TAREA DESCOMPOSICION DE SERIES TEMPORALES

DESCOMPOCISION DE SERIES TEMPORALES (Enfoque Tradicional)

library(readxl)
library(forecast)
serie_ivae <-read_excel("Omar Alexander Hernandez Lara - IVAE_SLV_C.xlsx",col_types= c("skip","numeric"),skip = 5)
serie_ivae_ts <- ts(data = serie_ivae,
                    start = c(2009, 1),
                    frequency = 12)
serie_ivae_ts %>%
  autoplot(main = "IVAE, El Salvador 2009-2021[Marzo]",
                          xlab = "Años/Meses",
                          ylab = "Indice")

MODELO ADITIVO

#Componente de Tendencia Tt [componente TCt]

library(forecast)
ma2_12 <- ma(serie_ivae_ts, 12, centre = TRUE)
autoplot(serie_ivae_ts,main ="IVAE, El Salvador 2009-2021[Marzo]",
         xlab = "Años/Meses",
         ylab = "Indice")+
  autolayer(ma2_12,series = "Tt")

#Calculo de Factores Estacionales [Componentes St]

library(magrittr)
library(forecast)
Yt <- serie_ivae_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(2009, 1),frequency = 12)
  autoplot(St,
           main = "Factores Estacionales",
           xlab = "Años/Meses",
           ylab = "Factor Estacional")

#Calculo del componenente Irregular It

It <- Yt - Tt - St
autoplot(It,
         main = "Componente Irregular",
         xlab = "Años Meses",
         ylab = "It")

Descomposiciòn Aditiva (usando la libreria stats)

descomposicion_aditiva<-decompose(serie_ivae_ts,type = "additive")
autoplot(descomposicion_aditiva,main="Descomposicion Aditiva",xlab="Años/Meses")

Descomposicion Aditiva (usando libreria feasts)

library(tsibble)
library(feasts)
library(ggplot2)
Yt %>% as_tsibble() %>%
  model(
    classical_decomposition(value, type = "additive")
  ) %>%
  components() %>%
  autoplot() +
  labs(title = "Descomposicion Clasica Aditiva, IVAE")+xlab("Años/Meses")

MODELO MULTIPLICATIVO #Componente Tendencial Ciclo [Tt = TCt]

Tt <- ma(serie_ivae_ts,12,centre = TRUE)
autoplot(Tt,main = "Componente Tendencia [Ciclo]",xlab = "Años/Meses",ylab = "Tt")

#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(2009, 1),frequency = 12)
autoplot(St,
         main = "Factores Estaionales",
         xlab = "Años/Meses",
         ylab = "Factor Estacional")

#Componenete Irregular [It]

It<-Yt/(Tt*St)
autoplot(It,
         main = "Componente Irregular",
         xlab = "Años/Meses",
         ylab = "It")

Descomposicion Multiplicativa (usando libreria stats)

descomposicion_multiplicativa<-decompose(serie_ivae_ts,type = "multiplicative")
autoplot(descomposicion_multiplicativa,main="Descomposicion Multiplicativa",xlab="Años/Meses")

Descomposicion Multiplicativa (usando libreria feasts)

library(tsibble)
library(feasts)
library(ggplot2)
Yt %>% as_tsibble() %>%
  model(classical_decomposition(value, type = "multiplicative")) %>%
  components() %>%
  autoplot()+
  labs(title = "Descomposicion Clasica Multiplicativa, IVAE")+xlab("Años/Meses")