Modelo A Final

Resumen
Estadsticas de la regresin
Coeficiente de correlacin mltiple
0.893871988
Coeficiente de determinacin R^2
0.79900713
R^2 ajustado
0.769449355
Error tpico
5.214877513
Observaciones
40
ANLISIS DE VARIANZA
Grados de libertad Suma de cuadrados Promedio de los cuadrados
5
3675.675348
735.1350695
34
924.6282143
27.19494748
39
4600.303562
Regresin
Residuos
Total
Intercepcin
Variable X 1
Variable X 2
Variable X 3
Variable X 4
Variable X 5
Coeficientes
-45.6449538
0.000000846
0.000002996
0.031555252
-0.054004628
0.217299348
Error tpico
13.36957714
0.000000377
0.000001193
0.009680674
0.028309706
0.06159977
Pronstico para Y
29.28139946
32.30120783
37.03255944
36.40170263
26.55348054
25.54411502
38.48410825
39.04852601
43.93620236
41.22827638
32.92554967
36.66433223
29.5988243
17.06999504
17.94450621
13.2939858
12.64502292
9.552465168
12.09664223
15.03752211
18.62472296
24.32551955
24.88633828
Residuos
-1.290066347
-0.640390982
-7.435952275
-9.066339705
-0.783050093
5.193010955
-5.253873906
-4.362237005
-9.681788408
7.792205374
9.151943166
-0.457635887
-0.357260272
-4.045851701
-5.640781016
-2.950857601
0.199072678
3.874927571
2.790443937
1.026128909
3.166976116
-0.488100005
-1.602596008
Anlisis de los residuales

Observacin
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
Estadstico t
-3.414091062
2.247357658
2.510812276
3.259613062
-1.90763651
3.527599981
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
21.12672134
24.87724942
24.70509293
30.65327845
31.22360109
33.46716946
30.3028908
31.45071638
36.62165461
32.0077332
36.62831571
38.29635714
38.23443059
38.97887119
39.58465048
43.70842025
45.52400231
3.136371112
0.897241998
0.619641877
-3.759741882
-1.412054573
0.184410457
0.610057977
0.696236748
-4.611743353
-1.269374951
-5.165778215
-2.245428081
0.709651712
9.560395507
12.03711631
5.22589722
5.649172636
F
Valor crtico de F
27.0320459
6.09708E-11
Probabilidad
0.00167115
0.03121676
0.01696483
0.00253671
0.06491384
0.00122425
Inferior 95%
Superior 95% Inferior 95,0%Superior 95,0%
-72.81520338 -18.4747042 -72.8152034 -18.4747042
8.10017E-08 1.6115E-06 8.1002E-08 1.6115E-06
5.7096E-07 5.4201E-06 5.7096E-07 5.4201E-06
0.011881755 0.05122875 0.01188176 0.05122875
-0.111536872 0.00352762 -0.11153687 0.00352762
0.092113554 0.34248514 0.09211355 0.34248514
MATRIZ DATOS MODELO ECONOMETRICO PRECIO ACCION CAP

P accion = 0 + 1Pib China + 2Pib Japon + 3Precio Acero + 4Precio Coque + 5Precio Petroleo
Y
N Mes/Ao
Precio Acion
us$
X1
X2
X3
X4
X5
PIB China
us$*1000
PIB Japon
us$*1000
Precio Acero Precio Coque Precio Petroleo

