Análisis espectral multivariado: un add-in usando Eviews

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dc.contributor.authorRonderos, Nicolás
dc.contributor.authorCotte, Alexander
dc.contributor.authorMoreno, Edna
dc.contributor.cvlachttp://scienti.colciencias.gov.co:8081/cvlac/visualizador/generarCurriculoCv.do?cod_rh=0000122085
dc.contributor.cvlachttp://scienti.colciencias.gov.co:8081/cvlac/visualizador/generarCurriculoCv.do?cod_rh=0000214531
dc.contributor.cvlachttps://scienti.colciencias.gov.co/cvlac/visualizador/generarCurriculoCv.do?cod_rh=0001381730
dc.contributor.googlescholarhttps://scholar.google.es/citations?user=QqQjcNAAAAAJ&hl=es
dc.contributor.googlescholarhttps://scholar.google.es/citations?user=xOuMdsMAAAAJ&hl=es
dc.contributor.googlescholarhttps://scholar.google.com/citations?hl=es&user=3HPuekUAAAAJ
dc.contributor.orcidhttps://orcid.org/0000-0002-3447-4453
dc.contributor.orcidhttps://orcid.org/0000-0002-1991-2662
dc.contributor.orcidhttps://orcid.org/0000-0002-1364-0096
dc.date.accessioned2020-04-20T17:04:43Z
dc.date.available2020-04-20T17:04:43Z
dc.date.issued2019-08
dc.descriptionEn este trabajo se propone el desarrollo un software con capacidad de análisis de datos de series de tiempo. El software se diseña con el objetivo de utilizar herramientas de análisis espectral multivariado sobre series de tiempo económicas. El software se desarrolla utilizando Eviews. Desde la versión siete de Eviews se incorpora la posibilidad de que los usuarios diseñen y propongan sus rutinas de programación. El add-in de análisis espectral multivariado se diseña principalmente bajo el marco teórico de Wei (2006) y Priestley (1981), se enfatiza su libre acceso y fácil uso. El software puede utilizarse sobre cualquier conjunto de datos de series de tiempo, su diseño es generalizado. El proyecto es multidisciplinar, cuenta con la participación de docentes de la facultad de economía y estadistica.spa
dc.description.abstractIn this work, the development of software with the ability to analyze time series data is proposed. The software is designed with the objective of using multivariate spectral analysis tools on economic time series. The software is developed using Eviews. Since version seven of Eviews, the possibility has been added for users to design and propose their programming routines. The multivariate spectral analysis add-in is designed mainly under the theoretical framework of Wei (2006) and Priestley (1981), its free access and easy use are emphasized. The software can be used on any time series data set, its design is generalized. The project is multidisciplinary, with the participation of teachers from the Faculty of Economics and Statistics.spa
dc.description.domainhttp://unidadinvestigacion.usta.edu.cospa
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/11634/22638
dc.publisher.branchCRAI-USTA Bogotáspa
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dc.rightsAtribución-NoComercial-SinDerivadas 2.5 Colombia
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/2.5/co/
dc.subject.keywordSpectral analysisspa
dc.subject.keywordFrequency domainspa
dc.subject.keywordSoftware  spa
dc.subject.proposalAnálisis espectralspa
dc.subject.proposalDominio de la frecuenciaspa
dc.subject.proposalSoftwarespa
dc.titleAnálisis espectral multivariado: un add-in usando Eviewsspa
dc.type.categoryFormación de Recurso Humano para la Ctel: Proyecto ejecutado con investigadores en empresas, industrias y Estadospa

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