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Econometric modelling of time series applied in the generation of subsidies in the milk production chain in Rio Grande do Sul

2021-06-30Journal article Open access
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dc.contributor.authorSouza, F. M.
dc.contributor.authorPaula, Brunna Aver De
dc.contributor.authorBaggio, Daniel Knebel
dc.contributor.authorBrum, Argemiro Luis
dc.contributor.authorSausen, Juliana da Fonseca Capssa Lima
dc.date.accessioned2024-01-09T11:25:42Z
dc.date.available2024-01-09T11:25:42Z
dc.date.issued2021-06-30
dc.date.updated2024-01-08T19:27:40Z
dc.description.abstractThe purpose of this article is to make short-term forecasting using the methodology Box & Jenkins, the Johansen method and the Granger causality, and the impulse-response function between variables price and milk production in Rio Grande do Sul’s market. The monthly price series of milk and its production in Rio Grande do Sul were analysed, in the period from January 1995 to December 2017. The model that suits best, for forecasts, the data of the series of the milk price paid to the producer was an ARIMA (1, 1, 1) and production was SARIMA (1, 1, 1) (1, 1, 1)6, which provided reasonable estimates of forecasts for the months from February to July of 2017. The use of Johansen methodologies identifies the existence of the one cointegration vector and a long-term equilibrium relation between variables price and production of the milk. When we analyse Granger's causality, the results point to a two-way relationship, that is, prices influence milk production and vice versa. The analysis of the impulse-response function showed that the shocks present significant impacts between production and cost, both in terms of duration and intensitypt_PT
dc.description.versioninfo:eu-repo/semantics/publishedVersionpt_PT
dc.identifier.citationSouza, F. M., de Paula, B. A., Baggio, D. K., Brum, A. L., & Sausen, J. da F. C. L. (2021). Econometric modelling of time series applied in the generation of subsidies in the milk production chain in Rio Grande do Sul. Ciência EeNatura, 43, e83. https://doi.org/10.5902/2179460X41221pt_PT
dc.identifier.doi10.5902/2179460X41221pt_PT
dc.identifier.issn2179-460X
dc.identifier.slugcv-prod-3033487
dc.identifier.urihttp://hdl.handle.net/10400.26/48747
dc.language.isoengpt_PT
dc.relation.publisherversionhttps://periodicos.ufsm.br/cienciaenatura/article/view/41221pt_PT
dc.titleEconometric modelling of time series applied in the generation of subsidies in the milk production chain in Rio Grande do Sulpt_PT
dc.typejournal article
dspace.entity.typePublication
oaire.citation.titleCiência e Naturapt_PT
person.familyNameMendonça Souza
person.givenNameFrancisca
person.identifier.ciencia-idDD15-B860-0C26
person.identifier.orcid0000-0003-3011-0086
rcaap.cv.cienciaidDD15-B860-0C26 | Francisca Mendonça Souza
rcaap.rightsopenAccesspt_PT
rcaap.typearticlept_PT
relation.isAuthorOfPublicationc21c2cb7-fd5c-4e64-b44b-8be82785102e
relation.isAuthorOfPublication.latestForDiscoveryc21c2cb7-fd5c-4e64-b44b-8be82785102e

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