Brazilian sugar export forecast by means of residual control charts
DOI:
https://doi.org/10.5902/2179460X40167Keywords:
ARIMA models, Control Charts, Sugar ExportAbstract
Sugar production and exportation are important factors for the Brazilian economy, because Brazil produces the largest amount of sugar and accounts for almost half of the world´s sugar exports. This research aimed to monitor the sugar export from January 2000 to April 2019, by means of residual control charts with pretreatment of autoregressive integrated moving average (ARIMA) models. The data used in the study were collected from the Portal Única website. We opted for the application of ARIMA modeling because the data was not stationarity and presented autocorrelated values. The best model to predict the Brazilian sugar exports was SARIMA (1,1,1)(1,0,1)6 due to the seasonal behavior of the series, which may be related to the sugarcane planting and harvesting period. It was possible to observe the presence of upper-limit outliers in the residual control chart, in October 2012 and February 2016, which characterize a sugar exports higher than forecasted exports.
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