Anda di halaman 1dari 42

Periodo

Ao
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46

Mes
IVAE (a)
2005 Enero
187.69
2005 Febrero
179.42
2005 Marzo
194.44
2005 Abril
187.97
2005 Mayo
186.05
2005 Junio
196.84
2005 Julio
197.60
2005 Agosto
184.09
2005 Septiembre
177.47
2005 Octubre
179.03
2005 Noviembre
196.11
2005 Diciembre
226.18
2006 Enero
199.98
2006 Febrero
186.01
2006 Marzo
203.89
2006 Abril
195.96
2006 Mayo
203.42
2006 Junio
203.87
2006 Julio
205.36
2006 Agosto
192.96
2006 Septiembre
186.37
2006 Octubre
189.60
2006 Noviembre
207.48
2006 Diciembre
236.01
2007 Enero
209.51
2007 Febrero
194.45
2007 Marzo
216.63
2007 Abril
200.58
2007 Mayo
213.96
2007 Junio
216.07
2007 Julio
217.76
2007 Agosto
199.23
2007 Septiembre
190.48
2007 Octubre
202.66
2007 Noviembre
219.59
2007 Diciembre
246.54
2008 Enero
217.36
2008 Febrero
207.83
2008 Marzo
207.82
2008 Abril
220.36
2008 Mayo
215.31
2008 Junio
213.83
2008 Julio
217.96
2008 Agosto
194.55
2008 Septiembre
188.03
2008 Octubre
194.72

47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94

2008 Noviembre
2008 Diciembre
2009 Enero
2009 Febrero
2009 Marzo
2009 Abril
2009 Mayo
2009 Junio
2009 Julio
2009 Agosto
2009 Septiembre
2009 Octubre
2009 Noviembre
2009 Diciembre
2010 Enero
2010 Febrero
2010 Marzo
2010 Abril
2010 Mayo
2010 Junio
2010 Julio
2010 Agosto
2010 Septiembre
2010 Octubre
2010 Noviembre
2010 Diciembre
2011 Enero
2011 Febrero
2011 Marzo
2011 Abril
2011 Mayo
2011 Junio
2011 Julio
2011 Agosto
2011 Septiembre
2011 Octubre
2011 Noviembre
2011 Diciembre
2012 Enero
2012 Febrero
2012 Marzo
2012 Abril
2012 Mayo
2012 Junio
2012 Julio
2012 Agosto
2012 Septiembre
2012 Octubre

203.53
228.05
203.32
185.12
196.96
193.34
190.68
196.63
196.73
177.21
173.19
181.13
192.53
229.42
201.37
189.57
201.17
205.61
196.90
196.69
200.85
178.52
175.39
187.33
205.26
232.55
210.80
196.63
212.05
204.82
203.15
203.78
206.59
184.73
183.98
186.63
208.76
235.43
213.50
203.04
214.83
205.98
206.91
207.32
209.93
190.47
184.65
194.85

PRONOSTICOS

95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140

2012 Noviembre
2012 Diciembre
2013 Enero
2013 Febrero
2013 Marzo
2013 Abril
2013 Mayo
2013 Junio
2013 Julio
2013 Agosto
2013 Septiembre
2013 Octubre
2013 Noviembre
2013 Diciembre
2014 Enero
2014 Febrero
2014 Marzo
2014 Abril
2014 Mayo
2014 Junio
2014 Julio
2014 Agosto
2014 Septiembre
2014 Octubre
2014 Noviembre
2014 Diciembre
2015 Enero
2015 Febrero
2015 Marzo
2015 Abril
2015 Mayo
2015 Junio
2015 Julio
2015 Agosto
2015 Septiembre
2015 Octubre
2015 Noviembre
2015 Diciembre
2016 Enero
2016 Febrero
2016 Marzo
2016 Abril
2016 Mayo
2016 Junio
2016 Julio
2016 Agosto

212.72
235.99
212.59
198.85
202.36
219.66
210.32
206.81
214.53
194.47
186.60
198.37
214.83
239.30
215.70
204.03
216.72
213.43
209.73
205.71
212.73
187.85
186.15
194.18
213.23
236.83
213.98
203.45
211.92
212.38
208.11
209.85
217.04
190.96
190.16
200.32
214.26
237.46

