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Metodología de un Modelo ARIMA condicionado para el pronóstico del PIB

Author

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  • Juan Pablo HERRERA SAAVEDRA
  • Gustavo Adolfo HERNADEZ DIAZ

Abstract

En el presente artículo se realiza una descripción de la metodología empleada para la construcción de modelos ARIMA condicionados, que permite pronosticar el comportamiento de una serie de tiempo, sujeto a alguna restricción lineal especí…ca. En particular, como aplicación al caso colombiano, se describe el método utilizado para el pronóstico del PIB Real trimestral. El modelo utilizado está basadoen Guerrero (1989), el cual sigue la notación Box-Jenkis, y presenta los fundamentos teóricos necesarios para la modelación.

Suggested Citation

  • Juan Pablo HERRERA SAAVEDRA & Gustavo Adolfo HERNADEZ DIAZ, 2002. "Metodología de un Modelo ARIMA condicionado para el pronóstico del PIB," Archivos de Economía 3207, Departamento Nacional de Planeación.
    • Handle: RePEc:col:000118:003207
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    Keywords

    ARIMA;

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