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La ley de Okun en el Perú - Pontificia universidad cat&oacutelica del ...

La ley de Okun en el Perú - Pontificia universidad cat&oacutelica del ...

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4. R y LPIBNPLMEn este caso también se <strong>en</strong>cu<strong>en</strong>tran hasta dos vectores <strong>de</strong> cointegración.Sample: 1970 1999Inclu<strong>de</strong>d observations: 28Series: R PIBNPLM<strong>La</strong>gs interval: 1 to 1Data Tr<strong>en</strong>d: None None Linear Linear QuadraticRank or No Intercept Intercept Intercept Intercept InterceptNo. of CEs No Tr<strong>en</strong>d No Tr<strong>en</strong>d No Tr<strong>en</strong>d Tr<strong>en</strong>d Tr<strong>en</strong>dS<strong>el</strong>ected (5% lev<strong>el</strong>) Number of Cointegrating R<strong>el</strong>ations by Mo<strong>de</strong>l (columns)Trace 1 1 2 2 2Max-Eig 1 0 2 2 2Sample: 1970 1999Inclu<strong>de</strong>d observations: 27Series: R PIBNPLM<strong>La</strong>gs interval: 1 to 2Data Tr<strong>en</strong>d: None None Linear Linear QuadraticRank or No Intercept Intercept Intercept Intercept InterceptNo. of CEs No Tr<strong>en</strong>d No Tr<strong>en</strong>d No Tr<strong>en</strong>d Tr<strong>en</strong>d Tr<strong>en</strong>dS<strong>el</strong>ected (5% lev<strong>el</strong>) Number of Cointegrating R<strong>el</strong>ations by Mo<strong>de</strong>l (columns)Trace 0 0 0 0 2Max-Eig 0 0 0 0 037

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