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AO

1
2
3
4
5
6
7
8
9
10
11
12
13

2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013

INGRESOS
(MILES DE SOLES)
34687
31405
34190
42803
46877
50332
55287
57136
45868
59819
118843
164811
180991

AO
1

2001

2002

2003

2004

2005

2006

2007

2008

2009

10

2010

11

2011

12

2012

13

2013

TRIMESTRE
I
II
III
IV
I
II
III
IV
I
II
III
IV
I
II
III
IV
I
II
III
IV
I
II
III
IV
I
II
III
IV
I
II
III
IV
I
II
III
IV
I
II
III
IV
I
II
III

INGRESOS
(MILES DE SOLES)
8,311
8,360
9,545
8,350
6,477
7,844
8,505
8,864
6,113
8,494
10,366
10,361
7,617
10,301
12,571
12,459
9,247
10,580
14,347
12,703
11,014
12,211
13,821
13,286
10,922
13,073
16,543
14,748
12,376
14,519
15,733
14,507
9,853
11,404
11,930
12,681
10,889
14,622
16,620
17,688
17,179
25,577
37,495

IV
I
II
III
IV
I
II
III
IV

38,591
34,716
43,216
41,314
45,565
36,227
45,978
44,626
54,160

INGRESOS
YEAR
8,311
8,360
9,545
8,350
6,477
7,844
8,505
8,864
6,113
8,494
10,366
10,361
7,617
10,301
12,571
12,459
9,247
10,580
14,347
12,703
11,014
12,211
13,821
13,286
10,922
13,073
16,543
14,748
12,376
14,519
15,733
14,507
9,853
11,404
11,930
12,681
10,889
14,622
16,620
17,688
17,179
25,577
37,495
38,591
34,716
43,216

QUARTER
2001
2001
2001
2001
2002
2002
2002
2002
2003
2003
2003
2003
2004
2004
2004
2004
2005
2005
2005
2005
2006
2006
2006
2006
2007
2007
2007
2007
2008
2008
2008
2008
2009
2009
2009
2009
2010
2010
2010
2010
2011
2011
2011
2011
2012
2012

1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2

DATE
Q1 2001
Q2 2001
Q3 2001
Q4 2001
Q1 2002
Q2 2002
Q3 2002
Q4 2002
Q1 2003
Q2 2003
Q3 2003
Q4 2003
Q1 2004
Q2 2004
Q3 2004
Q4 2004
Q1 2005
Q2 2005
Q3 2005
Q4 2005
Q1 2006
Q2 2006
Q3 2006
Q4 2006
Q1 2007
Q2 2007
Q3 2007
Q4 2007
Q1 2008
Q2 2008
Q3 2008
Q4 2008
Q1 2009
Q2 2009
Q3 2009
Q4 2009
Q1 2010
Q2 2010
Q3 2010
Q4 2010
Q1 2011
Q2 2011
Q3 2011
Q4 2011
Q1 2012
Q2 2012

PRONOSTICADO
8,310
9,628
9,627
8,310
6,024
7,241
9,068
7,494
6,545
7,270
9,468
9,874
8,091
9,487
11,522
12,180
10,213
11,727
12,261
13,526
10,310
13,126
14,798
12,778
10,854
12,611
15,299
15,608
12,673
14,331
17,051
14,618
12,184
11,988
13,182
10,550
8,949
12,668
16,200
16,518
14,868
19,629
27,022
37,601
38,680
41,460

41,314
45,565
36,227
45,978
44,626
54,160

2012
2012
2013
2013
2013
2013
2014
2014
2014
2014

3
4
1
2
3
4
1
2
3
4

Q3 2012
Q4 2012
Q1 2013
Q2 2013
Q3 2013
Q4 2013
Q1 2014
Q2 2014
Q3 2014
Q4 2014

Factores estacionales
Nombre de la serie:
INGRESOS EN MILES DE SOLES

Perodo
1

Factor
estacional (%)
82.4

99.1

112.0

106.5

48,101
42,373
43,064
44,042
47,521
46,643
47,945
57,109
58,513
63,435

INGRESOS
YEAR
8,311
8,360
9,545
8,350
6,477
7,844
8,505
8,864
6,113
8,494
10,366
10,361
7,617
10,301
12,571
12,459
9,247
10,580
14,347
12,703
11,014
12,211
13,821
13,286
10,922
13,073
16,543
14,748
12,376
14,519
15,733
14,507
9,853
11,404
11,930
12,681
10,889
14,622
16,620
17,688
17,179
25,577
37,495
38,591
34,716

