MODELO DE REGRESION (PARTE 1)

MODELO DE REGRESION LINEAL SIMPLE
En sistesis el método de los mínimos cuadrados es una técnica matemática para encontrar la función (según el modelo que planteemos) de mejor ajuste a una serie dada de puntos. Es importante por que con ello, podemos hacer predicciones del comportamiento del fenómeno que estemos estudiando. Sirve tanto para resortes, para las ventas de una compañía, como para describir el consumo de un componente químico dentro de una reacción, o cualquier otra cosa.
Para mayores referencias puden checarse la siguiente información sobre: Regresión lineal


NOTA: La información esta basada en el caso especifico de México.

MODELO DE REGRESION

En el presente trabajo se intentará de determinar al Tipo de Cambio Nominal en función de las Exportaciones e Importaciones Totales. Tomando en cuenta que existe más variables que influyen en el tipo de cambio nominal, pero estás no se tomaran en cuenta ya que se tratará de explicar la relación con la compra y venta de bienes y servicios del país con respecto al tipo de cambio, ya que se tiene presente que en la actualidad el comercio internacional juega un papel muy importante para el desarrollo de un país así como también la paridad del peso con respecto al dólar.

Ahora explicaremos cada uno de los conceptos:

Empezaremos con el tipo de cambio que en nuestro caso es la variable que se va a tratar de explicar.
Tipo de cambio nominal es el valor que tiene una moneda con respecto a otra. Las Exportaciones y las importaciones Totales que son las dos variables que trataremos de investigar la relación y que tanto afectan al Tipo de Cambio.

Exportaciones Totales son el total de los bienes y servicios producidos en el país que se le venden a otros países.

Importaciones Totales es el total de la producción de bienes y servicios que se les compra a otros países.

En seguida se correrán las diferentes funciones de regresión para conocer cual es la especificación correcta que nos pueda explicar la siguiente relación:

T. de Cambio Nominal(Exportaciones Totales, Importaciones Totales)


Especificando que la relación de las Exportaciones con el T de C Nominal es positiva y las Importaciones con el Tipo de Cambio es negativa es decir:

T. de C. Nominal(X. Totales, M. Totales)
(+) (-)
Se trabajara con series históricas del período de Enero de 1980 hasta Septiembre del 2001:
Tipo de cambio para solventar obligaciones en moneda extranjero

1 Tipo de cambio Pesos por dólar E.U.A.
Para solventar obligaciones denominadas en moneda extranjera
Fecha de liquidación Cotizaciones promedio
periodo: 01/1980 - 09/2001 periodicidad: Mensual
cifra: Tipo de Cambio unidad: Pesos por Dólar

FECHA 1

01/1980 0.0228
02/1980 0.0228
03/1980 0.0228
04/1980 0.0228
05/1980 0.0229
06/1980 0.0229
07/1980 0.0230
08/1980 0.0230
09/1980 0.0230
10/1980 0.0230
11/1980 0.0231
12/1980 0.0232
01/1981 0.0233
02/1981 0.0235
03/1981 0.0236
04/1981 0.0239
05/1981 0.0241
06/1981 0.0243
07/1981 0.0245
08/1981 0.0247
09/1981 0.0250
10/1981 0.0253
11/1981 0.0256
12/1981 0.0260
01/1982 0.0264
02/1982 0.0322
03/1982 0.0455
04/1982 0.0457
05/19820.0465
06/1982 0.0473
07/1982 0.0482
08/1982 0.0695
09/1982 0.0700
10/1982 0.0700
11/1982 0.0700
12/1982 0.0805
01/1983 0.0966
02/1983 0.1024
03/1983 0.1062
04/1983 0.1102
05/1983 0.1142
06/1983 0.1181
07/1983 0.1221
08/1983 0.1261
09/1983 0.1301
10/1983 0.1341
11/1983 0.1380
12/1983 0.1420
01/1984 0.1460
02/1984 0.1499
03/1984 0.1538
04/1984 0.1578
05/1984 0.1617
06/1984 0.1657
07/1984 0.1697
08/1984 0.1737
09/1984 0.1777
10/1984 0.1816
11/1984 0.1856
12/1984 0.1900
01/1985 0.1953
02/1985 0.2003
03/1985 0.2058
04/1985 0.2122
05/1985 0.2186
06/1985 0.2250
07/1985 0.2418
08/1985 0.2853
09/1985 0.2972
10/1985 0.3120
11/1985 0.3289
12/1985 0.3549
01/1986 0.3858
02/1986 0.4180
03/1986 0.4565
04/1986 0.4873
05/1986 0.5175
06/1986 0.5537
07/1986 0.5989
08/1986 0.6608
09/1986 0.7202
10/1986 0.7761
11/1986 0.8306
12/1986 0.8898
01/1987 0.9508
02/1987 1.0170
03/1987 1.0877
04/1987 1.1569
05/1987 1.2306
06/1987 1.3113
07/1987 1.3844
08/1987 1.4542
09/1987 1.5291
10/1987 1.6053
11/1987 1.6979
12/1987 2.0074
01/1988 2.2124
02/1988 2.2479
03/1988 2.2809
04/1988 2.2810
05/1988 2.2810
06/1988 2.2810
07/1988 2.2810
08/1988 2.2810
09/1988 2.2810
10/1988 2.2810
11/1988 2.2810
12/1988 2.2810
01/1989 2.2954
02/1989 2.3249
03/1989 2.3547
04/1989 2.3851
05/1989 2.4155
06/1989 2.4459
07/1989 2.4765
08/1989 2.5074
09/1989 2.5380
10/1989 2.5685
11/1989 2.5991
12/1989 2.6298
01/1990 2.6604
02/1990 2.6900
03/1990 2.7195
04/1990 2.7502
05/1990 2.7804
06/1990 2.8074
07/1990 2.8317
08/1990 2.8565
09/1990 2.8810
10/1990 2.9054
11/1990 2.9278
12/1990 2.9409
01/1991 2.9532
02/1991 2.9650
03/1991 2.9769
04/1991 2.9890
05/1991 3.0012
06/1991 3.0134
07/1991 3.0256
08/1991 3.0380
09/1991 3.0502
10/1991 3.0624
11/1991 3.0698
12/1991 3.0700
01/1992 3.0685
02/1992 3.0636
03/1992 3.0664
04/1992 3.0680
05/1992 3.0980
06/1992 3.1185
07/1992 3.1165
08/1992 3.0913
09/1992 3.0862
10/1992 3.1185
11/1992 3.1198
12/1992 3.1182
01/1993 3.1100
02/1993 3.0989
03/1993 3.1083
04/1993 3.0955
05/1993 3.1227
06/1993 3.1213
07/1993 3.1236
08/1993 3.1126
09/1993 3.1127
10/1993 3.1142
11/1993 3.1553
12/1993 3.1077
01/1994 3.1075
02/1994 3.1115
03/1994 3.2841
04/1994 3.3536
05/1994 3.3120
06/1994 3.3607
07/1994 3.4009
08/1994 3.3821
09/1994 3.3998
10/1994 3.4158
11/1994 3.4426
12/1994 3.9308
01/1995 5.5133
02/1995 5.6854
03/1995 6.7019
04/1995 6.2996
05/1995 5.9627
06/1995 6.2232
07/1995 6.1394
08/1995 6.1909
09/1995 6.3025
10/1995 6.6911
11/1995 7.6584
12/1995 7.6597
01/1996 7.5048
02/1996 7.5042
03/1996 7.5736
04/1996 7.4713
05/1996 7.4345
06/1996 7.5425
07/1996 7.6229
08/1996 7.5141
09/1996 7.5447
10/1996 7.6851
11/1996 7.9189
12/1996 7.8767
01/1997 7.8299
02/1997 7.7926
03/1997 7.9628
04/1997 7.9037
05/1997 7.9057
06/1997 7.9465
07/1997 7.8857
08/1997 7.7843
09/1997 7.7792
10/1997 7.8114
11/1997 8.2837
12/1997 8.1360
01/1998 8.1798
02/1998 8.4932
03/1998 8.5689
04/1998 8.4996
05/1998 8.5612
06/1998 8.8948
07/1998 8.9040
08/1998 9.2596
09/1998 10.2154
10/1998 10.1523
11/1998 9.9874
12/1998 9.9117
01/1999 10.1104
02/1999 10.0150
03/1999 9.7694
04/1999 9.4461
05/1999 9.3623
06/1999 9.5418
07/1999 9.3671
08/1999 9.3981
09/1999 9.3403
10/1999 9.5403
11/1999 9.4205
12/1999 9.4151
01/2000 9.4793
02/2000 9.4456
03/2000 9.2959
04/2000 9.3748
05/2000 9.5081
06/2000 9.7978
07/2000 9.4688
08/2000 9.2846
09/2000 9.3319
10/2000 9.5182
11/2000 9.5179
12/2000 9.4439
01/2001 9.7701
02/2001 9.7027
03/2001 9.6186
04/2001 9.3513
05/2001 9.1467
06/2001 9.0957
07/2001 9.1560
08/2001 9.1272
09/2001 9.3841

