All data sets examples used in the paper Quartier-la-Tente (2025).
Format
An object of class ts of length 177.
An object of class mts (inherits from ts, matrix, array) with 416 rows and 3 columns.
An object of class mts (inherits from ts, matrix, array) with 766 rows and 2 columns.
An object of class mts (inherits from ts, matrix, array) with 84 rows and 6 columns.
An object of class ts of length 590.
Details
cars_registrations: monthly new passenger cars registrations in France, published in October 2024.french_ipi: monthly industrial production index in France for Crude Petroleum, Motor Vehicles and Manufacturing published in October 2024.fred: the series CE16OV (Civilian Employment Level) and RETAILx (Retail and Food Services Sales) from the FRED-MD database published in November 2022.simulated_data: simulated trends of degree 0, 1 and 2 with an Additive Outlier (AO) or Level Shift (LS) in January 2022
etip corresponds to the Expected trend in production (balance of opinion) in the French Manufacturing industry, published in May 2025 in
the monthly business survey in goods-producing industries by the INSEE.
References
Quartier-la-Tente, A. (2025). Estimation de la tendance-cycle avec des méthodes robustes aux points atypiques. https://github.com/AQLT/robustMA. McCracken, Michael W., et Serena Ng. 2016. FRED-MD: A Monthly Database for Macroeconomic Research. Journal of Business & Economic Statistics 34 (4): 574‑89. https://doi.org/10.1080/07350015.2015.1086655.