Resumo

CEBALLOS PEREZ, Samuel Gustavo  e  PIRE, Reinaldo. Estimating the international price of rice (Oryza sativa L.) under the ARIMA model. Rev. Mex. Cienc. Agríc [online]. 2015, vol.6, n.spe11, pp.2083-2089. ISSN 2007-0934.  https://doi.org/10.29312/remexca.v0i11.776.

The agri-food products have a main feature, the price volatility due to various factors, including: supply, demand, population growth, biological variables and natural phenomena that affect productivity, because the market responds to collective demands of consumers and producers. In order to rationally plan decisions based on reliable forecasts, using econometric prices varying the Box-Jenkins methodology was used to implement the econometric model ARIMA (1,0,1), to adjust the behaviour of the series time international rice prices during the period from June 2002 to November 2012. The prediction using econometric model adjusted indicated prices US $ 648 per tonne in the first month of estimation and US $ 665 per tonne at 16 months; i.e. December 2014. In this period, the estimated prices returned values in the upper and lower bands of US $ 191.7 309.7 per ton and 2, respectively. It was observed that the model is very useful as a predictor, reflects the behaviour of the stochastic process generated by the data series.

Palavras-chave : Box-Jenkins; prediction; time series.