us$/Ton
us$/Ton
us$/barril
Sep-07
27.99
19,926,099
8,839,063
800
200
78.89
Oct-07
31.66
20,241,704
8,515,475
850
185
85.03
Nov-07
29.60
19,824,440
9,251,405
890
195
94.96
Dec-07
27.34
19,828,553
9,453,613
920
220
91.11
Jan-08
25.77
14,761,905
8,525,681
990
320
93.00
Feb-08
30.74
13,698,044
8,240,229
980
310
95.40
Mar-08
33.23
18,512,665
9,369,215
1,050
290
105.50
Apr-08
34.69
15,903,949
8,019,174
1,200
280
112.60
May-08
34.25
13,826,845
8,976,813
1,300
320
125.40
10
Jun-08
49.02
14,586,414
9,258,321
1,100
315
133.90
11
Jul-08
42.08
13,738,452
7,904,587
995
317
133.40
12
Aug-08
36.21
14,128,121
8,322,044
1,150
300
116.60
13
Sep-08
29.24
13,957,787
8,582,153
990
298
103.90
14
Oct-08
13.02
11,077,152
7,034,396
1,000
295
76.60
15
Nov-08
12.30
10,283,802
6,753,542
1,200
290
57.30
16
Dec-08
10.34
11,011,520
7,238,342
1,100
292
41.40
17
Jan-09
12.84
10,272,708
5,938,909
1,200
280
41.70
18
Feb-09
13.43
11,221,122
5,693,069
1,100
270
39.20
19
Mar-09
14.89
11,131,162
5,312,600
1,150
265
48.00
20
Apr-09
16.06
11,488,734
6,138,756
1,100
240
49.80
21
May-09
21.79
11,489,783
7,459,521
990
220
59.10
22
Jun-09
23.84
12,421,350
8,262,819
980
210
69.60
23
Jul-09
23.28
12,841,864
7,956,774
1,050
208
64.10
24
Aug-09
24.26
12,251,317
7,131,363
970
204
71.10
25
Sep-09
25.77
11,656,073
8,286,739
1,000
200
69.40
26
Oct-09
25.32
11,358,848
7,969,514
980
195
75.80
27
Nov-09
26.89
11,776,754
9,354,445
985
180
78.00
28
Dec-09
29.81
11,367,036
9,771,662
990
175
74.50
29
Jan-10
33.65
12,982,863
9,727,160
990
172
78.40
30
Feb-10
30.91
12,768,514
8,787,742
995
170
76.40
31
Mar-10
32.15
13,571,374
8,983,867
990
189
81.30
32
Apr-10
32.01
14,021,743
9,602,013
1,020
165
84.50
33
May-10
30.74
14,347,068
9,414,677
1,000
190
73.70
34
Jun-10
31.46
14,534,071
9,875,715
1,050
169
75.40
35
Jul-10
36.05
14,932,671
10,099,300
1,100
190
76.40
36
Aug-10
38.94
15,903,558
10,111,521
1,090
202
76.60
37
Sep-10
48.54
16,601,543
10,183,629
1,085
195
75.30
38
Oct-10
51.62
18,077,018
10,247,087
1,020
199
81.90
39
Nov-10
48.93
18,452,480
10,345,828
1,100
190
84.20
40
Dec-10
51.17
19,166,772
9,604,448
1,200
205
89.20
recio Petroleo
Resumen
R^2 ajustado
Error tpico
Observaciones
0.881756501
0.777494526
0.752065329
5.407911463
40
ANLISIS DE VARIANZA
4
3576.710838
894.1777095
35
1023.592724
29.24550639
39
4600.303562
Regresin
Residuos
Total
Intercepcin
Variable X 1
Variable X 2
Variable X 3
Variable X 4
Coeficientes
-57.11721742
0.00000082
0.00000462
0.024050639
0.133441541
Error tpico
12.3826421
0.000000390
0.000000867
0.009172711
0.044749823
Pronstico para Y
29.90180739
30.68940625
36.03133812
37.17638431
30.64920592
28.53348993
40.74848603
36.91760554
43.74100956
41.99150953
32.44819819
36.18350181
31.70155694
18.77586357
19.05936368
17.37158674
13.20619183
10.11406654
10.65953723
13.80756929
18.50375093
24.14242603
24.02529349
18.73632417
Residuos
-1.910474274
0.971410595
-6.434730962
-9.841021383
-4.878775474
2.203636049
-7.518251689
-2.231316538
-9.486595609
7.028972222
9.629294641
0.023194536
-2.459992915
-5.751720234
-6.75563849
-7.028458541
-0.362096227
3.313326195
4.227548934
2.25608173
3.287948142
-0.305006491
-0.741551216
5.52676828

Observacin
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
Estadstico t
-4.612684189
2.112342376
5.324443192
2.621977224
2.981945698
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
24.07627432
22.7391454
29.89375258
31.13605513
32.78315447
28.12114678
30.22248754
34.59721163
32.07805091
35.79089283
38.48811913
39.13121319
39.74598378
40.57297438
43.56953161
43.80669301
1.698217097
2.585589408
-3.000216007
-1.324508613
0.868425448
2.791801992
1.924465591
-2.587300374
-1.339692663
-4.328355327
-2.437190069
-0.187130881
8.793282918
11.04879241
5.364785852
7.366481935
F
Valor crtico de F
30.57487525
5.53348E-11
Probabilidad
0.00005138
0.041864228
0.00000601
0.012854271
0.005186595
Inferior 95%
-82.25531716 -31.9791177 -82.2553172 -31.9791177
3.20972E-08 1.6169E-06 3.2097E-08 1.6169E-06
2.85752E-06 6.3794E-06 2.8575E-06 6.3794E-06
0.005429046 0.04267223 0.00542905 0.04267223
0.042594572 0.22428851 0.04259457 0.22428851

P accion = 0 + 1Pib China + 2Pib Japon + 3Precio Acero + 4Precio Petroleo
Y
N Mes/Ao
Precio Acion
us$
X1
X2
X3
X4
PIB China
us$*1000
PIB Japon
us$*1000
Precio Acero Precio Petroleo

