La monnaie unique europeenne et sa relation au ... - Eumed.net

FRALL=C(1)+C(2)*@TREND
Coefficient Std. Error t-Statistic Prob.
C(1) -24.47431 19.58319 -1.249761 0.2251
C(2) 11.02767 1.264090 8.723802 0.0000
R-squared 0.783739 Mean dependent var 129.9130
Adjusted R-squared 0.773440 S.D. dependent var 84.48449
S.E. of regression 40.21315 Akaike info criterion 10.30921
Sum squared resid 33959.05 Schwarz criterion 10.40795
Log likelihood -116.5559 Durbin-Watson stat 0.236752
100
50
0
-50
52 54 56 58 60 62 64 66 68 70 72
2) pas possible
3)
Residual Actual Fitted
Dependent Variable: FRALL
Method: Least Squares
Date: 09/11/06 Time: 23:23
Sample(adjusted): 1851 1873
Included observations: 23 after adjusting endpoints
Convergence achieved after 16 iterations
FRALL=345/(1+EXP(C(1)+C(2)*@TREND))
Coefficient Std. Error t-Statistic Prob.
C(1) 3.079071 0.394340 7.808169 0.0000
C(2) -0.167551 0.022362 -7.492566 0.0000
R-squared 0.828599 Mean dependent var 129.9130
Adjusted R-squared 0.820437 S.D. dependent var 84.48449
S.E. of regression 35.80017 Akaike info criterion 10.07672
Sum squared resid 26914.69 Schwarz criterion 10.17546
Log likelihood -113.8823 Durbin-Watson stat 0.280154
LLaa moonnnnaai iiee uunni iiqquuee eeuur rooppééeennnnee. ..
TToomee IIVV I
400
300
200
100
0
PPhhi iil lli iippppee JJoouur J rddoonn /
11776688