tarea series de tiempo
Oscar Asael Aguilar Velasco
2025-10-02
Modelo de suavizamiento exponencial con un parĂ¡metro
## ── Attaching core tidyverse packages ──────────────────────── tidyverse 2.0.0 ──
## ✔ dplyr 1.1.4 ✔ readr 2.1.5
## ✔ forcats 1.0.0 ✔ stringr 1.5.1
## ✔ ggplot2 3.5.1 ✔ tibble 3.2.1
## ✔ lubridate 1.9.3 ✔ tidyr 1.3.1
## ✔ purrr 1.0.2
## ── 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## Warning: package 'forecast' was built under R version 4.4.3## Registered S3 method overwritten by 'quantmod':
## method from
## as.zoo.data.frame zoo## Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
## Jan 2008 0.3516213 -0.06847549 0.7717182 -0.2908613 0.9941040
## Feb 2008 0.3516213 -0.06928879 0.7725315 -0.2921052 0.9953479
## Mar 2008 0.3516213 -0.07010052 0.7733432 -0.2933466 0.9965893
## Apr 2008 0.3516213 -0.07091070 0.7741534 -0.2945857 0.9978284
## May 2008 0.3516213 -0.07171932 0.7749620 -0.2958223 0.9990650
## Jun 2008 0.3516213 -0.07252640 0.7757691 -0.2970567 1.0002994
## Jul 2008 0.3516213 -0.07333195 0.7765747 -0.2982886 1.0015313
## Aug 2008 0.3516213 -0.07413598 0.7773787 -0.2995183 1.0027610
## Sep 2008 0.3516213 -0.07493849 0.7781812 -0.3007456 1.0039883
## Oct 2008 0.3516213 -0.07573949 0.7789822 -0.3019707 1.0052134## Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
## Jan 2008 0.3516213 -0.06847549 0.7717182 -0.2908613 0.9941040
## Feb 2008 0.3516213 -0.06928879 0.7725315 -0.2921052 0.9953479
## Mar 2008 0.3516213 -0.07010052 0.7733432 -0.2933466 0.9965893
## Apr 2008 0.3516213 -0.07091070 0.7741534 -0.2945857 0.9978284
## May 2008 0.3516213 -0.07171932 0.7749620 -0.2958223 0.9990650
## Jun 2008 0.3516213 -0.07252640 0.7757691 -0.2970567 1.0002994
## Jul 2008 0.3516213 -0.07333195 0.7765747 -0.2982886 1.0015313
## Aug 2008 0.3516213 -0.07413598 0.7773787 -0.2995183 1.0027610
## Sep 2008 0.3516213 -0.07493849 0.7781812 -0.3007456 1.0039883
## Oct 2008 0.3516213 -0.07573949 0.7789822 -0.3019707 1.0052134## Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
## Jan 2008 0.3516213 -0.06847549 0.7717182 -0.2908613 0.9941040
## Feb 2008 0.3516213 -0.06928879 0.7725315 -0.2921052 0.9953479
## Mar 2008 0.3516213 -0.07010052 0.7733432 -0.2933466 0.9965893
## Apr 2008 0.3516213 -0.07091070 0.7741534 -0.2945857 0.9978284
## May 2008 0.3516213 -0.07171932 0.7749620 -0.2958223 0.9990650
## Jun 2008 0.3516213 -0.07252640 0.7757691 -0.2970567 1.0002994
## Jul 2008 0.3516213 -0.07333195 0.7765747 -0.2982886 1.0015313
## Aug 2008 0.3516213 -0.07413598 0.7773787 -0.2995183 1.0027610
## Sep 2008 0.3516213 -0.07493849 0.7781812 -0.3007456 1.0039883
## Oct 2008 0.3516213 -0.07573949 0.7789822 -0.3019707 1.0052134
## Jan Feb Mar Apr May Jun Jul
## 