Verificação da existência da componente sazonal na série do custo da cesta básica do município de Lavras, MG, utilizando o método X-12 ARIMA

Abstract

This paper has the objective to studying the seasonal behavior of the series of Cost of Basic Basket (basic food) in Lavras county, MG, using one of the most modern and recent methods of seasonal adjustment, the method X-12ARIMA, developed for the U.S. Census Bureau. If seasonal is identified, one seasonal adjustment will be made using the automatic program of X-12 ARIMA. The data basis was provided by the Department of Management and Economics – DAE – of the University of Lavras – UFLA – including monthly observation from January of 1995 to December of 2004. The existence of seasonal was proved in the series of the Cost of Basic Basket of Lavras, MG. The analysis of the graph on the seasonal effects showed that from October to March (rain period) the Basic Basket Cost suffered a raise, while from April to August (drought period) the Basic Basket Cost decreased. This occurred maybe because of the prices variation of some products, which compose of the Basic Basket, was influenced by the change of the weather in Brazil. After that, we worked with the adjustment of the model and the best model was the SARIMA (2,1,0)(0,1,1)12, represented by (1 - f1B - f2B2 )(1 - B)(1 – B12) Yt = et + 1 e t – 12. The quality and trust of the adjustment was proved by analyzing several tests provided by the automatic model of the program X-12 ARIMA. Concluding, this paper was carried out with this objective, as well as to alert the importance of having seasonal analyze, not only in the series of the Cost of Basic Basket, but also in each of the economic series.