<html>
<head>
<meta http-equiv="Content-Type" content="text/html; charset=Windows-1252">
<style type="text/css" style="display:none;"> P {margin-top:0;margin-bottom:0;} </style>
</head>
<body dir="ltr">
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<br>
</div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-size: 14pt; font-family: Arial, Helvetica, sans-serif;">Caro Pedro: </span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-size: 14pt; font-family: Arial, Helvetica, sans-serif;">Grato pela refereincia: </span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<br>
</div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-size: 14pt; font-family: Arial, Helvetica, sans-serif;">>>> Pedro Morettin (2017). </span><span style="font-family: Arial, Helvetica, sans-serif; font-size: 14pt; background-color: rgb(255, 255, 255); display: inline !important;">Econometria
Financeira, Capítulo 10. </span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-family:"Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif;font-size:14px;background-color:rgb(255, 255, 255);display:inline !important"><br>
</span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-family: Arial, Helvetica, sans-serif; font-size: 14pt; background-color: rgb(255, 255, 255); display: inline !important;">Esta eh uma boa referencia, sempre correta, mas ao mesmo tempo didatica e facil de entender. </span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-family:"Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif;font-size:14px;background-color:rgb(255, 255, 255);display:inline !important"><br>
</span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-family:"Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif;font-size:14px;background-color:rgb(255, 255, 255);display:inline !important"><br>
</span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-family: Arial, Helvetica, sans-serif; font-size: 14pt; background-color: rgb(255, 255, 255); display: inline !important;">Caro Hedibert: </span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-family: Arial, Helvetica, sans-serif; font-size: 14pt; background-color: rgb(255, 255, 255); display: inline !important;">Grato pela referencia: </span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-family:"Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif;font-size:14px;background-color:rgb(255, 255, 255);display:inline !important"><br>
</span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-family: Arial, Helvetica, sans-serif; font-size: 14pt; background-color: rgb(255, 255, 255); display: inline !important;">>>> </span><span style="font-family: Arial, Helvetica, sans-serif; font-size: 14pt; background-color: rgb(255, 255, 255); display: inline !important;">Michael
Murray, “A Drunk and Her Dog: An Illustration of Cointegration and Error Correction,” American Statistician, 48, no. 1 (1994): 37–39. </span><span style="font-family:"Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif;font-size:14px;background-color:rgb(255, 255, 255);display:inline !important"><br>
<span style="margin:0px"></span></span><span style="font-family: Arial, Helvetica, sans-serif; font-size: 14pt; background-color: rgb(255, 255, 255); display: inline !important;"> </span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-family: Arial, Helvetica, sans-serif; font-size: 14pt; background-color: rgb(255, 255, 255); display: inline !important;">Este eh um paper escrito exatamente no espirito que eu queria, infelizmente, nao exatamente sobre o problema que eu queria...
