minero
description
Transcript of minero
7/18/2019 minero
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PIB_MINERO
Null Hypothesis PIB_MINERO h!s ! u"it #oot
E$o%e"ous &o"st!"t
'!% 'e"%th 4 ()uto*!ti+ -!se. o" /I&, *!$l!%11
t/t!tisti+ P#o-
)u%*e"te. i+eyulle# test st!tisti+ 0393845 09049
7est +#iti+!l !lues 1 leel 3501445
5 leel 2892536
10 leel 25833:1
M!+;i""o" (1996 o"esi.e. p!lues
)u%*e"te. i+eyulle# 7est E<u!tio"
epe".e"t =!#i!-le (PIB_MINERO
Metho. 'e!st /<u!#es
!te 04>11>15 7i*e 1110
/!*ple (!.?uste. 1991@2 2014@3
I"+lu.e. o-se#!tio"s 94 !Ate# !.?ust*e"ts
=!#i!-le &oeAAi+ie"t /t. E##o# t/t!tisti+ P#o-
PIB_MINERO(1 0009699 002462: 0393845 06946
(PIB_MINERO(1 0035032 0103540 0338344 0:359
(PIB_MINERO(2 0198139 0103013 1923433 005::
(PIB_MINERO(3 00:02:9 0103010 0682255 04969
(PIB_MINERO(4 0382451 0103439 369:362 00004
& 6459884 8338:86 0::46:9 04406
Rs<u!#e. 0221:48 Me!" .epe".e"t !# 3845500
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).?uste. Rs<u!#e. 01::529 / .epe".e"t !# 2::5491
/E oA #e%#essio" 251:099 )!ie i"Ao +#ite#io" 231664:
/u* s<u!#e. #esi. 558E10 /+hC!#D +#ite#io" 2332881
'o% lielihoo. 1082824 H!""!"@ui"" +#ite# 2323205
st!tisti+ 5014::2 u#-i"!tso" st!t 1952481
P#o-(st!tisti+ 0000434
E"to"+es se%F" est !.A es est!+io"!#i!
Null Hypothesis PIB_MINERO h!s ! u"it #oot
E$o%e"ous &o"st!"t
B!".Ci.th 15 (NeCeyest !uto*!ti+ usi"% B!#tlett e#"el
).? t/t!t P#o-
PhillipsPe##o" test st!tisti+ 0004389 09553
7est +#iti+!l !lues 1 leel 3498439
5 leel 2891234
10 leel 25826:8
M!+;i""o" (1996 o"esi.e. p!lues
Resi.u!l !#i!"+e ("o +o##e+tio" :33E08
H)& +o##e+te. !#i!"+e (B!#tlett e#"el 5::E08
PhillipsPe##o" 7est E<u!tio"epe".e"t =!#i!-le (PIB_MINERO
Metho. 'e!st /<u!#es
!te 04>11>15 7i*e 1110
/!*ple (!.?uste. 1990@2 2014@3
I"+lu.e. o-se#!tio"s 98 !Ate# !.?ust*e"ts
=!#i!-le &oeAAi+ie"t /t. E##o# t/t!tisti+ P#o-
PIB_MINERO(1 0006469 0024852 0260306 0:952
& 5::1496 85:0098 06:3446 05023
Rs<u!#e. 0000:05 Me!" .epe".e"t !# 365983:
).?uste. Rs<u!#e. 0009:04 / .epe".e"t !# 2:22:9:
/E oA #e%#essio" 2:359:: )!ie i"Ao +#ite#io" 23291:3/u* s<u!#e. #esi. :19E10 /+hC!#D +#ite#io" 2334449
'o% lielihoo. 1139295 H!""!"@ui"" +#ite# 233130:
st!tisti+ 006::59 u#-i"!tso" st!t 190480:
P#o-(st!tisti+ 0:95185
confrmams estacionariedad
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Null Hypothesis (PIB_MINERO h!s ! u"it #oot
E$o%e"ous &o"st!"t
'!% 'e"%th 3 ()uto*!ti+ -!se. o" /I&, *!$l!%11
t/t!tisti+ P#o-
)u%*e"te. i+eyulle# test st!tisti+ 3:85313 00043
7est +#iti+!l !lues 1 leel 3501445
5 leel 2892536
10 leel 25833:1
M!+;i""o" (1996 o"esi.e. p!lues
)u%*e"te. i+eyulle# 7est E<u!tio"
epe".e"t =!#i!-le (PIB_MINERO,2
Metho. 'e!st /<u!#es
!te 04>11>15 7i*e 1116
/!*ple (!.?uste. 1991@2 2014@3
I"+lu.e. o-se#!tio"s 94 !Ate# !.?ust*e"ts
=!#i!-le &oeAAi+ie"t /t. E##o# t/t!tisti+ P#o-
(PIB_MINERO(1 0882::: 0233211 3:85313 00003
(PIB_MINERO(1,2 0091635 0191214 04:9228 06330
(PIB_MINERO(2,2 029808: 0144156 206:812 00416
(PIB_MINERO(3,2 03:5246 0101324 3:03429 00004
& 3352063 2683091 1249329 02148
Rs<u!#e. 0593196 Me!" .epe".e"t !# :082553
).?uste. Rs<u!#e. 05:4912 / .epe".e"t !# 384228:
/E oA #e%#essio" 2505122 )!ie i"Ao +#ite#io" 2314696/u* s<u!#e. #esi. 559E10 /+hC!#D +#ite#io" 2328224
'o% lielihoo. 108290: H!""!"@ui"" +#ite# 2320160
st!tisti+ 3244461 u#-i"!tso" st!t 1949525
P#o-(st!tisti+ 0000000
Según ad es no estacionaria
Null Hypothesis (PIB_MINERO h!s ! u"it #ootE$o%e"ous &o"st!"t
