000			01788cam a2200241 4500500
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042			_adc
100	1	0	_aBoya, Christophe _eauthor
700	1	0	_aMonino, Jean-Louis _eauthor
245	0	0	_aNonparametric Modeling of the Relationship between the Series: Qualitative Co-integration
260			_c2013.
500			_a54
520			_aIn this paper, we examine the behavior of two time series with an approach based on qualitative data. We put into parentheses the problem of integration or stationarity, sources of growing difficulties, and then focus on the quantitative aspect in the short term of a time series. These values are modulated by the qualitative data, not by the quantitative. In other words, we are interested in two complementary events that are “the rise” and “the decrease.” This binary choice led us to consider the time series as a binary response model. We use Markov chains to get a decisional coefficient. The problem caused by the fact that we do not know the underlying laws of a phenomenon forces us to propose more or less constraining hypotheses to make up statistical tests. Resampling gives us percentiles of a time series and can define an interval confidence of our coefficient. This permits us to make conclusions about the existence of a relation between the two series, as does the “co-integration.” JEL Codes: C01, C53, C14
690			_abinary methodology
690			_aBootstrap
690			_acointegration
690			_aMarkov Chains
690			_aqualitative data
690			_areturns series
786	0		_nInnovations | o 42 | 3 | 2013-08-02 | p. 211-235 | 1267-4982
856	4	1	_uhttps://shs.cairn.info/journal-innovations-2013-3-page-211?lang=en&redirect-ssocas=7080
999			_c1743157 _d1743157