us$/Ton
us$/barril
Sep-07
27.99
19,926,099
8,839,063
800
78.89
Oct-07
31.66
20,241,704
8,515,475
850
85.03
Nov-07
29.60
19,824,440
9,251,405
890
94.96
Dec-07
27.34
19,828,553
9,453,613
920
91.11
Jan-08
25.77
14,761,905
8,525,681
990
93.00
Feb-08
30.74
13,698,044
8,240,229
980
95.40
Mar-08
33.23
18,512,665
9,369,215
1,050
105.50
Apr-08
34.69
15,903,949
8,019,174
1,200
112.60
May-08
34.25
13,826,845
8,976,813
1,300
125.40
10
Jun-08
49.02
14,586,414
9,258,321
1,100
133.90
11
Jul-08
42.08
13,738,452
7,904,587
995
133.40
12
Aug-08
36.21
14,128,121
8,322,044
1,150
116.60
13
Sep-08
29.24
13,957,787
8,582,153
990
103.90
14
Oct-08
13.02
11,077,152
7,034,396
1,000
76.60
15
Nov-08
12.30
10,283,802
6,753,542
1,200
57.30
16
Dec-08
10.34
11,011,520
7,238,342
1,100
41.40
17
Jan-09
12.84
10,272,708
5,938,909
1,200
41.70
18
Feb-09
13.43
11,221,122
5,693,069
1,100
39.20
19
Mar-09
14.89
11,131,162
5,312,600
1,150
48.00
20
Apr-09
16.06
11,488,734
6,138,756
1,100
49.80
21
May-09
21.79
11,489,783
7,459,521
990
59.10
22
Jun-09
23.84
12,421,350
8,262,819
980
69.60
23
Jul-09
23.28
12,841,864
7,956,774
1,050
64.10
24
Aug-09
24.26
12,251,317
7,131,363
970
71.10
25
Sep-09
25.77
11,656,073
8,286,739
1,000
69.40
26
Oct-09
25.32
11,358,848
7,969,514
980
75.80
27
Nov-09
26.89
11,776,754
9,354,445
985
78.00
28
Dec-09
29.81
11,367,036
9,771,662
990
74.50
29
Jan-10
33.65
12,982,863
9,727,160
990
78.40
30
Feb-10
30.91
12,768,514
8,787,742
995
76.40
31
Mar-10
32.15
13,571,374
8,983,867
990
81.30
32
Apr-10
32.01
14,021,743
9,602,013
1,020
84.50
33
May-10
30.74
14,347,068
9,414,677
1,000
73.70
34
Jun-10
31.46
14,534,071
9,875,715
1,050
75.40
35
Jul-10
36.05
14,932,671
10,099,300
1,100
76.40
36
Aug-10
38.94
15,903,558
10,111,521
1,090
76.60
37
Sep-10
48.54
16,601,543
10,183,629
1,085
75.30
38
Oct-10
51.62
18,077,018
10,247,087
1,020
81.90
39
Nov-10
48.93
18,452,480
10,345,828
1,100
84.20
40
Dec-10
51.17
19,166,772
9,604,448
1,200
89.20
Resumen
R^2 ajustado
Error tpico
Observaciones
0.865521992
0.749128319
0.728222345
5.661973277
40
ANLISIS DE VARIANZA
3
3446.217672
1148.739224
36
1154.08589
32.05794138
39
4600.303562
Regresin
Residuos
Total
Intercepcin
Variable X 1
Variable X 2
Variable X 3
Coeficientes
-49.58206511
0.00000547
0.019162954
0.158420448
Error tpico
12.4147638
8.0321E-07
0.009293066
0.045186735
Estadstico t
-3.993798506
6.814503906
2.062070248
3.505906027
Pronstico para Y
26.62647856
26.78617988
33.15390786
34.2256568
30.78746445
29.41363189
38.53455847
35.14437389
44.33006489
43.38487438
33.8839251
36.47765611
32.82334476
20.21848589
19.45631471
17.67467426
12.52608615
8.868139485
9.137898589
12.98685387
19.58140878
25.45002839
24.24499432
19.30303456
25.9325304
Residuos
1.364854549
4.874636963
-3.557300696
-6.890293873
-5.017034004
1.323494092
-5.304324131
-0.458084883
-10.07565094
5.635607376
8.193567735
-0.270959768
-3.581780732
-7.194342555
-7.152589514
-7.331546064
0.318009455
4.559253254
5.749187577
3.076797151
2.210290297
-1.612608845
-0.961252041
4.96005789
-0.158038991
E^2
1.862827941
23.76208552
12.65438825
47.47614965
25.1706302
1.751636611
28.13585448
0.20984176
101.5187418
31.7600705
67.13455223
0.073419196
12.82915321
51.75856479
51.15953676
53.75156768
0.101130014
20.78679024
33.05315779
9.466680706
4.885383196
2.600507287
0.924005486
24.60217428
0.024976323

Observacin
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
24.8268386
32.85156116
34.67653312
35.05079211
29.68788532
31.44181629
35.90705557
32.78747758
36.53841962
38.87877651
38.78572163
38.87864171
39.0259591
41.4638215
40.11429348
0.497896207
-5.958024594
-4.864986609
-1.399212194
1.225063458
0.705136844
-3.897144311
-2.049119336
-5.075882121
-2.827847445
0.158360677
9.660624992
12.59580769
7.47049597
11.05888146
0.247900633
35.49805706
23.6680947
1.957794764
1.500780477
0.497217969
15.18773378
4.198890053
25.7645793
7.996721171
0.025078104
93.32767523
158.6543714
55.80831004
122.2988592
F
Valor crtico de F
35.83321868
6.6094E-11
Probabilidad
0.00030699
5.75617E-08
0.046475485
0.001238383
LN E^2
0.622095732
3.168091265
2.538004052
3.860227472
3.225677847
0.560550557
3.337044723
-1.561401558
4.62024343
3.458209856
4.206698848
-2.611569851
2.551720176
3.946589922
3.934948922
3.984372833
-2.291348327
3.0343177
3.498117108
2.24777834
1.586247726
0.955706536
-0.07903727
3.202834824
-3.689826991
Inferior 95%
-74.76037291 -24.4037573 -74.7603729 -24.4037573
3.84449E-06 7.1025E-06 3.8445E-06 7.1025E-06
0.000315744 0.03801016 0.00031574 0.03801016
0.066777502 0.25006339
0.0667775 0.25006339
-1.394727287
3.569477964
3.164127926
0.671818719
0.405985291
-0.698726779
2.720488114
1.434820217
3.249000653
2.079031604
-3.685760161
4.53611669
5.066728071
4.021922784
4.806467715

