correccion de la tarea 4 2008 33,06285701 116,8554916 … · correccion de la tarea 4 modelos ar(p)...
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CORRECCION DE LA TAREA 4
MODELOS AR(p) , MA(Q)
ARMA(P;Q)
BASE DE DATOS
AÑOS PIB IMPORTACIONES PEA
1990 9,346300593 21,16641998 10,3757696
1991 4,870282091 19,71936035 11,2902203
1992 2,96597774 17,73106003 11,8866396
1993 10,52269769 16,3094902 15,3695202
1994 6,057947776 13,74732018 17,0605106
1995 6,400852066 12,8764801 1.693.855
1996 6,043422811 12,82907009 13,11905
1997 5,779331899 13,12514973 13,62146
1998 8,661548187 20,63830948 14,2072096
1999 8,725906207 22,36265945 13,7136202
2000 10,38927991 25,57953072 14,1877804
2001 9,650587384 27,35268021 12,1402998
2002 16,53930953 33,14498901 11,9746599
2003 13,91279861 54,39498138 12,0306902
2004 15,15101447 62,86386108 11,89538
2005 12,33264343 87,65174103 11,6585903
2006 24,09558099 107,4469681 10,7260704
2007 28,98044858 119,7787476 9,89288998
2008 33,06285701 116,8554916 9,82787037
2009 31,87590756 97,05809784 9,01336956
2010 31,69874907 82,49691772 7,85599995
2011 38,88296757 64,45275116 7,07742977
2012 38,71104126 49,39965057 6,03319979
2013 43,02740165 40,99975967 5,32703018
2014 27,71012938 36,28039932 3,03754892
CORRECCION DE LA VARIABLE 1 PRODUCTO INTERNO
BRUTO (PIB)
AR(1)MODELO PIB SIN CORECCION
Dependent Variable: PIB
Method: Least Squares
Date: 09/30/17 Time: 09:08
Sample (adjusted): 1991 2014
Included observations: 24 after adjustments
Convergence achieved after 4 iterations Variable Coefficient Std. Error t-Statistic Prob. C 26.54587 16.09559 1.649263 0.1133
AR(1) 0.916306 0.087318 10.49390 0.0000 R-squared 0.833487 Mean dependent var 18.16870
Adjusted R-squared 0.825918 S.D. dependent var 12.74079
S.E. of regression 5.315851 Akaike info criterion 6.258919
Sum squared resid 621.6821 Schwarz criterion 6.357090
Log likelihood -73.10702 Hannan-Quinn criter. 6.284964
F-statistic 110.1219 Durbin-Watson stat 1.911184
Prob(F-statistic) 0.000000 Inverted AR Roots .92
MODELO CORREGIDO
Dependent Variable: D(PIB)
Method: Least Squares
Date: 09/30/17 Time: 09:09
Sample (adjusted): 1992 2014
Included observations: 23 after adjustments
Convergence achieved after 3 iterations Variable Coefficient Std. Error t-Statistic Prob. C 1.117802 0.801725 1.394246 0.1778
AR(1) -0.359977 0.268062 -1.342889 0.1936 R-squared 0.079083 Mean dependent var 0.993037
Adjusted R-squared 0.035230 S.D. dependent var 5.304283
S.E. of regression 5.210011 Akaike info criterion 6.221982
Sum squared resid 570.0286 Schwarz criterion 6.320721
Log likelihood -69.55280 Hannan-Quinn criter. 6.246815
F-statistic 1.803352 Durbin-Watson stat 1.624517
Prob(F-statistic) 0.193643 Inverted AR Roots -.36
AR(2)SIN CORREGIR
Dependent Variable: PIB
Method: Least Squares Date: 09/30 /17 Time: 09:05
Sample (adjusted): 1992 2014
Included observations: 23 after adjustments
Convergence achieved after 4 iterations Variable Coefficient Std. Error t-Statistic Prob. C 91.69374 249.5801 0.367392 0.7170
AR(2) 0.967410 0.106645 9.071322 0.0000 R-squared 0.796687 Mean dependent var 18.74689
Adjusted R-squared 0.787005 S.D. dependent var 12.70111
S.E. of regression 5.861735 Akaike info criterion 6.457710
Sum squared resid 721.5587 Schwarz criterion 6.556448
Log likelihood -72.26366 Hannan-Quinn criter. 6.482542
F-statistic 82.28889 Durbin-Watson stat 1.201507
Prob(F-statistic) 0.000000 Inverted AR Roots .98 -.98
MODELO CORREGIDO
Dependent Variable: D(PIB)
Method: Least Squares
Date: 09/30/17 Time: 09:06
Sample (adjusted): 1993 2014
Included observations: 22 after adjustments
Convergence achieved after 3 iterations Variable Coefficient Std. Error t-Statistic Prob. C 1.094682 1.342041 0.815684 0.4243
AR(2) 0.125176 0.286084 0.437551 0.6664 R-squared 0.009482 Mean dependent var 1.124734
Adjusted R-squared -0.040044 S.D. dependent var 5.390481
S.E. of regression 5.497350 Akaike info criterion 6.332917
Sum squared resid 604.4172 Schwarz criterion 6.432103
Log likelihood -67.66209 Hannan-Quinn criter. 6.356283
F-statistic 0.191451 Durbin-Watson stat 1.815584
Prob(F-statistic) 0.666400 Inverted AR Roots .35 -.35
ar(3) sin corregir
Dependent Variable: PIB
Method: Least Squares
Date: 09/30/17 Time: 09:11
Sample (adjusted): 1993 2014
Included observations: 22 after adjustments
Convergence achieved after 4 iterations Variable Coefficient Std. Error t-Statistic Prob. C 168.0278 760.6106 0.220912 0.8274
AR(3) 0.972545 0.136372 7.131561 0.0000 R-squared 0.717750 Mean dependent var 19.46420
Adjusted R-squared 0.703637 S.D. dependent var 12.51407
S.E. of regression 6.812560 Akaike info criterion 6.761921
Sum squared resid 928.2196 Schwarz criterion 6.861107
Log likelihood -72.38113 Hannan-Quinn criter. 6.785286
F-statistic 50.85917 Durbin-Watson stat 1.336449
Prob(F-statistic) 0.000001 Inverted AR Roots .99 -.50-.86i -.50+.86i
modelo corregido
Dependent Variable: D(PIB)
Method: Least Squares
Date: 09/30/17 Time: 09:11
Sample (adjusted): 1994 2014
Included observations: 21 after adjustments
Convergence achieved after 3 iterations Variable Coefficient Std. Error t-Statistic Prob. C 1.000634 0.770763 1.298237 0.2097
AR(3) -0.448869 0.265928 -1.687933 0.1078 R-squared 0.130400 Mean dependent var 0.818449
Adjusted R-squared 0.084631 S.D. dependent var 5.323826
S.E. of regression 5.093566 Akaike info criterion 6.184226
Sum squared resid 492.9439 Schwarz criterion 6.283705
Log likelihood -62.93437 Hannan-Quinn criter. 6.205816
F-statistic 2.849116 Durbin-Watson stat 1.671735
Prob(F-statistic) 0.107771 Inverted AR Roots .38-.66i .38+.66i -.77
corrección de modelos arma
arma (1,1)
modelo sin la corrección
Dependent Variable: PIB
Method: Least Squares
Date: 09/30/17 Time: 09:13
Sample (adjusted): 1991 2014
Included observations: 24 after adjustments
Convergence achieved after 32 iterations
MA Backcast: 1990 Variable Coefficient Std. Error t-Statistic Prob. C 170.3438 1606.608 0.106027 0.9166
AR(1) 0.992257 0.080140 12.38157 0.0000
MA(1) -0.444020 0.327126 -1.357338 0.1891 R-squared 0.843217 Mean dependent var 18.16870
Adjusted R-squared 0.828286 S.D. dependent var 12.74079
S.E. of regression 5.279585 Akaike info criterion 6.282041
Sum squared resid 585.3544 Schwarz criterion 6.429297
Log likelihood -72.38449 Hannan-Quinn criter. 6.321108
F-statistic 56.47163 Durbin-Watson stat 1.508677
Prob(F-statistic) 0.000000 Inverted AR Roots .99
Inverted MA Roots .44
Modelo corregido
Dependent Variable: D(PIB)
Method: Least Squares
Date: 09/30/17 Time: 09:14
Sample (adjusted): 1992 2014
Included observations: 23 after adjustments
Convergence achieved after 9 iterations
MA Backcast: 1991 Variable Coefficient Std. Error t-Statistic Prob. C 1.663865 0.320586 5.190080 0.0000
AR(1) 0.413026 0.215305 1.918327 0.0695
MA(1) -0.906682 0.053508 -16.94468 0.0000 R-squared 0.176106 Mean dependent var 0.993037
Adjusted R-squared 0.093717 S.D. dependent var 5.304283
S.E. of regression 5.049620 Akaike info criterion 6.197611
Sum squared resid 509.9732 Schwarz criterion 6.345719
Log likelihood -68.27252 Hannan-Quinn criter. 6.234859
F-statistic 2.137484 Durbin-Watson stat 1.693395
Prob(F-statistic) 0.144116 Inverted AR Roots .41
Inverted MA Roots .91
ARMA(1,2)
MODELO SIN LA CORRECCION
Dependent Variable: PIB
Method: Least Squares
Date: 09/30/17 Time: 09:51
Sample (adjusted): 1991 2014
Included observations: 24 after adjustments
Convergence achieved after 198 iterations
MA Backcast: 1989 1990 Variable Coefficient Std. Error t-Statistic Prob. C -3594.867 969770.5 -0.003707 0.9971
AR(1) 1.000337 0.090576 11.04416 0.0000
MA(1) -0.465475 0.339628 -1.370544 0.1857
MA(2) -0.011158 0.336820 -0.033127 0.9739 R-squared 0.843135 Mean dependent var 18.16870
Adjusted R-squared 0.819606 S.D. dependent var 12.74079
S.E. of regression 5.411376 Akaike info criterion 6.365896
Sum squared resid 585.6598 Schwarz criterion 6.562238
Log likelihood -72.39075 Hannan-Quinn criter. 6.417985
