{"id":3266,"date":"2022-07-12T15:32:03","date_gmt":"2022-07-12T15:32:03","guid":{"rendered":"https:\/\/ricovictor.com\/?p=3266"},"modified":"2026-01-29T21:41:11","modified_gmt":"2026-01-29T21:41:11","slug":"distribucion-f-en-r-encontrar-el-pvalue-y-los-valores-criticos","status":"publish","type":"post","link":"https:\/\/ricovictor.com\/index.php\/2022\/07\/12\/distribucion-f-en-r-encontrar-el-pvalue-y-los-valores-criticos\/","title":{"rendered":"DISTRIBUCI\u00d3N F EN R : Encontrar el PVALUE Y los VALORES CRITICOS"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-post\" data-elementor-id=\"3266\" class=\"elementor elementor-3266\">\n\t\t\t\t\t\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-6de96fd5 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"6de96fd5\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-wide\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-50 elementor-top-column elementor-element elementor-element-11dfd11f\" data-id=\"11dfd11f\" 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-a80dbd5 elementor-widget elementor-widget-text-editor\" data-id=\"a80dbd5\" 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>La prueba F es un estadistico relacionado como su nombre indica con la distribuci\u00f3n F de Fisher o Snedecor, que es extremadamente usada en probabilidad,estad\u00edstica y econometr\u00eda normalmente para hacer pruebas de hipotesis en modelos de regresi\u00f3n<\/strong> y en definitiva para compara varianzas de diferentes poblaciones.<\/p><p>Cuando se realiza una prueba F, se obtendr\u00e1 como resultado un valor o estad\u00edstico F. Para determinar si los resultados de la prueba F son estad\u00edsticamente significativos, puede comparar la estad\u00edstica F con un valor cr\u00edtico F. En este tutorial veremos como calcular con Rstudio esos valores cr\u00edticos y tambi\u00e9n el pvalue de la distribuci\u00f3n F.<\/p><p><strong>Abajo tienes el c\u00f3digo R del video.<\/strong><\/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<div class=\"elementor-column elementor-col-50 elementor-top-column elementor-element elementor-element-72c0cf88\" data-id=\"72c0cf88\" 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-40a200e elementor-widget-divider--view-line elementor-widget elementor-widget-divider\" data-id=\"40a200e\" data-element_type=\"widget\" data-widget_type=\"divider.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-divider\">\n\t\t\t<span class=\"elementor-divider-separator\">\n\t\t\t\t\t\t<\/span>\n\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-371369d5 elementor-widget elementor-widget-video\" data-id=\"371369d5\" data-element_type=\"widget\" data-settings=\"{&quot;youtube_url&quot;:&quot;https:\\\/\\\/www.youtube.com\\\/watch?v=wFVqqnyg9zY&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-3d93833d elementor-widget-divider--view-line elementor-widget elementor-widget-divider\" data-id=\"3d93833d\" data-element_type=\"widget\" data-widget_type=\"divider.