Prévision des prix de Chikwanque sur la marché de Kinshasa: Par l'approche de Box-Jenkins

Tableau 5

Dependent Variable: LCHI
Method: Least Squares
Date: 11/03/06 Time: 09:51
Sample: 1 103
Included observations: 103
Variable	Coefficient	Std. Error	t-Statistic	Prob.
C	5.111040	0.024874	205.4760	0.0000
T	0.009528	0.000421	22.61219	0.0000
R-squared	0.835051	Mean dependent var		5.596955
Adjusted R-squared	0.833418	S.D. dependent var		0.311514
S.E. of regression	0.127143	Akaike info criterion		-1.267786
Sum squared resid	1.632693	Schwarz criterion		-1.216626
Log likelihood	67.29098	F-statistic		511.3112
Durbin-Watson stat	0.288682	Prob(F-statistic)		0.000000

Tableau 6

Dependent Variable: D(V)
Method: Least Squares
Date: 11/03/06 Time: 11:50
Sample(adjusted): 2 103
Included observations: 102 after adjusting endpoints
Variable	Coefficient	Std. Error	t-Statistic	Prob.
V(-1)	-0.285180	0.045400	-6.281433	0.0000
R-squared	0.275281	Mean dependent var		0.005994
Adjusted R-squared	0.275281	S.D. dependent var		0.068047
S.E. of regression	0.057928	Akaike info criterion		-2.849463
Sum squared resid	0.338925	Schwarz criterion		-2.823728
Log likelihood	146.3226	Durbin-Watson stat		1.874517

Tableau 7

ADF Test Statistic	-2.503384	1% Critical Value*	-2.5868
		5% Critical Value	-1.9434
		10% Critical Value	-1.6174
*MacKinnon critical values for rejection of hypothesis of a unit root.

Tableau 8

Date: 11/03/06 Time: 10:08
Sample: 1 103
Included observations: 103
Autocorrelation	Partial Correlation		AC	PAC	Q-Stat	Prob
. |***** |	. |***** |	1	0.713	0.713	53.869	0.000
. |**** |	.*| . |	2	0.474	-0.069	77.917	0.000
. |*** |	. |*. |	3	0.378	0.136	93.388	0.000
. |*** |	. |** |	4	0.411	0.217	111.85	0.000
. |*** |	.*| . |	5	0.348	-0.101	125.18	0.000
. |*** |	. |*. |	6	0.331	0.162	137.40	0.000
. |** |	.*| . |	7	0.276	-0.068	145.97	0.000
. |** |	. | . |	8	0.266	0.065	154.02	0.000
. |** |	. | . |	9	0.208	-0.055	159.00	0.000
. |*. |	. | . |	10	0.196	0.030	163.46	0.000
. |*. |	. | . |	11	0.160	-0.018	166.48	0.000
. |*. |	. | . |	12	0.134	-0.044	168.63	0.000
. | . |	.*| . |	13	0.055	-0.085	168.99	0.000
. | . |	. | . |	14	0.032	0.002	169.11	0.000
. | . |	. | . |	15	0.045	0.050	169.36	0.000
. | . |	. | . |	16	0.060	-0.024	169.81	0.000
. | . |	. | . |	17	0.008	-0.044	169.81	0.000
. | . |	. | . |	18	-0.001	0.037	169.81	0.000
. | . |	. | . |	19	-0.004	-0.011	169.82	0.000
. | . |	.*| . |	20	-0.036	-0.086	169.99	0.000
.*| . |	.*| . |	21	-0.126	-0.115	172.09	0.000
.*| . |	. | . |	22	-0.166	-0.041	175.77	0.000
.*| . |	. | . |	23	-0.142	0.040	178.51	0.000
.*| . |	. | . |	24	-0.110	-0.006	180.17	0.000
.*| . |	. |*. |	25	-0.074	0.108	180.92	0.000
.*| . |	.*| . |	26	-0.091	-0.088	182.08	0.000
.*| . |	. | . |	27	-0.102	0.036	183.55	0.000
.*| . |	. | . |	28	-0.107	-0.006	185.21	0.000
.*| . |	. | . |	29	-0.092	0.009	186.43	0.000
.*| . |	. | . |	30	-0.086	0.013	187.52	0.000
.*| . |	.*| . |	31	-0.094	-0.067	188.85	0.000
.*| . |	. | . |	32	-0.115	0.012	190.87	0.000
.*| . |	. | . |	33	-0.088	0.038	192.08	0.000
.*| . |	. | . |	34	-0.078	-0.052	193.03	0.000
. | . |	. | . |	35	-0.052	0.035	193.46	0.000
.*| . |	. | . |	36	-0.058	-0.026	194.00	0.000