F-statistic 35.83283 Durbin-Watson stat 1.496824
Prob(F-statistic) 0.000000 Inverted AR Roots 1.00
Estimated AR process is nonstationary
Inverted MA Roots .49 -.02
MODELO CORREGIDO
Dependent Variable: D(PIB)
Method: Least Squares
Date: 09/30/17 Time: 09:36
Sample (adjusted): 1992 2014
Included observations: 23 after adjustments
Convergence achieved after 20 iterations
MA Backcast: 1990 1991 Variable Coefficient Std. Error t-Statistic Prob. C 1.679845 0.376926 4.456701 0.0003
AR(1) 0.511357 0.385269 1.327273 0.2001
MA(1) -1.030387 0.558249 -1.845748 0.0806
MA(2) 0.120900 0.534388 0.226240 0.8234 R-squared 0.177667 Mean dependent var 0.993037
Adjusted R-squared 0.047825 S.D. dependent var 5.304283
S.E. of regression 5.175891 Akaike info criterion 6.282671
Sum squared resid 509.0071 Schwarz criterion 6.480148
Log likelihood -68.25072 Hannan-Quinn criter. 6.332336
F-statistic 1.368330 Durbin-Watson stat 1.656068
Prob(F-statistic) 0.282643 Inverted AR Roots .51
Inverted MA Roots .90 .14
ARMA(1,3)
MODELO SIN LA CORRECION
Dependent Variable: PIB
Method: Least Squares
Date: 09/30/17 Time: 09:51
Sample (adjusted): 1991 2014
Included observations: 24 after adjustments
Convergence achieved after 74 iterations
MA Backcast: 1988 1990 Variable Coefficient Std. Error t-Statistic Prob. C -1736.304 109886.3 -0.015801 0.9876
AR(1) 1.000791 0.049576 20.18694 0.0000
MA(1) -0.268203 0.049700 -5.396457 0.0000
MA(2) 0.249311 0.050085 4.977729 0.0001
MA(3) -0.897913 0.033830 -26.54229 0.0000 R-squared 0.903761 Mean dependent var 18.16870
Adjusted R-squared 0.883500 S.D. dependent var 12.74079
S.E. of regression 4.348702 Akaike info criterion 5.960684
Sum squared resid 359.3129 Schwarz criterion 6.206111
Log likelihood -66.52820 Hannan-Quinn criter. 6.025796
F-statistic 44.60615 Durbin-Watson stat 1.390919
Prob(F-statistic) 0.000000 Inverted AR Roots 1.00
Estimated AR process is nonstationary
Inverted MA Roots .97 -.35-.90i -.35+.90i
MODELO CORREGIDO
Dependent Variable: D(PIB)
Method: Least Squares
Date: 09/30/17 Time: 09:50
Sample (adjusted): 1992 2014
Included observations: 23 after adjustments
Convergence achieved after 126 iterations
MA Backcast: OFF (Roots of MA process too large) Variable Coefficient Std. Error t-Statistic Prob. C 1.969007 1.980703 0.994095 0.3334
AR(1) 0.423844 0.287299 1.475272 0.1574
MA(1) -1.214893 0.529999 -2.292255 0.0342
MA(2) -0.191814 0.435191 -0.440758 0.6646
MA(3) -0.995273 0.473188 -2.103336 0.0498 R-squared 0.660399 Mean dependent var 0.993037
Adjusted R-squared 0.584932 S.D. dependent var 5.304283
S.E. of regression 3.417324 Akaike info criterion 5.485253
Sum squared resid 210.2059 Schwarz criterion 5.732100
Log likelihood -58.08041 Hannan-Quinn criter. 5.547334
F-statistic 8.750847 Durbin-Watson stat 2.328710
Prob(F-statistic) 0.000417 Inverted AR Roots .42
Inverted MA Roots 1.68 -.23-.73i -.23+.73i
Estimated MA process is noninvertible
ARMA(2,1)
MODELO SIN LA CORRECCION
Dependent Variable: PIB
Method: Least Squares
Date: 09/30/17 Time: 09:55
Sample (adjusted): 1992 2014
Included observations: 23 after adjustments
Convergence achieved after 64 iterations
MA Backcast: 1991 Variable Coefficient Std. Error t-Statistic Prob. C 87.12725 306.1698 0.284572 0.7791
AR(1) 1.475798 0.324228 4.551733 0.0002
AR(2) -0.487857 0.358675 -1.360163 0.1897
MA(1) -0.907775 0.055304 -16.41441 0.0000 R-squared 0.856844 Mean dependent var 18.74689
Adjusted R-squared 0.834241 S.D. dependent var 12.70111
S.E. of regression 5.171074 Akaike info criterion 6.280809
Sum squared resid 508.0601 Schwarz criterion 6.478286
Log likelihood -68.22930 Hannan-Quinn criter. 6.330474
F-statistic 37.90750 Durbin-Watson stat 1.770173
Prob(F-statistic) 0.000000 Inverted AR Roots .98 .50
Inverted MA Roots .91
MODELO CORREGIDO
Dependent Variable: D(PIB)
Method: Least Squares
Date: 09/30/17 Time: 09:56
Sample (adjusted): 1993 2014
Included observations: 22 after adjustments
Convergence achieved after 15 iterations
MA Backcast: 1992 Variable Coefficient Std. Error t-Statistic Prob. C 1.230040 0.923283 1.332247 0.1994
AR(1) -0.812538 0.551922 -1.472195 0.1582
AR(2) 0.005073 0.376206 0.013484 0.9894
MA(1) 0.477973 0.589267 0.811132 0.4279 R-squared 0.176571 Mean dependent var 1.124734
Adjusted R-squared 0.039332 S.D. dependent var 5.390481
S.E. of regression 5.283407 Akaike info criterion 6.329985
Sum squared resid 502.4590 Schwarz criterion 6.528356
Log likelihood -65.62984 Hannan-Quinn criter. 6.376715
F-statistic 1.286600 Durbin-Watson stat 1.476231
Prob(F-statistic) 0.309228 Inverted AR Roots .01 -.82
Inverted MA Roots -.48
ARMA(2,2)
MODELO SIN LA CORRECCION
Dependent Variable: PIB
Method: Least Squares
Date: 09/30/17 Time: 10:02
Sample (adjusted): 1992 2014
Included observations: 23 after adjustments
Convergence achieved after 47 iterations
MA Backcast: 1990 1991 Variable Coefficient Std. Error t-Statistic Prob. C 12.41198 5.809773 2.136396 0.0466
AR(1) 2.144316 0.215433 9.953512 0.0000
AR(2) -1.202795 0.241216 -4.986386 0.0001
MA(1) -1.774188 0.049007 -36.20260 0.0000
MA(2) 0.795689 0.043563 18.26505 0.0000 R-squared 0.897150 Mean dependent var 18.74689
Adjusted R-squared 0.874294 S.D. dependent var 12.70111
S.E. of regression 4.503180 Akaike info criterion 6.037105
Sum squared resid 365.0153 Schwarz criterion 6.283951
Log likelihood -64.42670 Hannan-Quinn criter. 6.099186
F-statistic 39.25297 Durbin-Watson stat 1.987660
Prob(F-statistic) 0.000000 Inverted AR Roots 1.07+.23i 1.07-.23i
Estimated AR process is nonstationary
Inverted MA Roots .89-.09i .89+.09i
MODELO CORREGIDO
Dependent Variable: D(PIB)
Method: Least Squares
Date: 09/30/17 Time: 09:56
Sample (adjusted): 1993 2014
Included observations: 22 after adjustments
Convergence achieved after 10 iterations
MA Backcast: 1991 1992 Variable Coefficient Std. Error t-Statistic Prob. C 0.706772 1.189167 0.594343 0.5601
AR(1) -1.200866 0.281275 -4.269359 0.0005
AR(2) -0.209480 0.253812 -0.825336 0.4206
MA(1) 1.319083 0.044007 29.97431 0.0000
MA(2) 0.888403 0.031874 27.87247 0.0000 R-squared 0.530738 Mean dependent var 1.124734
Adjusted R-squared 0.420323 S.D. dependent var 5.390481
S.E. of regression 4.104124 Akaike info criterion 5.858578
Sum squared resid 286.3452 Schwarz criterion 6.106542
Log likelihood -59.44436 Hannan-Quinn criter. 5.916991
F-statistic 4.806770 Durbin-Watson stat 1.445781
Prob(F-statistic) 0.008877 Inverted AR Roots -.21 -.99
Inverted MA Roots -.66+.67i -.66-.67i
ARMA (2,3)
MODELO SIN LA CORRECCION
Dependent Variable: PIB
Method: Least Squares
Date: 09/30/17 Time: 09:52
Sample (adjusted): 1992 2014
Included observations: 23 after adjustments
Convergence achieved after 238 iterations
MA Backcast: 1989 1991 Variable Coefficient Std. Error t-Statistic Prob. C -8027.846 2388899. -0.003360 0.9974
AR(1) 0.921980 0.351009 2.626657 0.0177
AR(2) 0.078237 0.387586 0.201858 0.8424
MA(1) -0.234815 0.104467 -2.247749 0.0382
MA(2) 0.206475 0.099659 2.071814 0.0538
MA(3) -0.867435 0.048542 -17.86997 0.0000 R-squared 0.914391 Mean dependent var 18.74689
Adjusted R-squared 0.889212 S.D. dependent var 12.70111
S.E. of regression 4.227540 Akaike info criterion 5.940576
Sum squared resid 303.8256 Schwarz criterion 6.236792
Log likelihood -62.31662 Hannan-Quinn criter. 6.015073
F-statistic 36.31555 Durbin-Watson stat 1.447103
Prob(F-statistic) 0.000000 Inverted AR Roots 1.00 -.08
Estimated AR process is nonstationary
Inverted MA Roots .96 -.36+.88i -.36-.88i
MODELO CORREGIDO
Dependent Variable: D(PIB)
Method: Least Squares
Date: 09/30/17 Time: 10:03
Sample (adjusted): 1993 2014
Included observations: 22 after adjustments
Convergence achieved after 15 iterations
MA Backcast: 1990 1992 Variable Coefficient Std. Error t-Statistic Prob. C 1.820452 0.322090 5.651995 0.0000
AR(1) -0.675213 0.286722 -2.354941 0.0316
AR(2) 0.400926 0.248516 1.613279 0.1262
MA(1) 0.342764 0.076826 4.461588 0.0004
MA(2) -0.345162 0.085739 -4.025740 0.0010
