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Análisis Multivariado Taller 2
Análisis Multivariado Taller 2
Análisis Multivariado Taller 2
Presentado a:
– 07 OCTUBRE DE 2020
Presentado por:
T&s=WCRFPUS2&f=4
10/7/2020 11:47:35 AM
Back to Contents Data 1: 4-Week Average U.S. Field Production of Crude Oil (Thousand Barrels per D
Sourcekey WCRFPUS2
Produc
Produc
ultimo
en los últimos 11 años en USA ha venido en crecimiento debido elevado consumo y es más notoria o significativo este incremento en los ú
años.
y)
20 2021
Estadísticas de la regresión
Coeficiente de correlación múltiple 0.965
Coeficiente de determinación R^2 0.932
R^2 ajustado 0.932
Error típico 576.732
Observaciones 574.000
ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF
Regresión 1 2611005593 2611005593 7849.81239
Residuos 572 190258713 332620.127
Total 573 2801264305
Estadísticas de la regresión
Coeficiente de correlación múltiple 0.9532
Coeficiente de determinación R^2 0.9085
R^2 ajustado 0.9081
Error típico 427.1549
Observaciones 209.0000
ANÁLISIS DE VARIANZA
Grados de libertadSuma de cuadrados
Promedio de los cuadradosF
Regresión 1 375235161 375235161 2056.51891
Residuos 207 37769493.9 182461.323
Total 208 413004655
Source:
For Help, Contact: infoctr@eia.doe.gov
(202) 586-8800
# Of Series Frequency Latest Data for
1 Monthly 9/2020
&s=RWTC&f=M
10/7/2020 11:50:17 AM
Back to Contents Data 1: Cushing, OK WTI Spot Price FOB (Dollars per Barrel)
Sourcekey RWTC
Cushing, OK WTI
Spot Price FOB
Date (Dollars per Barrel)
Jan-2009 41.71
Feb-2009 39.09
Mar-2009 47.94
Apr-2009 49.65
May-2009 59.03
Jun-2009 69.64
Jul-2009 64.15
Aug-2009 71.05
Sep-2009 69.41
Oct-2009 75.72
Nov-2009 77.99
Dec-2009 74.47
Jan-2010 78.33
Feb-2010 76.39
Mar-2010 81.2
Apr-2010 84.29
May-2010 73.74
Jun-2010 75.34
Jul-2010 76.32
Aug-2010 76.6
Sep-2010 75.24
Oct-2010 81.89
Nov-2010 84.25
Dec-2010 89.15
Jan-2011 89.17
Feb-2011 88.58
Mar-2011 102.86
Apr-2011 109.53
May-2011 100.9
Jun-2011 96.26
Jul-2011 97.3
Aug-2011 86.33
Sep-2011 85.52
Oct-2011 86.32
Nov-2011 97.16
Dec-2011 98.56
Jan-2012 100.27
Feb-2012 102.2
Mar-2012 106.16
Apr-2012 103.32
May-2012 94.66
Jun-2012 82.3
Jul-2012 87.9
Aug-2012 94.13
Sep-2012 94.51
Oct-2012 89.49
Nov-2012 86.53
Dec-2012 87.86
Jan-2013 94.76
Feb-2013 95.31
Mar-2013 92.94
Apr-2013 92.02
May-2013 94.51
Jun-2013 95.77
Jul-2013 104.67
Aug-2013 106.57
Sep-2013 106.29
Oct-2013 100.54
Nov-2013 93.86
Dec-2013 97.63
Jan-2014 94.62
Feb-2014 100.82
Mar-2014 100.8
Apr-2014 102.07
May-2014 102.18
