Modelo dinamico 1

Dependent Variable: DLPIB

Method: ARDL
Date: 12/17/17 Time: 14:00
Sample (adjusted): 1976M05 2013M04
Included observations: 444 after adjustments
Maximum dependent lags: 4 (Automatic selection)
Model selection method: Akaike info criterion (AIC)
Dynamic regressors (0 lag, automatic): DLTDI(-1)
Fixed regressors: C
Number of models evalulated: 4
Selected Model: ARDL(4, 0)
HAC standard errors & covariance (Bartlett kernel, Newey-West fixed
bandwidth = 6.0000)

modelo dinamico 2

Dependent Variable: DLPIB

Method: ARDL
Date: 12/12/17 Time: 12:35
Sample (adjusted): 1976M05 2013M04
Included observations: 444 after adjustments
Maximum dependent lags: 4 (Automatic selection)
Model selection method: Akaike info criterion (AIC)
Dynamic regressors (4 lags, automatic): DLTDI
Fixed regressors: C
Number of models evalulated: 20
Selected Model: ARDL(4, 1)
Note: final equation sample is larger than selection sample
HAC standard errors & covariance (Bartlett kernel, Newey-West fixed
bandwidth = 6.0000)

test diebold.mariano

Diebold-Mariano Forecast Eval. Test

Date: 12/17/17 Time: 14:12
Equation 1: ARDL31
Equation 2: MA2
Forecast Sample: 2013M02 2017M03
Loss function: Squared

DM Test Statistic: 8.639271

P-value: 5.66E-18

test causalidad granger

Pairwise Granger Causality Tests
Date: 12/17/17 Time: 14:25
Sample: 1976M01 2013M01
Lags: 2

Null Hypothesis: Obs F-Statistic Prob.

DLPIB does not Granger Cause DLTDI 442 2.01209 0.1349

DLTDI does not Granger Cause DLPIB 2.66411 0.0708

test raíz unitaria

Null Hypothesis: DLPIB has a unit root

Exogenous: Constant
Lag Length: 3 (Automatic - based on SIC, maxlag=17)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -5.285209 0.0000

Test critical values: 1% level -3.444957
5% level -2.867874
10% level -2.570208

*MacKinnon (1996) one-sided p-values.

Null Hypothesis: DLTDI has a unit root

Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=17)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -15.01237 0.0000

Test critical values: 1% level -3.444890
5% level -2.867845
10% level -2.570192

*MacKinnon (1996) one-sided p-values.

test de cointegración

(ahí abajo hijo de puta)

Date: 12/17/17 Time: 14:28
Sample (adjusted): 1976M04 2013M01
Included observations: 442 after adjustments
Trend assumption: Linear deterministic trend
Series: DLTDI DLPIB
Exogenous series: LPIB LTDI
Warning: Critical values assume no exogenous series
Lags interval (in first differences): 1 to 1

Unrestricted Cointegration Rank Test (Trace)

Hypothesized Trace 0.05

No. of CE(s) Eigenvalue Statistic Critical Value Prob.**

None * 0.308755 220.8755 15.49471 0.0001

At most 1 * 0.122306 57.66225 3.841466 0.0000

Trace test indicates 2 cointegrating eqn(s) at the 0.05 level

* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values