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

Tableau 9

Dependent Variable: V
Method: Least Squares
Date: 11/03/06 Time: 11:58
Sample(adjusted): 2 103
Included observations: 102 after adjusting endpoints
Variable	Coefficient	Std. Error	t-Statistic	Prob.
V(-1)	0.714820	0.045400	15.74480	0.0000
R-squared	0.709394	Mean dependent var		0.006663
Adjusted R-squared	0.709394	S.D. dependent var		0.107458
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 10

ADF Test Statistic	-2.947845	1% Critical Value*	-2.5871
		5% Critical Value	-1.9434
		10% Critical Value	-1.6175
*MacKinnon critical values for rejection of hypothesis of a unit root.

Graphique 2

Tableau 11

Dependent Variable: LCHI
Method: Least Squares
Date: 11/03/06 Time: 12:04
Sample(adjusted): 2 103
Included observations: 102 after adjusting endpoints
Variable	Coefficient	Std. Error	t-Statistic	Prob.
C	1.489058	0.227230	6.553078	0.0000
T	0.002287	0.000467	4.900640	0.0000
LCHI(-1)	0.715477	0.044498	16.07871	0.0000
R-squared	0.962574	Mean dependent var		5.608382
Adjusted R-squared	0.961818	S.D. dependent var		0.290550
S.E. of regression	0.056774	Akaike info criterion		-2.870497
Sum squared resid	0.319108	Schwarz criterion		-2.793292
Log likelihood	149.3954	F-statistic		1273.109
Durbin-Watson stat	1.992259	Prob(F-statistic)		0.000000

Graphique 3