{"id":3302,"date":"2022-07-26T11:50:38","date_gmt":"2022-07-26T11:50:38","guid":{"rendered":"https:\/\/ricovictor.com\/?p=3302"},"modified":"2026-01-29T21:40:52","modified_gmt":"2026-01-29T21:40:52","slug":"series-paseo-aleatorio-random-walk-explicacion-y-simulacion-en-r","status":"publish","type":"post","link":"https:\/\/ricovictor.com\/index.php\/2022\/07\/26\/series-paseo-aleatorio-random-walk-explicacion-y-simulacion-en-r\/","title":{"rendered":"Series Paseo Aleatorio (Random Walk) | Explicaci\u00f3n y Simulaci\u00f3n en R"},"content":{"rendered":"\n<p>Dentro de la Econometr\u00eda de Series de Tiempo podemos estudiar el concepto de series de Paseo Aleatorio(Random Walk). La caracter\u00edstica principal de estas series es que son NO ESTACIONARIAS. Eso s\u00ed podemos transformarlas en ESTACIONARIAS mediante la diferenciaci\u00f3n,lo que producir\u00e1 una serie estacionaria, es decir, una serie de ruido blanco medio cero. <\/p>\n\n\n\n<p>Por ejemplo, los precios de las acciones siguen un modelo de paseo aleatorio, y la serie de retornos (diferenciaci\u00f3n de series de precios) seguir\u00e1 el modelo de ruido blanco. Lo que significa que El precio de hoy de las acciones es igual al precio de ayer m\u00e1s un choque aleatorio. En el siguiente tutorial vamos a explicar los diferentes tipos de Paseos Aleatorios y luego haremos un ejemplo de simulaci\u00f3n en R.<\/p>\n\n\n\n<p>M\u00c1S ABAJO PUEDES COPIAR EL C\u00d3DIGO R DEL VIDEO<\/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=\"Series Paseo Aleatorio (Random Walk) | Explicaci\u00f3n y Simulaci\u00f3n en R\" width=\"500\" height=\"281\" src=\"https:\/\/www.youtube.com\/embed\/lEPGTFy1OJA?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<pre class=\"wp-block-code\"><code>\r\nC\u00d3DIGO R DEL TUTORIAL\n\n# PASEO ALEATORIO\r\n\r\n\r\n#install.packages(\"quantmod\")\r\nlibrary(quantmod)\r\n#install.packages(\"tseries\")\r\nlibrary(tseries)\r\n#install.packages(\"forecast\")\r\nlibrary(forecast)\r\n#install.packages(\"TSA\")\r\nlibrary(TSA)\r\n#install.packages(\"Quandl\")\r\nlibrary(Quandl)\r\n\r\n#1. Descargamos las variables que vamos a usar\r\n\r\ngetSymbols(\"INDPRO\",src=\"FRED\")  #Industrial Production Index\r\ngetSymbols(\"UMCSENT\",src=\"FRED\") #University of Michigan: Consumer Sentiment\r\ngetSymbols(\"FEDFUNDS\",src=\"FRED\") #tasa interes fondos federales\r\ngetSymbols(\"CCRETT01USM661N\",src=\"FRED\") #Tipo de cambio efectivo IPC\r\ngetSymbols(\"M2NS\",src=\"FRED\")     #Stock de dinero M2\r\ngetSymbols(\"PAYEMS\",src=\"FRED\")   # Des trabajadores no rurales\r\ngetSymbols(\"BOPGSTB\",src=\"FRED\")  #Balance cuenta, Diferencia entre exp e imp\r\ngetSymbols(\"EXUSUK\",src=\"FRED\")   #GBP mensual\r\n\r\nplot(EXUSUK,type=\"l\")\r\nplot(M2NS,type=\"l\")\r\n\r\n\r\nGBP_diff &lt;- na.omit(diff(EXUSUK))\r\nplot(GBP_diff,type=\"l\",main =\"Serie EXUSUK Diferenciada\")\r\n\r\n\r\n# SIMULACI\u00d3N PASEO ALETATORIO sin deriva \r\n\r\n\r\nPas_Aleatorio &lt;- arima.sim(model= list(order = c(0, 1, 0)), n=200)\r\n\r\n\r\nplot.ts(Pas_Aleatorio,main=\"Paseo Aleatorio\", col=4)\r\n\r\n\r\n# PRIMERAS DIFERENCIAS\r\n\r\nPas_Aleatorio_diff &lt;- diff(Pas_Aleatorio)\r\n\r\nplot(Pas_Aleatorio_diff,type=\"l\")\r\n\r\nmean(Pas_Aleatorio_diff)\r\nsd(Pas_Aleatorio_diff)\r\n\r\n\r\n# PASEO ALEATORIO CON DERIVA(DRIFT)\r\n\r\nPas_Aleatorio_deriva &lt;- arima.sim(model= list(order = c(0, 1, 0)), n=200, mean=1,sd=5)\r\nplot.ts(Pas_Aleatorio_deriva, main=\"PASEO ALEATORIO CON DERIVA\")\r\n\r\n\r\n# ESTIMACION DE UN MODELO DE PASEO ALEATORIO\r\n\r\n#Para ajustar un modelo de paseo aleatorio con deriva a una serie temporal, \r\n#seguiremos los siguientes pasos\r\n\r\n\r\n#1.Tome la diferencia de primer orden de los datos.