P accion = 0 + 1Pib Japon + 2Precio Acero + 3Precio Petroleo
Y
N Mes/Ao
Precio Acion
us$
X1
X2
X3
PIB Japon
us$*1000
Precio Acero Precio Petroleo

us$/Ton
us$/barril
Sep-07
27.99
8,839,063
800
78.89
Oct-07
31.66
8,515,475
850
85.03
Nov-07
29.60
9,251,405
890
94.96
Dec-07
27.34
9,453,613
920
91.11
Jan-08
25.77
8,525,681
990
93.00
Feb-08
30.74
8,240,229
980
95.40
Mar-08
33.23
9,369,215
1,050
105.50
Apr-08
34.69
8,019,174
1,200
112.60
May-08
34.25
8,976,813
1,300
125.40
10
Jun-08
49.02
9,258,321
1,100
133.90
11
Jul-08
42.08
7,904,587
995
133.40
12
Aug-08
36.21
8,322,044
1,150
116.60
13
Sep-08
29.24
8,582,153
990
103.90
14
Oct-08
13.02
7,034,396
1,000
76.60
15
Nov-08
12.30
6,753,542
1,200
57.30
16
Dec-08
10.34
7,238,342
1,100
41.40
17
Jan-09
12.84
5,938,909
1,200
41.70
18
Feb-09
13.43
5,693,069
1,100
39.20
19
Mar-09
14.89
5,312,600
1,150
48.00
20
Apr-09
16.06
6,138,756
1,100
49.80
21
May-09
21.79
7,459,521
990
59.10
22
Jun-09
23.84
8,262,819
980
69.60
23
Jul-09
23.28
7,956,774
1,050
64.10
24
Aug-09
24.26
7,131,363
970
71.10
25
Sep-09
25.77
8,286,739
1,000
69.40
26
Oct-09
25.32
7,969,514
980
75.80
27
Nov-09
26.89
9,354,445
985
78.00
28
Dec-09
29.81
9,771,662
990
74.50
29
Jan-10
33.65
9,727,160
990
78.40
30
Feb-10
30.91
8,787,742
995
76.40
31
Mar-10
32.15
8,983,867
990
81.30
32
Apr-10
32.01
9,602,013
1,020
84.50
33
May-10
30.74
9,414,677
1,000
73.70
34
Jun-10
31.46
9,875,715
1,050
75.40
35
Jul-10
36.05
10,099,300
1,100
76.40
36
Aug-10
38.94
10,111,521
1,090
76.60
37
Sep-10
48.54
10,183,629
1,085
75.30
38
Oct-10
51.62
10,247,087
1,020
81.90
39
Nov-10
48.93
10,345,828
1,100
84.20
40
Dec-10
51.17
9,604,448
1,200
89.20
MODELO OPTIMO
Indice
Intercepcin
PIB JAPON
PRECIO ACERO
PRECIO PETROLEO
Coeficiente
Beta
-49.58206511 0
0.000005473 1
0.019162954 2
0.158420448 3
P accion CAP = 0 + 1 Pib Japon + 2Precio Acero + 3Precio

P accion CAP = -49,5821+ 0,000005473 * Pib Japon + 0,01916 *
ro + 3Precio Petroleo
on + 0,01916 * Precio Acero + 0,1584 * Precio Petroleo
Resumen
0.2144753
0.04599965 < 0,7
R^2 ajustado
0.02089438
Error tpico
1308610.52
Observaciones
40
ANLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF
Valor crtico de F
1 3.1377E+12 3.1377E+12
1.8322707 0.18385666
38 6.5074E+13 1.7125E+12
39 6.8211E+13
Regresin
Residuos
Total
Intercepcin
Variable X 1
Coeficientes Error tpico Estadstico t Probabilidad Inferior 95%

11449986.4 2179153.51 5.25432758 5.9839E-06 7038520.78
-2820.07774 2083.36931 -1.35361394 0.18385666 -7037.63839

Observacin
Pronstico para Y Residuos

1
9193924.2 -354861.309
2 9052920.31 -537444.884
3
8940117.2 311288.259
4 8855514.87
598098.33
5 8658109.43 -132428.416
6 8686310.21 -446080.766
7 8488904.77 880310.026
8
8065893.1 -46718.7658
9 7783885.33 1192928.11
10 8347900.88 910420.468
11 8644009.04 -739421.594
12 8206896.99 115146.747
13 8658109.43 -75956.5362
14 8629908.65 -1595512.88
15
8065893.1 -1312351.33
16 8347900.88 -1109559.23
17
8065893.1 -2126983.62
18 8347900.88 -2654831.57
19 8206896.99 -2894296.85
20 8347900.88 -2209144.41
21 8658109.43 -1198588.82
22 8686310.21 -423491.086
23 8488904.77 -532130.405
24 8714510.99 -1583147.62
25 8629908.65 -343169.257
26 8686310.21 -716795.89
27 8672209.82 682235.019
28
29
30
31
32
33
34
35
36
37
38
39
40
8658109.43
8658109.43
8644009.04
8658109.43
8573507.1
8629908.65
8488904.77
8347900.88
8376101.66
8390202.04
8573507.1
8347900.88
8065893.1
1113552.75
1069050.72
143733.184
325757.838
1028505.89
784768.491
1386810.29
1751399.5
1735419.59
1793427.21
1673579.92
1997927.62
1538555.27
or crtico de F