Autocorrelaciones
Serie: IVAE
Estadstico de Box-Ljung
Retardo
1

Autocorrelacin
.469

Tp. Errora
.086

Valor
29.739

-.013

.086

29.761

-.081

.085

30.669

.010

.085

30.683

.189

.085

35.648

.212

.084

41.962

.154

.084

45.314

-.043

.084

45.577

-.154

.083

49.002

10

-.131

.083

51.476

11

.315

.083

65.989

12

.725

.082

143.566

13

.266

.082

154.096

14

-.186

.082

159.256

15

-.256

.081

169.135

16

-.159

.081

173.007

17

.000

.081

173.007

18

.016

.080

173.045

19

-.012

.080

173.070

20

-.204

.080

179.661

21

-.298

.079

193.859

22

-.264

.079

205.068

23

.146

.079

208.527

24

.524

.078

253.569

25

.117

.078

255.834

26

-.283

.077

269.216

27

-.333

.077

287.874

28

-.217

.077

295.868

29

-.079

.076

296.929

30

-.042

.076

297.242

31

-.059

.076

297.858

32

-.232

.075

307.415

33

-.295

.075

322.999

34

-.242

.074

333.547

35

.119

.074

336.111

36

.473

.074

377.406

37

.139

.073

380.985

38

-.220

.073

390.058

39

-.245

.073

401.473

40

-.116

.072

404.075

41

-.008

.072

404.088

42

.034

.071

404.313

43

.032

.071

404.513

44

-.119

.071

407.373

45

-.150

.070

411.936

46

-.108

.070

414.338

47

.203

.069

422.909

48

.511

.069

477.992

49

.199

.069

486.401

50

-.120

.068

489.497

51

-.137

.068

493.593

52

-.046

.067

494.071

53

.038

.067

494.395

54

.073

.066

495.601

55

.056

.066

496.317

56

-.086

.066

498.044

57

-.124

.065

501.688

58

-.111

.065

504.613

59

.158

.064

510.644

60

.422

.064

554.399

61

.137

.063

559.068

62

-.121

.063

562.762

63

-.136

.062

567.490

64

-.045

.062

568.018

65

.038

.062

568.402

66

.070

.061

569.702

67

.053

.061

570.461

68

-.075

.060

572.001

69

-.126

.060

576.456

70

-.112

.059

580.045

71

.113

.059

583.767

72

.317

.058

613.307

73

.091

.058

615.767

74

-.117

.057

619.912

75

-.128

.057

624.964

76

-.036

.056

625.378

77

.038

.056

625.840

78

.054

.055

626.790

79

.042

.055

627.379

80

-.066

.054

628.858

81

-.107

.054

632.845

82

-.099

.053

636.336

83

.084

.053

638.903

84

.246

.052

661.182

85

.068

.052

662.938

86

-.096

.051

666.462

87

-.106

.050

670.848

88

-.013

.050

670.918

89

.036

.049

671.452

90

.041

.049

672.150

91

.038

.048

672.773

92

-.057

.048

674.206

93

-.093

.047

678.161

94

-.079

.046

681.070

95

.046

.046

682.067

96

.174

.045

696.871

97

.038

.044

697.583

98

-.098

.044

702.539

99

-.106

.043

708.612

100

-.032

.043

709.163

101

-.011

.042

709.234

102

.001

.041

709.235

103

.000

.040

709.235

104

-.071

.040

712.444

105

-.078

.039

716.455

106

-.091

.038

722.144

107

.003

.038

722.151

108

.087

.037

727.763

109

-.008

.036

727.807

110

-.083

.035

733.302

111

-.073

.034

737.772

112

-.029

.034

738.539

113

-.015

.033

738.740

114

-.002

.032

738.743

115

-.004

.031

738.761

116

-.047

.030

741.169

117

-.057

.029

745.011

118

-.072

.028

751.647

119

-.021

.027

752.249

120

.027

.026

753.330

121

-.023

.025

754.203

122

-.057

.024

759.931

123

-.045

.023

763.989

124

-.022

.021

765.067

125

-.011

.020

765.401

126

-.006

.018

765.495

127

-.008

.017

765.701

128

-.012

.015

766.334

129

-.018

.013

768.280

130

-.035

.011

778.920

a. El proceso subyacente asumido es la independencia (ruido blanco).


b. Basado en la
aproximacin chi
cuadrado
asinttica.

