Study of tests for trend in time series

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MetadadosDescriçãoIdioma
Autor(es): dc.creatorPaiva, Denise de Assis-
Autor(es): dc.creatorSáfadi, Thelma-
Data de aceite: dc.date.accessioned2026-02-09T11:18:39Z-
Data de disponibilização: dc.date.available2026-02-09T11:18:39Z-
Data de envio: dc.date.issued2022-04-07-
Data de envio: dc.date.issued2022-04-07-
Data de envio: dc.date.issued2020-
Fonte completa do material: dc.identifierhttps://repositorio.ufla.br/handle/1/49708-
Fonte: dc.identifier.urihttp://educapes.capes.gov.br/handle/capes/1138148-
Descrição: dc.descriptionThe 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). The aim of this study was to evaluate 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 Lavras city, MG, Brazil, the unemployment rate in the Metropolitan Region of S˜ao 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 stochastic 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. Therefore, it was found that the trend tests diverged, obtaining similar results only in relation to the unemployment series.-
Formato: dc.formatapplication/pdf-
Idioma: dc.languageen-
Publicador: dc.publisherUniversidade Federal de Lavras-
Direitos: dc.rightsAttribution-NonCommercial 4.0 International-
Direitos: dc.rightsAttribution-NonCommercial 4.0 International-
Direitos: dc.rightsacesso aberto-
Direitos: dc.rightshttp://creativecommons.org/licenses/by-nc/4.0/-
Direitos: dc.rightshttp://creativecommons.org/licenses/by-nc/4.0/-
???dc.source???: dc.sourceBrazilian Journal of Biometrics-
Palavras-chave: dc.subjectEconomic series-
Palavras-chave: dc.subjectTemperature series-
Palavras-chave: dc.subjectStochastic and deterministic trend-
Palavras-chave: dc.subjectSérie econômica-
Palavras-chave: dc.subjectSéries de temperatura-
Palavras-chave: dc.subjectTendência estocástica e determinística-
Título: dc.titleStudy of tests for trend in time series-
Tipo de arquivo: dc.typeArtigo-
Aparece nas coleções:Repositório Institucional da Universidade Federal de Lavras (RIUFLA)

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