Modelo de Regresión Lineal Multiple
Modelo de Regresión Lineal Multiple
Modelo de Regresión Lineal Multiple
3 A Inferencia Estadistica
Varianza de la regresión Sm2=
Error estandar de la regresión Sm =
3 B Inferencia Estadistica II
Varianza de alfa Sa2=
Desviación Estandar de alfa Sa =
Varianza de Beta Sb2=
Desviación Estandar de beta Sb =
Covarianza de alfa beta Sab=
12,213,371.86
3,494.76
6,851,701.94
2,617.58
188.22
13.72
35,437.92
(1+1/n+(Xf-Xmedia)2/S(Xt-Xmedia)2)1/2 Sm
et e t2
(6,270) 39,317,261
(6,006) 36,077,222
(800) 639,561
(1,527) 2,330,378
97 9,489
(2,754) 7,582,358
(1,945) 3,782,737
339 115,156
(324) 104,977
3,705 13,729,942
2,823 7,971,761
(4,257) 18,119,759
(3,150) 9,920,380
4,147 17,197,916
147 21,650
402 161,922
3,215 10,337,366
6,369 40,564,051
5,990 35,876,861
3,841 14,754,525
6,326 40,013,542
12,001 144,030,559
4,825 23,278,775
(1,956) 3,826,935
(4,640) 21,525,176
1,412 1,992,446
(3,074) 9,447,723
(4,387) 19,241,414
(5,156) 26,579,661
(4,091) 16,733,994
408 166,228
(802) 643,647
3,278 10,743,742
2,515 6,324,973
(264) 69,674
(6,052) 36,628,845
(6,526) 42,592,214
(5,556) 30,871,840
(2,366) 5,599,725
(1,700) 2,891,030
(3,467) 12,021,203
305 93,308
1,290 1,663,222
(978) 955,998
722 521,351
2,301 5,293,428
3,265 10,659,239
(923) 851,803
(1,964) 3,858,479
679 461,318
964 929,687
(169) 28,566
1,005 1,010,809
3,624 13,133,749
570 324,830
3,956 15,648,202
(27) 722
1,917 3,674,103
2,123 4,508,123
(148) 21,943
(2,423) 5,869,524
(354) 125,186
191 36,509
55 2,977
1,351 1,824,350
2,855 8,150,929
(2,867) 8,217,473
(2,092) 4,378,095
(0.0000) 806,082,543
Conclusión
La constante es significativa
La variable independiente no es significativa
Resultado Conclusión
Se acepta Ho El modelo no es globalmente significativo
Qdt2 Qdt,estimada2 (Pt-Pmedia) (Pt-Pmedia)2
283,181,584 533,533,669 -$60.01 $3,601.23
296,597,284 539,560,041 -$51.26 $2,627.81
510,262,921 547,032,478 -$40.48 $1,638.84
476,679,889 545,668,934 -$42.44 $1,801.50
550,230,849 545,670,348 -$42.44 $1,801.33
431,725,284 553,736,580 -$30.87 $953.20
456,548,689 543,445,890 -$45.65 $2,083.68
563,350,225 547,356,574 -$40.02 $1,601.34
537,868,864 553,002,358 -$31.92 $1,019.10
739,894,401 552,043,516 -$33.29 $1,108.56
695,798,884 554,817,732 -$29.33 $860.24
376,864,569 560,256,168 -$21.59 $465.92
410,265,025 547,778,275 -$39.41 $1,553.21
760,270,329 548,775,740 -$37.98 $1,442.36
562,448,656 555,491,210 -$28.37 $804.78
573,410,916 554,301,347 -$30.07 $904.03
717,543,369 555,630,819 -$28.17 $793.52
889,590,276 550,231,255 -$35.89 $1,288.14
867,302,500 550,384,284 -$35.67 $1,272.44
746,928,900 551,725,513 -$33.75 $1,139.07
896,643,136 557,827,598 -$25.04 $626.95
1,271,350,336 559,546,099 -$22.59 $510.50
821,624,896 568,307,064 -$10.19 $103.82
479,829,025 569,359,513 -$8.71 $75.78
363,283,600 561,667,404 -$19.58 $383.44
617,820,736 549,642,696 -$36.73 $1,349.43
441,588,196 580,218,010 $6.52 $42.56
381,303,729 571,855,655 -$5.19 $26.95
