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Acción Acción Acción Acción

Entel Telefónica ENEL AMZ to CLP


6.66 4.0 9.6952 9.9978
Tig de Econometría: 6.77 3.9 9.3199 9.8799
Profesor Kamel Lahsen 6.63 3.8 9.0322 10.1404
6.63 3.9 8.6944 9.9744
6.08 3.9 9.1948 9.8046
6.62 3.9 9.1948 10.1364
Matriz de Series de Tiempo 5.96 3.9 9.1948 9.8535
5.82 3.8 10.6335 10.2953
Se toma una muestra de 60 registros 6.35 4.2 10.6303 10.5516
Desde 6/1/2014 6.31 4.2 11.8845 10.471
Hasta 5/1/2019 6.76 4.2 12.51 10.9678
7.26 4.3 12.51 11.0423
6.91 4.3 12.5093 11.0909
6.81 4.5 12.1659 12.1115
6.34 4.5 12.0596 11.8789
6.42 4.2 11.8845 11.8689
6.25 4.2 12.51 13.009
6.21 4.7 12.4468 13.398
6.20 4.4 12.4161 13.5089
6.71 6.2 12.3849 12.62
5.79 6.8 11.8188 12.2752
5.78 6.8 11.8219 12.6864
5.63 4.1 12 13.3459
5.77 4.1 12 13.9779
6.00 3.9 13.28 13.9062
6.44 3.7 13.28 14.3381
6.43 3.6 14 14.4416
6.43 3.6 13.99 15.1231
7.01 3.6 13.5 14.6482
7.16 3.8 13.5 14.2557
7.11 3.8 11.998 14.2487
7.02 5.0 12 14.9848
7.22 5.0 12 15.2004
7.98 5.0 12 15.6154
8.01 6.5 12 15.9999
7.49 6.5 11.8 16.6962
7.24 6.5 12.451 16.43
7.29 6.8 12.55 16.6278
6.57 3.5 12.5 16.556
6.62 3.2 12.5 16.3635
7.40 3.2 12.7 17.8028
6.26 3.2 12.5 18.5175
6.91 3.3 12.5 18.4447
7.22 2.7 12.5 21.2589
7.05 2.7 12.5 21.8745
6.93 2.6 12.5 21.2234
7.24 3.0 13 22.4113
6.75 3.2 13.1 23.0462
6.05 3.2 14.2 23.748
6.02 3.6 14.2 24.5244
5.58 3.1 14.18 26.8771
5.59 3.5 14.18 26.78
5.06 4.0 14.18 22.7301
5.48 4.0 14.18 23.6517
5.38 4.1 14.18 21.7697
6.32 4.2 14.18 23.9373
6.90 4.1 14.18 23.1483
7.09 4.8 14.18 24.5575
7.09 5.0 14.18 26.0152
Acción CLP CLP En Miles de Millones CLP En Miles de Millones CLP
SAP to CLP Dólar Peso IPSA Import de China Import. USA
122.78 603.45 5542.22 8.860 4.100847
110.28 596.84 5602.83 8.722 4.183125
106.11 605.53 5855.38 8.710 4.279059
102.90 636.92 5564.6 8.823 4.351703
95.45 633.77 5003.4 8.867 4.325902
94.81 629.55 5588.08 8.720 4.283213
98.83 625.54 5341.93 8.848 4.114784
102.81 644.24 5153.15 8.874 4.178314
114.55 658.17 5064.62 8.729 3.936117
112.12 665.15 4747.24 8.869 3.804518
113.53 671.54 4855.75 8.766 3.759486
112.20 655.74 4795.13 8.748 3.726681
109.72 661.20 4783.42 8.774 3.855072
102.33 643.21 4359.88 8.654 3.820351
101.08 661.19 4199.5 8.699 3.80363
99.20 667.17 4151.39 8.732 3.773086
109.37 666.12 4207.24 8.664 3.623913
110.49 663.92 4289.78 8.698 3.141188
110.94 668.63 4015.25 8.772 3.155811
109.84 658.89 4119.28 8.697 3.130366
104.35 657.57 4117.47 8.665 3.198494
103.77 681.07 3995.91 8.725 3.16606
101.71 681.87 3934.71 8.643 3.203045
102.90 669.93 4002.07 8.799 3.264286
100.42 682.07 3937.49 8.592 3.378827
96.04 704.08 3715.84 8.477 3.238387
93.74 721.95 3705.92 8.610 3.22784
90.19 704.24 3680.21 8.532 3.268302
85.49 704.00 3655.3 8.426 3.376337
81.30 685.31 3827.99 8.526 3.574661
80.93 691.73 3685.18 8.641 3.605326
86.07 688.12 3840.21 8.582 3.528176
86.70 650.14 3870.35 8.584 3.551058
85.28 629.99 3897.1 8.606 3.674766
73.33 607.60 4045.62 8.482 3.825306
71.39 614.73 4043.45 8.595 3.714713
76.55 628.50 3916.92 8.415 3.732788
76.63 623.62 3983.72 8.353 3.575208
75.79 620.91 3836.73 8.512 3.622711
72.66 612.92 3850.96 8.417 3.950575
75.89 592.46 3991.78 8.473 3.97177
76.58 589.98 3850.97 8.423 3.969573
77.42 593.47 3943.56 8.511 4.079368
63.43 579.05 3996.63 8.613 4.05443
62.57 558.21 3875.44 8.514 3.973243
63.06 553.06 3875.73 8.518 3.772523
67.02 555.40 3903.81 8.542 3.829542
69.65 554.64 3909.64 8.633 3.699455
73.03 563.84 3772.76 8.555 3.748278
71.25 554.41 3718.88 8.462 3.961916
66.83 537.03 3439.41 8.624 3.914083
65.93 529.45 3699.19 8.468 3.821228
62.82 519.25 3789.06 8.537 3.661983
66.58 500.81 3912.44 8.633 3.610281
66.17 504.57 3823.85 8.579 3.610961
64.10 512.59 3628.73 8.681 3.687009
71.66 504.96 3732.54 8.586 3.488218
75.63 502.89 4029.67 8.653 3.520323
76.76 479.58 4191.26 8.675 3.47333
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.4901998
R Square 0.5702959
Adjusted R Square 0.1187432
Standard Error 0.5946868
Observations 59

ANOVA
df SS MS F Significance F
Regression 8 5.5930464 0.6991308 11.976887 0.0688666
Residual 50 17.682619 0.3536524
Total 58 23.275665

Coefficients
Standard Error t Stat P-value Lower 95% Upper 95%Lower 95,0%
Intercept 12.750075 10.845094 1.1756537 0.2453011 -9.032937 34.533088 -9.032937
X Variable 1 0.1859046 0.0960258 1.9359849 0.0585332 -0.006969 0.3787782 -0.006969
X Variable 2 0.0373053 0.1397848 0.2668768 0.7906617 -0.243461 0.3180713 -0.243461
X Variable 3 0.0090156 0.0707048 0.1275106 0.8990477 -0.132999 0.1510305 -0.132999
X Variable 4 -0.015658 0.0144143 -1.086265 0.2825709 -0.04461 0.0132942 -0.04461
X Variable 5 0.0047816 0.004146 1.1533152 0.2542647 -0.003546 0.013109 -0.003546
X Variable 6 0.000436 0.0004702 0.9272832 0.3582342 -0.000508 0.0013805 -0.000508
X Variable 7 -1.454082 1.0136497 -1.434502 0.1576545 -3.490057 0.5818933 -3.490057
X Variable 8 0.4203925 0.5214478 0.8062025 0.4239441 -0.626966 1.4677512 -0.626966