Resumen del comercio exterior

1 Indicadores de comercio exterior Incluye maquila
Exportaciones Totales (FOB)
periodo: 01/1980 - 09/2001 periodicidad: Mensual
cifra: Flujos unidad: Miles de Dólares
2 Indicadores de comercio exterior Incluye maquila
Importaciones Totales (FOB)
periodo: 01/1980 - 09/2001 periodicidad: Mensual
cifra: Flujos unidad: Miles de Dólares
3 Indicadores de comercio exterior Incluye maquiladora
Balanza comercial total
periodo: 01/1980 - 09/2001 periodicidad: Mensual
cifra: Flujos unidad: Miles de Dólares
FECHA 1 2 3
01/1980 1,305,809.0 1,312,615.0 -6,806.0
02/1980 1,225,593.0 1,322,245.0 -96,652.0
03/1980 1,484,719.0 1,517,456.0 -32,737.0
04/1980 1,508,534.0 1,551,969.0 -43,435.0
05/1980 1,497,408.0 1,712,810.0 -215,402.0
06/1980 1,421,184.0 1,767,986.0 -346,802.0
07/1980 1,599,649.0 1,983,517.0 -383,868.0
08/1980 1,500,688.0 1,810,108.0 -309,420.0
09/1980 1,568,880.0 1,896,972.0 -328,092.0
10/1980 1,721,893.0 2,113,042.0 -391,149.0
11/1980 1,514,930.0 1,905,016.0 -390,086.0
12/1980 1,681,752.0 2,195,624.0 -513,872.0
01/1981 2,010,007.0 2,109,006.0 -98,999.0
02/1981 1,722,808.0 1,988,635.0 -265,827.0
03/1981 2,457,879.0 2,503,180.0 -45,301.0
04/1981 2,279,140.0 2,200,023.0 79,117.0
05/1981 2,116,406.0 2,305,629.0 -189,223.0
06/1981 1,793,629.0 2,487,692.0 -694,063.0
07/1981 1,260,163.0 2,440,735.0 -1,180,572.0
08/1981 1,740,593.0 2,127,184.0 -386,591.0
09/1981 2,030,497.0 2,049,856.0 -19,359.0
10/1981 1,932,085.0 2,589,908.0 -657,823.0
11/1981 2,133,863.0 2,148,217.0 -14,354.0
12/1981 1,830,269.0 2,234,164.0 -403,895.0
01/1982 1,756,368.0 1,872,445.0 -116,077.0
02/1982 1,684,707.0 1,865,994.0 -181,287.0
03/1982 1,720,472.0 2,044,697.0 -324,225.0
04/1982 1,693,371.0 1,725,733.0 -32,362.0
05/1982 2,015,536.0 1,438,858.0 576,678.0
06/1982 2,164,145.0 1,634,731.0 529,414.0
07/1982 2,188,063.0 1,504,498.0 683,565.0
08/1982 2,030,416.0 1,226,147.0 804,269.0
09/1982 2,111,189.0 1,010,761.0 1,100,428.0
10/1982 2,200,042.0 1,048,133.0 1,151,909.0
11/1982 2,338,161.0 811,118.0 1,527,043.0
12/1982 2,152,740.0 827,516.0 1,325,224.0
01/1983 2,141,002.0 647,018.0 1,493,984.0
02/1983 1,726,274.0 728,519.0 997,755.0
03/1983 2,046,558.0 972,277.0 1,074,281.0
04/1983 2,070,197.0 919,315.0 1,150,882.0
05/1983 2,195,927.0 1,062,478.0 1,133,449.0
06/1983 2,177,732.0 1,145,568.0 1,032,164.0
07/1983 2,065,080.0 1,075,818.0 989,262.0
08/1983 2,237,318.0 1,142,638.0 1,094,680.0
09/1983 2,223,000.0 1,035,666.0 1,187,334.0
10/1983 2,356,920.0 1,100,125.0 1,256,795.0
11/1983 2,461,261.0 1,002,829.0 1,458,432.0
12/1983 2,251,869.0 1,016,030.0 1,235,839.0
01/1984 2,555,580.0 978,773.0 1,576,807.0
02/1984 2,412,768.0 1,255,395.0 1,157,373.0
03/1984 2,621,676.0 1,252,954.0 1,368,722.0
04/1984 2,434,200.0 1,163,779.0 1,270,421.0
05/1984 2,456,264.0 1,279,034.0 1,177,230.0
06/1984 2,410,048.0 1,349,954.0 1,060,094.0
07/1984 2,462,175.0 1,497,125.0 965,050.0
08/1984 2,403,575.0 1,500,862.0 902,713.0
09/1984 2,272,479.0 1,329,815.0 942,664.0
10/1984 2,500,908.0 1,487,369.0 1,013,539.0
11/1984 2,349,473.0 1,380,215.0 969,258.0
12/1984 2,221,205.0 1,440,923.0 780,282.0
01/1985 2,211,610.0 1,599,184.0 612,426.0
02/1985 2,228,905.0 1,392,476.0 836,429.0
03/1985 2,489,117.0 1,514,193.0 974,924.0
04/1985 2,336,073.0 1,541,836.0 794,237.0
05/1985 2,213,023.0 1,631,282.0 581,741.0
06/1985 1,677,108.0 1,522,978.0 154,130.0
07/1985 2,210,328.0 1,573,730.0 636,598.0
08/1985 2,311,251.0 1,612,155.0 699,103.0
09/1985 2,135,364.0 1,412,505.0 722,859.0
10/1985 2,208,293.0 1,566,004.0 642,289.0
11/1985 2,411,946.0 1,495,899.0 916,047.0
12/1985 2,324,275.0 1,496,855.0 827,420.0
01/1986 1,973,723.0 1,478,861.0 494,862.0
02/1986 1,748,619.0 1,412,569.0 336,050.0
03/1986 1,661,651.0 1,326,094.0 335,557.0
04/1986 1,807,525.0 1,590,328.0 217,197.0
05/1986 1,822,164.0 1,511,213.0 310,951.0
06/1986 1,692,629.0 1,418,791.0 273,838.0
07/1986 1,623,726.0 1,473,641.0 150,085.0
08/1986 1,682,971.0 1,308,566.0 374,405.0
