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ANÁLISE SAZONAL PARA A SÉRIE E OS COMPONENTES DO CUSTO DA CESTA BÁSICA DE LAVRAS, MG. AgEcon
Costa Carvalho, Pedro Luiz; Safadi, Thelma; Ferraz, Marcelo Inacio Ferreira.
The effects of seasonal fluctuations caused by weather and natural fluctuations in demand and supply have influenced the price of various agricultural products, leading many times to an oscillation of prices to be mistakenly linked to further factors. In an attempt to better understand how the influence of the seasonal factor works for the prices of agricultural products, this paper has the objective of analyzing the seasonal behavior the Cost of Basic Basket series (basic food) in Lavras, MG, and its components, besides making a comparison between the direct and indirect form of the disseasonalize the series of Cost of Basic Basket. The data were obtained from the UFLA Department of Administration and Economics and cover the period from January 1995 to...
Tipo: Journal Article Palavras-chave: Ajuste direto; Ajuste indireto; Cesta básica; Sazonalidade; X-12 Arima; Direct adjustment; Indirect adjustment; Basic basket; Seasonality; X-12 Arima.; Public Economics.
Ano: 2010 URL: http://purl.umn.edu/102032
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HEDGE DINÂMICOS: UMA EVIDÊNCIA PARA OS CONTRATOS FUTUROS BRASILEIROS AgEcon
Bitencourt, Wanderci Alves; Silva, Washington Santos; Safadi, Thelma.
The farming sector is changing, growing and occupying a position of prominence in the economy. These transformations start to demand a bigger concern with the management of risks of the activity. In this direction, the contracts traded at BM&F had become efficient instruments in the reduction of the market risk, through an operation called hedge. However, there is still the necessity of improving of the econometrical techniques for the estimation of the optimal hedge ratio, therefore, it is observed in the brazilian literature that the majority of the works doesn’t consider some aspects of the behavior of the series of returns. Thus, the present work seeks to analyze two methods for the calculation of these hedge optimal ratio, the conventional model...
Tipo: Journal Article Palavras-chave: Hedge optimal ratio; GARCH BEKK model; Regression.
Ano: 2006 URL: http://purl.umn.edu/43828
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Modelos de séries temporais aplicados a índices de preços hospitalares do Hospital da Universidade Federal de Santa Catarina AgEcon
Cirillo, Marcelo Angelo; Safadi, Thelma.
The basic principle of the management of institutions directed to the public attendance consists of sound information which is able to help in decision-making. Thus, the knowledge in the managemental aspect is widened enabling for improvement in service quality and reduction in expenses. It is aimed to carry out a study, showing the viability of the application of time series so that the forecasts will contribute to decision-making in the hospital context. For the accomplishment of this work, the hospital price series of the Federal University of Santa Catarina hospital was investigated, this one being made up of remarks concerning the Hospital Price Indices (HIP), portraying the monthly variations of costs related with medicines, consumption material and...
Tipo: Journal Article Palavras-chave: ARIMA model; Intervention analysis; Hospital prices.
Ano: 2003 URL: http://purl.umn.edu/43562
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MODELOS DE SÉRIES TEMPORAIS APLICADOS À SÉRIE DOS ÍNDICES DE PREÇOS AO CONSUMIDOR NA REGIÃO DE LAVRAS, MG, NO PERÍODO DE 1992 A 1999 AgEcon
Silva, Roberta Bessa Veloso; Ferreira, Daniel Furtado; Safadi, Thelma.
This piece of work was carried out objectifying to adjust the time series models to the series of price indexes for the consumer ( PIC ) of Lavras MG. It aimed at verifying the occurrence of differences in trend as for the period which preceeded, as well as for the one which succeeded the Plano Real, and if there was a simple linear trend along with Plano Real ( 1994-1999 ) as well as if any seasonality occurred. It also objectified to comparing the series of both Lavras and the Federal District. It was verified that there was no trend along the whole series, nor there was any seasonality, notwithstanding the fact that a level change occurred, which was characterized as an intervention, rather than a trend. It was necessary to fit a model featuring an...
Tipo: Journal Article Palavras-chave: Price index to the consumer; Trend; Seasonality; Forecast.
Ano: 2000 URL: http://purl.umn.edu/43355
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PREVISÃO DE PREÇOS NA BOVINOCULTURA DE CORTE AgEcon
Nogueira, Denismar Alves; Safadi, Thelma.
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...
Tipo: Journal Article Palavras-chave: Analysis of Intervention; SARIMA models; Preview..
Ano: 2000 URL: http://purl.umn.edu/43287
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VERIFICAÇÃO DA EXISTÊNCIA DA COMPONENTE SAZONAL NA SÉRIE DO CUSTO DA CESTA BÁSICA DO MUNICÍPIO DE LAVRAS, MG, UTILIZANDO O MÉTODO X-12 ARIMA AgEcon
Carvalho, Pedro Luiz Costa; Ferraz, Marcelo Inacio Ferreira; Safadi, Thelma.
This paper has the objective to studying the seasonal behavior of the series of Cost of Basic Basket (basic food) in Lavras county, MG, using one of the most modern and recent methods of seasonal adjustment, the method X-12ARIMA, developed for the U.S. Census Bureau. If seasonal is identified, one seasonal adjustment will be made using the automatic program of X-12 ARIMA. The data basis was provided by the Department of Management and Economics – DAE – of the University of Lavras – UFLA – including monthly observation from January of 1995 to December of 2004. The existence of seasonal was proved in the series of the Cost of Basic Basket of Lavras, MG. The analysis of the graph on the seasonal effects showed that from October to March (rain period) the...
Tipo: Journal Article Palavras-chave: Basket basic; Seasonality; Time series; X-12 ARIMA..
Ano: 2006 URL: http://purl.umn.edu/43822
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