RESIDUAL OUTPUT

Observation Predicted Y Residuals


1 6.165858 0.489902
2 6.5606186 0.2083814
3 6.7965703 -0.16817
4 6.7509528 -0.121963
5 6.5494868 -0.471337
6 6.9956232 -0.374453
7 6.5450053 -0.588495
8 6.5209614 -0.705731
9 6.5501024 -0.202102
10 6.2705239 0.0347761
11 6.4726516 0.2859884
12 6.4316064 0.8323536
13 6.5084806 0.4063894
14 6.5464446 0.2602654
15 6.5038936 -0.168404
16 6.4262081 -0.005418
17 6.3560908 -0.105891
18 6.1994127 0.0085773
19 5.943641 0.251749
20 6.366461 0.347139
21 6.6135189 -0.823399
22 6.5852351 -0.806835
23 6.2468558 -0.615796
24 6.0050421 -0.232992
25 6.4298429 -0.433543
26 6.5734323 -0.128532
27 6.5123851 -0.077785
28 6.6078744 -0.176774
29 6.8466685 0.1583315
30 6.8655976 0.2965024
31 6.6311457 0.4757543
32 6.8845156 0.1370844
33 6.7148259 0.5091741
34 6.6760359 1.3001641
35 7.3469199 0.6636801
36 7.1987709 0.2945291
37 7.4192881 -0.183988
38 7.508767 -0.214067
39 6.6170388 -0.050839
40 6.8537609 -0.233961
41 6.7137881 0.6838119
42 6.7007252 -0.442825
43 6.6808462 0.2324538
44 6.6095339 0.6126661
45 6.5875248 0.4625752
46 6.4391916 0.4889084
47 6.4913698 0.7502302
48 6.3101533 0.4394467
49 6.4135836 -0.362084
50 6.679973 -0.663173
51 6.225098 -0.647598
52 6.5803967 -0.988397
53 6.507413 -1.450213
54 6.2602882 -0.780088
55 6.3308721 -0.949272
56 6.222879 0.095121
57 6.1598804 0.7401196
58 6.2661081 0.8198919
59 6.2046402 0.8881598
Upper 95,0%
34.533088
0.3787782
0.3180713 Se debe buscar la variables que tenga el p-valor mas alto
0.1510305 Amazon
0.0132942 0.8990477
0.013109 Para este caso es la Variable 3 que esta representada por el precio de la acción d
0.0013805 Esta variable se leiminará en la siguiente regresión.
0.5818933
1.4677512
r el precio de la acción de Amazon pasado a pesos
Acción Acción Acción Acción
Entel Telefónica ENEL SAP to CLP
6.66 4.0 9.6952 122.78
Tig de Econometría: 6.77 3.9 9.3199 110.28
Profesor Kamel Lahsen 6.63 3.8 9.0322 106.11
6.63 3.9 8.6944 102.90
6.08 3.9 9.1948 95.45
6.62 3.9 9.1948 94.81
Matriz de Series de Tiempo 5.96 3.9 9.1948 98.83
5.82 3.8 10.6335 102.81
Se toma una muestra de 60 registros 6.35 4.2 10.6303 114.55
Desde 6/1/2014 6.31 4.2 11.8845 112.12
Hasta 5/1/2019 6.76 4.2 12.51 113.53
7.26 4.3 12.51 112.20
6.91 4.3 12.5093 109.72
6.81 4.5 12.1659 102.33
6.34 4.5 12.0596 101.08
6.42 4.2 11.8845 99.20
6.25 4.2 12.51 109.37
6.21 4.7 12.4468 110.49
6.20 4.4 12.4161 110.94
6.71 6.2 12.3849 109.84
5.79 6.8 11.8188 104.35
5.78 6.8 11.8219 103.77
5.63 4.1 12 101.71
5.77 4.1 12 102.90
6.00 3.9 13.28 100.42
6.44 3.7 13.28 96.04
6.43 3.6 14 93.74
6.43 3.6 13.99 90.19
7.01 3.6 13.5 85.49
7.16 3.8 13.5 81.30
7.11 3.8 11.998 80.93
7.02 5.0 12 86.07
7.22 5.0 12 86.70
7.98 5.0 12 85.28
8.01 6.5 12 73.33
7.49 6.5 11.8 71.39
7.24 6.5 12.451 76.55
7.29 6.8 12.55 76.63
6.57 3.5 12.5 75.79
6.62 3.2 12.5 72.66
7.40 3.2 12.7 75.89
6.26 3.2 12.5 76.58
6.91 3.3 12.5 77.42
7.22 2.7 12.5 63.43
7.05 2.7 12.5 62.57
6.93 2.6 12.5 63.06
7.24 3.0 13 67.02
6.75 3.2 13.1 69.65
6.05 3.2 14.2 73.03
6.02 3.6 14.2 71.25
5.58 3.1 14.18 66.83
5.59 3.5 14.18 65.93
5.06 4.0 14.18 62.82
5.48 4.0 14.18 66.58
5.38 4.1 14.18 66.17
6.32 4.2 14.18 64.10
6.90 4.1 14.18 71.66
7.09 4.8 14.18 75.63
7.09 5.0 14.18 76.76
CLP CLP En Miles de Millones CLP En Miles de Millones CLP
Dólar Peso IPSA Import de China Import. USA
603.45 5542.22 8.860 4.100847
596.84 5602.83 8.722 4.183125
605.53 5855.38 8.710 4.279059
636.92 5564.6 8.823 4.351703
633.77 5003.4 8.867 4.325902
629.55 5588.08 8.720 4.283213
625.54 5341.93 8.848 4.114784
644.24 5153.15 8.874 4.178314
658.17 5064.62 8.729 3.936117
665.15 4747.24 8.869 3.804518
671.54 4855.75 8.766 3.759486
655.74 4795.13 8.748 3.726681
661.20 4783.42 8.774 3.855072
643.21 4359.88 8.654 3.820351
661.19 4199.5 8.699 3.80363
667.17 4151.39 8.732 3.773086
666.12 4207.24 8.664 3.623913
663.92 4289.78 8.698 3.141188
668.63 4015.25 8.772 3.155811
658.89 4119.28 8.697 3.130366
657.57 4117.47 8.665 3.198494
681.07 3995.91 8.725 3.16606
681.87 3934.71 8.643 3.203045
669.93 4002.07 8.799 3.264286
682.07 3937.49 8.592 3.378827
704.08 3715.84 8.477 3.238387
721.95 3705.92 8.610 3.22784
704.24 3680.21 8.532 3.268302
704.00 3655.3 8.426 3.376337
685.31 3827.99 8.526 3.574661
691.73 3685.18 8.641 3.605326
688.12 3840.21 8.582 3.528176
650.14 3870.35 8.584 3.551058
629.99 3897.1 8.606 3.674766
607.60 4045.62 8.482 3.825306
614.73 4043.45 8.595 3.714713
628.50 3916.92 8.415 3.732788
623.62 3983.72 8.353 3.575208
620.91 3836.73 8.512 3.622711
612.92 3850.96 8.417 3.950575
592.46 3991.78 8.473 3.97177
589.98 3850.97 8.423 3.969573
593.47 3943.56 8.511 4.079368
579.05 3996.63 8.613 4.05443
558.21 3875.44 8.514 3.973243
553.06 3875.73 8.518 3.772523
555.40 3903.81 8.542 3.829542
554.64 3909.64 8.633 3.699455
563.84 3772.76 8.555 3.748278
554.41 3718.88 8.462 3.961916
537.03 3439.41 8.624 3.914083
529.45 3699.19 8.468 3.821228
519.25 3789.06 8.537 3.661983
500.81 3912.44 8.633 3.610281
504.57 3823.85 8.579 3.610961
512.59 3628.73 8.681 3.687009
504.96 3732.54 8.586 3.488218
502.89 4029.67 8.653 3.520323
479.58 4191.26 8.675 3.47333
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.4899478
R Square 0.6600488
Adjusted R Square 0.1357418
Standard Error 0.5889234
Observations 59

ANOVA
df SS MS F Significance F
Regression 7 5.5872964 0.7981852 22.301368 0.0406061
Residual 51 17.688369 0.3468308
Total 58 23.275665

Coefficients
Standard Error t Stat P-value Lower 95% Upper 95%Lower 95,0%Upper 95,0%
Intercept 13.211839 10.123536 1.3050617 0.1977296 -7.112008 33.535686 -7.112008 33.535686
X Variable 1 0.1823779 0.0910652 2.0027167 0.0505373 -0.000443 0.365199 -0.000443 0.365199
X Variable 2 0.0439621 0.1284134 0.3423481 0.7334958 -0.213839 0.3017628 -0.213839 0.3017628
X Variable 3 -0.016195 0.0136502 -1.186469 0.240935 -0.043599 0.0112083 -0.043599 0.0112083
X Variable 4 0.0043697 0.0025735 1.6979406 0.0956135 -0.000797 0.0095362 -0.000797 0.0095362
X Variable 5 0.0004169 0.0004413 0.9447337 0.3492493 -0.000469 0.0013028 -0.000469 0.0013028
X Variable 6 -1.451362 1.0036037 -1.446151 0.1542529 -3.466181 0.5634561 -3.466181 0.5634561
X Variable 7 0.4137511 0.5138117 0.8052583 0.4244091 -0.617769 1.445271 -0.617769 1.445271

RESIDUAL OUTPUT

Observation Predicted Y Residuals


1 6.1640183 0.4917417
2 6.5650161 0.2039839
3 6.7904277 -0.162028
4 6.7377169 -0.108727
5 6.5574613 -0.479311
6 6.991336 -0.370166
7 6.5489735 -0.592464
8 6.5242294 -0.708999
9 6.540488 -0.192488
10 6.2757499 0.0295501
11 6.4723597 0.2862803
12 6.4386671 0.8252929
13 6.5136247 0.4012453
14 6.5587995 0.2479105
15 6.514207 -0.178717
16 6.4361193 -0.015329
17 6.3545875 -0.104387
18 6.1943505 0.0136395
19 5.9415077 0.2538823
20 6.3686776 0.3449224
21 6.6158447 -0.825725
22 6.5772109 -0.798811
23 6.2449402 -0.61388
24 6.0004336 -0.228384
25 6.4314245 -0.435125
26 6.5701208 -0.125221
27 6.507592 -0.072992
28 6.6060868 -0.174987
29 6.8480117 0.1569883
30 6.8754432 0.2866568
31 6.6314215 0.4754785
32 6.8700407 0.1515593
33 6.7129876 0.5110124
34 6.6782438 1.2979562
35 7.3518409 0.6587591
36 7.1952716 0.2980284
37 7.4158889 -0.180589
38 7.5047499 -0.21005
39 6.6294838 -0.063284
40 6.8712603 -0.25146
41 6.7236492 0.6739508
42 6.7060373 -0.448137
43 6.6823097 0.2309903
44 6.6006288 0.6215712
45 6.5846745 0.4654255
46 6.4457931 0.4823069
47 6.4852704 0.7563296
48 6.2981546 0.4514454
49 6.3992342 -0.347734
50 6.661415 -0.644615
51 6.2024312 -0.624931
52 6.5559465 -0.963947
53 6.5231431 -1.465943
54 6.2715276 -0.791328
55 6.3588704 -0.97727
56 6.2325854 0.0854146
57 6.1748833 0.7251167
58 6.2591121 0.8268879
59 6.1900987 0.9027013
Upper 95,0%
Se debe buscar la variables que tenga el p-valor mas alto

Enel 0.7334958
Para este caso es la Variable 2 que esta representada por el precio de la acción de Enel
Esta variable se eliminará en la siguiente regresión.
de la acción de Enel
Acción Acción Acción
Entel Telefónica SAP to CLP
6.66 4.0 122.78
Tig de Econometría: 6.77 3.9 110.28
Profesor Kamel Lahsen 6.63 3.8 106.11
6.63 3.9 102.90
6.08 3.9 95.45
6.62 3.9 94.81
Matriz de Series de Tiempo 5.96 3.9 98.83
5.82 3.8 102.81
Se toma una muestra de 60 registros 6.35 4.2 114.55
Desde 6/1/2014 6.31 4.2 112.12
Hasta 5/1/2019 6.76 4.2 113.53
7.26 4.3 112.20
6.91 4.3 109.72
6.81 4.5 102.33
6.34 4.5 101.08
6.42 4.2 99.20
6.25 4.2 109.37
6.21 4.7 110.49
6.20 4.4 110.94
6.71 6.2 109.84
5.79 6.8 104.35
5.78 6.8 103.77
5.63 4.1 101.71
5.77 4.1 102.90
6.00 3.9 100.42
6.44 3.7 96.04
6.43 3.6 93.74
6.43 3.6 90.19
7.01 3.6 85.49
7.16 3.8 81.30
7.11 3.8 80.93
7.02 5.0 86.07
7.22 5.0 86.70
7.98 5.0 85.28
8.01 6.5 73.33
7.49 6.5 71.39
7.24 6.5 76.55
7.29 6.8 76.63
6.57 3.5 75.79
6.62 3.2 72.66
7.40 3.2 75.89
6.26 3.2 76.58
6.91 3.3 77.42
7.22 2.7 63.43
7.05 2.7 62.57
6.93 2.6 63.06
7.24 3.0 67.02
6.75 3.2 69.65
6.05 3.2 73.03
6.02 3.6 71.25
5.58 3.1 66.83
5.59 3.5 65.93
5.06 4.0 62.82
5.48 4.0 66.58
5.38 4.1 66.17
6.32 4.2 64.10
6.90 4.1 71.66
7.09 4.8 75.63
7.09 5.0 76.76
CLP CLP En Miles de Millones CLP En Miles de Millones CLP
Dólar Peso IPSA Import de China Import. USA
603.45 5542.22 8.860 4.100847
596.84 5602.83 8.722 4.183125
605.53 5855.38 8.710 4.279059
636.92 5564.6 8.823 4.351703
633.77 5003.4 8.867 4.325902
629.55 5588.08 8.720 4.283213
625.54 5341.93 8.848 4.114784
644.24 5153.15 8.874 4.178314
658.17 5064.62 8.729 3.936117
665.15 4747.24 8.869 3.804518
671.54 4855.75 8.766 3.759486
655.74 4795.13 8.748 3.726681
661.20 4783.42 8.774 3.855072
643.21 4359.88 8.654 3.820351
661.19 4199.5 8.699 3.80363
667.17 4151.39 8.732 3.773086
666.12 4207.24 8.664 3.623913
663.92 4289.78 8.698 3.141188
668.63 4015.25 8.772 3.155811
658.89 4119.28 8.697 3.130366
657.57 4117.47 8.665 3.198494
681.07 3995.91 8.725 3.16606
681.87 3934.71 8.643 3.203045
669.93 4002.07 8.799 3.264286
682.07 3937.49 8.592 3.378827
704.08 3715.84 8.477 3.238387
721.95 3705.92 8.610 3.22784
704.24 3680.21 8.532 3.268302
704.00 3655.3 8.426 3.376337
685.31 3827.99 8.526 3.574661
691.73 3685.18 8.641 3.605326
688.12 3840.21 8.582 3.528176
650.14 3870.35 8.584 3.551058
629.99 3897.1 8.606 3.674766
607.60 4045.62 8.482 3.825306
614.73 4043.45 8.595 3.714713
628.50 3916.92 8.415 3.732788
623.62 3983.72 8.353 3.575208
620.91 3836.73 8.512 3.622711
612.92 3850.96 8.417 3.950575
592.46 3991.78 8.473 3.97177
589.98 3850.97 8.423 3.969573
593.47 3943.56 8.511 4.079368
579.05 3996.63 8.613 4.05443
558.21 3875.44 8.514 3.973243
553.06 3875.73 8.518 3.772523
555.40 3903.81 8.542 3.829542
554.64 3909.64 8.633 3.699455
563.84 3772.76 8.555 3.748278
554.41 3718.88 8.462 3.961916
537.03 3439.41 8.624 3.914083
529.45 3699.19 8.468 3.821228
519.25 3789.06 8.537 3.661983
500.81 3912.44 8.633 3.610281
504.57 3823.85 8.579 3.610961
512.59 3628.73 8.681 3.687009
504.96 3732.54 8.586 3.488218
502.89 4029.67 8.653 3.520323
479.58 4191.26 8.675 3.47333
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.488162276252
R Square 0.788302407956
Adjusted R Square 0.150414224258
Standard Error 0.583902951098
Observations 59

