previsão com modelos arima dada: x1, x , , xtchang/home/mae325/mae325-an%e1lise%20de%20s%e9... ·...
TRANSCRIPT
![Page 1: Previsão com Modelos ARIMA dada: X1, X , , XTchang/home/mae325/MAE325-An%e1lise%20de%20S%e9... · Logo, e fixado o coeficiente XT(h) — - XT(h) de confiança 7, podemos encontrar](https://reader030.vdocuments.mx/reader030/viewer/2022040622/5d200c0a88c993ec448c2c68/html5/thumbnails/1.jpg)
Previsão com Modelos ARIMA
dada: X1, X2, ..., XT
Queremos prever XT+h, tendo-se observações até o
instante T, usando um modelo ARIMA. Seja:
![Page 2: Previsão com Modelos ARIMA dada: X1, X , , XTchang/home/mae325/MAE325-An%e1lise%20de%20S%e9... · Logo, e fixado o coeficiente XT(h) — - XT(h) de confiança 7, podemos encontrar](https://reader030.vdocuments.mx/reader030/viewer/2022040622/5d200c0a88c993ec448c2c68/html5/thumbnails/2.jpg)
![Page 3: Previsão com Modelos ARIMA dada: X1, X , , XTchang/home/mae325/MAE325-An%e1lise%20de%20S%e9... · Logo, e fixado o coeficiente XT(h) — - XT(h) de confiança 7, podemos encontrar](https://reader030.vdocuments.mx/reader030/viewer/2022040622/5d200c0a88c993ec448c2c68/html5/thumbnails/3.jpg)
![Page 4: Previsão com Modelos ARIMA dada: X1, X , , XTchang/home/mae325/MAE325-An%e1lise%20de%20S%e9... · Logo, e fixado o coeficiente XT(h) — - XT(h) de confiança 7, podemos encontrar](https://reader030.vdocuments.mx/reader030/viewer/2022040622/5d200c0a88c993ec448c2c68/html5/thumbnails/4.jpg)
![Page 5: Previsão com Modelos ARIMA dada: X1, X , , XTchang/home/mae325/MAE325-An%e1lise%20de%20S%e9... · Logo, e fixado o coeficiente XT(h) — - XT(h) de confiança 7, podemos encontrar](https://reader030.vdocuments.mx/reader030/viewer/2022040622/5d200c0a88c993ec448c2c68/html5/thumbnails/5.jpg)
![Page 6: Previsão com Modelos ARIMA dada: X1, X , , XTchang/home/mae325/MAE325-An%e1lise%20de%20S%e9... · Logo, e fixado o coeficiente XT(h) — - XT(h) de confiança 7, podemos encontrar](https://reader030.vdocuments.mx/reader030/viewer/2022040622/5d200c0a88c993ec448c2c68/html5/thumbnails/6.jpg)
![Page 7: Previsão com Modelos ARIMA dada: X1, X , , XTchang/home/mae325/MAE325-An%e1lise%20de%20S%e9... · Logo, e fixado o coeficiente XT(h) — - XT(h) de confiança 7, podemos encontrar](https://reader030.vdocuments.mx/reader030/viewer/2022040622/5d200c0a88c993ec448c2c68/html5/thumbnails/7.jpg)
Modelos Sazonais
![Page 8: Previsão com Modelos ARIMA dada: X1, X , , XTchang/home/mae325/MAE325-An%e1lise%20de%20S%e9... · Logo, e fixado o coeficiente XT(h) — - XT(h) de confiança 7, podemos encontrar](https://reader030.vdocuments.mx/reader030/viewer/2022040622/5d200c0a88c993ec448c2c68/html5/thumbnails/8.jpg)
![Page 9: Previsão com Modelos ARIMA dada: X1, X , , XTchang/home/mae325/MAE325-An%e1lise%20de%20S%e9... · Logo, e fixado o coeficiente XT(h) — - XT(h) de confiança 7, podemos encontrar](https://reader030.vdocuments.mx/reader030/viewer/2022040622/5d200c0a88c993ec448c2c68/html5/thumbnails/9.jpg)
![Page 10: Previsão com Modelos ARIMA dada: X1, X , , XTchang/home/mae325/MAE325-An%e1lise%20de%20S%e9... · Logo, e fixado o coeficiente XT(h) — - XT(h) de confiança 7, podemos encontrar](https://reader030.vdocuments.mx/reader030/viewer/2022040622/5d200c0a88c993ec448c2c68/html5/thumbnails/10.jpg)
![Page 11: Previsão com Modelos ARIMA dada: X1, X , , XTchang/home/mae325/MAE325-An%e1lise%20de%20S%e9... · Logo, e fixado o coeficiente XT(h) — - XT(h) de confiança 7, podemos encontrar](https://reader030.vdocuments.mx/reader030/viewer/2022040622/5d200c0a88c993ec448c2c68/html5/thumbnails/11.jpg)
![Page 12: Previsão com Modelos ARIMA dada: X1, X , , XTchang/home/mae325/MAE325-An%e1lise%20de%20S%e9... · Logo, e fixado o coeficiente XT(h) — - XT(h) de confiança 7, podemos encontrar](https://reader030.vdocuments.mx/reader030/viewer/2022040622/5d200c0a88c993ec448c2c68/html5/thumbnails/12.jpg)
![Page 13: Previsão com Modelos ARIMA dada: X1, X , , XTchang/home/mae325/MAE325-An%e1lise%20de%20S%e9... · Logo, e fixado o coeficiente XT(h) — - XT(h) de confiança 7, podemos encontrar](https://reader030.vdocuments.mx/reader030/viewer/2022040622/5d200c0a88c993ec448c2c68/html5/thumbnails/13.jpg)
![Page 14: Previsão com Modelos ARIMA dada: X1, X , , XTchang/home/mae325/MAE325-An%e1lise%20de%20S%e9... · Logo, e fixado o coeficiente XT(h) — - XT(h) de confiança 7, podemos encontrar](https://reader030.vdocuments.mx/reader030/viewer/2022040622/5d200c0a88c993ec448c2c68/html5/thumbnails/14.jpg)
![Page 15: Previsão com Modelos ARIMA dada: X1, X , , XTchang/home/mae325/MAE325-An%e1lise%20de%20S%e9... · Logo, e fixado o coeficiente XT(h) — - XT(h) de confiança 7, podemos encontrar](https://reader030.vdocuments.mx/reader030/viewer/2022040622/5d200c0a88c993ec448c2c68/html5/thumbnails/15.jpg)
![Page 16: Previsão com Modelos ARIMA dada: X1, X , , XTchang/home/mae325/MAE325-An%e1lise%20de%20S%e9... · Logo, e fixado o coeficiente XT(h) — - XT(h) de confiança 7, podemos encontrar](https://reader030.vdocuments.mx/reader030/viewer/2022040622/5d200c0a88c993ec448c2c68/html5/thumbnails/16.jpg)