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    Mariana Hernandez Moreno
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    This document analyzes the relationship between GDP (pib00), investment (i00), and consumption (cu) in a country over 35 years using regression analysis. It finds that: 1) The initial regression shows that i00 and cu can explain over 93% of the variation in pib00. 2) Adding the lag of i00 (i001) slightly improves the model fit but i001 is not a statistically significant factor. 3) Diagnostic tests reveal that the errors in the regression are not independent, violating an assumption of the model. Specifically, both the Durbin's alternative and Breusch-Godfrey tests detect the presence of serial correlation.

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    ECONOMETRIA

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    This document analyzes the relationship between GDP (pib00), investment (i00), and consumption (cu) in a country over 35 years using regression analysis. It finds that: 1) The initial regression shows that i00 and cu can explain over 93% of the variation in pib00. 2) Adding the lag of i00 (i001) slightly improves the model fit but i001 is not a statistically significant factor. 3) Diagnostic tests reveal that the errors in the regression are not independent, violating an assumption of the model. Specifically, both the Durbin's alternative and Breusch-Godfrey tests detect the presence of serial correlation.

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    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
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    Download as docx, pdf, or txt
    8 views3 pages

    Mariana Hernández Moreno A)

    Uploaded by

    Mariana Hernandez Moreno
    This document analyzes the relationship between GDP (pib00), investment (i00), and consumption (cu) in a country over 35 years using regression analysis. It finds that: 1) The initial regression shows that i00 and cu can explain over 93% of the variation in pib00. 2) Adding the lag of i00 (i001) slightly improves the model fit but i001 is not a statistically significant factor. 3) Diagnostic tests reveal that the errors in the regression are not independent, violating an assumption of the model. Specifically, both the Durbin's alternative and Breusch-Godfrey tests detect the presence of serial correlation.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
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    of 3

    Mariana Hernández Moreno

    a)
    . reg pib00 i00 cu

    Source SS df MS Number of obs = 35


    F( 2, 32) = 242.64
    Model 5.9254e+14 2 2.9627e+14 Prob > F = 0.0000
    Residual 3.9073e+13 32 1.2210e+12 R-squared = 0.9381
    Adj R-squared = 0.9343
    Total 6.3162e+14 34 1.8577e+13 Root MSE = 1.1e+06

    pib00 Coef. Std. Err. t P>|t| [95% Conf. Interval]

    i00 3.310105 .1685123 19.64 0.000 2.966856 3.653353


    cu -2.99e+07 6479129 -4.61 0.000 -4.31e+07 -1.67e+07
    _cons 2.64e+07 5437957 4.85 0.000 1.53e+07 3.75e+07

    . gen i001=L.i00
    (1 missing value generated)

    . reg pib00 i00 cu i001

    Source SS df MS Number of obs = 34


    F( 3, 30) = 141.99
    Model 5.3266e+14 3 1.7755e+14 Prob > F = 0.0000
    Residual 3.7513e+13 30 1.2504e+12 R-squared = 0.9342
    Adj R-squared = 0.9276
    Total 5.7017e+14 33 1.7278e+13 Root MSE = 1.1e+06

    pib00 Coef. Std. Err. t P>|t| [95% Conf. Interval]

    i00 4.437261 1.0325 4.30 0.000 2.328616 6.545907


    cu -3.72e+07 9342782 -3.98 0.000 -5.63e+07 -1.81e+07
    i001 -1.231528 1.106397 -1.11 0.275 -3.491092 1.028035
    _cons 3.26e+07 7824073 4.16 0.000 1.66e+07 4.85e+07

    Error

    No se cumple con el supuesto de que los errores deben ser independientes.


    2000000
    1000000
    Residuals
    0 -1000000
    -2000000

    1980 1990 2000 2010 2020


    año
    2000000
    1000000
    Residuals
    0 -1000000
    -2000000

    -2000000 -1000000 0 1000000 2000000


    error1

    b)
    . estat durbinalt

    Durbin's alternative test for autocorrelation

    lags(p) chi2 df Prob > chi2

    1 62.465 1 0.0000

    H0: no serial correlation

    No existe correlación serial.

    c)
    . estat bgodfrey

    Breusch-Godfrey LM test for autocorrelation

    lags(p) chi2 df Prob > chi2

    1 23.220 1 0.0000

    H0: no serial correlation

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