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RIN CP CG IBF IP IG STOCK X

(millones US$) (millones S/ 2007)


1981 1480.40851 104622 24185 31447.637 21770.132 9677.5057 2844.0146 29746.631
1982 793.2 112440 23736 37745.413 25700.058 12045.355 3906.5661 28972.575
1983 914.16 109726 25954 36309.865 23834.865 12475 2634.5463 31856
1984 889.2333 103589 23837 25633.097 14650.56 10982.538 -236.7122 28197.166
1985 1125.03615 106445 22270 24704.217 13639.134 11065.083 -602.8214 30287.831
1986 1492.8027 108307 23252 21016.724 12079.387 8937.3371 -195.5319 31534.444
1987 957.81452 124563 25101 25324.746 16802.119 8522.6266 1123.427 27328.167
1988 43.1075 138641 26538 29372.329 21260.458 8111.8714 2804.4893 26350.919
1989 -352.196 127082 22354 24839.802 19321.402 5518.4007 3564.4661 24600.635
1990 357.2001 106319 18091 21618.034 15242.303 6375.7307 1129.837 29218.008
1991 530.96011 105735 16249 21822.784 17158.889 4663.8955 888.81358 25796.964
1992 1303.5299 109665 16568 22227 17154.399 5072.597 1315.4564 27297.067
1993 2000.57552 108852 17037 22545.916 16450.267 6095.6484 1305.6836 28481.516
1994 2741.49954 113680 17563 25141.013 18028.444 7112.5694 1439.8163 29370.908
1995 5717.50826 124433 19086 34352.295 25088 9264.2954 904.73278 35056.946
1996 6640.68225 136275 20708 40803.399 31946 8857.3992 1144.7894 37000.804
1997 8540.37281 139501 21619 40119.067 31247 8872.0674 -62.15848 40282.093
1998 10169.07313 144555 23262 46388.608 36241 10147.608 -366.6434 45559.099
1999 9183.45225 141698 23844 46234.427 35373 10861.427 -262.231 48099.36
2000 8403.62699 139666 24679 41987.43 29981 12006.43 -2347.869 51773.617
2001 8179.97889 143191 25444 39663.482 29461 10202.482 -1109.926 55911.087
2002 8613.34082 144629 25240 35883.063 28089 7794.0632 170.9884 59729.438
2003 9598.10912 151674 25240 35457.853 28145 7312.8529 2213.7363 64236.843
2004 10194.30475 155487 26224 37393.71 29915 7478.7103 3138.3908 68194.346
2005 12631.02031 160769 27299 39801.516 32335 7466.5156 451.3686 78580.126
2006 14097.05545 166654 29783 44441.449 36217 8224.4491 -2962.64 90526.678
2007 17274.8194 177006 32046 53146.765 43482 9664.7646 2735.4477 91250.928
2008 27688.76104 192316 33424 64947.716 53626 11321.716 6240.0348 97501.431
2009 31195.88652 209436.56 35226 80796.337 66440.202 14356.135 11755.212 104429
2010 33135.01121 215885.09 39811 79659.136 60565.812 19093.324 -9151.952 103640.62
2011 44105.06301 235492 42036 98132.147 76166.726 21965.421 -1008.393 105044.34
2012 48815.92044 252506.83 44063 104027.09 84517.954 19509.139 2792.8151 112310.35
2013 63991.44132 271304.66 47634 121028.13 97721.526 23306.602 -7229.899 118818.71
2014 65663.09652 286857.16 50802 130547.81 104660.33 25887.477 -3698.861 117285.6
2015 62308.10238 298044.68 53845.101 127937 102337.31 25599.695 -5052.359 116281.92
2016 61484.88964 309899.62 59147.975 121240.37 98062.437 23177.938 -1852.273 120991.1
2017 61685.54143 320026.46 58790.912 115563.25 92436.158 23127.091 -778.0414 132482.69
63621.04794 328091.56 59406.867 115272.88 92671.982 22600.903 -1073.073 141972.54
M TI
(índice 2007 = 100)
25249.283 106.4348406608
29899.554 94.3376411172
29973.407 88.936893207
22883.552 94.0536417105
19262.227 89.691157667
16695.636 84.8708197443
20459.34 74.0150908474
22928.737 73.8897169598
20618.903 77.0851050237
16939.879 72.0616869765
19000.562 66.0243250198
22218.519 63.02788976
24205.116 61.4148614709
25101.737 55.1551518614
31789.36 59.3408509319
40395.969 63.8404282954
40449.695 61.5287839577
45369.783 64.7563183414
46423.645 63.0682017261
39381.369 58.8894429055
40892.97 57.5694896019
42072.956 57.1428440882
43049.396 60.9574623483
44844.834 61.9598230778
49131.224 70.5505446768
54471.333 74.8866008389
61587.31 95.8930484051
74736.184 100
92720.077 89.0550581623
77259.873 86.9356691728
97316.118 105.2149365645
108648.1 112.8407732267
120282.61 109.8729612304
125345 104.1673581307
123623.54 98.5249625307
126537.71 92.2145576221
123744.46 91.5818650825
128744.6 98.242802459 0.0716308
Dependent Variable: M
Method: Least Squares
Date: 06/26/18 Time: 20:57
Sample(adjusted): 1986 2017
Included observations: 32 after adjusting endpoints

Variable Coefficient Std. Error t-Statistic Prob.

C -88141.86 13983.21 -6.303408 0


Z0 -0.13987 0.031827 -4.394653 0.0002
Z1 -8.523241 5.564474 -1.531725 0.1377
PDL01 0.062495 0.092653 0.67451 0.5059
PDL02 -0.445768 0.094477 -4.718259 0.0001
PDL03 0.285694 0.089838 3.180101 0.0038

R-squared 0.982825 Mean dependent var 60946.59


Adjusted R-s 0.979522 S.D. dependent var 38594.4
S.E. of regres 5522.845 Akaike info criterion 20.23853
Sum squared 7.93E+08 Schwarz criterion 20.51336
Log likelihoo -317.8165 F-statistic 297.5712
Durbin-Watso 1.180503 Prob(F-statistic) 0

Lag Distribution of CP i Coefficient Std. Error T-Statistic

. *| 0 0.79396 0.10459 7.59103


.* | 1 0.0625 0.09265 0.67451
*. | 2 -0.09758 0.09339 -1.0448
. * | 3 0.31374 0.13166 2.38285

Sum of Lags 1.07261 0.12709 8.4397


range 1980 2019
data t
smpl 1981 2019
genr t=t(-1)+1
smpl 1980 2019
smpl 2014 2017
ls log(rin) c t
smpl 2018 2019
genr rin=rin(-1)*(1+0.006582)
genr x=x(-1)*(1+0.08)
genr cg=cg(-1)*(1+0.03)
genr ig=ig(-1)*(1+0.15)
genr stock=stock(-1)*(1+0.05)
smpl 1980 2019
SMPL 2018 2019
ls log(yg) c t
smpl 2017 2019
smpl 2018 2019
smpl 1980 2017
genr z0=rin(-1)+2*rin(-2)+3*rin(-3)+3*rin(-4)+2*rin(-5)+rin(-6)
genr z1=6*ti+5*ti(-1)+4*ti(-2)+3*ti(-3)+2*ti(-4)+ti(-5)
ls m c pdl(cp,3,2) z0 z1