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

Tableau 2

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LCHI)
Method: Least Squares
Date: 11/03/06 Time: 09:17
Sample(adjusted): 6 103
Included observations: 98 after adjusting endpoints
Variable	Coefficient	Std. Error	t-Statistic	Prob.
LCHI(-1)	-0.143161	0.049681	-2.881580	0.0049
D(LCHI(-1))	-0.085940	0.098439	-0.873030	0.3849
D(LCHI(-2))	0.258343	0.087383	2.956429	0.0040
D(LCHI(-3))	-0.095600	0.065148	-1.467432	0.1457
D(LCHI(-4))	-0.014514	0.065283	-0.222318	0.8246
C	0.756703	0.255683	2.959537	0.0039
@TREND(1)	0.001091	0.000466	2.343729	0.0213
R-squared	0.240706	Mean dependent var		0.010244
Adjusted R-squared	0.190643	S.D. dependent var		0.046994
S.E. of regression	0.042277	Akaike info criterion		-3.420379
Sum squared resid	0.162651	Schwarz criterion		-3.235739
Log likelihood	174.5986	F-statistic		4.808026
Durbin-Watson stat	1.825193	Prob(F-statistic)		0.000265

Tableau 3

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LCHI)
Method: Least Squares
Date: 11/03/06 Time: 09:27
Sample(adjusted): 6 103
Included observations: 98 after adjusting endpoints
Variable	Coefficient	Std. Error	t-Statistic	Prob.
LCHI(-1)	-0.033474	0.017076	-1.960347	0.0530
D(LCHI(-1))	-0.161734	0.095219	-1.698557	0.0928
D(LCHI(-2))	0.216264	0.087583	2.469258	0.0154
D(LCHI(-3))	-0.114622	0.066200	-1.731445	0.0867
D(LCHI(-4))	-0.023143	0.066752	-0.346704	0.7296
C	0.199592	0.096459	2.069186	0.0413
R-squared	0.194872	Mean dependent var		0.010244
Adjusted R-squared	0.151115	S.D. dependent var		0.046994
S.E. of regression	0.043297	Akaike info criterion		-3.382176
Sum squared resid	0.172470	Schwarz criterion		-3.223912
Log likelihood	171.7266	F-statistic		4.453518
Durbin-Watson stat	1.792220	Prob(F-statistic)		0.001117

Tableau 4

Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LCHI)
Method: Least Squares
Date: 11/03/06 Time: 09:30
Sample(adjusted): 6 103
Included observations: 98 after adjusting endpoints
Variable	Coefficient	Std. Error	t-Statistic	Prob.
LCHI(-1)	0.001814	0.000871	2.081873	0.0401
D(LCHI(-1))	-0.165452	0.096867	-1.708043	0.0910
D(LCHI(-2))	0.221491	0.089077	2.486503	0.0147
D(LCHI(-3))	-0.097583	0.066835	-1.460064	0.1476
D(LCHI(-4))	0.003725	0.066622	0.055908	0.9555
R-squared	0.157403	Mean dependent var		0.010244
Adjusted R-squared	0.121162	S.D. dependent var		0.046994
S.E. of regression	0.044055	Akaike info criterion		-3.357096
Sum squared resid	0.180496	Schwarz criterion		-3.225210
Log likelihood	169.4977	Durbin-Watson stat		1.780733