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iancont · Oct 19, 2024 · 50c8a09 · 50c8a09
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diff --git a/.jupyter_cache/executed/1ec048316494ea0a43dd2b0cdc4eb873/base.ipynb b/.jupyter_cache/executed/1ec048316494ea0a43dd2b0cdc4eb873/base.ipynb
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diff --git a/.jupyter_cache/global.db b/.jupyter_cache/global.db
diff --git a/_freeze/index/execute-results/docx.json b/_freeze/index/execute-results/docx.json
diff --git a/_freeze/index/execute-results/html.json b/_freeze/index/execute-results/html.json
diff --git a/_freeze/index/execute-results/tex.json b/_freeze/index/execute-results/tex.json
diff --git a/_freeze/index/execute-results/xml.json b/_freeze/index/execute-results/xml.json
diff --git a/_freeze/index/figure-docx/notebooks-data-screening-fig-acf-pacf-output-1.png b/_freeze/index/figure-docx/notebooks-data-screening-fig-acf-pacf-output-1.png
diff --git a/...ndex/figure-docx/notebooks-data-screening-fig-distribution-fitting-output-1.png b/...ndex/figure-docx/notebooks-data-screening-fig-distribution-fitting-output-1.png
diff --git a/...eze/index/figure-docx/notebooks-data-screening-fig-garch-residuals-output-1.png b/...eze/index/figure-docx/notebooks-data-screening-fig-garch-residuals-output-1.png
diff --git a/...ure-docx/notebooks-data-screening-fig-predicted-vs-actual-backtest-output-1.png b/...ure-docx/notebooks-data-screening-fig-predicted-vs-actual-backtest-output-1.png
diff --git a/...index/figure-docx/notebooks-data-screening-fig-price-return-series-output-2.png b/...index/figure-docx/notebooks-data-screening-fig-price-return-series-output-2.png
diff --git a/...x/figure-docx/notebooks-data-screening-fig-residuals-vs-volatility-output-1.png b/...x/figure-docx/notebooks-data-screening-fig-residuals-vs-volatility-output-1.png
diff --git a/_freeze/index/figure-docx/notebooks-data-screening-fig-tqq-plot-output-1.png b/_freeze/index/figure-docx/notebooks-data-screening-fig-tqq-plot-output-1.png
diff --git a/_freeze/index/figure-html/notebooks-data-screening-fig-acf-pacf-output-1.png b/_freeze/index/figure-html/notebooks-data-screening-fig-acf-pacf-output-1.png
diff --git a/...ndex/figure-html/notebooks-data-screening-fig-distribution-fitting-output-1.png b/...ndex/figure-html/notebooks-data-screening-fig-distribution-fitting-output-1.png
diff --git a/...eze/index/figure-html/notebooks-data-screening-fig-garch-residuals-output-1.png b/...eze/index/figure-html/notebooks-data-screening-fig-garch-residuals-output-1.png
diff --git a/...ure-html/notebooks-data-screening-fig-predicted-vs-actual-backtest-output-1.png b/...ure-html/notebooks-data-screening-fig-predicted-vs-actual-backtest-output-1.png
diff --git a/...index/figure-html/notebooks-data-screening-fig-price-return-series-output-2.png b/...index/figure-html/notebooks-data-screening-fig-price-return-series-output-2.png
diff --git a/...x/figure-html/notebooks-data-screening-fig-residuals-vs-volatility-output-1.png b/...x/figure-html/notebooks-data-screening-fig-residuals-vs-volatility-output-1.png
diff --git a/_freeze/index/figure-html/notebooks-data-screening-fig-tqq-plot-output-1.png b/_freeze/index/figure-html/notebooks-data-screening-fig-tqq-plot-output-1.png
diff --git a/_freeze/index/figure-ipynb/notebooks-data-screening-fig-acf-pacf-output-1.png b/_freeze/index/figure-ipynb/notebooks-data-screening-fig-acf-pacf-output-1.png
diff --git a/...dex/figure-ipynb/notebooks-data-screening-fig-distribution-fitting-output-1.png b/...dex/figure-ipynb/notebooks-data-screening-fig-distribution-fitting-output-1.png
