Indicadores Macroeconomico de Deuda Pública del Peru

2000.1 - 2022.1
Juan Frrancisco

2022-08-02
#install.packages("readxl")
library(readxl)

#install.packages("tseries")
library(tseries)

## Registered S3 method overwritten by 'quantmod':

## method from
## as.zoo.data.frame zoo

#Data_Deuda<-read_excel("Deuda_Publica.xlsx")
#data11<-read_excel("Deuda_Publica.xlsx")
Deuda_Publica <- read_excel("Diplomado Estadistica con R/TAREA/Deuda
Publica/Deuda_Publica.xlsx")

#View(Deuda_Publica)

#Visualizar las 6 primeras filas

#head(Deuda_Publica)

#visuaizar las 6 ultimas filas

tail(Deuda_Publica)

## # A tibble: 6 × 5
## DP DPE DPEC DPEB DPI
## <dbl> <dbl> <dbl> <dbl> <dbl>
## 1 249197. 106995. 31088. 75907. 142202.
## 2 268835. 132408. 31771. 100637. 136427.
## 3 275172. 137512. 34086. 103426. 137660.
## 4 293799. 155620. 45101. 110519. 138179.
## 5 314867. 170438. 43221. 127217. 144429.
## 6 298671. 157379. 40216. 117163. 141292.

#Formato para serie de tiempo trimestral

DP =ts(Deuda_Publica[,1], start =c(2000),end=c(2022), freq=4)

DP

## Qtr1 Qtr2 Qtr3 Qtr4

## 2000 85119.71 84137.89 84297.15 84948.90
## 2001 82802.96 84441.28 85677.96 84907.44
## 2002 85552.79 89420.32 93062.18 92618.74
## 2003 94253.89 94193.72 95913.39 99454.75
## 2004 98764.43 98852.71 96084.13 100851.71
## 2005 99409.68 96642.27 98367.79 102382.14
## 2006 98705.79 96012.07 94921.64 96826.07
## 2007 94033.06 93660.57 98090.36 94549.16
## 2008 85361.41 89849.76 89217.74 94078.32
## 2009 95616.33 93333.61 92611.31 97812.59
## 2010 94912.48 93775.49 94754.94 100156.62
## 2011 99483.03 97290.39 97982.81 101737.41
## 2012 98966.02 97598.95 97371.25 101224.93
## 2013 97871.47 97781.21 97893.84 105087.45
## 2014 100181.72 102323.12 104684.29 114431.97
## 2015 115259.97 117146.96 126313.60 142240.98
## 2016 142103.23 140335.28 146899.88 156662.58
## 2017 153453.14 163563.25 166752.83 173975.68
## 2018 169060.45 171612.56 174917.53 190789.07
## 2019 188688.87 193420.81 195540.53 206301.43
## 2020 202002.81 215929.34 225257.79 249196.80
## 2021 268835.03 275171.72 293798.97 314866.85
## 2022 298671.20

DPE =ts(Deuda_Publica[,2], start =c(2000),end=c(2022), freq=4)

DPE

## Qtr1 Qtr2 Qtr3 Qtr4

## 2000 68093.16 67514.05 67205.97 67793.65
## 2001 65739.52 66391.70 67418.04 65245.10
## 2002 65939.51 69788.17 72719.56 72709.65
## 2003 74349.61 74296.17 75442.92 78777.28
## 2004 78688.36 79351.61 76228.82 80248.48
## 2005 79384.49 76617.03 75085.04 76418.00
## 2006 74241.41 71848.44 70598.94 70309.21
## 2007 68510.32 67363.37 66720.01 60171.00
## 2008 52234.27 55733.21 55114.93 59724.39
## 2009 62102.06 59351.42 58063.17 58925.54
## 2010 57765.90 55828.53 55877.28 55250.98
## 2011 55517.85 54199.31 54771.21 53593.86
## 2012 53044.77 52720.74 51328.45 49878.13
## 2013 48722.52 48190.17 48189.89 48149.02
## 2014 48207.11 48842.39 49707.79 50387.85
## 2015 52956.04 53808.88 60403.80 67956.06
## 2016 70855.81 68927.04 71035.36 68056.89
## 2017 65439.91 70793.20 61720.32 61162.89
## 2018 61298.06 61402.39 61672.27 65505.12
## 2019 65145.87 65734.15 66604.17 65658.89
## 2020 67658.29 81715.17 90720.43 106995.11
## 2021 132407.91 137511.94 155619.69 170438.09
## 2022 157379.36
DPEC =ts(Deuda_Publica[,3], start =c(2000),end=c(2022), freq=4)
DPEC