MA(3) -0.883082 0.044541 -19.82628 0.0000 R-squared 0.646370 Mean dependent var 1.124734
Adjusted R-squared 0.535860 S.D. dependent var 5.390481
S.E. of regression 3.672415 Akaike info criterion 5.666577
Sum squared resid 215.7862 Schwarz criterion 5.964134
Log likelihood -56.33235 Hannan-Quinn criter. 5.736673
F-statistic 5.849003 Durbin-Watson stat 1.434097
Prob(F-statistic) 0.002939 Inverted AR Roots .38 -1.06
Estimated AR process is nonstationary
ARMA(3,1)
MODELO SIN LA CORRECCION
Dependent Variable: PIB
Method: Least Squares
Date: 09/30/17 Time: 10:06
Sample (adjusted): 1993 2014
Included observations: 22 after adjustments
Convergence achieved after 26 iterations
MA Backcast: 1992 Variable Coefficient Std. Error t-Statistic Prob. C 32.04854 23.56275 1.360136 0.1916
AR(1) 0.242271 0.519118 0.466697 0.6466
AR(2) 0.752233 0.332924 2.259475 0.0373
AR(3) -0.125597 0.369286 -0.340108 0.7379
MA(1) 0.460231 0.538512 0.854635 0.4046 R-squared 0.853975 Mean dependent var 19.46420
Adjusted R-squared 0.819616 S.D. dependent var 12.51407
S.E. of regression 5.314932 Akaike info criterion 6.375634
Sum squared resid 480.2246 Schwarz criterion 6.623598
Log likelihood -65.13197 Hannan-Quinn criter. 6.434047
F-statistic 24.85458 Durbin-Watson stat 1.543610
Prob(F-statistic) 0.000001 Inverted AR Roots .91 .16 -.84
Inverted MA Roots -.46
MODELO COREGIDO
Dependent Variable: D(PIB)
Method: Least Squares
Date: 09/30/17 Time: 10:07
Sample (adjusted): 1994 2014
Included observations: 21 after adjustments
Convergence achieved after 14 iterations
MA Backcast: 1993 Variable Coefficient Std. Error t-Statistic Prob. C 1.154451 0.731188 1.578870 0.1339
AR(1) -0.486970 0.530939 -0.917186 0.3727
AR(2) -0.013731 0.384277 -0.035733 0.9719
AR(3) -0.408248 0.286114 -1.426872 0.1728
MA(1) 0.184222 0.547255 0.336629 0.7408 R-squared 0.225694 Mean dependent var 0.818449
Adjusted R-squared 0.032117 S.D. dependent var 5.323826
S.E. of regression 5.237636 Akaike info criterion 6.353874
Sum squared resid 438.9253 Schwarz criterion 6.602570
Log likelihood -61.71568 Hannan-Quinn criter. 6.407848
F-statistic 1.165914 Durbin-Watson stat 1.521186
Prob(F-statistic) 0.362510 Inverted AR Roots .23+.62i .23-.62i -.94
Inverted MA Roots -.18
ARMA(3,2)
MODELO SIN LA CORRECCION
Dependent Variable: PIB
Method: Least Squares
Date: 09/30/17 Time: 10:09
Sample (adjusted): 1993 2014
Included observations: 22 after adjustments
Convergence achieved after 18 iterations
MA Backcast: 1991 1992 Variable Coefficient Std. Error t-Statistic Prob. C 20.55188 10.80891 1.901382 0.0754
AR(1) 0.168636 0.324711 0.519344 0.6106
AR(2) 0.664832 0.254405 2.613283 0.0188
AR(3) -0.103931 0.285015 -0.364651 0.7201
MA(1) 1.114365 0.093566 11.90997 0.0000
MA(2) 0.875113 0.073957 11.83276 0.0000 R-squared 0.911643 Mean dependent var 19.46420
Adjusted R-squared 0.884032 S.D. dependent var 12.51407
S.E. of regression 4.261553 Akaike info criterion 5.964145
Sum squared resid 290.5734 Schwarz criterion 6.261702
Log likelihood -59.60560 Hannan-Quinn criter. 6.034241
F-statistic 33.01687 Durbin-Watson stat 1.736420
Prob(F-statistic) 0.000000 Inverted AR Roots .82 .16 -.81
Inverted MA Roots -.56+.75i -.56-.75i
MODELO CORREGIDO
Dependent Variable: D(PIB)
Method: Least Squares
Date: 09/30/17 Time: 10:07
Sample (adjusted): 1994 2014
Included observations: 21 after adjustments
Convergence achieved after 164 iterations
MA Backcast: OFF (Roots of MA process too large) Variable Coefficient Std. Error t-Statistic Prob. C 0.967561 0.625607 1.546596 0.1428
AR(1) -1.423560 0.492670 -2.889478 0.0112
AR(2) -1.001176 0.481659 -2.078601 0.0552
AR(3) -0.327309 0.252239 -1.297617 0.2140
MA(1) 1.978660 1.099312 1.799907 0.0920
MA(2) 3.385453 1.144381 2.958328 0.0098 R-squared 0.903732 Mean dependent var 0.818449
Adjusted R-squared 0.871642 S.D. dependent var 5.323826
S.E. of regression 1.907370 Akaike info criterion 4.364284
Sum squared resid 54.57092 Schwarz criterion 4.662719
Log likelihood -39.82499 Hannan-Quinn criter. 4.429052
F-statistic 28.16289 Durbin-Watson stat 1.448120
Prob(F-statistic) 0.000000 Inverted AR Roots -.38-.59i -.38+.59i -.66
Inverted MA Roots -.99-1.55i -.99+1.55i
Estimated MA process is noninvertible
ARMA(3,3)
MODELO SIN LA CORECCION
MODELO CORREGIDO
Dependent Variable: D(PIB)
Method: Least Squares
Date: 09/30/17 Time: 10:03
Sample (adjusted): 1994 2014
Included observations: 21 after adjustments
Convergence achieved after 16 iterations
MA Backcast: 1991 1993 Variable Coefficient Std. Error t-Statistic Prob. C 1.665406 0.384188 4.334878 0.0007
AR(1) -0.339348 0.379260 -0.894765 0.3860
AR(2) 0.433522 0.318947 1.359229 0.1956
AR(3) -0.341755 0.307320 -1.112048 0.2848
MA(1) 0.291664 0.095984 3.038679 0.0088
MA(2) -0.296706 0.082743 -3.585879 0.0030
MA(3) -0.898463 0.043307 -20.74629 0.0000 R-squared 0.650274 Mean dependent var 0.818449
Adjusted R-squared 0.500392 S.D. dependent var 5.323826
S.E. of regression 3.763038 Akaike info criterion 5.749532
Sum squared resid 198.2464 Schwarz criterion 6.097706
Log likelihood -53.37009 Hannan-Quinn criter. 5.825095
F-statistic 4.338562 Durbin-Watson stat 1.677437
Prob(F-statistic) 0.011129
Dependent Variable: PIB
Method: Least Squares
Date: 09/30/17 Time: 10:03
Sample (adjusted): 1993 2014
Included observations: 22 after adjustments
Convergence achieved after 19 iterations
MA Backcast: 1990 1992 Variable Coefficient Std. Error t-Statistic Prob. C 24.11995 10.77719 2.238056 0.0408
AR(1) 0.710712 0.350456 2.027966 0.0607
AR(2) 0.875651 0.334011 2.621625 0.0193
AR(3) -0.724246 0.324561 -2.231464 0.0413
MA(1) 0.244278 0.102499 2.383212 0.0308
MA(2) -0.313263 0.113039 -2.771295 0.0143
MA(3) -0.930646 0.075401 -12.34265 0.0000 R-squared 0.942853 Mean dependent var 19.46420
Adjusted R-squared 0.919994 S.D. dependent var 12.51407
S.E. of regression 3.539651 Akaike info criterion 5.619305
Sum squared resid 187.9370 Schwarz criterion 5.966455
Log likelihood -54.81235 Hannan-Quinn criter. 5.701083
F-statistic 41.24662 Durbin-Watson stat 1.665575
Prob(F-statistic) 0.000000 Inverted AR Roots .84-.21i .84+.21i -.97
Inverted MA Roots 1.00 -.62+.74i -.62-.74i
CORECCION DE LA VARIABLE 2 LAS
IMPORTACIONES
Ar(1) sin corrección
Dependent Variable: IMPORTACIONES
Method: Least Squares
Date: 09/30/17 Time: 10:10
Sample (adjusted): 1991 2014
Included observations: 24 after adjustments
Convergence achieved after 4 iterations Variable Coefficient Std. Error t-Statistic Prob. C 57.92243 40.73028 1.422098 0.1690
AR(1) 0.939582 0.066732 14.07997 0.0000 R-squared 0.900112 Mean dependent var 48.12898
Adjusted R-squared 0.895571 S.D. dependent var 35.78479
S.E. of regression 11.56402 Akaike info criterion 7.813329
Sum squared resid 2941.984 Schwarz criterion 7.911501
Log likelihood -91.75995 Hannan-Quinn criter. 7.839374
F-statistic 198.2456 Durbin-Watson stat 0.478331
Prob(F-statistic) 0.000000 Inverted AR Roots .94
modelo corregido
Dependent Variable: D(IMPORTACIONES)
Method: Least Squares
Date: 09/30/17 Time: 10:15
Sample (adjusted): 1992 2014
Included observations: 23 after adjustments
Convergence achieved after 4 iterations Variable Coefficient Std. Error t-Statistic Prob. C 0.272912 6.826682 0.039977 0.9685
AR(1) 0.758615 0.143576 5.283723 0.0000 R-squared 0.570708 Mean dependent var 0.720045
Adjusted R-squared 0.550265 S.D. dependent var 11.76880
S.E. of regression 7.892423 Akaike info criterion 7.052625
Sum squared resid 1308.097 Schwarz criterion 7.151363
Log likelihood -79.10518 Hannan-Quinn criter. 7.077457
F-statistic 27.91773 Durbin-Watson stat 1.952068
Prob(F-statistic) 0.000031 Inverted AR Roots .76
Ar(2) sin la corrección
Dependent Variable: IMPORTACIONES
Method: Least Squares
Date: 09/30/17 Time: 10:11
Sample (adjusted): 1992 2014
Included observations: 23 after adjustments
Convergence achieved after 3 iterations Variable Coefficient Std. Error t-Statistic Prob. C 55.67098 22.56984 2.466609 0.0223
