setwd("/Users/luisaavila/Downloads")
casoK <- read.csv("casoK.csv")

Regresion

lm<- lm(formula=Ct~Yt, data=casoK)
library(lmtest)
## Loading required package: zoo
## 
## Attaching package: 'zoo'
## The following objects are masked from 'package:base':
## 
##     as.Date, as.Date.numeric
casoK$resids<-resid(lm)

Autocorrelacion

barplot(casoK$resids)

dwtest(lm)
## 
##  Durbin-Watson test
## 
## data:  lm
## DW = 1.1176, p-value = 0.0001055
## alternative hypothesis: true autocorrelation is greater than 0
#Si hay autocorrelacion positiva.

p

casoK$residss<-c( 0 ,0.92198256  ,9.10800307  , 4.79282634,  5.51017526 , 5.46367013, -0.86813145, -3.64306873, -2.26668333, -1.02644388 , 1.79162910,  2.90343640 , 6.30970208 ,-3.54354191 , 0.57380700, 7.82875000, -4.38715079 , 5.49886972, -7.59269241, -6.53293186 ,-5.73220780 ,-3.15100484,-2.92040050, -6.14184291, -2.38762398, -2.55629558 ,-2.82569124, -2.84930583, -4.74930583,-4.12641530 ,-1.47918611, -0.81942556, -0.05894094 , 3.58901231  ,1.09263262 , 2.88299751,0.46155510  ,1.33239889, -1.87169461 ,-3.49458514, -2.90494431, -0.99313701, -2.57988159,-0.90277213,  0.26662354, -1.16952242 ,-0.31602755 ,-3.25409481, -0.89433426,  0.85434306,0.93362471 , 3.09193714  ,3.41627579,  4.07603635,  3.85459394 , 2.33724502 , 4.13097934,3.0302552)
casoK[-1,]
##     ano trimestre    Ct    Yt      resids     residss
## 2  1947        II 196.1 197.1  9.10800307  0.92198256
## 3  1947       III 196.9 202.9  4.79282634  9.10800307
## 4  1947        IV 197.0 202.2  5.51017526  4.79282634
## 5  1948         I 198.1 203.5  5.46367013  5.51017526
## 6  1948        II 199.0 211.7 -0.86813145  5.46367013
## 7  1948       III 199.4 215.3 -3.64306873 -0.86813145
## 8  1948        IV 200.6 215.1 -2.26668333 -3.64306873
## 9  1949         I 199.9 212.9 -1.02644388 -2.26668333
## 10 1949        II 203.6 213.9  1.79162910 -1.02644388
## 11 1949       III 204.8 214.0  2.90343640  1.79162910
## 12 1949        IV 209.0 214.9  6.30970208  2.90343640
## 13 1950         I 210.7 228.0 -3.54354191  6.30970208
## 14 1950        II 214.2 227.3  0.57380700 -3.54354191
## 15 1950       III 225.6 232.0  7.82875000  0.57380700
## 16 1950        IV 217.0 236.1 -4.38715079  7.82875000
## 17 1951         I 222.3 230.9  5.49886972 -4.38715079
## 18 1951        II 214.5 236.9 -7.59269241  5.49886972
## 19 1951       III 217.5 239.1 -6.53293186 -7.59269241
## 20 1951        IV 219.8 240.8 -5.73220780 -6.53293186
## 21 1952         I 220.0 238.1 -3.15100484 -5.73220780
## 22 1952        II 222.7 240.9 -2.92040050 -3.15100484
## 23 1952       III 223.8 245.8 -6.14184291 -2.92040050
## 24 1952        IV 230.2 248.8 -2.38762398 -6.14184291
## 25 1953         I 234.0 253.3 -2.55629558 -2.38762398
## 26 1953        II 236.2 256.1 -2.82569124 -2.55629558
## 27 1953       III 236.0 255.9 -2.84930583 -2.82569124
## 28 1953        IV 234.1 255.9 -4.74930583 -2.84930583
## 29 1954         I 233.4 254.4 -4.12641530 -4.74930583
## 30 1954        II 236.4 254.8 -1.47918611 -4.12641530
## 31 1954       III 239.0 257.0 -0.81942556 -1.47918611
## 32 1954        IV 243.2 260.9 -0.05894094 -0.81942556
## 33 1955         I 248.7 263.0  3.58901231 -0.05894094
## 34 1955        II 253.7 271.5  1.09263262  3.58901231
## 35 1955       III 259.9 276.5  2.88299751  1.09263262
## 36 1955        IV 261.8 281.4  0.46155510  2.88299751
## 37 1956         I 263.2 282.0  1.33239889  0.46155510
## 38 1956        II 263.7 286.2 -1.87169461  1.33239889
## 39 1956       III 263.4 287.7 -3.49458514 -1.87169461
## 40 1956        IV 266.9 291.0 -2.90494431 -3.49458514
## 41 1957         I 268.9 291.1 -0.99313701 -2.90494431
## 42 1957        II 270.4 294.6 -2.57988159 -0.99313701
## 43 1957       III 273.4 296.1 -0.90277213 -2.57988159
## 44 1957        IV 272.1 293.3  0.26662354 -0.90277213
## 45 1958         I 268.9 291.3 -1.16952242  0.26662354
## 46 1958        II 270.9 292.6 -0.31602755 -1.16952242
## 47 1958       III 274.4 299.9 -3.25409481 -0.31602755
## 48 1958        IV 278.7 302.1 -0.89433426 -3.25409481
## 49 1959         I 283.8 305.9  0.85434306 -0.89433426
## 50 1959        II 289.7 312.5  0.93362471  0.85434306
## 51 1959       III 290.8 311.3  3.09193714  0.93362471
## 52 1959        IV 292.8 313.2  3.41627579  3.09193714
## 53 1960         I 295.4 315.4  4.07603635  3.41627579
## 54 1960        II 299.5 320.3  3.85459394  4.07603635
## 55 1960       III 298.6 321.0  2.33724502  3.85459394
## 56 1960        IV 299.6 320.1  4.13097934  2.33724502
## 57 1961         I 297.0 318.4  3.03025528  4.13097934
## 58 1961        II 301.6 324.8  1.98592234  3.03025520
lm1<-lm(formula=resids~residss, data=casoK)
summary(lm1)
## 
## Call:
## lm(formula = resids ~ residss, data = casoK)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -10.030  -1.691   0.279   2.043   8.687 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  0.01508    0.44092   0.034 0.972840    
## residss      0.44040    0.12036   3.659 0.000561 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 3.358 on 56 degrees of freedom
## Multiple R-squared:  0.193,  Adjusted R-squared:  0.1785 
## F-statistic: 13.39 on 1 and 56 DF,  p-value: 0.0005613
#p=0.4404