Documentos de Académico
Documentos de Profesional
Documentos de Cultura
FACULTAD DE ECONOMÍA
Lic. en Economía.
ASIGNATURA: Econometria II
4° SEMESTRE - GRUPO: A
ADA 2 – SERIES DE TIEMPO
INTEGRANTES:
Be Pinzón Flor Alejandra
Mejía Garduño Astrid Ainara
Puch Couoh Lizbet Pamela
Rojas Montero Regina Alejandra
MAESTRO: Miguel Ángel Viana Dzul
Fecha de Entrega: Mérida, Yucatán, a lunes 30 de mayo de 2022.
UNIVERSIDAD AUTÓNOMA DE
YUCATÁN FACULTAD DE ECONOMÍA - Lic. en
Economía.
ASIGNATURA: Econometría
4° SEMESTRE - GRUPO: A
INTEGRANTES:
Be Pinzón Flor Alejandra.
Mejía Garduño Astrid Ainara.
Puch Couoh Lizbet Pamela.
Rojas Montero Regina Alejandra.
1980 87934.5650
1981 95449.5690
1982 95772.0040
1983 92941.0800 93052.0460 -110.9660
1984 96022.6200 94720.8843 1301.7357
1985 97940.7260 94911.9013 3028.8247
1986 95553.6770 95634.8087 -81.1317
1987 97635.0240 96505.6743 1129.3497
1988 99038.9330 97043.1423 1995.7907
1989 102418.8300 97409.2113 5009.6187
1990 107448.3400 99697.5957 7750.7443
1991 111614.6910 102968.7010 8645.9900
1992 115190.8900 107160.6203 8030.2697
1993 119713.9360 111417.9737 8295.9623
1994 127858.8000 115506.5057 12352.2943
1995 119697.9610 120921.2087 -1223.2477
1996 126563.7040 122423.5657 4140.1383
1997 133911.5710 124706.8217 9204.7493
1998 142108.8390 126724.4120 15384.4270
1999 147533.5920 134194.7047 13338.8873
2000 158132.9450 141184.6673 16948.2777
2001 160886.2530 149258.4587 11627.7943
2002 159571.7530 155517.5967 4054.1563
2003 161636.4970 159530.3170 2106.1800
2004 169013.7470 160698.1677 8315.5793
2005 176907.6810 163407.3323 13500.3487
2006 185462.6020 169185.9750 16276.6270
2007 191217.0750 177128.0100 14089.0650
2008 193158.6230 184529.1193 8629.5037
2009 189365.4580 189946.1000 -580.6420
2010 196149.9810 191247.0520 4902.9290
2011 202893.8500 192891.3540 10002.4960
2012 214700.5990 196136.4297 18564.1693
2013 215788.2370 204581.4767 11206.7603
2014 223858.7680 211127.5620 12731.2060
2015 230374.5260 218115.8680 12258.6580
2016 242505.3060 223340.5103 19164.7957
2017 252391.1240 232246.2000 20144.9240
2018 261283.8090 241756.9853 19526.8237
2019 263372.1870 252060.0797 11312.1073
2020 243120.9690 259015.7067 -15894.7377
255925.6550
Abs e
110.9660
1301.7357
3028.8247 Promedio móvil
81.1317 300000.0000
1129.3497
1995.7907 250000.0000
5009.6187
7750.7443 200000.0000
8645.9900
8030.2697 150000.0000
8295.9623
100000.0000
12352.2943
1223.2477 50000.0000
4140.1383
9204.7493 0.0000
1980
1984
1986
1988
1990
1992
1994
1996
1998
2000
2002
2004
2006
2008
2012
2014
2016
2018
2020
1982
2010
15384.4270
13338.8873 Dato Pronóstico
16948.2777
11627.7943
4054.1563
2106.1800
8315.5793
13500.3487
16276.6270
14089.0650
8629.5037
580.6420
4902.9290
10002.4960
18564.1693
11206.7603
12731.2060
12258.6580
19164.7957
20144.9240
19526.8237
11312.1073
15894.7377
Los promedios móviles son promedios calculados a partir de
subgrupos artificiales de observaciones consecutivas. Se utiliza el
promedio móvil para suavizar los datos y reducir las fluctuaciones
aleatorias en una serie de tiempo.
