Study of econmics series utilizing analyse of intervention

Authors

  • Maria Emilia Camargo Departamento de Estatística, Centro de Ciências Naturais e Exatas - CCNE Universidade Federal de Santa Maria - UFSM, Santa Maria, RS.
  • Gilda B. Sortica Departamento de Matemática, Centro de Ciências Naturais e Exatas - CCNE Universidade Federal de Santa Maria - UFSM, Santa Maria, RS.
  • Anaelena Bragança de Moraes Curso de Pós-Graduação em Engenharia de Produção, Centro de Tecnologia - CT, Universidade Federal de Santa Maria - UFSM, Santa Maria, RS.

DOI:

https://doi.org/10.5902/2179460X25404

Abstract

In this paper, the methodology of Box-Jenkins is presented and an intervention model is developed to analyse the behavior of economic growth and the inflationary process during the period of January. 1965 to December 1982, utilizing the growth rates of Gross Internal Product and the monthly percentáge increase of price levels. The analysis shows the periods of acceleration and deceleration of economic growth and of inflation.

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References

BARLETT, M .S., (1964). "On the Theoretical Specification of Sampling Properties of Autocorrelated Time Series", J. Royal Statistical Society, Ser. B, Vol. 8.

BOX, G.E.P. & JENKlNS, B.M., (1970). Time series, forecasting and Control, Holden-Day, San Francisco.

CAMARGO, M.E., (1979). Efeitos da Correção Monetária sobre a Inflação Brasileira: Aplicação do modelo Box-Jenkins. Tese de Mestrado GPGEP, Santa Maria.

CONJUNTURA ECONÔMICA, 1965 a 1982. Vários Volumes.

JENKINS, G.M. & WATTS, D.G. (1968), Spectral analysis and its applications, San Francisco, Holden-Day.

MONTGOMERY, D.C. & JOHNSON, L.A., (1976). Forecasting and Time Series Analysis, McGraw-Hill.

RUBENFEID, D.L. & PINDYCK, R.S. (1981). Econometric Models and Economic Forecasts, International Student Edition, Tokyo, Japan.

SALVATORE, D. (1982). Estatística e Econometria, McGraw-Hill. São Paulo.

SHAPIRO, E., (1976). Análise Macromeconômica, Atlas, São Paulo.

TINTNER, G.; SENGUPTA, J.K. (1972). Stochastic Economics, Academic Press, New York and London.

Published

1985-12-10

How to Cite

Camargo, M. E., Sortica, G. B., & Moraes, A. B. de. (1985). Study of econmics series utilizing analyse of intervention. Ciência E Natura, 7(7), 31–44. https://doi.org/10.5902/2179460X25404

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