09/1986 1,786,369.0 1,237,566.0 548,803.0
10/1986 1,951,270.0 1,388,100.0 563,170.0
11/1986 1,903,259.0 1,222,677.0 680,582.0
12/1986 2,149,690.0 1,415,487.0 734,203.0
01/1987 2,084,482.0 1,307,529.0 776,953.0
02/1987 2,002,636.0 1,293,163.0 709,473.0
03/1987 2,336,071.0 1,552,406.0 783,665.0
04/1987 2,229,246.0 1,466,145.0 763,101.0
05/1987 2,347,533.0 1,470,420.0 877,113.0
06/1987 2,440,303.0 1,551,666.0 888,637.0
07/1987 2,379,767.0 1,683,279.0 696,488.0
08/1987 2,250,382.0 1,686,322.0 564,060.0
09/1987 2,386,599.0 1,686,436.0 700,163.0
10/1987 2,489,772.0 1,790,549.0 699,223.0
11/1987 2,335,878.0 1,666,688.0 669,190.0
12/1987 2,316,846.0 1,657,823.0 659,023.0
01/1988 2,292,306.0 1,688,243.0 604,063.0
02/1988 2,467,341.0 1,859,497.0 607,844.0
03/1988 2,663,706.0 2,196,670.0 467,036.0
04/1988 2,557,191.0 2,083,191.0 474,000.0
05/1988 2,699,596.0 2,299,590.0 400,006.0
06/1988 2,665,788.0 2,392,315.0 273,473.0
07/1988 2,347,621.0 2,342,609.0 5,012.0
08/1988 2,787,161.0 2,720,957.0 66,204.0
09/1988 2,416,725.0 2,560,319.0 -143,594.0
10/1988 2,523,925.0 2,624,206.0 -100,281.0
11/1988 2,707,138.0 2,772,572.0 -65,434.0
12/1988 2,563,000.0 2,541,800.0 21,200.0
01/1989 2,676,527.0 2,554,852.0 121,675.0
02/1989 2,725,169.0 2,638,663.0 86,506.0
03/1989 3,008,257.0 2,810,883.0 197,374.0
04/1989 2,963,272.0 2,927,042.0 36,230.0
05/1989 3,069,549.0 2,978,761.0 90,786.0
06/1989 3,162,588.0 3,089,194.0 73,393.0
07/1989 2,809,042.0 2,672,580.0 136,461.0
08/1989 3,003,000.0 2,932,268.0 70,730.0
09/1989 2,820,092.0 2,962,894.0 -142,802.0
10/1989 3,063,994.0 3,206,914.0 -142,921.0
11/1989 2,983,281.0 3,115,844.0 -132,561.0
12/1989 2,886,275.0 2,876,097.0 10,179.0
01/1990 3,170,811.0 2,947,255.0 223,556.0
02/1990 3,066,546.0 2,783,572.0 282,974.0
03/1990 3,236,210.0 3,200,909.0 35,301.0
04/1990 2,870,236.0 2,975,709.0 -105,473.0
05/1990 3,090,356.0 3,458,666.0 -368,310.0
06/1990 3,043,529.0 3,458,706.0 -415,177.0
07/1990 3,107,329.0 3,578,471.0 -471,142.0
08/1990 3,637,587.0 3,770,780.0 -133,193.0
09/1990 3,849,312.0 3,574,595.0 274,717.0
10/1990 4,254,213.0 4,284,154.0 -29,941.0
11/1990 3,919,107.0 3,814,191.0 104,916.0
12/1990 3,465,700.0 3,746,252.0 -280,552.0
01/1991 3,256,379.0 3,663,408.0 -407,029.0
02/1991 3,133,354.0 3,557,444.0 -424,090.0
03/1991 3,386,678.0 3,517,526.0 -130,848.0
04/1991 3,713,110.0 4,207,025.0 -493,915.0
05/1991 3,680,416.0 4,186,364.0 -505,948.0
06/1991 3,477,767.0 3,996,218.0 -518,451.0
07/1991 3,648,653.0 4,439,000.0 -790,347.0
08/1991 3,497,120.0 4,218,664.0 -721,544.0
09/1991 3,576,016.0 4,195,825.0 -619,809.0
10/1991 4,055,973.0 4,764,087.0 -708,114.0
11/1991 3,705,890.0 4,668,998.0 -963,108.0
12/1991 3,556,164.0 4,552,001.0 -995,837.0
01/1992 3,169,735.0 4,261,307.0 -1,091,572.0
02/1992 3,358,682.0 4,469,103.0 -1,110,421.0
03/1992 4,043,384.0 5,217,605.0 -1,174,221.0
04/1992 3,701,545.0 4,945,608.0 -1,244,063.0
05/1992 3,756,704.0 5,070,167.0 -1,313,463.0
06/1992 4,118,518.0 5,546,097.0 -1,427,579.0
07/1992 3,857,904.0 5,478,773.0 -1,620,869.0
08/1992 3,858,392.0 4,992,936.0 -1,134,544.0
09/1992 4,003,727.0 5,331,744.0 -1,328,017.0
10/1992 4,315,999.0 5,767,350.0 -1,451,351.0
11/1992 3,914,296.0 5,365,409.0 -1,451,113.0
12/1992 4,096,737.0 5,683,251.0 -1,586,514.0
01/1993 3,491,025.0 4,615,875.0 -1,124,850.0
02/1993 3,824,112.0 5,052,105.0 -1,227,993.0
03/1993 4,454,155.0 5,716,663.0 -1,262,508.0
04/1993 4,131,085.0 5,189,932.0 -1,058,847.0
05/1993 4,125,458.0 5,200,380.0 -1,074,922.0
06/1993 4,790,000.0 5,929,171.0 -1,139,171.0
07/1993 4,151,908.0 5,537,398.0 -1,385,490.0
08/1993 4,219,403.0 5,286,125.0 -1,066,722.0
09/1993 4,446,892.0 5,502,726.0 -1,055,834.0
10/1993 4,923,707.0 5,705,325.0 -781,618.0
11/1993 4,649,173.0 5,732,150.0 -1,082,977.0
12/1993 4,679,047.0 5,898,692.0 -1,219,645.0
01/1994 4,089,066.0 5,552,008.0 -1,462,942.0
02/1994 4,531,313.0 6,035,607.0 -1,504,294.0
03/1994 5,155,542.0 6,485,486.0 -1,329,944.0