QUARTER
2001
2001
2001
2001
2002
2002
2002
2002
2003
2003
2003
2003
2004
2004
2004
2004
2005
2005
2005
2005
2006
2006
2006
2006
2007
2007
2007
2007
2008
2008
2008
2008
2009
2009
2009
2009
2010
2010
2010
2010
2011
2011
2011
2011
2012

1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1

DATE
Q1 2001
Q2 2001
Q3 2001
Q4 2001
Q1 2002
Q2 2002
Q3 2002
Q4 2002
Q1 2003
Q2 2003
Q3 2003
Q4 2003
Q1 2004
Q2 2004
Q3 2004
Q4 2004
Q1 2005
Q2 2005
Q3 2005
Q4 2005
Q1 2006
Q2 2006
Q3 2006
Q4 2006
Q1 2007
Q2 2007
Q3 2007
Q4 2007
Q1 2008
Q2 2008
Q3 2008
Q4 2008
Q1 2009
Q2 2009
Q3 2009
Q4 2009
Q1 2010
Q2 2010
Q3 2010
Q4 2010
Q1 2011
Q2 2011
Q3 2011
Q4 2011
Q1 2012

ERR_1
SAS_1
108,523
1,009,022
,93556
843,492
100,834
852,253
,97123
783,860
,99381
786,360
100,580
791,429
,96892
759,394
104,772
832,112
,91629
742,167
100,024
857,012
102,803
925,559
102,805
972,644
,94084
924,765
,99993
1,039,331
102,739
1,122,439
104,162
1,169,595
,98618
1,122,660
,92629
1,067,481
106,526
1,281,014
,96572
1,192,500
105,793
1,337,188
,98316
1,232,042
,98080
1,234,048
,98354
1,247,230
100,952
1,326,019
,97345
1,319,015
104,950
1,477,090
,96617
1,384,476
103,321
1,502,546
101,764
1,464,911
100,607
1,404,767
102,970
1,361,852
,97135
1,196,233
,98371
1,150,619
,92217
1,065,205
,97651
1,190,435
100,434
1,322,012
103,018
1,475,303
,94513
1,483,965
,92382
1,660,470
,95912
2,085,669
,97210
2,580,620
104,800
3,347,851
,98999
3,622,749
106,413
4,214,802

43,216
41,314
45,565
36,227
45,978
44,626
54,160

2012
2012
2012
2013
2013
2013
2013

2
3
4
1
2
3
4

Q2 2012
Q3 2012
Q4 2012
Q1 2013
Q2 2013
Q3 2013
Q4 2013

Factores estacionales
Nombre de la serie:
INGRESOS EN MILES DE SOLES
Perodo

Factor
estacional (%)

82.4

99.1

112.0

106.5

106,672
,89838
101,292
102,282
104,262
,87203
109,830

4,360,327
3,688,841
4,277,437
4,398,249
4,639,002
3,984,563
5,084,297

SAF_1
STC_1
,82367
929,781
,99112
901,589
111,997
845,205
106,524
807,081
,82367
791,256
,99112
786,863
111,997
783,755
106,524
794,211
,82367
809,967
,99112
856,805
111,997
900,324
106,524
946,102
,82367
982,916
,99112
1,039,404
111,997
1,092,510
106,524
1,122,866
,82367
1,138,398
,99112
1,152,432
111,997
1,202,539
106,524
1,234,825
,82367
1,263,968
,99112
1,253,148
111,997
1,258,211
106,524
1,268,098
,82367
1,313,520
,99112
1,354,996
111,997
1,407,424
106,524
1,432,958
,82367
1,454,252
,99112
1,439,521
111,997
1,396,289
106,524
1,322,565
,82367
1,231,513
,99112
1,169,669
111,997
1,155,108
106,524
1,219,074
,82367
1,316,298
,99112
1,432,085
111,997
1,570,125
106,524
1,797,400
,82367
2,174,556
,99112
2,654,680
111,997
3,194,529
106,524
3,659,389
,82367
3,960,805

