Scribd Logo
Upload

Welcome to Scribd!

  • 11 views

    Laboratorio Practico MRLS - Benito Lagos

    Uploaded by

    Benito Lagos Rodriguez
    This document contains a sample dataset with historical values of GDP and consumer price index (CPI) for a country. The student is asked to analyze the relationship between GDP and CPI using linear regression analysis and determine if GDP has an impact on CPI. Specifically, the student must: identify the endogenous and exogenous variables; describe the variables' descriptive statistics; interpret the scatter plot and relationship between variables; determine the model fit statistics (r and r^2); express the linear regression model; interpret the coefficients; validate the model using t-statistics; compare confidence intervals; make a prediction; interpret the percentage of variation unexplained by the model; discuss two linear regression assumptions met by the data; and advise on using the model

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content

    You might also like

    Laboratorio Practico MRLS - Benito Lagos

    Uploaded by

    Benito Lagos Rodriguez
    11 views4 pages
    This document contains a sample dataset with historical values of GDP and consumer price index (CPI) for a country. The student is asked to analyze the relationship between GDP and CPI using linear regression analysis and determine if GDP has an impact on CPI. Specifically, the student must: identify the endogenous and exogenous variables; describe the variables' descriptive statistics; interpret the scatter plot and relationship between variables; determine the model fit statistics (r and r^2); express the linear regression model; interpret the coefficients; validate the model using t-statistics; compare confidence intervals; make a prediction; interpret the percentage of variation unexplained by the model; discuss two linear regression assumptions met by the data; and advise on using the model

    Original Description:

    Copyright

    © © All Rights Reserved

    Available Formats

    DOCX, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    This document contains a sample dataset with historical values of GDP and consumer price index (CPI) for a country. The student is asked to analyze the relationship between GDP and CPI using linear regression analysis and determine if GDP has an impact on CPI. Specifically, the student must: identify the endogenous and exogenous variables; describe the variables' descriptive statistics; interpret the scatter plot and relationship between variables; determine the model fit statistics (r and r^2); express the linear regression model; interpret the coefficients; validate the model using t-statistics; compare confidence intervals; make a prediction; interpret the percentage of variation unexplained by the model; discuss two linear regression assumptions met by the data; and advise on using the model

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as docx, pdf, or txt
    11 views4 pages

    Laboratorio Practico MRLS - Benito Lagos

    Uploaded by

    Benito Lagos Rodriguez
    This document contains a sample dataset with historical values of GDP and consumer price index (CPI) for a country. The student is asked to analyze the relationship between GDP and CPI using linear regression analysis and determine if GDP has an impact on CPI. Specifically, the student must: identify the endogenous and exogenous variables; describe the variables' descriptive statistics; interpret the scatter plot and relationship between variables; determine the model fit statistics (r and r^2); express the linear regression model; interpret the coefficients; validate the model using t-statistics; compare confidence intervals; make a prediction; interpret the percentage of variation unexplained by the model; discuss two linear regression assumptions met by the data; and advise on using the model

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as docx, pdf, or txt
    of 4

    ASIGNATURA: ECONOMETRIA

    DOCENTE: LORETO YAÑEZ ROJAS

    Aplicación MRLS

    Dada una muestra histórica de los valores del producto interno bruto e índice de precio al consumidor de
    nuestro país.

