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    Exemple_2_Tema_3x

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    Exemple_2_Tema_3x

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    irpf

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    4 views5 pages

    Exemple_2_Tema_3x

    Uploaded by

    ismaele
    irpf

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    © All Rights Reserved
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    Exemple 2 Tema 3:

    Predicció de les importacions

    Professors: José Ramon García i Esther Vayá


    Curs: 2011-2012

    Importacions 1995-2009 , En termes reals. CNE(INE)

    260000

    240000

    220000

    200000
    Ma

    180000

    160000

    140000

    120000

    100000
    1996 1998 2000 2002 2004 2006 2008
    PIB en termes reals. 1995-2009,CNE(INE)
    750000

    700000

    650000

    600000
    PIBa

    550000

    500000

    450000

    400000
    1996 1998 2000 2002 2004 2006 2008

    Model 3: OLS, using observations 1995-2007 (T = 13)


    Dependent variable: Ma

    coefficient std. error t-ratio p-value


    -------------------------------------------------------------
    const -98795.1 16035.6 -6.161 7.10e-05 ***
    PIBa 0.462515 0.0271189 17.06 2.93e-09 ***

    Mean dependent var 171056.6 S.D. dependent var 47134.57


    Sum squared resid 9.71e+08 S.E. of regression 9397.574
    R-squared 0.963561 Adjusted R-squared 0.960249
    F(1, 11) 290.8762 P-value(F) 2.93e-09
    Log-likelihood -136.2870 Akaike criterion 276.5741
    Schwarz criterion 277.7040 Hannan-Quinn 276.3418
    rho 0.583194 Durbin-Watson 0.771683
    For 95% confidence intervals, t(11, 0.025) = 2.201

    Obs Ma prediction
    2002 177983.702877 180728.963281
    2003 180720.729097 192471.003084
    2004 196558.874879 204859.983916
    2005 212494.095528 218628.669346
    2006 234869.057645 233321.421831
    2007 251336.266270 247050.022308
    2008 239118.418939 244416.602772
    2009 183994.238015 234586.077880

    Forecast evaluation statistics


    Mean Error -27945
    Mean Squared Error 1.2938e+009
    Root Mean Squared Error 35969
    Mean Absolute Error 27945
    Mean Percentage Error -14.856
    Mean Absolute Percentage Error 14.856
    Theil's U 0.91778
    Bias proportion, UM 0.60359
    Regression proportion, UR 0.39641
    Disturbance proportion, UD 0

    270000
    Ma
    forecast
    95 percent interval
    260000

    250000

    240000

    230000

    220000

    210000

    200000

    190000

    180000

    170000
    2002 2003 2004 2005 2006 2007 2008 2009
    Ma PIBa
    260000 750000

    240000 700000
    220000
    650000
    200000
    600000
    180000
    550000
    160000
    500000
    140000

    120000 450000

    100000 400000
    1995 1997 1999 2001 2003 2005 2007 2009 1995 1997 1999 2001 2003 2005 2007 2009

    Model 4: OLS, using observations 1995-2009 (T = 15)


    Dependent variable: Ma

    coefficient std. error t-ratio p-value


    -------------------------------------------------------------
    const -77037.6 23628.2 -3.260 0.0062 ***
    PIBa 0.420266 0.0386171 10.88 6.68e-08 ***

    Mean dependent var 176456.5 S.D. dependent var 47073.21


    Sum squared resid 3.07e+09 S.E. of regression 15363.07
    R-squared 0.901094 Adjusted R-squared 0.893486
    F(1, 13) 118.4376 P-value(F) 6.68e-08
    Log-likelihood -164.8067 Akaike criterion 333.6133
    Schwarz criterion 335.0294 Hannan-Quinn 333.5982
    rho 0.472504 Durbin-Watson 0.985416
    año PIB
    For 95% confidence intervals, t(13, 0.025) = 2.160
    1995 447205
    1996 457569,861
    Obs Ma prediction
    1997 477199,644
    2003 180720.729097 187622.498974
    1998 501682,163
    2004 196558.874879 198879.796614
    1999 527118,012
    2005 212494.095528 211390.768430
    2000 553837,597
    2006 234869.057645 224741.397520
    2001 577414,098
    2007 251336.266270 237215.945980
    2002 604356,579
    2008 239118.418939 234823.078646
    2003 629743,947
    2009 183994.238015 225890.532364
    2004 656530,061
    2010 217213.838624 2005 686299,222
    2011 208785.669400 2006 718066,302
    2007 747748,796
    2008 742055,101
    2009 720800,604 -2,86%
    2010 700154,894
    2011 680100,534

    260000
    Ma
    forecast
    95 percent interval
    250000

    240000

    230000

    220000

    210000

    200000

    190000

    180000

    170000
    2003 2004 2005 2006 2007 2008 2009 2010 2011

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