15861452 7038520.78
15861452
1397.4829 -7037.63839
1397.4829
Resumen
0.47511112
0.22573058 < 0,7
R^2 ajustado
0.20535507
Error tpico
1178914.19
Observaciones
40
ANLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Valor crtico de F
1 1.5397E+13 1.5397E+13 11.0785234 0.00194853
38 5.2814E+13 1.3898E+12
39 6.8211E+13
Regresin
Residuos
Total
Intercepcin
Variable X 1

6297942.88 691274.227
9.1106288 4.2552E-11 4898531.38
27365.4592 8221.70331 3.32844159 0.00194853 10721.4912

Observacin

1 8456803.96 382258.933
2 8624827.88 -109352.449
3 8896566.89 354838.574
4 8791209.87 662403.331
5 8842930.59 -317249.575
6 8908607.69 -668378.25
7 9184998.83 184215.962
8 9379293.59 -1360119.25
9 9729571.47 -752758.025
10 9962177.87 -703856.526
11 9948495.14 -2043907.7
12 9488755.43 -1166711.69
13
9141214.1 -559061.201
14 8394137.06 -1359741.29
15 7865983.69 -1112441.92
16 7430872.89 -192531.243
17 7439082.53 -1500173.04
18 7370668.88 -1677599.58
19 7611484.92 -2298884.79
20 7660742.75 -1521986.28
21 7915241.52 -455720.91
22 8202578.84 60240.2788
23 8052068.82 -95294.4567
24 8243627.03 -1112263.66
25 8197105.75 89633.6443
26 8372244.69 -402730.373
27
8432448.7 921996.137
28
29
30
31
32
33
34
35
36
37
38
39
40
8336669.59
8443394.88
8388663.97
8522754.72
8610324.19
8314777.23
8361298.51
8388663.97
8394137.06
8358561.96
8539173.99
8602114.55
8738941.84
1434992.59
1283765.26
399078.26
461112.552
991688.798
1099899.92
1514416.55
1710636.42
1717384.19
1825067.3
1707913.03
1743713.95
865506.532
or crtico de F

7697354.38 4898531.38 7697354.38
44009.4273 10721.4912 44009.4273
Resumen
0.00106851
0.000001142 < 0,7
R^2 ajustado
-0.02631462
Error tpico
101.894818
Observaciones
40
ANLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Valor crtico de F
1 0.45045133 0.45045133 4.3385E-05 0.99477902
38
394537.05 10382.5539
39
394537.5
Regresin
Residuos
Total
Intercepcin
Variable X 1

1041.62897 59.7475728
17.433829
1.01E-19 920.676329
-0.00468062 0.71061064 -0.00658676 0.99477902 -1.44323663

Observacin

1 1041.25971 -241.259711
2 1041.23097 -191.230972
3 1041.18449 -151.184494
4 1041.20251 -121.202514
5 1041.19367 -51.1936675
6 1041.18243 -61.1824341
7 1041.13516 8.86484022
8 1041.10193 158.898073
9 1041.04202 258.957985
10 1041.00223 58.9977699
11 1041.00457 -46.0045704
12
1041.0832 108.916795
13 1041.14265 -51.1426488
14 1041.27043 -41.2704297
15 1041.36077 158.639234
16 1041.43519 58.5648124
17 1041.43378 158.566217
18 1041.44548
58.554515
19
1041.4043 108.595704
20 1041.39587 58.6041296
21 1041.35234 -51.3523406
22 1041.30319 -61.3031941
23 1041.32894 8.67106249
24 1041.29617 -71.2961732
25 1041.30413 -41.3041302
26 1041.27417 -61.2741742
27 1041.26388 -56.2638769
28
29
30
31
32
33
34
35
36
37
38
39
40
1041.28026
1041.262
1041.27137
1041.24843
1041.23345
1041.284
1041.27605
1041.27137
1041.27043
1041.27651
1041.24562
1041.23486
1041.21145
-51.280259
-51.2620046
-46.2713659
-51.2484308
-21.2334528
-41.2840035
8.72395351
58.7286341
48.7295703
43.7234854
-21.2456224
58.765143
158.788546
or crtico de F

