The name is absent



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)
0.210
(0.084)

(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
adjust

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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