342,213,001 559,537,575 -$22.61 $511.05
388,405,264 566,379,096 -$12.91 $166.69
596,336,400 576,590,040 $1.45 $2.11
534,950,641 572,705,971 -$4.00 $15.97
735,657,129 568,595,239 -$9.78 $95.70
707,560,000 580,089,635 $6.34 $40.25
577,633,156 590,390,758 $20.66 $426.93
333,245,025 590,838,847 $21.28 $452.94
306,740,196 577,934,632 $3.33 $11.11
347,636,025 585,700,180 $14.16 $200.46
471,584,656 579,960,726 $6.16 $38.00
499,164,964 578,032,330 $3.47 $12.04
422,097,025 576,583,860 $1.44 $2.08
589,906,944 575,162,016 -$0.55 $0.30
644,296,689 580,489,056 $6.90 $47.64
538,054,416 584,370,251 $12.31 $151.53
618,914,884 583,510,083 $11.11 $123.49
708,092,100 590,939,870 $21.42 $458.91
751,143,649 582,843,457 $10.18 $103.72
552,438,016 596,675,003 $29.34 $860.59
496,977,849 588,416,655 $17.93 $321.42
624,950,001 591,452,493 $22.13 $489.78
650,097,009 601,858,133 $36.46 $1,328.98
588,935,824 597,167,653 $30.01 $900.83
649,995,025 599,741,008 $33.55 $1,125.66
789,441,409 598,925,207 $32.43 $1,051.73
625,200,016 597,023,351 $29.82 $888.95
807,866,929 598,644,813 $32.05 $1,026.89
594,481,924 595,793,047 $28.12 $790.81
704,424,681 606,351,476 $42.60 $1,814.95
711,769,041 602,985,643 $38.00 $1,443.98
603,193,600 610,491,761 $48.25 $2,327.69
491,420,224 604,703,025 $40.35 $1,628.10
582,787,881 599,996,027 $33.90 $1,149.27
626,000,400 616,475,555 $56.37 $3,177.52
611,078,400 608,383,891 $45.38 $2,058.91
679,279,969 610,698,521 $48.53 $2,354.92
753,008,481 604,472,221 $40.03 $1,602.73
466,214,464 598,223,772 $31.47 $990.13
514,699,969 614,018,155 $53.04 $2,813.05
39,958,100,344 39,152,017,801 (0.0000) 64,888
Valor maximo
17,742,865.0005
gnificativo
Profesor: M. en C. Sergio Trinidad Rodríguez Méndez
IPN-ESE-Econometría-Grupo: 2EV15-Tarea del Modelo de Regresión Lineal S
Yt
# Año/Mes Qot
1 2018/01 16,828
2 2018/02 17,275
3 2018/03 22,585
4 2018/04 21,840
5 2018/05 23,456
6 2018/06 20,776
7 2018/07 21,363
8 2018/08 23,754
9 2018/09 23,183
10 2018/10 27,218
11 2018/11 26,393
12 2018/12 19,493
13 2019/01 21,225
14 2019/02 28,106
15 2019/03 23,195
16 2019/04 24,007
17 2019/05 26,958
18 2019/06 29,618
19 2019/07 28,970
20 2019/08 26,712
21 2019/09 29,228
22 2019/10 34,803
23 2019/11 28,328
24 2019/12 21,539
25 2020/01 18,710
26 2020/02 24,514
27 2020/03 20,596
28 2020/04 19,251
29 2020/05 18,213
30 2020/06 19,423
31 2020/07 24,133
32 2020/08 23,146
33 2020/09 26,863
34 2020/10 26,896
35 2020/11 24,344
36 2020/12 18,336
37 2021/01 17,514
38 2021/02 18,645
39 2021/03 21,714
40 2021/04 22,348
41 2021/05 20,544
42 2021/06 24,287
43 2021/07 25,594
44 2021/08 23,214
45 2021/09 24,747
46 2021/10 26,620
47 2021/11 27,397
48 2021/12 23,504
49 2022/01 22,295
50 2022/02 25,040
51 2022/03 25,592
52 2022/04 24,131
53 2022/05 25,568
54 2022/06 28,123
55 2022/07 25,095
56 2022/08 28,392
57 2022/09 24,434
58 2022/10 26,561
59 2022/11 25,683
60 2022/12 24,671
61 2023/01 22,055
62 2023/02 24,134