diff --git a/...ze/index/figure-ipynb/notebooks-data-screening-fig-garch-residuals-output-1.png b/...ze/index/figure-ipynb/notebooks-data-screening-fig-garch-residuals-output-1.png
diff --git a/...re-ipynb/notebooks-data-screening-fig-predicted-vs-actual-backtest-output-1.png b/...re-ipynb/notebooks-data-screening-fig-predicted-vs-actual-backtest-output-1.png
diff --git a/...ndex/figure-ipynb/notebooks-data-screening-fig-price-return-series-output-2.png b/...ndex/figure-ipynb/notebooks-data-screening-fig-price-return-series-output-2.png
diff --git a/.../figure-ipynb/notebooks-data-screening-fig-residuals-vs-volatility-output-1.png b/.../figure-ipynb/notebooks-data-screening-fig-residuals-vs-volatility-output-1.png
diff --git a/_freeze/index/figure-ipynb/notebooks-data-screening-fig-tqq-plot-output-1.png b/_freeze/index/figure-ipynb/notebooks-data-screening-fig-tqq-plot-output-1.png
diff --git a/_freeze/index/figure-latex/notebooks-data-screening-fig-acf-pacf-output-1.png b/_freeze/index/figure-latex/notebooks-data-screening-fig-acf-pacf-output-1.png
diff --git a/...dex/figure-latex/notebooks-data-screening-fig-distribution-fitting-output-1.png b/...dex/figure-latex/notebooks-data-screening-fig-distribution-fitting-output-1.png
diff --git a/...ze/index/figure-latex/notebooks-data-screening-fig-garch-residuals-output-1.png b/...ze/index/figure-latex/notebooks-data-screening-fig-garch-residuals-output-1.png
diff --git a/...re-latex/notebooks-data-screening-fig-predicted-vs-actual-backtest-output-1.png b/...re-latex/notebooks-data-screening-fig-predicted-vs-actual-backtest-output-1.png
diff --git a/...ndex/figure-latex/notebooks-data-screening-fig-price-return-series-output-2.png b/...ndex/figure-latex/notebooks-data-screening-fig-price-return-series-output-2.png
diff --git a/.../figure-latex/notebooks-data-screening-fig-residuals-vs-volatility-output-1.png b/.../figure-latex/notebooks-data-screening-fig-residuals-vs-volatility-output-1.png
diff --git a/_freeze/index/figure-latex/notebooks-data-screening-fig-tqq-plot-output-1.png b/_freeze/index/figure-latex/notebooks-data-screening-fig-tqq-plot-output-1.png
diff --git a/_freeze/notebooks/data-extract/execute-results/html.json b/_freeze/notebooks/data-extract/execute-results/html.json
@@ -1,10 +1,10 @@
 {
-  "hash": "94c8977f205a7f9bfc4d718ceb2d9d25",
+  "hash": "40777f2cba5bca41531f7008934bd098",
   "result": {
     "engine": "jupyter",
-    "markdown": "---\ntitle: Data Extract\ndescription: Extracción, transformación y almacenamiento de las fuentes de datos para ser analizadas por Data-Screening\nauthors: Ian Contreras\n---\n\n::: {#importing-libraries .cell execution_count=1}\n``` {}\n#| label: importing-libraries\nimport pandas as pd\nimport os\n```\n:::\n\n\n::: {#irp .cell execution_count=2}\n``` {}\n#| label: irp\nprint(\"Current Working Directory:\", os.getcwd())\ndf = pd.read_excel(r\"..\\\\data\\\\inputs\\\\Historico del Indicador GOBIX DR.xlsx\",\n                   sheet_name=\"Indice Retorno Precio\")\ndf = df.rename(columns={'Fecha': 'date', 'Valor': 'irp'})\ndf['date'] = pd.to_datetime(df['date'])\ndf = df.set_index('date')\ndf[\"price_return\"] = df[\"irp\"].pct_change()\ndf = df.dropna()\ndf = df[df.index <= '2021-09-30']\ndf['price_return'] = df['price_return'] * 10_000\ndf.to_csv('..\\\\data\\\\csv\\\\irp.csv')\n```\n\n::: {.cell-output .cell-output-stdout}\n```\nCurrent Working Directory: C:\\Users\\contr\\OneDrive - INTEC\\TRI 9\\ECONOM\\fixed_income_garch\\notebooks\n```\n:::\n:::\n\n\n",