Y estimado

Mt1
194.57
191.59
187.94
200.55
189.71
192.04
196.89
195.42
183.15
191.32
191.37
202.88
195.76
188.83
201.92
197.89
193.4
204.92
209.05
192.75
182.31
184.68
206.31
230.43
205.9
197.11
208.45
206.48
205.56
210.53
214.82
202.55
193.93
191.91
211.83
241.54
217.08
205.71
217.02
208.6
215.81
212.06
221.5
202.13
183.7
198.32

Mt2

191.07
192.10
192.65
193.44
194.10
195.55
196.13
196.78
197.52
198.26
199.14
200.09
200.91
201.70
202.41
203.47
203.85
204.73
205.75
206.78
207.30
207.65
208.74
209.74
210.62
211.28
212.39
211.66
213.31
213.42
213.23
213.25
212.86
212.65
211.99
210.65
209.11
207.94
206.05
205.15
202.89

Mt3

191.94
192.73
193.39
194.36
195.26
196.15
196.81
197.52
198.31
199.16
200.05
200.90
201.67
202.53
203.24
204.02
204.78
205.75
206.61
207.24
207.90
208.71
209.70
210.55
211.43
211.77
212.45
212.79
213.32
213.30
213.11
212.92
212.50
211.77
210.59
209.24
207.70
206.38
204.70
202.96

Irregular

192.33
193.06
193.88
194.81
195.71
196.48
197.17
197.91
198.74
199.61
200.47
201.29
202.10
202.88
203.63
204.40
205.27
206.18
206.93
207.57
208.30
209.20
210.12
210.99
211.60
212.11
212.62
213.06
213.31
213.21
213.02
212.71
212.13
211.18
209.91
208.47
207.04
205.54
203.83

0.95713969
0.9192446
0.92341615
1.00666671
1.15570266
1.01779769
0.94341704
1.03019262
0.98602979
1.01910778
1.01693971
1.02023507
0.95477683
0.91860172
0.93109926
1.01507953
1.14977732
1.01613793
0.93969984
1.04364932
0.96292908
1.02273162
1.0282988
1.03209498
0.94153199
0.89801344
0.95314715
1.03067082
1.15579245
1.01948696
0.97565581
0.97701032
1.03877996
1.01957622
1.01866995
1.04552771
0.9396716
0.91482028
0.95531566

210.57
229.94
205.43
189.27
199.17
201.46
196.7
193.93
201.42
179.87
174.59
181.24
195.8
221.9
198.43
186.77
202.73
202.33
201.74
203.16
204.96
180.3
173.75
184.76
200.87
229.36
208.79
196.64
206.3
210.96
206.45
203.1
207.1
185.74
182.65
189.98
206.85
234.48
208.67
200.24
212.59
212
209.63
205.53
207.73
189.67
186.45
191.79

200.84
199.41
197.64
196.19
194.96
193.82
192.91
193.02
192.86
193.23
193.58
194.60
195.12
195.13
195.47
195.58
195.76
196.28
197.34
197.60
198.39
198.98
199.88
199.82
200.34
200.93
201.41
201.92
202.64
202.58
202.87
203.11
203.34
203.87
204.10
204.20
204.51
204.81
205.09
205.57
205.62
206.31
206.64
206.68
206.61
206.26
205.22
206.36

201.05
199.30
197.75
196.26
194.99
193.90
193.25
192.93
193.04
193.22
193.80
194.44
194.95
195.24
195.39
195.60
195.87
196.46
197.07
197.78
198.32
199.08
199.56
200.01
200.36
200.89
201.42
201.99
202.38
202.70
202.86
203.11
203.44
203.77
204.06
204.27
204.51
204.80
205.15
205.42
205.83
206.19
206.54
206.64
206.52
206.03
205.94
206.07

