Sazonalidade em séries temporals quadrissemanais — o caso do IMEC
This paper uses the available econometric techniques to analyze the seasonality in the time series of the Indicator of Economic Movements (IMEC), measured by Fundayao Instituto de Pesquisas Economicas (PIPE), from Sao Paulo (Brazil). It is more plausible for this series to consider a model with a s...
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Format: | Article |
Language: | Portuguese |
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Universidade de São Paulo
1999-04-01
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Series: | Economia Aplicada |
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Online Access: | https://www.revistas.usp.br/ecoa/article/view/218526 |
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author | Eliezer Martins Diniz |
author_facet | Eliezer Martins Diniz |
author_sort | Eliezer Martins Diniz |
collection | DOAJ |
description |
This paper uses the available econometric techniques to analyze the seasonality in the time series of the Indicator of Economic Movements (IMEC), measured by Fundayao Instituto de Pesquisas Economicas (PIPE), from Sao Paulo (Brazil). It is more plausible for this series to consider a model with a smooth transition in trend and intercept rather than the alternative hypothesis of a unit root. Taking these findings into account, we then searched for any type of typical seasonal behavior inside the month in the detrended time series.There is evidence of deterministic seasonality in the beginning of the month, with a positive impact in the first week and a negative impact in the second week. There is also evidence of periodic behavior, indicating a different response of the series dependent on the week that the observation occurs.
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first_indexed | 2024-03-11T11:44:39Z |
format | Article |
id | doaj.art-7c07e43888894cd992df59833b69b2ba |
institution | Directory Open Access Journal |
issn | 1413-8050 1980-5330 |
language | Portuguese |
last_indexed | 2024-03-11T11:44:39Z |
publishDate | 1999-04-01 |
publisher | Universidade de São Paulo |
record_format | Article |
series | Economia Aplicada |
spelling | doaj.art-7c07e43888894cd992df59833b69b2ba2023-11-09T16:09:30ZporUniversidade de São PauloEconomia Aplicada1413-80501980-53301999-04-0132Sazonalidade em séries temporals quadrissemanais — o caso do IMECEliezer Martins Diniz0Universidade de São Paulo. Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto This paper uses the available econometric techniques to analyze the seasonality in the time series of the Indicator of Economic Movements (IMEC), measured by Fundayao Instituto de Pesquisas Economicas (PIPE), from Sao Paulo (Brazil). It is more plausible for this series to consider a model with a smooth transition in trend and intercept rather than the alternative hypothesis of a unit root. Taking these findings into account, we then searched for any type of typical seasonal behavior inside the month in the detrended time series.There is evidence of deterministic seasonality in the beginning of the month, with a positive impact in the first week and a negative impact in the second week. There is also evidence of periodic behavior, indicating a different response of the series dependent on the week that the observation occurs. https://www.revistas.usp.br/ecoa/article/view/218526smooth transitionseasonalityperiodicityindicator of economic movements |
spellingShingle | Eliezer Martins Diniz Sazonalidade em séries temporals quadrissemanais — o caso do IMEC Economia Aplicada smooth transition seasonality periodicity indicator of economic movements |
title | Sazonalidade em séries temporals quadrissemanais — o caso do IMEC |
title_full | Sazonalidade em séries temporals quadrissemanais — o caso do IMEC |
title_fullStr | Sazonalidade em séries temporals quadrissemanais — o caso do IMEC |
title_full_unstemmed | Sazonalidade em séries temporals quadrissemanais — o caso do IMEC |
title_short | Sazonalidade em séries temporals quadrissemanais — o caso do IMEC |
title_sort | sazonalidade em series temporals quadrissemanais o caso do imec |
topic | smooth transition seasonality periodicity indicator of economic movements |
url | https://www.revistas.usp.br/ecoa/article/view/218526 |
work_keys_str_mv | AT eliezermartinsdiniz sazonalidadeemseriestemporalsquadrissemanaisocasodoimec |