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-divider\">\n\t\t\t<span class=\"elementor-divider-separator\">\n\t\t\t\t\t\t<\/span>\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-74ce751f elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"74ce751f\" 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-37b6b42d\" data-id=\"37b6b42d\" 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-503d4be2 elementor-view-stacked elementor-shape-circle elementor-widget elementor-widget-icon\" data-id=\"503d4be2\" 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=\"fas fa-arrow-circle-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<div class=\"elementor-element elementor-element-377d3a97 elementor-widget elementor-widget-text-editor\" data-id=\"377d3a97\" 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<h2>Codigo R del V\u00eddeo<\/h2><div>\u00a0<\/div><p>#DISTRIBUCION F EN R<\/p><p># CALCULAR LOS VALORES CRITICOS<\/p><p># Usaremos la funci\u00f3n q(f) que es la funci\u00f3n cuantil<\/p><p># Dependiendo de si buscamos los valores criticos, la probabilidad acumulada<br \/>#o el pvalue pues elegimos una funci\u00f3n. En este cso usamos la funci\u00f3n cuantil<\/p><p>qf(p, df1, df2. lower.tail=TRUE)<\/p><p>?qf<\/p><p>#p: El nivel de significaci\u00f3n a utilizar<\/p><p>#df1: Los grados de libertad del numerador<br \/>#df2: Los grados de libertad del denominador<\/p><p>#lower.tail=TRUE o False<br \/># SI TRUE se devuelve la probabilidad a la izquierda de p en la distribuci\u00f3n F<br \/># SI FALSE se devuelve la probabilidad de la derecha<\/p><p>\u00a0<\/p><p># EJEMPLo<\/p><p># Imagina que quieres encotrar el valor critico F para un nivel de<br \/>#significancia de 0.05, con gl del numerador 1 y denominador = 8<\/p><p>qf(p=0.05, df1=1, df2=8, lower.tail=FALSE)<\/p><p>#qf(p=0.95, df1=1, df2=8, lower.tail=TRUE)<\/p><p>#\u00a0Por tanto el valor critico de F para una significancia de 5%, con<br \/># 1 gl en numerador y 8 gl en denominador es 5.317655 ~ 5.32<\/p><p># Entonces con ese 5.3176 si estamos haciendo alguna prueba de hipotesis<br \/>#ya podr\u00edamos comparar el estad\u00edstico de la prueba F con ese valor critico 5.317<br \/># SI estadistico F &gt; 5.317655 los resultados son significativos<\/p><p>#\u263bAHora mismo ejemplo al 0.01<\/p><p>qf(p=0.01, df1=1, df2=8, lower.tail=FALSE)<\/p><p>#L\u00f3gicamente al ser m\u00e1s restrictivo con el valor de la probabilidad( alfa m\u00e1s peque\u00f1o)<br \/># el valor cr\u00edtico F aumenta, ya que nos desplazamos mas a la derecha<\/p><p>#ejemplo con alfa 0.02<\/p><p>qf(p=0.02, df1=1, df2=8, lower.tail=FALSE)<\/p><p>#nivel significancia # valor critico<\/p><p># 0.05 5.317655<br \/># 0.02 8.389477<br \/># 0.01 11.25862<\/p><p>####################################################################<\/p><p># 2. C\u00f3mo calcular el valor P de un estadistico F en R<\/p><p># Para encontrar el valor p asociado con una estad\u00edstica F en R, puede usar el siguiente comando:<\/p><p>#pf(valor_esta_f, df1, df2, lower.tail = FALSE) Es decir, la funci\u00f3n de distribuci\u00f3n<\/p><p>#valor_esta_f = q = valor del F estadistico<\/p><p># EJEMPLO<\/p><p>#Encontrar el pvalue asociado con un estadstico F = 5.317655<br \/># con gl 1 en numerador y gl=8 en denominador<\/p><p>pf(q=5.317655, df1=1, df2=8, lower.tail=FALSE)<\/p><p>pf(q=8.389477, df1=1, df2=8, lower.tail=FALSE)<\/p><p>pf(q=11.25862, df1=1, df2=8, lower.tail=FALSE)<\/p><p>#EJEMPLO CON MODELO DE REGRESI\u00d3N LINEAL<\/p><p># &#8212; CREACI\u00d3N DEL MODELO LINEAL<\/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>#1. Descargamos las variables que vamos a usar<\/p><p>getSymbols(\u00abINDPRO\u00bb,src=\u00bbFRED\u00bb) #Industrial Production Index<br \/>getSymbols(\u00abUMCSENT\u00bb,src=\u00bbFRED\u00bb) #University of Michigan: Consumer Sentiment<br \/>getSymbols(\u00abFEDFUNDS\u00bb,src=\u00bbFRED\u00bb) #tasa interes fondos federales<br \/>getSymbols(\u00abCCRETT01USM661N\u00bb,src=\u00bbFRED\u00bb) #Tipo de cambio efectivo IPC<br \/>getSymbols(\u00abM2NS\u00bb,src=\u00bbFRED\u00bb) #Stock de dinero M2<br \/>getSymbols(\u00abPAYEMS\u00bb,src=\u00bbFRED\u00bb) # Des trabajadores no rurales<br \/>getSymbols(\u00abBOPGSTB\u00bb,src=\u00bbFRED\u00bb) #Balance cuenta, Diferencia entre exp e imp<br \/>getSymbols(\u00abEXUSUK\u00bb,src=\u00bbFRED\u00bb) #GBP mensual<\/p><p>\u00a0<\/p><p>## Predecir GBPUSD &#8212; 1 mes<\/p><p>\u00a0<\/p><p>prod= INDPRO[\u00ab2001-01::2019-12\u00bb]<br \/>sent= UMCSENT[\u00ab2001-01::2019-12\u00bb]<br \/>Fedfunds=FEDFUNDS[\u00ab2001-01::2019-12\u00bb]<br \/>GBP=EXUSUK[\u00ab2001-01::2019-12\u00bb]<br \/>credit=CCRETT01USM661N[\u00ab2001-01::2019-12\u00bb]<br \/>pay=PAYEMS[\u00ab2001-01::2019-12\u00bb]<br \/>money=M2NS[\u00ab2001-01::2019-12\u00bb]<br \/>trade=BOPGSTB[\u00ab2001-01::2019-12\u00bb]<\/p><p>plot(GBP,type=\u00bbl\u00bb)<\/p><p>#creamos una tabla<\/p><p>t_varibles=data.frame(merge(sent,Fedfunds,GBP,credit,pay,money,trade))<\/p><p>\u00a0<\/p><p>#creamos el modelo<\/p><p>Mod_Macro = lm(EXUSUK~UMCSENT+FEDFUNDS+CCRETT01USM661N+PAYEMS+M2NS+BOPGSTB,data=t_varibles)<\/p><p>summary(Mod_Macro)<\/p><p># pARA BUSCAR EL P VALUE pondremos<\/p><p>pf(q=342.3, df1=6, df2=221, lower.tail=FALSE)<\/p><p>Mod_Macro_2 = lm(EXUSUK~UMCSENT,data=t_varibles)<\/p><p>#+CCRETT01USM661N+PAYEMS+M2NS+BOPGSTB<\/p><p>summary(Mod_Macro_2)<\/p><p>pf(q=20.65, df1=1, df2=226, lower.tail=FALSE)<\/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>La prueba F es un estadistico relacionado como su nombre indica con la distribuci\u00f3n F de Fisher o Snedecor, que es extremadamente usada en probabilidad,estad\u00edstica y econometr\u00eda normalmente para hacer pruebas de hipotesis en modelos de regresi\u00f3n y en definitiva para compara varianzas de diferentes poblaciones. Cuando se realiza una prueba F, se obtendr\u00e1 como &hellip;<\/p>\n<p class=\"read-more\"> <a class=\"\" href=\"https:\/\/ricovictor.com\/index.php\/2022\/07\/12\/distribucion-f-en-r-encontrar-el-pvalue-y-los-valores-criticos\/\"> <span class=\"screen-reader-text\">DISTRIBUCI\u00d3N F EN R : Encontrar el PVALUE Y los VALORES CRITICOS<\/span> Leer m\u00e1s &raquo;<\/a><\/p>\n","protected":false},"author":19,"featured_media":3267,"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>DISTRIBUCI\u00d3N F EN R : Encontrar el PVALUE Y los VALORES CRITICOS - V\u00edctor A. 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\/2022\/07\/12\/distribucion-f-en-r-encontrar-el-pvalue-y-los-valores-criticos\/\" \/>\n<meta property=\"og:locale\" content=\"es_ES\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"DISTRIBUCI\u00d3N F EN R : Encontrar el PVALUE Y los VALORES CRITICOS - V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas\" \/>\n<meta property=\"og:description\" content=\"La prueba F es un estadistico relacionado como su nombre indica con la distribuci\u00f3n F de Fisher o Snedecor, que es extremadamente usada en probabilidad,estad\u00edstica y econometr\u00eda normalmente para hacer pruebas de hipotesis en modelos de regresi\u00f3n y en definitiva para compara varianzas de diferentes poblaciones. Cuando se realiza una prueba F, se obtendr\u00e1 como &hellip; DISTRIBUCI\u00d3N F EN R : Encontrar el PVALUE Y los VALORES CRITICOS Leer m\u00e1s &raquo;\" \/>\n<meta property=\"og:url\" content=\"https:\/\/ricovictor.com\/index.php\/2022\/07\/12\/distribucion-f-en-r-encontrar-el-pvalue-y-los-valores-criticos\/\" \/>\n<meta property=\"og:site_name\" content=\"V\u00edctor A. 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