AR(1)

Y PIB
xi
78721607509.492
89242382961.01
107602689040.69
95019103603.042
99698453260.87
118133634071.91
122629812841.18
117046198970.84
123981736420.3
127465545493.29
118358489957.62
121545880984.34
134228697534.35
164964195259.59
189187437298.24
197304513120.26
208566948939.91
240169336162.06
262007590449.69
243745748819.12
238317631788.08
244879869335.56
216368178659.45
226073492966.5
230116912513.59

x1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1

y est

y - y est

78721607509.492 89113665788 128717172.66

89242382961.01 99117800477 8484888563.2
107602689040.69
576492168 -21557388565
95019103603.042 4610845323 -4912392062
99698453260.87
060407473 9073226599.3
118133634071.91
590297042 -3960484201
122629812841.18
865683225 -13819484254
117046198970.84
556262311 -1574525891
123981736420.3
151218273 -4685672779
127465545493.29
463948913 -17105458955
118358489957.62
804110993 -5258230009
121545880984.34
834979705 4393717829.4
134228697534.35
894984748 23069210511
164964195259.59 1121163027 18066274271
189187437298.24
154881129 3149631991.2
197304513120.26
873353991 6693594949.3
208566948939.91
582728541 27586607621
240169336162.06
633226218 19374364232
262007590449.69
399075492 -19653326673
243745748819.12
034012984 -7716381196
238317631788.08 0872452970 4007416365.5
244879869335.56
112440563 -30744261904
216368178659.45
000865466 6072627500.9
226073492966.5 9229583631 887328882.18
-0.0100250244
Varianza

020

E^2

x'
81E+016
+019
020
+019
+019
+019
020
E+018
+019
020
+019
+019
020
020
E+018
+019
020
020
020
+019
+019
020
+019
3E+017
21

x'x

1
1
1
78721607509 89242382961 1.076E+011
24
8526E+012
8526E+012 7.11681E+023

x'x inv

0.3585091544 -1.95720E-012
-1.95720E-012 1.20900E-023

x'y

3665E+012
7.32128E+023

x'x inv x'y

beta
var
DE
t-student
14257818128
+019 8759286084 1.62773747
0.9508932811 0.0025873971 0.050866463 18.6939139

1
1
1
1
1
1
95019103603 9.970E+010 1.181E+011 1.226E+011 1.170E+011 1.240E+011

14257818128 b1
0.9508932811 b2

1
1
1
1
1
1
1.275E+011 1.184E+011 1.215E+011 1.342E+011 1.650E+011 1.892E+011

1
1
1
1
1
1
1.973E+011 2.086E+011 2.402E+011 2.620E+011 2.437E+011 2.383E+011

1
1
1
2.449E+011 2.164E+011 2.261E+011

AR (2)
Y PIB
xi
7.872E+010
8.924E+010
1.076E+011
9.502E+010
9.970E+010
1.181E+011
1.226E+011
1.170E+011
1.240E+011
1.275E+011
1.184E+011
1.215E+011
1.342E+011
1.650E+011
1.892E+011
1.973E+011
2.086E+011
2.402E+011
2.620E+011
2.437E+011
2.383E+011
2.449E+011
2.164E+011
2.261E+011
2.301E+011

x1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1

7.872E+010
8.924E+010
1.076E+011
9.502E+010
9.970E+010
1.181E+011
1.226E+011
1.170E+011
1.240E+011
1.275E+011
1.184E+011
1.215E+011
1.342E+011
1.650E+011
1.892E+011
1.973E+011
2.086E+011
2.402E+011
2.620E+011
2.437E+011
2.383E+011
2.449E+011
2.164E+011
2.261E+011
Varianza

x2

78721607509
89242382961
602689041
95019103603
99698453261
133634072
629812841
7046198971
981736420
465545493
358489958
1545880984
4228697534
964195260
187437298
304513120
566948940
169336162
007590450
745748819
317631788
879869336
368178659
2.27725E+020

