Trabajaremos una data del PBI por sectores años 1990-2021 , comprendera los sectores de
agropecuario, pesca, mineria
PBI = AGRO + PESCA + MINER
1. Estimar la ecuación del modelo
PBI AGROP COMER CONSTRU PESCA
1997 214028.3 13160.00 22125.00 12066.25 1191.000
1998 213190.0 13177.00 21543.00 12162.95 1076.000
1999 216376.7 14646.00 21366.00 10933.78 1428.000
2000 222206.7 15496.00 22173.00 10168.66 1710.000
2001 223579.6 15374.00 22353.00 9466.525 1488.000
2002 235772.9 16152.00 23010.00 10281.09 1529.000
2003 245592.6 16472.00 23710.00 10671.65 1417.000
2004 257769.8 16391.00 25075.00 11194.83 1988.000
2005 273971.2 16948.00 26368.00 12168.02 2086.001
2006 294597.8 18462.00 29500.00 13993.86 2163.001
2007 319693.0 19074.00 32537.00 16317.00 2364.475
2008 348870.0 20669.04 36105.00 19061.00 2461.021
2009 352693.0 21091.89 35936.00 20360.00 2364.935
2010 382081.0 21771.77 40420.00 23993.00 1797.382
2011 406256.0 22783.13 44034.00 24848.00 2850.047
2012 431199.0 24496.04 47026.10 28795.34 1989.236
2013 456435.0 25157.10 49781.06 31504.23 2468.577
2014 467308.0 25553.13 51980.77 32210.01 1778.968
2015 482506.0 26438.63 53996.22 30317.28 2061.234
2016 501581.0 27151.91 54975.13 29349.57 1853.290
2017 514215.0 27952.07 55540.51 29987.54 1939.751
2018 534665.0 30100.50 57011.02 31580.00 2864.717
2019 546605.0 31166.06 58720.51 32014.72 2373.356
2020 486402.1 31485.13 49337.38 27759.19 2473.456
2021 552310.1 32911.27 58124.60 37348.79 2718.827
2. Interpretar los coeficientes de las variables independientes con respecto a la variable
dependiente
Dependent Variable: LNPBI
Method: Least Squares
Date: 10/26/22 Time: 17:17
Sample: 1997 2021
Included observations: 25
Variable Coefficient Std. Error t-Statistic Prob.
LNAGROP 0.279241 0.052007 5.369280 0.0000
LNCOMER 0.714205 0.070300 10.15941 0.0000
LNCONSTRU -0.025813 0.038686 -0.667226 0.5123
LNPESCA 0.030859 0.016983 1.817040 0.0842
C 2.507885 0.146144 17.16036 0.0000
R-squared 0.998609 Mean dependent var 12.75732
Adjusted R-squared 0.998331 S.D. dependent var 0.347625
S.E. of regression 0.014203 Akaike info criterion -5.493828
Sum squared resid 0.004035 Schwarz criterion -5.250053
Log likelihood 73.67285 Hannan-Quinn criter. -5.426215
F-statistic 3589.140 Durbin-Watson stat 1.188141
Prob(F-statistic) 0.000000
Estimation Command:
=========================
LS LNPBI LNAGROP LNCOMER LNCONSTRU LNPESCA C
Estimation Equation:
=========================
LNPBI = C(1)*LNAGROP + C(2)*LNCOMER + C(3)*LNCONSTRU + C(4)*LNPESCA + C(5)
Substituted Coefficients:
=========================
LNPBI = 0.279240898868*LNAGROP + 0.714205452471*LNCOMER - 0.0258125391984*LNCONSTRU
+ 0.0308593069987*LNPESCA + 2.50788548647
3. Calcular la inversa de las variables