1162.5816 920.676329
1162.5816
1.43387539 -1.44323663 1.43387539
Resumen de Multicolinealidad
Combinacin de Variables
Pib Japon x Precio Acero
Pib Japon x Precio Petroleo
Precio Acero x Precio Petroleo
Por lo tanto No existe Multicolinealidad
linealidad
0.045999655
0.225730577
0.000001142
ticolinealidad
Anlisis
< 0,7
< 0,7
< 0,7
LN E^2
X1
X2
X3
N Mes/Ao PIB Japon

us$
LN Pib Japon Precio Acero LN Precio Acero Precio Petroleo LN Precio Petroleo
X1
us$/Ton
X2
us$/barril
X3
Sep-07
8839063
15.99469142
800
6.68461173
78.89
4.36805448
Oct-07
8515475
15.95739571
850
6.74523635
85.03
4.44300414
Nov-07
9251405
16.04028604
890
6.79122146
94.96
4.55345575
3.860227472
Dec-07
9453613
16.06190758
920
6.82437367
91.11
4.51206757
3.225677847
Jan-08
8525681
15.95859346
990
6.89770494
93.00
4.53259949
0.560550557
Feb-08
8240229
15.92453875
980
6.88755257
95.40
4.55807858
3.337044723
Mar-08
9369215
16.05293985
1,050
6.95654544
105.50
4.65871095
-1.561401558
Apr-08
8019174
15.89734602
1,200
7.09007684
112.60
4.72384172
4.62024343
0.622095732
3.168091265
2.538004052
May-08
8976813
16.01015553
1,300
7.17011954
125.40
4.83150863
3.458209856 10
Jun-08
9258321
16.04103331
1,100
7.00306546
133.90
4.89709325
4.206698848 11
Jul-08
7904587
15.88295384
995
6.90274274
133.40
4.89335213
-2.611569851 12
Aug-08
8322044
15.93441842
1,150
7.04751722
116.60
4.75874927
2.551720176 13
Sep-08
8582153
15.96519536
990
6.89770494
103.90
4.64342890
3.946589922 14
Oct-08
7034396
15.76632236
1,000
6.90775528
76.60
4.33859708
3.934948922 15
Nov-08
6753542
15.72557763
1,200
7.09007684
57.30
4.04830062
3.984372833 16
Dec-08
7238342
15.79490268
1,100
7.00306546
41.40
3.72328088
-2.291348327 17
Jan-09
5938909
15.59703609
1,200
7.09007684
41.70
3.73050113
3.0343177 18
Feb-09
5693069
15.55476008
1,100
7.00306546
39.20
3.66867675
3.498117108 19
Mar-09
5312600
15.48559194
1,150
7.04751722
48.00
3.87120101
2.24777834 20
Apr-09
6138756
15.63013275
1,100
7.00306546
49.80
3.90801498
1.586247726 21
May-09
7459521
15.82500171
990
6.89770494
59.10
4.07923092
0.955706536 22
Jun-09
8262819
15.92727639
980
6.88755257
69.60
4.24276457
-0.07903727 23
Jul-09
7956774
15.88953424
1,050
6.95654544
64.10
4.16044436
3.202834824 24
Aug-09
7131363
15.78001299
970
6.87729607
71.10
4.26408734
-3.689826991 25
Sep-09
8286739
15.93016713
1,000
6.90775528
69.40
4.23988687
-1.394727287 26
Oct-09
7969514
15.89113411
980
6.88755257
75.80
4.32809829
3.569477964 27
Nov-09
9354445
16.05136217
985
6.89264164
78.00
4.35670883
3.164127926 28
Dec-09
9771662
16.09499714
990
6.89770494
74.50
4.31079913
0.671818719 29
Jan-10
9727160
16.09043255
990
6.89770494
78.40
4.36182393
0.405985291 30
Feb-10
8787742
15.98886838
995
6.90274274
76.40
4.33598270
-0.698726779 31
Mar-10
8983867
16.01094100
990
6.89770494
81.30
4.39814602
2.720488114 32
Apr-10
9602013
16.07748332
1,020
6.92755791
84.50
4.43675153
1.434820217 33
May-10
9414677
16.05778043
1,000
6.90775528
73.70
4.30000280
3.249000653 34
Jun-10
9875715
16.10558928
1,050
6.95654544
75.40
4.32280728
2.079031604 35
Jul-10
10099300
16.12797671
1,100
7.00306546
76.40
4.33598270
-3.685760161 36
Aug-10
10111521
16.12918605
1,090
6.99393298
76.60
4.33859708
4.53611669 37
Sep-10
10183629
16.13629201
1,085
6.98933527
75.30
4.32148013
5.066728071 38
Oct-10
10247087
16.14250403
1,020
6.92755791
81.90
4.40549899
4.021922784 39
Nov-10
10345828
16.15209395
1,100
7.00306546
84.20
4.43319492
4.806467715 40
Dec-10
9604448
16.07773692
1,200
7.09007684
89.20
4.49088104

