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Analyse des séries temporelles : applications à l'économie et à la gestion

Author

Listed:
  • Régis Bourbonnais

    (LEDa - Laboratoire d'Economie de Dauphine - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres)

  • Michel Terraza

Abstract

Cette 4e édition, mise à jour des développements les plus récents et enrichie d'une étude de cas récapitulative, traite de manière pédagogique les techniques – classiques et modernes – d'analyse des séries temporelles. Elle répond aux questions suivantes : • Quelles sont les méthodes de prévision des ventes ? • Que sont un lissage exponentiel et la méthodologie de Box-Jenkins ? • Comment procéder à l'analyse spectrale ? • Que sont les tests de racine unitaire et comment les utiliser ? • Pourquoi recourir aux processus ARFIMA ou ARCH ? À forte incidence mathématique, réputée technique, l'analyse des séries temporelles trouve des applications diverses en macroéconomie, finance, marketing... En complément du manuel, les séries statistiques et les programmes de traitement utilisés dans les exercices sont disponibles en ligne.

Suggested Citation

  • Régis Bourbonnais & Michel Terraza, 2016. "Analyse des séries temporelles : applications à l'économie et à la gestion," Post-Print hal-01341889, HAL.
    • Handle: RePEc:hal:journl:hal-01341889
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    Cited by:

    1. Pierre GUEI, 2024. "Effect of Public Investment on Private Investment in Côte d’Ivoire: A Long-Term Analysis," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 8(7), pages 3402-3411, July.

    More about this item

    Keywords

    Econométrie des séries temporelles;

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