{"id":38991,"date":"2018-03-09T09:38:51","date_gmt":"2018-03-09T09:38:51","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/conseqa%c2%bcencies-econometriques-del-grau-de-memoria-en-dades-temporals\/"},"modified":"2018-03-09T09:38:51","modified_gmt":"2018-03-09T09:38:51","slug":"conseqa%c2%bcencies-econometriques-del-grau-de-memoria-en-dades-temporals","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/conseqa%c2%bcencies-econometriques-del-grau-de-memoria-en-dades-temporals\/","title":{"rendered":"Conseq\u00c1\u00bc\u00e9ncies econom\u00e9triques del grau de mem\u00f3ria en dades temporals"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Ernest Pons Fanals <\/strong><\/h2>\n<p>Desde el punto de vista del dominio frecuencia, los modelos arma y arima presentan caracter\u00edsticas muy extremas en cuanto a la concentraci\u00f3n de potencia en determinadas frecuencias. Por tanto, si se utilizan dichos modelos para modelizar datos que presentan un grado de memoria intermedio, se est\u00e1 vulnerando la condici\u00f3n de que la memoria del modelo sea coherente con la memoria de los datos y es importante conocer cuales pueden ser las consecuencias econom\u00e9tricas de este problema. En este sentido, el objetivo de la tesis que aqu\u00ed se presenta consiste en valorar las posibles consecuencias pr\u00e1cticas  que diferentes grados de memoria pueden tener para el an\u00e1lisis econom\u00e9trico de datos temporales. Para ello se propone, en primer lugar, una clasificaci\u00f3n concreta de las series temporales atendiendo a dicha caracter\u00edstica. A continuaci\u00f3n se analiza tanto la sensibilidad de algunos de los estad\u00edsticos y t\u00e9cnicas m\u00e1s habituales en el an\u00e1lisis tanto la sensibilidad de algunos estad\u00edsticos y t\u00e9cnicas m\u00e1s habituales en el an\u00e1lisis de series temporales econ\u00f3micas a nivel univariante frente al tipo de memoria. Finalmente, se estudia la relaci\u00f3n que existen entre el grado de memoria y el peligro de obtener regresiones estad\u00edsticamente signficativas a partir de series temporales independientes, es decir, lo que se conoce habitualmente como relaciones espurias.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Conseq\u00c1\u00bc\u00e9ncies econom\u00e9triques del grau de mem\u00f3ria en dades temporals<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Conseq\u00c1\u00bc\u00e9ncies econom\u00e9triques del grau de mem\u00f3ria en dades temporals <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Ernest Pons Fanals <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Barcelona<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 17\/12\/1998<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Jordi Suri\u00f1ach Caralt<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: manuel Artis ortu\u00f1o <\/li>\n<li>jaume Garcia villar (vocal)<\/li>\n<li>Francisco Marmol prieto (vocal)<\/li>\n<li>Jes\u00fas Gonzalo mu\u00f1oz (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Ernest Pons Fanals Desde el punto de vista del dominio frecuencia, los modelos arma y arima presentan [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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