Jun-2014 105.79
Jul-2014 103.59
Aug-2014 96.54
Sep-2014 93.21
Oct-2014 84.4
Nov-2014 75.79
Dec-2014 59.29
Jan-2015 47.22
Feb-2015 50.58
Mar-2015 47.82
Apr-2015 54.45
May-2015 59.27
Jun-2015 59.82
Jul-2015 50.9
Aug-2015 42.87
Sep-2015 45.48
Oct-2015 46.22
Nov-2015 42.44
Dec-2015 37.19
Jan-2016 31.68
Feb-2016 30.32
Mar-2016 37.55
Apr-2016 40.75
May-2016 46.71
Jun-2016 48.76
Jul-2016 44.65
Aug-2016 44.72
Sep-2016 45.18
Oct-2016 49.78
Nov-2016 45.66
Dec-2016 51.97
Jan-2017 52.5
Feb-2017 53.47
Mar-2017 49.33
Apr-2017 51.06
May-2017 48.48
Jun-2017 45.18
Jul-2017 46.63
Aug-2017 48.04
Sep-2017 49.82
Oct-2017 51.58
Nov-2017 56.64
Dec-2017 57.88
Jan-2018 63.7
Feb-2018 62.23
Mar-2018 62.73
Apr-2018 66.25
May-2018 69.98
Jun-2018 67.87
Jul-2018 70.98
Aug-2018 68.06
Sep-2018 70.23
Oct-2018 70.75
Nov-2018 56.96
Dec-2018 49.52
Jan-2019 51.38
Feb-2019 54.95
Mar-2019 58.15
Apr-2019 63.86
May-2019 60.83
Jun-2019 54.66
Jul-2019 57.35
Aug-2019 54.81
Sep-2019 56.95
Oct-2019 53.96
Nov-2019 57.03
Dec-2019 59.88
Cushing, OK WTI Spot
Price FOB (Dollars per
Date Barrel)
Jan-2009 41.71
Feb-2009 39.09
Mar-2009 47.94 Cushing, OK WTI S
Apr-2009 49.65 120
May-2009 59.03
Jun-2009 69.64
Jul-2009 64.15
Aug-2009 71.05
Sep-2009 69.41 100
Oct-2009 75.72
Nov-2009 77.99
Dec-2009 74.47
Jan-2010 78.33 80
Feb-2010 76.39
Mar-2010 81.2
Apr-2010 84.29
May-2010 73.74
Jun-2010 75.34 60
Jul-2010 76.32
Aug-2010 76.6
Sep-2010 75.24
Oct-2010 81.89 40
Nov-2010 84.25
Dec-2010 89.15
Jan-2011 89.17
Feb-2011 88.58
Mar-2011 102.86 20
Apr-2011 109.53
May-2011 100.9
Jun-2011 96.26
Jul-2011 97.3 0
Aug-2011 86.33 2008 2009 2010 2012 2013
Sep-2011 85.52
Oct-2011 86.32
Nov-2011 97.16
Dec-2011 98.56 a) El precio Spot del petróleo desde 2009 hasta abril del 2011 tenía un
compartimiento estacionario hasta 2014, de ahí en adelante sufrió una
Jan-2012 100.27
2016 tuvo una leve recuperación hasta
Feb-2012 102.2
Mar-2012 106.16
Apr-2012 103.32
May-2012 94.66
Jun-2012 82.3
Jul-2012 87.9
Aug-2012 94.13
Sep-2012 94.51
Oct-2012 89.49
Nov-2012 86.53
Dec-2012 87.86
Jan-2013 94.76
Feb-2013 95.31
Mar-2013 92.94
Apr-2013 92.02
May-2013 94.51
Jun-2013 95.77
Jul-2013 104.67
Aug-2013 106.57
Sep-2013 106.29
Oct-2013 100.54
Nov-2013 93.86
Dec-2013 97.63
Jan-2014 94.62
Feb-2014 100.82
Mar-2014 100.8
Apr-2014 102.07
May-2014 102.18
Jun-2014 105.79
Jul-2014 103.59
Aug-2014 96.54
Sep-2014 93.21
Oct-2014 84.4
Nov-2014 75.79
Dec-2014 59.29
Jan-2015 47.22
Feb-2015 50.58
Mar-2015 47.82
Apr-2015 54.45
May-2015 59.27
Jun-2015 59.82
