EJERCICIO1
EJERCICIO1
EJERCICIO1
de casas hipotecadas por medio de subastas públicas. Su jefe le pidió aplicar los
siguientes datos (saldo de la hipoteca, pagos mensuales, pagos hechos antes de la hipoteca
y precio final en la subasta) en una muestra aleatoria de ventas recientes con el fin de
estimar el precio real de la subasta.
Ventas SemanalesPagos
(Yi) mesuales (X1)
Pagos Hechos (X2)
Precios en subasta (X3) X1*Yi
13.80 120.00 19 16,900.00 1,656.00
14.20 200.00 8 75,800.00 2,840.00
14.00 150.00 12 43,900.00 2,100.00
18.20 180.00 15 16,600.00 3,276.00
23.50 240.00 16 40,700.00 5,640.00
104,400.00 983.27 26 63,100.00 102,653,388.00
113,800.00 1,075.54 19 72,600.00 122,396,452.00
116,400.00 1,087.16 35 72,300.00 126,545,424.00
100,000.00 900.01 33 58,100.00 90,001,000.00
92,800.00 683.11 36 37,100.00 63,392,608.00
105,200.00 915.24 34 52,600.00 96,283,248.00
105,900.00 905.67 38 51,900.00 95,910,453.00
94,700.00 810.70 25 43,200.00 76,773,290.00
105,600.00 891.33 20 52,600.00 94,124,448.00
104,100.00 864.38 7 42,700.00 89,981,958.00
85,700.00 1,074.73 30 22,200.00 92,104,361.00
113,600.00 871.61 24 77,000.00 99,014,896.00
119,400.00 1,021.23 58 69,000.00 121,934,862.00
90,600.00 836.46 3 35,600.00 75,783,276.00
104,500.00 1,056.37 22 63,000.00 110,390,665.00
∑ 1,556,783.70 14,866.81 480.00 1,006,900.00 ###
D)
Resumen a)
y= 74300.33 + 1.27X1 + 34.88X2 +
Estadísticas de la regresión
Coeficiente de corr0.93941684142 b)
Coeficiente de det 0.88250400195 Coeficiente de correlación múltiple
R^2 ajustado 0.86047350232 Coeficiente de determinación R^2
Error típico 3968.93744995
Observaciones 20
ANÁLISIS DE VARIANZA
Grados de Suma de Promedio de los
libertad cuadrados cuadrados F
Regresión 3 1893050068.2936 631016689.43118 40.05828358897
Residuos 16 252039431.70645 15752464.481653
Total 19 2145089500
F)
Análisis de los residuales
Chart Title
90,000.00
80,000.00
70,000.00
60,000.00
50,000.00
40,000.00
30,000.00
20,000.00
10,000.00
50,000.00
40,000.00
30,000.00
20,000.00
10,000.00
-
- 20,000.00 40,000.00 60,000.00 80,000.00 100,000.00 120,000
Pagos mesuales (X1) Linear (Pagos mesuales (X1)) Pagos Hechos (X2)
Linear (Pagos Hechos (X2)) Linear (Pagos Hechos (X2)) Precios en subasta (X3)
Linear (Precios en subasta (X3)) Linear (Precios en subasta (X3)) Linear (Precios en subast
X2*Yi X3*Yi x1^2 x2^2
262.20 233,220.00 14400 361
113.60 1,076,360.00 40000 64
168.00 614,600.00 22500 144
273.00 302,120.00 32400 225
376.00 956,450.00 57600 256
2,714,400.00 6,587,640,000.00 966819.8929 676
2,162,200.00 8,261,880,000.00 1156786.2916 361
4,074,000.00 8,415,720,000.00 1181916.8656 1225
3,300,000.00 5,810,000,000.00 810018.0001 1089
3,340,800.00 3,442,880,000.00 466639.2721 1296
