Protocolo para realizar seguimiento a variables macroeconómicas periodo a periodo (Protocol to Make Up a Macroeconomic Variables Period to Period)

32 Pages Posted: 14 May 2015

See all articles by Danna Ramírez Buitrago

Danna Ramírez Buitrago

National University of Colombia, Students

Harold Huérfano Ochoa

National University of Colombia

Date Written: July 12, 2014

Abstract

Spanish Abstract: Las series de tiempo tienen una gran importancia para efectuar pronósticos sobre cualquier variable, ya que se puede tomar como variable explicativa su propio pasado y no requiere el conocimiento del dato presente de otras variables explicativas, que en muchas ocasiones no se encuentra. Como punto de partida, se realiza un estudio a la teoría de los modelos univariados de series de tiempo, en segundo lugar, se plantea un protocolo sobre los pasos a seguir para realizar un seguimiento, periodo a periodo, de la variable de tiempo y, finalmente, se expone un ejemplo con los pasos sugeridos en el protocolo para proyectar la inflación con base en la serie del IPC (Índice de precios al consumidor).

English Abstract: The time series are very important to make predictions about any variable, due to its own past can be taken as explanatory variable, and it does not require knowledge of this data for other explanatory variables that often can be found. As a starting point, it is made a study of the theory of univariate time series models, secondly, it is proposed a protocol about the steps to follow in order to track period variable period of time, and finally exposed an example of the steps suggested in the protocol for forecasting inflation based on the series of CPI (consumer price index).

Note: Downloadable document is in Spanish.

Keywords: Series de tiempo, modelos univariados, Pronostico, Protocolo.

JEL Classification: C1, C22, E3

Suggested Citation

Ramírez Buitrago, Danna and Huérfano Ochoa, Harold, Protocolo para realizar seguimiento a variables macroeconómicas periodo a periodo (Protocol to Make Up a Macroeconomic Variables Period to Period) (July 12, 2014). Available at SSRN: https://ssrn.com/abstract=2603262 or http://dx.doi.org/10.2139/ssrn.2603262

Danna Ramírez Buitrago (Contact Author)

National University of Colombia, Students ( email )

Bogotá
Colombia

Harold Huérfano Ochoa

National University of Colombia ( email )

Carrera 30 45-03
Bogota, None
Colombia

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