{"id":886,"date":"2020-10-04T21:48:00","date_gmt":"2020-10-04T21:48:00","guid":{"rendered":"https:\/\/ricovictor.com\/?p=886"},"modified":"2026-01-29T22:05:13","modified_gmt":"2026-01-29T22:05:13","slug":"prueba-reset-en-r","status":"publish","type":"post","link":"https:\/\/ricovictor.com\/index.php\/2020\/10\/04\/prueba-reset-en-r\/","title":{"rendered":"Prueba Reset en R"},"content":{"rendered":"\t\t
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\"\ud83d\ude1d\"<\/span> La Prueba RESET<\/strong> o Prueba de Ramsey<\/strong> se usa en econometr\u00eda<\/a> para ver si nuestro modelo est\u00e1 bien especificado o no.<\/div>
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\"\ud83d\udc49\"<\/span>Por tanto nos servir\u00e1 para detectar errores de especificaci\u00f3n ocasionados por varios motivos, como pueden ser la omisi\u00f3n de variables independientes<\/strong>, la posible existencia de correlaci\u00f3n<\/strong> entre las variables en independientes o bien, porque la forma funcional<\/strong> de las variables independientes no es la apropiada.<\/div>
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En este v\u00eddeo veremos un ejemplo con un modelo de regresi\u00f3n lineal en R.<\/strong><\/div><\/div>\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>


##### PRUEBA RESET<\/p>

# Prueba de Ramsey para especificaci\u00f3n de modelos<\/p>

# 1 errores de especificaci\u00f3n por omisi\u00f3n de variables
# 2 correlaci\u00f3n en X
# 3 Forma funcional<\/p>

library(lmtest)<\/p>

resettest(mod)
#resettest(mod,power=2:m)
#resettest(mod,power=2:2)<\/p>


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


getSymbols(\u00abINDPRO\u00bb,src=\u00bbFRED\u00bb) #Industrial Production Index
getSymbols(\u00abFEDFUNDS\u00bb,src=\u00bbFRED\u00bb) #tasa interes fondos federales
getSymbols(\u00abEXUSEU\u00bb,src=\u00bbFRED\u00bb) #EURo mensual<\/p>


ind_pro_in= INDPRO[\u00ab2001-01::2019-12\u00bb]
tasas_int=FEDFUNDS[\u00ab2001-01::2019-12\u00bb]
EURUSD=EXUSEU[\u00ab2001-01::2019-12\u00bb]<\/p>


# Modelo<\/p>

modelo=lm(EURUSD~tasas_int+ind_pro_in)
summary(modelo)
modelo<\/p>

## RESET<\/p>

resettest(modelo)<\/p>


modelo_2=lm(EURUSD~tasas_int)
summary(modelo_2)<\/p>

resettest(modelo_2)<\/p>


modelo_3=lm(EURUSD~ind_pro_in)
summary(modelo_3)<\/p>

resettest(modelo_3)<\/p>

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\n\t\t\t\n\t\t\t\t\t\t\n\t\t\t\t\t\tAprende Arbitraje Estad\u00edstico<\/span>\n\t\t<\/span>\n\t\t\t\t\t<\/a>\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
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\n\t\t\t\n\t\t\t\t\t\t\n\t\t\t\t\t\tCurso GRATIS Multicointegraci\u00f3n en FOREX<\/span>\n\t\t<\/span>\n\t\t\t\t\t<\/a>\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\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"

La Prueba RESET o Prueba de Ramsey se usa en econometr\u00eda para ver si nuestro modelo est\u00e1 bien especificado o no. Por tanto nos servir\u00e1 para detectar errores de especificaci\u00f3n ocasionados por varios motivos, como pueden ser la omisi\u00f3n de variables independientes, la posible existencia de correlaci\u00f3n entre las variables en independientes o bien, porque la …<\/p>\n

Prueba Reset en R<\/span> Leer m\u00e1s »<\/a><\/p>\n","protected":false},"author":1,"featured_media":889,"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":"\nPrueba Reset en R - V\u00edctor A. 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