Conforme al método de Promedo móvil conseguimos que el
pronóstico para el año 2021 es de 255925.6550.
255925.6550 .
Para realizar las estimaciones usamos periodos de 3 años, este
método es confiable, incluso en la gráfica se puede observar un
cercano sobrepuesto entre las curvas de "Dato" y "Pronóstico".
2008
2012
2014
2016
2018
2020
2010
Periodo Dato Pronóstico x ̂_t e_t=x_t-x ̂_t
1980 87934.5650
1981 95449.5690
1982 95772.0040
1983 92941.0800 95772.0040 -2830.9240
1984 96022.6200 92941.0800 3081.5400
1985 97940.7260 96022.6200 1918.1060
1986 95553.6770 97940.7260 -2387.0490
1987 97635.0240 95553.6770 2081.3470
1988 99038.9330 97635.0240 1403.9090
1989 102418.8300 99038.9330 3379.8970
1990 107448.3400 102418.8300 5029.5100
1991 111614.6910 107448.3400 4166.3510
1992 115190.8900 111614.6910 3576.1990
1993 119713.9360 115190.8900 4523.0460
1994 127858.8000 119713.9360 8144.8640
1995 119697.9610 127858.8000 -8160.8390
1996 126563.7040 119697.9610 6865.7430
1997 133911.5710 126563.7040 7347.8670
1998 142108.8390 133911.5710 8197.2680
1999 147533.5920 142108.8390 5424.7530
2000 158132.9450 147533.5920 10599.3530
2001 160886.2530 158132.9450 2753.3080
2002 159571.7530 160886.2530 -1314.5000
2003 161636.4970 159571.7530 2064.7440
2004 169013.7470 161636.4970 7377.2500
2005 176907.6810 169013.7470 7893.9340
2006 185462.6020 176907.6810 8554.9210
2007 191217.0750 185462.6020 5754.4730
2008 193158.6230 191217.0750 1941.5480
2009 189365.4580 193158.6230 -3793.1650
2010 196149.9810 189365.4580 6784.5230
2011 202893.8500 196149.9810 6743.8690
2012 214700.5990 202893.8500 11806.7490
2013 215788.2370 214700.5990 1087.6380
2014 223858.7680 215788.2370 8070.5310
2015 230374.5260 223858.7680 6515.7580
2016 242505.3060 230374.5260 12130.7800
2017 252391.1240 242505.3060 9885.8180
2018 261283.8090 252391.1240 8892.6850
2019 263372.1870 261283.8090 2088.3780
2020 243120.9690 263372.1870 -20251.2180
243120.9690
Abs e
erado
2008
2010
2012
2014
2016
2018
2020
Periodo Dato Pronóstico x ̂_t e_t=x_t-x ̂_t
1996
1998
2000
2002
2004
2006
2008
2010
2012
2014
2016
2018
2020
1980
1982
1994
8554.9210
5754.4730 Dato Pronóstico
1941.5480
3793.1650
6784.5230
6743.8690
11806.7490
1087.6380
8070.5310
6515.7580
12130.7800
9885.8180
8892.6850
2088.3780
20251.2180
Este método nos permite tener un pronóstico lo
menos sinuoso (variaciones significativas) y
reducir el error. Obtuvimos que el pronóstico para
el año 2021 es de 243120.9690 . La grafíca es
mas semejante al Promedio móvil ponderado.
Según Solver, la ponderación a = 1, es la que más
minimiza el Error Medio Absoluto (MEA).
encial
2008
2010
2012
2014
2016
2018
2020
Periodo Dato Ft Tt
〖 FIT 〗 _t=F_t+T_t
Método de Holt
300000.0000
250000.0000
200000.0000
150000.0000
100000.0000
50000.0000
0.0000
1980
1982
1984
1986
1988
1990
1992
1994
1996
1998
2000
2002
2004
2006
2008
2010
2012
2014
2016
2018
2020
Dato FITt
ga una ponderación
ncial, y con ello un
donde el pronóstico
mbos.
presentan un
n componente de
e calculo tres
a y estacionalidad.