ANOVA
df SS MS F Significance F
Regression 6 5.5466471 0.9244412 64.711427 0.0228967
Residual 52 17.729018 0.3409427
Total 58 23.275665

Coefficients Standard Error t Stat P-value Lower 95% Upper 95%Lower 95,0%
Intercept 15.07483458526 8.4637742 1.7811007 0.0807372 -1.908971 32.05864 -1.908971
X Variable 1 0.172251478539 0.0853933 2.0171548 0.0488553 0.0008973 0.3436056 0.0008973
X Variable 2 -0.0148227622 0.0129367 -1.145791 0.2571276 -0.040782 0.0111367 -0.040782
X Variable 3 0.003865022662 0.0020915 1.847958 0.0702994 -0.000332 0.0080619 -0.000332
X Variable 4 0.000331740939 0.0003614 0.9179279 0.3628948 -0.000393 0.0010569 -0.000393
X Variable 5 -1.51564383961 0.977478 -1.550566 0.1270712 -3.477097 0.4458092 -3.477097
X Variable 6 0.366902366365 0.4910313 0.7472077 0.4583038 -0.618424 1.3522288 -0.618424

RESIDUAL OUTPUT

Observation Predicted Y Residuals


1 6.190715808583 0.4650442
2 6.59516975301 0.1738302
3 6.799502614819 -0.171103
4 6.753998556539 -0.125009
5 6.589245276413 -0.511095
6 6.985969023882 -0.364799
7 6.571872671665 -0.615363
8 6.492122220682 -0.676892
9 6.541731121069 -0.193731
10 6.239194538672 0.0661055
11 6.40725152774 0.3513885
12 6.386002615369 0.8779574
13 6.448162804996 0.4667072
14 6.550723295854 0.2559867
15 6.511572708015 -0.176083
16 6.441639228653 -0.020849
17 6.353704826814 -0.103505
18 6.20753173572 0.0004583
19 5.974959420937 0.2204306
20 6.38671970975 0.3268803
21 6.644545971949 -0.854426
22 6.601143776579 -0.822744
23 6.293494468191 -0.662434
24 6.038010534871 -0.265961
25 6.418903011157 -0.422603
26 6.57570431895 -0.130804
27 6.462607060412 -0.028007
28 6.570895570423 -0.139796
29 6.832003180688 0.1729968
30 6.830846392188 0.3312536
31 6.652332278294 0.4545677
32 6.881805796538 0.1397942
33 6.74101443261 0.4829856
34 6.704994947637 1.2712051
35 7.346587963149 0.664012
36 7.190665220763 0.3026348
37 7.404264693327 -0.168965
38 7.493961768322 -0.199262
39 6.654615011863 -0.088415
40 6.888740320377 -0.26894
41 6.730473855673 0.6671261
42 6.739169296201 -0.481269
43 6.695140937082 0.2181591
44 6.59772287343 0.6244771
45 6.611483045981 0.438617
46 6.486121865287 0.4419781
47 6.49730811161 0.7442919
48 6.307391571811 0.4422084
49 6.374997563174 -0.323498
50 6.636031127534 -0.619231
51 6.200801485741 -0.623301
52 6.544870131164 -0.95287
53 6.503380732184 -1.446181
54 6.251943422564 -0.771743
55 6.346620525737 -0.965021
56 6.219710835704 0.0982892
57 6.182960990951 0.717039
58 6.235951554733 0.8500484
59 6.165373895969 0.9274261
Upper 95,0%
32.05864 Se debe buscar la variables que tenga el p-valor mas alto
0.3436056
0.0111367 0.4583038
0.0080619 Para este caso es la Variable 6 que esta representada por el nivel de Importacion
0.0010569 Esta variable se eliminará en la siguiente regresión.
0.4458092
1.3522288 Importacion de USA en MM
r el nivel de Importaciones de USA a Chile en MM
Acción Acción Acción
Entel Telefónica SAP to CLP
6.66 4.0 122.78
Tig de Econometría: 6.77 3.9 110.28
Profesor Kamel Lahsen 6.63 3.8 106.11
6.63 3.9 102.90
6.08 3.9 95.45
6.62 3.9 94.81
Matriz de Series de Tiempo 5.96 3.9 98.83
5.82 3.8 102.81
Se toma una muestra de 60 registros 6.35 4.2 114.55
Desde 6/1/2014 6.31 4.2 112.12
Hasta 5/1/2019 6.76 4.2 113.53
7.26 4.3 112.20
6.91 4.3 109.72
6.81 4.5 102.33
6.34 4.5 101.08
6.42 4.2 99.20
6.25 4.2 109.37
6.21 4.7 110.49
6.20 4.4 110.94
6.71 6.2 109.84
5.79 6.8 104.35
5.78 6.8 103.77
5.63 4.1 101.71
5.77 4.1 102.90
6.00 3.9 100.42
6.44 3.7 96.04
6.43 3.6 93.74
6.43 3.6 90.19
7.01 3.6 85.49
7.16 3.8 81.30
7.11 3.8 80.93
7.02 5.0 86.07
7.22 5.0 86.70
7.98 5.0 85.28
8.01 6.5 73.33
7.49 6.5 71.39
7.24 6.5 76.55
7.29 6.8 76.63
6.57 3.5 75.79
6.62 3.2 72.66
7.40 3.2 75.89
6.26 3.2 76.58
6.91 3.3 77.42
7.22 2.7 63.43
7.05 2.7 62.57
6.93 2.6 63.06
7.24 3.0 67.02
6.75 3.2 69.65
6.05 3.2 73.03
6.02 3.6 71.25
5.58 3.1 66.83
5.59 3.5 65.93
5.06 4.0 62.82
5.48 4.0 66.58
5.38 4.1 66.17
6.32 4.2 64.10
6.90 4.1 71.66
7.09 4.8 75.63
7.09 5.0 76.76
CLP CLP En Miles de Millones CLP
Dólar Peso IPSA Import de China
603.45 5542.22 8.860
596.84 5602.83 8.722
605.53 5855.38 8.710
636.92 5564.6 8.823
633.77 5003.4 8.867
629.55 5588.08 8.720
625.54 5341.93 8.848
644.24 5153.15 8.874
658.17 5064.62 8.729
665.15 4747.24 8.869
671.54 4855.75 8.766
655.74 4795.13 8.748
661.20 4783.42 8.774
643.21 4359.88 8.654
661.19 4199.5 8.699
667.17 4151.39 8.732
666.12 4207.24 8.664
663.92 4289.78 8.698
668.63 4015.25 8.772
658.89 4119.28 8.697
657.57 4117.47 8.665
681.07 3995.91 8.725
681.87 3934.71 8.643
669.93 4002.07 8.799
682.07 3937.49 8.592
704.08 3715.84 8.477
721.95 3705.92 8.610
704.24 3680.21 8.532
704.00 3655.3 8.426
685.31 3827.99 8.526
691.73 3685.18 8.641
688.12 3840.21 8.582
650.14 3870.35 8.584
629.99 3897.1 8.606
607.60 4045.62 8.482
614.73 4043.45 8.595
628.50 3916.92 8.415
623.62 3983.72 8.353
620.91 3836.73 8.512
612.92 3850.96 8.417
592.46 3991.78 8.473
589.98 3850.97 8.423
593.47 3943.56 8.511
579.05 3996.63 8.613
558.21 3875.44 8.514
553.06 3875.73 8.518
555.40 3903.81 8.542
554.64 3909.64 8.633
563.84 3772.76 8.555
554.41 3718.88 8.462
537.03 3439.41 8.624
529.45 3699.19 8.468
519.25 3789.06 8.537
500.81 3912.44 8.633
504.57 3823.85 8.579
512.59 3628.73 8.681
504.96 3732.54 8.586
502.89 4029.67 8.653
479.58 4191.26 8.675
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.4797125494021
R Square 0.7801241300539
Adjusted R Square 0.1574943310024
Standard Error 0.5814648545634
Observations 59

ANOVA
df SS MS F Significance F
Regression 5 5.3562922 51.071258 3.1684533 0.0141522
Residual 53 17.919373 0.3381014
Total 58 23.275665

Coefficients Standard Error t Stat P-value Lower 95% Upper 95%Lower 95,0%
Intercept 16.43620628333 8.2308366 1.9969059 0.0509819 -0.072761 32.945174 -0.072761
X Variable 1 0.1459055728559 0.0774493 1.8838844 0.0650713 -0.009438 0.3012492 -0.009438
X Variable 2 -0.02020049602 0.010705 -1.887014 0.0646407 -0.041672 0.001271 -0.041672
X Variable 3 0.0041101705772 0.002057 1.998146 0.0508432 -1.563E-05 0.008236 -1.563E-05
X Variable 4 0.0005558102747 0.0002009 2.7670766 0.0077717 0.0001529 0.0009587 0.0001529
X Variable 5 -1.574536084057 0.970227 -1.622853 0.1105548 -3.520565 0.3714929 -3.520565

