Analysis of the national consumer price index using temporary series
Autor(a) principal: | |
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Data de Publicação: | 2017 |
Outros Autores: | , , |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Institucional da UFLA |
Texto Completo: | http://repositorio.ufla.br/jspui/handle/1/36755 |
Resumo: | In Brazil the first studies referring to price indexes are from 1936. One of the price indexes used is the National Consumer Price Index (INPC). In July 1994 the Real Plan came into being and since its creation the minimum wage has experienced several periods of real losses and gains in relation to its nominal value [1]. This work aims to adjust a model of Time Series to the INPC series in order to verify the existence of trends, seasonality and interventions. Compare a model with and without intervention. The INPC time series was collected monthly by the IBGE from January 1980 to September 2017. The model that fit the best was the one with intervention. Intervention number 76 (04/1986) coincided with the period of governmental intervention in the creation of the crossed plan which began in March 1986. Intervention number 175 (07/1994) also had a significant result, since it was the period that was introduced the real plan. The policy did not interfere with the INPC, the changes occurred in the series were caused only by the change in the currency. |
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Analysis of the national consumer price index using temporary seriesInterventionsSeasonalityTime seriesTrendIn Brazil the first studies referring to price indexes are from 1936. One of the price indexes used is the National Consumer Price Index (INPC). In July 1994 the Real Plan came into being and since its creation the minimum wage has experienced several periods of real losses and gains in relation to its nominal value [1]. This work aims to adjust a model of Time Series to the INPC series in order to verify the existence of trends, seasonality and interventions. Compare a model with and without intervention. The INPC time series was collected monthly by the IBGE from January 1980 to September 2017. The model that fit the best was the one with intervention. Intervention number 76 (04/1986) coincided with the period of governmental intervention in the creation of the crossed plan which began in March 1986. Intervention number 175 (07/1994) also had a significant result, since it was the period that was introduced the real plan. The policy did not interfere with the INPC, the changes occurred in the series were caused only by the change in the currency.IJESI.org2019-09-09T19:14:26Z2019-09-09T19:14:26Z2017-11info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfSANTOS, R. V. R. dos et al. Analysis of the national consumer price index using temporary series. International Journal of Engineering Science Invention, [S.l.], v. 6, n. 11, p. 11-16, Nov. 2017.http://repositorio.ufla.br/jspui/handle/1/36755International Journal of Engineering and Science Invention (IJESI)reponame:Repositório Institucional da UFLAinstname:Universidade Federal de Lavras (UFLA)instacron:UFLAhttp://creativecommons.org/licenses/by-nc/4.0/info:eu-repo/semantics/openAccessSantos, Ricardo Vitor Ribeiro dosSáfadi, ThelmaAnjos, Tamara Aparecida Nogueira dosCruz, Érica Fernanda daeng2019-09-09T19:14:26Zoai:localhost:1/36755Repositório InstitucionalPUBhttp://repositorio.ufla.br/oai/requestnivaldo@ufla.br || repositorio.biblioteca@ufla.bropendoar:2019-09-09T19:14:26Repositório Institucional da UFLA - Universidade Federal de Lavras (UFLA)false |
dc.title.none.fl_str_mv |
Analysis of the national consumer price index using temporary series |
title |
Analysis of the national consumer price index using temporary series |
spellingShingle |
Analysis of the national consumer price index using temporary series Santos, Ricardo Vitor Ribeiro dos Interventions Seasonality Time series Trend |
title_short |
Analysis of the national consumer price index using temporary series |
title_full |
Analysis of the national consumer price index using temporary series |
title_fullStr |
Analysis of the national consumer price index using temporary series |
title_full_unstemmed |
Analysis of the national consumer price index using temporary series |
title_sort |
Analysis of the national consumer price index using temporary series |
author |
Santos, Ricardo Vitor Ribeiro dos |
author_facet |
Santos, Ricardo Vitor Ribeiro dos Sáfadi, Thelma Anjos, Tamara Aparecida Nogueira dos Cruz, Érica Fernanda da |
author_role |
author |
author2 |
Sáfadi, Thelma Anjos, Tamara Aparecida Nogueira dos Cruz, Érica Fernanda da |
author2_role |
author author author |
dc.contributor.author.fl_str_mv |
Santos, Ricardo Vitor Ribeiro dos Sáfadi, Thelma Anjos, Tamara Aparecida Nogueira dos Cruz, Érica Fernanda da |
dc.subject.por.fl_str_mv |
Interventions Seasonality Time series Trend |
topic |
Interventions Seasonality Time series Trend |
description |
In Brazil the first studies referring to price indexes are from 1936. One of the price indexes used is the National Consumer Price Index (INPC). In July 1994 the Real Plan came into being and since its creation the minimum wage has experienced several periods of real losses and gains in relation to its nominal value [1]. This work aims to adjust a model of Time Series to the INPC series in order to verify the existence of trends, seasonality and interventions. Compare a model with and without intervention. The INPC time series was collected monthly by the IBGE from January 1980 to September 2017. The model that fit the best was the one with intervention. Intervention number 76 (04/1986) coincided with the period of governmental intervention in the creation of the crossed plan which began in March 1986. Intervention number 175 (07/1994) also had a significant result, since it was the period that was introduced the real plan. The policy did not interfere with the INPC, the changes occurred in the series were caused only by the change in the currency. |
publishDate |
2017 |
dc.date.none.fl_str_mv |
2017-11 2019-09-09T19:14:26Z 2019-09-09T19:14:26Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
SANTOS, R. V. R. dos et al. Analysis of the national consumer price index using temporary series. International Journal of Engineering Science Invention, [S.l.], v. 6, n. 11, p. 11-16, Nov. 2017. http://repositorio.ufla.br/jspui/handle/1/36755 |
identifier_str_mv |
SANTOS, R. V. R. dos et al. Analysis of the national consumer price index using temporary series. International Journal of Engineering Science Invention, [S.l.], v. 6, n. 11, p. 11-16, Nov. 2017. |
url |
http://repositorio.ufla.br/jspui/handle/1/36755 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.rights.driver.fl_str_mv |
http://creativecommons.org/licenses/by-nc/4.0/ info:eu-repo/semantics/openAccess |
rights_invalid_str_mv |
http://creativecommons.org/licenses/by-nc/4.0/ |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.publisher.none.fl_str_mv |
IJESI.org |
publisher.none.fl_str_mv |
IJESI.org |
dc.source.none.fl_str_mv |
International Journal of Engineering and Science Invention (IJESI) reponame:Repositório Institucional da UFLA instname:Universidade Federal de Lavras (UFLA) instacron:UFLA |
instname_str |
Universidade Federal de Lavras (UFLA) |
instacron_str |
UFLA |
institution |
UFLA |
reponame_str |
Repositório Institucional da UFLA |
collection |
Repositório Institucional da UFLA |
repository.name.fl_str_mv |
Repositório Institucional da UFLA - Universidade Federal de Lavras (UFLA) |
repository.mail.fl_str_mv |
nivaldo@ufla.br || repositorio.biblioteca@ufla.br |
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1807835096212832256 |