1 es de 232870.5095,
A menor a los
Nivel medio
Periodo T At St
-9
-8
-7
-6
-5
-4
-3
-2
-1
0 265328.83116
1980 1 87934.5650 213517.089771262
1981 2 95449.5690 178154.195522759
1982 3 95772.0040 153572.936345143
1983 4 92941.0800 136269.83970152
1984 5 96022.6200 124754.941593814
1985 6 97940.7260 118095.841940765
1986 7 95553.6770 112959.584847955
1987 8 97635.0240 110011.557669118
1988 9 99038.9330 108605.745789787
1989 10 102418.8300 109359.169914667
1990 11 107448.3400 109192.16401475
1991 12 111614.6910 109406.704478224
1992 13 115190.8900 110785.017187073
1993 14 119713.9360 113893.036056074
1994 15 127858.8000 117673.716340089
1995 16 119697.9610 118315.527585201
1996 17 126563.7040 121022.860467062
1997 18 133911.5710 124753.410414559
1998 19 142108.8390 129817.822328664
1999 20 147533.5920 135371.729279855
2000 21 158132.9450 144162.493988021
2001 22 160886.2530 149892.564455872
2002 23 159571.7530 153512.455722029
2003 24 161636.4970 157263.429854936
2004 25 169013.7470 160801.437332468
2005 26 176907.6810 167148.178192044
2006 27 185462.6020 173924.024503816
2007 28 191217.0750 179637.407239458
2008 29 193158.6230 183895.603396703
2009 30 189365.4580 186153.04852989
2010 31 196149.9810 191020.525228475
2011 32 202893.8500 195728.986079381
2012 33 214700.5990 203140.626769484
2013 34 215788.2370 209518.455611574
2014 35 223858.7680 214806.691461651
2015 36 230374.5260 221687.14245442
2016 37 242505.3060 229751.48524392
2017 38 252391.1240 237729.528582797
2018 39 261283.8090 246007.649818132
2019 40 263372.1870 253647.802537778
2020 41
2021 42
2022 43
2023 44
2024 45
2025 46
2026 47
2027 48
2028 49
2029 50
Periodo At Ft*tau
1980 87934.5650 243868.214340087
1981 95449.5690 201899.58596448
1982 95772.0040 167009.48410674
1983 92941.0800 139846.905418099
1984 96022.6200 126066.80059433
1985 97940.7260 113753.837905707
1986 95553.6770 106035.636487885
1987 97635.0240 101934.265452269
1988 99038.9330 99115.9098326284
1989 102418.8300 97811.288714666
1990 107448.3400 104502.637441024
1991 111614.6910 107624.638018772
1992 115190.8900 108992.106103489
1993 119713.9360 111150.305342776
1994 127858.8000 119694.369312257
1995 119697.9610 119697.785598997
1996 126563.7040 123384.18939794
1997 133911.5710 130886.33621795
1998 142108.8390 139655.116493326
1999 147533.5920 148312.966743461
2000 158132.9450 158246.246320402
2001 160886.2530 173426.838149975
2002 159571.7530 180613.037232327
2003 161636.4970 185621.100192008
2004 169013.7470 197672.805936942
2005 176907.6810 204172.69273291
2006 185462.6020 218704.056905773
2007 191217.0750 233593.460531498
2008 193158.6230 244019.793705981
2009 189365.4580 247209.623375203
2010 196149.9810 251702.064252391
2011 202893.8500 264818.768647083
2012 214700.5990 278097.151835182
2013 215788.2370 288287.262625834
2014 223858.7680 307131.419908311
2015 230374.5260 316613.108898673
2016 242505.3060 336474.714751278
2017 252391.1240 357636.828606512
2018 261283.8090 376532.930619288
2019 263372.1870 388249.425160338
2020 388019.857583768
2021 396137.604986346
2022 399687.508571591
2023 396760.147056213
Tendencia Estacionalidad
