CURSO DE PREDICCIÓN ECONÓMICA Y EMPRESARIAL Unidad 4: Técnicas Avanzadas de Predicción EERCICIO !: Es"i#ación $ si#%&ación de %n #'de&' (AR en E(ie)s En%nciad' n la "abla +n,er+$r +n,er+$r *+(p$ne$( *+(p$ne$( *e l$( l$( *a"$( *a"$( ($bre ($bre el "+p$ *e +n"er( +n"er( +n"erban +n"erban!ar+$ !ar+$ a "re( e(e( en a y el n*+!e *e pre!+$( *e !$n(u$ IPC. ("a( (er+e( pre(en"an ,re!uen!+a en(ual !$n un $r+$n *e(*e ener$ *e 1980 a("a n$%+ebre *e 1998. a In"r$*u!a en +e( la( (er+e( y e("+e un $*el$ A: !$n "r+n$ +n*epen*+en"e y 2 re"ar*$(. !r+"er+$( ;ue u"+l+ara para eleg+r el re"ar*$
''&e(!arga *e la( (er+e( IPC y TIC en ,$ra"$ /!el IPC Periodo Jan-80 Feb-80 Mar-80 Apr-80 May-80 Jun-80 Jul-80 Aug-80 Sep-80 !"-80 #$%-80 &e!-80 Jan-81 Feb-81 Mar-81 Apr-81 May-81 Jun-81
TIC 34.804 35.115 35.304 35.645 35.892 36.449 36.964 37.397 37.795 38.098 38.487 39.025 39.818 40.02 40.817 41.223 41.415 41.451
15.495 14.339 17.112 17.914 18.728 18.025 15.935 15.55 15.325 15.785 16.322 17.742 17.641 15.942 14.825 14.78 16.676 17.213
elan"e TIC "e "ep$ral . Anal+!e l$(
IPC TIC Periodo Jan-80 34.804 15.495 Feb-80 35.115 14.339 Mar-80 35.304 17.112 Apr-80 35.645 17.914 May-80 35.892 18.728 Jun-80 36.449 18.025 Jul-80 36.964 15.935 Aug-80 37.397 15.55 Sep-80 37.795 15.325 !"-80 38.098 15.785 #$%-80 38.487 16.322 &e!-80 39.025 17.742 Jan-81 39.818 17.641 Feb-81 40.02 15.942 Mar-81 40.817 14.825 Apr-81 41.223 14.78 May-81 41.415 16.676 Jun-81 41.451 17.213 Jul-81 42.263 16.663 Aug-81 42.778 16.433 Sep-81 43.118 16.213 !"-81 43.603 15.553 #$%-81 43.981 16.09 &e!-81 44.647 16.103 Jan-82 45.572 15.759 Feb-82 45.927 15.188 Mar-82 46.378 14.645 Apr-82 46.988 15.506 May-82 47.668 16.047 Jun-82 48.126 17.726 Jul-82 48.744 17.446 Aug-82 49.082 15.855 Sep-82 49.139 15.148 !"-82 49.631 17.108 #$%-82 49.793 17.962 &e!-82 50.901 16.988 Jan-83 51.761 16.777 Feb-83 52.021 16.98 Mar-83 52.337 16.627 Apr-83 53.056 18.251 May-83 53.276 21.245 Jun-83 53.588 21.039 Jul-83 53.779 22.392 Aug-83 54.501 23.411 Sep-83 54.937 22.347 !"-83 55.682 21.831 #$%-83 56.249 20.694 &e!-83 57.122 19.001 Jan-84 58.007 18.414 Feb-84 58.227 18.457 Mar-84 58.696 17.139 Apr-84 58.973 16.21
May-84 Jun-84 Jul-84 Aug-84 Sep-84 !"-84 #$%-84 &e!-84 Jan-85 Feb-85 Mar-85 Apr-85 May-85 Jun-85 Jul-85 Aug-85 Sep-85 !"-85 #$%-85 &e!-85 Jan-86 Feb-86 Mar-86 Apr-86 May-86 Jun-86 Jul-86 Aug-86 Sep-86 !"-86 #$%-86 &e!-86 Jan-87 Feb-87 Mar-87 Apr-87 May-87 Jun-87 Jul-87 Aug-87 Sep-87 !"-87 #$%-87 &e!-87 Jan-88 Feb-88 Mar-88 Apr-88 May-88 Jun-88 Jul-88 Aug-88 Sep-88