y est

y - y est

008208831 7594480210.06
8816980536 -23797876933
391631778 -1693178517
892154086 9241479986.41
821076440 -6191263599
614895783 -13568696813
530249184 451487235.849
330042608 -4864497115
023086500 -16664596542
4150434303 -2604553318
354475594 4874221940.53
070586952 21893608307
430894610 13756542688
256945078 47568042.4537
101652255 6465296684.45
344199249 26825136913
932527485 15075062965
919271268 -22173522449
483264307 -3165632519
609310448 6270558887.64
961180700 -30593002041
692305990 12381186976
676723505 440189008.654
0.0178070068

x'
e^2

5.76761E+019
5.66339E+020
2.86685E+018
8.54050E+019
3.83317E+019
1.84110E+020
2.03841E+017
2.36633E+019
2.77709E+020
6.78370E+018
2.37580E+019
4.79330E+020
1.89242E+020
2.26272E+015
4.18001E+019
7.19588E+020
2.27258E+020
4.91665E+020
1.00212E+019
3.93199E+019
9.35932E+020
1.53294E+020
1.93766E+017
4.55449E+021

89242382961 107602689041
78721607509 89242382961
x'x

x'x inv

x'y

23
06537567938
59185682481

06537567938
23
23

0.4099509732 -3.04624E-012
-3.04624E-012 2.124321E-022
8.654239E-013 -2.01839E-022
47412097490
23
23

Beta
Var
DE
13477407614
2E+019 9662086574.43
1.1260369367 0.0483760073 0.2199454643
-0.177326388 0.0465759252
0.215814562

1
95019103603
107602689041

8.654239E-013
-2.01839E-022
2.045274E-022

t-stundent
1.3948754765
5.1196188127
-0.8216609033

99698453261 1.181E+011 1.226E+011 1.170E+011 1.240E+011

95019103603 9.970E+010 1.181E+011 1.226E+011 1.170E+011

59185682481
23
23

x'x inv x'y

13477407614 b1
1.1260369367 b2
-0.177326388 b3

1.275E+011 1.184E+011 1.215E+011 1.342E+011 1.650E+011 1.892E+011

1.240E+011 1.275E+011 1.184E+011 1.215E+011 1.342E+011 1.650E+011

1.973E+011 2.086E+011 2.402E+011 2.620E+011 2.437E+011 2.383E+011

1.892E+011 1.973E+011 2.086E+011 2.402E+011 2.620E+011 2.437E+011

2.449E+011 2.164E+011 2.261E+011

2.383E+011 2.449E+011 2.164E+011

AR(3)
Y PIB
xi
7.872E+010
8.924E+010
1.076E+011
9.502E+010
9.970E+010
1.181E+011
1.226E+011
1.170E+011
1.240E+011
1.275E+011
1.184E+011
1.215E+011
1.342E+011
1.650E+011
1.892E+011
1.973E+011
2.086E+011
2.402E+011
2.620E+011
2.437E+011
2.383E+011
2.449E+011
2.164E+011
2.261E+011
2.301E+011

x1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1

7.872E+010
8.924E+010
1.076E+011
9.502E+010
9.970E+010
1.181E+011
1.226E+011
1.170E+011
1.240E+011
1.275E+011
1.184E+011
1.215E+011
1.342E+011
1.650E+011
1.892E+011
1.973E+011
2.086E+011
2.402E+011
2.620E+011
2.437E+011
2.383E+011
2.449E+011
2.164E+011
2.261E+011

x2

7.872E+010
8.924E+010
1.076E+011
9.502E+010
9.970E+010
1.181E+011
1.226E+011
1.170E+011
1.240E+011
1.275E+011
1.184E+011
1.215E+011
1.342E+011
1.650E+011
1.892E+011
1.973E+011
2.086E+011
2.402E+011
2.620E+011
2.437E+011
2.383E+011
2.449E+011
2.164E+011