Jul-2015 50.9
Aug-2015 42.87
Sep-2015 45.48
Oct-2015 46.22
Nov-2015 42.44
Dec-2015 37.19
Jan-2016 31.68
Feb-2016 30.32
Mar-2016 37.55
Apr-2016 40.75
May-2016 46.71
Jun-2016 48.76
Jul-2016 44.65
Aug-2016 44.72
Sep-2016 45.18
Oct-2016 49.78
Nov-2016 45.66
Dec-2016 51.97
Jan-2017 52.5
Feb-2017 53.47
Mar-2017 49.33
Apr-2017 51.06
May-2017 48.48
Jun-2017 45.18
Jul-2017 46.63
Aug-2017 48.04
Sep-2017 49.82
Oct-2017 51.58
Nov-2017 56.64
Dec-2017 57.88
Jan-2018 63.7
Feb-2018 62.23
Mar-2018 62.73
Apr-2018 66.25
May-2018 69.98
Jun-2018 67.87
Jul-2018 70.98
Aug-2018 68.06
Sep-2018 70.23
Oct-2018 70.75
Nov-2018 56.96
Dec-2018 49.52
Jan-2019 51.38
Feb-2019 54.95
Mar-2019 58.15
Apr-2019 63.86
May-2019 60.83
Jun-2019 54.66
Jul-2019 57.35
Aug-2019 54.81
Sep-2019 56.95
Oct-2019 53.96
Nov-2019 57.03
Dec-2019 59.88
Cushing, OK WTI Spot Price FOB (Dollars per Barrel)
Spot Price
FOB
Spot price
FOB
ultimos 4
años
hasta abril del 2011 tenía una tendencia al alza, pero debido a las condiciones económicas empezó a tener tendencia a la baja con un
de ahí en adelante sufrió una baja tempestiva incluso por debajo de los USD$ 59,03 de Mayo de 2009 respecto a los ultimo 5 años, de
una leve recuperación hasta octubre de 2018 pero nunca superando un precio promedio de USD$70.
ndencia a la baja con un
o a los ultimo 5 años, de
Cushing, OK WTI Spot
Price FOB (Dollars per
Date Barrel) St Gt Ft et |et|
0 446.798 -0.009
Jan-2009 41.71 365.77 -8.11 447 405 405
Feb-2009 39.09 293.95 -14.48 358 319 319
Mar-2009 47.94 233.16 -19.11 279 232 232
Apr-2009 49.65 181.17 -22.40 214 164 164
May-2009 59.03 138.82 -24.40 159 100 100
Jun-2009 69.64 105.47 -25.29 114 45 45
Jul-2009 64.15 76.97 -25.61 80 16 16
Aug-2009 71.05 55.30 -25.22 51 -20 20
Sep-2009 69.41 37.95 -24.43 30 -39 39
Oct-2009 75.72 25.96 -23.19 14 -62 62
Nov-2009 77.99 17.81 -21.68 3 -75 75
Dec-2009 74.47 11.80 -20.12 -4 -78 78
Jan-2010 78.33 9.01 -18.38 -8 -87 87
Feb-2010 76.39 7.78 -16.67 -9 -86 86
Mar-2010 81.2 9.13 -14.87 -9 -90 90
Apr-2010 84.29 12.27 -13.07 -6 -90 90
May-2010 73.74 14.11 -11.57 -1 -75 75
Jun-2010 75.34 17.10 -10.12 3 -73 73
Jul-2010 76.32 20.85 -8.73 7 -69 69
Aug-2010 76.6 25.01 -7.44 12 -64 64
Sep-2010 75.24 29.10 -6.29 18 -58 58
Oct-2010 81.89 34.63 -5.11 23 -59 59
Nov-2010 84.25 40.47 -4.01 30 -55 55
Dec-2010 89.15 46.99 -2.96 36 -53 53
Jan-2011 89.17 53.06 -2.06 44 -45 45
Feb-2011 88.58 58.52 -1.30 51 -38 38
Mar-2011 102.86 66.35 -0.39 57 -46 46
Apr-2011 109.53 74.67 0.48 66 -44 44
May-2011 100.9 80.30 0.99 75 -26 26