    IPC PIB
    16,48 10048101,88
    17,92 9688269,69
    18,55 9998829,82
    19,65 10395204,99
    21,22 10438989,98
    22,91 9847217,20
    23,80 10193203,15
    24,83 10564669,91
    26,43 10549313,05
    28,45 10066843,34
    29,64 10313612,55
    30,80 10503626,28
    32,21 10534549,43
    34,27 10190814,13
    34,80 10433296,21
    35,92 10926928,00
    37,57 10920195,25
    39,47 10447051,67
    40,55 10857607,82
    42,49 11270784,46
    46,14 11273088,65
    50,49 10829614,74
    50,44 11153468,42
    52,03 11590966,87
    56,59 11886352,72
    57,29 11602700,90
    58,91 11962607,53
    62,93 12007339,73
    68,11 12473656,15
    71,50 12112842,22
    73,64 12628704,94
    78,05 12791854,83
    86,06 13021350,05
    93,15 12610599,88
    95,00 13122150,64
    100,00 13285361,91
    108,89 13261000,69
    115,16 13068325,27
    120,22 13679760,46
    126,12 13807214,54
    138,98 14094292,88
    148,53 13564902,64
    156,57 14063237,00
    166,94 14398168,83
    182,32 14000278,48
    194,59 14049976,53
    203,57 14158074,56
    211,72 15035569,13
    231,71 14735308,61
    249,35 14358886,84
    258,38 15009900,57
    264,94 15455379,94
    287,74 15541330,79
    302,66 14993008,70
    313,75 15907488,61
    324,84 16325058,71
    355,13 16483795,00
    372,54 16770334,00
    383,77 17108890,00
    398,24 17169843,00
    430,91 17502275,00
    453,26 17701107,00
    463,58 17774801,00
    475,76 18068034,00
    517,99 18022771,00
    542,58 18101677,00
    563,49 18166476,00
    578,72 18215900,00
    616,09 18166262,00
    643,91 18787973,00
    665,02 18934847,00
    681,06 19104939,00
    734,67 19189485,00
    777,20 19206928,00
    783,43 18756143,00
    794,82 18268769,00
    833,93 18054608,00
    846,88 17897182,00
    856,50 18158139,00
    868,18 18140672,00
    915,00 18502920,00
    928,83 18446610,00
    935,34 18674390,00
    944,17 18739911,00
    986,53 18840355,00
    1002,43 18767510,00
    1009,90 18876485,00
    1016,34 18973758,00
    1044,63 18941666,00
    1065,06 19230503,00
    1070,15 19285022,00
    1087,39 19460031,00
    1124,03 19516429,00
    1141,92 19715978,00
    1146,29 20172853,00
    1157,97 20479230,00
    1193,90 20563042,00
    1211,15 20703543,00
    1214,72 20875786,00
    1221,64 21630062,00
    1253,91 21575183,00
    1269,65 22013214,00
    1275,69 22096865,00
    1280,93 22042663,00
    1305,49 22730031,00
    1319,64 23309969,00
    1334,11 23797023,00
    1338,32 23893868,00
    1380,92 24614522,00
    1399,28 24907536,00
    1400,87 25416450,00
    1414,54 25839016,00
    1462,79 25716137,58
    1499,75 25819877,38
    1506,98 26306025,75
    1523,11 26459152,38

    INDICACIONES:
     Para responder las preguntas, debe fundamentar sus resultados con la teoría y explicar según el
    caso econométrico
     En cada pregunta debe entregar el estadístico y su valor o el tipo de grafico que utilizo para su
    respuesta, según corresponda
     Debe responder el control en documento word

    A nivel nacional determine si el PIB tiene incidencia sobre el IPC:


    1) Determine la variable endógena y variable exógena.

    Variable Endógena (Dependiente): IPC


    Variable Exógena (Independiente): PIB

    2) Interprete los valores de la estadística descriptiva por variable

    3) Describa el tipo relación o asociación entre las variables del modelo. Obtenga el grafico de dispersión e
    interprete la nube de puntos. Fundamente.

    4) Determine la Bondad del ajuste del MRLS (r y r2). Fundamente su respuesta con los estadísticos
    pertinentes.

    5) Exprese el MRLS según el caso. Explique el aporte significativo que entregan los coeficientes β0 y β1
    para el caso.
    MRLS Caso: PIB vs IPC
    IPC = -1174.350 + 0.000105* PIB + 145.051

    Por cada unidad adicional de PIB, el IPC aumentara en 0.000105 unidades.

    6) Explique la importancia del estadístico t para validar el MRLS obtenido. Exponga lo que concluye al
    respecto.
    7) Determine el margen diferencial entre el intervalo de confianza de 99% y 95% para β1. Interprete este
    resultado para el MRLS del caso
    8) Realice una predicción para el modelo obtenido. Explique su resultado
    9) En qué porcentaje la variable independiente no explica el comportamiento de la variable dependiente?
    A qué cree usted que se debe este porcentaje?
    10) Considerando los cuatro supuestos que determinan si el Modelo de Regresión Lineal es el adecuado
    para el caso, explique dos supuestos que se cumplen para el caso analizado?. Fundamente su respuesta.
    11) Dados los resultados obtenidos, usted aconsejaría el modelo propuesto para hacer predicciones? Porque?

    You might also like