<?xml version="1.0" encoding="ISO-8859-1"?><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<front>
<journal-meta>
<journal-id>0185-1616</journal-id>
<journal-title><![CDATA[Estudios políticos (México)]]></journal-title>
<abbrev-journal-title><![CDATA[Estud. polít. (Méx.)]]></abbrev-journal-title>
<issn>0185-1616</issn>
<publisher>
<publisher-name><![CDATA[Universidad Nacional Autónoma de México, Facultad de Ciencias Políticas y Sociales]]></publisher-name>
</publisher>
</journal-meta>
<article-meta>
<article-id>S0185-16162023000200221</article-id>
<article-id pub-id-type="doi">10.22201/fcpys.24484903e.2023.59.85873</article-id>
<title-group>
<article-title xml:lang="es"><![CDATA[¿Explicar peras a través del comportamiento de las manzanas? Estacionariedad y procesos generadores de datos en series de tiempo]]></article-title>
<article-title xml:lang="en"><![CDATA[Explaining pears through the behavior of apples? Stationarity and data-generating processes in time-series data]]></article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Atilano-Robles]]></surname>
<given-names><![CDATA[Edwin]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
</contrib-group>
<aff id="Af1">
<institution><![CDATA[,UNAM  ]]></institution>
<addr-line><![CDATA[ ]]></addr-line>
<country>Mexico</country>
</aff>
<pub-date pub-type="pub">
<day>00</day>
<month>08</month>
<year>2023</year>
</pub-date>
<pub-date pub-type="epub">
<day>00</day>
<month>08</month>
<year>2023</year>
</pub-date>
<numero>59</numero>
<fpage>221</fpage>
<lpage>243</lpage>
<copyright-statement/>
<copyright-year/>
<self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_arttext&amp;pid=S0185-16162023000200221&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_abstract&amp;pid=S0185-16162023000200221&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_pdf&amp;pid=S0185-16162023000200221&amp;lng=en&amp;nrm=iso"></self-uri><abstract abstract-type="short" xml:lang="es"><p><![CDATA[Resumen Las series de tiempo que se utilizan en ciencia política tienden a mostrar una fuerte dependencia de sus valores previos. Esto implica que, al incorporarlas en modelos estadísticos, es sencillo que se viole el supuesto de correlación serial. No obstante, al utilizar procesos temporales estacionarios es posible solventar dicha problemática. Esta investigación muestra, a través de simulaciones Monte Carlo, los efectos de especificar modelos estadísticos que incluyen variables no estacionarias. Los diferentes procesos generadores de datos apuntan a que, si las variables no son estacionarias, es más probable que se produzcan inferencias espurias. En consecuencia, se recomienda evaluar el comportamiento de nuestras variables y, de ser el caso, transformarlas para que se comporten de forma estacionaria.]]></p></abstract>
<abstract abstract-type="short" xml:lang="en"><p><![CDATA[Abstract Time-series in political science tend to show a strong dependence on their previous values. This implies that, when incorporated into statistical models, it is easy to violate the assumption of serial correlation. However, by using stationary temporal processes it is possible to manage this problem. This research shows, through Monte Carlo simulations, the effects of specifying statistical models that include non-stationary variables. Different data-generating processes suggest that if the variables are not stationary, spurious inferences are more likely to occur. Consequently, it is recommended to evaluate the behavior of our variables and, if necessary, transform them so that they behave stationarily.]]></p></abstract>
<kwd-group>
<kwd lng="es"><![CDATA[series de tiempo]]></kwd>
<kwd lng="es"><![CDATA[estacionariedad]]></kwd>
<kwd lng="es"><![CDATA[simulaciones Monte Carlo]]></kwd>
<kwd lng="es"><![CDATA[inferencia]]></kwd>
<kwd lng="es"><![CDATA[modelos estadísticos]]></kwd>
<kwd lng="en"><![CDATA[time-series]]></kwd>
<kwd lng="en"><![CDATA[stationarity]]></kwd>
<kwd lng="en"><![CDATA[Monte Carlo simulations]]></kwd>
<kwd lng="en"><![CDATA[inference]]></kwd>
<kwd lng="en"><![CDATA[statistical models]]></kwd>
</kwd-group>
</article-meta>
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