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Modelización de datos económicos utilizando series temporales

Authors: Molina del Moral, Miryam;

Modelización de datos económicos utilizando series temporales

Abstract

La realización de este Trabajo Fin de Grado consiste en conocer la evolución de la actividad productiva de las ramas industriales, excluida la construcción, mediante el estudio del Índice de Producción Industrial (IPI). Durante el desarrollo del trabajo se pretende conocer qué es exactamente este índice, como se calcula y quién es el encargado de su recogida y recopilación de la información, tanto a nivel nacional como de Andalucía, para posteriormente realizar un estudio de senes temporales que permita obtener el modelo más apropiado para la serie. Una vez conseguido el modelo, se lleva a cabo uno de los principales objetivos por los que se realiza el análisis econométrico: la predicción de la evolución futura de la serie, la cual es realmente ventajosa al tratarse de un índice reflejo del crecimiento económico de una región. Finalmente, son elaboradas unas conclusiones donde se detallan los resultados obtenidos y son interpretados económicamente.

The fulfillment of this final degree project is to know the evolution of the production activity of the industrial branches, excluding construction, through the study of the Industrial Production Index (IPI). During the development of the work is meant to know what is exactly this index, how it is calculated and who is the manager of its collection and summary of the information, so much on the national level like of Andalucía, in order to realize a study of temporary series that might give the most appropriate model for the series. Once obtained the model, develops one of the aims for the econometric analysis is performed: the prediction of the future evolution of the series, which is really advantageous to be a reflection rate of economic growth of a region. Finally, sorne conclusions are elaborated where the obtained results are detailed and interpreted economically.

Keywords

Series temporales, Time series, Indicadores económicos, 5302.05, 5302.01, Economic indicators, 1209.15, Series cronológicas económicas, Economic time series

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
Green