{"id":413,"date":"2020-05-01T11:19:22","date_gmt":"2020-05-01T11:19:22","guid":{"rendered":"https:\/\/ricovictor.com\/?p=413"},"modified":"2026-01-29T22:20:00","modified_gmt":"2026-01-29T22:20:00","slug":"modelo-de-correccion-de-error","status":"publish","type":"post","link":"https:\/\/ricovictor.com\/index.php\/2020\/05\/01\/modelo-de-correccion-de-error\/","title":{"rendered":"Modelo de Correcci\u00f3n de Errores"},"content":{"rendered":"\n<div style=\"height:25px\" aria-hidden=\"true\" class=\"wp-block-spacer\"><\/div>\n\n\n<p>\u270d Este modelo econom\u00e9trico est\u00e1 relacionado con el fen\u00f3meno de <a href=\"https:\/\/www.youtube.com\/watch?v=czEppk5NVEw\"><strong>Cointegraci\u00f3n<\/strong><\/a>. Si dos series de tiempo est\u00e1n cointegradas tendr\u00e1n por tanto una relaci\u00f3n de equilibrio en el <strong>largo plazo<\/strong>.<\/p>\n<p>\ud83d\ude09 Si este hecho se da, podemos adem\u00e1s modelizar la din\u00e1mica de corto plazo de estas series mediante lo que llamamos <strong>Modelo de Correcci\u00f3n de Error.(MCE).<\/strong><\/p>\n<p>Si tienes dudas sobre la aplicaci\u00f3n pr\u00e1ctica de la cointegraci\u00f3n\u00a0 aqu\u00ed te dejo un art\u00edculo anterior de mi blog donde hago un ejemplo con series de precios de acciones en R studio. Pincha <a href=\"https:\/\/ricovictor.com\/index.php\/2020\/04\/27\/cointegracion-en-acciones\/\">aqu\u00ed<\/a>.<\/p>\n\n\n<div style=\"height:75px\" aria-hidden=\"true\" class=\"wp-block-spacer\"><\/div>\n\n\n\n<div class=\"wp-block-columns is-layout-flex wp-container-core-columns-layout-1 wp-block-columns-is-layout-flex\">\n<div class=\"wp-block-column is-layout-flow wp-block-column-is-layout-flow\" style=\"flex-basis:33.33%\">\n<p class=\"has-medium-font-size\"><strong>V\u00eddeo M\u00e9todo Correcci\u00f3n de Error<\/strong><\/p>\n\n\n\n<p class=\"has-normal-font-size\">\ud83d\ude07 En este v\u00eddeo trato el <strong>Modelo de Correcci\u00f3n Error<\/strong>, explicando c\u00f3mo se crea y haciendo un ejemplo en R studio con divisas.<\/p>\n\n\n\n<p>M\u00e1s abajo dejar\u00e9 el c\u00f3digo usado para que tengas una base para tus pr\u00e1cticas<\/p>\n\n\n\n<p class=\"has-text-align-right has-large-font-size\">\ud83d\udc47\ud83d\udc47\ud83d\udc47<\/p>\n<\/div>\n\n\n\n<div class=\"wp-block-column is-layout-flow wp-block-column-is-layout-flow\" style=\"flex-basis:66.66%\">\n<figure class=\"wp-block-embed-youtube wp-block-embed is-type-video is-provider-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=\"Mecanismo de Correcci\u00f3n de ERROR en Cointegraci\u00f3n (MCE)\" width=\"500\" height=\"281\" src=\"https:\/\/www.youtube.com\/embed\/WnSHs-EUPE0?feature=oembed\" frameborder=\"0\" allow=\"accelerometer; autoplay; clipboard-write; encrypted-media; gyroscope; picture-in-picture; web-share\" allowfullscreen><\/iframe><\/div>\n<\/div><\/figure>\n<\/div>\n<\/div>\n\n\n\n<div style=\"height:75px\" aria-hidden=\"true\" class=\"wp-block-spacer\"><\/div>\n\n\n\n<p><strong>C\u00d3DIGO R DEL V\u00cdDEO<\/strong><\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>\n\n## 3 Pasos  1 ** Determinar la existencia de Cointegracion\n#     2 ** Obtener los residuos del modelo(FUnci\u00f3n COintegracion)\n#      3 ** Crear el MCE completo\n\n\n\n#install.packages(\"tseries\")\nlibrary(tseries)\n#install.packages(\"forecast\")\nlibrary(forecast)\n#install.packages(\"TSA\")\nlibrary(TSA)\nlibrary(quantmod)\nlibrary(lmtest)\nlibrary(quantmod)\nlibrary(tseries)\nlibrary(fImport)\n\n### CREAR TABLA-- ** Usad vuestros datos en vez de los m\u00edos\n                #   la tabla era