correccion-autocorrelacion

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estimacion ρo 0.9299232 1 - ρo 0.0700768 β1 18.1334565 β2 0.8091827 Salario (Y) Productividad (X) β1 1 - ρo β1 ( 1 - ρo) β2 Xt β2Xt ρo β2 Xt-1 ρoβ2Xt-1 ρo Yt-1 ρoYt-1 Yt 1 1960 68.7 65.5 18.1335 0.0701 1.2707 0.8092 65.5000 53.0015 0.9299 0.8092 0.9299 2 1961 70.7 68.0 18.1335 0.0701 1.2707 0.8092 68.0000 55.0244 0.9299 0.8092 65.5000 49.2873 0.9299 68.7000 63.8857 70.89 3 1962 73.2 70.4 18.1335 0.0701 1.2707 0.8092 70.4000 56.9665 0.9299 0.8092 68.0000 51.1685 0.9299 70.7000 65.7456 72.81 4 1963 75.0 73.2 18.1335 0.0701 1.2707 0.8092 73.2000 59.2322 0.9299 0.8092 70.4000 52.9744 0.9299 73.2000 68.0704 75.60 5 1964 77.9 76.4 18.1335 0.0701 1.2707 0.8092 76.4000 61.8216 0.9299 0.8092 73.2000 55.0814 0.9299 75.0000 69.7442 77.76 6 1965 79.6 78.8 18.1335 0.0701 1.2707 0.8092 78.8000 63.7636 0.9299 0.8092 76.4000 57.4893 0.9299 77.9000 72.4410 79.99 7 1966 82.9 80.7 18.1335 0.0701 1.2707 0.8092 80.7000 65.3010 0.9299 0.8092 78.8000 59.2952 0.9299 79.6000 74.0219 81.30 8 1967 84.9 82.7 18.1335 0.0701 1.2707 0.8092 82.7000 66.9194 0.9299 0.8092 80.7000 60.7250 0.9299 82.9000 77.0906 84.56 9 1968 88.2 85.3 18.1335 0.0701 1.2707 0.8092 85.3000 69.0233 0.9299 0.8092 82.7000 62.2299 0.9299 84.9000 78.9505 87.01 10 1969 89.7 85.7 18.1335 0.0701 1.2707 0.8092 85.7000 69.3470 0.9299 0.8092 85.3000 64.1864 0.9299 88.2000 82.0192 88.45 11 1970 91.2 86.9 18.1335 0.0701 1.2707 0.8092 86.9000 70.3180 0.9299 0.8092 85.7000 64.4873 0.9299 89.7000 83.4141 90.52 12 1971 93.0 89.8 18.1335 0.0701 1.2707 0.8092 89.8000 72.6646 0.9299 0.8092 86.9000 65.3903 0.9299 91.2000 84.8090 93.35 13 1972 95.8 92.6 18.1335 0.0701 1.2707 0.8092 92.6000 74.9303 0.9299 0.8092 89.8000 67.5725 0.9299 93.0000 86.4829 95.11 14 1973 98.0 95.0 18.1335 0.0701 1.2707 0.8092 95.0000 76.8724 0.9299 0.8092 92.6000 69.6794 0.9299 95.8000 89.0866 97.55 15 1974 97.0 92.2 18.1335 0.0701 1.2707 0.8092 92.2000 74.6066 0.9299 0.8092 95.0000 71.4854 0.9299 98.0000 91.1325 95.52 16 1975 97.7 95.4 18.1335 0.0701 1.2707 0.8092 95.4000 77.1960 0.9299 0.8092 