{"version":"1.0","provider_name":"V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas","provider_url":"https:\/\/ricovictor.com","author_name":"Lul\u00fa Cuellar","author_url":"https:\/\/ricovictor.com\/index.php\/author\/lulu-cuellar\/","title":"Vectores Autorregresivos en R - V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas","type":"rich","width":600,"height":338,"html":"<blockquote class=\"wp-embedded-content\" data-secret=\"jKGbNFV0tx\"><a href=\"https:\/\/ricovictor.com\/index.php\/2020\/07\/27\/vectores-autorregresivos-en-r\/\">Vectores Autorregresivos en R<\/a><\/blockquote><iframe sandbox=\"allow-scripts\" security=\"restricted\" src=\"https:\/\/ricovictor.com\/index.php\/2020\/07\/27\/vectores-autorregresivos-en-r\/embed\/#?secret=jKGbNFV0tx\" width=\"600\" height=\"338\" title=\"\u00abVectores Autorregresivos en R\u00bb \u2014 V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas\" data-secret=\"jKGbNFV0tx\" frameborder=\"0\" marginwidth=\"0\" marginheight=\"0\" scrolling=\"no\" class=\"wp-embedded-content\"><\/iframe><script>\n\/*! This file is auto-generated *\/\n!function(d,l){\"use strict\";l.querySelector&&d.addEventListener&&\"undefined\"!=typeof URL&&(d.wp=d.wp||{},d.wp.receiveEmbedMessage||(d.wp.receiveEmbedMessage=function(e){var t=e.data;if((t||t.secret||t.message||t.value)&&!\/[^a-zA-Z0-9]\/.test(t.secret)){for(var s,r,n,a=l.querySelectorAll('iframe[data-secret=\"'+t.secret+'\"]'),o=l.querySelectorAll('blockquote[data-secret=\"'+t.secret+'\"]'),c=new RegExp(\"^https?:$\",\"i\"),i=0;i<o.length;i++)o[i].style.display=\"none\";for(i=0;i<a.length;i++)s=a[i],e.source===s.contentWindow&&(s.removeAttribute(\"style\"),\"height\"===t.message?(1e3<(r=parseInt(t.value,10))?r=1e3:~~r<200&&(r=200),s.height=r):\"link\"===t.message&&(r=new URL(s.getAttribute(\"src\")),n=new URL(t.value),c.test(n.protocol))&&n.host===r.host&&l.activeElement===s&&(d.top.location.href=t.value))}},d.addEventListener(\"message\",d.wp.receiveEmbedMessage,!1),l.addEventListener(\"DOMContentLoaded\",function(){for(var e,t,s=l.querySelectorAll(\"iframe.wp-embedded-content\"),r=0;r<s.length;r++)(t=(e=s[r]).getAttribute(\"data-secret\"))||(t=Math.random().toString(36).substring(2,12),e.src+=\"#?secret=\"+t,e.setAttribute(\"data-secret\",t)),e.contentWindow.postMessage({message:\"ready\",secret:t},\"*\")},!1)))}(window,document);\n<\/script>\n","thumbnail_url":"https:\/\/ricovictor.com\/wp-content\/uploads\/2020\/07\/tabby-114782_640.jpg","thumbnail_width":489,"thumbnail_height":640,"description":"EL modelo con Vectores Autorregresivos (VAR) es uno de los m\u00e1s exitosos, flexibles y f\u00e1ciles de usar para el an\u00e1lisis de series de tiempo multivariadas. Es una extensi\u00f3n natural del modelo autorregresivo univariante de series temporales multivariadas din\u00e1micas. El modelo VAR ha demostrado ser especialmente \u00fatil para describir el comportamiento din\u00e1mico de series temporales econ\u00f3micas &hellip;  Leer m\u00e1s &raquo;"}