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Empleando modelos jerárquicos para encontrar el mejor modelo para pronosticar los galones de gasolina corriente demandados en Bogotá (Colombia) || Use of hierarchical models to find the best model to forecast the gallons of regular gasoline demanded in Bogotá (Colombia)

Author

Listed:
  • Alonso Cifuentes, Julio César

    (Universidad Icesi, Cali (Colombia))

  • Díaz, Javier Gustavo

    (Universidad Icesi, Cali (Colombia))

  • Estrada, Daniela

    (Universidad Icesi (Cali) y Alianza Coba (Bogotá, Colombia))

  • Figueroa, César Alfonso

    (Oficina de Inteligencia Tributaria, Bogotá (Colombia))

  • Tamura, Gabriel

    (Universidad Icesi, Cali (Colombia))

Abstract

El documento tiene como objetivo encontrar el mejor modelo jerárquico que permita proyectar la demanda total de gasolina corriente y por tanto el recaudo por sobretasa a la gasolina en Bogotá, Colombia, impuesto importante para el financiamiento de la malla vial y sistemas de transporte masivos. Para lograr este objetivo, se emplean datos de los galones reportados por los 6 mayoristas de gasolina corriente de la ciudad bajo dos aproximaciones univariadas (ARIMA y el método de suavizamiento exponencial (ETS por sus siglas en inglés)), cinco métodos y diferentes algoritmos de minimización. Se encuentra que la mejor combinación de estos parámetros para pronosticar los galones de gasolina corriente demandados es el modelo ETS bajo un pronóstico univariado simple. || The objective of this analysis is to find the best hierarchical model to forecast the total demand for regular gasoline in Bogotá, Colombia and, therefore, the collection of gasoline surcharges, which is an important tax used to finance road networks and massive transportation systems. We used data reported by 6 wholesalers of regular gasoline in the city, and used two univariate approaches (ARIMA and exponential smoothing (ETS)), five methods and different minimization algorithms to forecast gallons of regular gasoline. Results show that the best combination of these parameters is an ETS model under a simple univariate forecast.

Suggested Citation

  • Alonso Cifuentes, Julio César & Díaz, Javier Gustavo & Estrada, Daniela & Figueroa, César Alfonso & Tamura, Gabriel, 2019. "Empleando modelos jerárquicos para encontrar el mejor modelo para pronosticar los galones de gasolina corriente demandados en Bogotá (Colombia) || Use of hierarchical models to find the best model to ," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 28(1), pages 113-123, December.
  • Handle: RePEc:pab:rmcpee:v:28:y:2019:i:1:p:113-123
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    More about this item

    Keywords

    Colombia; gasolina; modelos jerárquicos; series de tiempo; pronósticos; Colombia; gasoline; hierarchical models; time series; forecasts;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • H2 - Public Economics - - Taxation, Subsidies, and Revenue

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