45 90.98
2009 18.15 99.91
2010 22.15 98.64

METDO LINIAL
Dependent Variable: Y
Method: Least Squares
Date: 12/13/16 Time: 08:06
Sample: 1990 2010
Included observations: 21
 Variable Coefficient Std. Error t-Statistic Prob.

C 50.87840 3.600599 14.13054 0.0000

X 2.778113 0.311490 8.918788 0.0000

R-squared 0.807194 Mean dependent var 81.18762

Adjusted R-squared 0.797047 S.D. dependent var 12.10222
S.E. of regression 5.452092 Akaike info criterion 6.320268
Sum squared resid 564.7808 Schwarz criterion 6.419747
Log likelihood -64.36282 Hannan-Quinn criter. 6.341858
F-statistic 79.54478 Durbin-Watson stat 0.960214
Prob(F-statistic) 0.000000

METODO LOGARITMICO

Dependent Variable: LOG(Y)

Method: Least Squares
Date: 12/13/16 Time: 08:10
Sample: 1990 2010
Included observations: 21

Variable Coefficient Std. Error t-Statistic Prob.

C 4.010109 0.050764 78.99466 0.0000

X 0.034427 0.004392 7.839274 0.0000

R-squared 0.763841 Mean dependent var 4.385711

Adjusted R-squared 0.751411 S.D. dependent var 0.154172
S.E. of regression 0.076868 Akaike info criterion -2.203056
Sum squared resid 0.112266 Schwarz criterion -2.103578
Log likelihood 25.13209 Hannan-Quinn criter. -2.181467
F-statistic 61.45422 Durbin-Watson stat 1.002429
Prob(F-statistic) 0.000000

METODO LOGARITMICO HA AMBOS SECTERES

Dependent Variable: LOG(Y)
Method: Least Squares
Date: 12/13/16 Time: 08:12
Sample: 1990 2010
Included observations: 21

Variable Coefficient Std. Error t-Statistic Prob.

C 3.338761 0.075970 43.94851 0.0000

LOG(X) 0.448191 0.032220 13.91011 0.0000

R-squared 0.910585 Mean dependent var 4.385711

Adjusted R-squared 0.905878 S.D. dependent var 0.154172
S.E. of regression 0.047299 Akaike info criterion -3.174268
Sum squared resid 0.042506 Schwarz criterion -3.074790
Log likelihood 35.32982 Hannan-Quinn criter. -3.152679
F-statistic 193.4912 Durbin-Watson stat 1.020412
Prob(F-statistic) 0.000000

METODO EXPONENCIAL

Dependent Variable: Y
Method: Least Squares
Date: 12/13/16 Time: 08:15
Sample: 1990 2010
Included observations: 21
Convergence achieved after 10 iterations
Y=C(1)*C(2)^X

Coefficient Std. Error t-Statistic Prob.

C(1) 58.70821 2.848736 20.60851 0.0000

C(2) 1.029604 0.003940 261.2908 0.0000

R-squared 0.742402 Mean dependent var 81.18762

Adjusted R-squared 0.728844 S.D. dependent var 12.10222
S.E. of regression 6.301942 Akaike info criterion 6.609985
Sum squared resid 754.5749 Schwarz criterion 6.709464
Log likelihood -67.40485 Hannan-Quinn criter. 6.631575
Durbin-Watson stat 0.966920

METODO POTENCIAL

Dependent Variable: Y
Method: Least Squares
Date: 12/13/16 Time: 08:18
Sample: 1990 2010
Included observations: 21
Convergence achieved after 11 iterations
Y=C(1)*X^C(2)

Coefficient Std. Error t-Statistic Prob.

C(1) 31.34487 2.467616 12.70249 0.0000

C(2) 0.403978 0.032172 12.55677 0.0000

R-squared 0.892107 Mean dependent var 81.18762

Adjusted R-squared 0.886428 S.D. dependent var 12.10222
S.E. of regression 4.078494 Akaike info criterion 5.739725
Sum squared resid 316.0481 Schwarz criterion 5.839204
Log likelihood -58.26711 Hannan-Quinn criter. 5.761315
Durbin-Watson stat 0.999014

METODO PARABOLICA
Dependent Variable: Y
Method: Least Squares
Date: 12/13/16 Time: 08:20
Sample: 1990 2010
Included observations: 21

Variable Coefficient Std. Error t-Statistic Prob.

C 10.64908 1.668218 6.383510 0.0000

X 9.577347 0.268184 35.71189 0.0000
X^2 -0.254087 0.009833 -25.84044 0.0000

R-squared 0.994939 Mean dependent var 81.18762

Adjusted R-squared 0.994377 S.D. dependent var 12.10222
S.E. of regression 0.907536 Akaike info criterion 2.775397
Sum squared resid 14.82519 Schwarz criterion 2.924614
Log likelihood -26.14167 Hannan-Quinn criter. 2.807781
F-statistic 1769.288 Durbin-Watson stat 2.207448
Prob(F-statistic) 0.000000

JERCICIO Nº1