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Determinación del tamaño mínimo de la serie de tiempo en el pronóstico del PIB trimestral en México

Author

Listed:
  • Juan Ruiz-Ramírez
  • Jerónimo Jiménez Juan
  • Gabriela Eréndira Hernández-Rodríguez
  • Oscar González Muñoz

Abstract

El modelo ARIMA es útil en el pronóstico del Producto Interno Bruto (PIB) el cual es sensible al tamaño de la serie de tiempo y al desconocerse su tamaño de muestra óptimo, se realizó la determinación del tamaño mínimo de la serie de tiempo en el pronóstico del PIB trimestral en México. Para ello, se utilizó el PIB del primer trimestre del 1993 al último trimestre del 2011 y con el software E-Views y el modelo ARIMA (3,1,2) se realizó el pronóstico del PIB del primer trimestre de 2012.

Suggested Citation

  • Juan Ruiz-Ramírez & Jerónimo Jiménez Juan & Gabriela Eréndira Hernández-Rodríguez & Oscar González Muñoz, 2013. "Determinación del tamaño mínimo de la serie de tiempo en el pronóstico del PIB trimestral en México," Observatorio de la Economía Latinoamericana, Servicios Académicos Intercontinentales SL. Hasta 31/12/2022, issue 178, January.
    • Handle: RePEc:erv:observ:y:2013:i:178:2
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