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économétrie Chapitre 1

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Institution
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Economie
Course
Econometrie
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Uploaded on
October 13, 2014
Number of pages
97
Written in
2013/2014
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Presentation
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  • économétrie

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Econométrie Licence Economie Gestion O.Peron 1




• Objectifs :
 Descriptif
 Explicatif
 Prédictif


•Méthodes
 Décomposition
 Lissage exponentiel
 Processus ARMA



Chapitre I : Analyse des séries chronologiques

,Econométrie Licence Economie Gestion O.Peron 2



I. Exploration et propriétés de séries
chronologiques
 Quelques éléments caractérisant une série

▫ Flux ou stock
▫ Périodicité
▫ Indices ou valeurs brutes

 Exploration Graphique




Chapitre I : Analyse des séries chronologiques

, Econométrie Licence Economie Gestion O.Peron 3




A. Séries chronologiques et indices

1. Indices simples
Date de référence : t=0
Date courante : t
Base 100 à la date de référence

Exemple :
Série des ventes en quantité et des prix d’un bien quelconque


Date Quantités Indice Prix unitaire Indice
base 100 2009 en € base 100 2009

2009 150 100 243 100
2010 238 158,87 230 94,65
2011 129 86 260 107

Source : fictive

Chapitre I : Analyse des séries chronologiques
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