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Linear Time Series Assignment

Instructions

Here are the project instructions:

We are interested in the modelling and predicting of an observed time series of the French economy. It is strongly advised to pick a French Industrial Production Index (IPI) series. (link to the IPI series). You will only work on observed data. Using the INSEE’s time series databank, you must choose an aggregate series corrected from seasonal variations and working days (CVS-CJO), in monthly or quarterly frequency, from any sector of the industry and containing at least 100 observations. You can use another series as long as it checks the previously mentioned characteristics (avoid current-euro series, price data or financial data).

Organization of the Repo

We can find our code in the file ST_project.R.

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