AR(2) 0.799426 0.122486 6.526690 0.0000 R-squared 0.669799 Mean dependent var 49.36418
Adjusted R-squared 0.654075 S.D. dependent var 36.06212
S.E. of regression 21.21006 Akaike info criterion 9.029770
Sum squared resid 9447.204 Schwarz criterion 9.128509
Log likelihood -101.8424 Hannan-Quinn criter. 9.054602
F-statistic 42.59768 Durbin-Watson stat 0.239746
Prob(F-statistic) 0.000002 Inverted AR Roots .89 -.89
modelo corregido
Dependent Variable: D(IMPORTACIONES)
Method: Least Squares
Date: 09/30/17 Time: 10:14
Sample (adjusted): 1993 2014
Included observations: 22 after adjustments
Convergence achieved after 4 iterations Variable Coefficient Std. Error t-Statistic Prob. C 0.271239 5.046220 0.053751 0.9577
AR(2) 0.565081 0.189381 2.983831 0.0073 R-squared 0.308036 Mean dependent var 0.843152
Adjusted R-squared 0.273438 S.D. dependent var 12.03058
S.E. of regression 10.25470 Akaike info criterion 7.579858
Sum squared resid 2103.178 Schwarz criterion 7.679043
Log likelihood -81.37843 Hannan-Quinn criter. 7.603223
F-statistic 8.903246 Durbin-Watson stat 0.742016
Prob(F-statistic) 0.007338 Inverted AR Roots .75 -.75
Ar(3) sin la corrección
Dependent Variable: IMPORTACIONES
Method: Least Squares
Date: 09/30/17 Time: 10:12
Sample (adjusted): 1993 2014
Included observations: 22 after adjustments
Convergence achieved after 3 iterations Variable Coefficient Std. Error t-Statistic Prob. C 55.51281 15.85674 3.500896 0.0023
AR(3) 0.603593 0.166585 3.623337 0.0017 R-squared 0.396291 Mean dependent var 50.80205
Adjusted R-squared 0.366106 S.D. dependent var 36.22966
S.E. of regression 28.84513 Akaike info criterion 9.648268
Sum squared resid 16640.83 Schwarz criterion 9.747453
Log likelihood -104.1309 Hannan-Quinn criter. 9.671633
F-statistic 13.12857 Durbin-Watson stat 0.193529
Prob(F-statistic) 0.001694 Inverted AR Roots .85 -.42+.73i -.42-.73i
modelo corregido
Dependent Variable: D(IMPORTACIONES)
Method: Least Squares
Date: 09/30/17 Time: 10:12
Sample (adjusted): 1994 2014
Included observations: 21 after adjustments
Convergence achieved after 3 iterations Variable Coefficient Std. Error t-Statistic Prob. C 0.592391 3.582124 0.165374 0.8704
AR(3) 0.244138 0.238885 1.021987 0.3196 R-squared 0.052107 Mean dependent var 0.950996
Adjusted R-squared 0.002218 S.D. dependent var 12.31678
S.E. of regression 12.30311 Akaike info criterion 7.947974
Sum squared resid 2875.964 Schwarz criterion 8.047452
Log likelihood -81.45373 Hannan-Quinn criter. 7.969563
F-statistic 1.044457 Durbin-Watson stat 0.558580
Prob(F-statistic) 0.319624 Inverted AR Roots .62 -.31+.54i -.31-.54i
Corrección de modelo arma(P,Q)
Arma(1,1)
Modelo sin la corrección
Dependent Variable: IMPORTACIONES
Method: Least Squares
Date: 09/30/17 Time: 10:22
Sample (adjusted): 1991 2014
Included observations: 24 after adjustments
Convergence achieved after 143 iterations
MA Backcast: OFF (Roots of MA process too large) Variable Coefficient Std. Error t-Statistic Prob. C 12.79791 6.382154 2.005265 0.0580
AR(1) 0.907088 0.068542 13.23396 0.0000
MA(1) 1.776134 0.361152 4.917962 0.0001 R-squared 0.979593 Mean dependent var 48.12898
Adjusted R-squared 0.977649 S.D. dependent var 35.78479
S.E. of regression 5.349917 Akaike info criterion 6.308508
Sum squared resid 601.0539 Schwarz criterion 6.455765
Log likelihood -72.70209 Hannan-Quinn criter. 6.347575
F-statistic 504.0182 Durbin-Watson stat 1.218799
Prob(F-statistic) 0.000000 Inverted AR Roots .91
Inverted MA Roots -1.78
Estimated MA process is noninvertible
Modelo corregido
Dependent Variable: D(IMPORTACIONES)
Method: Least Squares
Date: 09/30/17 Time: 10:19
Sample (adjusted): 1992 2014
Included observations: 23 after adjustments
Convergence achieved after 45 iterations
MA Backcast: 1991 Variable Coefficient Std. Error t-Statistic Prob. C 0.294947 6.890701 0.042804 0.9663
AR(1) 0.749997 0.199095 3.767034 0.0012
MA(1) 0.019985 0.298449 0.066962 0.9473 R-squared 0.570901 Mean dependent var 0.720045
Adjusted R-squared 0.527992 S.D. dependent var 11.76880
S.E. of regression 8.085502 Akaike info criterion 7.139130
Sum squared resid 1307.507 Schwarz criterion 7.287238
Log likelihood -79.09999 Hannan-Quinn criter. 7.176379
F-statistic 13.30467 Durbin-Watson stat 1.986469
Prob(F-statistic) 0.000212 Inverted AR Roots .75
Inverted MA Roots -.02
ARMA(1,2)
MODELO SIN LA CORRECCION
Dependent Variable: IMPORTACIONES
Method: Least Squares
Date: 09/30/17 Time: 10:21
Sample (adjusted): 1991 2014
Included observations: 24 after adjustments
Convergence achieved after 138 iterations
MA Backcast: OFF (Roots of MA process too large) Variable Coefficient Std. Error t-Statistic Prob. C 11.02736 10.39005 1.061338 0.3012
AR(1) 0.922683 0.076098 12.12488 0.0000
MA(1) 1.751500 0.420626 4.164028 0.0005
MA(2) -0.054171 0.447802 -0.120971 0.9049 R-squared 0.979546 Mean dependent var 48.12898
Adjusted R-squared 0.976478 S.D. dependent var 35.78479
S.E. of regression 5.488281 Akaike info criterion 6.394119
Sum squared resid 602.4246 Schwarz criterion 6.590461
Log likelihood -72.72943 Hannan-Quinn criter. 6.446209
F-statistic 319.2683 Durbin-Watson stat 1.177210
Prob(F-statistic) 0.000000 Inverted AR Roots .92
Inverted MA Roots .03 -1.78
Estimated MA process is noninvertible
MODELO CORREGIDO
Dependent Variable: D(IMPORTACIONES)
Method: Least Squares
Date: 09/30/17 Time: 10:20
Sample (adjusted): 1992 2014
Included observations: 23 after adjustments
Convergence achieved after 61 iterations
MA Backcast: 1990 1991 Variable Coefficient Std. Error t-Statistic Prob. C -0.555418 3.287657 -0.168940 0.8676
AR(1) -0.027561 0.248296 -0.110999 0.9128
MA(1) 0.926662 0.193919 4.778592 0.0001
MA(2) 0.999981 0.096379 10.37554 0.0000 R-squared 0.675704 Mean dependent var 0.720045
Adjusted R-squared 0.624499 S.D. dependent var 11.76880
S.E. of regression 7.211699 Akaike info criterion 6.946057
Sum squared resid 988.1635 Schwarz criterion 7.143534
Log likelihood -75.87966 Hannan-Quinn criter. 6.995722
F-statistic 13.19614 Durbin-Watson stat 1.975844
Prob(F-statistic) 0.000069 Inverted AR Roots -.03
Inverted MA Roots -.46+.89i -.46-.89i
ARMA(1,3)
MODELO SIN LA CORRECION
Dependent Variable: IMPORTACIONES
Method: Least Squares
Date: 09/30/17 Time: 10:21
Sample (adjusted): 1991 2014
Included observations: 24 after adjustments
Convergence achieved after 34 iterations
MA Backcast: 1988 1990 Variable Coefficient Std. Error t-Statistic Prob. C 49.49494 28.84123 1.716117 0.1024
AR(1) 0.850428 0.130096 6.536945 0.0000
MA(1) 0.933130 0.267388 3.489802 0.0025
MA(2) 1.051787 0.206382 5.096318 0.0001
MA(3) 0.118374 0.242591 0.487956 0.6312 R-squared 0.968814 Mean dependent var 48.12898
Adjusted R-squared 0.962249 S.D. dependent var 35.78479
S.E. of regression 6.952873 Akaike info criterion 6.899239
Sum squared resid 918.5065 Schwarz criterion 7.144667
Log likelihood -77.79087 Hannan-Quinn criter. 6.964351
F-statistic 147.5628 Durbin-Watson stat 1.977379
Prob(F-statistic) 0.000000 Inverted AR Roots .85
Inverted MA Roots -.12 -.40-.89i -.40+.89i
MODELO CORREGIDO
Dependent Variable: D(IMPORTACIONES)
Method: Least Squares
Date: 09/30/17 Time: 10:20
Sample (adjusted): 1992 2014
Included observations: 23 after adjustments
Convergence achieved after 21 iterations
MA Backcast: 1989 1991 Variable Coefficient Std. Error t-Statistic Prob. C 0.838369 5.286871 0.158576 0.8758
AR(1) 0.566170 1.118692 0.506100 0.6189
MA(1) 0.372787 1.222798 0.304864 0.7640
MA(2) 0.555943 0.979574 0.567535 0.5774
MA(3) -0.455859 1.166615 -0.390753 0.7006 R-squared 0.675559 Mean dependent var 0.720045
Adjusted R-squared 0.603461 S.D. dependent var 11.76880
S.E. of regression 7.410968 Akaike info criterion 7.033459
Sum squared resid 988.6041 Schwarz criterion 7.280306
Log likelihood -75.88478 Hannan-Quinn criter. 7.095541
F-statistic 9.370021 Durbin-Watson stat 2.125753
Prob(F-statistic) 0.000282 Inverted AR Roots .57
Inverted MA Roots .48 -.42+.88i -.42-.88i
ARMA(2,1)
MODELO SIN LA CORRECCION
