Llamar librerias
library(WDI)
library(wbstats)
library(tidyverse)
## ── Attaching core tidyverse packages ──────────────────────── tidyverse 2.0.0 ──
## ✔ dplyr 1.1.0 ✔ readr 2.1.4
## ✔ forcats 1.0.0 ✔ stringr 1.5.0
## ✔ ggplot2 3.4.1 ✔ tibble 3.2.1
## ✔ lubridate 1.9.2 ✔ tidyr 1.3.0
## ✔ purrr 1.0.1
## ── Conflicts ────────────────────────────────────────── tidyverse_conflicts() ──
## ✖ dplyr::filter() masks stats::filter()
## ✖ dplyr::lag() masks stats::lag()
## ℹ Use the conflicted package (<http://conflicted.r-lib.org/>) to force all conflicts to become errors
library(forecast)
## Registered S3 method overwritten by 'quantmod':
## method from
## as.zoo.data.frame zoo
library(ggplot2)
Pronóstico #1: PIB en México
gdp_data <- wb_data(country = "MX", indicator = "NY.GDP.PCAP.CD", start_date=1950, end_date=2022)
# Consultar country en: https://es.wikipedia.org/wiki/ISO_3166-1
summary(gdp_data)
## iso2c iso3c country date
## Length:62 Length:62 Length:62 Min. :1960
## Class :character Class :character Class :character 1st Qu.:1975
## Mode :character Mode :character Mode :character Median :1990
## Mean :1990
## 3rd Qu.:2006
## Max. :2021
## NY.GDP.PCAP.CD unit obs_status footnote
## Min. : 359.5 Length:62 Length:62 Length:62
## 1st Qu.: 1353.7 Class :character Class :character Class :character
## Median : 3784.7 Mode :character Mode :character Mode :character
## Mean : 4724.5
## 3rd Qu.: 8267.6
## Max. :11076.1
## last_updated
## Min. :2023-03-01
## 1st Qu.:2023-03-01
## Median :2023-03-01
## Mean :2023-03-01
## 3rd Qu.:2023-03-01
## Max. :2023-03-01
head(gdp_data)
## # A tibble: 6 × 9
## iso2c iso3c country date NY.GDP.PCAP.CD unit obs_status footnote last_upda…¹
## <chr> <chr> <chr> <dbl> <dbl> <chr> <chr> <chr> <date>
## 1 MX MEX Mexico 1960 360. <NA> <NA> <NA> 2023-03-01
## 2 MX MEX Mexico 1961 378. <NA> <NA> <NA> 2023-03-01
## 3 MX MEX Mexico 1962 393. <NA> <NA> <NA> 2023-03-01
## 4 MX MEX Mexico 1963 424. <NA> <NA> <NA> 2023-03-01
## 5 MX MEX Mexico 1964 486. <NA> <NA> <NA> 2023-03-01
## 6 MX MEX Mexico 1965 511. <NA> <NA> <NA> 2023-03-01
## # … with abbreviated variable name ¹​last_updated
PIB <- gdp_data$NY.GDP.PCAP.CD
# Generar serie de tiempo
PIB_st <- ts(data= PIB, start = c(1960), frequency = 1)
# Generar pronóstico
modelo_PIB <- auto.arima(PIB_st, D=1)
modelo_PIB
## Series: PIB_st
## ARIMA(0,1,0) with drift
##
## Coefficients:
## drift
## 158.7891
## s.e. 88.9207
##
## sigma^2 = 490358: log likelihood = -485.69
## AIC=975.38 AICc=975.59 BIC=979.6
pronostico_PIB <- forecast(modelo_PIB, level=c(95), h=5)
pronostico_PIB
## Point Forecast Lo 95 Hi 95
## 2022 10204.47 8831.993 11576.95
## 2023 10363.26 8422.284 12304.23
## 2024 10522.05 8144.849 12899.25
## 2025 10680.84 7935.884 13425.79
## 2026 10839.63 7770.675 13908.58
plot(pronostico_PIB, main="Pronostico a 5 años del PIB de México del 2022 al 2026")
