t X1 X2 Y Ŷ u (ut - ut-1)2 ut X1 X2 ut-1

1 1 3 1.3 2 3 1.3
2 1 2 2.8 0.5 2 2.8
3 1 0.8 1.5 1.5 0.8 1.5
4 1 2.5 0.2 3 2.5 0.2
5 1 2 1.8 1 1 2 1.8
6 1 1.4 4 0 1 1.4 4
7 1 2.5 1.8 2.1 1 2.5 1.8
8 1 2.5 2.0 1.8 1 2.5 2
9 1 3 0.5 3 1 3 0.5
10 1 1.4 2.8 0.7 1 1.4 2.8
11 1 1 3.2 0.5 1 1 3.2
12 1 1.2 2.5 1 1 1.2 2.5
13 1 1.6 1.3 1.4 1 1.6 1.3
14 1 1.8 2.2 1.2 1 1.8 2.2
15 1 1 3.5 1.5 1 1 3.5
16 1 2.8 1.1 2.3 1 2.8 1.1
17 1 3.5 0 3.5 1 3.5 0
18 1 2.6 0.2 3.8 1 2.6 0.2
19 1 2.4 2 1.8 1 2.4 2
20 1 3.4 1.2 2.6 1 3.4 1.2
21 1 1.6 3 0.8 1 1.6 3
22 1 1.9 3 1.2 1 1.9 3
23 1 3.5 0.6 4.2 1 3.5 0.6
24 1 1.6 3.2 0.8 1 1.6 3.2
25 1 3 0.3 2.5 1 3 0.3
suma 21
∑(ut)2

estim
â0 2.03396 dw
â1 0.41237 dL 1.21
â2 -0.61776 dU 1.55
R 2
1.0000
ut-2 ut-3 ut-4 ȗt vt = ut - ȗt (ȗt - ū)2 Â = (X'X)-1X'Y

Ecuatia auxiliara ut = b0 + b1X1t + b2X2t + α1ut-1 +

(X'X)-1

n-p 21
R2 - aux
(n-p)R2
χ20.05;4 9.488
χ 2
4, (n-p)R2 1.0000

∑(vt)2
R2 - aux
+ b1X1t + b2X2t + α1ut-1 + α2ut-2 + α3ut-3 + α4ut-4 + vt

X'Y Â

9.487729