Ejemplo Markov 1

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  • t yt xt xt+11 2437.34 0.75829011 -0.428440342 1767.05 -0.42844034 -0.559065853 1693.27 -0.55906585 -1.310755644 1268.7 -1.31075564 -0.415887695 1774.14 -0.41588769 -1.484686936 1170.46 -1.48468693 0.965718757 2554.5 0.96571875 1.131080948 2647.9 1.13108094 0.072391119 2049.93 0.07239111 1.27135553

    10 2727.13 1.27135553 -----Media = 2009.042 Suma =Desvest = 564.820762 c1 =

    prom(xt) = 0

    t xt et1 0.75829011 ------2 -0.42844034 -0.576506793 -0.55906585 -0.489090694 -1.31075564 -1.229373725 -0.41588769 -0.179697736 -1.48468693 -1.432851547 0.96571875 1.257790818 1.13108094 0.971150039 0.07239111 -0.13631588

    10 1.27135553 1.27963386

    generacionet1 xt yt

    -0.35876 -0.12071786 1940.85805-0.16945 -0.18863489 1902.4971-0.74299 -0.76493778 1576.989260.27623 0.13199305 2083.59441-0.4176 -0.38649886 1790.739421.26492 1.17314317 2671.65762

    -0.31539 -0.09599956 1954.81946-1.3048 -1.3004075 1274.544850.92081 0.66802726 2386.35766

    -0.58645 -0.45468918 1752.22411

  • xt+1*xt xt2-0.32488208 0.57500390.23952636 0.183561130.73279872 0.312554630.54512713 1.718080350.61746301 0.17296257

    -1.43379 2.204295271.09230607 0.9326127

    0.0818802 1.27934410.09203483 0.00524047

    -------- 1.616344891.64246426 90.16424643 c0 = 0.9

    r1(xt) = 0.18249603

    Hoja1