Análise do comportamento do preço da série de cana-de-açúcar

Abstract

This work aims to study the behavior of price fluctuations in the series of cane sugar. This is a case study in which quantitative data were obtained from the site of the Office of Agricultural Economics of the State of Sao Paulo and is composed by 159 monthly observations make up the price of cane sugar, covering the period from January 1995 to March 2008. The results showed the existence of trend in the series while not confirmed the existence of significant seasonality, only a seasonal component. Among the three proposed model was the best ARIMA (1,1,0) (0,0,1) with two interventions. The first intervention occurred around August 2006 and the second refers to May 2007. Both the first and the second provided a large drop in the price of cane. This was mainly due to the decrease of products from sugarcane, such as alcohol and sugar.