{"id":2809,"date":"2021-08-13T23:25:36","date_gmt":"2021-08-13T23:25:36","guid":{"rendered":"https:\/\/ricovictor.com\/?p=2809"},"modified":"2026-01-29T21:46:12","modified_gmt":"2026-01-29T21:46:12","slug":"que-son-los-modelos-autorregresivos","status":"publish","type":"post","link":"https:\/\/ricovictor.com\/index.php\/2021\/08\/13\/que-son-los-modelos-autorregresivos\/","title":{"rendered":"\u00bfQu\u00e9 son los Modelos Autorregresivos?"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-post\" data-elementor-id=\"2809\" class=\"elementor elementor-2809\">\n\t\t\t\t\t\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-34efdf83 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"34efdf83\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-34f11c63\" data-id=\"34f11c63\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-6c634ded elementor-widget elementor-widget-text-editor\" data-id=\"6c634ded\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p>En estad\u00edstica, un <strong>modelo autorregresivo (AR)<\/strong> es una representaci\u00f3n de un <strong>proceso aleatorio(estoc\u00e1stico)<\/strong>, en el que la variable de inter\u00e9s depende de sus observaciones pasadas. <strong>Espec\u00edficamente, la variable de inter\u00e9s o de salida, depende linealmente de sus valores anteriores<\/strong>. Por esto decimos que existe dependencia lineal entre las distintas observaciones de la variable. Si no sabes lo que es un proceso aleatorio, hemos de decir que un ejemplo de estos son <em>por ejemplo las series de tiempo como las serie de precios en bolsa o la evoluci\u00f3n de los habitantes en un regi\u00f3n, etc etc<\/em><\/p><p>En el siguiente video explico m\u00e1s a detalle estos modelos, haciendo una introducci\u00f3n te\u00f3rica, analizando sus ecuaciones y haciendo un ejemplo final en R studio. El c\u00f3digo usado lo tienes justo debajo del video.<\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-e263bb0 elementor-view-stacked elementor-shape-circle elementor-widget elementor-widget-icon\" data-id=\"e263bb0\" data-element_type=\"widget\" data-widget_type=\"icon.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-icon-wrapper\">\n\t\t\t<div class=\"elementor-icon\">\n\t\t\t<i aria-hidden=\"true\" class=\"far fa-hand-point-down\"><\/i>\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-10adf8df elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"10adf8df\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-61a7bc57\" data-id=\"61a7bc57\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-2f2f4dcd elementor-widget elementor-widget-video\" data-id=\"2f2f4dcd\" data-element_type=\"widget\" data-settings=\"{&quot;youtube_url&quot;:&quot;https:\\\/\\\/www.youtube.com\\\/watch?v=Lf3qSLZ-WAA&quot;,&quot;video_type&quot;:&quot;youtube&quot;,&quot;controls&quot;:&quot;yes&quot;}\" data-widget_type=\"video.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-wrapper elementor-open-inline\">\n\t\t\t<div class=\"elementor-video\"><\/div>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-3b741a55 elementor-widget elementor-widget-spacer\" data-id=\"3b741a55\" data-element_type=\"widget\" data-widget_type=\"spacer.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-spacer\">\n\t\t\t<div class=\"elementor-spacer-inner\"><\/div>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-eb75c19 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"eb75c19\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-a075c7c\" data-id=\"a075c7c\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-b6bb17f elementor-widget elementor-widget-text-editor\" data-id=\"b6bb17f\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p><strong>C\u00d3DIGO EN R DEL VIDEOS<\/strong><\/p><p>\u00a0<\/p><p>#video Proceso Autoregresivo (AR)<\/p><p>#install.packages(\u00abquantmod\u00bb)<br \/>library(quantmod)<br \/>#install.packages(\u00abtseries\u00bb)<br \/>library(tseries)<br \/>#install.packages(\u00abforecast\u00bb)<br \/>library(forecast)<br \/>#install.packages(\u00abTSA\u00bb)<br \/>library(TSA)<br \/>#install.packages(\u00abQuandl\u00bb)<br \/>library(Quandl)<\/p><p>\u00a0<\/p><p>#getSymbols(\u00abCPIAUCNS\u00bb,src=\u00bbFRED\u00bb)<\/p><p>getSymbols(\u00abEXUSEU\u00bb,src=\u00bbFRED\u00bb)<\/p><p>plot(EXUSEU,type=\u00bbl\u00bb)<\/p><p>#Modelo AR(1)<\/p><p>MAR_100= Arima(EXUSEU,order=c(1,0,0))<br \/>MAR_100<\/p><p>residuos &lt;- MAR_100$residuals<\/p><p>plot(residuos,type=\u00bbl\u00bb)<\/p><p>summary(MAR_100)<\/p><p>#adf.test(EXUSEU)<\/p><p>ar1 &lt;- arima(EXUSEU,order=c(2,0,0))<br \/>ar1<\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"<p>En estad\u00edstica, un modelo autorregresivo (AR) es una representaci\u00f3n de un proceso aleatorio(estoc\u00e1stico), en el que la variable de inter\u00e9s depende de sus observaciones pasadas. Espec\u00edficamente, la variable de inter\u00e9s o de salida, depende linealmente de sus valores anteriores. Por esto decimos que existe dependencia lineal entre las distintas observaciones de la variable. Si no &hellip;<\/p>\n<p class=\"read-more\"> <a class=\"\" href=\"https:\/\/ricovictor.com\/index.php\/2021\/08\/13\/que-son-los-modelos-autorregresivos\/\"> <span class=\"screen-reader-text\">\u00bfQu\u00e9 son los Modelos Autorregresivos?<\/span> Leer m\u00e1s &raquo;<\/a><\/p>\n","protected":false},"author":1,"featured_media":2812,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"footnotes":""},"categories":[2],"tags":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.6 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>\u00bfQu\u00e9 son los Modelos Autorregresivos? - V\u00edctor A. 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Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas","robots":{"index":"index","follow":"follow","max-snippet":"max-snippet:-1","max-image-preview":"max-image-preview:large","max-video-preview":"max-video-preview:-1"},"canonical":"https:\/\/ricovictor.com\/index.php\/2021\/08\/13\/que-son-los-modelos-autorregresivos\/","og_locale":"es_ES","og_type":"article","og_title":"\u00bfQu\u00e9 son los Modelos Autorregresivos? - V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas","og_description":"En estad\u00edstica, un modelo autorregresivo (AR) es una representaci\u00f3n de un proceso aleatorio(estoc\u00e1stico), en el que la variable de inter\u00e9s depende de sus observaciones pasadas. Espec\u00edficamente, la variable de inter\u00e9s o de salida, depende linealmente de sus valores anteriores. Por esto decimos que existe dependencia lineal entre las distintas observaciones de la variable. Si no &hellip; \u00bfQu\u00e9 son los Modelos Autorregresivos? 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