+    "markdown": "---\ntitle: Data Extract\ndescription: Extracción, transformación y almacenamiento de las fuentes de datos para ser analizadas por Data-Screening\nauthors: Ian Contreras\n---\n\n::: {#importing-libraries .cell execution_count=1}\n``` {}\n#| label: importing-libraries\nimport pandas as pd\nimport os\n```\n:::\n\n\n::: {#irp .cell execution_count=2}\n``` {}\n#| label: irp\nprint(\"Current Working Directory:\", os.getcwd())\ndf = pd.read_excel(r\"..\\\\data\\\\inputs\\\\historico_gobix_dr.xlsx\",\n                   sheet_name=\"Indice Retorno Precio\")\ndf = df.rename(columns={'Fecha': 'date', 'Valor': 'irp'})\ndf['date'] = pd.to_datetime(df['date'])\ndf = df.set_index('date')\ndf[\"price_return\"] = df[\"irp\"].pct_change()\ndf = df.dropna()\ndf = df[df.index <= '2021-09-30']\ndf['price_return'] = df['price_return'] * 10_000\ndf.to_csv('..\\\\data\\\\csv\\\\irp.csv')\n```\n\n::: {.cell-output .cell-output-stdout}\n```\nCurrent Working Directory: C:\\Users\\contr\\OneDrive - INTEC\\TRI 9\\ECONOM\\fixed_income_garch\\notebooks\n```\n:::\n:::\n\n\n",
     "supporting": [
-      "data-extract_files"
+      "data-extract_files\\figure-html"
     ],
     "filters": [],
     "includes": {}

diff --git a/_freeze/notebooks/data-extract/execute-results/xml.json b/_freeze/notebooks/data-extract/execute-results/xml.json
@@ -0,0 +1,11 @@
+{
+  "hash": "40777f2cba5bca41531f7008934bd098",
+  "result": {
+    "engine": "jupyter",
+    "markdown": "---\ntitle: Data Extract\ndescription: Extracción, transformación y almacenamiento de las fuentes de datos para ser analizadas por Data-Screening\nauthors: Ian Contreras\n---\n\n::: {#importing-libraries .cell execution_count=1}\n``` {}\n#| label: importing-libraries\nimport pandas as pd\nimport os\n```\n:::\n\n\n::: {#irp .cell execution_count=2}\n``` {}\n#| label: irp\nprint(\"Current Working Directory:\", os.getcwd())\ndf = pd.read_excel(r\"..\\\\data\\\\inputs\\\\historico_gobix_dr.xlsx\",\n                   sheet_name=\"Indice Retorno Precio\")\ndf = df.rename(columns={'Fecha': 'date', 'Valor': 'irp'})\ndf['date'] = pd.to_datetime(df['date'])\ndf = df.set_index('date')\ndf[\"price_return\"] = df[\"irp\"].pct_change()\ndf = df.dropna()\ndf = df[df.index <= '2021-09-30']\ndf['price_return'] = df['price_return'] * 10_000\ndf.to_csv('..\\\\data\\\\csv\\\\irp.csv')\n```\n\n::: {.cell-output .cell-output-stdout}\n```\nCurrent Working Directory: C:\\Users\\contr\\OneDrive - INTEC\\TRI 9\\ECONOM\\fixed_income_garch\\notebooks\n```\n:::\n:::\n\n\n",
+    "supporting": [
+      "data-extract_files\\figure-jats"
+    ],
+    "filters": []
+  }
+}
diff --git a/_freeze/notebooks/data-screening/execute-results/xml.json b/_freeze/notebooks/data-screening/execute-results/xml.json
diff --git a/_freeze/notebooks/data-screening/figure-jats/fig-acf-pacf-output-1.png b/_freeze/notebooks/data-screening/figure-jats/fig-acf-pacf-output-1.png
diff --git a/_freeze/notebooks/data-screening/figure-jats/fig-distribution-fitting-output-1.png b/_freeze/notebooks/data-screening/figure-jats/fig-distribution-fitting-output-1.png
diff --git a/_freeze/notebooks/data-screening/figure-jats/fig-garch-residuals-output-1.png b/_freeze/notebooks/data-screening/figure-jats/fig-garch-residuals-output-1.png
diff --git a/...ebooks/data-screening/figure-jats/fig-predicted-vs-actual-backtest-output-1.png b/...ebooks/data-screening/figure-jats/fig-predicted-vs-actual-backtest-output-1.png
diff --git a/_freeze/notebooks/data-screening/figure-jats/fig-price-return-series-output-2.png b/_freeze/notebooks/data-screening/figure-jats/fig-price-return-series-output-2.png
