In this paper contains a comparative approach between artificial intelligence_x000D_ techniques called neural networks, specifically Neural Networks autoregressive (ARNN)_x000D_ versus the Box-Jenkins methodology (ARIMA), in modeling macroeconomic_x000D_ series Gross Domestic Product (GDP) in quarterly periods of our country. We_x000D_ worked with a total of 74 data GDP quarterly national real based on prices in 1994,_x000D_ including from the 1st quarter of 1994 to the 2nd quarter of 2012 which were_x000D_ obtained from the official website of the National Institute of Statistics and_x000D_ Information. This will build the best model for quarterly GDP forecast both the Box-_x000D_ Jenkins methodology with neural networks as autoregressive and performed the_x000D_ comparison between these two models. The best model with autoregressive neural_x000D_ networks was the AR-NN model 5, whose s...