Tt Ct Normalizado Ft*tau
1.123223276
1.105341179
1.060049985
1.006111704
1.000068220
0.962174068
0.947895350
0.943936317
0.935307769
5579.65753 0.915892131
3597.54761387677 0.904734221026551 0.9821 243868.214340087
2251.98225727501 0.930407434718113 1.0100 201899.58596448
1325.25046589398 0.92601004751319 1.0052 167009.48410674
681.888703985369 0.906577991871528 0.9841 139846.905418099
260.651854217585 0.929311657932568 1.0088 126066.80059433
21.6664254239635 0.921374180884162 1.0002 113753.837905707
-156.471266716516 0.916572474156481 0.9950 106035.636487885
-252.882414712052 0.926602263769057 1.0059 101934.265452269
-292.700801569072 0.928122320557351 1.0075 99115.9098326284
-256.571091729555 0.922232610178543 1.0011 97811.288714666
-253.477804962281 0.982714568370012 0.9679 104502.637441024
-237.313995257832 1.01312778028074 0.9979 107624.638018772
-181.51556951293 1.01583646482001 1.0006 108992.106103489
-67.9058831688086 1.00470336544466 0.9896 111150.305342776
65.0116088029543 1.03268861450825 1.0172 119694.369312257
84.9323687126764 1.00372375127378 0.9886 119697.785598997
175.501446293764 1.01058513422714 0.9954 123384.18939794
298.281113966808 1.02661397952232 1.0112 130886.33621795
462.887575884067 1.03428962479314 1.0187 139655.116493326
638.714619257897 1.02837368421891 1.0129 148312.966743461
920.259582830525 1.00754893710169 0.9909 158246.246320402
1086.37461103144 1.02106720736047 1.0042 173426.838149975
1173.87393287058 1.01251234406749 0.9958 180613.037232327
1262.87848682069 1.00133224313602 0.9848 185621.100192008
1341.45394965847 1.02757584621703 1.0106 197672.805936942
1514.32007601368 1.01005612795952 0.9934 204172.69273291
1696.03586483085 1.01718169922165 1.0004 218704.056905773
1834.78179573971 1.02754277735581 1.0106 233593.460531498
1918.47854694833 1.02845344953723 1.0115 244019.793705981
1930.18533654528 1.01424566664946 0.9975 247209.623375203
2031.62970704208 1.00197618932461 0.9883 251702.064252391
2124.07863935601 1.01418375055588 1.0004 264818.768647083
2306.69361948122 1.01458886275622 1.0008 278097.151835182
2447.29722292427 0.998683261256031 0.9851 288287.262625834
2545.41388726886 1.02031890925811 1.0064 307131.419908311
2695.13179265986 1.00747309651912 0.9938 316613.108898673
2880.56665849516 1.01734239417099 1.0035 336474.714751278
3056.61671592097 1.0262955415517 1.0123 357636.828606512
3236.95028645595 1.02704599130851 1.0131 376532.930619288
3389.02239778193 1.01006717604409 0.9963 388249.425160338
388019.857583768
396137.604986346
399687.50857159
396760.147056213
408766.450692416
406987.962510973
414375.725995184
421453.252042446
425194.73858669
421542.099365082
Método de Winters
450000
400000
350000
300000
250000
200000
150000
100000
50000
0
80 82 84 86 88 90 92 94 96 98 00 02 04 06 08 10 12 14 16 18 20 22
19 19 19 19 19 19 19 19 19 19 20 20 20 20 20 20 20 20 20 20 20 20
At Ft*tau
e_t=x_t-x ̂_t Abs € 1° Deacada 2° Deacada
1 87934.5650 107448.3400
2 95449.5690 111614.6910
3 95772.0040 115190.8900
4 92941.0800 119713.9360
5 96022.6200 127858.8000
6 97940.7260 119697.9610
7 95553.6770 126563.7040
8 97635.0240 133911.5710
9 99038.9330 142108.8390
