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Ch28 19

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Exercice 19 Modèle : ˆt = 0, 46 · yt + 0, 54 · yt−1 y Jour ˆt y Jour ˆt y Jour ˆt y Jour ˆt y 1 1293 5 1236,56 9 1303,54 13 1351,88 2 1254,36 6 1261,14 10 1329,51 14 1341,81 3 1231,65 7 1252,80 11 1340,32 15 1358,00 4 1250,67 8 1229,89 12 1341,55 16 1346,04

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Ch28 19

  • 1. Exercice 19 Modèle : ˆt = 0, 46 · yt + 0, 54 · yt−1 y Jour ˆt y Jour ˆt y Jour ˆt y Jour ˆt y 1 1293 5 1236,56 9 1303,54 13 1351,88 2 1254,36 6 1261,14 10 1329,51 14 1341,81 3 1231,65 7 1252,80 11 1340,32 15 1358,00 4 1250,67 8 1229,89 12 1341,55 16 1346,04