92.2000 69.3784 0.9299 97.0000 90.2025 99.29 17 1976 100.8 98.2 18.1335 0.0701 1.2707 0.8092 98.2000 79.4617 0.9299 0.8092 95.4000 71.7864 0.9299 97.7000 90.8535 99.80 18 1977 102.3 99.8 18.1335 0.0701 1.2707 0.8092 99.8000 80.7564 0.9299 0.8092 98.2000 73.8933 0.9299 100.8000 93.7363 101.87 19 1978 103.4 100.4 18.1335 0.0701 1.2707 0.8092 100.4000 81.2419 0.9299 0.8092 99.8000 75.0973 0.9299 102.3000 95.1311 102.55 20 1979 102.0 99.3 18.1335 0.0701 1.2707 0.8092 99.3000 80.3518 0.9299 0.8092 100.4000 75.5488 0.9299 103.4000 96.1541 102.23 21 1980 99.5 98.6 18.1335 0.0701 1.2707 0.8092 98.6000 79.7854 0.9299 0.8092 99.3000 74.7210 0.9299 102.0000 94.8522 101.19 22 1981 98.7 99.9 18.1335 0.0701 1.2707 0.8092 99.9000 80.8374 0.9299 0.8092 98.6000 74.1943 0.9299 99.5000 92.5274 100.44 23 1982 100.0 100.0 18.1335 0.0701 1.2707 0.8092 100.0000 80.9183 0.9299 0.8092 99.9000 75.1725 0.9299 98.7000 91.7834 98.80 24 1983 100.5 102.0 18.1335 0.0701 1.2707 0.8092 102.0000 82.5366 0.9299 0.8092 100.0000 75.2478 0.9299 100.0000 92.9923 101.55 25 1984 100.4 104.6 18.1335 0.0701 1.2707 0.8092 104.6000 84.6405 0.9299 0.8092 102.0000 76.7527 0.9299 100.5000 93.4573 102.62 26 1985 101.3 106.1 18.1335 0.0701 1.2707 0.8092 106.1000 85.8543 0.9299 0.8092 104.6000 78.7092 0.9299 100.4000 93.3643 101.78 27 1986 104.4 108.3 18.1335 0.0701 1.2707 0.8092 108.3000 87.6345 0.9299 0.8092 106.1000 79.8379 0.9299 101.3000 94.2012 103.27 28 1987 104.3 109.4 18.1335 0.0701 1.2707 0.8092 109.4000 88.5246 0.9299 0.8092 108.3000 81.4933 0.9299 104.4000 97.0840 105.39 29 1988 104.4 110.4 18.1335 0.0701 1.2707 0.8092 110.4000 89.3338 0.9299 0.8092 109.4000 82.3211 0.9299 104.3000 96.9910 105.27 30 1989 103.0 109.5 18.1335 0.0701 1.2707 0.8092 109.5000 88.6055 0.9299 0.8092 110.4000 83.0735 0.9299 104.4000 97.0840 103.89 31 1990 103.2 109.7 18.1335 0.0701 1.2707 0.8092 109.7000 88.7673 0.9299 0.8092 109.5000 82.3963 0.9299 103.0000 95.7821 103.42 32 1991 103.9 110.1 18.1335 0.0701 1.2707 0.8092 110.1000 89.0910 0.9299 0.8092 109.7000 82.5468 0.9299 103.2000 95.9681 103.78 Y t = β1(1-ρo) + β2Xt - ρoβ2Xt-1 oYt-1

