{"id":2989,"date":"2021-09-27T22:04:19","date_gmt":"2021-09-27T22:04:19","guid":{"rendered":"https:\/\/ricovictor.com\/?p=2989"},"modified":"2026-01-25T17:22:43","modified_gmt":"2026-01-25T17:22:43","slug":"espectro-de-proceso-autorregresivo-de-orden-1-ar1","status":"publish","type":"post","link":"https:\/\/ricovictor.com\/index.php\/2021\/09\/27\/espectro-de-proceso-autorregresivo-de-orden-1-ar1\/","title":{"rendered":"Espectro de proceso autorregresivo de orden 1 AR(1)"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-post\" data-elementor-id=\"2989\" class=\"elementor elementor-2989\">\n\t\t\t\t\t\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-742c5c7a elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"742c5c7a\" 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-3193f2b\" data-id=\"3193f2b\" 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-2e8696af elementor-widget elementor-widget-text-editor\" data-id=\"2e8696af\" 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<div class=\"bi6gxh9e\"><span class=\"d2edcug0 hpfvmrgz qv66sw1b c1et5uql lr9zc1uh jq4qci2q a3bd9o3v b1v8xokw oo9gr5id\">Al hilo del v\u00eddeo <a href=\"https:\/\/ricovictor.com\/index.php\/2021\/06\/28\/transformada-de-fourier-en-tiempo-discreto-y-econometria\/\">anterior<\/a>, en el video de hoy calcularemos anal\u00edticamente el <strong>espectro de un proceso estoc\u00e1stico autorregresivo de orden uno<\/strong> para lo cual se aplica la transformada en tiempo discreto de Fourier a la funci\u00f3n de autocorrelaci\u00f3n te\u00f3rica del proceso la cual tambi\u00e9n se determina en la exposici\u00f3n. <\/span><\/div><div>\u00a0<\/div><div class=\"bi6gxh9e\"><span class=\"d2edcug0 hpfvmrgz qv66sw1b c1et5uql lr9zc1uh jq4qci2q a3bd9o3v b1v8xokw oo9gr5id\"><strong>Para terminar, en excel mediante la transformada r\u00e1pida de Fourier<\/strong> y a modo de ilustraci\u00f3n, se muestra el espectro del mencionado proceso. Con todo ello, el comportamiento en el dominio de la frecuencia ya est\u00e1 completamente determinado para este proceso y cualquier otro en el \u00e1mbito de los procesos ARIMA.<\/span><\/div><div class=\"bi6gxh9e\"><span class=\"d2edcug0 hpfvmrgz qv66sw1b c1et5uql lr9zc1uh jq4qci2q a3bd9o3v b1v8xokw oo9gr5id\">En futuras publicaciones enfocaremos este asunto desde el punto de vista de los filtros digitales.<\/span><\/div>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-55e9e995 elementor-view-stacked elementor-shape-circle elementor-widget elementor-widget-icon\" data-id=\"55e9e995\" 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-7a5b406f elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"7a5b406f\" 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-6dce9c0b\" data-id=\"6dce9c0b\" 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-20471a44 elementor-widget elementor-widget-video\" data-id=\"20471a44\" data-element_type=\"widget\" data-settings=\"{&quot;youtube_url&quot;:&quot;https:\\\/\\\/www.youtube.com\\\/watch?v=do2V4i3gsrw&amp;t=886s&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\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>Al hilo del v\u00eddeo anterior, en el video de hoy calcularemos anal\u00edticamente el espectro de un proceso estoc\u00e1stico autorregresivo de orden uno para lo cual se aplica la transformada en tiempo discreto de Fourier a la funci\u00f3n de autocorrelaci\u00f3n te\u00f3rica del proceso la cual tambi\u00e9n se determina en la exposici\u00f3n. \u00a0Para terminar, en excel mediante &hellip;<\/p>\n<p class=\"read-more\"> <a class=\"\" href=\"https:\/\/ricovictor.com\/index.php\/2021\/09\/27\/espectro-de-proceso-autorregresivo-de-orden-1-ar1\/\"> <span class=\"screen-reader-text\">Espectro de proceso autorregresivo de orden 1 AR(1)<\/span> Leer m\u00e1s &raquo;<\/a><\/p>\n","protected":false},"author":17,"featured_media":2991,"comment_status":"open","ping_status":"open","sticky":false,"template":"elementor_header_footer","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 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Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/ricovictor.com\/index.php\/2021\/09\/27\/espectro-de-proceso-autorregresivo-de-orden-1-ar1\/\" \/>\n<meta property=\"og:locale\" content=\"es_ES\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Espectro de proceso autorregresivo de orden 1 AR(1) - V\u00edctor A. 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