10 102418.8300 147533.5920
-155933.6493 155933.649340087 PROMEDIO 96070.7028 125164.2324
-106450.0170 106450.01696448
-71237.4801 71237.4801067405
-46905.8254 46905.8254180992
-30044.1806 30044.18059433
-15813.1119 15813.1119057073
-10481.9595 10481.9594878855 1 11
-4299.2415 4299.24145226921 2 12
-76.9768 76.9768326283811 3 13
4607.5413 4607.541285334 4 14
2945.7026 2945.70255897631 5 15
3990.0530 3990.05298122753 6 16
6198.7839 6198.78389651065 7 17
8563.6307 8563.63065722377 8 18
8164.4307 8164.43068774305 9 19
0.1754 0.175401002925355 10 20
3179.5146 3179.51460206023
3025.2348 3025.23478205036 Factores estacionales
2453.7225 2453.72250667427 1.8426348335 1.03796004805
-779.3747 779.374743460707 1.79073668021 1.02306422653
-113.3013 113.301320401632 1.62652106098 1.00447175397
-12540.5851 12540.5851499753 1.44181519359 0.99547805072
-21041.2842 21041.2842323272 1.37095230005 1.01606364407
-23984.6032 23984.6031920079 1.29516147338 0.91082519809
-28659.0589 28659.0589369422 1.1767674985 0.92384485639
-27265.0117 27265.0117329104 1.12508942203 0.93922699271
-33241.4549 33241.4549057734 1.07232054147 0.95918367741
-42376.3855 42376.3855314979 1.04573989856 0.95965745533
-50861.1707 50861.1707059811
-57844.1654 57844.1653752034
-55552.0833 55552.083252391 Alpha 0.29795017873
-61924.9186 61924.9186470835 Beta 0.03453670678
-63396.5528 63396.5528351822 Gamma 0.30713205099
-72499.0256 72499.025625834
-83272.6519 83272.6519083111 1° Decada 9.21194520261
-86238.5829 86238.5828986728 2° Decada 10.1526569675
-93969.4088 93969.4087512778 3° Decada 10.1675162986
-105245.7046 105245.704606512 4° Decada 10.1379751727
-115249.1216 115249.121619288
-124877.2382 124877.238160338 Error Medio (EM) -38976.1334
Error Medio Absoluto (MEA) 41132.5729
12 14 16 18 20 22
20 20 20 20 20 20
3° Deacada 4° Deacada
21 31
22 32
23 33
24 34
25 35
26 36
27 37
28 38
29 39
30 40
T_0=V_(m-V_1 )/((m-1)∗N)
S_0=V_m+T_0 [(n-1)/2]
c_j=(A(m-1-t)∗N+r)/(S_0 [(N-r)]∗T_0 )
F_t=α(A_t/c_(t-N) )+(1-α)∗(F_(t-1)+T_(t-1))
T_t=β(F_t-F_(t-1))+(1-β)∗T_(t-1)
c_t=γ(A_t/F_t )+(1-γ)∗c_(t-N)
F_(t+τ)=(F_t+T_t )∗c_(t+τ-N)
Conclusión:
100000.0000
50000.0000
0.0000
1980
Promedio móvil 9,285.8397
Promedio móvil ponderado 5,916.4304
Suanizamiento exponencial 5,674.6779
Método de Holt 4,923.1042
Método de Winters 41,132.5729
Método de Holt
300000.0000
250000.0000
200000.0000
150000.0000
100000.0000
50000.0000
0.0000
1980
1982
1984
1986
1988
1990
1992
1994
1996
1998
2000
2002
2004
2006
2008
2010
2012
2014
2018
2020
2016
Dato FITt
Fuentes de Referencia
Instituto Nacional de Estadística y Geografía (INEGI). Banco de Información. Indicadores del Producto Interno Bruto. Yucatán.
https://www.inegi.org.mx/sistemas/bie/
Jeffrey, W. (2014). Introducción a la Econometría. (5th Edición). Editorial: Cengage Learning Editores SA de CV. Páginas cons
https://bookshelf.vitalsource.com/books/9786075199603
Estructura económica de Yucatán (2016). Instituto Nacional de Estadística y Geografía (INEGI). Yucatán. Link de consulta:
https://www.inegi.org.mx/contenidos/productos/prod_serv/contenidos/espanol/bvinegi/productos/nueva_estruc/702825088491.