Dependent Variable: IMPORTACIONES
Method: Least Squares
Date: 09/30/17 Time: 10:23
Sample (adjusted): 1992 2014
Included observations: 23 after adjustments
Convergence achieved after 16 iterations
MA Backcast: 1991 Variable Coefficient Std. Error t-Statistic Prob. C 48.63324 13.87295 3.505616 0.0024
AR(1) 1.761143 0.147859 11.91099 0.0000
AR(2) -0.853712 0.142489 -5.991434 0.0000
MA(1) -0.172304 0.285460 -0.603601 0.5532 R-squared 0.964544 Mean dependent var 49.36418
Adjusted R-squared 0.958945 S.D. dependent var 36.06212
S.E. of regression 7.306889 Akaike info criterion 6.972283
Sum squared resid 1014.422 Schwarz criterion 7.169760
Log likelihood -76.18125 Hannan-Quinn criter. 7.021948
F-statistic 172.2903 Durbin-Watson stat 2.038976
Prob(F-statistic) 0.000000 Inverted AR Roots .88-.28i .88+.28i
Inverted MA Roots .17
MODELO CORREGIDO
Dependent Variable: D(IMPORTACIONES)
Method: Least Squares
Date: 09/30/17 Time: 10:25
Sample (adjusted): 1993 2014
Included observations: 22 after adjustments
Convergence achieved after 19 iterations
MA Backcast: 1992 Variable Coefficient Std. Error t-Statistic Prob. C 0.338073 7.797732 0.043355 0.9659
AR(1) 0.301955 2.623204 0.115109 0.9096
AR(2) 0.371948 1.961190 0.189654 0.8517
MA(1) 0.413117 2.688857 0.153640 0.8796 R-squared 0.571899 Mean dependent var 0.843152
Adjusted R-squared 0.500549 S.D. dependent var 12.03058
S.E. of regression 8.502234 Akaike info criterion 7.281501
Sum squared resid 1301.184 Schwarz criterion 7.479872
Log likelihood -76.09651 Hannan-Quinn criter. 7.328231
F-statistic 8.015392 Durbin-Watson stat 1.834129
Prob(F-statistic) 0.001334 Inverted AR Roots .78 -.48
Inverted MA Roots -.41
ARMA(2,2)
MODELO SIN LA CORRECCION
Dependent Variable: IMPORTACIONES
Method: Least Squares
Date: 09/30/17 Time: 10:23
Sample (adjusted): 1992 2014
Included observations: 23 after adjustments
Convergence achieved after 20 iterations
MA Backcast: 1990 1991 Variable Coefficient Std. Error t-Statistic Prob. C 49.21260 16.78564 2.931828 0.0089
AR(1) 1.672799 0.194142 8.616369 0.0000
AR(2) -0.780453 0.186558 -4.183436 0.0006
MA(1) -0.106239 0.270714 -0.392439 0.6993
MA(2) 0.324082 0.253170 1.280098 0.2168 R-squared 0.967452 Mean dependent var 49.36418
Adjusted R-squared 0.960219 S.D. dependent var 36.06212
S.E. of regression 7.192612 Akaike info criterion 6.973646
Sum squared resid 931.2060 Schwarz criterion 7.220493
Log likelihood -75.19693 Hannan-Quinn criter. 7.035727
F-statistic 133.7585 Durbin-Watson stat 1.986854
Prob(F-statistic) 0.000000 Inverted AR Roots .84-.28i .84+.28i
Inverted MA Roots .05+.57i .05-.57i
MODELO CORREGIDO
Dependent Variable: D(IMPORTACIONES)
Method: Least Squares
Date: 09/30/17 Time: 10:28
Sample (adjusted): 1993 2014
Included observations: 22 after adjustments
Convergence achieved after 20 iterations
MA Backcast: 1991 1992 Variable Coefficient Std. Error t-Statistic Prob. C 0.188541 4.407646 0.042776 0.9664
AR(1) 1.351397 0.184012 7.344063 0.0000
AR(2) -0.732310 0.178122 -4.111291 0.0007
MA(1) -0.851211 0.149264 -5.702731 0.0000
MA(2) 0.882508 0.089330 9.879213 0.0000 R-squared 0.677579 Mean dependent var 0.843152
Adjusted R-squared 0.601716 S.D. dependent var 12.03058
S.E. of regression 7.592474 Akaike info criterion 7.088909
Sum squared resid 979.9764 Schwarz criterion 7.336873
Log likelihood -72.97799 Hannan-Quinn criter. 7.147321
F-statistic 8.931534 Durbin-Watson stat 1.683682
Prob(F-statistic) 0.000448 Inverted AR Roots .68-.53i .68+.53i
Inverted MA Roots .43+.84i .43-.84i
ARMA (2,3)
MODELO SIN LA CORRECCION
Dependent Variable: IMPORTACIONES
Method: Least Squares
Date: 09/30/17 Time: 10:24
Sample (adjusted): 1992 2014
Included observations: 23 after adjustments
Failure to improve SSR after 22 iterations
MA Backcast: 1989 1991 Variable Coefficient Std. Error t-Statistic Prob. C 53.78592 5.375595 10.00557 0.0000
AR(1) 1.898679 0.100546 18.88361 0.0000
AR(2) -0.967493 0.090042 -10.74486 0.0000
MA(1) -0.419568 0.215665 -1.945462 0.0684
MA(2) 0.093168 0.238007 0.391451 0.7003
MA(3) -0.673499 0.241173 -2.792597 0.0125 R-squared 0.973821 Mean dependent var 49.36418
Adjusted R-squared 0.966121 S.D. dependent var 36.06212
S.E. of regression 6.637660 Akaike info criterion 6.842854
Sum squared resid 748.9950 Schwarz criterion 7.139070
Log likelihood -72.69282 Hannan-Quinn criter. 6.917352
F-statistic 126.4749 Durbin-Watson stat 2.076327
Prob(F-statistic) 0.000000 Inverted AR Roots .95-.26i .95+.26i
Inverted MA Roots 1.00 -.29-.77i -.29+.77i
MODELO CORREGIDO
Dependent Variable: D(IMPORTACIONES)
Method: Least Squares
Date: 09/30/17 Time: 10:28
Sample (adjusted): 1993 2014
Included observations: 22 after adjustments
Convergence achieved after 25 iterations
MA Backcast: OFF (Roots of MA process too large) Variable Coefficient Std. Error t-Statistic Prob. C -3.113227 6.185192 -0.503336 0.6216
AR(1) 0.227453 0.799006 0.284670 0.7795
AR(2) 0.304344 0.249559 1.219528 0.2403
MA(1) 0.882687 0.806094 1.095017 0.2897
MA(2) 1.060640 0.922003 1.150365 0.2669
MA(3) -0.324503 1.113139 -0.291520 0.7744 R-squared 0.795137 Mean dependent var 0.843152
Adjusted R-squared 0.731117 S.D. dependent var 12.03058
S.E. of regression 6.238329 Akaike info criterion 6.726303
Sum squared resid 622.6680 Schwarz criterion 7.023860
Log likelihood -67.98933 Hannan-Quinn criter. 6.796398
F-statistic 12.42018 Durbin-Watson stat 2.050784
Prob(F-statistic) 0.000049 Inverted AR Roots .68 -.45
Inverted MA Roots .24 -.56-1.01i -.56+1.01i
Estimated MA process is noninvertible
ARMA(3,1)
MODELO SIN LA CORRECCION
Dependent Variable: IMPORTACIONES
Method: Least Squares
Date: 09/30/17 Time: 10:34
Sample (adjusted): 1993 2014
Included observations: 22 after adjustments
Convergence achieved after 19 iterations
MA Backcast: 1992 Variable Coefficient Std. Error t-Statistic Prob. C 49.33123 14.22391 3.468192 0.0029
AR(1) 1.289335 0.875043 1.473453 0.1589
AR(2) -0.026098 1.469864 -0.017755 0.9860
AR(3) -0.404057 0.689125 -0.586333 0.5654
MA(1) 0.241440 0.944907 0.255517 0.8014 R-squared 0.964504 Mean dependent var 50.80205
Adjusted R-squared 0.956152 S.D. dependent var 36.22966
S.E. of regression 7.586488 Akaike info criterion 7.087331
Sum squared resid 978.4317 Schwarz criterion 7.335295
Log likelihood -72.96064 Hannan-Quinn criter. 7.145744
F-statistic 115.4809 Durbin-Watson stat 1.919306
Prob(F-statistic) 0.000000 Inverted AR Roots .88-.29i .88+.29i -.47
Inverted MA Roots -.24
MODELO COREGIDO
Dependent Variable: D(IMPORTACIONES)
Method: Least Squares
Date: 09/30/17 Time: 10:29
Sample (adjusted): 1994 2014
Included observations: 21 after adjustments
Convergence achieved after 29 iterations
MA Backcast: 1993 Variable Coefficient Std. Error t-Statistic Prob. C 3.747261 0.985377 3.802869 0.0016
AR(1) 1.339551 0.227916 5.877390 0.0000
AR(2) -0.094718 0.407897 -0.232210 0.8193
AR(3) -0.531002 0.253258 -2.096688 0.0523
MA(1) -0.945244 0.058561 -16.14129 0.0000 R-squared 0.743507 Mean dependent var 0.950996
Adjusted R-squared 0.679384 S.D. dependent var 12.31678
S.E. of regression 6.974129 Akaike info criterion 6.926549
Sum squared resid 778.2156 Schwarz criterion 7.175245
Log likelihood -67.72876 Hannan-Quinn criter. 6.980522
F-statistic 11.59496 Durbin-Watson stat 2.056842
Prob(F-statistic) 0.000130 Inverted AR Roots .93-.43i .93+.43i -.51
Estimated AR process is nonstationary
Inverted MA Roots .95
ARMA(3,2)
MODELO SIN LA CORRECCION
Dependent Variable: IMPORTACIONES
Method: Least Squares
Date: 09/30/17 Time: 10:34
Sample (adjusted): 1993 2014
Included observations: 22 after adjustments
Convergence achieved after 17 iterations
MA Backcast: 1991 1992 Variable Coefficient Std. Error t-Statistic Prob. C 49.31935 14.37520 3.430863 0.0034
AR(1) 0.951792 0.272131 3.497554 0.0030
AR(2) 0.586805 0.285160 2.057808 0.0563
AR(3) -0.707087 0.144177 -4.904299 0.0002
MA(1) 0.733712 0.383039 1.915504 0.0735
MA(2) -0.265985 0.361423 -0.735938 0.4724 R-squared 0.966438 Mean dependent var 50.80205