RESIDUAL OUTPUT

Observation Predicted Y Residuals


1 6.1497347958416 0.5060252
2 6.6136796558153 0.1553203
3 6.8688865941529 -0.240487
4 6.7459590520402 -0.116969
5 6.5015981431211 -0.423448
6 7.05582230239 -0.434652
7 6.6184959422337 -0.661986
8 6.4568778611184 -0.641648
9 6.5137620253466 -0.165762
10 6.1949374651905 0.1103625
11 6.4057537714588 0.3528862
12 6.3833093561614 0.8806506
13 6.4089014493163 0.5059686
14 6.4664037389585 0.3403063
15 6.4059465474359 -0.070457
16 6.3529009728528 0.067889
17 6.2812688969162 -0.031069
18 6.3097852285897 -0.101795
19 6.0118388355704 0.1835512
20 6.4190980667387 0.2945019
21 6.666003804901 -0.875884
22 6.6126239549308 -0.834224
23 6.3638942787748 -0.732834
24 6.0825178304484 -0.310468
25 6.4412471772224 -0.444947
26 6.6419192889369 -0.197019
27 6.5405806913838 -0.105981
28 6.647589455257 -0.216489
29 6.8951150166629 0.109885
30 6.8671868627773 0.2949131
31 6.641938319003 0.4649617
32 6.8777862776374 0.1438137
33 6.7225359259922 0.5014641
34 6.6485189263271 1.3276811
35 7.2947305213627 0.7158695
36 7.1844370833291 0.3088629
37 7.3492573553048 -0.113957
38 7.5058116740276 -0.211112
39 6.6975960761712 -0.131396
40 6.843009748319 -0.22321
41 6.6828004958856 0.7147995
42 6.6593863838448 -0.401486
43 6.5843431975114 0.3289568
44 6.5894935351808 0.6327065
45 6.610960205129 0.4391398
46 6.5580900357696 0.37001
47 6.5222229800941 0.719377
48 6.3560993791417 0.3935006
49 6.3651134667669 -0.313613
50 6.5379104491767 -0.52111
51 6.0794315312059 -0.501932
52 6.5168372422921 -0.924837
53 6.5511829573068 -1.493983
54 6.3159314602949 -0.835731
55 6.3936826153555 -1.012083
56 6.2016868207357 0.1163132
57 6.2245073332095 0.6754927
58 6.2893211717463 0.7966788
59 6.2541177693342 0.8386822
Upper 95,0% Se debe buscar la variables que tenga el p-valor mas alto
32.945174
0.3012492 0.1105548
0.001271 Para este caso es la Variable 4 que esta representada por al precio del IPSA en Ch
0.008236 Esta variable se eliminará en la siguiente regresión.
0.0009587
0.3714929
r al precio del IPSA en Chile
Acción Acción Acción
Entel Telefónica SAP to CLP
6.66 4.0 122.78
Tig de Econometría: 6.77 3.9 110.28
Profesor Kamel Lahsen 6.63 3.8 106.11
6.63 3.9 102.90
6.08 3.9 95.45
6.62 3.9 94.81
Matriz de Series de Tiempo 5.96 3.9 98.83
5.82 3.8 102.81
Se toma una muestra de 60 registros 6.35 4.2 114.55
Desde 6/1/2014 6.31 4.2 112.12
Hasta 5/1/2019 6.76 4.2 113.53
7.26 4.3 112.20
6.91 4.3 109.72
6.81 4.5 102.33
6.34 4.5 101.08
6.42 4.2 99.20
6.25 4.2 109.37
6.21 4.7 110.49
6.20 4.4 110.94
6.71 6.2 109.84
5.79 6.8 104.35
5.78 6.8 103.77
5.63 4.1 101.71
5.77 4.1 102.90
6.00 3.9 100.42
6.44 3.7 96.04
6.43 3.6 93.74
6.43 3.6 90.19
7.01 3.6 85.49
7.16 3.8 81.30
7.11 3.8 80.93
7.02 5.0 86.07
7.22 5.0 86.70
7.98 5.0 85.28
8.01 6.5 73.33
7.49 6.5 71.39
7.24 6.5 76.55
7.29 6.8 76.63
6.57 3.5 75.79
6.62 3.2 72.66
7.40 3.2 75.89
6.26 3.2 76.58
6.91 3.3 77.42
7.22 2.7 63.43
7.05 2.7 62.57
6.93 2.6 63.06
7.24 3.0 67.02
6.75 3.2 69.65
6.05 3.2 73.03
6.02 3.6 71.25
5.58 3.1 66.83
5.59 3.5 65.93
5.06 4.0 62.82
5.48 4.0 66.58
5.38 4.1 66.17
6.32 4.2 64.10
6.90 4.1 71.66
7.09 4.8 75.63
7.09 5.0 76.76
CLP En Miles de Millones CLP
Dólar Peso Import de China
603.45 8.860
596.84 8.722
605.53 8.710
636.92 8.823
633.77 8.867
629.55 8.720
625.54 8.848
644.24 8.874
658.17 8.729
665.15 8.869
671.54 8.766
655.74 8.748
661.20 8.774
643.21 8.654
661.19 8.699
667.17 8.732
666.12 8.664
663.92 8.698
668.63 8.772
658.89 8.697
657.57 8.665
681.07 8.725
681.87 8.643
669.93 8.799
682.07 8.592
704.08 8.477
721.95 8.610
704.24 8.532
704.00 8.426
685.31 8.526
691.73 8.641
688.12 8.582
650.14 8.584
629.99 8.606
607.60 8.482
614.73 8.595
628.50 8.415
623.62 8.353
620.91 8.512
612.92 8.417
592.46 8.473
589.98 8.423
593.47 8.511
579.05 8.613
558.21 8.514
553.06 8.518
555.40 8.542
554.64 8.633
563.84 8.555
554.41 8.462
537.03 8.624
529.45 8.468
519.25 8.537
500.81 8.633
504.57 8.579
512.59 8.681
504.96 8.586
502.89 8.653
479.58 8.675
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.34482318568
R Square 0.81189030294
Adjusted R Squa 0.05363658711
Standard Error 0.61626290216
Observations 59

ANOVA
df SS MS F Significance F
Regression 4 2.7675471 0.6918868 54.82181 0.1380262
Residual 54 20.508118 0.37978
Total 58 23.275665

Coefficients Standard Error t Stat P-value Lower 95% Upper 95%Lower 95,0%Upper 95,0%
Intercept 13.3750886655 8.6442631 1.5472792 0.1276371 -3.955615 30.705793 -3.955615 30.705793
X Variable 1 0.11470173002 0.0812096 2.2124167 0.1635648 -0.048114 0.2775171 -0.048114 0.2775171
X Variable 2 -0.005862797 0.009928 -4.590529 0.5572992 -0.025767 0.0140417 -0.025767 0.0140417
X Variable 3 0.00202125438 0.002028 8.9966894 0.3233607 -0.002045 0.0060871 -0.002045 0.0060871
X Variable 4 -0.9307863233 0.9982913 -3.932379 0.3552907 -2.93224 1.0706673 -2.93224 1.0706673

RESIDUAL OUTPUT

Observation Predicted Y Residuals


1 6.08696559219 0.5687944
2 6.26549314813 0.5035069
3 6.29990145706 0.3284985
4 6.29470369641 0.3342863
5 6.29064436975 -0.212494
6 6.42428565159 0.1968843
7 6.27242767711 -0.315918
8 6.25318892267 -0.437959
9 6.39296388248 -0.044964
10 6.29114828717 0.0141517
11 6.38408938206 0.3745506
12 6.39337630127 0.8705837
13 6.39504739978 0.5198226
14 6.53632185376 0.2703881
15 6.53833352385 -0.202844
16 6.50157119998 -0.080781
17 6.5031251079 -0.252925
18 6.51388869554 -0.305899
19 6.42108546137 -0.225695
20 6.67362179612 0.0399782
21 6.80527537976 -1.015155
22 6.80053383574 -1.022134
23 6.58504327653 -0.953983
24 6.40868547047 -0.636635
25 6.61567280038 -0.619373
26 6.76467745676 -0.319777
27 6.68547202829 -0.250872
28 6.7428322478 -0.311732
29 6.86872543203 0.1362746
30 6.78275986487 0.3793401
31 6.691947901 0.4149521
32 6.84730600729 0.174294
33 6.7649685819 0.4590314
34 6.71202108186 1.2641789
35 7.02440569002 0.9861943
36 6.94521333371 0.5480867
37 7.10995961064 0.1253404
38 7.1916079556 0.103092
39 6.66416826489 -0.097968
40 6.721180781 -0.101381
41 6.60819571882 0.7894043
42 6.64582711561 -0.387927
43 6.57757111885 0.3357289
44 6.46694758798 0.7552524
45 6.52302767688 0.5270723
46 6.49362727533 0.4344727
47 6.49741569877 0.7441843
48 6.41957157851 0.3300284
49 6.48523846455 -0.433738
50 6.60950983175 -0.59271
51 6.39772693686 -0.820227
52 6.58052667382 -0.988527
53 6.57050809433 -1.513308
54 6.42129034841 -0.94109
55 6.49574387594 -1.114144
56 6.43106946361 -0.113069
57 6.45923684675 0.4407632
58 6.44340657173 0.6425934
59 6.39129871479 0.7015013
Upper 95,0%
Test de Confiabilidad y de Fisher

Fisher 54.82 Para el Test de de Fisher de optimalidad del modelo que mide
R2 0.81 Para el Test de Confiabilidad de los pronoticos medido por el R

MODELO ECONOMETRICO PARA ESTIMAR EL PRECIO DE LA ACCIÓN DE ENTEL CHILE

BETA Variable Coeficiente Student T


B0 Intercepto 13.4 1.547279214
B1 SQM Cierre M $ 0.115 2.212416678
B2 $ Cobre -0.006 -4.590529489
B3 IPM 0.002 8.996689438
B4 Export FOB Min -0.931 -3.932379444

Para el Test de significancia que indica que el T student calculado al dividir el valor del parametro en
Se concluye que:

B0 es NO SIGNIFICATIVO
B1 es SIGNIFICATIVO
B2 es SIGNIFICATIVO
B3 es SIGNIFICATIVO
B4 es SIGNIFICATIVO
e optimalidad del modelo que mide que si los cálculos globales ejecutados por el modelo son los óptimos se concluye que el modelo prese
ad de los pronoticos medido por el R2 se concluye que el modelo genera una confiabilidad de 81%

