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Abstract
This paper analyses the spatial pattern of the agricultural
yield data. Using the spatial statistics, it is possible to estimate some
parameters of the semivariogram to study the problem of the systemic
risk, which has great implications for the crop insurance program in Brazil. In particular, the “range” parameter was estimated. This
parameter measures the distance, in which the spatial correlation tends
to zero. For the empirical analysis, county yield data was used provided
by IBGE, for soybean and corn, in the state of Paraná, through 1990 and
2002. The results showed that there is spatial dependence in every year
analysed, going to zero in relatively long distances (in km).