{"id":266,"date":"2016-08-30T07:49:03","date_gmt":"2016-08-30T12:49:03","guid":{"rendered":"http:\/\/blog.espol.edu.ec\/estg1003\/?p=266"},"modified":"2026-04-04T11:12:08","modified_gmt":"2026-04-04T16:12:08","slug":"1eva2010ti_t4-autocorrelaciones-para-una-serie","status":"publish","type":"post","link":"https:\/\/blog.espol.edu.ec\/algoritmos101\/stp-evalua\/stp-1eva\/1eva2010ti_t4-autocorrelaciones-para-una-serie\/","title":{"rendered":"1Eva2010TI_T4 autocorrelaciones para una serie"},"content":{"rendered":"\n<p><strong>Tema 4<\/strong>. Asumiendo estacionariedad y con la ayuda de<\/p>\n\n\n<span class=\"wp-katex-eq katex-display\" data-display=\"true\">r_k = \\frac{\\sum \\limits^n_{i=k+1} (x_i-\\bar{x})(x_{i-k}-\\bar{x})}{\\sum \\limits^n_{i=1} (x_i-\\bar{x})^2 }<\/span>\n\n\n\n<p>a) Encontrar las autocorrelaciones de orden k = 0, 1, 2, 3, 4, 5 para la siguiente serie X = [2, 3, 5, 1, 5, 2], donde xj es un elemento del vector en la posici\u00f3n j, j = 1, . . . , n y bosquejar la gr\u00e1fica de la funci\u00f3n de autocorrelaci\u00f3n (ACF).<\/p>\n\n\n\n<p>b) Si las bandas de confianza del gr\u00e1fico ACF est\u00e1n dadas por <span class=\"wp-katex-eq\" data-display=\"false\">\\pm z_{\\alpha \/2}\\frac{1}{\\sqrt{n}} <\/span>,&nbsp;\u00bfes posible decir que con 95% (1 \u2212 \u03b1 = 0,95) puede rechazarse la&nbsp;hip\u00f3tesis de que todas las autocorrelaciones son cero?.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tema 4. Asumiendo estacionariedad y con la ayuda de a) Encontrar las autocorrelaciones de orden k = 0, 1, 2, 3, 4, 5 para la siguiente serie X = [2, 3, 5, 1, 5, 2], donde xj es un elemento del vector en la posici\u00f3n j, j = 1, . . . , n y [&hellip;]<\/p>\n","protected":false},"author":8043,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"wp-custom-template-entrada-stp-ejercicios","format":"standard","meta":{"footnotes":""},"categories":[208],"tags":[215],"class_list":["post-266","post","type-post","status-publish","format-standard","hentry","category-stp-1eva","tag-autocorrelacion"],"_links":{"self":[{"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/posts\/266","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/users\/8043"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/comments?post=266"}],"version-history":[{"count":3,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/posts\/266\/revisions"}],"predecessor-version":[{"id":22596,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/posts\/266\/revisions\/22596"}],"wp:attachment":[{"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/media?parent=266"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/categories?post=266"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.espol.edu.ec\/algoritmos101\/wp-json\/wp\/v2\/tags?post=266"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}