CCIÓN DE ENTEL CHILE

T 95%
2.00
2.00
2.00
2.00
2.00

do al dividir el valor del parametro entre el error respectivamente, es mayor al t crítico obtenido de la tabla a una significancia del 95%
cluye que el modelo presenta estimadores óptimos

a significancia del 95%


Matriz de Datos Original
Y_hat Entel Telefónica SAP to CLP Dólar Peso Import de China Y_hat^2
6.08696559218698 6.7 4.0 122.8 603.4 8.9 37.0511501204682
6.26549314812592 6.8 3.9 110.3 596.8 8.7 39.2564043892129
6.29990145705667 6.6 3.8 106.1 605.5 8.7 39.6887583686248
6.29470369641448 6.6 3.9 102.9 636.9 8.8 39.6232946256541
6.29064436974545 6.1 3.9 95.5 633.8 8.9 39.5722065866101
6.42428565158785 6.6 3.9 94.8 629.5 8.7 41.2714461331975
6.27242767710752 6.0 3.9 98.8 625.5 8.8 39.3433489645444
6.25318892266602 5.8 3.8 102.8 644.2 8.9 39.102371702553
6.39296388247854 6.3 4.2 114.6 658.2 8.7 40.8699872026751
6.2911482871685 6.3 4.2 112.1 665.2 8.9 39.5785467711431
6.3840893820594 6.8 4.2 113.5 671.5 8.8 40.7565972381236
6.39337630126932 7.3 4.3 112.2 655.7 8.7 40.8752605296322
6.39504739978378 6.9 4.3 109.7 661.2 8.8 40.8966312454813
6.53632185376089 6.8 4.5 102.3 643.2 8.7 42.7235033759523
6.53833352384925 6.3 4.5 101.1 661.2 8.7 42.749805269091
6.50157119998278 6.4 4.2 99.2 667.2 8.7 42.2704280684456
6.50312510789507 6.3 4.2 109.4 666.1 8.7 42.2906361689353
6.51388869554323 6.2 4.7 110.5 663.9 8.7 42.4307459379259
6.42108546137157 6.2 4.4 110.9 668.6 8.8 41.2303385022373
6.67362179612162 6.7 6.2 109.8 658.9 8.7 44.5372278776696
6.80527537975807 5.8 6.8 104.4 657.6 8.7 46.3117729943413
6.8005338357375 5.8 6.8 103.8 681.1 8.7 46.2472604510106
6.58504327652808 5.6 4.1 101.7 681.9 8.6 43.3627949537477
6.40868547046529 5.8 4.1 102.9 669.9 8.8 41.0712494593529
6.61567280038092 6.0 3.9 100.4 682.1 8.6 43.7671266016999
6.76467745676157 6.4 3.7 96.0 704.1 8.5 45.7608610940182
6.68547202829427 6.4 3.6 93.7 721.9 8.6 44.695536241105
6.74283224779747 6.4 3.6 90.2 704.2 8.5 45.4657867219375
6.86872543202605 7.0 3.6 85.5 704.0 8.4 47.1793890605615
6.7827598648749 7.2 3.8 81.3 685.3 8.5 46.0058313845578
6.69194790099899 7.1 3.8 80.9 691.7 8.6 44.7821667096848
6.84730600728744 7.0 5.0 86.1 688.1 8.6 46.8855995574346
6.76496858189743 7.2 5.0 86.7 650.1 8.6 45.7647999140594
6.71202108186361 8.0 5.0 85.3 630.0 8.6 45.0512270033816
7.02440569001955 8.0 6.5 73.3 607.6 8.5 49.342275297979
6.94521333370704 7.5 6.5 71.4 614.7 8.6 48.235988250702
7.10995961064036 7.2 6.5 76.6 628.5 8.4 50.5515256649372
7.1916079556028 7.3 6.8 76.6 623.6 8.4 51.7192249870895
6.66416826489392 6.6 3.5 75.8 620.9 8.5 44.4111386628193
6.72118078099754 6.6 3.2 72.7 612.9 8.4 45.1742710908507
6.60819571881668 7.4 3.2 75.9 592.5 8.5 43.6682506581871
6.64582711561158 6.3 3.2 76.6 590.0 8.4 44.1670180505981
6.57757111884728 6.9 3.3 77.4 593.5 8.5 43.2644418234939
6.46694758798286 7.2 2.7 63.4 579.1 8.6 41.8214111057173
6.52302767688374 7.1 2.7 62.6 558.2 8.5 42.5498900733913
6.49362727533137 6.9 2.6 63.1 553.1 8.5 42.1671951909276
6.49741569876632 7.2 3.0 67.0 555.4 8.5 42.216410762575
6.41957157850796 6.7 3.2 69.7 554.6 8.6 41.2108992515872
6.4852384645519 6.1 3.2 73.0 563.8 8.6 42.0583179421034
6.60950983174677 6.0 3.6 71.3 554.4 8.5 43.6856202159572
6.39772693686232 5.6 3.1 66.8 537.0 8.6 40.9309099586537
6.58052667382332 5.6 3.5 65.9 529.5 8.5 43.3033313049002
6.57050809433399 5.1 4.0 62.8 519.3 8.5 43.1715766177085
6.42129034840987 5.5 4.0 66.6 500.8 8.6 41.2329697385817
6.4957438759413 5.4 4.1 66.2 504.6 8.6 42.1946885018288
6.43106946361114 6.3 4.2 64.1 512.6 8.7 41.3586544457917
6.45923684674599 6.9 4.1 71.7 505.0 8.6 41.7217406423611
6.44340657173076 7.1 4.8 75.6 502.9 8.7 41.5174882486232
6.39129871478708 7.1 5.0 76.8 479.6 8.7 40.8486992616389
Matriz de Datos Modelo Log
Y_hat^3 Ylog_hat Entel Telefónica SAP to CLP Dólar Peso
225.529075934244 0.7861 0.8 0.6 2.1 2.8
245.960732720674 0.7969 0.8 0.6 2.0 2.8
250.035266675269 0.7990 0.8 0.6 2.0 2.8
249.416899144225 0.7985 0.8 0.6 2.0 2.8
248.934678562462 0.7975 0.8 0.6 2.0 2.8
265.139559213781 0.8068 0.8 0.6 2.0 2.8
246.778310955308 0.7964 0.8 0.6 2.0 2.8
244.514517580373 0.7957 0.8 0.6 2.0 2.8
261.280352064062 0.8066 0.8 0.6 2.1 2.8
248.994506727895 0.7991 0.8 0.6 2.0 2.8
260.193759676776 0.8059 0.8 0.6 2.1 2.8
261.33092197836 0.8061 0.9 0.6 2.0 2.8
261.535895306331 0.8059 0.8 0.6 2.0 2.8
279.254568785464 0.8147 0.8 0.7 2.0 2.8
279.512484928925 0.8147 0.8 0.7 2.0 2.8
274.82419774075 0.8123 0.8 0.6 2.0 2.8
275.021297899058 0.8136 0.8 0.6 2.0 2.8
276.389156308522 0.8136 0.8 0.7 2.0 2.8
264.743527124144 0.8077 0.8 0.6 2.0 2.8
297.224614703251 0.8206 0.8 0.8 2.0 2.8
315.164368551336 0.8268 0.8 0.8 2.0 2.8
314.506059507262 0.8264 0.8 0.8 2.0 2.8
285.545881361642 0.8186 0.8 0.6 2.0 2.8
263.21271966401 0.8063 0.8 0.6 2.0 2.8
289.548989009694 0.8210 0.8 0.6 2.0 2.8
309.557465444702 0.8313 0.8 0.6 2.0 2.8
298.81075732952 0.8251 0.8 0.6 2.0 2.9
306.568172880162 0.8292 0.8 0.6 2.0 2.8
324.06226950773 0.8380 0.8 0.6 1.9 2.8
312.046506665381 0.8316 0.9 0.6 1.9 2.8
299.679926515062 0.8250 0.9 0.6 1.9 2.8
321.040047504895 0.8342 0.8 0.7 1.9 2.8
309.597433575434 0.8285 0.9 0.7 1.9 2.8
302.384785410521 0.8245 0.9 0.7 1.9 2.8
346.600159361635 0.8415 0.9 0.8 1.9 2.8
335.009228763312 0.8358 0.9 0.8 1.9 2.8
359.419305733953 0.8479 0.9 0.8 1.9 2.8
371.944389874764 0.8526 0.9 0.8 1.9 2.8
295.963300884564 0.8232 0.8 0.5 1.9 2.8
303.624442651398 0.8273 0.8 0.5 1.9 2.8
288.568347047645 0.8189 0.9 0.5 1.9 2.8
293.526366176371 0.8216 0.8 0.5 1.9 2.8
284.574943011262 0.8167 0.8 0.5 1.9 2.8
270.456873676158 0.8082 0.9 0.4 1.8 2.8
277.554110597092 0.8119 0.8 0.4 1.8 2.7
273.818048816029 0.8094 0.8 0.4 1.8 2.7
274.297570034323 0.8101 0.9 0.5 1.8 2.7
264.556317560245 0.8046 0.8 0.5 1.8 2.7
272.758221272482 0.8094 0.8 0.5 1.9 2.8
288.740536323325 0.8183 0.8 0.6 1.9 2.7
261.864785192765 0.8026 0.7 0.5 1.8 2.7
284.958726717304 0.8156 0.7 0.5 1.8 2.7
283.659193611813 0.8143 0.7 0.6 1.8 2.7
264.768870618631 0.8026 0.7 0.6 1.8 2.7
274.085889433005 0.8080 0.7 0.6 1.8 2.7
265.980379662376 0.8038 0.8 0.6 1.8 2.7
269.490604467519 0.8052 0.8 0.6 1.9 2.7
267.514056622933 0.8027 0.9 0.7 1.9 2.7
261.076239091637 0.7974 0.9 0.7 1.9 2.7
Import de China Ylog_hat^2 Ylog_hat^3
0.9 0.6180 0.4859
0.9 0.6350 0.5060
0.9 0.6385 0.5102
0.9 0.6376 0.5091
0.9 0.6360 0.5072
0.9 0.6509 0.5251
0.9 0.6343 0.5052
0.9 0.6332 0.5038
0.9 0.6505 0.5247
0.9 0.6386 0.5103
0.9 0.6494 0.5234
0.9 0.6498 0.5239
0.9 0.6495 0.5235
0.9 0.6637 0.5406
0.9 0.6637 0.5407
0.9 0.6599 0.5360
0.9 0.6620 0.5386
0.9 0.6620 0.5386
0.9 0.6523 0.5269
0.9 0.6734 0.5526
0.9 0.6837 0.5653
0.9 0.6829 0.5644
0.9 0.6702 0.5486
0.9 0.6502 0.5243
0.9 0.6740 0.5533
0.9 0.6910 0.5745
0.9 0.6809 0.5618
0.9 0.6876 0.5702
0.9 0.7023 0.5886
0.9 0.6916 0.5752
0.9 0.6807 0.5616
0.9 0.6959 0.5805
0.9 0.6864 0.5686
0.9 0.6799 0.5606
0.9 0.7081 0.5959
0.9 0.6986 0.5840
0.9 0.7189 0.6095
0.9 0.7269 0.6198
0.9 0.6776 0.5578
0.9 0.6844 0.5662
0.9 0.6705 0.5491
0.9 0.6750 0.5546
0.9 0.6670 0.5448
0.9 0.6532 0.5279
0.9 0.6592 0.5352
0.9 0.6551 0.5302
0.9 0.6563 0.5317
0.9 0.6474 0.5209
0.9 0.6552 0.5303
0.9 0.6695 0.5479
0.9 0.6441 0.5170
0.9 0.6653 0.5426
0.9 0.6631 0.5400
0.9 0.6442 0.5170
0.9 0.6528 0.5274
0.9 0.6460 0.5193
0.9 0.6483 0.5220
0.9 0.6442 0.5171
0.9 0.6358 0.5069
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.3261539
R Square 0.6846376
Adjusted R 0.040182
Standard Er0.0416891
Observatio 59

ANOVA
df SS MS F Significance F
Regression 4 0.0111719 0.002793 1.6070313 0.1858356
Residual 54 0.0938509 0.001738
Total 58 0.1050228

