NUMERAL 1
library(readxl)
## Warning: package 'readxl' was built under R version 4.0.5
Investiment_Equation <- read_excel("C:/Users/Logistica4sv/Desktop/ALAN HERNANDEZ/UES 2021/ECONOMETRIA/Guia de trabajo 1/Investiment_Equation.xlsx")
Ecuacion_inversion<-lm(formula = InvReal~Trend+Inflation+PNBr+Interest,data = Investiment_Equation)
library(stargazer)
##
## Please cite as:
## Hlavac, Marek (2018). stargazer: Well-Formatted Regression and Summary Statistics Tables.
## R package version 5.2.2. https://CRAN.R-project.org/package=stargazer
stargazer(Ecuacion_inversion,title = "Ecuación de Inversión",type = "text")
##
## Ecuación de Inversión
## ===============================================
## Dependent variable:
## ---------------------------
## InvReal
## -----------------------------------------------
## Trend -0.016***
## (0.002)
##
## Inflation 0.00002
## (0.001)
##
## PNBr 0.665***
## (0.054)
##
## Interest -0.240*
## (0.120)
##
## Constant -0.503***
## (0.054)
##
## -----------------------------------------------
## Observations 15
## R2 0.973
## Adjusted R2 0.962
## Residual Std. Error 0.007 (df = 10)
## F Statistic 90.089*** (df = 4; 10)
## ===============================================
## Note: *p<0.1; **p<0.05; ***p<0.01
NUMERAL 2
model.matrix(Ecuacion_inversion)->Mat_X
n<-nrow(Mat_X)
M<-diag(n)-Mat_X%*%solve(t(Mat_X)%*%Mat_X)%*%t(Mat_X)
Y<-Investiment_Equation$InvReal
residuos<-M%*%Y
print(residuos)
## [,1]
## 1 -0.0100602233
## 2 -0.0009290882
## 3 0.0029656679
## 4 0.0078576839
## 5 0.0028109133
## 6 0.0006259732
## 7 0.0075909286
## 8 -0.0055352778
## 9 -0.0037254127
## 10 0.0006953129
## 11 0.0019904770
## 12 -0.0001288433
## 13 -0.0101976729
## 14 0.0068712384
## 15 -0.0008316770
NUMERAL 3
confint(object = Ecuacion_inversion,parm = "PNBr",level = .93)
## 3.5 % 96.5 %
## PNBr 0.554777 0.774317