Parte A
library(readxl)
Investiment_Equation <- read_excel("C:/Users/Walter Alemán/Desktop/UES V/ECONOMETRIA/Ejercicios/Ejercicio 4/Investiment_Equation.xlsx")
ecuacion_inversion<-lm(formula = InvReal~Trend*Inflation+PNBr+Interest, data = Investiment_Equation)
library(stargazer)
stargazer(ecuacion_inversion, title = "Ecuacion de Inversion", type = "text")
##
## Ecuacion de Inversion
## ===============================================
## Dependent variable:
## ---------------------------
## InvReal
## -----------------------------------------------
## Trend -0.015***
## (0.002)
##
## Inflation 0.003
## (0.003)
##
## PNBr 0.687***
## (0.060)
##
## Interest -0.134
## (0.167)
##
## Trend:Inflation -0.0004
## (0.0004)
##
## Constant -0.547***
## (0.072)
##
## -----------------------------------------------
## Observations 15
## R2 0.975
## Adjusted R2 0.962
## Residual Std. Error 0.007 (df = 9)
## F Statistic 71.190*** (df = 5; 9)
## ===============================================
## Note: *p<0.1; **p<0.05; ***p<0.01
Parte B
model.matrix(ecuacion_inversion)->matriz_X
n<-nrow(matriz_X)
M<-diag(n)-matriz_X%*%solve(t(matriz_X)%*%matriz_X)%*%t(matriz_X)
Y<-Investiment_Equation$InvReal
residuos<-M%*%Y
print(residuos)
## [,1]
## 1 -0.0084922407
## 2 -0.0018675543
## 3 0.0024166755
## 4 0.0090505139
## 5 0.0045262364
## 6 -0.0017713890
## 7 0.0042959123
## 8 -0.0045218176
## 9 -0.0032851778
## 10 0.0009731395
## 11 0.0017395253
## 12 -0.0005073766
## 13 -0.0084676348
## 14 0.0089240448
## 15 -0.0030128571
Parte C
confint(object = ecuacion_inversion, parm = "PNBr", level = .93)
## 3.5 % 96.5 %
## PNBr 0.5643321 0.80995