Coefficients
Standard Error t Stat P-value Lower 95% Upper 95%Lower 95,0%Upper 95,0%
Intercept 1.5452427 1.3798649 1.1198507 0.2677336 -1.22122 4.3117052 -1.22122 4.3117052
X Variable 10.0641667 0.0588533 1.0902814 0.2804306 -0.053827 0.1821604 -0.053827 0.1821604
X Variable 2 -0.071963 0.1408622 -0.510872 0.6115228 -0.354374 0.2104491 -0.354374 0.2104491
X Variable 30.2175642 0.1995597 1.0902213 0.2804568 -0.182529 0.6176572 -0.182529 0.6176572
X Variable 4 -1.32184 1.3278402 -0.995481 0.3239423 -3.983999 1.3403194 -3.983999 1.3403194

RESIDUAL OUTPUT

ObservationPredicted Y Residuals
1 0.7861421 0.0370555
2 0.7968677 0.0336568
3 0.799036 0.0223727
4 0.7984998 0.0229475
5 0.7974954 -0.013724
6 0.806774 0.0141608
7 0.7964425 -0.021451
8 0.7957074 -0.031141
9 0.8065526 -0.003916
10 0.7990954 0.0006103
11 0.8058799 0.0239795
12 0.8061297 0.0550437
13 0.8059289 0.0338551
14 0.8146504 0.0182869
15 0.8146783 -0.012898
16 0.8123287 -0.00474
17 0.8136184 -0.017725
18 0.8136352 -0.020684
19 0.8076801 -0.015611
20 0.8205943 0.0063612
21 0.8268448 -0.064157
22 0.8263899 -0.064582
23 0.8186493 -0.068059
24 0.8063443 -0.045014
25 0.8209757 -0.043092
26 0.8312882 -0.022072
27 0.8251433 -0.016622
28 0.8292088 -0.020924
29 0.8380408 0.0073674
30 0.8316278 0.0234126
31 0.8250286 0.0266516
32 0.8342024 0.0122336
33 0.8284751 0.0303027
34 0.8245422 0.0772539
35 0.8414901 0.062175
36 0.8358472 0.038826
37 0.8478825 0.0115741
38 0.8526003 0.0104071
39 0.8231874 -0.005873
40 0.8272865 -0.006442
41 0.8188709 0.0502199
42 0.8216003 -0.025172
43 0.8167111 0.0229743
44 0.8082061 0.0504634
45 0.8118997 0.0362956
46 0.8093724 0.0312418
47 0.8101371 0.0496975
48 0.8045922 0.0246858
49 0.8094389 -0.027576
50 0.8182538 -0.038888
51 0.8025718 -0.056132
52 0.8156324 -0.068065
53 0.8143037 -0.110394
54 0.8026117 -0.063815
55 0.8079653 -0.077054
56 0.8037712 -0.003192
57 0.805165 0.0336841
58 0.8026501 0.047751
59 0.7973507 0.0534671
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.4112311
R Square 0.5678111
Adjusted R 0.0732392
Standard Er 0.609847
Observatio 59

ANOVA
df SS MS F Significance F
Regression 6 3.9361708 0.6560285 1.7639282 0.1249177
Residual 52 19.339494 0.3719134
Total 58 23.275665

Coefficients
Standard Error t Stat P-value Lower 95% Upper 95%Lower 95,0%Upper 95,0%
Intercept -1936.425 5726.3772 -0.338159 0.736605 -13427.24 9554.3913 -13427.24 9554.3913
X Variable 1 -20.3253 58.83363 -0.345471 0.7311342 -138.3836 97.733019 -138.3836 97.733019
X Variable 21.0334438 3.0070722 0.3436711 0.7324794 -5.000688 7.0675756 -5.000688 7.0675756
X Variable 3 -0.356634 1.0371881 -0.343847 0.7323481 -2.437904 1.7246365 -2.437904 1.7246365
X Variable 4164.45317 477.45421 0.3444376 0.7319064 -793.6288 1122.5351 -793.6288 1122.5351
X Variable 524.449591 77.250819 0.3164962 0.752893 -130.5655 179.4647 -130.5655 179.4647
X Variable 6 -1.109543 3.874695 -0.286356 0.7757431 -8.884687 6.6656012 -8.884687 6.6656012

RESIDUAL OUTPUT

ObservationPredicted Y Residuals
1 6.6651821 -0.009422
2 6.4025228 0.3664772
3 6.3970461 0.2313539
4 6.4149758 0.2140142
5 6.4345471 -0.356397
6 6.3871339 0.2340361
7 6.438081 -0.481571
8 6.461477 -0.646247
9 6.3354884 0.0125116
10 6.3901927 -0.084893
11 6.3498528 0.4087872
12 6.3351521 0.9288079
13 6.3435971 0.5712729
14 6.3867222 0.4199878
15 6.3999383 -0.064448
16 6.39926 0.02153
17 6.3751136 -0.124914
18 6.3496575 -0.141668
19 6.3354685 -0.140078
20 6.4257819 0.2878181
21 6.6219631 -0.831843
22 6.6256335 -0.847233
23 6.4713694 -0.840309
24 6.3742112 -0.602161
25 6.5201192 -0.523819
26 6.7749419 -0.330042
27 6.6631835 -0.228583
28 6.7537342 -0.322634
29 7.0085946 -0.003595
30 6.8264527 0.3356473
31 6.6778405 0.4290595
32 6.8713249 0.1502751
33 6.6918904 0.5321096
34 6.5965748 1.3796252
35 7.1879073 0.8226927
36 7.0002725 0.4930275
37 7.4167529 -0.181453
38 7.6231084 -0.328408
39 6.6342052 -0.068005
40 6.7405028 -0.120703
41 6.5690233 0.8285767
42 6.6108918 -0.352992
43 6.528579 0.384721
44 6.5192894 0.7029106
45 6.5386245 0.5114755
46 6.5246123 0.4034877
47 6.494879 0.746721
48 6.453312 0.296288
49 6.4691439 -0.417644
50 6.5423047 -0.525505
51 6.4578103 -0.88031
52 6.5148484 -0.922848
53 6.478827 -1.421627
54 6.3863919 -0.906192
55 6.40346 -1.02186
56 6.3906625 -0.072663
57 6.3752543 0.5247457
58 6.3220553 0.7639447
59 6.2946363 0.7981637
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.998799
R Square 0.5975995
Adjusted R Square 0.99727
Standard Error 0.0330995
Observations 59

ANOVA
df SS MS F Significance F
Regression 7 23.219791 3.317113 3027.7355 1.828E-64
Residual 51 0.0558744 0.0010956
Total 58 23.275665

Coefficients
Standard Error t Stat P-value Lower 95% Upper 95%Lower 95,0%
Intercept -2059.487 2420.9259 -0.850702 0.3989114 -6919.698 2800.7249 -6919.698
X Variable 1 14.780347 0.1116307 132.40401 2.191E-66 14.556239 15.004455 14.556239
X Variable 2 -103.3097 122.11089 -0.846032 0.401487 -348.4576 141.8381 -348.4576
X Variable 3 115.76569 136.94743 0.8453295 0.4018754 -159.1677 390.69913 -159.1677
X Variable 4 -350.9169 414.06894 -0.847484 0.4006851 -1182.195 480.36123 -1182.195
X Variable 5 2132.8302 2515.5661 0.847853 0.4004815 -2917.38 7183.04 -2917.38
X Variable 6 1976.3582 2322.3441 0.8510187 0.3987371 -2685.942 6638.6586 -2685.942
X Variable 7 -806.9531 944.47129 -0.854397 0.3968809 -2703.058 1089.1521 -2703.058

RESIDUAL OUTPUT

Observation Predicted Y Residuals


1 6.6509196 0.0048404
2 6.7556834 0.0133166
3 6.6215733 0.0068267
4 6.6339082 -0.004918
5 6.0890132 -0.010863
6 6.6339269 -0.012757
7 5.9542736 0.0022364
8 5.7946255 0.0206045
9 6.3449029 0.0030971
10 6.3092563 -0.003956
11 6.7483179 0.0103221
12 7.2149845 0.0489755
13 6.9027534 0.0121166
14 6.8135663 -0.006856
15 6.3564665 -0.020977
16 6.4400741 -0.019284
17 6.2522614 -0.002061
18 6.2172703 -0.00928
19 6.1991021 -0.003712
20 6.7459372 -0.032337
21 5.811988 -0.021868
22 5.8019469 -0.023547
23 5.5917836 0.0392764
24 5.7493116 0.0227384
25 5.9915627 0.0047373
26 6.4538056 -0.008906
27 6.4498942 -0.015294
28 6.4494448 -0.018345
29 6.9990681 0.0059319
30 7.157986 0.004114
31 7.1125199 -0.00562
32 7.0476602 -0.02606
33 7.2292413 -0.005241
34 7.8670066 0.1091934
35 7.9277533 0.0828467
36 7.511103 -0.017803
37 7.2569254 -0.021625
38 7.2998523 -0.005152
39 6.6007136 -0.034514
40 6.6487829 -0.028983
41 7.354905 0.042695
42 6.2790656 -0.021166
43 6.9205066 -0.007207
44 7.2111711 0.0110289
45 7.0561336 -0.006034
46 6.9386804 -0.01058
47 7.227332 0.014268
48 6.7778851 -0.028285
49 6.0679592 -0.016459
50 6.0447282 -0.027928
51 5.5557526 0.0217474
52 5.5832083 0.0087917
53 4.9569812 0.1002188
54 5.4645639 0.0156361
55 5.3503194 0.0312806
56 6.3875934 -0.069593
57 6.9347239 -0.034724
58 7.1124389 -0.026439
59 7.1212653 -0.028465
Upper 95,0%
2800.7249
15.004455
141.8381
390.69913
480.36123
7183.04
6638.6586
1089.1521
TEST DE RAMSEY

Para el modelo lineal original se evalúa el valor dl coeficiente de determinación y se compara con el v

El valor de r2 original es de 0.811890303

El valor del r2 incluyendo las nueva variables es de 0.567811099

El test de Ramsey para es modelo aplicado es de 14.96590701

Para el modelo Log lineal se evalúa el valor dl coeficiente de determinación y se compara con el valor