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Page 1: CORRECCION-AUTOCORRELACION

estimacion

ρo 0.9299232 1 - ρo 0.0700768β1 18.1334565β2 0.8091827

Salario (Y) Productividad (X) β1 1 - ρo β1 ( 1 - ρo) β2 Xt β2Xt ρo β2 Xt-1 ρoβ2Xt-1 ρo Yt-1 ρoYt-1 Yt e

1 1960 68.7 65.5 18.1335 0.0701 1.2707 0.8092 65.5000 53.0015 0.9299 0.8092 0.92992 1961 70.7 68.0 18.1335 0.0701 1.2707 0.8092 68.0000 55.0244 0.9299 0.8092 65.5000 49.2873 0.9299 68.7000 63.8857 70.89 -0.19363 1962 73.2 70.4 18.1335 0.0701 1.2707 0.8092 70.4000 56.9665 0.9299 0.8092 68.0000 51.1685 0.9299 70.7000 65.7456 72.81 0.38574 1963 75.0 73.2 18.1335 0.0701 1.2707 0.8092 73.2000 59.2322 0.9299 0.8092 70.4000 52.9744 0.9299 73.2000 68.0704 75.60 -0.59895 1964 77.9 76.4 18.1335 0.0701 1.2707 0.8092 76.4000 61.8216 0.9299 0.8092 73.2000 55.0814 0.9299 75.0000 69.7442 77.76 0.14486 1965 79.6 78.8 18.1335 0.0701 1.2707 0.8092 78.8000 63.7636 0.9299 0.8092 76.4000 57.4893 0.9299 77.9000 72.4410 79.99 -0.38607 1966 82.9 80.7 18.1335 0.0701 1.2707 0.8092 80.7000 65.3010 0.9299 0.8092 78.8000 59.2952 0.9299 79.6000 74.0219 81.30 1.60168 1967 84.9 82.7 18.1335 0.0701 1.2707 0.8092 82.7000 66.9194 0.9299 0.8092 80.7000 60.7250 0.9299 82.9000 77.0906 84.56 0.34429 1968 88.2 85.3 18.1335 0.0701 1.2707 0.8092 85.3000 69.0233 0.9299 0.8092 82.7000 62.2299 0.9299 84.9000 78.9505 87.01 1.1854

