Published

1984-01-01

Interacción entre los modelos arima y el procedimiento X-11 para el análisis de series de tiempo

Keywords:

Estadística matemática, Análisis de series de tiempo, Modelo ARIMA, Procedimiento X-11 (es)

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Authors

  • Lilia Cortés de Olarte Universidad Nacional de Colombia
Este artículo discute la interrelación entre los modelos ARIMA y el procedimiento X-H para mostrar que si la serie de tiempo analizada es generada por un modelo ARIMA particular, el procedimiento X-11 estima correctamente los componentes no observables: Tendencia y estacionalidad, dejando un componente irregular cuyos valores se distribuyen con media cero y cuya varianza no cambia a través del tiempo.

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Copyright (c) 1984 Revista Colombiana de Estadística

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