ANNEXE 2 :
Tableau 8 : Fonction d'autocorrélation
du
Taux IATA EURO/MAD
RETARD
|
ACF
|
|
PACF
|
Q [p. crit.]
|
1
|
0,8392
|
***
|
0,8392 ***
|
90,1575
|
[0,000]
|
2
|
0,7703
|
***
|
0,2234 **
|
166,7371
|
[0,000]
|
3
|
0,7490
|
***
|
0,2120 **
|
239,7429
|
[0,000]
|
4
|
0,7096
|
***
|
0,0499
|
305,8103
|
[0,000]
|
5
|
0,6857
|
***
|
0,0813
|
368,0136
|
[0,000]
|
6
|
0,6500
|
***
|
-0,0078
|
424,3786
|
[0,000]
|
7
|
0,6254
|
***
|
0,0366
|
477,0022
|
[0,000]
|
8
|
0,5997
|
***
|
0,0029
|
525,8052
|
[0,000]
|
9
|
0,5778
|
***
|
0,0246
|
571,5014
|
[0,000]
|
10
|
0,5614
|
***
|
0,0251
|
615,0015
|
[0,000]
|
11
|
0,5411
|
***
|
0,0109
|
655,7754
|
[0,000]
|
12
|
0,5138
|
***
|
-0,0245
|
692,8692
|
[0,000]
|
13
|
0,4967
|
***
|
0,0142
|
727,8414
|
[0,000]
|
14
|
0,4674
|
***
|
-0,0430
|
759,0903
|
[0,000]
|
15
|
0,4418
|
***
|
-0,0157
|
787,2584
|
[0,000]
|
16
|
0,4171
|
***
|
-0,0253
|
812,6018
|
[0,000]
|
17
|
0,3802
|
***
|
-0,0591
|
833,8495
|
[0,000]
|
18
|
0,3483
|
***
|
-0,0422
|
851,8458
|
[0,000]
|
19
|
0,3325
|
***
|
0,0213
|
868,4035
|
[0,000]
|
20
|
0,3151
|
***
|
0,0081
|
883,4183
|
[0,000]
|
21
|
0,2776
|
***
|
-0,0653
|
895,1771
|
[0,000]
|
22
|
0,2452
|
***
|
-0,0424
|
904,4436
|
[0,000]
|
23
|
0,2237
|
**
|
-0,0112
|
912,2300
|
[0,000]
|
24
|
0,1962
|
**
|
-0,0305
|
918,2778
|
[0,000]
|
25
|
0,1461
|
|
-0,1112
|
921,6680
|
[0,000]
|
26
|
0,1317
|
|
0,0351
|
924,4479
|
[0,000]
|
27
|
0,1288
|
|
0,0584
|
927,1370
|
[0,000]
|
28
|
0,0860
|
|
-0,0812
|
928,3473
|
[0,000]
|
29
|
0,1201
|
|
0,2151 **
|
930,7306
|
[0,000]
|
30
|
0,1011
|
|
-0,0550
|
932,4376
|
[0,000]
|
|
Tableau 9 : Fonction d'autocorrélation
du
Taux IATA USD/MAD
RETARD
|
ACF
|
|
PACF
|
Q [p. crit.]
|
1
|
0,9686
|
***
|
0,9686 ***
|
120,1009
|
[0,000]
|
2
|
0,9387
|
***
|
0,0089
|
233,8190
|
[0,000]
|
3
|
0,9110
|
***
|
0,0210
|
341,8077
|
[0,000]
|
4
|
0,8796
|
***
|
-0,0721
|
443,3248
|
[0,000]
|
5
|
0,8433
|
***
|
-0,0996
|
537,4010
|
[0,000]
|
6
|
0,8063
|
***
|
-0,0391
|
624,1230
|
[0,000]
|
7
|
0,7668
|
***
|
-0,0649
|
703,2214
|
[0,000]
|
8
|
0,7307
|
***
|
0,0385
|
775,6575
|
[0,000]
|
9
|
0,7019
|
***
|
0,1094
|
843,0790
|
[0,000]
|
10
|
0,6714
|
***
|
-0,0250
|
905,3151
|
[0,000]
|
11
|
0,6421
|
***
|
0,0084
|
962,7332
|
[0,000]
|
12
|
0,6109
|
***
|
-0,0742
|
1015,1544
|
[0,000]
|
13
|
0,5775
|
***
|
-0,0763
|
1062,4320
|
[0,000]
|
14
|
0,5458
|
***
|
-0,0106
|
1105,0314
|
[0,000]
|
15
|
0,5138
|
***
|
-0,0306
|
1143,1279
|
[0,000]
|
16
|
0,4824
|
***
|
0,0198
|
1177,0225
|
[0,000]
|
17
|
0,4470
|
***
|
-0,0673
|
1206,3954
|
[0,000]
|
18
|
0,4104
|
***
|
-0,0477
|
1231,3806
|
[0,000]
|
19
|
0,3731
|
***
|
-0,0409
|
1252,2315
|
[0,000]
|
20
|
0,3365
|
***
|
-0,0356
|
1269,3530
|
[0,000]
|
21
|
0,3022
|
***
|
0,0187
|
1283,2943
|
[0,000]
|
22
|
0,2681
|
***
|
-0,0097
|
1294,3686
|
[0,000]
|
23
|
0,2338
|
***
|
-0,0167
|
1302,8728
|
[0,000]
|
24
|
0,2082
|
**
|
0,1227
|
1309,6843
|
[0,000]
|
25
|
0,1836
|
**
|
-0,0217
|
1315,0371
|
[0,000]
|
26
|
0,1647
|
*
|
0,0781
|
1319,3887
|
[0,000]
|
27
|
0,1521
|
*
|
0,0683
|
1323,1339
|
[0,000]
|
28
|
0,1403
|
|
-0,0092
|
1326,3545
|
[0,000]
|
29
|
0,1189
|
|
-0,1731 *
|
1328,6927
|
[0,000]
|
30
|
0,1115
|
|
0,1726 *
|
1330,7705
|
[0,000]
|
|
|
|