2000 0.5637876 0.6121109 0.6294110 0.6244672 0.6210764 0.6054455 0.6044840
## 2001 0.6478239 0.6417339 0.5974247 0.5994526 0.5932612 0.5706463 0.5500618
## 2002 0.4939854 0.5205071 0.4843674 0.4859632 0.4899498 0.4718989 0.4730258
## 2003 0.4826118 0.4774688 0.4651753 0.4754365 0.4564215 0.4080851 0.3876601
## 2004 0.4106533 0.4236862 0.4346627 0.4287694 0.4114146 0.3702380 0.3571496
## 2005 0.4275259 0.4009102 0.3964956 0.3998266 0.3973472 0.3570464 0.3285928
## 2006 0.3610556 0.3753086 0.3612820 0.3468835 0.3346264 0.2857793 0.2735910
## 2007 0.3651857 0.3748238 0.3689205 0.3596494 0.3335240 0.2822553 0.2721540
## Aug Sep Oct Nov Dec
## 2000 0.5911312 0.5885706 0.5973753 0.6031417 0.6191325
## 2001 0.4996311 0.5052571 0.5316996 0.5266133 0.5174859
## 2002 0.4616315 0.4565495 0.4654800 0.4638938 0.4854407
## 2003 0.3722419 0.3677445 0.3822036 0.3814439 0.4093689
## 2004 0.3511015 0.3678418 0.3966136 0.4148785 0.4419671
## 2005 0.3324157 0.3191917 0.3242225 0.3196017 0.3445286
## 2006 0.2733674 0.2880990 0.3330412 0.3397000 0.3509246
## 2007 0.2813582 0.2893668 0.3199114 0.3242747 0.3364597write.csv(modelo_ses$fitted,"C:/Users/AGUILAR/OneDrive/Documentos/SEXTO SEMESTRE/ajustados.csv")Modelo de suavizamiento exponencial con tres parĂ¡metros
## Holt-Winters exponential smoothing with trend and additive seasonal component.
##
## Call:
## HoltWinters(x = serie_inflacion)
##
## Smoothing parameters:
## alpha: 0.1110986
## beta : 0.06707331
## gamma: 0.436455
##
## Coefficients:
## [,1]
## a 0.2228848505
## b -0.0004694703
## s1 0.2169734649
## s2 -0.0090269954
## s3 0.0219328268
## s4 -0.1280494680
## s5 -0.5952735527
## s6 -0.1149991801
## s7 0.1091471683
## s8 0.1758323270
## s9 0.5309063390
## s10 0.1687924977
## s11 0.3641093197
## s12 0.3063708808Los meses con mayor estacionalidad son el mes 5 y el mes 9, esto es, Mayo y Septiembre
## fit upr lwr
## Jan 2008 0.4393888 0.9478920 -0.06911436
## Feb 2008 0.2129189 0.7249830 -0.29914512
## Mar 2008 0.2434093 0.7594663 -0.27264777
## Apr 2008 0.0929575 0.6134573 -0.42754233
## May 2008 -0.3747361 0.1506723 -0.90014441
## Jun 2008 0.1050688 0.6358656 -0.42572788
## Jul 2008 0.3287457 0.8654230 -0.20793153
## Aug 2008 0.3949614 0.9380218 -0.14809897
## Sep 2008 0.7495660 1.2995207 0.19961123
## Oct 2008 0.3869826 0.9443497 -0.17038442
## Nov 2008 0.5818300 1.1471324 0.01652756
## Dec 2008 0.5236221 1.0973862 -0.05014206## Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
## Jan 2008 0.43938885 0.10689647 0.77188122 -0.06911436 0.9478920
## Feb 2008 0.21291891 -0.12190176 0.54773959 -0.29914512 0.7249830
## Mar 2008 0.24340927 -0.09402229 0.58084082 -0.27264777 0.7594663
## Apr 2008 0.09295750 -0.24737905 0.43329405 -0.42754233 