Sueldos

U Rótulos (Variable
Interés y)
e1 Aylin 138.217767 Aylin Johader Gabriela Felipe
e2 Johader 134.3262331 Rotulos Para La Macro
e3 Gabriela 127.6182738
e4 Felipe 141.0221565
e5 Carolina 124.0384895
e6 Immer 144.0619023
e7 Leidy 136.3092568

1er: Generar un soporte de tamaño fijo para:

N= 7
n= 4

Tamaño del Soporte= 35

 Carolina Immer Leidy
os Para La Macro
n(Q) I1 I2 I3 I4 I5 I6 I7 n(s) Lexicografico

[1,] 1 1 1 1 0 0 0 4 Aylin Johader Gabriela Felipe

[2,] 1 1 1 0 1 0 0 4 Aylin Johader Gabriela Carolina

[3,] 1 1 1 0 0 1 0 4 Aylin Johader Gabriela Immer

[4,] 1 1 1 0 0 0 1 4 Aylin Johader Gabriela Leidy

[5,] 1 1 0 1 1 0 0 4 Aylin Johader Felipe Carolina

[6,] 1 1 0 1 0 1 0 4 Aylin Johader Felipe Immer

[7,] 1 1 0 1 0 0 1 4 Aylin Johader Felipe Leidy

[8,] 1 1 0 0 1 1 0 4 Aylin Johader Carolina Immer
[9,] 1 1 0 0 1 0 1 4 Aylin Johader Carolina Leidy
[10,] 1 1 0 0 0 1 1 4 Aylin Johader Immer Leidy
[11,] 1 0 1 1 1 0 0 4 Aylin Gabriela Felipe Carolina
[12,] 1 0 1 1 0 1 0 4 Aylin Gabriela Felipe Immer
[13,] 1 0 1 1 0 0 1 4 Aylin Gabriela Felipe Leidy
[14,] 1 0 1 0 1 1 0 4 Aylin Gabriela Carolina Immer
[15,] 1 0 1 0 1 0 1 4 Aylin Gabriela Carolina Leidy
[16,] 1 0 1 0 0 1 1 4 Aylin Gabriela Immer Leidy
[17,] 1 0 0 1 1 1 0 4 Aylin Felipe Carolina Immer
[18,] 1 0 0 1 1 0 1 4 Aylin Felipe Carolina Leidy
[19,] 1 0 0 1 0 1 1 4 Aylin Felipe Immer Leidy
[20,] 1 0 0 0 1 1 1 4 Aylin Carolina Immer Leidy
[21,] 0 1 1 1 1 0 0 4 Johader Gabriela Felipe Carolina
[22,] 0 1 1 1 0 1 0 4 Johader Gabriela Felipe Immer
[23,] 0 1 1 1 0 0 1 4 Johader Gabriela Felipe Leidy
[24,] 0 1 1 0 1 1 0 4 Johader Gabriela Carolina Immer
[25,] 0 1 1 0 1 0 1 4 Johader Gabriela Carolina Leidy
[26,] 0 1 1 0 0 1 1 4 Johader Gabriela Immer Leidy
[27,] 0 1 0 1 1 1 0 4 Johader Felipe Carolina Immer
[28,] 0 1 0 1 1 0 1 4 Johader Felipe Carolina Leidy
[29,] 0 1 0 1 0 1 1 4 Johader Felipe Immer Leidy
[30,] 0 1 0 0 1 1 1 4 Johader Carolina Immer Leidy
[31,] 0 0 1 1 1 1 0 4 Gabriela Felipe Carolina Immer
[32,] 0 0 1 1 1 0 1 4 Gabriela Felipe Carolina Leidy
[33,] 0 0 1 1 0 1 1 4 Gabriela Felipe Immer Leidy
[34,] 0 0 1 0 1 1 1 4 Gabriela Carolina Immer Leidy
[35,] 0 0 0 1 1 1 1 4 Felipe Carolina Immer Leidy

