Serie
ADF
Tasa
Inflación
-3.074358
Logaritmo
M1
M3
-4.081035
Presencia de Raíces Unitarias
Probabilidad de no Estacionariedad
3.457984
SI
0.0299
3.457984
NO
0.0013 0.9999 0.9778
Valor Crítico
Por defecto
1.971318
-3.459101
SI
Logaritmo
0.2987
-3.459101
SI
Tasa de crecimiento.
-2.865757
-3.458973
Por defecto
2.64416
-3.458347
SI
1.0000
SI
0.9805
SI
Logaritmo
0.353418
-3.459231
Tasa de crecimiento
-4.05483
-3.459101
0.0510
NO 0.0014
10
5
0
-5
-1 0
-1 5
ﮭﻮ 1 996
1 998
2000
200 2
200 4
2 006
200 8
201 0
2 012
2 01 0
2 01 2
2 014
LN F R e s id u a ls (M 1 ) 10
5
0
-5
-1 0
يو 1 9 96
1 9 98
2 00 0
2 00 2
2 00 4
2 0 06
2 00 8
LN F R e s id u als (M 3) 120
12
100
11
80
10
60
9
40
ﯿ 199 6
199 8
2 000
2002
2004 Lb C
2 006
2 008
201 0
201 2
201 4
L _M 1
120 12 100 11 80 10 60 9 40 ﯿ 1996
1998
2000
2002
2004 Lb C
2006 L_M 3
2008
2010
2012
2014
2 01 4
130
Forecast: INF_M3F Actual: INF Forecast sample: 1995M012015M12 Adjustedsample: 1995M012014M12 Includedobservations: 240 Root Mean Squared Error 5.747102 Mean Absolute Error 4.659095 Mean Abs. Percent Error 6.047041 Theil Inequality Coefficient 0.032037 Bias Proportion 0.000000 Variance Proportion 0.040134 Covariance Proportion 0.959866
120 110 100 90 80 70 60 ﮭي 1996 1998 2000 2002 2004 2006 2008 2010 2012 2014 INF_M3F
LN(INF)
LN(M1)
INF
Coef
R2
p-value
0.17083
0.763382
0.000
Coef.
R2
14.98306 0.834519
±2S.E.
120
p-value
110
0.0000 100
LN(M2) LN(M3)
0.176151
0.783649
0.000
14.8601
0.851613
0.0000
90 80 70 60 ﮭي 96
98
00
120
02
04
INF
06
08
10
12
14
INF_M1F(Forecast)
130
110 120 110
100
100
90
90
80
80
70 70
60
60
ﮭي
50 1996 1998 2000 2002 2004 2006 2008 2010 2012 2014
96
98
00
02 INF
04
06
08
INF_M3F(Forecast)
10
12
14