{"id":3592,"date":"2023-06-21T14:36:03","date_gmt":"2023-06-21T14:36:03","guid":{"rendered":"https:\/\/ricovictor.com\/?p=3592"},"modified":"2024-01-03T14:22:43","modified_gmt":"2024-01-03T14:22:43","slug":"que-es-el-ruido-blanco-econometria-en-r","status":"publish","type":"post","link":"https:\/\/ricovictor.com\/index.php\/2023\/06\/21\/que-es-el-ruido-blanco-econometria-en-r\/","title":{"rendered":"\u00bfQu\u00e9 es el RUIDO BLANCO ? Econometr\u00eda en R"},"content":{"rendered":"\t\t
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\u00a0<\/p>

Es com\u00fan que cuando estudiamos series de tiempo en Econometr\u00eda<\/span> aparezca el concepto de \u201cRuido Blanco\u201d en los modelos. \u00bfC\u00f3mo se interpreta esto? En este v\u00eddeo explicar\u00e9 en qu\u00e9 consiste el Ruido Blanco y har\u00e9 un ejemplo en R.<\/p>

\u00a0<\/p>

Debajo puedes copiar\u00a0 el C\u00f3digo R usado en el tutorial<\/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

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Codigo R<\/h2>

#install.packages(\u00abquantmod\u00bb)
library(quantmod)
#install.packages(\u00abtseries\u00bb)
library(tseries)
#install.packages(\u00abforecast\u00bb)
library(forecast)<\/p>

# RUIDO BLANCO<\/p>

ruido_blanco <- arima.sim(model = list(order = c(0, 0, 0)), n = 500)<\/p>

plot.ts(ruido_blanco,col=\u00bbgreen\u00bb, main=\u00bbRuido Blanco\u00bb)<\/p>

mean(ruido_blanco)
var(ruido_blanco)
sd(ruido_blanco)<\/p>

##Podemos Fijar como es la serie<\/p>

r_blanco <- arima.sim(model = list(order = c(0, 0, 0)), n = 500, mean=100, sd=30)<\/p>

plot.ts(r_blanco,col=\u00bbblue\u00bb, main=\u00bbRuido Blanco (media=100, desv=30)\u00bb)<\/p>

mean(r_blanco)<\/p>

sd(r_blanco)<\/p>

####<\/p>

y = (intercepto + b*X) + e(rudio blanco)<\/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":"

\u00a0 Es com\u00fan que cuando estudiamos series de tiempo en Econometr\u00eda aparezca el concepto de \u201cRuido Blanco\u201d en los modelos. \u00bfC\u00f3mo se interpreta esto? En este v\u00eddeo explicar\u00e9 en qu\u00e9 consiste el Ruido Blanco y har\u00e9 un ejemplo en R. \u00a0 Debajo puedes copiar\u00a0 el C\u00f3digo R usado en el tutorial Codigo R #install.packages(\u00abquantmod\u00bb)library(quantmod)#install.packages(\u00abtseries\u00bb)library(tseries)#install.packages(\u00abforecast\u00bb)library(forecast) # …<\/p>\n

\u00bfQu\u00e9 es el RUIDO BLANCO ? Econometr\u00eda en R<\/span> Leer m\u00e1s »<\/a><\/p>\n","protected":false},"author":19,"featured_media":3594,"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":[2,13],"tags":[],"yoast_head":"\n\u00bfQu\u00e9 es el RUIDO BLANCO ? 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