Adjusted R-squared 0.955950 S.D. dependent var 36.22966
S.E. of regression 7.603876 Akaike info criterion 7.122194
Sum squared resid 925.1029 Schwarz criterion 7.419751
Log likelihood -72.34414 Hannan-Quinn criter. 7.192290
F-statistic 92.14713 Durbin-Watson stat 2.038632
Prob(F-statistic) 0.000000 Inverted AR Roots .89-.28i .89+.28i -.82
Inverted MA Roots .27 -1.00
MODELO CORREGIDO
Dependent Variable: D(IMPORTACIONES)
Method: Least Squares
Date: 09/30/17 Time: 10:30
Sample (adjusted): 1994 2014
Included observations: 21 after adjustments
Convergence achieved after 44 iterations
MA Backcast: 1992 1993 Variable Coefficient Std. Error t-Statistic Prob. C 4.700840 0.508525 9.244061 0.0000
AR(1) 1.834799 0.260732 7.037098 0.0000
AR(2) -0.943485 0.497661 -1.895839 0.0774
AR(3) -0.127965 0.299183 -0.427717 0.6749
MA(1) -1.824070 0.041640 -43.80535 0.0000
MA(2) 0.841434 0.038153 22.05429 0.0000 R-squared 0.803525 Mean dependent var 0.950996
Adjusted R-squared 0.738033 S.D. dependent var 12.31678
S.E. of regression 6.304063 Akaike info criterion 6.755222
Sum squared resid 596.1182 Schwarz criterion 7.053657
Log likelihood -64.92983 Hannan-Quinn criter. 6.819990
F-statistic 12.26909 Durbin-Watson stat 1.954080
Prob(F-statistic) 0.000073 Inverted AR Roots .97-.46i .97+.46i -.11
Estimated AR process is nonstationary
Inverted MA Roots .91-.10i .91+.10i
ARMA(3,3)
MODELO SIN LA CORECCION
Dependent Variable: PIB
Method: Least Squares
Date: 09/30/17 Time: 10:33
Sample (adjusted): 1993 2014
Included observations: 22 after adjustments
Convergence achieved after 19 iterations
MA Backcast: 1990 1992 Variable Coefficient Std. Error t-Statistic Prob. C 24.11995 10.77719 2.238056 0.0408
AR(1) 0.710712 0.350456 2.027966 0.0607
AR(2) 0.875651 0.334011 2.621625 0.0193
AR(3) -0.724246 0.324561 -2.231464 0.0413
MA(1) 0.244278 0.102499 2.383212 0.0308
MA(2) -0.313263 0.113039 -2.771295 0.0143
MA(3) -0.930646 0.075401 -12.34265 0.0000 R-squared 0.942853 Mean dependent var 19.46420
Adjusted R-squared 0.919994 S.D. dependent var 12.51407
S.E. of regression 3.539651 Akaike info criterion 5.619305
Sum squared resid 187.9370 Schwarz criterion 5.966455
Log likelihood -54.81235 Hannan-Quinn criter. 5.701083
F-statistic 41.24662 Durbin-Watson stat 1.665575
Prob(F-statistic) 0.000000 Inverted AR Roots .84-.21i .84+.21i -.97
Inverted MA Roots 1.00 -.62+.74i -.62-.74i
MODELO CORREGIDO
Dependent Variable: D(IMPORTACIONES)
Method: Least Squares
Date: 09/30/17 Time: 10:30
Sample (adjusted): 1994 2014
Included observations: 21 after adjustments
Convergence achieved after 94 iterations
MA Backcast: OFF (Roots of MA process too large) Variable Coefficient Std. Error t-Statistic Prob. C -0.066691 3.279654 -0.020335 0.9841
AR(1) 1.176053 0.606968 1.937586 0.0731
AR(2) 0.075410 1.059499 0.071175 0.9443
AR(3) -0.363540 0.628876 -0.578079 0.5724
MA(1) -1.506113 0.813313 -1.851826 0.0853
MA(2) -0.413198 1.264281 -0.326824 0.7486
MA(3) -0.527727 0.857836 -0.615184 0.5483 R-squared 0.884562 Mean dependent var 0.950996
Adjusted R-squared 0.835089 S.D. dependent var 12.31678
S.E. of regression 5.001748 Akaike info criterion 6.318653
Sum squared resid 350.2447 Schwarz criterion 6.666828
Log likelihood -59.34586 Hannan-Quinn criter. 6.394216
F-statistic 17.87960 Durbin-Watson stat 2.391491
Prob(F-statistic) 0.000008 Inverted AR Roots .83-.22i .83+.22i -.49
Inverted MA Roots 1.88 -.19-.50i -.19+.50i
Estimated MA process is noninvertible
Correcion de la variable3 pea
Ar(1)
Modelo sin la correccion
Dependent Variable: PEA
Method: Least Squares
Date: 09/30/17 Time: 10:46
Sample (adjusted): 1991 2013
Included observations: 21 after adjustments
Convergence achieved after 3 iterations Variable Coefficient Std. Error t-Statistic Prob. C 11.66178 1.574964 7.404473 0.0000
AR(1) 1.158191 0.103921 11.14497 0.0000 R-squared 0.867328 Mean dependent var 11.27574
Adjusted R-squared 0.860345 S.D. dependent var 3.025496
S.E. of regression 1.130640 Akaike info criterion 3.173837
Sum squared resid 24.28857 Schwarz criterion 3.273315
Log likelihood -31.32529 Hannan-Quinn criter. 3.195426
F-statistic 124.2104 Durbin-Watson stat 1.304159
Prob(F-statistic) 0.000000 Inverted AR Roots 1.16
Estimated AR process is nonstationary
Modelo corregido
Ar(2)
Modelo sin la correccion
Dependent Variable: PEA
Method: Least Squares
Date: 09/30/17 Time: 10:46
Sample (adjusted): 1992 2013
Included observations: 19 after adjustments
Convergence achieved after 3 iterations Variable Coefficient Std. Error t-Statistic Prob. C 12.59269 2.692935 4.676196 0.0002
AR(2) 1.202768 0.236597 5.083625 0.0001 R-squared 0.603205 Mean dependent var 11.15151
Adjusted R-squared 0.579864 S.D. dependent var 3.138264
S.E. of regression 2.034157 Akaike info criterion 4.357341
Sum squared resid 70.34254 Schwarz criterion 4.456756
Log likelihood -39.39474 Hannan-Quinn criter. 4.374166
F-statistic 25.84325 Durbin-Watson stat 0.306188
Prob(F-statistic) 0.000092 Inverted AR Roots 1.10 -1.10
Estimated AR process is nonstationary
Modelo corregido
Dependent Variable: D(PEA)
Method: Least Squares
Date: 09/30/17 Time: 10:49
Sample (adjusted): 1993 2013
Included observations: 17 after adjustments
Convergence achieved after 4 iterations Variable Coefficient Std. Error t-Statistic Prob. C -0.027259 1.401097 -0.019455 0.9847
AR(2) 0.797303 0.361438 2.205917 0.0434 R-squared 0.244944 Mean dependent var -0.218018
Adjusted R-squared 0.194607 S.D. dependent var 1.242820
S.E. of regression 1.115353 Akaike info criterion 3.166350
Sum squared resid 18.66019 Schwarz criterion 3.264375
Log likelihood -24.91398 Hannan-Quinn criter. 3.176094
F-statistic 4.866070 Durbin-Watson stat 1.123082
Prob(F-statistic) 0.043402 Inverted AR Roots .89 -.89
Ar(3)
Modelo sinla correecion
Dependent Variable: PEA
Method: Least Squares
Date: 09/30/17 Time: 10:47
Sample (adjusted): 1993 2013
Included observations: 17 after adjustments
Convergence achieved after 4 iterations Variable Coefficient Std. Error t-Statistic Prob. C 18.75941 26.86184 0.698367 0.4956
AR(3) 1.096771 0.353199 3.105248 0.0072 R-squared 0.391297 Mean dependent var 10.92852
Adjusted R-squared 0.350717 S.D. dependent var 3.226392
S.E. of regression 2.599765 Akaike info criterion 4.858850
Sum squared resid 101.3817 Schwarz criterion 4.956875
Log likelihood -39.30023 Hannan-Quinn criter. 4.868594
F-statistic 9.642563 Durbin-Watson stat 0.156842
Prob(F-statistic) 0.007239 Inverted AR Roots 1.03 -.52+.89i -.52-.89i
Estimated AR process is nonstationary
Modelo corregido
Dependent Variable: D(PEA)
Method: Least Squares
Date: 09/30/17 Time: 10:47
Sample (adjusted): 1994 2013
Included observations: 15 after adjustments
Convergence achieved after 3 iterations Variable Coefficient Std. Error t-Statistic Prob. C -0.514738 0.328760 -1.565697 0.1414
AR(3) 0.304071 0.291104 1.044544 0.3153 R-squared 0.077430 Mean dependent var -0.446373
Adjusted R-squared 0.006463 S.D. dependent var 0.851841
S.E. of regression 0.849084 Akaike info criterion 2.634248
Sum squared resid 9.372260 Schwarz criterion 2.728654
Log likelihood -17.75686 Hannan-Quinn criter. 2.633242
F-statistic 1.091071 Durbin-Watson stat 1.606634
Prob(F-statistic) 0.315269 Inverted AR Roots .67 -.34+.58i -.34-.58i
Correccion de modelos arma(P,Q)
Arma(1,1)
Modelo sin la correccion
Dependent Variable: PEA
Method: Least Squares
Date: 09/30/17 Time: 11:10
Sample (adjusted): 1991 2014
Included observations: 24 after adjustments
Failure to improve SSR after 18 iterations
MA Backcast: 1990 Variable Coefficient Std. Error t-Statistic Prob. C 15567.35 33729.57 0.461534 0.6492
AR(1) 0.773643 0.173075 4.469995 0.0002
MA(1) -0.999946 0.138250 -7.232882 0.0000 R-squared 0.162742 Mean dependent var 70587.83
Adjusted R-squared 0.083003 S.D. dependent var 345754.5
S.E. of regression 331094.4 Akaike info criterion 28.37466
Sum squared resid 2.30E+12 Schwarz criterion 28.52192
Log likelihood -337.4960 Hannan-Quinn criter. 28.41373
