RAPPORT DÉTAILLÉ

Statistiques de la régression
Coefficient d 0.13149365
Coefficient d 0.01729058
Coefficient d -0.02543592
Erreur-type 0.0083195
Observations 25

ANALYSE DE VARIANCE
Degré de Somme des Moyenne Valeur
liberté carrés des carrés F critique de F
Régression 1 2.80096E-05 2.80096E-05 0.40468052 0.53096197
Résidus 23 0.00159192 6.92141E-05
Total 24 0.00161993

Limite Limite Limite

inférieure supérieure inférieure
pour seuil de pour seuil de pour seuil de
confiance = confiance = confiance =
Coefficients Erreur-type Statistique t Probabilité 95% 95% 95,0%
Constante -0.00841631 0.01271572 -0.661882 0.51462424 -0.03472078 0.01788817 -0.03472078
log 0.00128495 0.0020199 0.63614505 0.53096197 -0.00289354 0.00546344 -0.00289354

ANALYSE DES RÉSIDUS

ObservationPrévisions return Résidus

1 -0.00119401 -0.00770278
2 -0.00110337 0.01008004
3 0.00119649 -0.00475521
4 0.0011172 -0.00290291
5 0.00020038 0.00140963
6 -0.0030905 -0.00566106
7 -0.00133242 0.01016124
8 -0.00070868 -0.00625685
9 -0.00104102 -0.00615322
10 0.00068559 -0.01880153
11 0.00059874 0.0141614
12 -7.5726E-05 0.01098482
13 0.00070539 0.00954641
14 -0.00117439 -0.00185213
15 0.00074639 -0.00788924
16 0.00052969 0.00666455
17 -0.00194531 0.00194531
18 -0.00036249 0.00036249
19 -0.00020303 -0.01229697
20 0.00051631 -0.00232463
21 -0.001895 0.00551819
22 0.00017027 0.00524489
23 -0.0013548 -0.00762186
24 -0.00032535 0.0041297
25 -0.00058073 0.00400972
 log Courbe de régression
0.02
0.015
0.01
return 0.005 return
0 Prévisions return
-0.005 3.5 4 4.5 5 5.5 6 6.5 7 7.5 8
-0.01
-0.015
-0.02
log