,99112
111,997
106,524
,82367
,99112
111,997
106,524

4,087,606
4,106,123
4,222,869
4,300,114
4,449,374
4,569,287
4,629,244

Y
INGRESOS
(MILES DE
SOLES)
34687
31405
34190
42803
46877
50332
55287
57136
45868
59819
118843
164811
180991

AO
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013

CODIFICACION

7070.8022
17726.2967
28381.7912
39037.2857
49692.7802
60348.2747
71003.7692
81659.2637
92314.7582
102970.2527
113625.7473
124281.2418
134936.7363
145592.2308

1
2
3
4
5
6
7
8
9
10
11
12
13
14

490.566686
177.166165
120.46456
109.646455
94.3336231
83.40255
77.8648804
69.9687915
49.6865299
58.0934769
104.591611
132.611324
134.130264

INGRESOS(MILES DE SOLES)
200000
180000
160000
140000
120000
100000
80000
60000
40000
20000
0
2000

2001

2002

2003

2004

2005

2006

2007

2008

2009

2010

2011

ECUACION: = 3584.69230769231 + 10655.4945054945


PRONOSTICO PARA EL 2014
Y(2014)= -3584.69230769231 + 10655.4945054945 * (14)
Y= 145592.231
AGREGANDO EL CICLO
Y(2014)=

2012

Resumen
Estadsticas de la regresin
Coeficiente de correlacin
0.824076mltiple
Coeficiente de determinacin
0.67910125 R^2
R^2 ajustado 0.64992864
Error tpico
29794.0615
Observaciones
13
ANLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Regresin
1 2.0664E+10
Residuos
11 9764547078
Total
12 3.0429E+10
Coeficientes Error tpico
Intercepcin -3584.69231 17529.2885
CODIFICACION 10655.4945 2208.48277

2012

2013

2014

Promedio de los cuadrados F


Valor crtico de F
2.0664E+10 23.2787249 0.00053177
887686098

Estadstico t Probabilidad Inferior 95% Superior 95% Inferior 95.0%Superior 95.0%


-0.20449731 0.84169946 -42166.3963 34997.0117 -42166.3963 34997.0117
4.8248031 0.00053177
5794.6567 15516.3323
5794.6567 15516.3323

AO
2001
2001
2001
2001
2002
2002
2002
2002
2003
2003
2003
2003
2004
2004
2004
2004
2005
2005
2005
2005
2006
2006
2006
2006
2007
2007
2007
2007
2008
2008
2008
2008
2009
2009
2009
2009
2010
2010
2010
2010
2011
2011
2011

TRIMESTRE
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3

INGRESOS
8.311
8.360
9.545
8.350
6.477
7.844
8.505
8.864
6.113
8.494
10.366
10.361
7.617
10.301
12.571
12.459
9.247
10.580
14.347
12.703
11.014
12.211
13.821
13.286
10.922
13.073
16.543
14.748
12.376
14.519
15.733
14.507
9.853
11.404
11.930
12.681
10.889
14.622
16.620
17.688
17.179
25.577
37.495

INDICE DE
ESTACIONALIDAD
0.824
0.991
1.12
1.065
0.824
0.991
1.12
1.065
0.824
0.991
1.12
1.065
0.824
0.991
1.12
1.065
0.824
0.991
1.12
1.065
0.824
0.991
1.12
1.065
0.824
0.991
1.12
1.065
0.824
0.991
1.12
1.065
0.824
0.991
1.12
1.065
0.824
0.991
1.12
1.065
0.824
0.991
1.12

Y
DESESTACIONAL
IZACION
10.0862
8.4359
8.5223
7.8404
7.8604
7.9152
7.5938
8.3230
7.4187
8.5711
9.2554
9.7286
9.2439
10.3946
11.2241
11.6986
11.2221
10.6761
12.8098
11.9277
13.3665
12.3219
12.3402
12.4751
13.2549
13.1917
14.7705
13.8479
15.0194
14.6509
14.0473
13.6216
11.9575
11.5076
10.6518
11.9070
13.2148
14.7548
14.8393
16.6085
20.8483
25.8093
33.4777