04/1994 4,655,092.0 6,074,339.0 -1,419,247.0
05/1994 5,096,663.0 6,607,078.0 -1,510,415.0
06/1994 5,315,987.0 6,936,622.0 -1,620,635.0
07/1994 4,757,605.0 6,302,575.0 -1,544,970.0
08/1994 5,271,441.0 6,988,692.0 -1,717,251.0
09/1994 5,035,119.0 6,567,235.0 -1,532,116.0
10/1994 5,555,648.0 7,190,078.0 -1,634,430.0
11/1994 6,108,352.0 7,607,415.0 -1,499,063.0
12/1994 5,310,390.0 6,998,766.0 -1,688,376.0
01/1995 5,932,391.0 6,240,110.0 -307,719.0
02/1995 6,066,195.0 5,595,888.0 470,307.0
03/1995 6,788,153.0 6,353,999.0 434,154.0
04/1995 5,864,530.0 4,968,974.0 895,556.0
05/1995 7,027,839.0 6,036,843.0 990,996.0
06/1995 6,739,092.0 6,026,798.0 712,294.0
07/1995 6,048,581.0 5,388,871.0 659,710.0
08/1995 7,099,163.0 6,407,248.0 691,915.0
09/1995 6,939,424.0 6,076,490.0 862,934.0
10/1995 7,346,392.0 6,628,123.0 718,269.0
11/1995 6,909,189.0 6,438,240.0 470,949.0
12/1995 6,780,603.0 6,291,483.0 489,120.0
01/1996 7,142,793.0 6,475,296.0 667,497.0
02/1996 7,112,467.0 6,622,049.0 490,418.0
03/1996 7,615,115.0 6,838,711.0 776,404.0
04/1996 7,915,541.0 7,077,136.0 838,405.0
05/1996 8,075,419.0 7,482,771.0 592,648.0
06/1996 7,615,925.0 6,849,642.0 766,283.0
07/1996 8,003,288.0 7,617,599.0 385,689.0
08/1996 7,857,671.0 7,526,405.0 331,266.0
09/1996 8,386,128.0 7,691,151.0 694,977.0
10/1996 9,299,114.0 9,031,277.0 267,837.0
11/1996 8,467,324.0 8,258,270.0 209,054.0
12/1996 8,508,951.0 7,998,462.0 510,489.0
01/1997 8,181,997.0 7,664,836.0 517,161.0
02/1997 8,068,267.0 7,685,711.0 382,556.0
03/1997 8,848,256.0 8,178,484.0 669,772.0
04/1997 9,220,515.0 9,096,107.0 124,408.0
05/1997 8,835,724.0 8,591,113.0 244,611.0
06/1997 9,384,161.0 9,112,309.0 271,852.0
07/1997 9,360,999.0 9,422,320.0 -61,321.0
08/1997 8,950,145.0 9,074,428.0 -124,283.0
09/1997 9,865,034.0 9,988,206.0 -123,172.0
10/1997 10,289,044.0 10,447,603.0 -158,559.0
11/1997 9,559,200.0 9,945,331.0 -386,131.0
12/1997 9,868,041.0 10,601,345.0 -733,304.0
01/1998 8,547,675.0 9,217,785.0 -670,110.0
02/1998 8,908,949.0 9,495,419.0 -586,470.0
03/1998 10,684,032.0 11,160,957.0 -476,925.0
04/1998 9,758,394.0 10,049,726.0 -291,332.0
05/1998 9,772,382.0 10,089,793.0 -317,411.0
06/1998 10,306,289.0 10,883,180.0 -576,891.0
07/1998 9,126,236.0 10,049,145.0 -922,909.0
08/1998 9,236,825.0 10,042,111.0 -805,286.0
09/1998 10,223,649.0 10,934,091.0 -710,442.0
10/1998 10,324,803.0 11,100,204.0 -775,401.0
11/1998 10,221,438.0 11,170,542.0 -949,104.0
12/1998 10,348,885.0 11,180,106.0 -831,221.0
01/1999 8,645,440.0 9,211,327.0 -565,887.0
02/1999 9,613,238.0 9,936,382.0 -323,144.0
03/1999 11,663,676.0 11,999,229.0 -335,553.0
04/1999 10,533,425.0 10,946,202.0 -412,777.0
05/1999 11,068,968.0 11,320,314.0 -251,346.0
06/1999 12,038,706.0 12,351,124.0 -312,418.0
07/1999 11,050,323.0 11,280,907.0 -230,584.0
08/1999 12,285,004.0 12,718,158.0 -433,154.0
09/1999 11,957,672.0 12,255,914.0 -298,242.0
10/1999 12,329,164.0 12,926,015.0 -596,851.0
11/1999 13,038,567.0 13,849,597.0 -811,030.0
12/1999 12,166,916.0 13,179,591.0 -1,012,675.0
01/2000 11,285,808.0 11,858,654.0 -572,846.0
02/2000 13,238,695.0 13,439,078.0 -200,383.0
03/2000 13,547,833.0 13,921,239.0 -373,406.0
04/2000 12,390,072.0 12,717,853.0 -327,781.0
05/2000 14,706,995.0 15,192,828.0 -485,833.0
06/2000 14,012,655.0 14,567,341.0 -554,686.0
07/2000 13,555,685.0 13,993,003.0 -437,318.0
08/2000 15,328,762.0 16,102,790.0 -774,028.0
09/2000 14,143,284.0 14,781,588.0 -638,304.0
10/2000 15,971,593.0 16,841,322.0 -869,729.0
11/2000 14,664,449.0 15,966,401.0 -1,301,952.0
12/2000 13,608,987.0 15,075,714.0 -1,466,727.0
01/2001 12,855,490.0 13,799,521.0 -944,031.0
02/2001 12,557,186.0 13,130,129.0 -572,943.0
03/2001 14,229,407.0 14,932,926.0 -703,519.0
04/2001 13,280,198.0 14,112,739.0 -832,541.0
05/2001 14,065,808.0 14,660,233.0 -594,425.0
06/2001 13,378,896.0 13,749,351.0 -370,455.0
07/2001 12,965,123.0 13,503,012.0 -537,889.0
08/2001 13,495,797.0 14,163,425.0 -667,628.0
09/2001 12,679,118.0 13,156,230.0 -477,112.0