59.292 59.712 60.629 61.05 61.174 61.543 61.859 62.278 63.438 63.898 64.296 64.959 65.163 65.052 65.422 65.52 66.239 66.58 67.093 67.371 69.308 69.617 69.852 70.022 70.217 70.862 71.57 71.773 72.516 72.787 72.62 72.93 73.489 73.802 74.231 74.399 74.307 74.325 75.078 75.045 75.737 76.187 76.012 76.284 76.768 76.978 77.536 77.266 77.262 77.562 78.586 79.363 80.06
15.41 14.414 13.651 13.749 13.109 13.075 12.93 12.216 12.297 12.185 12.14 12.669 12.757 14.211 14.204 13.422 11.46 10.367 10.472 10.509 10.683 10.719 11.587 12.274 11.631 12.058 12.511 12.184 11.529 11.406 11.52 11.791 12.351 12.597 14.598 17.09 19.803 18.289 17.563 16.832 16.865 15.842 14.44 13.595 12.73 12.012 11.055 10.902 11.107 10.443 10.786 10.747 11.175
!"-88 #$%-88 &e!-88 Jan-89 Feb-89 Mar-89 Apr-89 May-89 Jun-89 Jul-89 Aug-89 Sep-89 !"-89 #$%-89 &e!-89 Jan-90 Feb-90 Mar-90 Apr-90 May-90 Jun-90 Jul-90 Aug-90 Sep-90 !"-90 #$%-90 &e!-90 Jan-91 Feb-91 Mar-91 Apr-91 May-91 Jun-91 Jul-91 Aug-91 Sep-91 !"-91 #$%-91 &e!-91 Jan-92 Feb-92 Mar-92 Apr-92 May-92 Jun-92 Jul-92 Aug-92 Sep-92 !"-92 #$%-92 &e!-92 Jan-93 Feb-93
80.15 80.105 80.742 81.68 81.738 82.26 82.481 82.598 83.048 84.396 84.54 85.485 85.83 85.969 86.304 87.144 87.697 88.018 88.218 88.211 88.483 89.672 90.065 91.013 91.821 91.729 91.955 93.025 92.895 93.197 93.399 93.664 93.934 95.1 95.453 96.233 96.838 96.985 97.038 98.576 99.233 99.592 99.485 99.745 99.726 100.05 100.962 101.795 101.856 101.921 102.227 103.185 103.218
12.629 12.57 13.648 14.135 14.563 15.127 14.78 14.765 14.896 15.53 15.307 15.064 14.959 15.331 15.979 15.604 15.498 15.434 14.992 15.046 14.996 15.01 15.018 15.157 14.967 14.978 15.119 15.148 14.703 13.787 13.463 12.936 12.494 12.821 12.717 12.394 12.618 12.72 12.92 12.878 12.749 12.574 12.546 12.502 12.624 12.95 13.483 14.118 14.234 14.29 15.156 14.405 13.829
Mar-93 Apr-93 May-93 Jun-93 Jul-93 Aug-93 Sep-93 !"-93 #$%-93 &e!-93 Jan-94 Feb-94 Mar-94 Apr-94 May-94 Jun-94 Jul-94 Aug-94 Sep-94 !"-94 #$%-94 &e!-94 Jan-95 Feb-95 Mar-95 Apr-95 May-95 Jun-95 Jul-95 Aug-95 Sep-95 !"-95 #$%-95 &e!-95 Jan-96 Feb-96 Mar-96 Apr-96 May-96 Jun-96 Jul-96 Aug-96 Sep-96 !"-96 #$%-96 &e!-96 Jan-97 Feb-97 Mar-97 Apr-97 May-97 Jun-97 Jul-97
103.581 104.035 104.322 104.581 104.955 105.583 106.18 106.576 106.755 107.262 108.346 108.385 108.743 109.171 109.394 109.512 109.941 110.651 110.988 111.229 111.422 111.914 113.074 113.628 114.29 114.896 114.942 115.051 115.069 115.394 115.848 116.064 116.372 116.748 117.462 117.782 118.2 118.871 119.281 119.181 119.34 119.678 119.97 120.134 120.141 120.497 120.847 120.765 120.825 120.869 121.045 121.042 121.263