2011
2012
2012
2012
2012
2013
2013
2013
2013

4
1
2
3
4
1
2
3
4

38.591
34.716
43.216
41.314
45.565
36.227
45.978
44.626
54.160

1.065
0.824
0.991
1.12
1.065
0.824
0.991
1.12
1.065

36.2357
42.1311
43.6085
36.8875
42.7840
43.9648
46.3956
39.8446
50.8545

ECUACION: Y= 0.193269591644349 + 0.661747851395023 X


PRONOSTICO

TRIMESTRE
2014
2014
2014
2014

X
1
2
3
4

53
54
55
56

pronos.
Indice
Sinestacionalidad estacionalidad
35.2659
0.824
35.9277
0.991
36.5894
1.12
37.2511
1.065

X
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43

Resumen
Estadsticas de la regresin
Coeficiente de correlacin
0.8095722
mltiple
Coeficiente de determinacin
0.65540714
R^2
R^2 ajustado
0.64851529
Error tpico
7.34410976
Observaciones
52
ANLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Regresin
1 5129.24239
Residuos
50 2696.79741
Total
51
7826.0398

Intercepcin
X

Coeficientes Error tpico


0.19326959 2.06662675
0.66174785 0.06785863

44
45
46
47
48
49
50
51
52
95023 X
PRONOSTICO
FINAL
29.05910631
35.60430468
40.98012959
39.67247397

Promedio de los cuadrados F


Valor crtico de F
5129.24239 95.0987713 3.7187E-13
53.9359481

Estadstico t Probabilidad Inferior 95% Superior 95% Inferior 95.0%Superior 95.0%


0.09351935 0.92586472 -3.9576724 4.34421158 -3.9576724 4.34421158
9.75185989 3.7187E-13 0.52544978 0.79804592 0.52544978 0.79804592

Descripcin del modelo


Tipo de modelo
ID del modelo ingresos (miles Modelo_1
de soles)

La salida de ARIMA nos muestra


modelo :

ARIMA(0,1,0)(0,1,1)

Ajuste del modelo


Estadstico de
ajuste
R-cuadrado
estacionaria
R-cuadrado
RMSE
MAPE
MaxAPE
MAE
MaxAE
BIC
normalizado

Media

ET

Mnimo

Mximo

.164

.164

.164

.164

.942

.942

.942

.942

3.110

3.110

3.110

3.110

9.325

9.325

9.325

9.325

29.311

29.311

29.311

29.311

1.900

1.900

1.900

1.900

12.109

12.109

12.109

12.109

2.351

2.351

2.351

2.351

Estadsticos del modelo

Modelo
ingresos (miles
de soles)Modelo_1

Estadsticos
de ajuste del
modelo
R-cuadrado
estacionaria

Nmero de
predictores

.164

Ljung-Box Q(18)
Estadsticos

22.756

GL

Sig.

17

.157

da de ARIMA nos muestra que el tipo

Ajuste del modelo


10

Percentil
50

25

75

90

95

.164

.164

.164

.164

.164

.164

.942

.942

.942

.942

.942

.942

3.110

3.110

3.110

3.110

3.110

3.110

9.325

9.325

9.325

9.325

9.325

9.325

29.311

29.311

29.311

29.311

29.311

29.311

1.900

1.900

1.900

1.900

1.900

1.900

12.109

12.109

12.109

12.109

12.109

12.109

2.351

2.351

2.351

2.351

2.351

2.351

Nmero de
valores
atpicos

Parmetros del modelo ARIMA


Estimacin
ingresos (miles ingresos (miles Logaritmo
de soles)de soles)
natural
Modelo_1

Diferencia

Diferenciacin estacional

MA, estacional Retardo 1

.692

RIMA
ET

.153

Sig.

4.529

.000

pronosticos
de ingresos
65,798
90,447
75,140
69,439
68,397
95,081
100,305
76,080
93,184
119,666
123,538
91,756
117,422
125,323
141,727
94,018
135,462
151,509
132,011
103,780
130,258
157,882
158,663
117,325
148,072
178,287
147,798
117,590
117,412
134,995
111,657
97,512
128,861
166,954
162,116
141,015

ingresos
83,110
83,600
95,450
83,500
64,770
78,440
85,050
88,640
61,130
84,940
103,660
103,610
76,170
103,010
125,710
124,590
92,470
105,800
143,470
127,030
110,140
122,110
138,210
132,860
109,220
130,730
165,430
147,480
123,760
145,190
157,330
145,070
98,530
114,040
119,300
126,810
108,890
146,220
166,200
176,880
171,790

