MODELOS DE SÉRIES TEMPORAIS APLICADOS À SÉRIE DOS ÍNDICES DE PREÇOS AO CONSUMIDOR NA REGIÃO DE LAVRAS, MG, NO PERÍODO DE 1992 A 1999 Report as inadecuate




MODELOS DE SÉRIES TEMPORAIS APLICADOS À SÉRIE DOS ÍNDICES DE PREÇOS AO CONSUMIDOR NA REGIÃO DE LAVRAS, MG, NO PERÍODO DE 1992 A 1999 - Download this document for free, or read online. Document in PDF available to download.

This piece of work was carried out objectifying to adjust the time series models to the series ofprice indexes for the consumer ( PIC ) of Lavras MG. It aimed at verifying the occurrence of differences intrend as for the period which preceeded, as well as for the one which succeeded the Plano Real, and if therewas a simple linear trend along with Plano Real ( 1994-1999 ) as well as if any seasonality occurred. It alsoobjectified to comparing the series of both Lavras and the Federal District. It was verified that there was notrend along the whole series, nor there was any seasonality, notwithstanding the fact that a level changeoccurred, which was characterized as an intervention, rather than a trend. It was necessary to fit a modelfeaturing an intervention for a better model adjustment and forecast. The parameters of the model whichfeatured interventions were estimated and those coincided with the periods of governmental interventios inthe Brazilian economy. The adjustment of a AR (1) model with intervention, proved to be more efficientthan the one which would not consider the intervention in the forecast of PIC from May to December, 1999.To Brasília, the model fitted was an AR (2) with a permanent gradual intervention on the time 168 and apermanent sudden intervention on time 266 which correspond to two months, respectively the one followingthe introduction of Plano Cruzado and the other one, to the exact time when Plano Real was implanted. Asfor the period from August 1992 to December 1998, the series of both Lavras and Brasília are considered asbeing equal.

Keywords: price index to the consumer ; trend ; seasonality ; forecast

Issue Date: Jul 03 2000

Publication Type: Journal Article

PURL Identifier: http://purl.umn.edu/43355 Published in: Organizações Rurais e Agroindustriais/Rural and Agro-Industrial Organizations, Volume 02, Number 2 Page range: 44-55

Total Pages: 12

Record appears in: Universidade Federal de Lavras - UFLA > Organizações Rurais e Agroindustriais/Rural and Agro-Industrial Organizations





Author: Silva, Roberta Bessa Veloso ; Ferreira, Daniel Furtado ; Safadi, Thelma

Source: http://ageconsearch.umn.edu/record/43355?ln=en



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