63 2023/03 25,025
64 2023/04 24,708
65 2023/05 26,069
66 2023/06 27,478
67 2023/07 21,592
n= 68 2023/08 22,914
k= 2 Sumas 1,626,966
Promedios 23,925.971
1. Estimación de los parámetros
aestimada= 20,958.8736
bestimada= 15.7593
2 Sumas de cuadrados y medida de bondad de ajuste
SCR= 772,683,596.02
SCT= 788,798,841.94
SCE= 16,115,246
R2= 0.0204301084920804
3 A Inferencia Estadistica
Varianza de la regresión
Error estandar de la regresión
3 B Inferencia Estadistica II
Varianza de alfa
Desviación Estandar de alfa
Varianza de Beta
Desviación Estandar de beta
Covarianza de alfa beta
20,958.87
16
bondad de ajuste
16,115,245.92
2.04% Muy mal modelo
Sm2= 11,707,327.21
Sm = 3,421.60
Sa2= 6,567,810.87
Sa = 2,562.77
Sb2= 180.42
Sb = 13.43
Sab= 33,969.59
ia individual
Grado de libertad ttablas tcalculada
66 1.9966 8.0957
66 1.9966 1.0839
rámetros de la regresión
Grado de libertad ttablas Desviación estandar
66 1.9966 2617.5756
66 1.9966 13.7195
Grados de libertad c2tablas
2.50% 66 90.35
is de Significancia Global
por intervalos
or concreto
ttablas (1+1/n+(Xf-Xmedia)2/S(Xt-Xmedia)2)1/2 Sm
Err:502 1,778,298.53
Ytestimada
Qot,estimada et
22,980 (6,152)
23,118 (5,843)
23,288 (703)
23,257 (1,417)
23,257 199
23,439 (2,663)
23,207 (1,844)
23,295 459
23,423 (240)
23,401 3,817
23,464 2,929
23,586 (4,093)
23,305 (2,080)
23,327 4,779
23,479 (284)
23,452 555
23,482 3,476
23,360 6,258
23,364 5,606
23,394 3,318
23,531 5,697
23,570 11,233
23,765 4,563
23,789 (2,250)
23,617 (4,907)
23,347 1,167
24,029 (3,433)
23,844 (4,593)
23,570 (5,357)
23,723 (4,300)
23,949 184
23,863 (717)
23,772 3,091
24,026 2,870
24,252 92
24,261 (5,925)
23,978 (6,464)
24,149 (5,504)
24,023 (2,309)
23,981 (1,633)
23,949 (3,405)
23,917 370
24,035 1,559
24,120 (906)
24,101 646
24,264 2,356
24,086 3,311
24,388 (884)
24,209 (1,914)
24,275 765
24,500 1,092
24,399 (268)
24,455 1,113
24,437 3,686
24,396 699
24,431 3,961
24,369 65
24,597 1,964
24,525 1,158
24,686 (15)
24,562 (2,507)
24,460 (326)
24,814 211
24,641 67
24,691 1,378
24,557 2,921
24,422 (2,830)
24,762 (1,848)
1,626,966 0
23,926
Resultado Conclusión
Se rechaza Ho La constante es significativa
Se acepta Ho La variable independiente no es significativa
Fcalculada Resultado
1.3765 Se acepta Ho
e t2 Qot2 Qot,estimada2 (Pt - Pmedia)
37,850,174 283,181,584 528,091,867 -$60.01
34,141,964 298,425,625 534,447,126 -$51.26
494,197 510,082,225 542,330,560 -$40.48
2,008,115 476,985,600 540,891,759 -$42.44
39,557 550,183,936 540,893,250 -$42.44
7,093,800 431,642,176 549,406,353 -$30.87
3,398,860 456,377,769 538,546,266 -$45.65
210,375 564,252,516 542,672,561 -$40.02
57,542 537,451,489 548,631,290 -$31.92
14,567,473 740,819,524 547,619,162 -$33.29
8,580,488 696,590,449 550,547,704 -$29.33
16,751,024 379,977,049 556,290,032 -$21.59
4,325,913 450,500,625 543,117,569 -$39.41
22,834,482 789,947,236 544,170,206 -$37.98
80,599 538,008,025 551,258,719 -$28.37
307,877 576,336,049 550,002,558 -$30.07
