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Modelo De Previsão Univariado Para Preços De Leite Pagos Aos Produtos Nas Principais Regiões Brasileiras

Author

Listed:
  • FACHINELLO, ARLEI LUIZ
  • PONCHIO, LEANDRO AUGUSTO

Abstract

Este trabalho visa estimar um modelo de previsão univariado, com horizonte de três meses, para a série preço médio real de leite pago aos produtores nos estados de Minas Gerias, Goiás São Paulo e no Paraná. Foram então testados vários modelos ARIMA e SARIMA, do qual foram selecionados oito modelos, sendo dois modelos para cada estado. A metodologia utilizada foi o modelo de Box-Jenkins. Constatou-se neste trabalho que tanto os modelos ARIMA como SARIMA mostram-se adequados na previsão dos preços reais nos quatro estados pesquisados. Ademais, os modelos univariados demonstram ser uma ferramenta útil para previsões no curto prazo, dada a sua simplicidade e capacidade preditiva.

Suggested Citation

  • Fachinello, Arlei Luiz & Ponchio, Leandro Augusto, 2006. "Modelo De Previsão Univariado Para Preços De Leite Pagos Aos Produtos Nas Principais Regiões Brasileiras," 44th Congress, July 23-27, 2006, Fortaleza, Ceará, Brazil 148739, Sociedade Brasileira de Economia, Administracao e Sociologia Rural (SOBER).
  • Handle: RePEc:ags:sobr06:148739
    DOI: 10.22004/ag.econ.148739
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