library(readxl)
library(forecast)
library(magrittr)
library(tsibble)
library(feasts)
library(ggplot2)
library(TSstudio)
serie.imae <- read_excel("C:/Users/Paniagua/Downloads/El Salvador IMAE por actividades.xls",
sheet = "Datos",
col_types = c("skip", "numeric"),
skip = 6)
names(serie.imae) <- c("IMAE")
Yt <- ts(data = serie.imae$IMAE,
start = c(2018, 1),
frequency = 12)
# Gráfico de la serie original
autoplot(Yt,
main = "IMAE, El Salvador 2018-2026 [marzo]",
xlab = "Años/Meses",
ylab = "Índice")
ma2_12 <- ma(Yt, 12, centre = TRUE)
autoplot(Yt,
main = "IMAE, El Salvador 2018-2026 [marzo]",
xlab = "Años/Meses",
ylab = "Índice") +
autolayer(ma2_12, series = "Tt")
Tt <- ma2_12
SI <- Yt - Tt # Serie sin tendencia (S + I)
St <- tapply(SI, cycle(SI), mean, na.rm = TRUE) # Promedio por mes
St <- St - sum(St) / 12 # Ajuste: los factores deben sumar 0
St <- rep(St, len = length(Yt)) %>%
ts(start = c(2018, 1), frequency = 12)
autoplot(St,
main = "Factores Estacionales — Modelo Aditivo",
xlab = "Años/Meses",
ylab = "Factor Estacional")
It <- Yt - Tt - St
autoplot(It,
main = "Componente Irregular — Modelo Aditivo",
xlab = "Años/Meses",
ylab = "It")
#### 2.1.4 Descomposición Aditiva — librería
stats
descomposicion_aditiva <- decompose(Yt, type = "additive")
autoplot(descomposicion_aditiva,
main = "Descomposición Aditiva — IMAE",
xlab = "Años/Meses")
Yt %>%
as_tsibble() %>%
model(classical_decomposition(value, type = "additive")) %>%
components() %>%
autoplot() +
labs(title = "Descomposición Clásica Aditiva — IMAE") +
xlab("Años/Meses")
Tt <- ma(Yt, 12, centre = TRUE)
autoplot(Tt,
main = "Componente Tendencia-Ciclo — Modelo Multiplicativo",
xlab = "Años/Meses",
ylab = "Tt")
SI <- Yt / Tt # Serie sin tendencia (S * I)
St <- tapply(SI, cycle(SI), mean, na.rm = TRUE) # Promedio por mes
St <- St * 12 / sum(St) # Ajuste: los factores deben promediar 1
St <- rep(St, len = length(Yt)) %>%
ts(start = c(2018, 1), frequency = 12)
autoplot(St,
main = "Factores Estacionales — Modelo Multiplicativo",
xlab = "Años/Meses",
ylab = "Factor Estacional")
It <- Yt / (Tt * St)
autoplot(It,
main = "Componente Irregular — Modelo Multiplicativo",
xlab = "Años/Meses",
ylab = "It")
descomposicion_multiplicativa <- decompose(Yt, type = "multiplicative")
autoplot(descomposicion_multiplicativa,
main = "Descomposición Multiplicativa — IMAE",
xlab = "Años/Meses")
Yt %>%
as_tsibble() %>%
model(classical_decomposition(value, type = "multiplicative")) %>%
components() %>%
autoplot() +
labs(title = "Descomposición Clásica Multiplicativa — IMAE") +
xlab("Años/Meses")
ts_decompose(Yt, type = "additive", showline = TRUE)
ts_decompose(Yt, type = "multiplicative", showline = TRUE)
ts_seasonal(Yt,
type = "box",
title = "Análisis de Valores Estacionales — IMAE")