Browsing by Author "Souza, A.M."
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- Applications Residual Control Charts Based on Variable LimitsPublication . Souza, F. M.; Souza, A.M.; Zanini, R.R.; REICHERT, B.; LIMA JUNIOR, A. V.; Souza, F. M.The main purpose of this paper is to verify the stability of a productive process in the presence of the effects of autocorrelation and volatility, in order to capture these characteristics by a joint forecast model which produces residuals that are evaluated by a control chart based on variable control limits. The methodology employed will be the joint estimation of the residuals by ARIMA – ARCH models and the conditional standard deviation from residuals to establish the chart control limits. The joint AR (1)-ARCH (1) model shows that an appropriate forecasting model brings a great contribution to the performance of residual control charts in monitoring the stability of industrial variables using just one chart to monitor mean and variance together.
- Fossil fuels consumption and carbon dioxide emissions in G7 countries: empirical evidence from ARDL bounds testing approachPublication . Martins, T.; Barreto, A.C.; Souza, F. M.; Souza, A.M.This research determines the intertemporal relationships caused by the coal, oil, and natural gas consumption in the carbon dioxide emission by the G7 countries from 1965 to 2018. Auto-regressive and Distributed Lags models and Bound test were used to detect cointegration and understand the dynamic effect. Due to structural breaks occurred in the variables, two dummy variables for the periods of breaks, 1978 and 1990 were incorporated respectively. Positive causality was identified, in the sense that the consumption of fossil fuels provides an increase in carbon dioxide emissions. Short-term elasticities indicate that an increase of 1 percentage point in the consumption of oil, coal, and natural gas will cause, respectively, an increase of 0.4823%, 0.3140%, and 0.1717% in carbon dioxide emissions. In the long run, the increase of 1 percentage point in the consumption of oil, coal, and natural gas will cause, respectively, an increase of 0.4924%, 0.2692%, and 0.1829% in carbon dioxide emissions. The error correction model (ECM = −0.4739) indicates that 47.39% of a shock in the carbon dioxide emissions variable is resolved in one year and after 2 years, carbon dioxide emissions return to long term equilibrium.
- Stochastic models of forecasting prices of soybeans in BrazilPublication . Feliciani, A.V.; Souza, A.M.; Souza, F. M.; Souza, F. M.; Feliciani, A. V.