IDEAS home Printed from https://ideas.repec.org/p/hal/journl/hal-03689361.html
   My bibliography  Save this paper

Analyse des séries temporelles

Author

Listed:
  • 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)

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.

Suggested Citation

  • Régis Bourbonnais & Virginie Terraza, 2022. "Analyse des séries temporelles," Post-Print hal-03689361, HAL.
    • Handle: RePEc:hal:journl:hal-03689361
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    More about this item

    Keywords

    Série temporelle; Econométrie;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:journl:hal-03689361. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.