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Please use this identifier to cite or link to this item: http://purl.umn.edu/43287

Title: PREVISÃO DE PREÇOS NA BOVINOCULTURA DE CORTE
Authors: Nogueira, Denismar Alves
Safadi, Thelma
Keywords: Analysis of Intervention
SARIMA models
Preview.
Issue Date: 2000-01-03
Abstract: This paper is dedicated to analysing the historical series of prices for the gross beef bovines in the state of São Paulo from 1988 to 1998. For the analysis on the series the time series models were considered, aiming at finding the one which would be able to provide the best suited preview, among the models adjusted. Economical series are usually not stationary, the case in which the series floats around a straight line with either positive or negative inclinations ( linear tendency ) being the most common. Another form of non-stationariness occurs when the series floats around a level for a given period of time, changing levels afterwards and floating around a new level. Such fact may result from an event occurred at some point in the timeline, like government economical plans, frosts, etc.These events do alter the series’ behaviour and are denominated “interventions”. The interventions’effects can be incorporated into the series’ analysis. This piece of work seeks to adjusting models both with and without intervention. From all the models adjusted, the best previews were obtained from those which featured interventions. The previews for the year of 1999 were made based on the model chosen.
URI: http://purl.umn.edu/43287
Institution/Association: Organizações Rurais e Agroindustriais/Rural and Agro-Industrial Organizations>Volume 02, Number 1, January/June 2000
Total Pages: 10
From Page: 22
To Page: 31
Collections:Volume 02, Number 1, January/June 2000

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