0.6134573
## May 2008 -0.37473605 -0.71828211 -0.03119000 -0.90014441 0.1506723
## Jun 2008 0.10506885 -0.24200048 0.45213817 -0.42572788 0.6358656
## Jul 2008 0.32874573 -0.02216867 0.67966012 -0.20793153 0.8654230
## Aug 2008 0.39496141 0.03987332 0.75004951 -0.14809897 0.9380218
## Sep 2008 0.74956596 0.38996989 1.10916202 0.19961123 1.2995207
## Oct 2008 0.38698265 0.02253991 0.75142538 -0.17038442 0.9443497
## Nov 2008 0.58183000 0.21219860 0.95146139 0.01652756 1.1471324
## Dec 2008 0.52362209 0.14845787 0.89878630 -0.05014206 1.0973862
## Jan 2009 0.43375520 0.01063147 0.85687894 -0.21335671 1.0808671
## Feb 2009 0.20728527 -0.22145156 0.63602210 -0.44841112 0.8629817
## Mar 2009 0.23777562 -0.19690315 0.67245439 -0.42700819 0.9025594
## Apr 2009 0.08732386 -0.35362633 0.52827405 -0.58705126 0.7616990
## May 2009 -0.38036970 -0.82792065 0.06718125 -1.06483981 0.3041004
## Jun 2009 0.09943520 -0.35504500 0.55391541 -0.59563229 0.7945027
## Jul 2009 0.32311208 -0.13862439 0.78484855 -0.38305291 1.0292771
## Aug 2009 0.38932777 -0.07998988 0.85864542 -0.32843164 1.1070872
## Sep 2009 0.74393231 0.26671118 1.22115344 0.01408557 1.4737791
## Oct 2009 0.38134900 -0.10409481 0.86679281 -0.36107324 1.1237712
## Nov 2009 0.57619635 0.08221418 1.07017853 -0.17928419 1.3316769
## Dec 2009 0.51798844 0.01515609 1.02082080 -0.25102728 1.2870042
## xhat level trend season
## Jan 2001 0.68954594 0.6650505 -2.057401e-02 0.045069444
## Feb 2001 0.05784537 0.6289731 -2.161387e-02 -0.549513889
## Mar 2001 0.71107538 0.5931558 -2.256654e-02 0.140486111
## Apr 2001 0.55056399 0.5615819 -2.317070e-02 0.012152778
## May 2001 0.28139891 0.5327936 -2.354749e-02 -0.227847222
## Jun 2001 0.32092473 0.5035358 -2.393050e-02 -0.158680556
## Jul 2001 0.15115057 0.4706147 -2.453353e-02 -0.294930556
## Aug 2001 0.31079164 0.4004029 -2.759732e-02 -0.062013889
## Sep 2001 0.53296125 0.4038252 -2.551673e-02 0.154652778
## Oct 2001 0.51409695 0.4224189 -2.255810e-02 0.114236111
## Nov 2001 0.66269013 0.3927398 -2.303573e-02 0.292986111
## Dec 2001 0.84655804 0.3382975 -2.514227e-02 0.533402778
## Jan 2002 0.19518070 0.2346576 -3.040737e-02 -0.009069563
## Feb 2002 -0.33934297 0.2847767 -2.500619e-02 -0.599113480
## Mar 2002 0.37691220 0.2908051 -2.292460e-02 0.109031662
## Apr 2002 0.25326925 0.2826664 -2.193286e-02 -0.007464304
## May 2002 0.02619002 0.2936999 -1.972169e-02 -0.247788225
## Jun 2002 0.08478523 0.2932883 -1.842650e-02 -0.190076556
## Jul 2002 -0.14996913 0.3198806 -1.540694e-02 -0.454442784
## Aug 2002 0.38753454 0.3533536 -1.212840e-02 0.046309315
## Sep 2002 0.63689371 0.3403881 -1.218455e-02 0.308690108
## Oct 2002 0.40101400 0.3241048 -1.245947e-02 0.089368708
## Nov 2002 