INVAGRO INVMINER INVPESCA
1990 0.000106 5.01E-05 0.001092
1991 0.000101 4.86E-05 0.001425
1992 0.000111 5.04E-05 0.001083
1993 0.000102 4.66E-05 0.000895
1994 8.96E-05 4.57E-05 0.000694
1995 8.44E-05 4.44E-05 0.000818
1996 7.93E-05 4.20E-05 0.000837
1997 7.60E-05 3.89E-05 0.000840
1998 7.59E-05 3.75E-05 0.000929
1999 6.83E-05 3.43E-05 0.000700
2000 6.45E-05 3.40E-05 0.000585
2001 6.50E-05 3.09E-05 0.000672
2002 6.19E-05 2.81E-05 0.000654
2003 6.07E-05 2.70E-05 0.000706
2004 6.10E-05 2.55E-05 0.000503
2005 5.90E-05 2.31E-05 0.000479
2006 5.42E-05 2.27E-05 0.000462
2007 5.24E-05 2.18E-05 0.000423
2008 4.84E-05 2.03E-05 0.000406
2009 4.74E-05 2.02E-05 0.000423
2010 4.59E-05 2.01E-05 0.000556
2011 4.39E-05 2.02E-05 0.000351
2012 4.08E-05 1.97E-05 0.000503
2013 3.98E-05 1.88E-05 0.000405
2014 3.91E-05 1.90E-05 0.000562
2015 3.78E-05 1.74E-05 0.000485
2016 3.68E-05 1.49E-05 0.000540
2017 3.58E-05 1.44E-05 0.000516
2018 3.32E-05 1.46E-05 0.000349
2019 3.21E-05 1.47E-05 0.000421
2020 3.18E-05 1.69E-05 0.000404
2021 3.04E-05 1.57E-05 0.000368
4. Calcular el cuadrado de la inversa de las variables
INVAGRO2 INVPESCA2 INVMINER2
1990 1.12E-08 1.19E-06 2.51E-09
1991 1.03E-08 2.03E-06 2.36E-09
1992 1.23E-08 1.17E-06 2.54E-09
1993 1.03E-08 8.01E-07 2.17E-09
1994 8.03E-09 4.82E-07 2.09E-09
1995 7.13E-09 6.69E-07 1.97E-09
1996 6.29E-09 7.00E-07 1.77E-09
1997 5.77E-09 7.05E-07 1.51E-09
1998 5.76E-09 8.64E-07 1.41E-09
1999 4.66E-09 4.90E-07 1.17E-09
2000 4.16E-09 3.42E-07 1.15E-09
2001 4.23E-09 4.52E-07 9.55E-10
2002 3.83E-09 4.28E-07 7.90E-10
2003 3.69E-09 4.98E-07 7.31E-10
2004 3.72E-09 2.53E-07 6.51E-10
2005 3.48E-09 2.30E-07 5.35E-10
2006 2.93E-09 2.14E-07 5.15E-10
2007 2.75E-09 1.79E-07 4.75E-10
2008 2.34E-09 1.65E-07 4.14E-10
2009 2.25E-09 1.79E-07 4.07E-10
2010 2.11E-09 3.10E-07 4.03E-10
2011 1.93E-09 1.23E-07 4.07E-10
2012 1.67E-09 2.53E-07 3.90E-10
2013 1.58E-09 1.64E-07 3.55E-10
2014 1.53E-09 3.16E-07 3.61E-10
2015 1.43E-09 2.35E-07 3.01E-10
2016 1.36E-09 2.91E-07 2.23E-10
2017 1.28E-09 2.66E-07 2.08E-10
2018 1.10E-09 1.22E-07 2.15E-10
2019 1.03E-09 1.78E-07 2.15E-10
2020 1.01E-09 1.63E-07 2.86E-10
2021 9.23E-10 1.35E-07 2.45E-10
5. Calcula la Varianza y Correlación de las variables
LNPBI LNAGRO LNPESCA LNMINER
LNPBI 0.179665 0.160509 0.129259 0.170295
LNAGRO 0.160509 0.146557 0.119462 0.154291
LNPESCA 0.129259 0.119462 0.128917 0.129687
LNMINER 0.170295 0.154291 0.129687 0.169534
LNPBI LNAGRO LNPESCA LNMINER
LNPBI 1.000000 0.989156 0.849327 0.975756
LNAGRO 0.989156 1.000000 0.869100 0.978831
LNPESCA 0.849327 0.869100 1.000000 0.877229
LNMINER 0.975756 0.978831 0.877229 1.000000
6. Representación gráfica , Representación con diagrama de dispersión