Varianza

x3

y est

78721607509
343193880
89242382961 98316749647
602689041
259554921
95019103603
256596947
99698453261
070911375
133634072
667315222
629812841
066051478
7046198971
069872318
981736420
393428137
465545493
488017861
358489958
819195548
1545880984
491265810
4228697534
084249225
964195260 9691384286
187437298 3272984849
304513120
067376243
566948940
443505647
169336162
591536517
007590450
217768047
745748819
073398129
317631788
406656365
879869336
718395999

2.44608E+020

x'
y - y est

E^2

-22324090277
1381703613.87
7874079151.39
-5626784105
-11024712404
1314421198.13
-5600505985
-15711382361
-1847547153
3740679673.64
22144999712
14696171488
3220263895.68
8875564653.66
26896351313
14940214206
-19697756828
-1273904729
2662101289
-32705219470
12666836601
-4601483485
-0.070526123

4.98365E+020
1.90910E+018
6.20011E+019
3.16607E+019
1.21544E+020
1.72770E+018
3.13657E+019
2.46848E+020
3.41343E+018
1.39927E+019
4.90401E+020
2.15977E+020
1.03701E+019
7.87756E+019
7.23414E+020
2.23210E+020
3.88002E+020
1.62283E+018
7.08678E+018
1.06963E+021
1.60449E+020
2.11737E+019
4.40294E+021

x'x

x'x inv

x'y

1
107602689041
89242382961
78721607509
22
17295184977
80464074971
42817503821
0.4593265384
-2.96904E-012
1.632132E-013
3.913142E-013
39809408450
23
23
23

Beta
Var
11934517320
E+020
1.1505604649
0.053709454
-0.324847518 0.1204483617
0.1345938376
0.05178383

PARA EL PRESENTE TRABAJO DEMOSTRAMOS QUE EL COEFICIENTE TIENE PROCESOS

NO ESTACIONARIOS POR EL CUAL DEPENDEN DEL TIEMPO

1
1
1
1
1
1
95019103603 99698453261 118133634072 1.226E+011 1.170E+011 1.240E+011
107602689041 95019103603 99698453261 1.181E+011 1.226E+011 1.170E+011
89242382961 107602689041 95019103603 9.970E+010 1.181E+011 1.226E+011
17295184977
23
23
23

80464074971
23
23
23

42817503821
23
23
23

-2.96904E-012
2.195738E-022
-2.47109E-022
3.888166E-023

1.632132E-013
-2.47109E-022
4.924143E-022
-2.46335E-022

3.913142E-013
3.888166E-023
-2.46335E-022
2.117015E-022

X'X INV X'Y

DE
t-stundent
10599757010 1.1259236706
0.2317530021 4.9645978877
0.3470567125 -0.9360070172
0.2275606073
0.591463695

EL COEFICIENTE TIENE PROCESOS

11934517320 B1
1.1505604649 B2
-0.3248475183 B3
0.1345938376 B4

1
1
1
1
1
1
1.275E+011 1.184E+011 1.215E+011 1.342E+011 1.650E+011 1.892E+011
1.240E+011 1.275E+011 1.184E+011 1.215E+011 1.342E+011 1.650E+011
1.170E+011 1.240E+011 1.275E+011 1.184E+011 1.215E+011 1.342E+011

1
1
1
1
1
1
1.973E+011 2.086E+011 2.402E+011 2.620E+011 2.437E+011 2.383E+011
1.892E+011 1.973E+011 2.086E+011 2.402E+011 2.620E+011 2.437E+011
1.650E+011 1.892E+011 1.973E+011 2.086E+011 2.402E+011 2.620E+011

1
1
1
2.449E+011 2.164E+011 2.261E+011
2.383E+011 2.449E+011 2.164E+011
2.437E+011 2.383E+011 2.449E+011