Mas eh este tipo de coisa que eu preciso para dialogar meu publico alvo. </span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-family:"Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif;font-size:14px;background-color:rgb(255, 255, 255);display:inline !important"><br>
</span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-family:"Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif;font-size:14px;background-color:rgb(255, 255, 255);display:inline !important"><br>
</span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-family: Arial, Helvetica, sans-serif; font-size: 14pt; background-color: rgb(255, 255, 255); display: inline !important;">Canhao para matar mosca: </span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-family: Arial, Helvetica, sans-serif; font-size: 14pt; background-color: rgb(255, 255, 255); display: inline !important;">A turma do FBST / e-valor tem seus canhoes para teste de cointegracao, vide: </span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-family:"Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif;font-size:14px;background-color:rgb(255, 255, 255);display:inline !important"><br>
</span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-family: Arial, Helvetica, sans-serif; font-size: 14pt; background-color: rgb(255, 255, 255); display: inline !important;">>>> </span><span style="font-family:"Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif;font-size:14px;background-color:rgb(255, 255, 255);display:inline !important"><span style="font-family: Arial, Helvetica, sans-serif; font-size: 14pt; display: inline !important;">Marcio
Alves Diniz, Carlos Alberto de Braganca Pereira, Julio Michael Stern (2020). </span><a href="https://www.ime.usp.br/~jmstern/wp-content/uploads/2020/10/Din20.Ent.pdf" style="box-sizing:border-box;text-rendering:optimizelegibility;background:transparent;color:rgb(61, 126, 122);transition:color 0.7s ease 0s;font-family:"Helvetica Neue", Helvetica, Arial, sans-serif;font-size:16px"><span style="font-size: 14pt; font-family: Arial, Helvetica, sans-serif;"> </span><span style="font-size: 14pt; font-family: Arial, Helvetica, sans-serif;">Cointegration
and Unit Root Tests: A Fully Bayesian Approach. Entropy, 22, 9, 968. </span></a><span style="font-family:"Helvetica Neue", Helvetica, Arial, sans-serif;font-size:16px;display:inline !important"><span style="font-size: 14pt; font-family: Arial, Helvetica, sans-serif;"> </span></span><span style="font-family: Arial, Helvetica, sans-serif; font-size: 14pt; display: inline !important;">doi:</span><a href="https://www.mdpi.com/1099-4300/22/9/968" style="box-sizing:border-box;text-rendering:optimizelegibility;background:transparent;color:rgb(61, 126, 122);transition:color 0.7s ease 0s;font-family:"Helvetica Neue", Helvetica, Arial, sans-serif;font-size:16px"><span style="font-size: 14pt; font-family: Arial, Helvetica, sans-serif;">10.3390/e22090968</span></a><span style="font-family: Arial, Helvetica, sans-serif; font-size: 14pt; display: inline !important;">
</span></span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-family:"Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif;font-size:14px;background-color:rgb(255, 255, 255);display:inline !important"><span style="font-family:"Helvetica Neue", Helvetica, Arial, sans-serif;font-size:16px;display:inline !important"><br>
</span></span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-family:"Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif;font-size:14px;background-color:rgb(255, 255, 255);display:inline !important"><span style="font-family: Arial, Helvetica, sans-serif; font-size: 14pt; display: inline !important;">Da
para usar este canhao para "explicar" um monte de coisas interessantes na area, so que a explicacaco eh totalmente intragavel para quem ja nao entende de antemao muita coisa de estatistica... Neste sentido, nao resolve o problema que tenho que resolver :-) </span><span style="font-family: Arial, Helvetica, sans-serif; font-size: 14pt; display: inline !important;"> </span></span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-family:"Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif;font-size:14px;background-color:rgb(255, 255, 255);display:inline !important"><span style="font-family:"Helvetica Neue", Helvetica, Arial, sans-serif;font-size:16px;display:inline !important"><br>
</span></span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-family:"Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif;font-size:14px;background-color:rgb(255, 255, 255);display:inline !important"><span style="font-family: Arial, Helvetica, sans-serif; font-size: 14pt; display: inline !important;">Faltam
mais artigos sobre o assunto escritos como o artigo do Murray... </span></span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-family:"Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif;font-size:14px;background-color:rgb(255, 255, 255);display:inline !important"><span style="font-family:"Helvetica Neue", Helvetica, Arial, sans-serif;font-size:16px;display:inline !important"><br>
