Analysis of models of secular series for the monthly forecast of the income tax / AnÃlise de modelos de sÃries temporais para a previsÃo mensal do imposto de renda

AUTOR(ES)

Alan Vasconcelos Santos

DATA DE PUBLICAÇÃO

2003

RESUMO

The main objective of this work was to generate predictions, at a monthly frequency, from 1990 to 2001, of income tax revenue. The methodology used was the one of forecast combining. Specifically, exponential smoothing, an ARIMA and VAR with error correction models were pooled to obtain final prediction. Ex-post forecast errors were used to test the performance of the model. Results indicated that combining performs better than individual models, and errors are in an acceptable interval for this type of prediction.

ASSUNTO(S)

imposto de renda exponential smoothing income tax models arima model of correction of error modelo de correÃÃo de erro modelos arima economia alisamento exponencial

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