demasiado grande para copiarla\n\n\ntabla&lt;-tabla&#91;,c(USDNOK_2,USDSEK_2)]\n\n\nx&lt;-log10(tabla$USDNOK_2)\nplot(x,type=\"l\")\ny&lt;-log10(tabla$USDSEK_2)\nplot(y,type=\"l\")\n\n\n## COINTEGRACION PARA 2 ACTIVOS \n\nmodelo=lm(y~x)            # regresi\u00f3n lineal\nsummary(modelo )          \nbeta=coef(modelo)         # sacamos betas\nres&lt;-residuals(modelo)    \nres1&lt;-data.frame(res)\nplot(res1$res,type=\"l\")\n\n\nadf.test(res1$res,k=0)   # test de dickey-fuller\n\n## exste cointegracion-- Relacion largo plazo 2 series\n\n## obtenemos los residuos del modelo\n\nres_1&lt;- residuals.lm(modelo)  \nlagR &lt;- lag(res_1)\n\nlagRR&lt;- res_1&#91;1:(length(lagR)-1)]\n\n\nresiduos&lt;- res1$res&#91;1:16319]\n\n\n#AHORA CREAMOS EL MCE --- DIN\u00c1MICA DE CORTO PLAZO \n\n\n##  1 Calcular las diferencias de las series \n\n##  2 Construir el Modelo de regresi\u00f3n Lineal de las series Diferencias\n## incoporando los residuos del modelo anterior lageado\n\n\n# Yt-(Yt-1) = b0 + b1(Xt-Xt-1)+ b2(ResiduosCointegracion(t-1))\n\n\n#**Importante -- El t\u00e9rmino B2 debe ser negativo y menor a 1 en valor absoluto\n# ya que eso nos demostrar\u00e1 que los cambios son hacia el equilibrio\n\n\nxx &lt;- diff(x)\nplot(xx,type=\"l\")\nyy &lt;- diff(y)\nplot(yy,type=\"l\")\n\n\n\nMCEmodels&lt;- lm(yy~xx+lagRR)\nsummary(MCEmodels)\n\n\n## si podemos decir que la relacion de corto plazo tiende al largo plazo\n\n\n#cajorls \n\n\nlength(lagR)\nlength(xx)\n\n\nMCEmodels&lt;- lm(yy~xx+residuos)\nsummary(MCEmodels)\n\n<\/code><\/pre>\n","protected":false},"excerpt":{"rendered":"<p>\u270d Este modelo econom\u00e9trico est\u00e1 relacionado con el fen\u00f3meno de Cointegraci\u00f3n. Si dos series de tiempo est\u00e1n cointegradas tendr\u00e1n por tanto una relaci\u00f3n de equilibrio en el largo plazo. \ud83d\ude09 Si este hecho se da, podemos adem\u00e1s modelizar la din\u00e1mica de corto plazo de estas series mediante lo que llamamos Modelo de Correcci\u00f3n de Error.(MCE). &hellip;<\/p>\n<p class=\"read-more\"> <a class=\"\" href=\"https:\/\/ricovictor.com\/index.php\/2020\/05\/01\/modelo-de-correccion-de-error\/\"> <span class=\"screen-reader-text\">Modelo de Correcci\u00f3n de Errores<\/span> Leer m\u00e1s &raquo;<\/a><\/p>\n","protected":false},"author":19,"featured_media":431,"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":[62,61],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.6 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Modelo de Correcci\u00f3n de Errores - 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\/2020\/05\/01\/modelo-de-correccion-de-error\/\" \/>\n<meta property=\"og:locale\" content=\"es_ES\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Modelo de Correcci\u00f3n de Errores - V\u00edctor A. Rico \u2014 Econometr\u00eda y Finanzas Cuantitativas\" \/>\n<meta property=\"og:description\" content=\"\u270d Este modelo econom\u00e9trico est\u00e1 relacionado con el fen\u00f3meno de Cointegraci\u00f3n. Si dos series de tiempo est\u00e1n cointegradas tendr\u00e1n por tanto una relaci\u00f3n de equilibrio en el largo plazo. \ud83d\ude09 Si este hecho se da, podemos adem\u00e1s modelizar la din\u00e1mica de corto plazo de estas series mediante lo que llamamos Modelo de Correcci\u00f3n de Error.(MCE). &hellip; Modelo de Correcci\u00f3n de Errores Leer m\u00e1s &raquo;\" \/>\n<meta property=\"og:url\" content=\"https:\/\/ricovictor.com\/index.php\/2020\/05\/01\/modelo-de-correccion-de-error\/\" \/>\n<meta property=\"og:site_name\" content=\"V\u00edctor A. 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