Jun-2011 96.26 84.29 1.29 81 -15 15
Jul-2011 97.3 87.92 1.53 86 -12 12
Aug-2011 86.33 88.83 1.47 89 3 3
Sep-2011 85.52 89.34 1.37 90 5 5
Oct-2011 86.32 89.83 1.28 91 4 4
Nov-2011 97.16 92.32 1.40 91 -6 6
Dec-2011 98.56 94.69 1.50 94 -5 5
Jan-2012 100.27 97.01 1.58 96 -4 4
Feb-2012 102.2 99.31 1.65 99 -4 4
Mar-2012 106.16 102.01 1.76 101 -5 5
Apr-2012 103.32 103.67 1.75 104 0 0
May-2012 94.66 103.27 1.53 105 11 11
Jun-2012 82.3 100.30 1.08 105 23 23
Jul-2012 87.9 98.69 0.81 101 13 13
Aug-2012 94.13 98.43 0.71 100 5 5
Sep-2012 94.51 98.21 0.61 99 5 5
Oct-2012 89.49 96.96 0.43 99 9 9
Nov-2012 86.53 95.21 0.21 97 11 11
Dec-2012 87.86 93.91 0.06 95 8 8
Jan-2013 94.76 94.13 0.07 94 -1 1
Feb-2013 95.31 94.42 0.10 94 -1 1
Mar-2013 92.94 94.20 0.07 95 2 2
Apr-2013 92.02 93.82 0.02 94 2 2
May-2013 94.51 93.97 0.03 94 -1 1
Jun-2013 95.77 94.36 0.07 94 -2 2
Jul-2013 104.67 96.48 0.27 94 -10 10
Aug-2013 106.57 98.71 0.47 97 -10 10
Sep-2013 106.29 100.61 0.61 99 -7 7
Oct-2013 100.54 101.08 0.60 101 1 1
Nov-2013 93.86 100.12 0.44 102 8 8
Dec-2013 97.63 99.97 0.38 101 3 3
Jan-2014 94.62 99.21 0.27 100 6 6
Feb-2014 100.82 99.75 0.30 99 -1 1
Mar-2014 100.8 100.19 0.31 100 -1 1
Apr-2014 102.07 100.82 0.34 101 -2 2
May-2014 102.18 101.36 0.36 101 -1 1
Jun-2014 105.79 102.54 0.44 102 -4 4
Jul-2014 103.59 103.10 0.46 103 -1 1
Aug-2014 96.54 102.16 0.32 104 7 7
Sep-2014 93.21 100.62 0.13 102 9 9
Oct-2014 84.4 97.48 -0.20 101 16 16
Nov-2014 75.79 92.98 -0.63 97 21 21
Dec-2014 59.29 85.74 -1.29 92 33 33
Jan-2015 47.22 77.01 -2.03 84 37 37
Feb-2015 50.58 70.10 -2.52 75 24 24
Mar-2015 47.82 63.63 -2.92 68 20 20
Apr-2015 54.45 59.46 -3.04 61 6 6
May-2015 59.27 56.99 -2.98 56 -3 3
Jun-2015 59.82 55.17 -2.87 54 -6 6
Jul-2015 50.9 52.02 -2.90 52 1 1
Aug-2015 42.87 47.87 -3.02 49 6 6
Sep-2015 45.48 44.98 -3.01 45 -1 1
Oct-2015 46.22 42.82 -2.92 42 -4 4
Nov-2015 42.44 40.41 -2.87 40 -3 3
Dec-2015 37.19 37.46 -2.88 38 0 0
Jan-2016 31.68 34.00 -2.94 35 3 3
Feb-2016 30.32 30.92 -2.95 31 1 1
Mar-2016 37.55 29.88 -2.76 28 -10 10
Apr-2016 40.75 29.85 -2.49 27 -14 14
May-2016 46.71 31.23 -2.10 27 -19 19
Jun-2016 48.76 33.06 -1.71 29 -20 20
Jul-2016 44.65 34.01 -1.44 31 -13 13
Aug-2016 44.72 35.00 -1.20 33 -12 12
Sep-2016 45.18 36.07 -0.97 34 -11 11
Oct-2016 49.78 38.04 -0.68 35 -15 15
Nov-2016 45.66 39.02 -0.51 37 -8 8
Dec-2016 51.97 41.20 -0.24 39 -13 13
Jan-2017 52.5 43.27 -0.01 41 -12 12
Feb-2017 53.47 45.30 0.19 43 -10 10
Mar-2017 49.33 46.26 0.27 45 -4 4