Se comenzara analizando estas serias mediante las siguientes regresiones para obtener la función optima.

Segunda parte del Modelo de regresión

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miércoles, 18 de noviembre de 2015

MODELO DE REGRESION (PARTE 1)

MODELO DE REGRESION LINEAL SIMPLE
En sistesis el método de los mínimos cuadrados es una técnica matemática para encontrar la función (según el modelo que planteemos) de mejor ajuste a una serie dada de puntos. Es importante por que con ello, podemos hacer predicciones del comportamiento del fenómeno que estemos estudiando. Sirve tanto para resortes, para las ventas de una compañía, como para describir el consumo de un componente químico dentro de una reacción, o cualquier otra cosa.
Para mayores referencias puden checarse la siguiente información sobre: Regresión lineal


NOTA: La información esta basada en el caso especifico de México.

MODELO DE REGRESION

En el presente trabajo se intentará de determinar al Tipo de Cambio Nominal en función de las Exportaciones e Importaciones Totales. Tomando en cuenta que existe más variables que influyen en el tipo de cambio nominal, pero estás no se tomaran en cuenta ya que se tratará de explicar la relación con la compra y venta de bienes y servicios del país con respecto al tipo de cambio, ya que se tiene presente que en la actualidad el comercio internacional juega un papel muy importante para el desarrollo de un país así como también la paridad del peso con respecto al dólar.

Ahora explicaremos cada uno de los conceptos:

Empezaremos con el tipo de cambio que en nuestro caso es la variable que se va a tratar de explicar.
Tipo de cambio nominal es el valor que tiene una moneda con respecto a otra. Las Exportaciones y las importaciones Totales que son las dos variables que trataremos de investigar la relación y que tanto afectan al Tipo de Cambio.

Exportaciones Totales son el total de los bienes y servicios producidos en el país que se le venden a otros países.

Importaciones Totales es el total de la producción de bienes y servicios que se les compra a otros países.

En seguida se correrán las diferentes funciones de regresión para conocer cual es la especificación correcta que nos pueda explicar la siguiente relación:

T. de Cambio Nominal(Exportaciones Totales, Importaciones Totales)


Especificando que la relación de las Exportaciones con el T de C Nominal es positiva y las Importaciones con el Tipo de Cambio es negativa es decir:

T. de C. Nominal(X. Totales, M. Totales)
(+) (-)
Se trabajara con series históricas del período de Enero de 1980 hasta Septiembre del 2001:
Tipo de cambio para solventar obligaciones en moneda extranjero

1 Tipo de cambio Pesos por dólar E.U.A.
Para solventar obligaciones denominadas en moneda extranjera
Fecha de liquidación Cotizaciones promedio
periodo: 01/1980 - 09/2001 periodicidad: Mensual
cifra: Tipo de Cambio unidad: Pesos por Dólar

FECHA 1

01/1980 0.0228
02/1980 0.0228
03/1980 0.0228
04/1980 0.0228
05/1980 0.0229
06/1980 0.0229
07/1980 0.0230
08/1980 0.0230
09/1980 0.0230
10/1980 0.0230
11/1980 0.0231
12/1980 0.0232
01/1981 0.0233
02/1981 0.0235
03/1981 0.0236
04/1981 0.0239
05/1981 0.0241
06/1981 0.0243
07/1981 0.0245
08/1981 0.0247
09/1981 0.0250
10/1981 0.0253
11/1981 0.0256
12/1981 0.0260
01/1982 0.0264
02/1982 0.0322
03/1982 0.0455
04/1982 0.0457
05/19820.0465
06/1982 0.0473
07/1982 0.0482
08/1982 0.0695
09/1982 0.0700
10/1982 0.0700
11/1982 0.0700
12/1982 0.0805
01/1983 0.0966
02/1983 0.1024
03/1983 0.1062
04/1983 0.1102
05/1983 0.1142
06/1983 0.1181
07/1983 0.1221
08/1983 0.1261
09/1983 0.1301
10/1983 0.1341
11/1983 0.1380
12/1983 0.1420
01/1984 0.1460
02/1984 0.1499
03/1984 0.1538
04/1984 0.1578
05/1984 0.1617
06/1984 0.1657
07/1984 0.1697
08/1984 0.1737
09/1984 0.1777
10/1984 0.1816
11/1984 0.1856
12/1984 0.1900
01/1985 0.1953
02/1985 0.2003
03/1985 0.2058
04/1985 0.2122
05/1985 0.2186
06/1985 0.2250
07/1985 0.2418
08/1985 0.2853
09/1985 0.2972
10/1985 0.3120
11/1985 0.3289
12/1985 0.3549
01/1986 0.3858
02/1986 0.4180
03/1986 0.4565
04/1986 0.4873
05/1986 0.5175
06/1986 0.5537
07/1986 0.5989
08/1986 0.6608
09/1986 0.7202
10/1986 0.7761
11/1986 0.8306
12/1986 0.8898
01/1987 0.9508
02/1987 1.0170
03/1987 1.0877
04/1987 1.1569
05/1987 1.2306
06/1987 1.3113
07/1987 1.3844
08/1987 1.4542
09/1987 1.5291
10/1987 1.6053
11/1987 1.6979
12/1987 2.0074
01/1988 2.2124
02/1988 2.2479
03/1988 2.2809
04/1988 2.2810
05/1988 2.2810
06/1988 2.2810
07/1988 2.2810
08/1988 2.2810
09/1988 2.2810
10/1988 2.2810
11/1988 2.2810
12/1988 2.2810
01/1989 2.2954
02/1989 2.3249
03/1989 2.3547
04/1989 2.3851
05/1989 2.4155
06/1989 2.4459
07/1989 2.4765
08/1989 2.5074
09/1989 2.5380
10/1989 2.5685
11/1989 2.5991
12/1989 2.6298
01/1990 2.6604
02/1990 2.6900
03/1990 2.7195
04/1990 2.7502
05/1990 2.7804
06/1990 2.8074
07/1990 2.8317
08/1990 2.8565
09/1990 2.8810
10/1990 2.9054
11/1990 2.9278
12/1990 2.9409
01/1991 2.9532
02/1991 2.9650
03/1991 2.9769
04/1991 2.9890
05/1991 3.0012
06/1991 3.0134
07/1991 3.0256
08/1991 3.0380
09/1991 3.0502
10/1991 3.0624
11/1991 3.0698
12/1991 3.0700
01/1992 3.0685
02/1992 3.0636
03/1992 3.0664
04/1992 3.0680
05/1992 3.0980
06/1992 3.1185
07/1992 3.1165
08/1992 3.0913
09/1992 3.0862
10/1992 3.1185
11/1992 3.1198
12/1992 3.1182
01/1993 3.1100
02/1993 3.0989
03/1993 3.1083
04/1993 3.0955
05/1993 3.1227
06/1993 3.1213
07/1993 3.1236
08/1993 3.1126
09/1993 3.1127
10/1993 3.1142
11/1993 3.1553
12/1993 3.1077
01/1994 3.1075
02/1994 3.1115
03/1994 3.2841
04/1994 3.3536
05/1994 3.3120
06/1994 3.3607
07/1994 3.4009
08/1994 3.3821
09/1994 3.3998
10/1994 3.4158
11/1994 3.4426
12/1994 3.9308
01/1995 5.5133
02/1995 5.6854
03/1995 6.7019
04/1995 6.2996
05/1995 5.9627
06/1995 6.2232
07/1995 6.1394
08/1995 6.1909
09/1995 6.3025
10/1995 6.6911
11/1995 7.6584
12/1995 7.6597
01/1996 7.5048
02/1996 7.5042
03/1996 7.5736
04/1996 7.4713
05/1996 7.4345
06/1996 7.5425
07/1996 7.6229
08/1996 7.5141
09/1996 7.5447
10/1996 7.6851
11/1996 7.9189
12/1996 7.8767
01/1997 7.8299
02/1997 7.7926
03/1997 7.9628
04/1997 7.9037
05/1997 7.9057
06/1997 7.9465
07/1997 7.8857
08/1997 7.7843
09/1997 7.7792
10/1997 7.8114
11/1997 8.2837
12/1997 8.1360
01/1998 8.1798
02/1998 8.4932
03/1998 8.5689
04/1998 8.4996
05/1998 8.5612
06/1998 8.8948
07/1998 8.9040
08/1998 9.2596
09/1998 10.2154
10/1998 10.1523
11/1998 9.9874
12/1998 9.9117
01/1999 10.1104
02/1999 10.0150
03/1999 9.7694
04/1999 9.4461
05/1999 9.3623
06/1999 9.5418
07/1999 9.3671
08/1999 9.3981
09/1999 9.3403
10/1999 9.5403
11/1999 9.4205
12/1999 9.4151
01/2000 9.4793
02/2000 9.4456
03/2000 9.2959
04/2000 9.3748
05/2000 9.5081
06/2000 9.7978
07/2000 9.4688
08/2000 9.2846
09/2000 9.3319
10/2000 9.5182
11/2000 9.5179
12/2000 9.4439
01/2001 9.7701
02/2001 9.7027
03/2001 9.6186
04/2001 9.3513
05/2001 9.1467
06/2001 9.0957
07/2001 9.1560
08/2001 9.1272
09/2001 9.3841

