MULTIVARIATE STATISTICS APPLIED TO THE MACROECONOMIC VARIABLES STUDY
Ciência E Natura
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ISSN: 2179-460X
Editor Chefe: Marcelo Barcellos da Rosa
Início Publicação: 30/11/1979
Periodicidade: Quadrimestral
MULTIVARIATE STATISTICS APPLIED TO THE MACROECONOMIC VARIABLES STUDY
Ano: 1995 | Volume: 17 | Número: 17
Autores: Maria Emilia Camargo, Adriano Mendonça SouzaAdriano Mendonça Souza
Autor Correspondente: Maria Emilia Camargo | [email protected]
Autor Correspondente: Maria Emilia Camargo | [email protected]
Palavras-chave: Components methodology
Resumos Cadastrados
Resumo Inglês:
The purpose of this paper is to expose in a structured way the Principal Components methodology, to show its applicability in reducing the dimensionality of the number of variables without losing the information contained in the original data set. An analysis was made in January 1991 of the macroeconomic vables, Monetaryari Policy, Price Policy, Economic Activity, Credit Aggregates and Trade Balance. With the models adjusted using the time series methodology, forecasts were made for the period from January to December 1992.