2001
2001
2001
2001
2002
2002
2002
2002
2003
2003
2003
2003
2004
2004
2004
2004
2005
2005
2005
2005
2006
2006
2006
2006
2007
2007
2007
2007
2008
2008
2008
2008
2009
2009
2009
2009
2010
2010
2010
2010
2011

211,802
292,230
376,461
327,624
454,537
534,234
418,841
394,598
467,969
526,235
465,251
457,795
589,370
642,517
703,357

255,770
374,950
385,910
347,160
432,160
413,140
455,650
362,270
459,780
446,260
541,600

2011
2011
2011
2012
2012
2012
2012
2013
2013
2013
2013
2014
2014
2014
2014

Pronostica
Pronosticado
do_ingreso
_ingresos_M
s_Modelo_
odelo_1_A
1
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1

Q1 2001
Q2 2001
Q3 2001
Q4 2001
Q1 2002
Q2 2002
Q3 2002
Q4 2002
Q1 2003
Q2 2003
Q3 2003
Q4 2003
Q1 2004
Q2 2004
Q3 2004
Q4 2004
Q1 2005
Q2 2005
Q3 2005
Q4 2005
Q1 2006
Q2 2006
Q3 2006
Q4 2006
Q1 2007
Q2 2007
Q3 2007
Q4 2007
Q1 2008
Q2 2008
Q3 2008
Q4 2008
Q1 2009
Q2 2009
Q3 2009
Q4 2009
Q1 2010
Q2 2010
Q3 2010
Q4 2010
Q1 2011

65,798
90,447
75,140
69,439
68,397
95,081
100,305
76,080
93,184
119,666
123,538
91,756
117,422
125,323
141,727
94,018
135,462
151,509
132,011
103,780
130,258
157,882
158,663
117,325
148,072
178,287
147,798
117,590
117,412
134,995
111,657
97,512
128,861
166,954
162,116
141,015

83,105
96,276
96,273
83,097
60,235
72,410
90,675
74,939
65,453
72,700
94,682
98,743
80,908
94,871
115,216
121,797
102,134
117,266
122,614
135,255
103,101
131,261
147,981
127,778
108,542
126,109
152,990
156,082
126,734
143,310
170,513
146,180
121,839
119,882
131,822
105,497
89,489
126,678
162,004
165,178
148,682

2
3
4
1
2
3
4
1
2
3
4
1
2
3
4

Q2 2011
Q3 2011
Q4 2011
Q1 2012
Q2 2012
Q3 2012
Q4 2012
Q1 2013
Q2 2013
Q3 2013
Q4 2013
Q1 2014
Q2 2014
Q3 2014
Q4 2014

211,802
292,230
376,461
327,624
454,537
534,234
418,841
394,598
467,969
526,235
465,251
457,795
589,370
642,517
703,357

196,295
270,220
376,013
386,801
414,595
481,011
423,734
430,642
440,417
475,212
466,434
479,449
571,086
585,130
634,347

Descripcin del modelo


Tipo de
modelo
ID del modelo ingresos (miles Modelo_1
de soles)

Aditivo de
Winters

Estadsticos del modelo

Modelo
ingresos (miles
de soles)Modelo_1

Estadsticos
de ajuste del
modelo
R-cuadrado
estacionaria

Nmero de
predictores

.148

Ljung-Box Q(18)
Estadsticos

GL

17.442

Sig.

15

.293

Parmetros del modelo de suavizado exponencial


Estimacin

Modelo
ingresos (miles Sin
Alpha (Nivel)
de soles)transformacin Gamma
Modelo_1
(Tendencia)
Delta
(Estacin)

ET

.744

.141

5.288

.175

.104

1.686

.999

.811

1.232

La salida de ARIMA nos muestra que el tipo modelo :


ADITIVO DE WINTERS
La prediccion que nos muestra el diagrama de tendencia que la
variable dependiente que son los ingresos muestra una tendencia
ascendente para trimestre 3 del ao 2014

Nmero de
valores
atpicos

Sig.
.000
.098
.224

modelo :

de tendencia que la
uestra una tendencia

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