Resumen del comercio exterior

1 Indicadores de comercio exterior Incluye maquila
Exportaciones Totales (FOB)
periodo: 01/1980 - 09/2001 periodicidad: Mensual
cifra: Flujos unidad: Miles de Dólares
2 Indicadores de comercio exterior Incluye maquila
Importaciones Totales (FOB)
periodo: 01/1980 - 09/2001 periodicidad: Mensual
cifra: Flujos unidad: Miles de Dólares
3 Indicadores de comercio exterior Incluye maquiladora
Balanza comercial total
periodo: 01/1980 - 09/2001 periodicidad: Mensual
cifra: Flujos unidad: Miles de Dólares
FECHA 1 2 3
01/1980 1,305,809.0 1,312,615.0 -6,806.0
02/1980 1,225,593.0 1,322,245.0 -96,652.0
03/1980 1,484,719.0 1,517,456.0 -32,737.0
04/1980 1,508,534.0 1,551,969.0 -43,435.0
05/1980 1,497,408.0 1,712,810.0 -215,402.0
06/1980 1,421,184.0 1,767,986.0 -346,802.0
07/1980 1,599,649.0 1,983,517.0 -383,868.0
08/1980 1,500,688.0 1,810,108.0 -309,420.0
09/1980 1,568,880.0 1,896,972.0 -328,092.0
10/1980 1,721,893.0 2,113,042.0 -391,149.0
11/1980 1,514,930.0 1,905,016.0 -390,086.0
12/1980 1,681,752.0 2,195,624.0 -513,872.0
01/1981 2,010,007.0 2,109,006.0 -98,999.0
02/1981 1,722,808.0 1,988,635.0 -265,827.0
03/1981 2,457,879.0 2,503,180.0 -45,301.0
04/1981 2,279,140.0 2,200,023.0 79,117.0
05/1981 2,116,406.0 2,305,629.0 -189,223.0
06/1981 1,793,629.0 2,487,692.0 -694,063.0
07/1981 1,260,163.0 2,440,735.0 -1,180,572.0
08/1981 1,740,593.0 2,127,184.0 -386,591.0
09/1981 2,030,497.0 2,049,856.0 -19,359.0
10/1981 1,932,085.0 2,589,908.0 -657,823.0
11/1981 2,133,863.0 2,148,217.0 -14,354.0
12/1981 1,830,269.0 2,234,164.0 -403,895.0
01/1982 1,756,368.0 1,872,445.0 -116,077.0
02/1982 1,684,707.0 1,865,994.0 -181,287.0
03/1982 1,720,472.0 2,044,697.0 -324,225.0
04/1982 1,693,371.0 1,725,733.0 -32,362.0
05/1982 2,015,536.0 1,438,858.0 576,678.0
06/1982 2,164,145.0 1,634,731.0 529,414.0
07/1982 2,188,063.0 1,504,498.0 683,565.0
08/1982 2,030,416.0 1,226,147.0 804,269.0
09/1982 2,111,189.0 1,010,761.0 1,100,428.0
10/1982 2,200,042.0 1,048,133.0 1,151,909.0
11/1982 2,338,161.0 811,118.0 1,527,043.0
12/1982 2,152,740.0 827,516.0 1,325,224.0
01/1983 2,141,002.0 647,018.0 1,493,984.0
02/1983 1,726,274.0 728,519.0 997,755.0
03/1983 2,046,558.0 972,277.0 1,074,281.0
04/1983 2,070,197.0 919,315.0 1,150,882.0
05/1983 2,195,927.0 1,062,478.0 1,133,449.0
06/1983 2,177,732.0 1,145,568.0 1,032,164.0
07/1983 2,065,080.0 1,075,818.0 989,262.0
08/1983 2,237,318.0 1,142,638.0 1,094,680.0
09/1983 2,223,000.0 1,035,666.0 1,187,334.0
10/1983 2,356,920.0 1,100,125.0 1,256,795.0
11/1983 2,461,261.0 1,002,829.0 1,458,432.0
12/1983 2,251,869.0 1,016,030.0 1,235,839.0
01/1984 2,555,580.0 978,773.0 1,576,807.0
02/1984 2,412,768.0 1,255,395.0 1,157,373.0
03/1984 2,621,676.0 1,252,954.0 1,368,722.0
04/1984 2,434,200.0 1,163,779.0 1,270,421.0
05/1984 2,456,264.0 1,279,034.0 1,177,230.0
06/1984 2,410,048.0 1,349,954.0 1,060,094.0
07/1984 2,462,175.0 1,497,125.0 965,050.0
08/1984 2,403,575.0 1,500,862.0 902,713.0
09/1984 2,272,479.0 1,329,815.0 942,664.0
10/1984 2,500,908.0 1,487,369.0 1,013,539.0
11/1984 2,349,473.0 1,380,215.0 969,258.0
12/1984 2,221,205.0 1,440,923.0 780,282.0
01/1985 2,211,610.0 1,599,184.0 612,426.0
02/1985 2,228,905.0 1,392,476.0 836,429.0
03/1985 2,489,117.0 1,514,193.0 974,924.0
04/1985 2,336,073.0 1,541,836.0 794,237.0
05/1985 2,213,023.0 1,631,282.0 581,741.0
06/1985 1,677,108.0 1,522,978.0 154,130.0
07/1985 2,210,328.0 1,573,730.0 636,598.0
08/1985 2,311,251.0 1,612,155.0 699,103.0
09/1985 2,135,364.0 1,412,505.0 722,859.0
10/1985 2,208,293.0 1,566,004.0 642,289.0
11/1985 2,411,946.0 1,495,899.0 916,047.0
12/1985 2,324,275.0 1,496,855.0 827,420.0
01/1986 1,973,723.0 1,478,861.0 494,862.0
02/1986 1,748,619.0 1,412,569.0 336,050.0
03/1986 1,661,651.0 1,326,094.0 335,557.0
04/1986 1,807,525.0 1,590,328.0 217,197.0
05/1986 1,822,164.0 1,511,213.0 310,951.0
06/1986 1,692,629.0 1,418,791.0 273,838.0
07/1986 1,623,726.0 1,473,641.0 150,085.0
08/1986 1,682,971.0 1,308,566.0 374,405.0
09/1986 1,786,369.0 1,237,566.0 548,803.0