</span></span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-family:"Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif;font-size:14px;background-color:rgb(255, 255, 255);display:inline !important"><span style="font-family: Arial, Helvetica, sans-serif; font-size: 14pt; display: inline !important;">Grato
a todos que me responderam, inclusive com copia do Livro do Vigen. </span></span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-family:"Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif;font-size:14px;background-color:rgb(255, 255, 255);display:inline !important"><span style="font-family: Arial, Helvetica, sans-serif; font-size: 14pt; display: inline !important;">Tudo
de bom, </span></span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-family:"Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif;font-size:14px;background-color:rgb(255, 255, 255);display:inline !important"><span style="font-family: Arial, Helvetica, sans-serif; font-size: 14pt; display: inline !important;">---Julio
Stern </span></span></div>
<div style="font-family: Calibri, Helvetica, sans-serif; font-size: 12pt; color: rgb(0, 0, 0);">
<span style="font-family:"Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif;font-size:14px;background-color:rgb(255, 255, 255);display:inline !important"><span style="font-family: Arial, Helvetica, sans-serif; font-size: 14pt; display: inline !important;"> </span><span style="font-family: Arial, Helvetica, sans-serif; font-size: 14pt; display: inline !important;"> </span></span></div>
<div>
<div id="appendonsend"></div>
<div style="font-family:Calibri,Helvetica,sans-serif; font-size:12pt; color:rgb(0,0,0)">
<br>
</div>
<hr tabindex="-1" style="display:inline-block; width:98%">
<div id="divRplyFwdMsg" dir="ltr"><font face="Calibri, sans-serif" color="#000000" style="font-size:11pt"><b>From:</b> Pedro Alberto Morettin <pam@ime.usp.br><br>
<b>Sent:</b> Friday, March 5, 2021 3:56 PM<br>
<b>To:</b> Julio Stern <jmstern@hotmail.com><br>
<b>Cc:</b> abe@lists.ime.usp.br <abe@lists.ime.usp.br><br>
<b>Subject:</b> Re: [ABE-L] Fw: Causalidade X Correlacao</font>
<div> </div>
</div>
<div>
<div dir="ltr">
<div>Julio,</div>
<div><br>
</div>
<div>v. não precisa olhar esses artigos; veja meu livro de Econometria Financeira, Capítulo 10, é mais fácil. As séries que v.</div>
<div>mostrou são (quase) todas não estacionárias. O que Granger e Newbold (1974) mostraram é que, considerando
<br>
</div>
<div>duas séries não estacionárias completamente não correlacionadas, a regressão de uma sobre a outra produz produz uma correlação</div>
<div>aparentemente significativa. Daí a necessidade de se desenvolver técnicas (cointegração) para analisar séries não estacionárias integradas</div>
<div>(essas são tais que tomando-se uma ou mais diferenças tornam-se estacionárias).</div>
<div><br>
</div>
<div>Abs,</div>
<div><br>
</div>
<div>Pedro<br>
</div>
</div>
<br>
<div class="x_gmail_quote">
<div dir="ltr" class="x_gmail_attr">Em sex., 5 de mar. de 2021 às 10:03, Julio Stern <<a href="mailto:jmstern@hotmail.com">jmstern@hotmail.com</a>> escreveu:<br>
</div>
<blockquote class="x_gmail_quote" style="margin:0px 0px 0px 0.8ex; border-left:1px solid rgb(204,204,204); padding-left:1ex">
<div dir="ltr">
<div style="font-family:Calibri,Helvetica,sans-serif; font-size:12pt; color:rgb(0,0,0)">
<br>
</div>
<div>
<div style="font-family:Calibri,Helvetica,sans-serif; font-size:12pt; color:rgb(0,0,0)">
</div>
<div dir="ltr">
<div style="font-family:Calibri,Helvetica,sans-serif; font-size:12pt; color:rgb(0,0,0)">
<span style="margin:0px; font-size:12pt; background-color:rgb(255,255,255)"><span style="margin:0px; font-size:14pt; font-family:Arial,Helvetica,sans-serif">Caros Redistas </span></span></div>
<div style="font-family:Calibri,Helvetica,sans-serif; font-size:12pt; color:rgb(0,0,0)">
<span style="margin:0px; font-size:12pt; background-color:rgb(255,255,255)"><span style="margin:0px; font-size:14pt; font-family:Arial,Helvetica,sans-serif"><br>
</span></span></div>
<div style="font-family:Calibri,Helvetica,sans-serif; font-size:12pt; color:rgb(0,0,0)">
<span style="margin:0px; font-size:12pt; background-color:rgb(255,255,255)"><span style="margin:0px; font-size:14pt; font-family:Arial,Helvetica,sans-serif">Conversando com colegas de outras areas sobre a diferenca entre Causalidade e Correlacao, </span></span><span style="color:rgb(0,0,0); font-family:Calibri,Helvetica,sans-serif; font-size:12pt"><span style="font-size:14pt; font-family:Arial,Helvetica,sans-serif">principalmente
no contexto de vacinas, tratamentos medicos para Covid, etc. </span></span><span style="color:rgb(0,0,0); font-family:Calibri,Helvetica,sans-serif; font-size:12pt"><span style="font-size:14pt; font-family:Arial,Helvetica,sans-serif">acabei conhecendo o</span></span><span lang="PT-BR" style="color:rgb(0,0,0); font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> livro: </span></div>