202.00
200.17
198.52
197.00
195.63
194.44
193.57
193.09
192.98
193.13
193.51
194.12
194.69
195.10
195.32
195.50
195.74
196.17
196.77
197.42
198.05
198.70
199.32
199.78
200.19
200.63
201.15
201.70
202.19
202.54
202.78
202.98
203.27
203.61
203.91
204.17
204.39
204.66
204.98
205.29
205.63
206.01
206.36
206.59
206.58
206.27
205.99
206.01

1.00755694
1.13927371
1.02417391
0.93967357
1.00681356
0.99432355
0.98505162
1.01833195
1.01941519
0.91756782
0.89497388
0.93308263
0.98889062
1.17593993
1.03099754
0.96967785
1.02774744
1.04813711
1.00067621
0.99627917
1.01414638
0.89843546
0.87994487
0.93766059
1.02534799
1.15912773
1.04795099
0.97484352
1.04879051
1.0112605
1.00184248
1.00393441
1.01631282
0.9072929
0.90224052
0.91411234
1.02138208
1.15037502
1.04157491
0.98904592
1.04475396
0.99985909
1.00264365
1.00352615
1.01622331
0.92339453
0.89641966
0.94583297

213.38
238.97
213.14
202.53
207.16
205.94
209.27
207.57
218.25
193.25
182.3
200.19
216.28
235.73
216.98
204.99
210.77
217.12
212.67
209.51
212.42
190.59
185.06
193.7
213.28
236.8
214.46
203.44
211.34
214.02
209.74
206.7
213.57
193.96
189.37
197.96
216.91
239.83

206.64
206.60
206.98
207.32
207.48
207.77
207.95
208.22
208.48
208.92
210.11
209.59
209.54
209.45
209.30
208.75
208.71
208.36
208.23
208.02
207.88
207.83
207.43
207.35
207.21
207.56
207.91
208.17
208.51
209.02
209.11
209.16

206.53
206.74
206.97
207.26
207.52
207.73
207.98
208.22
208.54
209.17
209.54
209.75
209.53
209.43
209.17
208.92
208.61
208.44
208.21
208.05
207.91
207.72
207.54
207.33
207.37
207.56
207.88
208.20
208.57
208.88
209.09

206.30
206.64
206.85
207.11
207.39
207.63
207.86
208.10
208.38
208.86
209.35
209.64
209.64
209.48
209.30
209.04
208.77
208.52
208.32
208.13
207.98
207.81
207.63
207.43
207.35
207.46
207.72
208.04
208.38
208.72
208.99

1.03110307
1.14204674
1.02772818
0.960103
0.9757403
1.05794951
1.01184706
0.99380039
1.02951476
0.93112261
0.89130961
0.94622112
1.0247608
1.1423487
1.03057812
0.9760119
1.03810505
1.02353736
1.00676575
0.98839442
1.02284488
0.90393381
0.89656413
0.93610987
1.02835992
1.14154271
1.03013534
0.97793889
1.01697599
1.01752597
0.99581045

Indice de estacionalidad

laciones

Estadstico de Box-Ljung
gl

Sig.b
1

.000

.000

.000

.000

.000

.000

.000

.000

.000

10

.000

11

.000

12

.000

13

.000

14

.000

15

.000

16

.000

17

.000

18

.000

19

.000

20

.000

21

.000

22

.000

23

.000

24

.000

25

.000

26

.000

27

.000

28

.000

29

.000

30

.000

31

.000

32

.000

33

.000

34

.000

35

.000

36

.000

37

.000

38

.000

39

.000

enero
febrero
marzo
abril
mayo
junio
julio
agosto
septiembre
octubre
noviembre
diciembre

0.8

0.6

0.4

0.2

-0.2

-0.4

300.00

250.00

200.00

250.00
40

.000

41

.000

42

.000

43

.000

44

.000

45

.000

46

.000

47

.000

48

.000

49

.000

50

.000

51

.000

52

.000

53

.000

54

.000

55

.000

56

.000

57

.000

58

.000

59

.000

60

.000

61

.000

62

.000

63

.000

64

.000

65

.000

66

.000

67

.000

68

.000

69

.000

70

.000

71

.000

72

.000

73

.000

74

.000

75

.000

76

.000

77

.000

78

.000

79

.000

80

.000

81

.000

82

.000

83

.000

84

.000

85

.000

86

.000

87

.000

200.00

150.00

IVAE

100.00

50.00

0.00

300
250
200
150
100
50
0

o blanco).

