{"id":3157,"date":"2022-03-29T13:04:01","date_gmt":"2022-03-29T13:04:01","guid":{"rendered":"https:\/\/ricovictor.com\/?p=3157"},"modified":"2026-01-29T21:43:57","modified_gmt":"2026-01-29T21:43:57","slug":"vectores-autoregresivosvar-en-rstudio","status":"publish","type":"post","link":"https:\/\/ricovictor.com\/index.php\/2022\/03\/29\/vectores-autoregresivosvar-en-rstudio\/","title":{"rendered":"Vectores Autoregresivos(VAR) en Rstudio"},"content":{"rendered":"\n<p>Los Vectores Autoregresivos(VAR) son un tipo de modelo econom\u00e9trico muy conocido de <strong>car\u00e1cter multivariante<\/strong>, que son una extensi\u00f3n de los <strong>modelos autoregresivos univariantes como los ARIMA<\/strong>. La particularidad que tenemos en este tipo de modelos es que lo que haremos es considerar las relaciones existentes entre las variables de manera que no tendremos una variable dependiente y otras independientes, sino que todas las consideraremos en igualdad de condiciones.<\/p>\n\n\n\n<p> De esta forma crearemos un sistema de ecuaciones para sacar los par\u00e1metros. En el tutorial de m\u00e1s abajo veremos estos modelos utilizando Rstudio. La idea de este video no es tanto coger unas cuantas series de datos y directamente realizar el modelo VAR. SI no lo que haremos ser\u00e1 hacer simulaciones en base a un modelo dado y entender las ecuaciones te\u00f3ricas sobre las que el modelo trabaja.<\/p>\n\n\n\n<p>Bajo el v\u00eddeo tienes tambi\u00e9n el c\u00f3digo en R .<\/p>\n\n\n\n<p><\/p>\n\n\n\n<figure class=\"wp-block-embed is-type-video is-provider-youtube wp-block-embed-youtube wp-embed-aspect-16-9 wp-has-aspect-ratio\"><div class=\"wp-block-embed__wrapper\">\n<div class=\"ast-oembed-container \" style=\"height: 100%;\"><iframe loading=\"lazy\" title=\"Vectores Autoregresivos(VAR) en Rstudio. |Parte 1 | Simulaci\u00f3n con VAR\" width=\"500\" height=\"281\" src=\"https:\/\/www.youtube.com\/embed\/-1ATqv6KDb8?feature=oembed\" frameborder=\"0\" allow=\"accelerometer; autoplay; clipboard-write; encrypted-media; gyroscope; picture-in-picture; web-share\" allowfullscreen><\/iframe><\/div>\n<\/div><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>C\u00d3DIGO EN R \n\n\r\n#MODELOS VAR VIDEO SIM\r\n\r\n\r\n#PASOS A SEGUIR\r\n\r\n\r\n#1. Establecer el lag polinomial A(L)\r\n\r\n#2.Fijamos la  matriz identidad\r\n\r\n#3 Fijamos el termino constante\r\n\r\n#4 creamos un modelo VAR 2 con ARMA y los datos anteriores\r\n\r\n#5 simulanos \"x\" valores con el modelo\r\n\r\n#6 Graficos y otras comprobaciones\r\n\r\n\r\n\r\n#install.packages(\"quantmod\")\r\nlibrary(quantmod)\r\n#install.packages(\"tseries\")\r\nlibrary(tseries)\r\n#install.packages(\"fImport\")\r\nlibrary(fImport)\r\n\r\n#\u2660Paquetes necesarios\r\n\r\ninstall.packages(\"dse\")\r\nlibrary ( dse) \r\ninstall.packages(\"vars\")\r\nlibrary ( vars ) \r\n\r\n#1. Establecer el lag polinomial A(L)\r\n\r\nApoly &lt;- array (c(1.0 , -0.5, 0.3 , 0, 0.2 , 0.1 , 0, -0.2,\r\n                  0.7 , 1, 0.5 , -0.3),\r\n                c (3 , 2, 2))\r\nApoly\r\n\r\n#2.Fijamos la  matriz identidad\r\n\r\nB &lt;- diag(2)\r\nB\r\n\r\n#3 Fijamos el termino constante\r\n\r\nconst &lt;- c(5,10)\r\nconst\r\n\r\n#4 creamos un modelo VAR 2 con ARMA y los datos anteriores\r\n\r\nvar2 &lt;- ARMA(A = Apoly , B = B, TREND = const)\r\nvar2\r\n\r\n#5 simulanos \"x\" valores con el modelo\r\n\r\nvarsim &lt;- simulate ( var2 , sampleT = 500, \r\n                     noise = list(w = matrix ( rnorm (1000) , \r\n                                               nrow = 500 , ncol = 2) ) , rng = list( seed = c (123456)))\r\n\r\nvarsim\r\n\r\n### creacion var con las simulaciones\r\n\r\n#6 Graficos y otras comprobaciones\r\n\r\n#obtenemos las series generadas \r\n\r\nvar2_datos&lt;- matrix(varsim$output , nrow = 500 , ncol = 2) \r\n\r\ncolnames(var2_datos)&lt;-c(\"y1\",\"y2\")\r\n\r\n# GRAFICO DE LAS SIMULACIONES \r\n\r\nplot.ts(var2_datos)\r\n\r\n\r\n\r\n#Determinar un lag-order apropiado\r\n\r\ninfocrit &lt;- VARselect(var2_datos,lag.max = 3,type= \"const\")\r\ninfocrit\r\n\r\n#ESTIMAMOS EL MODELO\r\n\r\nvar2_prueba &lt;- VAR(var2_datos,p=2,type=\"const\",season=NULL,exogen=NULL)\r\n\r\nvar2_prueba\r\n\r\n\r\n# estimacion del modelo estableciendo SC por ejemplo\r\n\r\nvarsimtest &lt;- VAR(var2_datos,p=2,type=\"const\",lag.max=3,ic=\"SC\")\r\n\r\n\r\nvarsimtest\r\n<\/code><\/pre>\n","protected":false},"excerpt":{"rendered":"<p>Los Vectores Autoregresivos(VAR) son un tipo de modelo econom\u00e9trico muy conocido de car\u00e1cter multivariante, que son una extensi\u00f3n de los modelos autoregresivos univariantes como los ARIMA. La particularidad que tenemos en este tipo de modelos es que lo que haremos es considerar las relaciones existentes entre las variables de manera que no tendremos una variable &hellip;<\/p>\n<p class=\"read-more\"> <a class=\"\" href=\"https:\/\/ricovictor.com\/index.php\/2022\/03\/29\/vectores-autoregresivosvar-en-rstudio\/\"> <span class=\"screen-reader-text\">Vectores Autoregresivos(VAR) en Rstudio<\/span> Leer m\u00e1s &raquo;<\/a><\/p>\n","protected":false},"author":19,"featured_media":3159,"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>Vectores Autoregresivos(VAR) en Rstudio - V\u00edctor A. 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