<div style="font-family:Calibri,Helvetica,sans-serif; font-size:12pt; color:rgb(0,0,0)">
<span lang="PT-BR" style="color:rgb(0,0,0); font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span><span lang="PT-BR" style="color:rgb(0,0,0); font-family:Calibri,sans-serif; font-size:11pt"><span style="font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span></span></div>
<div style="font-family:Calibri,Helvetica,sans-serif; font-size:12pt; color:rgb(0,0,0)">
<div style="margin:0px; font-size:12pt; background-color:rgb(255,255,255)">
<p style="margin:0in 0in 0.0001pt; line-height:16.8667px; font-size:11pt; font-family:Calibri,sans-serif">
<span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">>>></span><span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> <span> </span></span></span><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">Tyler
Vigen (2015).</span><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> <span> </span></span><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">Spurious Correlations.</span><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> <span> </span></span><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">Hachette
Books.<span> </span></span><span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span></span></p>
<p style="margin:0in 0in 0.0001pt; line-height:16.8667px; font-size:11pt; font-family:Calibri,sans-serif">
<span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"><br>
</span></p>
<p style="margin:0in 0in 0.0001pt; line-height:16.8667px; font-size:11pt; font-family:Calibri,sans-serif">
<span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">que tem gráficos fantasticos, com series temporais totalmente desconexas que exibem altíssima correlacao.<span> </span></span><span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span></span></p>
<p style="margin:0in 0in 0.0001pt; line-height:16.8667px; font-size:11pt; font-family:Calibri,sans-serif">
<span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">Nao tenho o livro, mas alguns graficos podem ser vistos em<span> </span></span><span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span></span></p>
<p style="margin:0in 0in 0.0001pt; line-height:16.8667px; font-size:11pt; font-family:Calibri,sans-serif">
<span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"><br>
</span></p>
<p style="margin:0in 0in 0.0001pt; line-height:16.8667px; font-size:11pt; font-family:Calibri,sans-serif">
<span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">>>>
<a href="https://www.tylervigen.com/spurious-correlations" target="_blank">https://www.tylervigen.com/spurious-correlations</a></span><span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span></span></p>
<p style="margin:0in 0in 0.0001pt; line-height:16.8667px; font-size:11pt; font-family:Calibri,sans-serif">
<span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">>>>
<a href="https://tylervigen.com/discover" target="_blank">https://tylervigen.com/discover</a></span><span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> <span> </span></span><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span></span></p>
<p style="margin:0in 0in 0.0001pt; line-height:16.8667px; font-size:11pt; font-family:Calibri,sans-serif">
<span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span></span></p>
<p style="margin:0in 0in 0.0001pt; line-height:16.8667px; font-size:11pt; font-family:Calibri,sans-serif">
<span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">Comecei a fazer umas continhas rapidas sobre a probabilidade, p</span><span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> , </span></span><span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">de
obter, em duas series temporais, x(t) e y(t) ,<span> </span></span><span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">com dez pontos de abscissa t={1,2, ... 10}</span><span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> <span> </span></span></span><span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">e
ordenada no intervalo [0,1] , uma alta correlação, i.e.,<span> </span></span><span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span></span></p>
<p style="margin:0in 0in 0.0001pt; line-height:16.8667px; font-size:11pt; font-family:Calibri,sans-serif">
<span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"><br>
</span></p>
<p style="margin:0in 0in 0.0001pt; line-height:16.8667px; font-size:11pt; font-family:Calibri,sans-serif">
<span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">p = Pr ( corr ( x(t) , y(t) )<span> </span></span><span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span></span><span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">>=</span><span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> <span> </span></span></span><span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">(1-alpha)