10 1969 89.7 85.7 18.1335 0.0701 1.2707 0.8092 85.7000 69.3470 0.9299 0.8092 85.3000 64.1864 0.9299 88.2000 82.0192 88.45 1.249411 1970 91.2 86.9 18.1335 0.0701 1.2707 0.8092 86.9000 70.3180 0.9299 0.8092 85.7000 64.4873 0.9299 89.7000 83.4141 90.52 0.684512 1971 93.0 89.8 18.1335 0.0701 1.2707 0.8092 89.8000 72.6646 0.9299 0.8092 86.9000 65.3903 0.9299 91.2000 84.8090 93.35 -0.354013 1972 95.8 92.6 18.1335 0.0701 1.2707 0.8092 92.6000 74.9303 0.9299 0.8092 89.8000 67.5725 0.9299 93.0000 86.4829 95.11 0.688614 1973 98.0 95.0 18.1335 0.0701 1.2707 0.8092 95.0000 76.8724 0.9299 0.8092 92.6000 69.6794 0.9299 95.8000 89.0866 97.55 0.449715 1974 97.0 92.2 18.1335 0.0701 1.2707 0.8092 92.2000 74.6066 0.9299 0.8092 95.0000 71.4854 0.9299 98.0000 91.1325 95.52 1.475516 1975 97.7 95.4 18.1335 0.0701 1.2707 0.8092 95.4000 77.1960 0.9299 0.8092 92.2000 69.3784 0.9299 97.0000 90.2025 99.29 -1.590917 1976 100.8 98.2 18.1335 0.0701 1.2707 0.8092 98.2000 79.4617 0.9299 0.8092 95.4000 71.7864 0.9299 97.7000 90.8535 99.80 1.000418 1977 102.3 99.8 18.1335 0.0701 1.2707 0.8092 99.8000 80.7564 0.9299 0.8092 98.2000 73.8933 0.9299 100.8000 93.7363 101.87 0.429919 1978 103.4 100.4 18.1335 0.0701 1.2707 0.8092 100.4000 81.2419 0.9299 0.8092 99.8000 75.0973 0.9299 102.3000 95.1311 102.55 0.853520 1979 102.0 99.3 18.1335 0.0701 1.2707 0.8092 99.3000 80.3518 0.9299 0.8092 100.4000 75.5488 0.9299 103.4000 96.1541 102.23 -0.227921 1980 99.5 98.6 18.1335 0.0701 1.2707 0.8092 98.6000 79.7854 0.9299 0.8092 99.3000 74.7210 0.9299 102.0000 94.8522 101.19 -1.687322 1981 98.7 99.9 18.1335 0.0701 1.2707 0.8092 99.9000 80.8374 0.9299 0.8092 98.6000 74.1943 0.9299 99.5000 92.5274 100.44 -1.741123 1982 100.0 100.0 18.1335 0.0701 1.2707 0.8092 100.0000 80.9183 0.9299 0.8092 99.9000 75.1725 0.9299 98.7000 91.7834 98.80 1.200124 1983 100.5 102.0 18.1335 0.0701 1.2707 0.8092 102.0000 82.5366 0.9299 0.8092 100.0000 75.2478 0.9299 100.0000 92.9923 101.55 -1.051925 1984 100.4 104.6 18.1335 0.0701 1.2707 0.8092 104.6000 84.6405 0.9299 0.8092 102.0000 76.7527 0.9299 100.5000 93.4573 102.62 -2.215826 1985 101.3 106.1 18.1335 0.0701 1.2707 0.8092 106.1000 85.8543 0.9299 0.8092 104.6000 78.7092 0.9299 100.4000 93.3643 101.78 -0.480127 1986 104.4 108.3 18.1335 0.0701 1.2707 0.8092 108.3000 87.6345 0.9299 0.8092 106.1000 79.8379 0.9299 101.3000 94.2012 103.27 1.131428 1987 104.3 109.4 18.1335 0.0701 1.2707 0.8092 109.4000 88.5246 0.9299 0.8092 108.3000 81.4933 0.9299 104.4000 97.0840 105.39 -1.086029 1988 104.4 110.4 18.1335 0.0701 1.2707 0.8092 110.4000 89.3338 0.9299 0.8092 109.4000 82.3211 0.9299 104.3000 96.9910 105.27 -0.874430 1989 103.0 109.5 18.1335 0.0701 1.2707 0.8092 109.5000 88.6055 0.9299 0.8092 110.4000 83.0735 0.9299 104.4000 97.0840 103.89 -0.886731 1990 103.2 109.7 18.1335 0.0701 1.2707 0.8092 109.7000 88.7673 0.9299 0.8092 109.5000 82.3963 0.9299 103.0000 95.7821 103.42 -0.223932 1991 103.9 110.1 18.1335 0.0701 1.2707 0.8092 110.1000 89.0910 0.9299 0.8092 109.7000 82.5468 0.9299 103.2000 95.9681 103.78 0.1170

Y t = β1(1-ρo) + β2Xt - ρoβ2Xt-1 +ρoYt-1

Page 2: CORRECCION-AUTOCORRELACION

Año e-original e-corregido1961 -2.4579 -0.193588342451962 -1.8999 0.3857211924941963 -2.3656 -0.598851703891964 -2.0550 0.1448396359881965 -2.2971 -0.386047273571966 -0.5345 1.6015827817231967 -0.1529 0.3441786329611968 1.0433 1.1854127677891969 2.2196 1.2494353219421970 2.7486 0.6845224366361971 2.2019 -0.354018829951972 2.7362 0.688593356151973 2.9942 0.4497076729431974 4.2599 1.4755347574561975 2.3705 -1.590864295531976 3.2048 1.0004066957971977 3.4101 0.4298902086481978 4.0246 0.85346020571979 3.5147 -0.227867693221980 1.5811 -1.687272875561981 -0.2708 -1.741136847811982 0.9483 1.2001044646491983 -0.1701 -1.051913251741984 -2.3740 -2.215794361611985 -2.6877 -0.480133981071986 -1.3679 1.1314498511981987 -2.3580 -1.085961930011988 -3.0672 -0.874426797541989 -3.7390 -0.886676972371990 -3.7008 -0.223851024881991 -3.3245 0.116986812856

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