P accion = 0 + 1Pib Japon + 2Precio Acero + 3Precio Petroleo
LN E^2
Y
LN Pib Japon
X1
LN Precio Acero
X2
LN Precio Petroleo
X3
0.622095732
15.99469142
6.684611728
4.368054477
3.168091265
15.95739571
6.745236349
4.443004135
2.538004052
16.04028604
6.791221463
4.55345575
3.860227472
16.06190758
6.82437367
4.512067568
3.225677847
15.95859346
6.897704943
4.532599493
0.560550557
15.92453875
6.887552572
4.558078578
3.337044723
16.05293985
6.956545443
4.658710953
-1.561401558
15.89734602
7.090076836
4.723841716
4.62024343
16.01015553
7.170119543
4.831508628
3.458209856
16.04103331
7.003065459
4.897093253
4.206698848
15.88295384
6.902742737
4.893352133
-2.611569851
15.93441842
7.047517221
4.758749274
2.551720176
15.96519536
6.897704943
4.643428898
3.946589922
15.76632236
6.907755279
4.338597077
3.934948922
15.72557763
7.090076836
4.048300624
3.984372833
15.79490268
7.003065459
3.723280881
-2.291348327
15.59703609
7.090076836
3.730501129
3.0343177
15.55476008
7.003065459
3.668676747
3.498117108
15.48559194
7.047517221
3.871201011
2.24777834
15.63013275
7.003065459
3.908014984
1.586247726
15.82500171
6.897704943
4.079230924
0.955706536
15.92727639
6.887552572
4.242764567
-0.07903727
15.88953424
6.956545443
4.160444364
3.202834824
15.78001299
6.877296071
4.264087337
-3.689826991
15.93016713
6.907755279
4.239886868
-1.394727287
15.89113411
6.887552572
4.328098293
3.569477964
16.05136217
6.892641641
4.356708827
3.164127926
16.09499714
6.897704943
4.310799125
0.671818719
16.09043255
6.897704943
4.361823927
0.405985291
15.98886838
6.902742737
4.335982696
-0.698726779
16.01094100
6.897704943
4.398146017
2.720488114
16.07748332
6.927557906
4.436751534
1.434820217
16.05778043
6.907755279
4.300002799
3.249000653
16.10558928
6.956545443
4.322807275
2.079031604
16.12797671
7.003065459
4.335982696
-3.685760161
16.12918605
6.993932975
4.338597077
4.53611669
16.13629201
6.989335266
4.321480135
5.066728071
16.14250403
6.927557906
4.405498991
4.021922784
16.15209395
7.003065459
4.433194921
4.806467715
16.07773692
7.090076836
4.49088104
O ACCION CAP
Resumen
Coeficiente de correlacin
0.0978341mltiple
Coeficiente de determinacin
0.00957151 R^2
R^2 ajustado -0.0729642
Error tpico
2.47440478
Observaciones
40
ANLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Valor crtico de F
Regresin
3 2.13010658 0.71003553 0.11596811 0.95017106
Residuos
36 220.416444
6.122679
Total
39 222.546551
Intercepcin
Variable X 1
Variable X 2
Variable X 3
Coeficientes Error tpico Estadstico t Probabilidad Inferior 95% Superior 95%

-21.4786898 58.8007004 -0.36527949 0.71704023 -140.732037 97.7746572
0.9349908 3.06385754 0.30516785 0.76199581 -5.27880024 7.14878185
1.01549939 4.21992965 0.24064368
0.8111965 -7.54291455 9.57391333
0.33911792 1.70978767 0.19833920 0.84389551 -3.12849218 3.80672802

ObservacinPronstico para Y Residuos
1 1.74570431 -1.12360858
2 1.79781419 1.37027707
3 1.95946987 0.57853418
4 1.99931638 1.86091109
5 1.98414924
1.2415286
6 1.95063908 -1.39008853
7
2.1748814 1.16216333
8 2.18709066 -3.74849221
9
2.4103616 2.20988183
10 2.29182965 1.16638021
11 2.04088045
2.1658184
12 2.19037152 -4.80194138
13 2.02790619 0.52381398
14 1.74879394 2.19779598
15
1.7974007 2.13754822
16 1.66363896 2.32073387
17 1.56944403 -3.86079236
18
1.4205906
1.6137271
19 1.46973937 2.02837774
20 1.57222724
0.6755511
21 1.70549677 -0.11924905
22 1.84627012 -0.89056358
23 1.85312753 -1.9321648
24 1.70539566 1.49743916
25
1.8685129 -5.55833989
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
1.84141562
2.00609768
2.03646895
2.04950452
1.95089561
1.98749813
2.09312207
2.00821655
2.11019717
2.18283828
2.17558155
2.17175193
2.14331754
2.23835409
2.27675335
-3.23614291
1.56338029
1.12765898
-1.3776858
-1.54491032
-2.6862249
0.62736604
-0.57339633
1.13880349
-0.10380668
-5.86134172
2.36436476
2.92341053
1.78356869
2.52971437
Inferior 95,0%Superior 95,0%

