We found a match
Your institution may have access to this item. Find your institution then sign in to continue.
- Title
IMPACTO DA VOLATILIDADE NO PREÇO DO CIMENTO PORTLAND.
- Authors
Reichert, Bianca; Mendonça Souza, Adriano
- Abstract
This paper aims to identify the best time series model to represent the autoregressive and oscillatory behavior of Portland 32 cement, ARIMA or ARCH model. The analysis was based on the national price and the southern region price. Data were collected in the Brazilian Chamber of Construction Industry from June 1994 to January 2018. The best model for the both series was ARCH (1,0). We concluded that when there is a shock in production or sale of national price cement will have a greater impact, while South region prices will vary in a smaller scale and for a longer period. This study provides information for decision making in cement stock and purchase control in sector stores as well as in construction companies.
- Subjects
PORTLAND (Or.); PORTLAND cement; ARCH model (Econometrics); CONSTRUCTION industry; INVENTORY control; TIME series analysis; BOX-Jenkins forecasting; ECONOMIC shock
- Publication
Exacta, 2020, Vol 18, Issue 3, p475
- ISSN
1678-5428
- Publication type
Article
- DOI
10.5585/ExactaEP.v18n3.10660