Please use this identifier to cite or link to this item: http://repositorio.ufla.br/jspui/handle/1/41358
Title: Estudo de testes para tendência em séries temporais
Other Titles: Test study for trends in time series
Authors: Sáfadi, Thelma
Ávila, Ednilson Sebastião de
Guimarães, Paulo Henrique Sales
Rocha, Rejane Corrêa da
Keywords: Temperatura
Desemprego
Inflação
Produto interno bruto
Tendência estocástica
Temperature
Unemployment
Inflation
Gross domestic product
Stochastic tendency
Issue Date: 2-Jun-2020
Publisher: Universidade Federal de Lavras
Citation: PAIVA, D. de A. Estudo de testes para tendência em séries temporais. 2020. 64 p. Dissertação (Mestrado em Estatística e Experimentação Agropecuária)-Universidade Federal de Lavras, Lavras, 2020.
Abstract: The time series methodology is an important tool when using data over time. The time series can be composed of the components trend (Tt), seasonality (St) and the random error (at). In this sense, this work aims to study the tests used to analyze the trend component, which were: Pettitt, Run, Mann-Kendall, Cox-Stuart and the unit root tests (Dickey-Fuller, Dickey-Fuller Augmented and Zivot and Andrews), given that there is a discrepancy between the test results found in the literature. The four series analyzed were the maximum temperature in the city of Lavras, the unemployment rate in the Metropolitan Region of São Paulo (RMSP), the Broad Consumer Price Index (IPCA) and the nominal Gross Domestic Product (GDP) of Brazil. It was found that the unit root tests showed similar results in relation to the presence of the stochas- tic trend for all series. Furthermore, the turning point of the Pettitt test diverged from all the structural breaks found through the Zivot and Andrews test, except for the GDP series. There- fore, it was found that the trend tests diverged, obtaining similar results only in relation to the unemployment series.
URI: http://repositorio.ufla.br/jspui/handle/1/41358
Appears in Collections:Estatística e Experimentação Agropecuária - Mestrado (Dissertações)

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