14.645 13.968 12.847 11.102 11.271 10.553 9.979 9.58 9.215 8.863 8.766 8.622 8.144 7.876 7.68 7.71 7.75 7.81 7.84 7.82 7.86 8.22 8.94 8.6 9.56 9.35 9.38 9.63 9.65 9.6 9.38 9.48 9.48 9.21 8.89 8.71 8.44 7.58 7.47 7.3 7.25 7.33 7.06 6.85 6.7 6.36 5.93 5.89 5.83 5.56 5.27 5.21 5.27
Aug-97 Sep-97 !"-97 #$%-97 &e!-97 Jan-98 Feb-98 Mar-98 Apr-98 May-98 Jun-98 Jul-98 Aug-98 Sep-98 !"-98 #$%-98
121.798 122.401 122.356 122.599 122.925 123.215 122.927 122.984 123.289 123.45 123.53 123.986 124.319 124.41 124.423 124.31
5.34 5.17 5.12 5.04 4.83 4.7 4.64 4.44 4.41 4.34 4.33 4.33 4.35 4.25 3.99 3.8
CURSO DE PREDICCIÓN ECONÓMICA Y EMPRESARIAL Unidad 4: Técnicas Avanzadas de Predicción EERCICIO !: Es"i#ación $ si#%&ación de %n #'de&' (AR en E(ie)s S'&%ción ''&e(!arga *e la ($lu!+
9 P=g(. :e!$en*a*$
A) ESTIMACIÓN Y ELECCIÓN DEL RETARDO. Para la e("+a!+ una a "r en? pr+n!+pal !$n @ICB STIMAT A: y $"ra !rean*$ un $bDe"$ ;ue (ea pre!+(aen"e u A:> EJCTS # EJCT A:. n ab$( !a($( a!!e*e$( a la (+gu+en"e pan"alla en e$( +n!lu+*$ el "r+n$ +n*epen*+en"e en la e(pe!+,+!a!+ el *e"er+nan"e *e la !$%ar+ana re(+*ual &e"er+nan" :e(+*ual C$ %al$r *el l$gar+"$ *e %er$(++l+"u* K$g K+Lel+$$*H y l$( *$( e("a*("+!$( *e !r+"er+$( re("an"e( In,$ra"+$n Cr+"er+a> AICH S!ar Cr+"er+a> SC. ("$( !r+"er+$( *e +n,$ra!+
%( *el n $*el$ la ;ue ?er$ *e er lugar !$n +able T+p$ *e en el $*el$ e e("+a*$ r+able IPC103 !$n n %ar+able a!+
CURSO DE PREDICCIÓN ECONÓMICA Y EMPRESARIAL Unidad 4: Técnicas Avanzadas de Predicción EERCICIO !: Es"i#ación $ si#%&ación de %n #'de&' (AR en E(ie)s Res%&"ad's Como iem!re" #$ o!er$%io&e re$#i'$d$ e& e(e eer%i%io !*ede& re!e(ire *(i#i'$&do e# $r VAR./. A# $0rir e# i%+ero e& e# !ro1r$m$ E%o&ome(ri% Vie &o e&%o&(r$mo %o& #$ i1 ,e&($&$2 NOMBRE CONTENIDO IPC Serie ori1i&$# de d$(o de# I&di%e de !re%io $# %o&*mo. TIC Ti!o de i&(er3 i&(er0$&%$rio $ (re mee. IPCF Predi%%io&e !$r$ IPC %o& e# mode#o VAR. TICF Predi%%io&e !$r$ TIC %o& e# mode#o VAR. TABLA/ Re*#($do de #$ e(im$%i4& de# mode#o VAR. TABLA5 Re*#($do de #$ *&%i4& de re!*e($ de im!*#o. TABLA6 Re*#($do de# $&7#ii de #$ de%om!oi%i4& de #$ ,$ri$&'$. TABLA8 E%*$%io&e de# mode#o VAR. 9RAFICO/ E,o#*%i4& de #$ erie IPC : TIC. 9RAFICO5 9r7i%o de #$ *&%i4& de re!*e($ de im!*#o. 9RÁFICO6 9r7i%o de# $&7#ii de #$ de%om!oi%i4& de #$ ,$ri$&'$. VAR/ E(im$%i4& de *& mode#o VAR !$r$ #$ erie IPC : TIC. MODELO/ Mode#o VAR de #$ erie IPC : TIC.
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