Descomposición de Series Temporales
I. Descomposición de Series Temporales
library(readxl)
library(forecast)
serie.imae<- read_excel("C:/Users/crist/Downloads/Cristali Dayamari Aguilar Zacarias - IMAE_SLV.xlsx",
col_types = c("skip", "numeric"),
skip = 5)
serie.imae.ts<- ts(data = serie.imae,
start = c(2018, 1),
frequency = 12)
serie.imae.ts %>%
autoplot(main = "IMAE, EL SALVADOR 2018-2023[marzo]",
xlab ="Años/Meses",
ylab = "Indice")
2.1 Modelo Aditivo
2.1.1 Componente de Tendencia Tt [Componente TCt]
ma2_12<- ma(serie.imae.ts, 12, centre = TRUE)
autoplot(serie.imae.ts,main = "IMAE, EL Salvador 2009-2021[marzo]",
xlab = "Años/Meses",
ylab = "Indice")+
autolayer(ma2_12,series = "Tt")
2.1.2 Cálculo de los Factores Estacionales [Componente St]
library(magrittr)
Yt <- serie.imae.ts
Tt <- ma2_12
SI <- Yt - Tt
St <- tapply(SI, cycle(SI), mean, na.rm = TRUE)
St <- St - sum(St) / 12
St <- rep(St, len = length(Yt)) %>% ts(start = c(2018, 1), frequency = 12)
autoplot(St,
main = "Factores Estacionales",
xlab = "Años/Meses",
ylab = "Factor Estacional")
2.1.3 Cáculo del Componente Irregular [It]
It <- Yt - Tt - St
autoplot(It,
main = "Componente Irregular",
xlab = "Años/Meses",
ylab = "It")
2.1.4 Descomposición Aditiva (usando stats)
library(stats)
descomposición_aditiva <- decompose(serie.imae.ts, type = "additive")
autoplot (descomposición_aditiva, main= "Descomposición Aditiva", xlab = "Años/Meses")
2.1.5 Descomposición Aditiva (usando feasts)
library(tsibble)
library(feasts)
library(ggplot2)
Yt %>% as_tsibble() %>%
model(
classical_decomposition(value, type ="additive")
) %>%
components () %>%
autoplot() +
labs(title = "Descomposición Clásica Aditiva, IMAE")+xlab("Años/Meses")
2.2 Modelo Multiplicativo
2.2.1 Componente Tendencia Ciclo [Tt=TCt]
Tt<- ma(serie.imae.ts, 12, centre = TRUE)
autoplot(Tt, main = "Componente Tendencia [Ciclo]", xlab = "Años/Meses", ylab = "Tt")
2.2.2 Cálculo de Factores Estacionales [St]
SI <- Yt/Tt
St <- tapply(SI, cycle(SI), mean, na.rm = TRUE)
St <- St*12/sum(St)
St <-
rep(St, len = length(Yt)) %>% ts(start = c(2018, 1), frequency = 12)
autoplot(St,
main = "Factores Estacionales",
xlab = "Años/Meses",
ylab = "Factor Estacional")
2.2.3 Cálculo del Componente Irregular [It]
It <- Yt/(Tt*St)
autoplot(It,
main = "Componente Irregular",
xlab = "Años/Meses",
ylab = "It")
2.2.4 Descomposición Multiplicativa (usando stast)
library(stats)
descomposición_multiplicativa <- decompose(serie.imae.ts, type = "multiplicative")
autoplot(descomposición_multiplicativa, main ="Descomposición Multiplicativa", xlab="Años/Meses")
2.2.5 Descomposición Multiplicativa (usando feasts)
library(tsibble)
library(feasts)
library(ggplot2)
Yt %>% as_tsibble() %>%
model( classical_decomposition(value, type ="multiplicative")) %>%
components () %>%
autoplot() +
labs(title = "Descomposición Clásica Multiplicativa, IMAE")+xlab("Años/Meses")
2.3 Descomposición (usando TSstudio)
library(TSstudio)
ts_decompose(Yt, type = "multiplicative", showline = TRUE)ts_seasonal(Yt, type = "box", title = "Análisis de Valores Estacionales")