economia mexicana nueva época, vol. XV, num. 1, primer semestre de 2006
19
Cuadro 4. Modelos de correccion de error para los componentes
del pib
|
Variables |
∆fkt |
∆ consgubt |
∆ consprit |
∆ exp80ta |
∆exp90t |
∆impt |
|
ECit-1 |
-0.287 |
-0.595 |
-0.247 |
-0.351 |
-0.480 |
-0.250 |
|
∆consgubt -4 ∆consprit -3 ∆mt-1 d8103 8601 d9002 d9501t d9502t |
(0.056) -0.267 (0.041) -0.143 (0.041) |
(0.104) |
(0.038) -0.314 (0.091) |
(0.089) -0.209 (0.063) -0.171 (0.061) |
(0.077) -0.359 (0.037) |
(0.048) 0.223 (0.099) |
|
T |
83-2000 |
83-2000 |
81-2000 |
80-89 |
90-2000 |
80-2000 |
|
ecm p_val+ |
0.001 |
0.000 |
0.000 |
0.046 |
0.000 |
0.002 |
|
R2 |
0.694 |
0.983 |
0.822 |
0.603 |
0.802 |
0.912 |
|
R2 |
0.665 |
0.981 |
0.810 |
0.497 |
0.763 |
0.941 |
|
SE |
0.390 |
0.035 |
0.020 |
0.057 |
0.034 |
0.017 |
|
Skewness |
0.13 |
0.322 |
-0.261 |
0.036 |
0.041 |
0.224 |
|
Kurtosis |
2.972 |
3.216 |
3.538 |
1.993 |
2.397 |
3.424 |
|
Jarque-Bera |
0.206 |
1.384 |
1.876 |
1.656 |
0.679 |
1.283 |
|
LM7 AR |
0.994 |
1.109 |
1.766 |
0.294 |
0.274 |
1.388 |
|
LM7 ARCH |
0.825 |
0.852 |
2.396** |
0.578 |
0.844 |
2.097* |
|
White-Het. |
0.537 |
0.673 |
1.461 |
1.483 |
1.805 |
1.557* |
|
RESET |
0.011 |
0.468 |
0.015 |
0.047 |
0.926 |
1.807 |
** 5% de significatividad.
** 10% de significatividad.
CEfk = fk - 1.06 ivusa + 0.71 tcr
CEconsgu = consgub - 0.43 ivusa + 0.16 tcr
CEconspr = conspri - 0.79 ivusa + 0.36 tcr
CEx8089 = x - 1.05 ivusa - 0.54 tcr
CEx9000 = x - 3.04 ivusa - 0.34 tcr
CEm=m - 3.13 ivpi + 1.23 tcr
a exp80 indica que la muestra en la ecuacion va de 1980-1989.
exp90 se refiere a la muestra 1990-2000.
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