Para la macro
πk l1 l2 l3 l4 l5
[1,] 0.08961027 0.08961027 0.08961027 0.08961027 0
[2,] 0.06244145 0.06244145 0.06244145 0 0.06244145
[3,] 0.03850478 0.03850478 0.03850478 0 0
[4,] 0.03967585 0.03967585 0.03967585 0 0
[5,] 0.01892449 0.01892449 0 0.01892449 0.01892449
[6,] 0.02609144 0.02609144 0 0.02609144 0
[7,] 0.02609144 0.02609144 0 0.02609144 0
[8,] 0.00126476 0.00126476 0 0 0.00126476
[9,] 0.03644369 0.03644369 0 0 0.03644369
[10,] 0.01428705 0.01428705 0 0 0
[11,] 0.06169196 0 0.06169196 0.06169196 0.06169196
[12,] 0.00210793 0 0.00210793 0.00210793 0
[13,] 0.010727 0 0.010727 0.010727 0
[14,] 0.01021173 0 0.01021173 0 0.01021173
[15,] 0.03372681 0 0.03372681 0 0.03372681
[16,] 0.03569421 0 0.03569421 0 0
[17,] 0.0217819 0 0 0.0217819 0.0217819
[18,] 0.01892449 0 0 0.01892449 0.01892449
[19,] 0.00074948 0 0 0.00074948 0
[20,] 0.16371557 0 0 0 0.16371557
[21,] 0 0.01780026 0.01780026 0.01780026 0.01780026
[22,] 0 0.02093873 0.02093873 0.02093873 0
[23,] 0 0.01826869 0.01826869 0.01826869 0
[24,] 0 0.02295297 0.02295297 0 0.02295297
[25,] 0 0.03887952 0.03887952 0 0.03887952
[26,] 0 0.01241334 0.01241334 0 0
[27,] 0 0.00997752 0 0.00997752 0.00997752
[28,] 0 0.03264943 0 0.03264943 0.03264943
[29,] 0 0.02670039 0 0.02670039 0
[30,] 0 0.02121979 0 0 0.02121979
[31,] 0 0 0.0341484 0.0341484 0.0341484
[32,] 0 0 0.00126476 0.00126476 0.00126476
[33,] 0 0 0.00557429 0.00557429 0
[34,] 0 0 0.01068016 0 0.01068016
[35,] 0 0 0 0.01386547 0.01386547
 Probabilidades de Probabilidades de
p(s) Inclusión de 1er Orden πk Inclusión de 2do Orden π1
0.08961027 π1 0.7127 π1 0.7127
0.06244145 π2 0.5751 π2 0.3533
0.03850478 π3 0.5673 π3 0.3844
0.03967585 π4 0.4579 π4 0.2767
0.01892449 π5 0.6326 π5 0.4291
0.02609144 π6 0.4929 π6 0.3144
0.02609144 π7 0.5616 π7 0.3800
0.00126476
0.03644369 Σπk = E(n(S)) 4.00 ΣπkL 2.851
0.01428705 nπk 2.85
0.06169196
0.00210793
0.010727
0.01021173
0.03372681
0.03569421
0.0217819
0.01892449
0.00074948
0.16371557
0.01780026
0.02093873
0.01826869
0.02295297
0.03887952
0.01241334
0.00997752
0.03264943
0.02670039
0.02121979
0.0341484
0.00126476
0.00557429
0.01068016
0.01386547

l6 l7
0 0
0 0
0.03850478 0
0 0.03967585
0 0
0.02609144 0
0 0.02609144
0.00126476 0
0 0.03644369
0.01428705 0.01428705
0 0
0.00210793 0
0 0.010727
0.01021173 0
0 0.03372681
0.03569421 0.03569421
0.0217819 0
0 0.01892449
0.00074948 0.00074948
0.16371557 0.16371557
0 0
0.02093873 0
0 0.01826869
0.02295297 0
0 0.03887952
0.01241334 0.01241334
0.00997752 0
0 0.03264943
0.02670039 0.02670039
0.02121979 0.02121979
0.0341484 0
0 0.00126476
0.00557429 0.00557429
0.01068016 0.01068016
0.01386547 0.01386547
π2 π3 π4 π5 π6 π7 ΣπkL nπk
0.3533 0.3844 0.2767 0.4291 0.3144 0.3800 2.851 2.85
0.5751 0.3615 0.2871 0.2626 0.1944 0.2666 2.301 2.30
0.3615 0.5673 0.2621 0.2938 0.1932 0.2069 2.269 2.27
0.2871 0.2621 0.4579 0.2310 0.1619 0.1548 1.832 1.83
0.2626 0.2938 0.2310 0.6326 0.3098 0.3714 2.530 2.53
0.1944 0.1932 0.1619 0.3098 0.4929 0.3049 1.972 1.97
0.2666 0.2069 0.1548 0.3714 0.3049 0.5616 2.246 2.25

