Miki :rstats:<p><a href="https://techhub.social/tags/30DayChartChallenge" class="mention hashtag" rel="nofollow noopener" target="_blank">#<span>30DayChartChallenge</span></a> Día 27: ¡Ruido! 📉 Analizando los residuos (el "ruido" inexplicable) del modelo CAPM para Telefónica (TEF.MC) vs IBEX 35. <a href="https://techhub.social/tags/UncertaintiesWeek" class="mention hashtag" rel="nofollow noopener" target="_blank">#<span>UncertaintiesWeek</span></a> <a href="https://techhub.social/tags/Finance" class="mention hashtag" rel="nofollow noopener" target="_blank">#<span>Finance</span></a></p><p>Este gráfico muestra la serie temporal del error diario del modelo (~18 años). ¿Es solo ruido blanco o algo más? 🤔 Para comprobarlo, ¡test de Dickey-Fuller Aumentado (ADF)!</p><p>Resultado ADF: p=0.01. ¡Rechazamos la raíz unitaria! 🎉 Esto sugiere que los residuos son estacionarios, fluctúan alrededor de cero como un "ruido" bien comportado (aunque su volatilidad cambia). ¡Buena señal para el modelo! (R²≈0.66).</p><p>Visualizando el componente idiosincrático y su (falta de) tendencia.</p><p>🛠 <a href="https://techhub.social/tags/rstats" class="mention hashtag" rel="nofollow noopener" target="_blank">#<span>rstats</span></a> <a href="https://techhub.social/tags/ggplot2" class="mention hashtag" rel="nofollow noopener" target="_blank">#<span>ggplot2</span></a> <a href="https://techhub.social/tags/quantmod" class="mention hashtag" rel="nofollow noopener" target="_blank">#<span>quantmod</span></a> <a href="https://techhub.social/tags/tseries" class="mention hashtag" rel="nofollow noopener" target="_blank">#<span>tseries</span></a> | Data: Yahoo/Investing | Theme: <a href="https://techhub.social/tags/theme_week5_uncertainty" class="mention hashtag" rel="nofollow noopener" target="_blank">#<span>theme_week5_uncertainty</span></a><br>📂 Código/Viz: <a href="https://t.ly/nr0nm" rel="nofollow noopener" translate="no" target="_blank"><span class="invisible">https://</span><span class="">t.ly/nr0nm</span><span class="invisible"></span></a></p><p><a href="https://techhub.social/tags/Day27" class="mention hashtag" rel="nofollow noopener" target="_blank">#<span>Day27</span></a> <a href="https://techhub.social/tags/Noise" class="mention hashtag" rel="nofollow noopener" target="_blank">#<span>Noise</span></a> <a href="https://techhub.social/tags/dataviz" class="mention hashtag" rel="nofollow noopener" target="_blank">#<span>dataviz</span></a> <a href="https://techhub.social/tags/DataVisualization" class="mention hashtag" rel="nofollow noopener" target="_blank">#<span>DataVisualization</span></a> <a href="https://techhub.social/tags/CAPM" class="mention hashtag" rel="nofollow noopener" target="_blank">#<span>CAPM</span></a> <a href="https://techhub.social/tags/Residuals" class="mention hashtag" rel="nofollow noopener" target="_blank">#<span>Residuals</span></a> <a href="https://techhub.social/tags/Stationarity" class="mention hashtag" rel="nofollow noopener" target="_blank">#<span>Stationarity</span></a> <a href="https://techhub.social/tags/ADFtest" class="mention hashtag" rel="nofollow noopener" target="_blank">#<span>ADFtest</span></a> <a href="https://techhub.social/tags/Econometrics" class="mention hashtag" rel="nofollow noopener" target="_blank">#<span>Econometrics</span></a> <a href="https://techhub.social/tags/RiskManagement" class="mention hashtag" rel="nofollow noopener" target="_blank">#<span>RiskManagement</span></a> <a href="https://techhub.social/tags/TEF" class="mention hashtag" rel="nofollow noopener" target="_blank">#<span>TEF</span></a> <a href="https://techhub.social/tags/IBEX35" class="mention hashtag" rel="nofollow noopener" target="_blank">#<span>IBEX35</span></a> <a href="https://techhub.social/tags/Bolsa" class="mention hashtag" rel="nofollow noopener" target="_blank">#<span>Bolsa</span></a> <a href="https://techhub.social/tags/RStats" class="mention hashtag" rel="nofollow noopener" target="_blank">#<span>RStats</span></a> <a href="https://techhub.social/tags/ggplot2" class="mention hashtag" rel="nofollow noopener" target="_blank">#<span>ggplot2</span></a> <a href="https://techhub.social/tags/TimeseriesWeek" class="mention hashtag" rel="nofollow noopener" target="_blank">#<span>TimeseriesWeek</span></a></p>