10/1986 1,951,270.0 1,388,100.0 563,170.0
11/1986 1,903,259.0 1,222,677.0 680,582.0
12/1986 2,149,690.0 1,415,487.0 734,203.0
01/1987 2,084,482.0 1,307,529.0 776,953.0
02/1987 2,002,636.0 1,293,163.0 709,473.0
03/1987 2,336,071.0 1,552,406.0 783,665.0
04/1987 2,229,246.0 1,466,145.0 763,101.0
05/1987 2,347,533.0 1,470,420.0 877,113.0
06/1987 2,440,303.0 1,551,666.0 888,637.0
07/1987 2,379,767.0 1,683,279.0 696,488.0
08/1987 2,250,382.0 1,686,322.0 564,060.0
09/1987 2,386,599.0 1,686,436.0 700,163.0
10/1987 2,489,772.0 1,790,549.0 699,223.0
11/1987 2,335,878.0 1,666,688.0 669,190.0
12/1987 2,316,846.0 1,657,823.0 659,023.0
01/1988 2,292,306.0 1,688,243.0 604,063.0
02/1988 2,467,341.0 1,859,497.0 607,844.0
03/1988 2,663,706.0 2,196,670.0 467,036.0
04/1988 2,557,191.0 2,083,191.0 474,000.0
05/1988 2,699,596.0 2,299,590.0 400,006.0
06/1988 2,665,788.0 2,392,315.0 273,473.0
07/1988 2,347,621.0 2,342,609.0 5,012.0
08/1988 2,787,161.0 2,720,957.0 66,204.0
09/1988 2,416,725.0 2,560,319.0 -143,594.0
10/1988 2,523,925.0 2,624,206.0 -100,281.0
11/1988 2,707,138.0 2,772,572.0 -65,434.0
12/1988 2,563,000.0 2,541,800.0 21,200.0
01/1989 2,676,527.0 2,554,852.0 121,675.0
02/1989 2,725,169.0 2,638,663.0 86,506.0
03/1989 3,008,257.0 2,810,883.0 197,374.0
04/1989 2,963,272.0 2,927,042.0 36,230.0
05/1989 3,069,549.0 2,978,761.0 90,786.0
06/1989 3,162,588.0 3,089,194.0 73,393.0
07/1989 2,809,042.0 2,672,580.0 136,461.0
08/1989 3,003,000.0 2,932,268.0 70,730.0
09/1989 2,820,092.0 2,962,894.0 -142,802.0
10/1989 3,063,994.0 3,206,914.0 -142,921.0
11/1989 2,983,281.0 3,115,844.0 -132,561.0
12/1989 2,886,275.0 2,876,097.0 10,179.0
01/1990 3,170,811.0 2,947,255.0 223,556.0
02/1990 3,066,546.0 2,783,572.0 282,974.0
03/1990 3,236,210.0 3,200,909.0 35,301.0
04/1990 2,870,236.0 2,975,709.0 -105,473.0
05/1990 3,090,356.0 3,458,666.0 -368,310.0
06/1990 3,043,529.0 3,458,706.0 -415,177.0
07/1990 3,107,329.0 3,578,471.0 -471,142.0
08/1990 3,637,587.0 3,770,780.0 -133,193.0
09/1990 3,849,312.0 3,574,595.0 274,717.0
10/1990 4,254,213.0 4,284,154.0 -29,941.0
11/1990 3,919,107.0 3,814,191.0 104,916.0
12/1990 3,465,700.0 3,746,252.0 -280,552.0
01/1991 3,256,379.0 3,663,408.0 -407,029.0
02/1991 3,133,354.0 3,557,444.0 -424,090.0
03/1991 3,386,678.0 3,517,526.0 -130,848.0
04/1991 3,713,110.0 4,207,025.0 -493,915.0
05/1991 3,680,416.0 4,186,364.0 -505,948.0
06/1991 3,477,767.0 3,996,218.0 -518,451.0
07/1991 3,648,653.0 4,439,000.0 -790,347.0
08/1991 3,497,120.0 4,218,664.0 -721,544.0
09/1991 3,576,016.0 4,195,825.0 -619,809.0
10/1991 4,055,973.0 4,764,087.0 -708,114.0
11/1991 3,705,890.0 4,668,998.0 -963,108.0
12/1991 3,556,164.0 4,552,001.0 -995,837.0
01/1992 3,169,735.0 4,261,307.0 -1,091,572.0
02/1992 3,358,682.0 4,469,103.0 -1,110,421.0
03/1992 4,043,384.0 5,217,605.0 -1,174,221.0
04/1992 3,701,545.0 4,945,608.0 -1,244,063.0
05/1992 3,756,704.0 5,070,167.0 -1,313,463.0
06/1992 4,118,518.0 5,546,097.0 -1,427,579.0
07/1992 3,857,904.0 5,478,773.0 -1,620,869.0
08/1992 3,858,392.0 4,992,936.0 -1,134,544.0
09/1992 4,003,727.0 5,331,744.0 -1,328,017.0
10/1992 4,315,999.0 5,767,350.0 -1,451,351.0
11/1992 3,914,296.0 5,365,409.0 -1,451,113.0
12/1992 4,096,737.0 5,683,251.0 -1,586,514.0
01/1993 3,491,025.0 4,615,875.0 -1,124,850.0
02/1993 3,824,112.0 5,052,105.0 -1,227,993.0
03/1993 4,454,155.0 5,716,663.0 -1,262,508.0
04/1993 4,131,085.0 5,189,932.0 -1,058,847.0
05/1993 4,125,458.0 5,200,380.0 -1,074,922.0
06/1993 4,790,000.0 5,929,171.0 -1,139,171.0
07/1993 4,151,908.0 5,537,398.0 -1,385,490.0
08/1993 4,219,403.0 5,286,125.0 -1,066,722.0
09/1993 4,446,892.0 5,502,726.0 -1,055,834.0
10/1993 4,923,707.0 5,705,325.0 -781,618.0
11/1993 4,649,173.0 5,732,150.0 -1,082,977.0
12/1993 4,679,047.0 5,898,692.0 -1,219,645.0
01/1994 4,089,066.0 5,552,008.0 -1,462,942.0
02/1994 4,531,313.0 6,035,607.0 -1,504,294.0
03/1994 5,155,542.0 6,485,486.0 -1,329,944.0
04/1994 4,655,092.0 6,074,339.0 -1,419,247.0
05/1994 5,096,663.0 6,607,078.0 -1,510,415.0
06/1994 5,315,987.0 6,936,622.0 -1,620,635.0