) , para alpha= 0.1</span><span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> <span> </span></span></span><span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">ou</span><span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> <span> </span></span></span><span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">0.05<span> </span></span><span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span></span><span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">ou</span><span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> <span> </span></span></span><span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">0.01</span><span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> <span> </span></span><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span></span></p>
<p style="margin:0in 0in 0.0001pt; line-height:16.8667px; font-size:11pt; font-family:Calibri,sans-serif">
<span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"><br>
</span></p>
<p style="margin:0in 0in 0.0001pt; line-height:16.8667px; font-size:11pt; font-family:Calibri,sans-serif">
<span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">Assumindo nao haver estrutura alguma nas series x(t) e y(t) , o resultado eh muito baixo.<span> </span></span><span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span></span></p>
<p style="margin:0in 0in 0.0001pt; line-height:16.8667px; font-size:11pt; font-family:Calibri,sans-serif">
<span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">Mesmo considerando uma enorme biblioteca de graficos aleatorios, nao da...<span> </span></span><span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span></span></p>
<p style="margin:0in 0in 0.0001pt; line-height:16.8667px; font-size:11pt; font-family:Calibri,sans-serif">
<span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"><br>
</span></p>
<p style="margin:0in 0in 0.0001pt; line-height:16.8667px; font-size:11pt; font-family:Calibri,sans-serif">
<span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">Parece ser necessario assumir "a priori" a existência de alguma "estrutura intrinseca de associacao" entre os pontos de cada uma das series temporais,
por exemplo, alguma estrutura de auto-correlacao.<span> </span></span><span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span></span></p>
<p style="margin:0in 0in 0.0001pt; line-height:16.8667px; font-size:11pt; font-family:Calibri,sans-serif">
<span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"><br>
</span></p>
<p style="margin:0in 0in 0.0001pt; line-height:16.8667px; font-size:11pt; font-family:Calibri,sans-serif">
<span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">Antes de sair por ai tentando reinventar a roda, melhor perguntar a quem sabe...<span> </span></span><span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span></span></p>
<p style="margin:0in 0in 0.0001pt; line-height:16.8667px; font-size:11pt; font-family:Calibri,sans-serif">
<span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">Alguem ja deve ter pensado neste problema!<span> </span></span><span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span></span><span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">Alguma
ideia de como modela-lo?<span> </span></span><span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span></span></p>
<p style="margin:0in 0in 0.0001pt; line-height:16.8667px; font-size:11pt; font-family:Calibri,sans-serif">
<span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"><br>
</span></p>
<p style="margin:0in 0in 0.0001pt; line-height:16.8667px; font-size:11pt; font-family:Calibri,sans-serif">
<span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">Abraco a todos e tudo de bom,<span> </span></span><span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span></span></p>
<p style="margin:0in 0in 0.0001pt; line-height:16.8667px; font-size:11pt; font-family:Calibri,sans-serif">
<span lang="PT-BR" style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif">---Julio Stern<span> </span></span><span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span></span></p>
<p style="margin:0in 0in 0.0001pt; line-height:16.8667px; font-size:11pt; font-family:Calibri,sans-serif">
<span lang="PT-BR" style="margin:0px"><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span><span style="margin:0px; font-size:14pt; line-height:normal; font-family:Arial,Helvetica,sans-serif"> </span></span></p>
</div>
</div>
</div>
</div>
</div>
_______________________________________________<br>
abe mailing list<br>
<a href="mailto:abe@lists.ime.usp.br" target="_blank">abe@lists.ime.usp.br</a><br>
<a href="https://lists.ime.usp.br/listinfo/abe" rel="noreferrer" target="_blank">https://lists.ime.usp.br/listinfo/abe</a><br>
</blockquote>
</div>
</div>
</div>
</body>
</html>