diff --git a/...e/notebooks/data-screening/figure-jats/fig-residuals-vs-volatility-output-1.png b/...e/notebooks/data-screening/figure-jats/fig-residuals-vs-volatility-output-1.png
diff --git a/_freeze/notebooks/data-screening/figure-jats/fig-tqq-plot-output-1.png b/_freeze/notebooks/data-screening/figure-jats/fig-tqq-plot-output-1.png
diff --git a/...uts/Historico del Indicador GOBIX DR.xlsx → data/inputs/historico_gobix_dr.xlsx b/...uts/Historico del Indicador GOBIX DR.xlsx → data/inputs/historico_gobix_dr.xlsx
diff --git a/fuentes/2019_2_report.pdf b/fuentes/2019_2_report.pdf
diff --git a/fuentes/Fitting and Predicting VaR based on an ARMA-GARCH Process.pdf b/fuentes/Fitting and Predicting VaR based on an ARMA-GARCH Process.pdf
diff --git a/...ETF Replicante de un Índice de deuda Gubernamental en el Mercado de Renta Fija Domini.pdf b/...ETF Replicante de un Índice de deuda Gubernamental en el Mercado de Renta Fija Domini.pdf
diff --git a/fuentes/WTED2022-565-572.pdf b/fuentes/WTED2022-565-572.pdf
diff --git a/fuentes/metodologia-gobix.pdf b/fuentes/metodologia-gobix.pdf
diff --git a/index_files/figure-docx/cell-5-output-1.png b/index_files/figure-docx/cell-5-output-1.png
diff --git a/index_files/figure-docx/cell-7-output-2.png b/index_files/figure-docx/cell-7-output-2.png
diff --git a/index_files/figure-docx/fig-spatial-plot-output-1.png b/index_files/figure-docx/fig-spatial-plot-output-1.png
diff --git a/index_files/figure-docx/fig-timeline-output-1.png b/index_files/figure-docx/fig-timeline-output-1.png
diff --git a/index_files/figure-jats/cell-5-output-1.png b/index_files/figure-jats/cell-5-output-1.png
diff --git a/index_files/figure-jats/cell-7-output-2.png b/index_files/figure-jats/cell-7-output-2.png
diff --git a/index_files/figure-jats/fig-spatial-plot-output-1.png b/index_files/figure-jats/fig-spatial-plot-output-1.png
diff --git a/index_files/figure-jats/fig-timeline-output-1.png b/index_files/figure-jats/fig-timeline-output-1.png
diff --git a/index_files/figure-pdf/fig-timeline-output-1.pdf b/index_files/figure-pdf/fig-timeline-output-1.pdf
diff --git a/notebooks/.jupyter_cache/executed/a19ae45d5f37dd725e450a52a038a6af/base.ipynb b/notebooks/.jupyter_cache/executed/a19ae45d5f37dd725e450a52a038a6af/base.ipynb
diff --git a/notebooks/.jupyter_cache/executed/c68d5dbcc2d48b89de877fdb837edd8b/base.ipynb b/notebooks/.jupyter_cache/executed/c68d5dbcc2d48b89de877fdb837edd8b/base.ipynb
diff --git a/notebooks/.jupyter_cache/executed/ce315f2264c47a495388be1c701950d8/base.ipynb b/notebooks/.jupyter_cache/executed/ce315f2264c47a495388be1c701950d8/base.ipynb
diff --git a/notebooks/.jupyter_cache/global.db b/notebooks/.jupyter_cache/global.db
diff --git a/notebooks/data-extract.qmd b/notebooks/data-extract.qmd
@@ -12,7 +12,7 @@ import os
 ```{python}
 # | label: irp
 print("Current Working Directory:", os.getcwd())
-df = pd.read_excel(r"..\\data\\inputs\\Historico del Indicador GOBIX DR.xlsx",
+df = pd.read_excel(r"..\\data\\inputs\\historico_gobix_dr.xlsx",
                    sheet_name="Indice Retorno Precio")
 df = df.rename(columns={'Fecha': 'date', 'Valor': 'irp'})
 df['date'] = pd.to_datetime(df['date'])

diff --git a/notebooks/data-screening_files/figure-jats/cell-5-output-1.png b/notebooks/data-screening_files/figure-jats/cell-5-output-1.png
diff --git a/notebooks/data-screening_files/figure-jats/cell-7-output-2.png b/notebooks/data-screening_files/figure-jats/cell-7-output-2.png
diff --git a/notebooks/data-screening_files/figure-jats/fig-spatial-plot-output-1.png b/notebooks/data-screening_files/figure-jats/fig-spatial-plot-output-1.png