{"id":21020,"date":"2024-02-24T20:49:22","date_gmt":"2024-02-24T19:49:22","guid":{"rendered":"https:\/\/complex-systems-ai.com\/?page_id=21020"},"modified":"2024-02-24T20:55:39","modified_gmt":"2024-02-24T19:55:39","slug":"pesaran-timmermann","status":"publish","type":"page","link":"https:\/\/complex-systems-ai.com\/es\/pronostico-de-prediccion\/pesaran-timmermann\/","title":{"rendered":"Prueba de Pesaran-Timmermann"},"content":{"rendered":"<div data-elementor-type=\"wp-page\" data-elementor-id=\"21020\" class=\"elementor elementor-21020\">\n\t\t\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-aa4f15e elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"aa4f15e\" data-element_type=\"section\" data-e-type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-33 elementor-top-column elementor-element elementor-element-af79963\" data-id=\"af79963\" data-element_type=\"column\" data-e-type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-6422a6e elementor-align-justify elementor-widget elementor-widget-button\" data-id=\"6422a6e\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/complex-systems-ai.com\/es\/pronostico-de-prediccion\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">Previsi\u00f3n<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-33 elementor-top-column elementor-element elementor-element-f344b77\" data-id=\"f344b77\" data-element_type=\"column\" data-e-type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-56f17eb elementor-align-justify elementor-widget elementor-widget-button\" data-id=\"56f17eb\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/complex-systems-ai.com\/es\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">Pagina de inicio<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-33 elementor-top-column elementor-element elementor-element-e02fec9\" data-id=\"e02fec9\" data-element_type=\"column\" data-e-type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-7f401a3 elementor-align-justify elementor-widget elementor-widget-button\" data-id=\"7f401a3\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/plat.ai\/blog\/difference-between-prediction-and-forecast\/\" target=\"_blank\" rel=\"noopener\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">Wiki<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-668425c elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"668425c\" data-element_type=\"section\" data-e-type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-cd2f20a\" data-id=\"cd2f20a\" data-element_type=\"column\" data-e-type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-3cce94f elementor-widget elementor-widget-heading\" data-id=\"3cce94f\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div id=\"ez-toc-container\" class=\"ez-toc-v2_0_82_2 counter-hierarchy ez-toc-counter ez-toc-grey ez-toc-container-direction\">\n<div class=\"ez-toc-title-container\">\n<p class=\"ez-toc-title\" style=\"cursor:inherit\">Contenido<\/p>\n<span class=\"ez-toc-title-toggle\"><a href=\"#\" class=\"ez-toc-pull-right ez-toc-btn ez-toc-btn-xs ez-toc-btn-default ez-toc-toggle\" aria-label=\"Tabla de contenido alternativo\"><span class=\"ez-toc-js-icon-con\"><span class=\"\"><span class=\"eztoc-hide\" style=\"display:none;\">Palanca<\/span><span class=\"ez-toc-icon-toggle-span\"><svg style=\"fill: #999;color:#999\" xmlns=\"http:\/\/www.w3.org\/2000\/svg\" class=\"list-377408\" width=\"20px\" height=\"20px\" viewbox=\"0 0 24 24\" fill=\"none\"><path d=\"M6 6H4v2h2V6zm14 0H8v2h12V6zM4 11h2v2H4v-2zm16 0H8v2h12v-2zM4 16h2v2H4v-2zm16 0H8v2h12v-2z\" fill=\"currentColor\"><\/path><\/svg><svg style=\"fill: #999;color:#999\" class=\"arrow-unsorted-368013\" xmlns=\"http:\/\/www.w3.org\/2000\/svg\" width=\"10px\" height=\"10px\" viewbox=\"0 0 24 24\" version=\"1.2\" baseprofile=\"tiny\"><path d=\"M18.2 9.3l-6.2-6.3-6.2 6.3c-.2.2-.3.4-.3.7s.1.5.3.7c.2.2.4.3.7.3h11c.3 0 .5-.1.7-.3.2-.2.3-.5.3-.7s-.1-.5-.3-.7zM5.8 14.7l6.2 6.3 6.2-6.3c.2-.2.3-.5.3-.7s-.1-.5-.3-.7c-.2-.2-.4-.3-.7-.3h-11c-.3 