Una serie de tiempo es una colección de observaciones sobre un determinado fenómeno efectuadas en momentos de tiempo sucesivos, usualmente equiespaciados.
Ejemplos de serie de tiempos son: 1.Precio de acciones 2.Niveles de inventario 3.Rotación de personal 4.Ventas
## Warning: package 'forecast' was built under R version 4.1.3
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#Paso 1. Obtener los valores dependientes
produccion <- c(50,53,55,57,55,60)
#Paso 2. Agregar a los valores anteriores su tiempo correspondiente
serie_de_tiempo <- ts(data=produccion,start=c(2020,1),frequency=4)
serie_de_tiempo## Qtr1 Qtr2 Qtr3 Qtr4
## 2020 50 53 55 57
## 2021 55 60
#ARIMA:AutoREgressive Integrarted Moving Average o Modelo Autorregresivo Integrado de Media Movil
#ARIMA (p,d,q)
#p= orden de auto-regresión
#d= orden de integración (diferenciación)
#q= orden del promedio movil
#¿Cuándo se usa?
#Cuando las estimaciones futuras se explican por los datos del pasado y no porr variables independientes
#Ejemplo: Tipo de cambio
modelo <- auto.arima(serie_de_tiempo, D=1)
modelo## Series: serie_de_tiempo
## ARIMA(0,0,0)(0,1,0)[4] with drift
##
## Coefficients:
## drift
## 1.5000
## s.e. 0.1768
##
## sigma^2 = 2.01: log likelihood = -2.84
## AIC=9.68 AICc=-2.32 BIC=7.06
## Point Forecast Lo 95 Hi 95
## 2021 Q3 61 58.22127 63.77873
## 2021 Q4 63 60.22127 65.77873
## 2022 Q1 61 58.22127 63.77873
## 2022 Q2 66 63.22127 68.77873
## 2022 Q3 67 63.07028 70.92972
El banco mundial (wb) es un organismo
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#Paso 1. Obtener los valores dependientes
gdp_data <- wb_data(country = "MX", indicator= "NY.GDP.MKTP.CD", start_date = 1973, end_date = 2022)
gdp_data <-gdp_data %>% select(date,NY.GDP.MKTP.CD)
serie_tiempo1 <- ts(data = gdp_data$NY.GDP.MKTP.CD, start = c(1973, 1), frequency = 1)
serie_tiempo1## Time Series:
## Start = 1973
## End = 2022
## Frequency = 1
## [1] 5.528021e+10 7.200018e+10 8.800000e+10 8.887679e+10 8.191250e+10
## [6] 1.026473e+11 1.345296e+11 2.055770e+11 2.638021e+11 1.846036e+11
## [11] 1.561675e+11 1.842312e+11 1.952414e+11 1.345561e+11 1.475426e+11
## [16] 1.816112e+11 2.214031e+11 2.612537e+11 3.131397e+11 3.631578e+11
## [21] 5.007334e+11 5.278106e+11 3.600725e+11 4.109730e+11 5.004160e+11
## [26] 5.264997e+11 6.002330e+11 7.079099e+11 7.567029e+11 7.721097e+11
## [31] 7.293350e+11 7.822429e+11 8.774769e+11 9.753834e+11 1.052697e+12
## [36] 1.109987e+12 9.000470e+11 1.057801e+12 1.180487e+12 1.201094e+12
## [41] 1.274444e+12 1.315356e+12 1.171870e+12 1.078493e+12 1.158912e+12
## [46] 1.222406e+12 1.269010e+12 1.090515e+12 1.272839e+12 1.414187e+12
## attr(,"label")
## [1] GDP (current US$)
## Point Forecast Lo 95 Hi 95
## 2021 Q3 61 58.22127 63.77873
## 2021 Q4 63 60.22127 65.77873
## 2022 Q1 61 58.22127 63.77873
## 2022 Q2 66 63.22127 68.77873
## 2022 Q3 67 63.07028 70.92972
#ARIMA:AutoREgressive Integrarted Moving Average o Modelo Autorregresivo Integrado de Media Movil
#ARIMA (p,d,q)
#p= orden de auto-regresión
#d= orden de integración (diferenciación)
#q= orden del promedio movil
#¿Cuándo se usa?
#Cuando las estimaciones futuras se explican por los datos del pasado y no porr variables independientes
#Ejemplo: Tipo de cambio
modelo1 <- auto.arima(serie_tiempo1, D=1)
modelo1## Series: serie_tiempo1
## ARIMA(0,1,0)
##
## sigma^2 = 7.381e+21: log likelihood = -1303.18
## AIC=2608.36 AICc=2608.44 BIC=2610.25
## Series: serie_tiempo1
## ARIMA(0,1,0)
##
## sigma^2 = 7.381e+21: log likelihood = -1303.18
## AIC=2608.36 AICc=2608.44 BIC=2610.25
##
## Training set error measures:
## ME RMSE MAE MPE MAPE MASE
## Training set 27179245230 85046847387 67623045592 4.943879 14.05421 0.980016
## ACF1
## Training set -0.01519178
## Point Forecast Lo 95 Hi 95
## 2023 1.414187e+12 1.245806e+12 1.582568e+12
## 2024 1.414187e+12 1.176060e+12 1.652314e+12
## 2025 1.414187e+12 1.122543e+12 1.705832e+12
## 2026 1.414187e+12 1.077425e+12 1.750949e+12
## 2027 1.414187e+12 1.037676e+12 1.790699e+12