0.48711972 0.3159766 -1.216896e-02 0.183312098
## Dec 2002 0.58919890 0.3396792 -9.762932e-03 0.259282647
## Jan 2003 0.57460104 0.3133405 -1.087473e-02 0.272135305
## Feb 2003 -0.21984606 0.2830678 -1.217581e-02 -0.490738050
## Mar 2003 0.47863826 0.3264242 -8.451079e-03 0.160665134
## Apr 2003 0.43512302 0.3347892 -7.323169e-03 0.107656984
## May 2003 0.10835648 0.2980112 -9.298800e-03 -0.180355951
## Jun 2003 0.19576459 0.2411226 -1.249081e-02 -0.032867215
## Jul 2003 -0.08133289 0.2157705 -1.335346e-02 -0.283749949
## Aug 2003 0.25868888 0.2270068 -1.170414e-02 0.043386174
## Sep 2003 0.50287264 0.2198923 -1.139630e-02 0.294376623
## Oct 2003 0.31310813 0.2192867 -1.067253e-02 0.104493931
## Nov 2003 0.51326473 0.2149348 -1.024858e-02 0.308578500
## Dec 2003 0.43338536 0.2398751 -7.888351e-03 0.201398624
## Jan 2004 0.42809318 0.2316106 -7.913578e-03 0.204396129
## Feb 2004 -0.05828093 0.2450176 -6.483536e-03 -0.296815032
## Mar 2004 0.52947829 0.3116682 -1.578188e-03 0.219388265
## Apr 2004 0.29084751 0.2890392 -2.990134e-03 0.004798404
## May 2004 -0.08018203 0.2704011 -4.039695e-03 -0.346543479
## Jun 2004 0.16440989 0.2474949 -5.305137e-03 -0.077779879
## Jul 2004 0.03848141 0.2416998 -5.337998e-03 -0.197880428
## Aug 2004 0.31669842 0.2609722 -3.687296e-03 0.059413464
## Sep 2004 0.62161287 0.2909813 -1.427167e-03 0.332058687
## Oct 2004 0.43939740 0.3127057 1.256823e-04 0.126566011
## Nov 2004 0.77412696 0.3406730 1.993111e-03 0.431460852
## Dec 2004 0.55373922 0.3510955 2.558498e-03 0.200085223
## Jan 2005 0.59431143 0.3154650 -2.961617e-06 0.278849353
## Feb 2005 0.20357851 0.2494349 -4.431624e-03 -0.041424752
## Mar 2005 0.40143618 0.2590485 -3.489562e-03 0.145877230
## Apr 2005 0.20798108 0.2609543 -3.127677e-03 -0.049845570
## May 2005 -0.13970611 0.2747157 -1.994869e-03 -0.412426989
## Jun 2005 0.17815986 0.2604674 -2.816752e-03 -0.079490763
## Jul 2005 0.10991905 0.2267474 -4.889531e-03 -0.111938861
## Aug 2005 0.42725610 0.2529745 -2.802437e-03 0.177084008
## Sep 2005 0.62385002 0.2160364 -5.092033e-03 0.412905702
## Oct 2005 0.40310595 0.1860749 -6.760109e-03 0.223791170
## Nov 2005 0.61530087 0.1623049 -7.901016e-03 0.460896973
## Dec 2005 0.22564128 0.1660358 -7.120824e-03 0.066726271
## Jan 2006 0.24563709 0.2016167 -4.256678e-03 0.048277034
## Feb 2006 0.24155016 0.2356183 -1.690570e-03 0.007622422
## Mar 2006 0.38610218 0.2237566 -2.372779e-03 0.164718314
## Apr 2006 0.19778259 0.1929313 -4.281190e-03 0.009132523
## May 2006 -0.27651298 0.1833415 -4.637254e-03 -0.455217210
## Jun 2006 -0.03390716 0.1594301 -5.930036e-03 -0.187407187
## Jul 2006 0.15898211 0.1672659 -5.006711e-03 -0.003277121
## Aug 2006 0.22829298 0.1745932 -4.179433e-03 