5.2 Estimação das Variáveis 75
RMP I
t
N Modelo EP AM in EP AM EP AMed EP AMax
1 ETS(A,N,N) 0,372% 6,942% 6,001% 17,324%
2 ETS(A,A,N) 0,818% 21,029% 20,465% 41,905%
3 ETS(A,Ad,N) 0,450% 6,978% 5,914% 17,391%
4 ETS(A,N,A) 1,998% 7,575% 6,380% 18,744%
5 ETS(A,A,A) 5,666% 28,435% 29,936% 48,379%
6 ETS(A,Ad,A) 2,012% 8,103% 7,670% 20,272%
7 ETS(M,N,N) 0,350% 6,932% 6,025% 17,305%
8 ETS(M,A,N) 2,017% 18,941% 18,101% 38,731%
9 ETS(M,Ad,N) 0,469% 6,990% 5,888% 17,413%
10 ETS(M,M,N) 0,249% 6,509% 6,810% 16,598%
11 ETS(M,Md,N) 0,368% 6,942% 6,002% 17,323%
12 ETS(M,N,A) 1,449% 8,030% 7,167% 19,445%
13 ETS(M,A,A) 3,577% 24,943% 26,104% 43,753%
14 ETS(M,Ad,A) 1,726% 14,791% 17,746% 27,069%
15 ETS(M,N,M) 1,438% 9,217% 8,851% 20,614%
16 ETS(M,A,M) 1,296% 9,380% 9,215% 19,626%
17 ETS(M,Ad,M) 2,362% 8,852% 8,093% 18,647%
18 ETS(M,M,M) 9,953% 25,759% 26,561% 40,526%
19 ETS(M,Md,M) 4,644% 23,544% 23,442% 40,049%
20 SARIMA(0,1,2)(0,1,0)[12] 3,677% 18,574% 17,286% 40,636%
21 SARIMA(0,1,2)(0,1,1)[12] 4,467% 16,347% 15,087% 32,753%
22 SARIMA(0,1,2)(1,1,0)[12] 5,300% 17,812% 16,448% 37,056%
23 SARIMA(0,1,2)(1,1,1)[12] 2,279% 15,672% 15,723% 32,292%
24 SARIMA(1,1,0)(0,1,0)[12] 2,729% 16,859% 15,225% 38,937%
25 SARIMA(1,1,0)(0,1,1)[12] 4,304% 16,668% 14,922% 31,767%
26 SARIMA(1,1,1)(0,1,0)[12] 0,123% 13,999% 12,503% 36,315%
27 SARIMA(1,1,1)(0,1,1)[12] 0,155% 12,357% 10,702% 28,049%
28 SARIMA(1,1,1)(1,1,0)[12] 0,013% 13,152% 11,070% 31,954%
29 SARIMA(1,1,1)(1,1,1)[12] 1,439% 12,715% 12,364% 28,726%
30 SARIMA(1,1,2)(0,1,0)[12] 2,875% 16,719% 15,325% 38,856%
31 SARIMA(2,1,0)(0,1,0)[12] 2,375% 16,259% 14,768% 38,328%
32 SARIMA(2,1,0)(0,1,1)[12] 2,858% 15,064% 13,544% 30,555%
33 SARIMA(2,1,0)(1,1,1)[12] 1,526% 15,182% 15,064% 31,126%
34 SARIMA(2,1,1)(0,1,0)[12] 0,183% 14,240% 12,775% 36,553%
35 SARIMA(5,1,1)(0,0,1)[12] 0,450% 16,064% 16,408% 33,426%
36 Robusta I 0,741% 7,546% 6,743% 18,441%
37 Robusta II 0,741% 6,823% 5,774% 18,214%
Tabela 5.4: EP AM, EP AM ed, EP AM in e EP AMax de
RMP I
t
para cada modelo
testado