0-.5.1-.7.3-.2.2-.3.5-.3.7s.1.5.3.7z\"\/><\/svg><\/span><\/span><\/span><\/a><\/span><\/div>\n<nav><ul class='ez-toc-list ez-toc-list-level-1' ><li class='ez-toc-page-1 ez-toc-heading-level-2'><a class=\"ez-toc-link ez-toc-heading-1\" href=\"https:\/\/complex-systems-ai.com\/es\/pronostico-de-prediccion\/pesaran-timmermann\/#Test-de-Pesaran-Timmermann\" >Prueba de Pesaran-Timmermann<\/a><\/li><li class='ez-toc-page-1 ez-toc-heading-level-2'><a class=\"ez-toc-link ez-toc-heading-2\" href=\"https:\/\/complex-systems-ai.com\/es\/pronostico-de-prediccion\/pesaran-timmermann\/#Description\" >Descripci\u00f3n<\/a><\/li><li class='ez-toc-page-1 ez-toc-heading-level-2'><a class=\"ez-toc-link ez-toc-heading-3\" href=\"https:\/\/complex-systems-ai.com\/es\/pronostico-de-prediccion\/pesaran-timmermann\/#Exemple\" >Ejemplo<\/a><\/li><\/ul><\/nav><\/div>\n<h2 class=\"elementor-heading-title elementor-size-default\"><span class=\"ez-toc-section\" id=\"Test-de-Pesaran-Timmermann\"><\/span>Prueba de Pesaran-Timmermann<span class=\"ez-toc-section-end\"><\/span><\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-3a634f3 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"3a634f3\" data-element_type=\"section\" data-e-type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-0fd72f5\" data-id=\"0fd72f5\" data-element_type=\"column\" data-e-type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-d6110da elementor-widget elementor-widget-text-editor\" data-id=\"d6110da\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p>La prueba de Pesaran-Timmermann determina si un pron\u00f3stico predice correctamente el cambio de direcci\u00f3n de una serie temporal. Es decir su precisi\u00f3n direccional.<\/p><p><img decoding=\"async\" class=\"aligncenter wp-image-11096 size-full\" src=\"http:\/\/complex-systems-ai.com\/wp-content\/uploads\/2020\/09\/cropped-Capture.png\" alt=\"Pesaran-Timmermann\" width=\"97\" height=\"97\" title=\"\"><\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-2eab9a2 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"2eab9a2\" data-element_type=\"section\" data-e-type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-9f0dec4\" data-id=\"9f0dec4\" data-element_type=\"column\" data-e-type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-6be2db4 elementor-widget elementor-widget-heading\" data-id=\"6be2db4\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\"><span class=\"ez-toc-section\" id=\"Description\"><\/span>Descripci\u00f3n<span class=\"ez-toc-section-end\"><\/span><\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-ecdc8a8 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"ecdc8a8\" data-element_type=\"section\" data-e-type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-572f8cf\" data-id=\"572f8cf\" data-element_type=\"column\" data-e-type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-b7400de elementor-widget elementor-widget-text-editor\" data-id=\"b7400de\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p>Para cualquier serie de tiempo que tenga n elementos, primero definimos<\/p><p><img decoding=\"async\" class=\"aligncenter size-full wp-image-26016\" src=\"https:\/\/real-statistics.com\/wp-content\/uploads\/2018\/01\/image039d.png\" sizes=\"(max-width: 381px) 100vw, 381px\" srcset=\"https:\/\/real-statistics.com\/wp-content\/uploads\/2018\/01\/image039d.png 381w, https:\/\/real-statistics.com\/wp-content\/uploads\/2018\/01\/image039d-300x40.png 300w\" alt=\"\" width=\"381\" height=\"51\" title=\"\"><\/p><p>Ahora supongamos que tenemos una serie de tiempo yi con n elementos predicha por zi y definimos<\/p><p><img decoding=\"async\" class=\"aligncenter size-full wp-image-26018\" src=\"https:\/\/real-statistics.com\/wp-content\/uploads\/2018\/01\/image040d.png\" alt=\"\" width=\"179\" height=\"22\" title=\"\"><\/p><p><a href=\"https:\/\/real-statistics.com\/wp-content\/uploads\/2018\/01\/image041d.png\" rel=\"nofollow