Apr-2017 51.06 47.43 0.36 47 -5 5
May-2017 48.48 47.93 0.37 48 -1 1
Jun-2017 45.18 47.68 0.31 48 3 3
Jul-2017 46.63 47.72 0.28 48 1 1
Aug-2017 48.04 48.01 0.28 48 0 0
Sep-2017 49.82 48.60 0.32 48 -2 2
Oct-2017 51.58 49.45 0.37 49 -3 3
Nov-2017 56.64 51.18 0.50 50 -7 7
Dec-2017 57.88 52.93 0.63 52 -6 6
Jan-2018 63.7 55.58 0.83 54 -10 10
Feb-2018 62.23 57.58 0.95 56 -6 6
Mar-2018 62.73 59.37 1.03 59 -4 4
Apr-2018 66.25 61.57 1.15 60 -6 6
May-2018 69.98 64.17 1.29 63 -7 7
Jun-2018 67.87 65.95 1.34 65 -2 2
Jul-2018 70.98 68.03 1.42 67 -4 4
Aug-2018 68.06 69.17 1.39 69 1 1
Sep-2018 70.23 70.49 1.38 71 0 0
Oct-2018 70.75 71.65 1.36 72 1 1
Nov-2018 56.96 69.80 1.04 73 16 16
Dec-2018 49.52 66.57 0.61 71 21 21
Jan-2019 51.38 64.02 0.30 67 16 16
Feb-2019 54.95 62.45 0.11 64 9 9
Mar-2019 58.15 61.67 0.02 63 4 4
Apr-2019 63.86 62.13 0.06 62 -2 2
May-2019 60.83 61.92 0.04 62 1 1
Jun-2019 54.66 60.50 -0.11 62 7 7
Jul-2019 57.35 59.78 -0.17 60 3 3
Aug-2019 54.81 58.65 -0.27 60 5 5
Sep-2019 56.95 58.10 -0.29 58 1 1
Oct-2019 53.96 57.03 -0.37 58 4 4
Nov-2019 57.03 56.74 -0.36 57 0 0
Dec-2019 59.88 57.07 -0.29 56 -4 4
Jan-2020 56 1 25
Feb-2020 56 2 MAD
Mar-2020 56 3
Apr-2020 56 4
May-2020 55 5
Jun-2020 55 6
Jul-2020 55 7
Aug-2020 54 8
Sep-2020 57 9
|et|/dt et2 alpha 0.2 Resumen
beta 0.1
971% 164089 Estadísticas de la regresión
815% 101489 Coeficiente de 0.486
483% 53604 Coeficiente de 0.237
331% 27027 R^2 ajustado 0.231
169% 9948 Error típico 18.843
64% 2006 Observaciones 132
25% 257
28% 388 ANÁLISIS DE VARIANZA
57% 1547 Grados de libertad
82% 3869 Regresión 1
96% 5658 Residuos 130
105% 6137 Total 131
111% 7508
112% 7355 Coeficientes
111% 8116 Intercepción 446.798
107% 8104 Variable X 1 -0.009
101% 5556
97% 5300
91% 4808
84% 4158
77% 3326
72% 3490
65% 2995
59% 2777
51% 2037
42% 1412
44% 2083
40% 1899
26% 663
16% 224
12% 137
4% 10
6% 23
5% 19
6% 37
5% 23
4% 17
4% 13
5% 27
0% 0
11% 116
27% 506
15% 182
6% 29
5% 21
10% 87
13% 118
9% 57
1% 1
1% 1
2% 2
2% 5
1% 0
2% 3
10% 105
9% 96
7% 50
1% 0
8% 61
3% 9
6% 33
1% 2
1% 1
2% 2
1% 1
4% 17
1% 0
7% 49
10% 86
19% 267
28% 462
56% 1093
79% 1387
48% 595
41% 390
11% 39
5% 8
10% 34
3% 2
15% 39
1% 0
9% 18
6% 6
1% 0
9% 8
2% 1
26% 92
33% 186
41% 374
40% 385
30% 177
27% 148
25% 130
29% 215
18% 69
26% 181
22% 133
19% 104
8% 15
9% 21
1% 0
7% 10
3% 2
0% 0
3% 2
5% 7
12% 47
11% 38
16% 103
9% 34
7% 18
9% 34
10% 53
4% 6
5% 14
2% 2
0% 0
2% 1
28% 258
43% 454
31% 250
17% 88
8% 19
3% 5
2% 2
13% 53
5% 9
9% 23
3% 2
7% 15
1% 0
6% 12
43.5% 3469 59
MAPE MSE