## Qtr1 Qtr2 Qtr3 Qtr4

## 2000 55123.20 54506.82 54124.20 54637.34
## 2001 52620.48 53272.66 54448.08 52424.22
## 2002 52360.31 55974.88 58435.10 57181.41
## 2003 56472.17 56418.73 57590.52 59297.48
## 2004 59324.47 58196.76 55978.40 57472.16
## 2005 55714.25 53200.84 48681.54 47630.01
## 2006 46134.88 44431.78 43430.46 43455.35
## 2007 42425.48 41343.25 41274.06 35386.26
## 2008 32982.12 34950.73 34585.56 38120.74
## 2009 37336.57 35606.08 32267.49 33185.84
## 2010 32624.56 32401.73 32667.27 29094.53
## 2011 29382.13 28502.76 28977.43 28485.75
## 2012 27684.56 27380.91 26645.55 25631.85
## 2013 24133.72 21774.86 21750.65 21491.70
## 2014 21455.85 22185.07 22280.91 23195.43
## 2015 24904.84 25033.77 27241.75 28648.83
## 2016 28378.58 28066.09 28793.26 28944.10
## 2017 27391.31 25962.83 15936.70 15987.27
## 2018 15975.24 15913.89 15795.01 19259.53
## 2019 20478.10 20210.34 20241.52 20527.31
## 2020 21320.22 23017.19 30366.81 31088.08
## 2021 31771.05 34085.87 45100.85 43220.79
## 2022 40215.89

DPEB =ts(Deuda_Publica[,4], start =c(2000),end=c(2022), freq=4)

DPEB

## Qtr1 Qtr2 Qtr3 Qtr4

## 2000 12969.96 13007.23 13081.77 13156.31
## 2001 13119.04 13119.04 12969.96 12820.88
## 2002 13579.20 13813.30 14284.45 15528.24
## 2003 17877.44 17877.44 17852.40 19479.80
## 2004 19363.89 21154.85 20250.42 22776.32
## 2005 23670.24 23416.19 26403.50 28787.99
## 2006 28106.53 27416.67 27168.47 26853.86
## 2007 26084.84 26020.12 25445.95 24784.74
## 2008 19252.15 20782.48 20529.37 21603.65
## 2009 24765.49 23745.34 25795.67 25739.70
## 2010 25141.34 23426.80 23210.01 26156.44
## 2011 26135.73 25696.55 25793.77 25108.12
## 2012 25360.21 25339.83 24682.90 24246.28
## 2013 24588.80 26415.32 26439.24 26657.32
## 2014 26751.26 26657.32 27426.89 27192.41
## 2015 28051.20 28775.10 33162.05 39307.23
## 2016 42477.23 40860.94 42242.10 39112.79
## 2017 38048.60 44830.36 45783.62 45175.62
## 2018 45322.82 45488.50 45877.26 46245.58
## 2019 44667.77 45523.81 46362.65 45131.58
## 2020 46338.06 58697.98 60353.62 75907.03
## 2021 100636.85 103426.06 110518.84 127217.30
## 2022 117163.47

DPI =ts(Deuda_Publica[,5], start =c(2000),end=c(2022), freq=4)