\r\n#2.Ajuste el modelo de ruido blanco a los datos diferenciados usando la funci\u00f3n arima() con orden de c(0,0,0).\r\n#3.Trazar la trama de la serie de tiempo original.\r\n#4.Agregue la tendencia estimada usando la funci\u00f3n abline() proporcionando la intersecci\u00f3n que obtuvimos al ajustar el modelo de Ruido Blanco como la pendiente.\r\n\r\n\r\n#1.Diferencia de primer orden \r\n\r\nPas_Aleatorio_deriva_diff &lt;-diff(Pas_Aleatorio_deriva)\r\n\r\nplot.ts(Pas_Aleatorio_deriva_diff, col=4, main=\"DIFERENCIA PRIMER ORDEN\")\r\n\r\n#2.Ajuste el modelo de ruido blanco a los datos diferenciados\r\n\r\nruido_blanco &lt;- arima(Pas_Aleatorio_deriva_diff, order = c(0, 0, 0))\r\nruido_blanco\r\n\r\n#3. Grafico Paseo Aleatorio Original\r\n\r\nplot.ts(Pas_Aleatorio_deriva,col=4, main=\"PASEO ALEATORIO CON DERIVA\")\r\n\r\n#4.A\u00f1adimos la tendencia estimada\r\n\r\nabline(0, ruido_blanco$coef,col=2)\r\n\r\nruido_blanco$coef<\/code><\/pre>\n","protected":false},"excerpt":{"rendered":"<p>Dentro de la Econometr\u00eda de Series de Tiempo podemos estudiar el concepto de series de Paseo Aleatorio(Random Walk). La caracter\u00edstica principal de estas series es que son NO ESTACIONARIAS. Eso s\u00ed podemos transformarlas en ESTACIONARIAS mediante la diferenciaci\u00f3n,lo que producir\u00e1 una serie estacionaria, es decir, una serie de ruido blanco medio cero. Por ejemplo, los &hellip;<\/p>\n<p class=\"read-more\"> <a class=\"\" href=\"https:\/\/ricovictor.com\/index.php\/2022\/07\/26\/series-paseo-aleatorio-random-walk-explicacion-y-simulacion-en-r\/\"> <span class=\"screen-reader-text\">Series Paseo Aleatorio (Random Walk) | Explicaci\u00f3n y Simulaci\u00f3n en R<\/span> Leer m\u00e1s &raquo;<\/a><\/p>\n","protected":false},"author":19,"featured_media":3292,"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>Series Paseo Aleatorio (Random Walk) | Explicaci\u00f3n y Simulaci\u00f3n en R - 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\/26\/series-paseo-aleatorio-random-walk-explicacion-y-simulacion-en-r\/\" \/>\n<meta property=\"og:locale\" content=\"es_ES\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Series Paseo Aleatorio (Random Walk) | Explicaci\u00f3n y Simulaci\u00f3n en R - V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas\" \/>\n<meta property=\"og:description\" content=\"Dentro de la Econometr\u00eda de Series de Tiempo podemos estudiar el concepto de series de Paseo Aleatorio(Random Walk). La caracter\u00edstica principal de estas series es que son NO ESTACIONARIAS. 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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\/2022\/07\/26\/series-paseo-aleatorio-random-walk-explicacion-y-simulacion-en-r\/","og_locale":"es_ES","og_type":"article","og_title":"Series Paseo Aleatorio (Random Walk) | Explicaci\u00f3n y Simulaci\u00f3n en R - V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas","og_description":"Dentro de la Econometr\u00eda de Series de Tiempo podemos estudiar el concepto de series de Paseo Aleatorio(Random Walk). La caracter\u00edstica principal de estas series es que son NO ESTACIONARIAS. Eso s\u00ed podemos transformarlas en ESTACIONARIAS mediante la diferenciaci\u00f3n,lo que producir\u00e1 una serie estacionaria, es decir, una serie de ruido blanco medio cero. 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