F-statistic 2.040933 Durbin-Watson stat 1.991297
Prob(F-statistic) 0.154890 Inverted AR Roots .77
Inverted MA Roots 1.00
Modelo corregido
Dependent Variable: D(PEA)
Method: Least Squares
Date: 09/30/17 Time: 13:03
Sample (adjusted): 1992 2014
Included observations: 23 after adjustments
Convergence achieved after 17 iterations
MA Backcast: 1991 Variable Coefficient Std. Error t-Statistic Prob. C -9511.108 10300.01 -0.923408 0.3668
AR(1) -0.096036 0.222336 -0.431938 0.6704
MA(1) -0.999984 3.64E-05 -27502.21 0.0000 R-squared 0.551092 Mean dependent var -0.358812
Adjusted R-squared 0.506201 S.D. dependent var 510711.9
S.E. of regression 358881.6 Akaike info criterion 28.54048
Sum squared resid 2.58E+12 Schwarz criterion 28.68859
Log likelihood -325.2155 Hannan-Quinn criter. 28.57773
F-statistic 12.27626 Durbin-Watson stat 2.035200
Prob(F-statistic) 0.000332 Inverted AR Roots -.10
Inverted MA Roots 1.00
Arma(1,2)
Modelo sin la correccion
Dependent Variable: PEA
Method: Least Squares
Date: 09/30/17 Time: 13:01
Sample (adjusted): 1991 2014
Included observations: 24 after adjustments
Failure to improve SSR after 47 iterations
MA Backcast: 1989 1990 Variable Coefficient Std. Error t-Statistic Prob. C 16761.46 25587.91 0.655054 0.5199
AR(1) 0.727193 0.236547 3.074199 0.0060
MA(1) -0.925688 0.391219 -2.366161 0.0282
MA(2) -0.073980 0.290081 -0.255031 0.8013 R-squared 0.163678 Mean dependent var 70587.83
Adjusted R-squared 0.038229 S.D. dependent var 345754.5
S.E. of regression 339081.1 Akaike info criterion 28.45688
Sum squared resid 2.30E+12 Schwarz criterion 28.65322
Log likelihood -337.4825 Hannan-Quinn criter. 28.50897
F-statistic 1.304741 Durbin-Watson stat 2.052264
Prob(F-statistic) 0.300468 Inverted AR Roots .73
Inverted MA Roots 1.00 -.07
Modelo corregido
Dependent Variable: D(PEA)
Method: Least Squares
Date: 09/30/17 Time: 13:02
Sample (adjusted): 1992 2014
Included observations: 23 after adjustments
Convergence achieved after 289 iterations
MA Backcast: OFF (Roots of MA process too large) Variable Coefficient Std. Error t-Statistic Prob. C 46134.95 16700.19 2.762540 0.0124
AR(1) -1.032135 2.596159 -0.397562 0.6954
MA(1) -0.689776 2.375437 -0.290379 0.7747
MA(2) -1.735487 4.179415 -0.415246 0.6826 R-squared 0.758744 Mean dependent var -0.358812
Adjusted R-squared 0.720651 S.D. dependent var 510711.9
S.E. of regression 269929.1 Akaike info criterion 28.00648
Sum squared resid 1.38E+12 Schwarz criterion 28.20395
Log likelihood -318.0745 Hannan-Quinn criter. 28.05614
F-statistic 19.91816 Durbin-Watson stat 2.263389
Prob(F-statistic) 0.000004 Inverted AR Roots -1.03
Estimated AR process is nonstationary
Inverted MA Roots 1.71 -1.02
Estimated MA process is noninvertible
Arma(1,3)
Modelo sin la correccion
Dependent Variable: PEA
Method: Least Squares
Date: 09/30/17 Time: 13:04
Sample (adjusted): 1991 2014
Included observations: 24 after adjustments
Failure to improve SSR after 30 iterations
MA Backcast: 1988 1990 Variable Coefficient Std. Error t-Statistic Prob. C 17572.08 33168.04 0.529789 0.6024
AR(1) 0.737607 0.306695 2.405017 0.0265
MA(1) -0.932736 0.440067 -2.119530 0.0474
MA(2) -0.044990 0.314424 -0.143087 0.8877
MA(3) -0.022224 0.300132 -0.074046 0.9417 R-squared 0.163485 Mean dependent var 70587.83
Adjusted R-squared -0.012623 S.D. dependent var 345754.5
S.E. of regression 347929.9 Akaike info criterion 28.54044
Sum squared resid 2.30E+12 Schwarz criterion 28.78587
Log likelihood -337.4853 Hannan-Quinn criter. 28.60555
F-statistic 0.928322 Durbin-Watson stat 2.055790
Prob(F-statistic) 0.468348 Inverted AR Roots .74
Inverted MA Roots 1.00 -.03+.15i -.03-.15i
Modelo corregido
Dependent Variable: D(PEA)
Method: Least Squares
Date: 09/30/17 Time: 13:04
Sample (adjusted): 1992 2014
Included observations: 23 after adjustments
Convergence achieved after 298 iterations
MA Backcast: OFF (Roots of MA process too large) Variable Coefficient Std. Error t-Statistic Prob. C 46108.16 15828.70 2.912947 0.0093
AR(1) -1.027905 2.409711 -0.426568 0.6748
MA(1) -0.662576 2.172776 -0.304944 0.7639
MA(2) -1.754923 3.823772 -0.458951 0.6518
MA(3) -0.062447 0.417867 -0.149443 0.8829 R-squared 0.757288 Mean dependent var -0.358812
Adjusted R-squared 0.703352 S.D. dependent var 510711.9
S.E. of regression 278161.5 Akaike info criterion 28.09945
Sum squared resid 1.39E+12 Schwarz criterion 28.34630
Log likelihood -318.1437 Hannan-Quinn criter. 28.16153
F-statistic 14.04047 Durbin-Watson stat 2.329468
Prob(F-statistic) 0.000023 Inverted AR Roots -1.03
Estimated AR process is nonstationary
Inverted MA Roots 1.71 -.04 -1.01
Arma(2,1)
Modelo sin la correccion
Dependent Variable: PEA
Method: Least Squares
Date: 09/30/17 Time: 13:07
Sample (adjusted): 1992 2014
Included observations: 23 after adjustments
Failure to improve SSR after 29 iterations
MA Backcast: 1991 Variable Coefficient Std. Error t-Statistic Prob. C 16113.16 27795.91 0.579696 0.5689
AR(1) 0.749120 0.233529 3.207822 0.0046
AR(2) -0.039435 0.223549 -0.176406 0.8618
MA(1) -0.999720 0.141581 -7.061114 0.0000 R-squared 0.208952 Mean dependent var 73656.38
Adjusted R-squared 0.084050 S.D. dependent var 353190.9
S.E. of regression 338022.3 Akaike info criterion 28.45638
Sum squared resid 2.17E+12 Schwarz criterion 28.65386
Log likelihood -323.2484 Hannan-Quinn criter. 28.50605
F-statistic 1.672926 Durbin-Watson stat 2.064016
Prob(F-statistic) 0.206482 Inverted AR Roots .69 .06
Inverted MA Roots 1.00
Modelo corregido
Dependent Variable: D(PEA)
Method: Least Squares
Date: 09/30/17 Time: 13:11
Sample (adjusted): 1993 2014
Included observations: 22 after adjustments
Failure to improve SSR after 9 iterations
MA Backcast: 1992 Variable Coefficient Std. Error t-Statistic Prob. C -7868.794 5993.174 -1.312960 0.2057
AR(1) -0.076706 0.252755 -0.303479 0.7650
AR(2) -0.069182 0.249569 -0.277205 0.7848
MA(1) -0.998420 0.180957 -5.517449 0.0000 R-squared 0.561858 Mean dependent var -0.402231
Adjusted R-squared 0.488835 S.D. dependent var 522730.3
S.E. of regression 373730.4 Akaike info criterion 28.66342
Sum squared resid 2.51E+12 Schwarz criterion 28.86179
Log likelihood -311.2976 Hannan-Quinn criter. 28.71015
F-statistic 7.694201 Durbin-Watson stat 2.123591
Prob(F-statistic) 0.001631 Inverted AR Roots -.04+.26i -.04-.26i
Inverted MA Roots 1.00
Arma(2,2)
Modelo sin la correccion
Dependent Variable: PEA
Method: Least Squares
Date: 09/30/17 Time: 13:08
Sample (adjusted): 1992 2014
Included observations: 23 after adjustments
Convergence achieved after 14 iterations
MA Backcast: 1990 1991 Variable Coefficient Std. Error t-Statistic Prob. C 73655.51 50497.44 1.458599 0.1619
AR(1) -0.017988 0.214985 -0.083673 0.9342
AR(2) 0.576236 0.207759 2.773583 0.0125
MA(1) 0.065975 0.114155 0.577941 0.5705
MA(2) -0.933590 0.119180 -7.833460 0.0000 R-squared 0.334662 Mean dependent var 73656.38
Adjusted R-squared 0.186809 S.D. dependent var 353190.9
S.E. of regression 318497.3 Akaike info criterion 28.37028
Sum squared resid 1.83E+12 Schwarz criterion 28.61712
Log likelihood -321.2582 Hannan-Quinn criter. 28.43236
F-statistic 2.263479 Durbin-Watson stat 1.698266
Prob(F-statistic) 0.102503 Inverted AR Roots .75 -.77
Inverted MA Roots .93 -1.00
Modelo corregido
Dependent Variable: D(PEA)
Method: Least Squares
Date: 09/30/17 Time: 13:10
Sample (adjusted): 1993 2014
Included observations: 22 after adjustments
Convergence achieved after 25 iterations
MA Backcast: OFF (Roots of MA process too large) Variable Coefficient Std. Error t-Statistic Prob. C 5149.822 21036.67 0.244802 0.8095
AR(1) -1.444819 10.90065 -0.132544 0.8961
AR(2) 0.033008 0.458140 0.072049 0.9434
MA(1) 0.433781 11.16773 0.038842 0.9695
MA(2) -1.537182 11.63388 -0.132130 0.8964 R-squared 0.514734 Mean dependent var -0.402231
Adjusted R-squared 0.400554 S.D. dependent var 522730.3
S.E. of regression 404718.3 Akaike info criterion 28.85649
Sum squared resid 2.78E+12 Schwarz criterion 29.10445