El valor de r2 original es de 0.684637638

El valor del r2 incluyendo las nueva variables es de 0.597599452

El test de Ramsey para es modelo aplicado es de 5.73188068

Se plantea un nivel de F crítico al 95% de 2.21

Se concluye que :
Se puede evidenciar que en ambos casos el Test de F es muy significativo, por lo tanto se sugiere la pos
n y se compara con el valor del coeficiente de determinación obtenido luego de incluír a las 2 nuevas variables

se compara con el valor del coeficiente de determinación obtenido luego de incluír a las 2 nuevas variables

o tanto se sugiere la posibilidad de mejora en la especificación del modelo que explica el precio de la acción.
Modelo 1
Entel Telefónica SAP to CLP Dólar Peso Import de China
6/1/2014 7.11 3.8 80.93 691.73 8.641
7/1/2014 7.02 5.0 86.07 688.12 8.582
8/1/2014 7.22 5.0 86.70 650.14 8.584
9/1/2014 7.98 5.0 85.28 629.99 8.606
10/1/2014 8.01 6.5 73.33 607.60 8.482
11/1/2014 7.49 6.5 71.39 614.73 8.595
12/1/2014 7.24 6.5 76.55 628.50 8.415
1/1/2015 7.29 6.8 76.63 623.62 8.353
2/1/2015 6.57 3.5 75.79 620.91 8.512
3/1/2015 6.62 3.2 72.66 612.92 8.417
4/1/2015 7.40 3.2 75.89 592.46 8.473
5/1/2015 6.26 3.2 76.58 589.98 8.423
6/1/2015 6.91 3.3 77.42 593.47 8.511
7/1/2015 7.22 2.7 63.43 579.05 8.613
8/1/2015 7.05 2.7 62.57 558.21 8.514
9/1/2015 6.93 2.6 63.06 553.06 8.518
10/1/2015 7.24 3.0 67.02 555.40 8.542
11/1/2015 6.75 3.2 69.65 554.64 8.633
12/1/2015 6.05 3.2 73.03 563.84 8.555
1/1/2016 6.02 3.6 71.25 554.41 8.462
2/1/2016 5.58 3.1 66.83 537.03 8.624
3/1/2016 5.59 3.5 65.93 529.45 8.468
4/1/2016 5.06 4.0 62.82 519.25 8.537
5/1/2016 5.48 4.0 66.58 500.81 8.633
6/1/2016 5.38 4.1 66.17 504.57 8.579
7/1/2016 6.32 4.2 64.10 512.59 8.681
8/1/2016 6.90 4.1 71.66 504.96 8.586
9/1/2016 7.09 4.8 75.63 502.89 8.653
10/1/2016 7.09 5.0 76.76 479.58 8.675
11/1/2016 7.16 3.8 81.30 685.31 8.526
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.9318748
R Square 0.8683907
Adjusted R 0.8473333
Standard Er0.8935643
Observatio 30

ANOVA
df SS MS F Significance F
Regression 4 131.71048 32.92762 41.239057 1.161E-10
Residual 25 19.961429 0.7984571
Total 29 151.67191

Coefficients
Standard Error t Stat P-value Lower 95% Upper 95%Lower 95,0%Upper 95,0%
Intercept -12.21457 2.6326355 -4.639672 9.481E-05 -17.63658 -6.792551 -17.63658 -6.792551
X Variable 1 -0.104557 0.0687476 -1.52088 0.1408385 -0.246145 0.0370315 -0.246145 0.0370315
X Variable 20.1539313 1.4033044 0.109692 0.9135294 -2.736228 3.0440908 -2.736228 3.0440908
X Variable 30.2367198 0.0555872 4.2585274 0.0002545 0.1222357 0.3512038 0.1222357 0.3512038
X Variable 40.0003939 0.0003282 1.2004489 0.2412168 -0.000282 0.0010698 -0.000282 0.0010698

RESIDUAL OUTPUT

ObservationPredicted Y Residuals
1 6.1094087 0.8472913
2 8.0725652 -0.941505
3 8.5548817 -1.699882
4 8.087876 0.396214
5 7.3275611 0.5214389
6 7.3434729 0.5156171
7 6.9370765 -0.891017
8 7.2812824 -0.356252
9 7.8309673 -1.147927
10 6.1651829 1.2118671
11 5.6393422 1.1997278
12 5.4808242 -0.173744
13 5.9314764 0.5945936
14 6.7865199 0.1835001
15 6.6670097 1.1070703
16 6.1725586 1.2535114
17 6.0196431 -0.061613
18 5.4231348 -0.657045
19 3.6244281 1.2885719
20 3.7611047 0.7979553
21 3.7887194 -0.205679
22 3.6561617 -0.253122
23 3.0272475 -0.172238
24 2.8286922 -0.571632
25 3.7353726 -1.583303
26 3.1347625 -0.779682
27 2.0634919 -0.084422
28 1.6053837 0.0776863
29 1.7098507 -0.239851
30 1.8892016 -0.176132
Matriz Global de Datos
Entel Telefónica SAP to CLP Dólar Peso Import de China
12/1/2016 1.87507 19.4 3.574661 62.22 5043.79041179222
1/1/2017 1.828 15.845 3.605326 63.4 5658.96370365451
2/1/2017 1.82802 17.499 3.528176 62.65 5333.70876760899
3/1/2017 1.68703 16.4 3.551058 65.75 5344.51773347189
4/1/2017 1.81003 15.899 3.674766 70.31 5463.85577719071
5/1/2017 2.19107 15.899 3.825306 74.64 4825.85784834835
6/1/2017 2.463 15.999 3.714713 72.14 5402.02624818931
7/1/2017 2.183 16.3 3.732788 71.78 4514.02875207768
8/1/2017 2.14401 15 3.575208 72.37 4243.83755197498
9/1/2017 2.53206 16 3.622711 73.85 4975.61901384164
10/1/2017 1.55204 16 3.950575 78.83 4521.28635846274
11/1/2017 2.68202 16.6 3.97177 82.86 4784.63286765243
12/1/2017 4.17507 16.6 3.969573 82.62 4550.55451754134
1/1/2018 5.52701 16 4.079368 85.07 4968.87438212425
2/1/2018 6.33805 15.8 4.05443 88.03 5500.73528910724
3/1/2018 7.02602 16.5 3.973243 88.18 4982.92908474329
4/1/2018 7.77903 16.655 3.772523 84.36 5001.72879632813
5/1/2018 7.83303 17.195 3.829542 84.85 5123.98812580615
6/1/2018 7.92003 18.5 3.699455 85.48 5613.86129345249
7/1/2018 8.44409 17.767 3.748278 82.98 5192.51372105773
8/1/2018 8.87701 18.984 3.961916 86.16 4729.1536149256
9/1/2018 8.74405 18.222 3.914083 88.08 5561.66136818192
10/1/2018 8.11401 17.65 3.821228 88.71 4761.2481754211
11/1/2018 9.99803 19 3.661983 87.82 5099.34782505391
12/1/2018 10.08 21.5 3.610281 89.07 5616.40390938149
1/1/2019 10.666 20 3.610961 88.15 5318.75834488676
2/1/2019 11.133 18 3.687009 89.64 5892.33819424915
3/1/2019 10.883 16.7 3.488218 85.67 5354.72051327725
4/1/2019 9.21101 20.6 3.520323 85.41 5729.40292997108
5/1/2019 11.334 22.9 3.47333 88.32 5855.01097974796
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.957489
R Square 0.9167852
Adjusted R 0.9034709
Standard Er1.1123931
Observatio 30

ANOVA
df SS MS F Significance F
Regression 4 340.81895 85.204737 68.856855 3.963E-13
Residual 25 30.935459 1.2374184
Total 29 371.75441

Coefficients
Standard Error t Stat P-value Lower 95% Upper 95%Lower 95,0%Upper 95,0%
Intercept -8.84643 7.6154505 -1.161642 0.2563518 -24.53074 6.8378841 -24.53074 6.8378841
X Variable 10.2283956 0.1584384 1.4415425 0.1618416 -0.097914 0.5547056 -0.097914 0.5547056
X Variable 2 -6.209219 1.6929298 -3.667736 0.0011568 -9.695873 -2.722565 -9.695873 -2.722565
X Variable 30.3579533 0.0327698 10.923266 5.241E-11 0.2904626 0.425444 0.2904626 0.425444
X Variable 40.0010227 0.0005824 1.7561436 0.0913095 -0.000177 0.0022221 -0.000177 0.0022221

RESIDUAL OUTPUT

ObservationPredicted Y Residuals
1 0.8188755 1.0561945
2 0.8680633 0.9599367
3 1.1237585 0.7042615
4 1.8513823 -0.164352
5 2.7231435 -0.913114
6 2.6858471 -0.494777
7 3.0897632 -0.626763
8 2.0092353 0.1737647
9 2.62563 -0.48162
10 3.8372536 -1.305194
11 3.1194229 -1.567383
12 4.8367397 -2.15472
13 4.525074 -0.350004
14 5.0111086 0.5159014
15 6.723766 -0.385716
16 6.9118688 0.1141512
17 6.8454299 0.9336001
18 6.9151552 0.9178748
19 8.747468 -0.827438
20 6.9510939 1.4929961
21 6.5669263 2.3100837
22 8.228594 0.515456
23 8.0814141 0.0325959
24 9.4057409 0.5922891
25 11.274009 -1.194009
26 10.293465 0.3725347
27 10.484442 0.6485579
28 9.4509531 1.4320469
29 10.43248 -1.22147
30 12.419686 -1.085686
Test de Chow

Para calcular la F de CHOW se requiere de la SCR de ambos modelos mas la original


Para el Modelo 1 Tenemos
SCR 19.961428701809 Consideremos que el modelo uno abarca desde (Junio 2

Para el Modelo 2 Tenemos


SCR 30.935459020787 Consideremos que el modelo uno abarca desde (Diciem

La suma de ambos SCR representa en el modelo de CHOW al SCR No restringido


SCR No Restringido es igual a 50.8968877226

El SCR del modelo original es decir el que abarco todo el periodo de estudio corresponde al SCR Restrignido
SCR Restringido es igual a 0.81189030294

Por lo tanto el valor del test de Chow es igual a CHOW 9.840483311


F crítico (5,50) 2.400409127
F (k,(n1+n1-2k)

Se concluye que:
La probabilidad de obtener un valor F mayor a 4.74 es inferior al 0.5%, por lo tanto se concluye que existe un ca
modelo uno abarca desde (Junio 2014 a Noviembre 2016)

modelo uno abarca desde (Diciembre 2016 a Mayo 2019)

orresponde al SCR Restrignido

anto se concluye que existe un cambio estructural entre los datos obtenidos desde Junio 2014 a Noviembre 2016 y los datos obtenidos de
y los datos obtenidos desde Diciembre 2016 a Mayo de 2019
Test de las Rachas

Periodo 1 2 3 4 5
Residuo 0.56879440781302 0.503506852 0.328498543 0.334286304 -0.21249437
Signo + + + + -

Como primer paso se cuenta la cantidad de Rachas existentes en la lista de residuos


La cantidad de Rachas es de 29

Luego se cuentan las cantidad de residuos con el signo positivo


La cantidad de residuos possitivos es de 28

Seguidamente se cuenta la cantidad de residuos con el signo negativo


La cantidadd de Signos Negativos es de 32

Luego se obtiene por formula el valor esperado de las Rachas


El valor de E(Rachas) es igual a 30.8666667

Se obtiene la varianza y Desviación Estandar del valor Esperado de Rrachas


Var(n) 14.6127306968
Desv(n) 3.822660159732

Y se determina el Intervalo de Confianza


Intervalo Inferior 23.2213463
Intervalo Superior 38.511987

Se concluye que existe normalidad en la distribución de los errores dado que el valor de las Rachas cae