noopener\" target=\"_blank\"><img loading=\"lazy\" decoding=\"async\" class=\"aligncenter size-full wp-image-26019\" src=\"https:\/\/real-statistics.com\/wp-content\/uploads\/2018\/01\/image041d.png\" sizes=\"(max-width: 360px) 100vw, 360px\" srcset=\"https:\/\/real-statistics.com\/wp-content\/uploads\/2018\/01\/image041d.png 360w, https:\/\/real-statistics.com\/wp-content\/uploads\/2018\/01\/image041d-300x24.png 300w\" alt=\"\" width=\"360\" height=\"29\" title=\"\"><\/a><\/p><p>Bajo la hip\u00f3tesis nula de que z no predice la direcci\u00f3n del cambio en y (es decir, el signo de yi), tenemos el siguiente estad\u00edstico de prueba<\/p><p><img loading=\"lazy\" decoding=\"async\" class=\"aligncenter size-full wp-image-26020\" src=\"https:\/\/real-statistics.com\/wp-content\/uploads\/2018\/01\/image042d.png\" alt=\"Estad\u00edstica de prueba PT\" width=\"146\" height=\"36\" title=\"\"><\/p><p>La prueba de Pesaran-Timmermann es una prueba de una cola en la que la regi\u00f3n cr\u00edtica (donde se rechaza la hip\u00f3tesis nula) es la cola superior de la distribuci\u00f3n normal est\u00e1ndar. As\u00ed que si<\/p><p>1 \u2013 DISTR.NORM.S.(PT, VERDADERO) &lt; \u03b1<\/p><p>entonces podemos rechazar la hip\u00f3tesis nula y afirmar con una confianza de 1 \u2013 \u03b1 que el pron\u00f3stico predice con precisi\u00f3n el signo de yi.<\/p><p>Tenga en cuenta que si el signo de todos los elementos de yi (o zi) es el mismo, entonces no se definir\u00e1 el estad\u00edstico PT.<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-2c56f03 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"2c56f03\" data-element_type=\"section\" data-e-type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-55c8f9f\" data-id=\"55c8f9f\" data-element_type=\"column\" data-e-type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-dd3071a elementor-widget elementor-widget-heading\" data-id=\"dd3071a\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\"><span class=\"ez-toc-section\" id=\"Exemple\"><\/span>Ejemplo<span class=\"ez-toc-section-end\"><\/span><\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-8146424 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"8146424\" data-element_type=\"section\" data-e-type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-0b9f21e\" data-id=\"0b9f21e\" data-element_type=\"column\" data-e-type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-73288f9 elementor-widget elementor-widget-text-editor\" data-id=\"73288f9\" data-element_type=\"widget\" data-e-type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p>Utilice la prueba de Pesaran-Timmermann para determinar si las predicciones de la columna B de la figura predicen con precisi\u00f3n la direcci\u00f3n del cambio de los datos de la columna A.<\/p><p><img loading=\"lazy\" decoding=\"async\" class=\"alignnone wp-image-21026 size-full\" src=\"http:\/\/complex-systems-ai.com\/wp-content\/uploads\/2024\/02\/pesaran-timmermann-test1.png\" alt=\"pesaran-timmermann\" width=\"876\" height=\"365\" title=\"\" srcset=\"https:\/\/complex-systems-ai.com\/wp-content\/uploads\/2024\/02\/pesaran-timmermann-test1.png 876w, https:\/\/complex-systems-ai.com\/wp-content\/uploads\/2024\/02\/pesaran-timmermann-test1-300x125.png 300w, https:\/\/complex-systems-ai.com\/wp-content\/uploads\/2024\/02\/pesaran-timmermann-test1-768x320.png 768w, https:\/\/complex-systems-ai.com\/wp-content\/uploads\/2024\/02\/pesaran-timmermann-test1-18x8.png 18w\" sizes=\"(max-width: 876px) 100vw, 876px\" \/><\/p><p>La prueba demuestra que el pron\u00f3stico predice con precisi\u00f3n la direcci\u00f3n del cambio en los datos.<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<\/div>","protected":false},"excerpt":{"rendered":"<p>Pron\u00f3sticos Inicio Wiki Prueba de Pesaran-Timmermann La prueba de Pesaran-Timmermann determina si un pron\u00f3stico predice correctamente el cambio de direcci\u00f3n de una serie... 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