3,576,800.00 5,533,520,000.00 837664.2576 1156
4,024,200.00 5,496,210,000.00 820238.1489 1444
2,367,500.00 4,091,040,000.00 657234.49 625
2,112,000.00 5,554,560,000.00 794469.1689 400
728,700.00 4,445,070,000.00 747152.7844 49
2,571,000.00 1,902,540,000.00 1155044.5729 900
2,726,400.00 8,747,200,000.00 759703.9921 576
6,925,200.00 8,238,600,000.00 1042910.7129 3364
271,800.00 3,225,360,000.00 699665.3316 9
2,299,000.00 6,583,500,000.00 1115917.5769 484
43,195,192.80 86,338,902,750.00 13,379,081.36 14,704.00
C)
300.33 + 1.27X1 + 34.88X2 + 0.51X3
Prestamo (Yi)
Pagos mesuales (X1)
ciente de correlación múltiple 0.94 Pagos Hechos (X2)
ciente de determinación R^2 0.88 Precios en subasta (X
Valor crítico de F
1.14754604E-07
Inferior 95% Superior 95% Inferior 95.0% Superior 95.0%
58339.0831143 90261.5714252875 58339.0831142989 90261.5714252875
-16.5268370481 19.0662033631724 -16.5268370481191 19.0662033631724
-125.39529388 195.151121683099 -125.395293879548 195.151121683099
0.39220757566 0.634162135661162 0.392207575660325 0.63416213566116
MATRIZ DE CORRELACION
Prestamo (Yi) Pagos mesuales (X1) Pagos Hechos (X2) Precios en subasta (X3)
1
0.245873304625833 1
0.517050072148575 0.19880805486414 1
0.938439741086317 0.244962999066363 0.513639734645732 1
MATRIZ DE COVARIANZA
Prestamo (Yi) Pagos mesuales (X1) Pagos Hechos (X2)
Prestamo (Yi) 2085217852.11428
Residuos
10000
0
5000
Precios en subasta (X3) Gráfico
- 200.00 400.00 600.00 800.00 1,000.00 1,200.00
residuales
Residuos
-5000
-10000
0
10000
Pagos mesuales (X1) Cu
0 10 20 30 40 50 60
-5000 Pagos
5000 ajustada
mesuales (X1)
Residuos
-10000 0
Pagos Hechos (X2)
150,000.00
Prestamo (Yi)
-5000 - 20,000.00
Pagos Hechos40,000.00
100,000.00 (X2)
150,000.00 60,000.00 80,0
-10000 Precios e
Prestamo (Yi)
50,000.00 100,000.00
- Precios en subasta (X3) ajustada
50,000.00
- .0
0 00
150,000.00 00
0.(X1) 00.
Prestamo (Yi)
Pagos0 0mesuales
- 0
5 0 100,000.00
,5
1,0 10 120
50,000.00 3
Pagos Hecho
-
Precios en subasta (X3)
338283475
residuales
de los residuales
asta (X3) Gráfico de los
000.00 1,200.00
Pagos Hechos
- (X2)
- 50000 50,000.00 100,000.00
Precios 0en subasta (X3)
0 20 40 60 80 100 120
Muestra percentil
Ventas Semanales
Pagos(Yi)
mesualesPagos
(X1) Hechos
Precios
(X2)en subasta (X3)
X1*Yi X2*Yi X3*Yi
13.80 120.00 19 16,900.00 1,656.00 262.20 233,220.00
14.20 200.00 8 75,800.00 2,840.00 113.60 1,076,360.00
14.00 150.00 12 43,900.00 2,100.00 168.00 614,600.00
18.20 180.00 15 16,600.00 3,276.00 273.00 302,120.00
23.50 240.00 16 40,700.00 5,640.00 376.00 956,450.00
83.70 890.00 70.00 193,900.00 15,512.00 1,192.80 3,182,750.00
x1^2 x2^2 x3^2 x1*x2 x1*x3 x2*x3
14400 361 285610000 2280 2,028,000.00 321,100.00
40000 64 5745640000 1600 15,160,000.00 606,400.00
