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| Martins,Tailon; Barreto,Alisson Castro; Coronel,Daniel Arruda; Jacobi,Luciane Flores; Lirio,Valentina Wolff; Souza,Adriano Mendonça. |
| ABSTRACT: The objective of this research was to forecast the Brazilian national production of agricultural and road machinery in the short term by BOX & JENKINS methodology and determine the persistence effect. Data were obtained at National Association of Automotive Vehicle Manufacturers (ANFAVEA) from January 1960 to October 2019, totaling 718 monthly observations. The Autoregressive Integrated Moving Average (ARIMA) and Autoregressive Conditional Heteroscedasticity (ARCH) methodology were used. The ARIMA (2,1,1)-ARCH (2) model was fitted and persistence of 0.60 was determined, showing that the instability in the series will be for a long period of time. |
| Tipo: Info:eu-repo/semantics/article |
Palavras-chave: Time series; Prediction; Volatility; Agricultural machinery; Road machinery. |
| Ano: 2020 |
URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0103-84782020000600351 |
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