88

.000

89

.000

90

.000

91

.000

92

.000

93

.000

94

.000

95

.000

96

.000

97

.000

98

.000

99

.000

100

.000

101

.000

102

.000

103

.000

104

.000

105

.000

106

.000

107

.000

108

.000

109

.000

110

.000

111

.000

112

.000

113

.000

114

.000

115

.000

116

.000

117

.000

118

.000

119

.000

120

.000

121

.000

122

.000

123

.000

124

.000

125

.000

126

.000

127

.000

128

.000

129

.000

130

.000

Indice estacional V-DESESTACIONALIZADA


1.0286561576
182.4613585497
0.9646067344
186.0032628776
1.0209779067
190.4448653848
1.0140331937
185.3686853296
1.0066052843
184.8291509109
0.9068174953
217.0668309979
0.9216315103
214.4023916167
0.9274867234
198.4826255299
0.9012132709
196.9234206105
0.9375997729
190.9450121234
1.0179818475
192.6458713255
1.1511926965
196.4744917964
1.0286561576
194.4089854695
0.9646067344
192.8350625787
1.0209779067
199.7006974044
1.0140331937
193.2481118114
1.0066052843
202.0851699989
0.9068174953
224.8192178193
0.9216315103
222.8222426235
0.9274867234
208.0461047436
0.9012132709
206.7989964454
0.9375997729
202.2184790181
1.0179818475
203.8150292317
1.1511926965
205.0134618837
1.0286561576
203.6735000786
0.9646067344
201.5847423172
1.0209779067
212.1789302011
1.0140331937
197.8041756845
1.0066052843
212.5560071427
0.9068174953
238.2728620896
0.9216315103
236.2766437169
0.9274867234
214.8063093287
0.9012132709
211.3595151737
0.9375997729
216.1476632795
1.0179818475
215.7111156207
1.1511926965
214.1604969824
1.0286561576
211.3048158899
0.9646067344
215.4556801017
1.0209779067
203.5499481807
1.0140331937
217.3104404917
1.0066052843
213.8971485226
0.9068174953
235.802684781
0.9216315103
236.4936501861
0.9274867234
209.7604149973
0.9012132709
208.6409577809
0.9375997729
207.6792311941

1.0179818475
1.1511926965
1.0286561576
0.9646067344
1.0209779067
1.0140331937
1.0066052843
0.9068174953
0.9216315103
0.9274867234
0.9012132709
0.9375997729
1.0179818475
1.1511926965
1.0286561576
0.9646067344
1.0209779067
1.0140331937
1.0066052843
0.9068174953
0.9216315103
0.9274867234
0.9012132709
0.9375997729
1.0179818475
1.1511926965
1.0286561576
0.9646067344
1.0209779067
1.0140331937
1.0066052843
0.9068174953
0.9216315103
0.9274867234
0.9012132709
0.9375997729
1.0179818475
1.1511926965
1.0286561576
0.9646067344
1.0209779067
1.0140331937
1.0066052843
0.9068174953
0.9216315103
0.9274867234
0.9012132709
0.9375997729

199.9348028703
198.0988940409
197.6559402224
191.9124067769
192.9130872567
190.6643699613
189.4287691249
216.8352518753
213.4584134755
191.0647295897
192.1742672876
193.1847737581
189.1291092056
199.2889641344
195.7602630463
196.5256857859
197.0365849077
202.7645655722
195.607953853
216.9014173389
217.928746742
192.4771487295
194.6154208648
199.7974033463
201.634243783
202.0078833993
204.9275634412
203.8447306857
207.6930348943
201.9854983732
201.8169417229
224.7199696239
224.1568324094
199.1726623616
204.1470159684
199.0508161347
205.0724190399
204.5096365886
207.5523472235
210.4899258425
210.4159145783
203.1294451465
205.5522688254
228.6237319777
227.7808404458
205.3614301955
204.8904581942
207.8178831048

