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PBI
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Introduccin Metodologa para hallar el PBIPIB = C + I + G + X MC = valor total del consumo nacionalI = Inversin G = gasto pblico X = el valor total de las exportaciones. M = valor de las importaciones.Consumo: Tasa de intersInversiones: Curva de rendimientosExportaciones Importaciones: Tipo de cambio
Calculo del PBI
Se tom data histrica de la SBS, INEI y otras entidades gubernamentales. El mtodo utilizado fue de mnimos cuadrados considerando el modelo ARMA.
ARMA(6)Dependent Variable: PBI
Method: Least Squares
Date: 10/26/12 Time: 09:12
Sample: 2004Q1 2011Q4
Included observations: 32
PBI=C(1 )+C(2)*AHORRO+C(3)*CONSUMO+C(4)*EXPORTACIONES+C(5)
*GASTOS+C(6)*IMPORTACIONES+C(7)*INGRESOS
CoefficientStd. Errort-StatisticProb.
C(1)0.6018120.4481491.3428830.1914
C(2)-0.2288380.553913-0.4131310.6830
C(3)-0.6783380.467135-1.4521260.1589
C(4)-0.1007830.057981-1.7382100.0945
C(5)-0.3272780.239818-1.3646920.1845
C(6)0.1204210.0657591.8312570.0790
C(7)0.0121250.4459040.0271920.9785
R-squared0.420912Mean dependent var0.065500
Adjusted R-squared0.281930S.D. dependent var0.031603
S.E. of regression0.026780Akaike info criterion-4.211654
Sum squared resid0.017930Schwarz criterion-3.891024
Log likelihood74.38646Hannan-Quinn criter.-4.105374
F-statistic3.028550Durbin-Watson stat1.054369
Prob(F-statistic)0.022953
ARMA(5)
Dependent Variable: PBI
Method: Least Squares
Date: 10/26/12 Time: 09:13
Sample: 2004Q1 2011Q4
Included observations: 32
PBI=C(1 )+C(2)*AHORRO+C(3)*CONSUMO+C(4)*EXPORTACIONES+C(5)
*GASTOS+C(6)*IMPORTACIONES
CoefficientStd. Errort-StatisticProb.
C(1)0.6054830.4190431.4449180.1604
C(2)-0.2263880.535930-0.4224210.6762
C(3)-0.6800950.453669-1.4991000.1459
C(4)-0.1010760.055863-1.8093640.0820
C(5)-0.3311790.188453-1.7573580.0906
C(6)0.1204120.0644821.8673830.0732
R-squared0.420894Mean dependent var0.065500
Adjusted R-squared0.309528S.D. dependent var0.031603
S.E. of regression0.026261Akaike info criterion-4.274124
Sum squared resid0.017930Schwarz criterion-3.999299
Log likelihood74.38598Hannan-Quinn criter.-4.183027
F-statistic3.779365Durbin-Watson stat1.057229
Prob(F-statistic)0.010500
ARMA(4)
Dependent Variable: PBI
Method: Least Squares
Date: 10/26/12 Time: 09:14
Sample: 2004Q1 2011Q4
Included observations: 32
PBI=C(1 )+C(2)*AHORRO+C(3)*CONSUMO+C(4)*EXPORTACIONES+C(5)
*GASTOS
CoefficientStd. Errort-StatisticProb.
C(1)0.7124880.4338041.6424190.1121
C(2)-0.2634330.559687-0.4706790.6417
C(3)-0.8146800.468083-1.7404630.0932
C(4)-0.0480260.050266-0.9554270.3478
C(5)-0.3870750.194441-1.9907070.0567
R-squared0.343225Mean dependent var0.065500
Adjusted R-squared0.245925S.D. dependent var0.031603
S.E. of regression0.027444Akaike info criterion-4.210767
Sum squared resid0.020335Schwarz criterion-3.981746
Log likelihood72.37227Hannan-Quinn criter.-4.134853
F-statistic3.527489Durbin-Watson stat0.872854
Prob(F-statistic)0.019316
ARMA(3)
Dependent Variable: PBI
Method: Least Squares
Date: 10/26/12 Time: 09:15
Sample: 2004Q1 2011Q4
Included observations: 32
PBI=C(1 )+C(2)*AHORRO+C(3)*CONSUMO+C(4)*EXPORTACIONES
CoefficientStd. Errort-StatisticProb.
C(1)0.2311500.3787470.6103010.5466
C(2)0.1931820.5368580.3598390.7217
C(3)-0.3232290.418200-0.7729050.4461
C(4)-0.0239750.051310-0.4672610.6439
R-squared0.246827Mean dependent var0.065500
Adjusted R-squared0.166130S.D. dependent var0.031603
S.E. of regression0.028859Akaike info criterion-4.136314
Sum squared resid0.023320Schwarz criterion-3.953097
Log likelihood70.18102Hannan-Quinn criter.-4.075582
F-statistic3.058682Durbin-Watson stat0.837867
Prob(F-statistic)0.044523
ARMA(2)
Dependent Variable: PBI
Method: Least Squares
Date: 10/26/12 Time: 09:16
Sample: 2004Q1 2011Q4
Included observations: 32
PBI=C(1 )+C(2)*AHORRO+C(3)*CONSUMO
CoefficientStd. Errort-StatisticProb.
C(1)0.1498700.3318730.4515870.6549
C(2)0.3059240.4730760.6466700.5229
C(3)-0.2362520.369408-0.6395420.5275
R-squared0.240954Mean dependent var0.065500
Adjusted R-squared0.188606S.D. dependent var0.031603
S.E. of regression0.028468Akaike info criterion-4.191046
Sum squared resid0.023502Schwarz criterion-4.053634
Log likelihood70.05674Hannan-Quinn criter.-4.145498
F-statistic4.602924Durbin-Watson stat0.888739
Prob(F-statistic)0.018361
ARMA
Dependent Variable: PBI
Method: Least Squares
Date: 10/26/12 Time: 10:21
Sample: 2004Q1 2011Q4
Included observations: 32
PBI=C(1 )+C(2)*AHORRO
CoefficientStd. Errort-StatisticProb.
C(1)-0.0606040.042390-1.4296650.1631
C(2)0.5812910.1940482.9955980.0054
R-squared0.230248Mean dependent var0.065500
Adjusted R-squared0.204590S.D. dependent var0.031603
S.E. of regression0.028186Akaike info criterion-4.239541
Sum squared resid0.023833Schwarz criterion-4.147932
Log likelihood69.83265Hannan-Quinn criter.-4.209175
F-statistic8.973610Durbin-Watson stat0.967564
Prob(F-statistic)0.005450