Ejercicio IVAE

DESCOMPOSICION DE SERIES TEMPORALES

ENFOQUE TRADICIONAL

library(readxl)
library(forecast)
serie.ivae <-
  read_excel("C:/Users/MINEDUCYT/Desktop/Guias de econometria/IVAE.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 de El Salvador 2009-2022[marzo]",
                           xlab = "Años/Meses",
                           ylab = "Indice") 

MODELO ADITIVO

Componente de Tendencia Ciclo

 ma2_12 <- ma(serie.ivae.ts, 12, centre = TRUE)
autoplot(serie.ivae.ts,main = "IVAE de El Salvador 2009-2022[marzo]",
           xlab = "Años/Meses",
           ylab = "Indice")+
  autolayer(ma2_12,series = "Tt")

Factores Estacionales

  library(magrittr)
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")  

Componente Irregular

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

DESCOMPOSICION ADITIVA CON LIBRERIA STATS

descomposicion_aditiva<-decompose(serie.ivae.ts,type = "additive")
autoplot(descomposicion_aditiva,main="Descomposición Aditiva",xlab="Años/Meses")

DESCOMPOSICION ADITIVA CON LIBRERIA FEASTS

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

MODELO MULTIPLICATIVO

Componente de Tendencia ciclo

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

Factores Estacionales

SI<-Yt/Tt #Serie sin tendencia.
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 Estacionales",
         xlab = "Años/Meses",
         ylab = "Factor Estacional") 

Componente Irregular

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

Descomposicion multiplicativa con libreria stats

descomposicion_multiplicatica<-decompose(serie.ivae.ts,type = "multiplicative")
autoplot(descomposicion_multiplicatica,main="Descomposición Multiplicativa",xlab="Años/Meses")

Descomposicion multiplicativa con libreria feasts

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

DESCOMPOSICION CON LIBRERIA TSstudio

library(TSstudio)
ts_decompose(Yt, type = "additive", showline = TRUE)

ts_seasonal(Yt,type = "box",title = "Análisis de Valores Estacionales")