1.0179818475
1.1511926965
1.0286561576
0.9646067344
1.0209779067
1.0140331937
1.0066052843
0.9068174953
0.9216315103
0.9274867234
0.9012132709
0.9375997729
1.0179818475
1.1511926965
1.0286561576
0.9646067344
1.0209779067
1.0140331937
1.0066052843
0.9068174953
0.9216315103
0.9274867234
0.9012132709
0.9375997729
1.0179818475
1.1511926965
1.0286561576
0.9646067344
1.0209779067
1.0140331937
1.0066052843
0.9068174953
0.9216315103
0.9274867234
0.9012132709
0.9375997729
1.0179818475
1.1511926965

ndice de estacionalidad

208.9624687592
204.9960885977
206.6676978746
206.1461867306
198.202134125
216.6201277837
208.9398926073
228.0613255369
232.7719892385
209.6741603933
207.0542079558
211.5721502258
211.0351972713
207.8713674369
209.6910599349
211.5162508356
212.2670809822
210.4763446821
208.3537641523
226.8482920371
230.8189310153
202.5365919159
206.5548810877
207.103292488
209.4634600109
205.7257666113
208.0189754514
210.9149695265
207.5657059882
209.44087562
206.7443944965
231.4137090272
235.4954204276
205.8897396447
211.0044382898
213.6519288866
210.4752658723
206.2730251214

1.0286561576
0.9646067344
1.0209779067
1.0140331937
1.0066052843
0.9068174953
0.9216315103
0.9274867234
0.9012132709
0.9375997729
1.0179818475
1.1511926965

0.8

0.6

0.4

0.2

-0.2

-0.4

Grafico de medias moviles simples


300.00

250.00

200.00

250.00

200.00

150.00

IVAE

100.00

50.00

0.00

V-DESESTACIONALIZADA
300
250
200
150
100
50
0

CON MODELO CUBICO

|y-|
194.580
195.260
195.917
196.552
197.165
197.758
198.330
198.881
199.412
199.924
200.415
200.888
201.342
201.778
202.195
202.595
202.977
203.343
203.691
204.023
204.339
204.640
204.925
205.194
205.450
205.690
205.917
206.130
206.330
206.517
206.691
206.852
207.002
207.140
207.267
207.382
207.487
207.582
207.667
207.742
207.808
207.864
207.913
207.953
207.985
208.009

6.88
12.17
6.5
12.58
3.66
4.8
0.71
11.33
5.68
12.29
4.74
23.3
4.22
2.82
1.97
1.93
10.02
1.05
3.69
0.21
4.06
4.92
1.17
5.58
3.61
2.66
8.18
5.9
8.4
5.54
2.94
3.32
3.45
10.75
7.76
5
0.28
2.12
9.2
11.76
0.5
1.77
3.54
7.58
4.33
3.6

(y-)
47.3344
148.1089
42.25
158.2564
13.3956
23.04
0.5041
128.3689
32.2624
151.0441
22.4676
542.89
17.8084
7.9524
3.8809
3.7249
100.4004
1.1025
13.6161
0.0441
16.4836
24.2064
1.3689
31.1364
13.0321
7.0756
66.9124
34.81
70.56
30.6916
8.6436
11.0224
11.9025
115.5625
60.2176
25
0.0784
4.4944
84.64
138.2976
0.25
3.1329
12.5316
57.4564
18.7489
12.96

|y-|/y
0.03665619
0.06782967
0.03342934
0.06692557
0.01967213
0.02438529
0.00359312
0.06154598
0.03200541
0.06864771
0.02417011
0.1030153
0.02110211
0.01516048
0.00966207
0.00984895
0.04925769
0.00515034
0.01796845
0.00108831
0.02178462
0.02594937
0.0056391
0.02364307
0.01723068
0.01367961
0.03776024
0.0294147
0.03925967
0.02563984
0.0135011
0.01666416
0.01811214
0.05304451
0.03533859
0.02028068
0.00128819
0.01020064
0.04426908
0.05336722
0.00232223
0.0082776
0.01624151
0.03896171
0.02302824
0.01848809