2.301 2.269 1.832 2.530 1.972 2.246

2.30 2.27 1.83 2.53 1.97 2.25
 ΔkL π1 π2 π3 π4
π1 0.2048 -0.0565 -0.0199 -0.0496
π2 -0.0565 0.2444 0.0352 0.0237
π3 -0.0199 0.0352 0.2455 0.0024
π4 -0.0496 0.0237 0.0024 0.2482
π5 -0.0217 -0.1013 -0.0651 -0.0586
π6 -0.0369 -0.0891 -0.0864 -0.0637
π7 -0.0202 -0.0563 -0.1117 -0.1023

ΣπkL 0.0000 0.0000 0.0000 0.0000

Comprobar la covarianza entre I7 e I4, recordar que Σ(xi-x_barra)(yi-y_barra)p(s)

(xi-x_barra)(yi-
I7 I4 (xi-x_barra) (yi-y_barra)
y_barra)
[1,] 0 1 -0.5616 0.5421 -0.3044
[2,] 0 0 -0.5616 -0.4579 0.2571
[3,] 0 0 -0.5616 -0.4579 0.2571
[4,] 1 0 0.4384 -0.4579 -0.2008
[5,] 0 1 -0.5616 0.5421 -0.3044
[6,] 0 1 -0.5616 0.5421 -0.3044
[7,] 1 1 0.4384 0.5421 0.2377
[8,] 0 0 -0.5616 -0.4579 0.2571
[9,] 1 0 0.4384 -0.4579 -0.2008
[10,] 1 0 0.4384 -0.4579 -0.2008
[11,] 0 1 -0.5616 0.5421 -0.3044
[12,] 0 1 -0.5616 0.5421 -0.3044
[13,] 1 1 0.4384 0.5421 0.2377
[14,] 0 0 -0.5616 -0.4579 0.2571
[15,] 1 0 0.4384 -0.4579 -0.2008
[16,] 1 0 0.4384 -0.4579 -0.2008
[17,] 0 1 -0.5616 0.5421 -0.3044
[18,] 1 1 0.4384 0.5421 0.2377
[19,] 1 1 0.4384 0.5421 0.2377
[20,] 1 0 0.4384 -0.4579 -0.2008
[21,] 0 1 -0.5616 0.5421 -0.3044
[22,] 0 1 -0.5616 0.5421 -0.3044
[23,] 1 1 0.4384 0.5421 0.2377
[24,] 0 0 -0.5616 -0.4579 0.2571
[25,] 1 0 0.4384 -0.4579 -0.2008
[26,] 1 0 0.4384 -0.4579 -0.2008
[27,] 0 1 -0.5616 0.5421 -0.3044
[28,] 1 1 0.4384 0.5421 0.2377
[29,] 1 1 0.4384 0.5421 0.2377
[30,] 1 0 0.4384 -0.4579 -0.2008
[31,] 0 1 -0.5616 0.5421 -0.3044
[32,] 1 1 0.4384 0.5421 0.2377
[33,] 1 1 0.4384 0.5421 0.2377
[34,] 1 0 0.4384 -0.4579 -0.2008
[35,] 1 1 0.4384 0.5421 0.2377
π5 π6 π7 ΣπkL
-0.0217 -0.0369 -0.0202 0.0000
-0.1013 -0.0891 -0.0563 0.0000
-0.0651 -0.0864 -0.1117 0.0000
-0.0586 -0.0637 -0.1023 0.0000
0.2324 -0.0020 0.0162 0.0000
-0.0020 0.2499 0.0281 0.0000
0.0162 0.0281 0.2462 0.0000

0.0000 0.0000 0.0000

(xi-x_barra) Cov(I7,I4)
p(s)
(yi-y_barra)p(s)
0.0896 -0.0273 -0.102312
0.0624 0.0161
0.0385 0.0099
0.0397 -0.0080
0.0189 -0.0058
0.0261 -0.0079
0.0261 0.0062
0.0013 0.0003
0.0364 -0.0073
0.0143 -0.0029
0.0617 -0.0188
0.0021 -0.0006
0.0107 0.0025
0.0102 0.0026
0.0337 -0.0068
0.0357 -0.0072
0.0218 -0.0066
0.0189 0.0045
0.0007 0.0002
0.1637 -0.0329
0.0178 -0.0054
0.0209 -0.0064
0.0183 0.0043
0.0230 0.0059
0.0389 -0.0078
0.0124 -0.0025
0.0100 -0.0030
0.0326 0.0078
0.0267 0.0063
0.0212 -0.0043
0.0341 -0.0104
0.0013 0.0003
0.0056 0.0013
0.0107 -0.0021
0.0139 0.0033
 U e1 e2 e3 e4 e5 e6
Rótulos Aylin Johader Gabriela Felipe Carolina Immer
Sueldos (Variable Interés y) 138.217767 134.326233 127.618274 141.022156 124.03849 144.061902
πk 0.7127 0.5751 0.5673 0.4579 0.6326 0.4929
dk 1.40318128 1.73871966 1.76269507 2.18393862 1.58086493 2.02889185

