Estatística multivariada aplicada ao estudo de variáveis macroeconômicas
DOI:
https://doi.org/10.5902/2179460X26506Abstract
The objective of this research is to explain the methodology of principal components in a structured way, by showing its applicability of reducing the dimensionality of the number of variables without losing the originality of the set. An analysis was made of the economic variables which represent Monetary and Price Policies, Economical Activities, Investment Variables and the current account of the Balance of Payments, from January 1985 to December 1991. A forecast was made for the period from January to December of 1992, using the adjusted models obtained from Principal Components and Box-Jenkins methodologies.Downloads
References
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PINTO, L. A. M. S. (1981). Componentes Principais: Um teste para a efriciência de previsão a curto prazo. Dissertação de Mestrado. Departamento de Engenharia Industrial da PUCIRJ. Rio de Janeiro.
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