22500 144 1927210000 1800 6,585,000.00 526,800.00
32400 225 275560000 2700 2,988,000.00 249,000.00
57600 256 1656490000 3840 9,768,000.00 651,200.00
166,900.00 1,050.00 9,890,510,000.00 12,220.00 36,529,000.00 2,354,500.00
FAMILIA YI X1 X2 XIYi X1^2 X1*X2
1 3 800 5 2400 640000 4000
2 3 1200 6 3600 1440000 7200
3 45 1000 5 45000 1000000 5000
4 60 1500 6 90000 2250000 9000
5 35 700 4 24500 490000 2800
6 65 1300 5 84500 1690000 6500
7 18 600 4 10800 360000 2400
SUMA 229 7100 35 260800 7870000 36900
PROMEDIO 32.7142857
X2*Yi X2^2 Y(reg) (Yi-Yr)^2 (Yi-Y^)^2 Yi-Ym)^2
15 25 24.06 443.5236 578.8836 9
18 36 39.796 1353.94562 1583.72162 9
225 25 40.004 24.960016 1600.32002 2025
360 36 63.712 13.778944 4059.21894 3600
140 16 32.24 7.6176 1039.4176 1225
325 25 63.92 1.1664 4085.7664 4225
72 16 24.268 39.287824 588.935824 324
1155 179 1884.28 13536.264 11417
SCE SCR SCy
Tamañode la tiendaVentas XI*YI Xi^2 (xi-xm)2 (yi-ym)2 (xi-xm)(yi-ym
3.7 9.18 33.97 13.69 0.3 9.2884284 1.59417751
2.0 4.58 9.16 4.00 1.4 2.40965917 1.82694675
5.0 8.22 41.10 25.00 3.3 4.35845917 3.80602367
0.7 1.45 1.02 0.49 6.1 21.9240053 11.597716
2.6 6.51 16.93 6.76 0.3 0.14265148 -0.21789941
2.9 2.82 8.18 8.41 0.1 10.9713822 0.91725444
5.2 10.45 54.34 27.04 4.1 18.6424669 8.73502367
5.9 9.94 58.65 34.81 7.4 14.4985207 10.3686391
3.0 4.43 13.29 9.00 0.0 2.89785148 0.30117751
2.4 4.75 11.40 5.76 0.6 1.91077456 1.07394675
2.4 7.30 17.52 5.76 0.6 1.36350533 -0.9072071
0.5 3.33 1.67 0.25 7.2 7.8529284 7.50156213
5.0 6.76 33.80 25.00 3.3 0.39399763 1.14433136
41.3 79.72 301.01 165.97 34.8 96.6546308 47.7416923
3.2 6.132308 SCx SCy SCxy
xm ym
Yreg y r -ym)^2 yi.y reg)^2
6.85051 0.51581455 5.4265237 Ventas
4.5159 2.61277383 0.0041088
12.00
8.6358 6.26747373 0.1728896
2.73061 11.57154719 1.6399620 10.00
5.33988 0.62794165 1.3691808 f(x) = 1.37334483979465 x + 1.76929677819083
R² = 0.6783514276763
5.75187 0.14473284 8.5958617 8.00
8.91046 7.71813024 2.3701834
9.87177 13.98357835 0.0046553 6.00
5.8892 0.05910135 2.1292646
4.00
5.06522 1.13867614 0.0993636
5.06522 1.13867614 4.9942416
2.00
2.45595 13.51560588 0.7639634
8.6358 6.26747373 3.5186256 0.00
65.56152564 0.0 1.0 2.0 3.0 4.0 5.0 6.0
SCR SCE
7819083
RESUMEN
Grupos Cuenta Suma Promedio Varianza
Columna 1 7 168.1 24.0142857 0.65809524
Columna 2 7 135.1 19.3 3.65333333
Columna 3 7 161.6 23.0857143 0.43142857
Columna 4 7 153.9 21.9857143 0.89142857
ANÁLISIS DE VARIANZA
Origen de las variaciones Suma de cuadrados Grados dePromedio
libertad de los cuadradosF
Entre grupos 87.4239285714286 3 29.1413095 20.6885565
Dentro de los 33.8057142857143 24 1.40857143
Total 121.229642857143 27
30.549881
Probabilidad
Valor crítico para F
7.67653E-07 3.00878657