-140.732037 97.7746572
-5.27880024 7.14878185
-7.54291455 9.57391333
-3.12849218 3.80672802
Resumen de Heterocedasticidad
Nombre Coef
Ln Pib Japon
Ln Precio Acero
Ln Precio Petroleo
Coeficientes
Variable X 1
Variable X 2
Variable X 3
Por lo tanto No existe Heterocedasticidad Global
ticidad
Estadstico t Anlisis
0.305167846 < 2
0.240643678 < 2
0.198339200 < 2
asticidad Global
Matriz Autocorrelacin
Et
Et^2
-1.12360858
Et-1
(Et x Et-1)^2
1.37027707
1.87765925 -1.12360858 -1.539655068
2.37053773
0.57853418
0.33470180
1.37027707
0.792752121
0.62845593
1.86091109
3.46299009
0.57853418
1.076600672
1.15906901
1.2415286
1.54139328
1.86091109
2.31037435
5.33782964
-1.39008853
1.93234611
1.2415286 -1.725834668
2.9785053
1.35062360 -1.39008853 -1.615509908
2.60987226
1.16216333
-3.74849221
1.26249623
Et x Et-1
1.16216333 -4.356360185
18.9778741
2.20988183
4.88357769 -3.74849221 -8.283724819
68.6200969
1.16638021
1.36044279
2.20988183
2.577562428
6.64382807
2.1658184
4.69076933
1.16638021
2.526167715
6.38152332
-4.80194138
23.05864097
2.1658184 -10.40013297
108.162766
0.52381398
0.27438109 -4.80194138 -2.515324036
6.32685501
2.19779598
4.83030718
0.52381398
1.151236267
1.32534494
2.13754822
4.56911241
2.19779598
4.697894898
22.0702165
2.32073387
5.38580569
2.13754822
4.960680557
24.6083516
-3.86079236
14.90571763
2.32073387 -8.959871583
80.2792988
2.60411516 -3.86079236 -6.230265258
38.8162052
2.02837774
4.11431625
1.6137271
3.273248126
10.7141533
0.6755511
0.45636929
2.02837774
1.370272817
1.87764759
-0.11924905
0.01422034
0.6755511 -0.080558827
0.00648972
-0.89056358
0.79310349 -0.11924905
0.10619886
0.0112782
-1.9321648
3.73326080 -0.89056358
1.720715604
2.96086219
1.49743916
2.24232404
-1.9321648 -2.893299236
8.37118047
-5.55833989
30.89514231
1.49743916 -8.323275826
69.2769205
-3.23614291
10.47262091 -5.55833989
17.9875822
323.553113
1.56338029
2.44415793 -3.23614291
-5.05932203
25.5967394
1.12765898
1.27161477
1.56338029
1.76295982
3.10802733
-1.3776858
1.89801816
1.12765898 -1.553559761
2.41354793
-1.54491032
2.38674789
-1.3776858
2.128401006
4.53009084
7.21580424 -1.54491032
4.149976572
17.2223055
1.6137271
-2.6862249
14.05119387
0.62736604
0.39358815
-2.6862249 -1.685246287
2.84005505
-0.57339633
0.32878335
0.62736604 -0.359729385
0.12940523
1.29687338 -0.57339633 -0.652985737
0.42639037
0.01077583
0.01397488
1.13880349
-0.10380668
-5.86134172
1.13880349 -0.118215406
34.35532670 -0.10380668
0.60844641
0.37020703
2.36436476
5.59022070 -5.86134172 -13.85834978
192.053859
2.92341053
8.54632914
2.36436476
6.912008831
47.7758661
1.78356869
3.18111729
2.92341053
5.214103507
27.1868754
2.52971437
6.39945479
1.78356869
4.511919356
20.3574163
2.52971437
SUMATORIA
220.41644392
-10.37211865
Estadigrafo dw= 2* (1- Ro)

RO =
-0.047056919
dw=
2.094113837
Segn Tabla
DL
DU
1.338
1.659
Por lo tanto No hay Autocorrelacin
2.341
2.662

Modelo A Final

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Resumen

Anlisis de los residuales

MATRIZ DATOS MODELO ECONOMETRICO PRECIO ACCION CAP

Precio Acero Precio Coque Precio Petroleo

Anlisis de los residuales

MATRIZ DATOS MODELO ECONOMETRICO PRECIO ACCION CAP

Precio Acero Precio Petroleo

Anlisis de los residuales

MATRIZ DATOS MODELO ECONOMETRICO PRECIO ACCION CAP

Precio Acero Precio Petroleo

P accion CAP = 0 + 1 Pib Japon + 2Precio Acero + 3Precio

on + 0,01916 * Precio Acero + 0,1584 * Precio Petroleo

Coeficientes Error tpico Estadstico t Probabilidad Inferior 95%

Anlisis de los residuales

Pronstico para Y Residuos

Superior 95% Inferior 95,0%Superior 95,0%

Coeficientes Error tpico Estadstico t Probabilidad Inferior 95%

Anlisis de los residuales

Pronstico para Y Residuos

Superior 95% Inferior 95,0%Superior 95,0%

Coeficientes Error tpico Estadstico t Probabilidad Inferior 95%

Anlisis de los residuales

Pronstico para Y Residuos

Superior 95% Inferior 95,0%Superior 95,0%

Por lo tanto No existe Multicolinealidad

MATRIZ DATOS MODELO ECONOMETRICO PRECIO ACCION CAP

N Mes/Ao PIB Japon

MATRIZ DATOS MODELO ECONOMETRICO PRECIO ACCION CAP

Coeficientes Error tpico Estadstico t Probabilidad Inferior 95% Superior 95%

Anlisis de los residuales

Inferior 95,0%Superior 95,0%

Por lo tanto No existe Heterocedasticidad Global

1.87765925 -1.12360858 -1.539655068

1.35062360 -1.39008853 -1.615509908

4.88357769 -3.74849221 -8.283724819

0.27438109 -4.80194138 -2.515324036

2.60411516 -3.86079236 -6.230265258

1.29687338 -0.57339633 -0.652985737

5.59022070 -5.86134172 -13.85834978

Estadigrafo dw= 2* (1- Ro)

Por lo tanto No hay Autocorrelacin

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