Referencia: Gujarati Cap. 13


6 7 8 9 10 11 12 13
0.196884348 -0.31591768 -0.43795892 -0.04496388 0.014151713 0.374550618 0.870583699 0.5198226
+ - - - + + + +

de residuos

que el valor de las Rachas cae en el intervalo de confianza generado


14 15 16 17 18 19 20 21
0.270388146 -0.20284352 -0.0807812 -0.25292511 -0.3058987 -0.22569546 0.039978204 -1.01515538
+ - - - - - + -
22 23 24 25 26 27 28 29
-1.02213384 -0.95398328 -0.63663547 -0.6193728 -0.31977746 -0.25087203 -0.31173225 0.136274568
- - - - - - - +
30 31 32 33 34 35 36 37
0.379340135 0.414952099 0.174293993 0.459031418 1.264178918 0.98619431 0.548086666 0.125340389
+ + + + + + + +
38 39 40 41 42 43 44 45
0.103092044 -0.09796826 -0.10138078 0.789404281 -0.38792712 0.335728881 0.755252412 0.527072323
+ - - + - + + +
46 47 48 49 50 51 52 53
0.434472725 0.744184301 0.330028421 -0.43373846 -0.59270983 -0.82022694 -0.98852667 -1.51330809
+ + + - - - - -
54 55 56 57 58 59 60
-0.94109035 -1.11414388 -0.11306946 0.440763153 0.642593428 0.701501285 0.527072323
- - - + + + +
Test de Kolmogorov Smirnov

Como primer paso se dividen en 12 grupos los residuos ordenados desde menor a mayor
En la siguiente tabla se muestran los residuos obtenidos de la regresión Óptima

Residuos Normales Residuos ordenados de Menor a Mayor


0.568794407813022 -1.51330809433399
0.503506851874079 -1.1141438759413
0.328498542943328 -1.0221338357375
0.334286303585524 -1.01515537975807
-0.212494369745445 -0.988526673823316
0.196884348412154 -0.95398327652808
-0.31591767710752 -0.941090348409867
-0.437958922666017 -0.82022693686232
-0.044963882478544 -0.63663547046529
0.014151712831503 -0.619372800380918
0.374550617940598 -0.592709831746771
0.870583698730676 -0.437958922666017
0.519822600216222 -0.433738464551896
0.270388146239106 -0.387927115611578
-0.20284352384925 -0.319777456761567
-0.080781199982784 -0.31591767710752
-0.25292510789507 -0.311732247797472
-0.30589869554323 -0.30589869554323
-0.225695461371568 -0.25292510789507
0.039978203878378 -0.250872028294265
-1.01515537975807 -0.225695461371568
-1.0221338357375 -0.212494369745445
-0.95398327652808 -0.20284352384925
-0.63663547046529 -0.113069463611142
-0.619372800380918 -0.101380780997537
-0.319777456761567 -0.097968264893923
-0.250872028294265 -0.080781199982784
-0.311732247797472 -0.044963882478544
0.136274567973947 0.014151712831503
0.379340135125098 0.039978203878378
0.414952099001011 0.103092044397199
0.174293992712562 0.125340389359644
0.459031418102567 0.136274567973947
1.26417891813639 0.174293992712562
0.986194309980451 0.196884348412154
0.548086666292964 0.270388146239106
0.125340389359644 0.328498542943328
0.103092044397199 0.330028421492035
-0.097968264893923 0.334286303585524
-0.101380780997537 0.335728881152718
0.789404281183324 0.374550617940598
-0.387927115611578 0.379340135125098
0.335728881152718 0.414952099001011
0.75525241201714 0.434472724668626
0.527072323116263 0.440763153254006
0.434472724668626 0.459031418102567
0.744184301233679 0.503506851874079
0.330028421492035 0.519822600216222
-0.433738464551896 0.527072323116263
-0.592709831746771 0.548086666292964
-0.82022693686232 0.568794407813022
-0.988526673823316 0.642593428269239
-1.51330809433399 0.701501285212924
-0.941090348409867 0.744184301233679
-1.1141438759413 0.75525241201714
-0.113069463611142 0.789404281183324
0.440763153254006 0.870583698730676
0.642593428269239 0.986194309980451
0.701501285212924 1.26417891813639
En la siguiente tabla se juntan los valores de los pormedio obten
Llamaremos a esa diferencia Delta

Periodo Promedio
Bloques de 5 Promedio 1 -1.13
-1.5133080943 2 -0.79
-1.1141438759 3 -0.43
-1.0221338357 -1.130653571919 4 -0.29
-1.0151553798 5 -0.17
-0.9885266738 6 -0.03
-0.9539832765 7 0.15
-0.9410903484 8 0.32
-0.8202269369 -0.794261766529 9 0.41
-0.6366354705 10 0.51
-0.6193728004 11 0.68
-0.5927098317 12 0.94
-0.4379589227
-0.4337384646 -0.434422358268 Se busca obtener el máximo valor de la columna delta y compar
-0.3879271156 Para la evaluación el estadístico de KS nos da un valor de
-0.3197774568
-0.3159176771 Conclusión:
-0.3117322478
-0.3058986955 -0.287469151328 Dado que el nivel del estadístico de KS es mayor al máximo delta
-0.2529251079
-0.2508720283
-0.2256954614
-0.2124943697
-0.2028435238 -0.171096719915
-0.1130694636
-0.101380781
-0.0979682649
-0.0807812
-0.0449638825 -0.033916686129
0.01415171283
0.03997820388
0.1030920444
0.12534038936
0.13627456797 0.147177068571
0.17429399271
0.19688434841
0.27038814624
0.32849854294
0.33002842149 0.319786059083
0.319786059083
0.33428630359
0.33572888115
0.37455061794
0.37934013513
0.414952099 0.408815745998
0.43447272467
0.44076315325
0.4590314181
0.50350685187
0.51982260022 0.51150397192
0.52707232312
0.54808666629
0.56879440781
0.64259342827
0.70150128521 0.682465166909
0.74418430123
0.75525241202
0.78940428118
0.87058369873
0.98619430998 0.939953097843
1.26417891814
0.78940428118
an los valores de los pormedio obtenidos, la finalidad es determinar el delta entre el área real y el área real

Area ordinal Area Real Delta


0.08 0.13 0.05
0.17 0.21 0.05
0.25 0.33 0.08
0.33 0.39 0.05
0.42 0.43 0.02
0.50 0.49 0.01
0.58 0.56 0.02
0.67 0.63 0.04
0.75 0.66 0.09
0.83 0.70 0.14
0.92 0.75 0.16
1.00 0.83 0.17 Máximo Delta

o valor de la columna delta y compararlo con el estadístico de KS con un 95% de Confianza


stico de KS nos da un valor de 0.375

stico de KS es mayor al máximo delta de la Tabla se concluye que existe normalidad en los errores
a entre el área real y el área real

Máximo Delta

% de Confianza

malidad en los errores


RES-PROM^2 RES-PROM^4
Residuo Asimetria RES-PROM^3 Curtosis SUMA 2
0.56879440781 0.33541631108 0.19425681657 0.1125041017 SUMA 3
0.50350685187 0.26405602091 0.13568883442 0.0697255822 SUMA 4
0.32849854294 0.11482305435 0.03890842425 0.0131843338
0.33428630359 0.11877898166 0.04093637632 0.0141084465 Observaciones
-0.2124943697 0.04085953094 -0.0082592396 0.0016695013 Promedio
0.19688434841 0.04294896143 0.00890079912 0.0018446133
-0.3159176771 0.0933673496 -0.028529394 0.008717462 Asimetría
-0.4379589227 0.18284343535 -0.0781842111 0.0334317218 Curtosis
-0.0449638825 0.00119763883 -4.144659E-05 1.4343388E-06
0.01415171283 0.00060067522 1.4721755E-05 3.6081072E-07
0.37455061794 0.14815384637 0.05702553871 0.0219495622
0.87058369873 0.77605645065 0.68365968369 0.6022636146
0.51982260022 0.28109036995 0.14902836975 0.0790117961
0.27038814624 0.07881781673 0.02212771662 0.0062122482
-0.2028435238 0.03705107585 -0.0071318341 0.0013727822
-0.0807812 0.00495957306 -0.0003492741 2.4597365E-05
-0.2529251079 0.0588393046 -0.0142725409 0.0034620638
-0.3058986955 0.08734491529 -0.0258140675 0.0076291342
-0.2256954614 0.0463706686 -0.0099853901 0.0021502389
0.03997820388 0.00253362909 0.00012753064 6.4192764E-06
-1.0151553798 1.009619857 -1.0144644332 1.0193322556
-1.0221338357 1.02369243888 -1.0357483338 1.0479462094
-0.9539832765 0.89043061834 -0.8402337613 0.7928666861
-0.6366354705 0.39222476809 -0.2456419421 0.1538402687
-0.6193728004 0.37090028938 -0.2258841501 0.1375670247
-0.3197774568 0.09574104155 -0.0296242403 0.009166347
-0.2508720283 0.05784749632 -0.0139131943 0.0033463328
-0.3117322478 0.09082706189 -0.0273730316 0.0082495552
0.13627456797 0.02150080607 0.00315269613 0.0004622847
0.37934013513 0.1518638288 0.05918089349 0.0230626225
0.414952099 0.18088779878 0.07693322015 0.0327203957
0.17429399271 0.03409597569 0.00629585452 0.0011625356
0.4590314181 0.22032545293 0.10341820781 0.0485433052
1.26417891814 1.62444171398 2.07040925235 2.6388108821
0.98619430998 0.99311444099 0.98968946104 0.9862762929
0.54808666629 0.31185928783 0.17415583273 0.0972562154
0.12534038936 0.01841377162 0.00249870007 0.000339067
0.1030920444 0.01287067743 0.00146016559 0.0001656543
-0.0979682649 0.0076757401 -0.0006724816 5.8916986E-05
-0.101380781 0.00828533532 -0.0007541628 6.8646781E-05
0.78940428118 0.63961804875 0.51154172689 0.4091112483
-0.3879271156 0.14255921965 -0.0538261062 0.0203231311
0.33572888115 0.11977541198 0.04145257464 0.0143461493
0.75525241202 0.58615771612 0.44876784309 0.3435808682
0.52707232312 0.28883023828 0.15522582896 0.0834229065
0.43447272467 0.19787345162 0.08801998581 0.0391539029
0.74418430123 0.56933252042 0.4295848801 0.3241395188
0.33002842149 0.11586221042 0.03943780312 0.0134240518
-0.4337384646 0.1792518953 -0.0758919365 0.032131242
-0.5927098317 0.33913486297 -0.1974961601 0.1150124553
-0.8202269369 0.6558893735 -0.5311851093 0.4301908703
-0.9885266738 0.95681598189 -0.9359284117 0.9154968232
-1.5133080943 2.2588621012 -3.394959349 5.1024579922
-0.9410903484 0.86626463349 -0.8062614144 0.7504144152
-1.1141438759 1.21834554773 -1.3447938702 1.4843658737
-0.1130694636 0.01054985765 -0.0010836023 0.0001112995
0.44076315325 0.20350935988 0.09180716622 0.0414160596
0.64259342827 0.42634421432 0.27838162183 0.1817693891
0.70150128521 0.50674216648 0.36072859126 0.2567876233
-0.6214178194 0.37339536948 -0.228167294 0.1394241019
20.88784219 Jarque Bera 1.390423423 < 5.991464547
-3.91365327
18.67759144
Conclusión
60 Se concluya que existe normalidad en la distribución de los residuos
-0.01035696

3.091961727
2.568531913