Detecção e análise de outliers na série temporal de Índice de preços recebidos pelos agricultores no estado de São Paulo
DOI:
https://doi.org/10.1590/1980-53572712mmmKeywords:
index price, ARIMA Models, transfer function, intervention analysisAbstract
This article analyzed the presence of outliers in the farmer received index prices in the State of São Paulo in the period between january 1966 and december 1994 using the method developed by Box & Jenkins, the Autoregressive Integrated Moving Average Models (ARIMA), transfer function and intervention analysis. The results showed that the behavior of prices transmission has been changed from the period 1980-94 to 1966-79, due to the following factors: the composition index structure, the weights and the increasing inflation process.
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Copyright (c) 1997 Estudos Econômicos (São Paulo)
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