Log likelihood -312.4214 Hannan-Quinn criter. 28.91490
F-statistic 4.508084 Durbin-Watson stat 1.991979
Prob(F-statistic) 0.011514 Inverted AR Roots .02 -1.47
Estimated AR process is nonstationary
Inverted MA Roots 1.04 -1.48
Estimated MA process is noninvertible
Arma(2,3)
M odelo sin la correccion
Dependent Variable: PEA
Method: Least Squares
Date: 09/30/17 Time: 13:08
Sample (adjusted): 1992 2014
Included observations: 23 after adjustments
Convergence achieved after 14 iterations
MA Backcast: 1989 1991 Variable Coefficient Std. Error t-Statistic Prob. C 73255.60 45267.79 1.618272 0.1240
AR(1) -0.090895 0.418236 -0.217329 0.8305
AR(2) 0.497562 0.264397 1.881872 0.0771
MA(1) 0.178050 0.506333 0.351645 0.7294
MA(2) -0.916561 0.195041 -4.699335 0.0002
MA(3) -0.094666 0.394307 -0.240082 0.8131 R-squared 0.344216 Mean dependent var 73656.38
Adjusted R-squared 0.151339 S.D. dependent var 353190.9
S.E. of regression 325369.4 Akaike info criterion 28.44277
Sum squared resid 1.80E+12 Schwarz criterion 28.73898
Log likelihood -321.0918 Hannan-Quinn criter. 28.51727
F-statistic 1.784636 Durbin-Watson stat 1.757749
Prob(F-statistic) 0.169764 Inverted AR Roots .66 -.75
Inverted MA Roots .92 -.10 -1.00
Modelo corregido
Dependent Variable: D(PEA)
Method: Least Squares
Date: 09/30/17 Time: 13:09
Sample (adjusted): 1993 2014
Included observations: 22 after adjustments
Failure to improve SSR after 23 iterations
MA Backcast: 1990 1992 Variable Coefficient Std. Error t-Statistic Prob. C -22.62574 17013.83 -0.001330 0.9990
AR(1) -0.782183 0.509634 -1.534794 0.1444
AR(2) -0.499545 0.183387 -2.723993 0.0150
MA(1) 0.059541 1.555127 0.038287 0.9699
MA(2) 0.033328 1.391275 0.023955 0.9812
MA(3) -0.953418 0.086153 -11.06660 0.0000 R-squared 0.830002 Mean dependent var -0.402231
Adjusted R-squared 0.776878 S.D. dependent var 522730.3
S.E. of regression 246915.7 Akaike info criterion 27.89848
Sum squared resid 9.75E+11 Schwarz criterion 28.19604
Log likelihood -300.8833 Hannan-Quinn criter. 27.96858
F-statistic 15.62381 Durbin-Watson stat 0.938452
Prob(F-statistic) 0.000012 Inverted AR Roots -.39+.59i -.39-.59i
Inverted MA Roots .95 -.51-.86i -.51+.86i
Arma(3,1)
Modelo sin la correccion
Dependent Variable: PEA
Method: Least Squares
Date: 09/30/17 Time: 13:13
Sample (adjusted): 1993 2014
Included observations: 22 after adjustments
Convergence achieved after 44 iterations
MA Backcast: 1992 Variable Coefficient Std. Error t-Statistic Prob. C 5659.951 48214.85 0.117390 0.9079
AR(1) 0.670624 0.236581 2.834646 0.0114
AR(2) -0.001415 0.280232 -0.005048 0.9960
AR(3) -0.024080 0.219168 -0.109872 0.9138
MA(1) -0.999826 0.230381 -4.339881 0.0004 R-squared 0.301673 Mean dependent var 77003.85
Adjusted R-squared 0.137361 S.D. dependent var 361128.8
S.E. of regression 335410.5 Akaike info criterion 28.48081
Sum squared resid 1.91E+12 Schwarz criterion 28.72878
Log likelihood -308.2890 Hannan-Quinn criter. 28.53923
F-statistic 1.835977 Durbin-Watson stat 2.174926
Prob(F-statistic) 0.168447 Inverted AR Roots .60 .24 -.17
Inverted MA Roots 1.00
Modelo corregido
Dependent Variable: D(PEA)
Method: Least Squares
Date: 09/30/17 Time: 13:13
Sample (adjusted): 1994 2014
Included observations: 21 after adjustments
Convergence achieved after 107 iterations
MA Backcast: OFF (Roots of MA process too large) Variable Coefficient Std. Error t-Statistic Prob. C 139814.0 230813.1 0.605746 0.5532
AR(1) 0.206169 0.334183 0.616934 0.5460
AR(2) 0.092835 0.317398 0.292488 0.7737
AR(3) 0.007608 0.316417 0.024044 0.9811
MA(1) -1.474205 0.558674 -2.638756 0.0179 R-squared 0.542881 Mean dependent var -0.587237
Adjusted R-squared 0.428601 S.D. dependent var 535639.2
S.E. of regression 404894.8 Akaike info criterion 28.86490
Sum squared resid 2.62E+12 Schwarz criterion 29.11359
Log likelihood -298.0814 Hannan-Quinn criter. 28.91887
F-statistic 4.750451 Durbin-Watson stat 1.734728
Prob(F-statistic) 0.010187 Inverted AR Roots .45 -.12-.05i -.12+.05i
Inverted MA Roots 1.47
Estimated MA process is noninvertible
Arma(3,2)
Modelo sin la correccion
Dependent Variable: PEA
Method: Least Squares
Date: 09/30/17 Time: 16:50
Sample (adjusted): 1993 2014
Included observations: 22 after adjustments
Convergence achieved after 22 iterations
MA Backcast: 1991 1992 Variable Coefficient Std. Error t-Statistic Prob. C 76986.77 67633.59 1.138292 0.2718
AR(1) 0.083238 0.312372 0.266471 0.7933
AR(2) 0.547978 0.229098 2.391896 0.0294
AR(3) -0.048307 0.221373 -0.218217 0.8300
MA(1) 0.065868 0.134156 0.490981 0.6301
MA(2) -0.934105 0.137973 -6.770213 0.0000 R-squared 0.352787 Mean dependent var 77003.85
Adjusted R-squared 0.150532 S.D. dependent var 361128.8
S.E. of regression 332840.0 Akaike info criterion 28.49571
Sum squared resid 1.77E+12 Schwarz criterion 28.79327
Log likelihood -307.4528 Hannan-Quinn criter. 28.56581
F-statistic 1.744273 Durbin-Watson stat 1.464037
Prob(F-statistic) 0.181674 Inverted AR Roots .74 .09 -.74
Inverted MA Roots .93 -1.00
Modelo corregido
Dependent Variable: D(PEA)
Method: Least Squares
Date: 09/30/17 Time: 16:51
Sample (adjusted): 1994 2014
Included observations: 21 after adjustments
Failure to improve SSR after 12 iterations
MA Backcast: 1992 1993 Variable Coefficient Std. Error t-Statistic Prob. C -29.67786 14985.43 -0.001980 0.9984
AR(1) -0.748313 0.239172 -3.128771 0.0069
AR(2) -0.189592 0.312211 -0.607256 0.5528
AR(3) -0.067665 0.200475 -0.337522 0.7404
MA(1) 0.113970 0.139268 0.818345 0.4260
MA(2) -0.885763 0.135445 -6.539635 0.0000 R-squared 0.763092 Mean dependent var -0.587237
Adjusted R-squared 0.684122 S.D. dependent var 535639.2
S.E. of regression 301045.3 Akaike info criterion 28.30287
Sum squared resid 1.36E+12 Schwarz criterion 28.60130
Log likelihood -291.1801 Hannan-Quinn criter. 28.36763
F-statistic 9.663130 Durbin-Watson stat 0.787299
Prob(F-statistic) 0.000279 Inverted AR Roots -.06+.32i -.06-.32i -.62
Inverted MA Roots .89 -1.00
Arma(3,3)
Modelo sin la correccion
Dependent Variable: PEA
Method: Least Squares
Date: 09/30/17 Time: 16:53
Sample (adjusted): 1993 2014
Included observations: 22 after adjustments
Failure to improve SSR after 21 iterations
MA Backcast: 1990 1992 Variable Coefficient Std. Error t-Statistic Prob. C 77003.72 50595.08 1.521960 0.1488
AR(1) 0.004121 0.157531 0.026161 0.9795
AR(2) -0.010770 0.167254 -0.064391 0.9495
AR(3) -0.287322 0.114634 -2.506426 0.0242
MA(1) -0.029779 0.188800 -0.157730 0.8768
MA(2) -0.076160 0.232527 -0.327531 0.7478
MA(3) 0.953586 0.089129 10.69895 0.0000 R-squared 0.854690 Mean dependent var 77003.85
Adjusted R-squared 0.796566 S.D. dependent var 361128.8
S.E. of regression 162882.2 Akaike info criterion 27.09281
Sum squared resid 3.98E+11 Schwarz criterion 27.43996
Log likelihood -291.0210 Hannan-Quinn criter. 27.17459
F-statistic 14.70461 Durbin-Watson stat 1.436577
Prob(F-statistic) 0.000016 Inverted AR Roots .33-.58i .33+.58i -.65
Inverted MA Roots .51+.83i .51-.83i -1.00
Modelo corregido
Dependent Variable: D(PEA)
Method: Least Squares
Date: 09/30/17 Time: 16:53
Sample (adjusted): 1994 2014
Included observations: 21 after adjustments
Failure to improve SSR after 23 iterations
MA Backcast: 1991 1993 Variable Coefficient Std. Error t-Statistic Prob. C -94.09419 18265.44 -0.005151 0.9960
AR(1) -0.656540 0.766641 -0.856385 0.4062
AR(2) -0.274845 0.621379 -0.442314 0.6650
AR(3) -0.149210 0.245965 -0.606634 0.5538
MA(1) 0.053661 0.805533 0.066615 0.9478
MA(2) -0.839201 0.225360 -3.723819 0.0023
MA(3) 0.106785 0.640126 0.166819 0.8699 R-squared 0.787577 Mean dependent var -0.587237
Adjusted R-squared 0.696539 S.D. dependent var 535639.2
S.E. of regression 295069.2 Akaike info criterion 28.28901
Sum squared resid 1.22E+12 Schwarz criterion 28.63718
Log likelihood -290.0346 Hannan-Quinn criter. 28.36457
F-statistic 8.651051 Durbin-Watson stat 0.590423
Prob(F-statistic) 0.000466 Inverted AR Roots -.02+.49i -.02-.49i -.61
Inverted MA Roots .82 .13 -1.00