DPI

## Qtr1 Qtr2 Qtr3 Qtr4

## 2000 17026.55 16623.84 17091.18 17155.25
## 2001 17063.44 18049.58 18259.92 19662.33
## 2002 19613.28 19632.14 20342.62 19909.09
## 2003 19904.28 19897.55 20470.47 20677.47
## 2004 20076.07 19501.10 19855.31 20603.23
## 2005 20025.19 20025.25 23282.75 25964.14
## 2006 24464.38 24163.63 24322.70 26516.86
## 2007 25522.74 26297.19 31370.35 34378.16
## 2008 33127.14 34116.55 34102.81 34353.93
## 2009 33514.27 33982.19 34548.14 38887.05
## 2010 37146.57 37946.96 38877.66 44905.65
## 2011 43965.18 43091.08 43211.60 48143.55
## 2012 45921.25 44878.21 46042.80 51346.80
## 2013 49148.96 49591.04 49703.95 56938.43
## 2014 51974.61 53480.73 54976.50 64044.12
## 2015 62303.93 63338.09 65909.79 74284.92
## 2016 71247.42 71408.24 75864.52 88605.69
## 2017 88013.23 92770.06 105032.51 112812.79
## 2018 107762.38 110210.18 113245.26 125283.95
## 2019 123543.00 127686.67 128936.36 140642.54
## 2020 134344.52 134214.18 134537.35 142201.69
## 2021 136427.12 137659.78 138179.28 144428.75
## 2022 141291.84

#install.packages("TSstudio")
library(TSstudio)

ts_plot(DP,
title = "Deuda Publica del Peru",
Ytitle = "US$ a deuda actuales",
Xtitle = "Fuente:Banco Mundial",
slider = TRUE)

plot(DP)
ts_plot(DPE,
title = "Deuda Publica Externa del Peru",
Ytitle = "US$ a deuda actuales",
Xtitle = "Fuente:Banco Mundial",
slider = TRUE)

ts_plot(DPEC,
title = "Deuda Publica Externa Credito del Peru",
Ytitle = "US$ a deuda actuales",
Xtitle = "Fuente:Banco Mundial",
slider = TRUE)

ts_plot(DPEB,
title = "Deuda Publica Externa Bono del Peru",
Ytitle = "US$ a deuda actuales",
Xtitle = "Fuente:Banco Mundial",
slider = TRUE)

ts_plot(DPI,
title = "Deuda Publica del Peru",
Ytitle = "US$ a deuda actuales",
Xtitle = "Fuente:Banco Mundial",
slider = TRUE)

#--Estadistica Descriptiva--
#--Resumen global--
summary(Deuda_Publica)
## DP DPE DPEC DPEB
## Min. : 82803 Min. : 48149 Min. :15795 Min. : 12821
## 1st Qu.: 94254 1st Qu.: 55829 1st Qu.:25632 1st Qu.: 21604
## Median : 98764 Median : 65940 Median :32625 Median : 26085
## Mean :126866 Mean : 69429 Mean :36176 Mean : 33254
## 3rd Qu.:146900 3rd Qu.: 72710 3rd Qu.:48682 3rd Qu.: 40861
## Max. :314867 Max. :170438 Max. :59324 Max. :127217
## DPI
## Min. : 16624
## 1st Qu.: 23283
## Median : 43212
## Mean : 57437
## 3rd Qu.: 75865
## Max. :144429

#Estadistica descriptivas individuales

#Promedio de deuda publica

mean(DP)

## [1] 126866.5

#Media de deuda publica

median(DP)

## [1] 98764.43

#Mediana de cada serie

median(DP)

## [1] 98764.43

#<suma de cada serie

sum(DP)

## [1] 11291116

#Varianza de cada sere

var(DP, na.rm = TRUE)

## DP
## DP 3101897191

#----desviación estándar de cada serie---------------------------------------

sd(DP, na.rm = TRUE)

## [1] 55694.68

#--coeficiente de variación de cada serie---------------------------------

#install.packages("FinCal")
library(FinCal)
coefficient.variation(sd=sd(DP), avg = mean(DP))

## [1] 0.4390023

#---simetría y curtosis de cada

serie-----------------------------------------

#install.packages("psych")
library(psych)

##
## Attaching package: 'psych'

## The following objects are masked from 'package:FinCal':

##
## geometric.mean, harmonic.mean

skew(DP)

## [1] 1.720777

kurtosi(DP)

## DP
## 2.14982

#----normalidad de cada serie---------------------------------------------

shapiro.test(DP)

##
## Shapiro-Wilk normality test
##
## data: DP
## W = 0.71512, p-value = 7.543e-12