# REGRESION LINEAL MULTIPLE
library(readxl)
## Warning: package 'readxl' was built under R version 4.0.2
# Buscar la Ruta de Archivo Exel
# file.choose()
ruta_exel<-"D:\\Modelo Lineales\\RML.xlsx"
RML<-read_excel(ruta_exel)
# Regresion Lineal Multiple
Resultado<- lm(Desocupacion~Importacion+Exportacion,data = RML)
Residuales<-Resultado$residuals
summary(Resultado)
##
## Call:
## lm(formula = Desocupacion ~ Importacion + Exportacion, data = RML)
##
## Residuals:
## Min 1Q Median 3Q Max
## -1.21497 -0.37325 -0.00571 0.44222 1.47034
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 15.5129 0.5979 25.946 < 2e-16 ***
## Importacion -1.0582 0.1807 -5.856 1.85e-06 ***
## Exportacion -0.5019 0.2700 -1.859 0.0725 .
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.7021 on 31 degrees of freedom
## Multiple R-squared: 0.832, Adjusted R-squared: 0.8212
## F-statistic: 76.77 on 2 and 31 DF, p-value: 9.817e-13
vcov(Resultado)
## (Intercept) Importacion Exportacion
## (Intercept) 0.35747740 -0.01399171 -0.07722096
## Importacion -0.01399171 0.03265272 -0.03904429
## Exportacion -0.07722096 -0.03904429 0.07288091
anova(Resultado)
## Analysis of Variance Table
##
## Response: Desocupacion
## Df Sum Sq Mean Sq F value Pr(>F)
## Importacion 1 73.988 73.988 150.0760 2.042e-13 ***
## Exportacion 1 1.704 1.704 3.4568 0.07251 .
## Residuals 31 15.283 0.493
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
# Nivel de Significancia
confint(Resultado,level = 0.95)
## 2.5 % 97.5 %
## (Intercept) 14.293468 16.73229453
## Importacion -1.426759 -0.68967635
## Exportacion -1.052527 0.04866601
# Diagramas Plots
RML$Desocupacion<-(RML$Desocupacion)
pairs(x=RML[-1])
# Normalidad
qqnorm(Resultado$residuals)
qqline(Resultado$residuals)
shapiro.test(Resultado$residuals)
##
## Shapiro-Wilk normality test
##
## data: Resultado$residuals
## W = 0.9821, p-value = 0.8363
# Correlacion
names (RML)
## [1] "Mes" "Desocupacion" "Importacion" "Exportacion"
head(RML)
## # A tibble: 6 x 4
## Mes Desocupacion Importacion Exportacion
## <chr> <dbl> <dbl> <dbl>
## 1 Marzo 10.6 2.91 2.07
## 2 Abril 10.9 3.19 2.21
## 3 Mayo 11.4 2.77 2.46
## 4 Junio 11.5 3 2.57
## 5 Julio 11.6 3.74 2.84
## 6 Agosto 11.6 3.25 2.83
str(RML)
## tibble [34 x 4] (S3: tbl_df/tbl/data.frame)
## $ Mes : chr [1:34] "Marzo" "Abril" "Mayo" "Junio" ...
## $ Desocupacion: num [1:34] 10.6 10.9 11.4 11.5 11.6 11.6 11.2 10.7 10.4 10 ...
## $ Importacion : num [1:34] 2.91 3.19 2.77 3 3.74 3.25 3.25 3.89 4 4.17 ...
## $ Exportacion : num [1:34] 2.07 2.21 2.46 2.57 2.84 2.83 2.52 3.79 3.41 4.02 ...
RML1<-RML[,-1]
names(RML1)
## [1] "Desocupacion" "Importacion" "Exportacion"
cor(RML1$Desocupacion,RML1$Importacion)
## [1] -0.9018179
cor(RML1$Desocupacion,RML1$Exportacion)
## [1] -0.8038411
round(cor(RML1),3)
## Desocupacion Importacion Exportacion
## Desocupacion 1.000 -0.902 -0.804
## Importacion -0.902 1.000 0.800
## Exportacion -0.804 0.800 1.000
plot(RML1)
# Test of F-Fisher
var.test(RML$Importacion,RML$Exportacion)
##
## F test to compare two variances
##
## data: RML$Importacion and RML$Exportacion
## F = 2.232, num df = 33, denom df = 33, p-value = 0.02386
## alternative hypothesis: true ratio of variances is not equal to 1
## 95 percent confidence interval:
## 1.114717 4.469142
## sample estimates:
## ratio of variances
## 2.232001
var(RML$Importacion)/var(RML$Exportacion)
## [1] 2.232001
# Test of Breusch-Pagan
library(lmtest)
## Warning: package 'lmtest' was built under R version 4.0.2
## Loading required package: zoo
##
## Attaching package: 'zoo'
## The following objects are masked from 'package:base':
##
## as.Date, as.Date.numeric
bptest(Resultado)
##
## studentized Breusch-Pagan test
##
## data: Resultado
## BP = 3.0702, df = 2, p-value = 0.2154