07/1994 4,757,605.0 6,302,575.0 -1,544,970.0
08/1994 5,271,441.0 6,988,692.0 -1,717,251.0
09/1994 5,035,119.0 6,567,235.0 -1,532,116.0
10/1994 5,555,648.0 7,190,078.0 -1,634,430.0
11/1994 6,108,352.0 7,607,415.0 -1,499,063.0
12/1994 5,310,390.0 6,998,766.0 -1,688,376.0
01/1995 5,932,391.0 6,240,110.0 -307,719.0
02/1995 6,066,195.0 5,595,888.0 470,307.0
03/1995 6,788,153.0 6,353,999.0 434,154.0
04/1995 5,864,530.0 4,968,974.0 895,556.0
05/1995 7,027,839.0 6,036,843.0 990,996.0
06/1995 6,739,092.0 6,026,798.0 712,294.0
07/1995 6,048,581.0 5,388,871.0 659,710.0
08/1995 7,099,163.0 6,407,248.0 691,915.0
09/1995 6,939,424.0 6,076,490.0 862,934.0
10/1995 7,346,392.0 6,628,123.0 718,269.0
11/1995 6,909,189.0 6,438,240.0 470,949.0
12/1995 6,780,603.0 6,291,483.0 489,120.0
01/1996 7,142,793.0 6,475,296.0 667,497.0
02/1996 7,112,467.0 6,622,049.0 490,418.0
03/1996 7,615,115.0 6,838,711.0 776,404.0
04/1996 7,915,541.0 7,077,136.0 838,405.0
05/1996 8,075,419.0 7,482,771.0 592,648.0
06/1996 7,615,925.0 6,849,642.0 766,283.0
07/1996 8,003,288.0 7,617,599.0 385,689.0
08/1996 7,857,671.0 7,526,405.0 331,266.0
09/1996 8,386,128.0 7,691,151.0 694,977.0
10/1996 9,299,114.0 9,031,277.0 267,837.0
11/1996 8,467,324.0 8,258,270.0 209,054.0
12/1996 8,508,951.0 7,998,462.0 510,489.0
01/1997 8,181,997.0 7,664,836.0 517,161.0
02/1997 8,068,267.0 7,685,711.0 382,556.0
03/1997 8,848,256.0 8,178,484.0 669,772.0
04/1997 9,220,515.0 9,096,107.0 124,408.0
05/1997 8,835,724.0 8,591,113.0 244,611.0
06/1997 9,384,161.0 9,112,309.0 271,852.0
07/1997 9,360,999.0 9,422,320.0 -61,321.0
08/1997 8,950,145.0 9,074,428.0 -124,283.0
09/1997 9,865,034.0 9,988,206.0 -123,172.0
10/1997 10,289,044.0 10,447,603.0 -158,559.0
11/1997 9,559,200.0 9,945,331.0 -386,131.0
12/1997 9,868,041.0 10,601,345.0 -733,304.0
01/1998 8,547,675.0 9,217,785.0 -670,110.0
02/1998 8,908,949.0 9,495,419.0 -586,470.0
03/1998 10,684,032.0 11,160,957.0 -476,925.0
04/1998 9,758,394.0 10,049,726.0 -291,332.0
05/1998 9,772,382.0 10,089,793.0 -317,411.0
06/1998 10,306,289.0 10,883,180.0 -576,891.0
07/1998 9,126,236.0 10,049,145.0 -922,909.0
08/1998 9,236,825.0 10,042,111.0 -805,286.0
09/1998 10,223,649.0 10,934,091.0 -710,442.0
10/1998 10,324,803.0 11,100,204.0 -775,401.0
11/1998 10,221,438.0 11,170,542.0 -949,104.0
12/1998 10,348,885.0 11,180,106.0 -831,221.0
01/1999 8,645,440.0 9,211,327.0 -565,887.0
02/1999 9,613,238.0 9,936,382.0 -323,144.0
03/1999 11,663,676.0 11,999,229.0 -335,553.0
04/1999 10,533,425.0 10,946,202.0 -412,777.0
05/1999 11,068,968.0 11,320,314.0 -251,346.0
06/1999 12,038,706.0 12,351,124.0 -312,418.0
07/1999 11,050,323.0 11,280,907.0 -230,584.0
08/1999 12,285,004.0 12,718,158.0 -433,154.0
09/1999 11,957,672.0 12,255,914.0 -298,242.0
10/1999 12,329,164.0 12,926,015.0 -596,851.0
11/1999 13,038,567.0 13,849,597.0 -811,030.0
12/1999 12,166,916.0 13,179,591.0 -1,012,675.0
01/2000 11,285,808.0 11,858,654.0 -572,846.0
02/2000 13,238,695.0 13,439,078.0 -200,383.0
03/2000 13,547,833.0 13,921,239.0 -373,406.0
04/2000 12,390,072.0 12,717,853.0 -327,781.0
05/2000 14,706,995.0 15,192,828.0 -485,833.0
06/2000 14,012,655.0 14,567,341.0 -554,686.0
07/2000 13,555,685.0 13,993,003.0 -437,318.0
08/2000 15,328,762.0 16,102,790.0 -774,028.0
09/2000 14,143,284.0 14,781,588.0 -638,304.0
10/2000 15,971,593.0 16,841,322.0 -869,729.0
11/2000 14,664,449.0 15,966,401.0 -1,301,952.0
12/2000 13,608,987.0 15,075,714.0 -1,466,727.0
01/2001 12,855,490.0 13,799,521.0 -944,031.0
02/2001 12,557,186.0 13,130,129.0 -572,943.0
03/2001 14,229,407.0 14,932,926.0 -703,519.0
04/2001 13,280,198.0 14,112,739.0 -832,541.0
05/2001 14,065,808.0 14,660,233.0 -594,425.0
06/2001 13,378,896.0 13,749,351.0 -370,455.0
07/2001 12,965,123.0 13,503,012.0 -537,889.0
08/2001 13,495,797.0 14,163,425.0 -667,628.0
09/2001 12,679,118.0 13,156,230.0 -477,112.0


Se comenzara analizando estas serias mediante las siguientes regresiones para obtener la función optima.

Segunda parte del Modelo de regresión

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