Coletânea de Artigos de Modelos de Séries Temporais Com Aplicações Em Economia
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Coletânea de Artigos de Modelos de Séries Temporais Com Aplicações Em Economia

Coletânea de Artigos de Modelos de Séries Temporais Com Aplicações Em Economia


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About the Book

Em linhas gerais, o objetivo deste livro é apresentar ao leitor os conceitos essenciais que embasam os modelos de séries temporais, de forma didática, não extensiva ou cansativa, porém, mantendo o rigor científico, de forma que este livro representa um suporte indispensável, para aqueles que pretendam aprender e trabalhar posteriormente com modelos de séries temporais.
Quando necessário, serão apresentados aspectos teóricos, porém, não de forma detalhada. Caso seja necessário, remete-se o leitor para a consulta de obras específicas sobre modelos de séries temporais, para acessar detalhes sobre esses modelos.
Esse livro, abrange a utilização de diversos modelos relacionados às séries temporais, entre os quais, destacam-se, o Modelo Autorregressivo Integrado de Médias Móveis (ARIMA), Análise de Intervenção, Modelo de Função de Transferência, Testes de Raiz Unitária Dickey-Fuller Aumentado (ADF), Teste de raiz unitária com quebra estrutural de Zivot-Andrews, Teste para quebras estruturais de Bai-Perron, Método da Decomposição X13-ARIMA-SEATS, Filtro HP, Datação de Ciclo, Teste de Cointegração de Engle-Granger, Teste de Cointegração de Johansen, Modelo Vetorial de Correção de Erro (VEC), Decomposição da Variância dos Erros de Previsão e Função de Resposta de Impulso.
Os temas abordados, foram publicados no meu Linkedin nos últimos dois anos e envolvem aspectos domésticos e internacionais, tais como, análise dos impactos da COVID-19 sobre o preço internacional do petróleo, a questão envolvendo Produto Interno Bruto (PIB) e desemprego no âmbito doméstico, análise dos Ciclos Econômicos da produção industrial paulista e brasileira, formação do preço da gasolina no Brasil, transmissão do preço internacional da soja e preço de combustíveis sobre o frete da soja no Brasil etc.


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Product Details
  • ISBN-13: 9798394287992
  • Publisher: Amazon Digital Services LLC - Kdp
  • Binding: Paperback
  • Language: Portuguese
  • Returnable: N
  • Weight: 354 gr
  • ISBN-10: 8394287999
  • Publisher Date: 11 May 2023
  • Height: 229 mm
  • No of Pages: 224
  • Spine Width: 12 mm
  • Width: 152 mm


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