0.057879249
## Sep 2006 0.52569040 0.2017110 -2.080221e-03 0.326059620
## Oct 2006 0.41935700 0.2534369 1.528734e-03 0.164391347
## Nov 2006 0.76045824 0.2572591 1.682561e-03 0.501516620
## Dec 2006 0.44796195 0.2322270 -1.092746e-04 0.215844188
## Jan 2007 0.42953961 0.2467870 8.746404e-04 0.181877954
## Feb 2007 0.23136453 0.2577117 1.548729e-03 -0.027895880
## Mar 2007 0.33193440 0.2646637 1.911149e-03 0.065359510
## Apr 2007 0.24581070 0.2541391 1.077041e-03 -0.009405473
## May 2007 -0.30248495 0.2212410 -1.201785e-03 -0.522524187
## Jun 2007 0.05727198 0.1992066 -2.599101e-03 -0.139335486
## Jul 2007 0.24123879 0.2035765 -2.131667e-03 0.039793988
## Aug 2007 0.38767719 0.2213049 -7.995827e-04 0.167171847
## Sep 2007 0.73630716 0.2229854 -6.332386e-04 0.513955027
## Oct 2007 0.39929882 0.2272064 -3.076504e-04 0.172400119
## Nov 2007 0.63371580 0.2258656 -3.769429e-04 0.408227123
## Dec 2007 0.47870107 0.2128550 -1.224325e-03 0.267070393write.csv(pronostico,"C:/Users/AGUILAR/OneDrive/Documentos/SEXTO SEMESTRE/ajustados3.csv")## Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
## Jan 2008 0.43938885 0.10689647 0.77188122 -0.06911436 0.9478920
## Feb 2008 0.21291891 -0.12190176 0.54773959 -0.29914512 0.7249830
## Mar 2008 0.24340927 -0.09402229 0.58084082 -0.27264777 0.7594663
## Apr 2008 0.09295750 -0.24737905 0.43329405 -0.42754233 0.6134573
## May 2008 -0.37473605 -0.71828211 -0.03119000 -0.90014441 0.1506723
## Jun 2008 0.10506885 -0.24200048 0.45213817 -0.42572788 0.6358656
## Jul 2008 0.32874573 -0.02216867 0.67966012 -0.20793153 0.8654230
## Aug 2008 0.39496141 0.03987332 0.75004951 -0.14809897 0.9380218
## Sep 2008 0.74956596 0.38996989 1.10916202 0.19961123 1.2995207
## Oct 2008 0.38698265 0.02253991 0.75142538 -0.17038442 0.9443497
## Nov 2008 0.58183000 0.21219860 0.95146139 0.01652756 1.1471324
## Dec 2008 0.52362209 0.14845787 0.89878630 -0.05014206 1.0973862
## Jan 2009 0.43375520 0.01063147 0.85687894 -0.21335671 1.0808671
## Feb 2009 0.20728527 -0.22145156 0.63602210 -0.44841112 0.8629817
## Mar 2009 0.23777562 -0.19690315 0.67245439 -0.42700819 0.9025594
## Apr 2009 0.08732386 -0.35362633 0.52827405 -0.58705126 0.7616990
## May 2009 -0.38036970 -0.82792065 0.06718125 -1.06483981 0.3041004
## Jun 2009 0.09943520 -0.35504500 0.55391541 -0.59563229 0.7945027
## Jul 2009 0.32311208 -0.13862439 0.78484855 -0.38305291 1.0292771
## Aug 2009 0.38932777 -0.07998988 0.85864542 -0.32843164 1.1070872
## Sep 2009 0.74393231 0.26671118 1.22115344 0.01408557 1.4737791
## Oct 2009 0.38134900 -0.10409481 0.86679281 -0.36107324 1.1237712
## Nov 2009 0.57619635 0.08221418 1.07017853 -0.17928419 1.3316769
## Dec 2009 0.51798844 0.01515609 1.02082080 -0.25102728 1.2870042