Analyse des séries temporelles

Régis Bourbonnais and Virginie Terraza ()
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Régis Bourbonnais: LEDa - Laboratoire d'Economie de Dauphine - IRD - Institut de Recherche pour le Développement - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique
Virginie Terraza: MRE - Montpellier Recherche en Economie - UM - Université de Montpellier, DEM - Department of economics and management

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Abstract: This new and 5th edition, enriched by new exercises and by the most recent developments, addresses in a pedagogical way all the methods – classic and modern – of time series analysis.Standard methods for processing time series (regression, seasonal adjustment methods, exponential smoothing) then modern techniques (spectral analysis, stationarization study, unit root tests, ARIMA and ARFIMA models, ARCH models, etc.) are thus treated . The applications of these techniques are multiple and relate to very diverse disciplines: macroeconomic forecasting, finance, marketing, etc.

Keywords: Série temporelle; Econométrie (search for similar items in EconPapers)
Date: 2022
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Published in Dunod, 2022

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03689361

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