Introduccin Metodologa para hallar el PBIPIB = C + I + G + X MC = valor total del consumo nacionalI = Inversin G = gasto pblico X = el valor total de las exportaciones. M = valor de las importaciones.Consumo: Tasa de intersInversiones: Curva de rendimientosExportaciones Importaciones: Tipo de cambio

Calculo del PBI

Se tom data histrica de la SBS, INEI y otras entidades gubernamentales. El mtodo utilizado fue de mnimos cuadrados considerando el modelo ARMA.

ARMA(6)Dependent Variable: PBI

Method: Least Squares

Date: 10/26/12 Time: 09:12

Sample: 2004Q1 2011Q4

Included observations: 32

PBI=C(1 )+C(2)*AHORRO+C(3)*CONSUMO+C(4)*EXPORTACIONES+C(5)

*GASTOS+C(6)*IMPORTACIONES+C(7)*INGRESOS

CoefficientStd. Errort-StatisticProb.

C(1)0.6018120.4481491.3428830.1914

C(2)-0.2288380.553913-0.4131310.6830

C(3)-0.6783380.467135-1.4521260.1589

C(4)-0.1007830.057981-1.7382100.0945

C(5)-0.3272780.239818-1.3646920.1845

C(6)0.1204210.0657591.8312570.0790

C(7)0.0121250.4459040.0271920.9785

R-squared0.420912Mean dependent var0.065500

Adjusted R-squared0.281930S.D. dependent var0.031603

S.E. of regression0.026780Akaike info criterion-4.211654

Sum squared resid0.017930Schwarz criterion-3.891024

Log likelihood74.38646Hannan-Quinn criter.-4.105374

F-statistic3.028550Durbin-Watson stat1.054369

Prob(F-statistic)0.022953

ARMA(5)

Dependent Variable: PBI

Method: Least Squares

Date: 10/26/12 Time: 09:13

Sample: 2004Q1 2011Q4

Included observations: 32

PBI=C(1 )+C(2)*AHORRO+C(3)*CONSUMO+C(4)*EXPORTACIONES+C(5)

*GASTOS+C(6)*IMPORTACIONES

CoefficientStd. Errort-StatisticProb.

C(1)0.6054830.4190431.4449180.1604

C(2)-0.2263880.535930-0.4224210.6762

C(3)-0.6800950.453669-1.4991000.1459

C(4)-0.1010760.055863-1.8093640.0820

C(5)-0.3311790.188453-1.7573580.0906

C(6)0.1204120.0644821.8673830.0732

R-squared0.420894Mean dependent var0.065500

Adjusted R-squared0.309528S.D. dependent var0.031603

S.E. of regression0.026261Akaike info criterion-4.274124

Sum squared resid0.017930Schwarz criterion-3.999299

Log likelihood74.38598Hannan-Quinn criter.-4.183027

F-statistic3.779365Durbin-Watson stat1.057229

Prob(F-statistic)0.010500

ARMA(4)

Dependent Variable: PBI

Method: Least Squares

Date: 10/26/12 Time: 09:14

Sample: 2004Q1 2011Q4

Included observations: 32

PBI=C(1 )+C(2)*AHORRO+C(3)*CONSUMO+C(4)*EXPORTACIONES+C(5)

*GASTOS

CoefficientStd. Errort-StatisticProb.

C(1)0.7124880.4338041.6424190.1121

C(2)-0.2634330.559687-0.4706790.6417

C(3)-0.8146800.468083-1.7404630.0932

C(4)-0.0480260.050266-0.9554270.3478

C(5)-0.3870750.194441-1.9907070.0567

R-squared0.343225Mean dependent var0.065500

Adjusted R-squared0.245925S.D. dependent var0.031603

S.E. of regression0.027444Akaike info criterion-4.210767

Sum squared resid0.020335Schwarz criterion-3.981746

Log likelihood72.37227Hannan-Quinn criter.-4.134853

F-statistic3.527489Durbin-Watson stat0.872854

Prob(F-statistic)0.019316

ARMA(3)

Dependent Variable: PBI

Method: Least Squares

Date: 10/26/12 Time: 09:15

Sample: 2004Q1 2011Q4

Included observations: 32

PBI=C(1 )+C(2)*AHORRO+C(3)*CONSUMO+C(4)*EXPORTACIONES

CoefficientStd. Errort-StatisticProb.

C(1)0.2311500.3787470.6103010.5466

C(2)0.1931820.5368580.3598390.7217

C(3)-0.3232290.418200-0.7729050.4461

C(4)-0.0239750.051310-0.4672610.6439

R-squared0.246827Mean dependent var0.065500

Adjusted R-squared0.166130S.D. dependent var0.031603

S.E. of regression0.028859Akaike info criterion-4.136314

Sum squared resid0.023320Schwarz criterion-3.953097

Log likelihood70.18102Hannan-Quinn criter.-4.075582

F-statistic3.058682Durbin-Watson stat0.837867

Prob(F-statistic)0.044523

ARMA(2)

Dependent Variable: PBI

Method: Least Squares

Date: 10/26/12 Time: 09:16

Sample: 2004Q1 2011Q4

Included observations: 32

PBI=C(1 )+C(2)*AHORRO+C(3)*CONSUMO

CoefficientStd. Errort-StatisticProb.

C(1)0.1498700.3318730.4515870.6549

C(2)0.3059240.4730760.6466700.5229

C(3)-0.2362520.369408-0.6395420.5275

R-squared0.240954Mean dependent var0.065500

Adjusted R-squared0.188606S.D. dependent var0.031603

S.E. of regression0.028468Akaike info criterion-4.191046

Sum squared resid0.023502Schwarz criterion-4.053634

Log likelihood70.05674Hannan-Quinn criter.-4.145498

F-statistic4.602924Durbin-Watson stat0.888739

Prob(F-statistic)0.018361

ARMA

Dependent Variable: PBI

Method: Least Squares

Date: 10/26/12 Time: 10:21

Sample: 2004Q1 2011Q4

Included observations: 32

PBI=C(1 )+C(2)*AHORRO

CoefficientStd. Errort-StatisticProb.

C(1)-0.0606040.042390-1.4296650.1631

C(2)0.5812910.1940482.9955980.0054

R-squared0.230248Mean dependent var0.065500

Adjusted R-squared0.204590S.D. dependent var0.031603

S.E. of regression0.028186Akaike info criterion-4.239541

Sum squared resid0.023833Schwarz criterion-4.147932

Log likelihood69.83265Hannan-Quinn criter.-4.209175

F-statistic8.973610Durbin-Watson stat0.967564

Prob(F-statistic)0.005450