Aplicación de la metodología de series de tiempo en la estimación de los niveles de exportaciones de café de Colombia periodo 1958-2011 - Application of time series methodology the estimation of the levels of exports of Colombia’s coffee period 1958 - 2011

Abstract

A fundamental element for the coffee Colombian sector, is to know to short, medium and long term, the behavior of the exports of soft coffee of Colombia, to know his relation in the processes of sales and production. In conformity with the previous thing, the present work was elaborated realizing an evaluation of the levels of exports of coffee, in monthly form from beginnings of 1958 until ends of 2008. With the aim to develop a model who allows to characterize and to obtain forecasts on the behavior of the exports of coffee realized in the country, the methodology used Box Jenkins, following the phases for the models ARIMA (Autoregressive Integrated of Mobile Average).The information was taken of the web page of the National Federation of Coffee Growers of Colombia. In the series under study a seasonal behavior was observed, where the first quarters present the minor levels of the year, particularly in February,month that registers the lowest levels of exports of the year, these levels quarterly go increasing of gradual form up to reaching the major level of exports in the quarter IV, specifically between November and December. Finally the forecasts were obtained between the year 2009 and 2011, following a stable behavior with regard to the period of validation of the sample of the series. The information was analyzed using the language R.

Keywords

• Time series models
• Box Jenkins methodology
• exports of coffee
• ARIMA models