12,082,311 726,733,764 551,406,112 -$28.17
39,158,080 877,225,924 545,706,340 -$35.89
31,429,310 839,260,900 545,867,853 -$35.67
11,008,519 713,530,944 547,283,498 -$33.75
32,451,554 854,275,984 553,725,536 -$25.04
126,182,536 1,211,248,809 555,540,184 -$22.59
20,817,356 802,475,584 564,794,043 -$10.19
5,061,506 463,928,521 565,906,009 -$8.71
24,082,332 350,064,100 557,780,415 -$19.58
1,361,751 600,936,196 545,085,166 -$36.73
11,783,984 424,195,216 577,382,304 $6.52
21,097,042 370,601,001 568,543,567 -$5.19
28,694,331 331,713,369 555,531,183 -$22.61
18,485,739 377,252,929 562,757,218 -$12.91
33,913 582,401,689 573,547,164 $1.45
514,070 535,737,316 569,442,139 -$4.00
9,555,513 721,620,769 565,098,509 -$9.78
8,237,150 723,394,816 577,246,586 $6.34
8,538 592,630,336 588,139,921 $20.66
35,109,968 336,208,896 588,613,905 $21.28
41,789,757 306,740,196 574,968,450 $3.33
30,295,097 347,636,025 583,178,944 $14.16
5,332,036 471,497,796 577,110,304 $6.16
2,665,556 499,433,104 575,071,725 $3.47
11,592,039 422,055,936 573,540,633 $1.44
136,669 589,858,369 572,037,803 -$0.55
2,431,283 655,052,836 577,668,858 $6.90
820,767 538,889,796 581,772,571 $12.31
417,187 612,414,009 580,863,015 $11.11
5,552,768 708,624,400 588,720,767 $21.42
10,959,595 750,595,609 580,158,141 $10.18
781,956 552,438,016 594,788,344 $29.34
3,661,513 497,067,025 586,051,867 $17.93
585,622 627,001,600 589,263,032 $22.13
1,191,418 654,950,464 600,273,462 $36.46
71,807 582,305,161 595,309,634 $30.01
1,239,416 653,722,624 598,032,810 $33.55
13,586,218 790,903,129 597,169,474 $32.43
488,827 629,759,025 595,156,942 $29.82
15,689,685 806,105,664 596,872,751 $32.05
4,206 597,020,356 593,855,146 $28.12
3,855,910 705,486,721 605,029,775 $42.60
1,341,378 659,616,489 601,466,857 $38.00
234 608,658,241 609,413,318 $48.25
6,284,322 486,423,025 603,284,724 $40.35
106,424 582,449,956 598,302,696 $33.90
44,388 626,250,625 615,750,277 $56.37
4,482 610,485,264 607,181,488 $45.38
1,899,623 679,592,761 609,632,250 $48.53
8,532,936 755,040,484 603,040,406 $40.03
8,008,102 466,214,464 596,427,197 $31.47
3,414,430 525,051,396 613,147,615 $53.04
772,683,596 39,715,539,506 38,942,855,910 (0.0000)
Valor maximo
26,185.1251
43.1517
Estimación puntual Valor maximo
11,707,327.2125 17,007,713.2299
Conclusión
El modelo no es globalmente significativo
(Pt - Pmedia)2
$3,601.23
$2,627.81
$1,638.84
$1,801.50
$1,801.33
$953.20
$2,083.68
$1,601.34
$1,019.10
$1,108.56
$860.24
$465.92
$1,553.21
$1,442.36
$804.78
$904.03
$793.52
$1,288.14
$1,272.44
$1,139.07
$626.95
$510.50
$103.82
$75.78
$383.44
$1,349.43
$42.56
$26.95
$511.05
$166.69
$2.11
$15.97
$95.70
$40.25
$426.93
$452.94
$11.11
$200.46
$38.00
$12.04
$2.08
$0.30
$47.64
$151.53
$123.49
$458.91
$103.72
$860.59
$321.42
$489.78
$1,328.98
$900.83
$1,125.66
$1,051.73
$888.95
$1,026.89
$790.81
$1,814.95
$1,443.98
$2,327.69
$1,628.10
$1,149.27
$3,177.52
$2,058.91
$2,354.92
$1,602.73
$990.13
$2,813.05
64,888
$954.23