208.026
208.036
208.040
208.037
208.029
208.015
207.995
207.971
207.942
207.909
207.872
207.832
207.788
207.742
207.693
207.642
207.589
207.534
207.478
207.422
207.365
207.307
207.250
207.194
207.138
207.084
207.031
206.980
206.931
206.884
206.841
206.801
206.764
206.731
206.703
206.679
206.660
206.646
206.638
206.636
206.640
206.651
206.668
206.693
206.726
206.766
206.815
206.873

7.04
1.89
2.11
4.15
2.21
8.12
6.02
2.7
4.69
2.66
1.4
0.11
3.27
7.52
2.94
2.8
1.56
3.28
4.84
6.47
4.11
1.78
1.64
2.57
4.39
3.19
2.01
0.01
5.75
6.14
3.3
0.68
0.51
1.01
1.33
3.35
1.91
0.95
4.83
2.8
2.24
6.02
2.72
1.79
2.2
0.8
1.8
3.06

49.5616
3.5721
4.4521
17.2225
4.8841
65.9344
36.2404
7.29
21.9961
7.0756
1.96
0.0121
10.6929
56.5504
8.6436
7.84
2.4336
10.7584
23.4256
41.8609
16.8921
3.1684
2.6896
6.6049
19.2721
10.1761
4.0401
0.0001
33.0625
37.6996
10.89
0.4624
0.2601
1.0201
1.7689
11.2225
3.6481
0.9025
23.3289
7.84
5.0176
36.2404
7.3984
3.2041
4.84
0.64
3.24
9.3636

0.0345895
0.00828766
0.01037773
0.02241789
0.01122055
0.04199855
0.03157122
0.01373137
0.02383978
0.01501044
0.00808361
0.0006073
0.01698437
0.03277831
0.01459999
0.01477027
0.00775464
0.01595253
0.02458101
0.0328944
0.02046303
0.00997087
0.00935059
0.01371911
0.02138751
0.01371748
0.0095351
5.0857E-005
0.02711625
0.02997754
0.01624415
0.00333693
0.00246866
0.00546744
0.00722905
0.01794995
0.00914926
0.00403517
0.02262295
0.01379039
0.01042685
0.02922614
0.01314581
0.008634
0.01047968
0.00420014
0.00974817
0.01570439

206.939
207.015
207.100
207.196
207.302
207.418
207.546
207.684
207.835
207.997
208.172
208.360
208.561
208.775
209.002
209.244
209.500
209.771
210.057
210.359
210.676
211.009
211.359
211.725
212.109
212.510
212.929
213.365
213.821
214.295
214.788
215.301
215.834
216.386
216.960
217.554
218.169
218.806
219.464
220.145
220.848
221.574
222.324
223.097
223.893
224.714

0.66
2.98
0.55
3.68
4.8
13.72
1.05
0.76
3.72
1.22
4.3
1.82
1.45
3.57
1.28
0.96
5.95
3.69
2.94
3.8
0.31
2.74
1.09
0.48
0.05
0.03
0.48
0.01
0.58
1.64
1.63
3.15
3.47
3
0.79
2.36
2.65
2.37

DAM

0.4356
8.8804
0.3025
13.5424
23.04
188.2384
1.1025
0.5776
13.8384
1.4884
18.49
3.3124
2.1025
12.7449
1.6384
0.9216
35.4025
13.6161
8.6436
14.44
0.0961
7.5076
1.1881
0.2304
0.0025
0.0009
0.2304
0.0001
0.3364
2.6896
2.6569
9.9225
12.0409
9
0.6241
5.5696
7.0225
5.6169

EMC

0.00310267
0.01262765
0.00258714
0.01850641
0.0237201
0.06246017
0.00499239
0.00367487
0.01734023
0.00627346
0.02304394
0.00917477
0.00674952
0.01491851
0.00593417
0.00470519
0.02745478
0.01728904
0.01401802
0.01847261
0.00145725
0.01458611
0.00585549
0.00247193
0.00023449
0.00012667
0.0022432
4.9152E-005
0.00273688
0.00772201
0.0078324
0.01501072
0.01598784
0.0157101
0.0041544
0.01178115
0.01236815
0.00998063

