IDEAS home Printed from https://ideas.repec.org/p/col/000463/005675.html
   My bibliography  Save this paper

Metodos de pronostico

Author

Listed:
  • Ignacio Velez-Pareja

Abstract

Este es material de curso para un curso introductorio a la Probabilidad y la Estadistica en Ingenieria y Administracion. Es parte de algunas notas de clases de mis cursos en Espanol sobre esos temas. La humanidad ha perseguido el conocimiento del futuro. Recuerdese el sybil en el oraculo de Delphi. En esta nota se presentan y describen los metodos de pronostico mas conocidos. Se muestra en detalle como usar el metodo de descomposicion para pronosticar cuando existen varios componentes en los datos. Esto es, tendencia, estacionalidad, ciclo y error. Se toma una base de datos mensual real y se preservan los ultimos 12 meses para probar que tan buenos fueron los pronosticos y comparar los diferentes metodos. Todos estos metodos son estudiados usando intensivamente hojas de calculo.

Suggested Citation

  • Ignacio Velez-Pareja, 2009. "Metodos de pronostico," Proyecciones Financieras y Valoración 5675, Master Consultores.
    • Handle: RePEc:col:000463:005675
    as

    Download full text from publisher

    File URL: http://ssrn.com/abstract=885762
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Metodos de pronostico; metodos de suavizacion; metodos de descomposicion;
    All these keywords.

    JEL classification:

    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
    • E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
    • E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
    • F17 - International Economics - - Trade - - - Trade Forecasting and Simulation

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:col:000463:005675. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ignacio Velez (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.