B!".Ci.th 18 (NeCeyest !uto*!ti+ usi"% B!#tlett e#"el
).? t/t!t P#o-
PhillipsPe##o" test st!tisti+ 93816:4 00000
7est +#iti+!l !lues 1 leel 349916:
5 leel 2891550
10 leel 2582846
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M!+;i""o" (1996 o"esi.e. p!lues
Resi.u!l !#i!"+e ("o +o##e+tio" :41E08
H)& +o##e+te. !#i!"+e (B!#tlett e#"el 491E08
PhillipsPe##o" 7est E<u!tio"
epe".e"t =!#i!-le (PIB_MINERO,2
Metho. 'e!st /<u!#es
!te 04>11>15 7i*e 1118
/!*ple (!.?uste. 1990@3 2014@3
I"+lu.e. o-se#!tio"s 9: !Ate# !.?ust*e"ts
=!#i!-le &oeAAi+ie"t /t. E##o# t/t!tisti+ P#o-
(PIB_MINERO(1 09:8269 0104802 9334444 00000
& 3665968 2810641 130431: 01953
Rs<u!#e. 04:8400 Me!" .epe".e"t !# 6418969
).?uste. Rs<u!#e. 04:2909 / .epe".e"t !# 3:8:426
/E oA #e%#essio" 2:49:10 )!ie i"Ao +#ite#io" 2330195
/u* s<u!#e. #esi. :18E10 /+hC!#D +#ite#io" 2335504
'o% lielihoo. 1128145 H!""!"@ui"" +#ite# 2332342
st!tisti+ 8:13184 u#-i"!tso" st!t 1943551
P#o-(st!tisti+ 0000000
confrmamos no estacionariedad
Null Hypothesis PIB_MINERO h!s ! u"it #oot
E$o%e"ous &o"st!"t, 'i"e!# 7#e".
'!% 'e"%th 4 ()uto*!ti+ -!se. o" /I&, *!$l!%11
t/t!tisti+ P#o-
)u%*e"te. i+eyulle# test st!tisti+ 1:59:91 0:163
7est +#iti+!l !lues 1 leel 4058619
5 leel 3458326
10 leel 3155161
M!+;i""o" (1996 o"esi.e. p!lues
)u%*e"te. i+eyulle# 7est E<u!tio"
epe".e"t =!#i!-le (PIB_MINERO
Metho. 'e!st /<u!#es
!te 04>11>15 7i*e 1119
/!*ple (!.?uste. 1991@2 2014@3
I"+lu.e. o-se#!tio"s 94 !Ate# !.?ust*e"ts
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=!#i!-le &oeAAi+ie"t /t. E##o# t/t!tisti+ P#o-
PIB_MINERO(1 0068845 0039121 1:59:91 00820
(PIB_MINERO(1 0061048 01028:0 0593443 05544
(PIB_MINERO(2 01:3509 0102263 1696692 00933
(PIB_MINERO(3 005::6: 0101665 0568208 05:14
(PIB_MINERO(4 0390920 01019:5 3833495 00002
& 1048801 84:4994 123:524 02192
G7REN(1990@1 29:1855 1542266 1926940 005:3
Rs<u!#e. 0253603 Me!" .epe".e"t !# 3845500
).?uste. Rs<u!#e. 0202128 / .epe".e"t !# 2::5491
/E oA #e%#essio" 24:91:1 )!ie i"Ao +#ite#io" 2314596
/u* s<u!#e. #esi. 535E10 /+hC!#D +#ite#io" 2333535
'o% lielihoo. 1080860 H!""!"@ui"" +#ite# 2322246
st!tisti+ 4926668 u#-i"!tso" st!t 19:0638
P#o-(st!tisti+ 0000221
priob mayor a 0.10 tienen tendencia estocástica
Null Hypothesis PIB_MINERO h!s ! u"it #oot
E$o%e"ous &o"st!"t, 'i"e!# 7#e".
B!".Ci.th 10 (NeCeyest !uto*!ti+ usi"% B!#tlett e#"el
).? t/t!t P#o-
PhillipsPe##o" test st!tisti+ 16:2940 0:5597est +#iti+!l !lues 1 leel 4054393
5 leel 3456319
10 leel 3153989
M!+;i""o" (1996 o"esi.e. p!lues
Resi.u!l !#i!"+e ("o +o##e+tio" :04E08
H)& +o##e+te. !#i!"+e (B!#tlett e#"el 6:2E08
PhillipsPe##o" 7est E<u!tio"
epe".e"t =!#i!-le (PIB_MINEROMetho. 'e!st /<u!#es
!te 04>11>15 7i*e 1119
/!*ple (!.?uste. 1990@2 2014@3
I"+lu.e. o-se#!tio"s 98 !Ate# !.?ust*e"ts
=!#i!-le &oeAAi+ie"t /t. E##o# t/t!tisti+ P#o-
PIB_MINERO(1 0068218 0039610 1:22245 00883
& 106430: 8:92320 1210496 02291
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G7REN(1990@1 308:86: 155:169 1983000 00503
Rs<u!#e. 0040425 Me!" .epe".e"t !# 365983:
).?uste. Rs<u!#e. 0020223 / .epe".e"t !# 2:22:9:
/E oA #e%#essio" 2695125 )!ie i"Ao +#ite#io" 232:158
/u* s<u!#e. #esi. 690E10 /+hC!#D +#ite#io" 23350:1
'o% lielihoo. 113:30: H!""!"@ui"" +#ite# 2330359
st!tisti+ 2001058 u#-i"!tso" st!t 186:530
P#o-(st!tisti+ 0140851
tiene tendencia deterministicaya que es menor a 0.10
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(PIB_MINERO
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