PEMA

3.7641666667 25.7156143939
1.85%

MEDIA DE LOS DATOS REALES


203.41

ERROR
RELATIVO

5.07105654 VARIANZA
2.49%
ERROR
RELATIVO

EMC
DAM
7.9825580575 106.037961338
3.92%

MEDIA DE LOS DATOS REALES


203.41

ERROR
RELATIVO

1.86%

PEMA
3.95%

10.2974735 VARIANZA
5.06%
ERROR
RELATIVO

Autocorrelacin

de medias moviles simples y dobles

IVAE (a

IVAE (a
Mt1
Mt2

V-DESESTACIONALIZADA

V-DESESTACIONALIZA

(y-)/y
-0.03665619
-0.06782967
0.03342934
-0.06692557
-0.01967213
0.02438529
0.00359312
-0.06154598
-0.03200541
-0.06864771
0.02417011
0.1030153
0.02110211
-0.01516048
0.00966207
-0.00984895
0.04925769
-0.00515034
-0.01796845
0.00108831
0.02178462
0.02594937
0.0056391
0.02364307
0.01723068
-0.01367961
0.03776024
-0.0294147
0.03925967
0.02563984
0.0135011
-0.01666416
-0.01811214
0.05304451
0.03533859
0.02028068
0.00128819
0.01020064
-0.04426908
0.05336722
-0.00232223
0.0082776
-0.01624151
-0.03896171
0.02302824
-0.01848809

-0.0345895
-0.00828766
-0.01037773
-0.02241789
-0.01122055
-0.04199855
-0.03157122
0.01373137
-0.02383978
-0.01501044
-0.00808361
-0.0006073
-0.01698437
0.03277831
0.01459999
0.01477027
-0.00775464
0.01595253
-0.02458101
-0.0328944
-0.02046303
-0.00997087
0.00935059
0.01371911
0.02138751
0.01371748
0.0095351
-5.086E-005
0.02711625
-0.02997754
-0.01624415
0.00333693
-0.00246866
-0.00546744
0.00722905
-0.01794995
0.00914926
0.00403517
0.02262295
0.01379039
0.01042685
-0.02922614
-0.01314581
0.008634
0.01047968
0.00420014
-0.00974817
0.01570439

-0.00310267
-0.01262765
-0.00258714
-0.01850641
-0.0237201
0.06246017
0.00499239
-0.00367487
-0.01734023
0.00627346
0.02304394
-0.00917477
-0.00674952
0.01491851
-0.00593417
-0.00470519
0.02745478
-0.01728904
-0.01401802
-0.01847261
0.00145725
-0.01458611
0.00585549
0.00247193
-0.00023449
0.00012667
-0.0022432
4.9152E-005
0.00273688
-0.00772201
-0.0078324
0.01501072
0.01598784
-0.0157101
0.0041544
0.01178115
-0.01236815
-0.00998063

PME

-0.07%

MODELO ARIMA CON MEDIAS MOVILES = 12 Y AUTOREGRESIVO = 12

PME
-0.27%

MODELO CUBICO CON MEDIAS MOVILES = 12

Autocorrelacin

IVAE (a)

IVAE (a)
Mt1
Mt2

V-DESESTACIONALIZADA

Cbico
Resumen del modelo

R
.363

R cuadrado
.132

R cuadrado
Error tpico de la
corregida
estimacin
.111
11.024

La variable independiente esPeriodos.


Coeficientes

Coeficientes no estandarizados
B

Autocorrelacin

Coeficientes
estandarizados

Periodos

.713

Error tpico
.256

Periodos ** 2

-.011

.004

-5.127

Periodos ** 3

5.641E-05

.000

3.194

193.879

3.950

(Constante)

193.879
94.8307991
-201.962905
132.717599
219.464

Beta
2.332

es

Sig.
2.783

.006

-2.556

.012

2.554

.012

49.084

.000

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