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  • Inflación Porcentaje PBI M1: Variable Unidades Signo Esperado

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    This document contains a regression analysis of the relationship between inflation (LIPC), the amount of money in circulation (M1), and GDP (PBI) in Peru. It finds that inflation is positively correlated with its own first lag and that M1 has a statistically significant negative relationship with inflation at lags 3 and 4, and no significant relationship at other lags. The regression has an R-squared of 0.99, indicating the model explains 99% of the variation in inflation.

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    This document contains a regression analysis of the relationship between inflation (LIPC), the amount of money in circulation (M1), and GDP (PBI) in Peru. It finds that inflation is positively correlated with its own first lag and that M1 has a statistically significant negative relationship with inflation at lags 3 and 4, and no significant relationship at other lags. The regression has an R-squared of 0.99, indicating the model explains 99% of the variation in inflation.

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    16 views1 page

    Inflación Porcentaje PBI M1: Variable Unidades Signo Esperado

    Uploaded by

    edilson
    This document contains a regression analysis of the relationship between inflation (LIPC), the amount of money in circulation (M1), and GDP (PBI) in Peru. It finds that inflation is positively correlated with its own first lag and that M1 has a statistically significant negative relationship with inflation at lags 3 and 4, and no significant relationship at other lags. The regression has an R-squared of 0.99, indicating the model explains 99% of the variation in inflation.

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    of 1

    Variable Unidades Signo esperado

    Inflación Porcentaje
    PBI Millones de soles NEGATIVO
    M1 Millones de soles POSITIVO

    Variable Coefficient Std. Error t-Statistic Prob.

    C 0.047738 0.019190 2.487596 0.0136


    LIPC(-1) 0.982937 0.006485 151.5692 0.0000
    LM1 -0.003829 0.005787 -0.661646 0.5089
    LM1(-1) -0.002840 0.006566 -0.432504 0.6658
    LM1(-2) 0.005293 0.006608 0.801026 0.4240
    LM1(-3) 0.026085 0.006548 3.983565 0.0001
    LM1(-4) -0.021474 0.005871 -3.657842 0.0003

    R-squared 0.999624 Mean dependent var 4.602411


    Adjusted R-squared 0.999614 S.D. dependent var 0.148663
    S.E. of regression 0.002922 Akaike info criterion -8.801227
    Sum squared resid 0.001793 Schwarz criterion -8.692198
    Log likelihood 961.9331 Hannan-Quinn criter. -8.757183
    F-statistic 93136.56 Durbin-Watson stat 1.430140
    Prob(F-statistic) 0.000000

    C LIPC LM1 LM1(-1) LM1(-2) LM1(-3) LM1(-4)


    Coeficientes 0.0477 0.983 -0.004 -0.003 0.005 0.026 -0.021
    t 2.487 151.569 -0.661 -0.432 0.801 3.983 -3.657
    R=0.99 F=93136.56 DW=1.43

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