193.944583 233.555662 224.952102 307.983734 196.088098 292.286019

 e7
Leidy ty
136.309257 Yk 946
0.5616
1.78078078

242.736905 1692

sumatoria(yk/dk) E(t^yπ)
p(s) n(Q) I1 I2 I3 I4 I5 I6 I7 t^yπ Σt^yπ*p(s) VAR(t^yπ)
0.08961027 [1,] 1 1 1 1 0 0 0 960.4361 86.0649 19.74
0.06244145 [2,] 1 1 1 0 1 0 0 848.5404 52.9841 588.16
0.03850478 [3,] 1 1 1 0 0 1 0 944.7384 36.3769 0.03
0.03967585 [4,] 1 1 1 0 0 0 1 895.1893 35.5174 100.80
0.01892449 [5,] 1 1 0 1 1 0 0 931.5721 17.6295 3.72
0.02609144 [6,] 1 1 0 1 0 1 0 1027.7700 26.8160 176.19
0.02609144 [7,] 1 1 0 1 0 0 1 978.2209 25.5232 27.77
0.00126476 [8,] 1 1 0 0 1 1 0 915.8744 1.1584 1.12
0.03644369 [9,] 1 1 0 0 1 0 1 866.3252 31.5721 229.00
0.01428705 [10,] 1 1 0 0 0 1 1 962.5232 13.7516 4.09
0.06169196 [11,] 1 0 1 1 1 0 0 922.9685 56.9397 31.58
0.00210793 [12,] 1 0 1 1 0 1 0 1019.1664 2.1483 11.41
0.010727 [13,] 1 0 1 1 0 0 1 969.6173 10.4011 6.19
0.01021173 [14,] 1 0 1 0 1 1 0 907.2708 9.2648 15.00
0.03372681 [15,] 1 0 1 0 1 0 1 857.7217 28.9282 260.42
0.03569421 [16,] 1 0 1 0 0 1 1 953.9196 34.0494 2.47
0.0217819 [17,] 1 0 0 1 1 1 0 990.3024 21.5707 43.54
0.01892449 [18,] 1 0 0 1 1 0 1 940.7533 17.8033 0.44
0.00074948 [19,] 1 0 0 1 0 1 1 1036.9512 0.7772 6.26
0.16371557 [20,] 1 0 0 0 1 1 1 925.0556 151.4460 69.06
0.01780026 [21,] 0 1 1 1 1 0 0 962.5796 17.1342 5.14
0.02093873 [22,] 0 1 1 1 0 1 0 1058.7775 22.1695 268.24
0.01826869 [23,] 0 1 1 1 0 0 1 1009.2284 18.4373 73.98
0.02295297 [24,] 0 1 1 0 1 1 0 946.8819 21.7338 0.04
0.03887952 [25,] 0 1 1 0 1 0 1 897.3328 34.8879 90.56
0.01241334 [26,] 0 1 1 0 0 1 1 993.5307 12.3330 28.52
0.00997752 [27,] 0 1 0 1 1 1 0 1029.9135 10.2760 70.94
0.03264943 [28,] 0 1 0 1 1 0 1 980.3644 32.0083 39.47
0.02670039 [29,] 0 1 0 1 0 1 1 1076.5623 28.7446 457.98
0.02121979 [30,] 0 1 0 0 1 1 1 964.6667 20.4700 7.72
0.0341484 [31,] 0 0 1 1 1 1 0 1021.3100 34.8761 195.77
0.00126476 [32,] 0 0 1 1 1 0 1 971.7608 1.2290 0.87
0.00557429 [33,] 0 0 1 1 0 1 1 1067.9588 5.9531 83.46
0.01068016 [34,] 0 0 1 0 1 1 1 956.0631 10.2109 1.17
0.01386547 [35,] 0 0 0 1 1 1 1 1039.0948 14.4075 121.22

E(t^yπ): 946
VAR(t^yπ) 3042.1
CV 3.3%
Varianza con ΣΣ ΔkL yK/πkyL/πL
π1 π2 π3
π1
π2
π3
π4
π5
π6
π7

VARIANZA=

Varianza Estimada con ΣΣ ΔkL/πkL yK/πkyL/πL

π1 π2 π3
π1
π2
π3
π4
π5
π6
π7

VARIANZA=
π4 π5 π6 π7

π4 π5 π6 π7