This school project accounts for the linear time series course, second-year engineering course at ENSAE Paris. The main goal is to model and predict an observed time series of the French economy. Using the French Industrial Production Index from the INSEE's series databank, we fit an ARIMA (Auto Regressive Integrated Moving Average) model to the series of the monthly crude oil extraction vehicule index from January 1998 to December 2018. More details about the index can be found on this link.
The entire series can be downloaded here. The "data" file contains the series we used in csv format The "scripts" file contains the R script we use for the analysis