Limite
supérieure
pour seuil de
confiance = modele de
95,0% spécification
0.01788817
0.00546344
 COURS_CLOTUR COURS_AJUST EVOLUTIO QUANTITE_ECHANG
Séance E E N E VOLUME log
12/14/2021 281 281 0.9 1488 417513.6 5.62067063
12/13/2021 278.5 278.5 -0.89 1765 491144.9 5.69120964
12/10/2021 281 281 0.36 107732 30272709 7.48105129
12/9/2021 280 280 0.18 93879 26263106.65 7.4193461
12/8/2021 279.5 279.5 -0.16 18225 5079781.25 6.70584501
12/7/2021 279.95 279.95 0.88 50 13955.7 4.14475163
12/6/2021 277.5 277.5 -0.88 1173 325807.1 5.51296054
12/3/2021 279.95 279.95 0.7 3564 996272.5 5.99837814
12/2/2021 278 278 0.72 1993 549204.45 5.73973405
12/1/2021 276 276 1.85 44209 12118490.85 7.08344854
11/30/2021 271 271 -1.45 38184 10372042.45 7.01586429
11/29/2021 275 275 -1.08 11360 3097176.25 6.49096592
11/26/2021 278 278 -1.01 45216 12556182.8 7.09885763
11/25/2021 280.85 280.85 0.3 1540 432455 5.63594092
11/24/2021 280 280 0.72 48311 13513452.2 7.13076631
11/23/2021 278 278 -0.71 32975 9164830 6.96212441
11/22/2021 280 280 0 388 108638.05 5.03598196
11/19/2021 280 280 0 6622 1852645 6.26779221
11/17/2021 280 280 1.27 8808 2465412.5 6.39188959
11/16/2021 276.5 276.5 0.18 32335 8947656.55 6.95170931
11/15/2021 276 276 -0.36 430 118887.5 5.07513619
11/12/2021 277 277 -0.54 17331 4812961.5 6.68241239
11/11/2021 278.5 278.5 0.91 1123 312997.55 5.49554094
11/10/2021 276 276 -0.38 7172 1980153.15 6.29669878
11/9/2021 277.05 277.05 -0.34 4517 1252998.4 6.09795052
11/8/2021 278 278 0.18 9959 2768610 6.44226178
11/5/2021 277.5 277.5 -1.02 52409 14569004.05 7.16342986
11/4/2021 280.35 280.35 -0.94 5124 1448621.2 6.16095484
11/3/2021 283 283 -1.05 30817 8781492.5 6.94356833
11/2/2021 286 286 0 5811 1655106.25 6.21882588
11/1/2021 286 286 0 1327 379486.5 5.57919633
10/29/2021 286 286 0.23 14148 4039642.1 6.60634289
10/28/2021 285.35 285.35 0.53 47093 13416381.1 7.12763539
10/27/2021 283.85 283.85 0.66 35072 9927987.75 6.99686123
10/26/2021 282 282 0.71 21682 6102342.6 6.78549659
10/25/2021 280 280 0.39 18887 5279719 6.72261081
10/22/2021 278.9 278.9 -0.14 5923 1651950.4 6.217997
10/21/2021 279.3 279.3 0.38 17814 4976468.35 6.69692125
10/18/2021 278.25 278.25 -0.45 3050 850631.8 5.92974161
10/15/2021 279.5 279.5 0 20920 5846315.2 6.76688223
10/14/2021 279.5 279.5 0 28453 7952480.6 6.90050262
10/13/2021 279.5 279.5 0.34 696 194526.4 5.28897855
10/12/2021 278.55 278.55 -0.52 15079 4221784.9 6.6254961
10/11/2021 280 280 0.72 7375 2064702 6.31485738
10/8/2021 278 278 0.34 41513 11599714.2 7.06444729
10/7/2021 277.05 277.05 0.02 5476 1513785 6.1800642
10/6/2021 277 277 -1.07 11649 3244621.45 6.51116403
10/5/2021 280 280 0.92 7379 2065527.65 6.31503101
10/4/2021 277.45 277.45 0.09 733 203609.15 5.30879729
10/1/2021 277.2 277.2 -2.05 19648 5479031.15 6.73870377
9/30/2021 283 283 -1.05 1583 449873.35 5.65309027
9/29/2021 286 286 2.88 14193 3987830.75 6.60073672
9/28/2021 278 278 0.25 69158 19237197.5 7.2841418
9/27/2021 277.3 277.3 -0.61 3081 857015.75 5.9329888
9/24/2021 279 279 0.14 67042 18746089.45 7.27291069
9/23/2021 278.6 278.6 0.94 30259 8466823.55 6.92772051
9/22/2021 276 276 0.99 78068 21540858.6
9/21/2021 273.3 273.3 -1.3 941 257400.4
9/20/2021 276.9 276.9 1.56 732 202500.8
9/17/2021 272.65 272.65 1.36 66058 17942013
9/16/2021 269 269 1.13 56139 15072726.85
9/15/2021 266 266 0.38 31706 8407198.5
9/14/2021 265 265 -0.34 20156 5319074.7
9/13/2021 265.9 265.9 0.72 4323 1139174.55
9/10/2021 264 264 -0.71 30260 8005784.9
9/9/2021 265.9 265.9 1.12 123873 32898105
9/8/2021 262.95 262.95 0.32 8419 2207955.35
9/7/2021 262.1 262.1 -0.34 17180 4508096.4
9/6/2021 263 263 -0.19 682 179404.4
9/3/2021 263.5 263.5 -0.38 13214 3481198.3
9/2/2021 264.5 264.5 0.88 4910 1291433.1
9/1/2021 262.2 262.2 -0.3 2734 716118.05
8/31/2021 263 263 -0.72 34531 9081743.55
8/30/2021 264.9 264.9 0.02 16234 4276833.6
8/27/2021 264.85 264.85 0.19 20150 5317854.1
8/26/2021 264.35 264.35 0.9 5769 1518712.45
8/25/2021 262 262 0.36 24091 6323002.3
8/24/2021 261.05 261.05 -0.17 700 182830.35
8/23/2021 261.5 261.5 -0.32 29574 7746811.5
8/19/2021 262.35 262.35 -0.74 8235 2160484.8
8/18/2021 264.3 264.3 0.32 3411 900346.65
8/17/2021 263.45 263.45 0.88 11345 2983430.4
8/16/2021 261.15 261.15 -1.04 3937 1035326.9
8/13/2021 263.9 263.9 0.34 10763 2824830.35
8/12/2021 263 263 -0.51 20800 5501375.55
8/11/2021 264.35 264.35 1.73 53266 14079542.75
8/9/2021 259.85 259.85 0.15 1230 319096.5
8/6/2021 259.45 259.45 0.56 51542 13374562.2
8/5/2021 258 258 0 35521 9165220.5
8/4/2021 258 258 -1.15 4953 1277447.2
 8/3/2021 261 261 -0.38 2758 721850.8
8/2/2021 262 262 0.96 45087 11744619
7/29/2021 259.5 259.5 2.81 8145 2113603.85
7/28/2021 252.4 252.4 1.06 75896 19037432.55
7/27/2021 249.75 249.75 0 0 0
7/26/2021 249.75 249.75 2.52 22584 5513054.6
7/23/2021 251.6 251.6 0.04 19615 4935850.55
7/20/2021 251.5 251.5 0.2 1520 382197.45
7/19/2021 251 251 0.4 161 40438.9
7/16/2021 250 250 0.52 40469 10108087.6
7/15/2021 248.7 248.7 -0.52 2932 729376.45
7/14/2021 250 250 -0.4 2090 523610.05
7/13/2021 251 251 0 6894 1731192.15
7/12/2021 251 251 1.21 19771 4943790.1
7/9/2021 248 248 0 2490 616086
7/8/2021 248 248 0.81 5956 1467570.85
7/7/2021 246 246 0 20727 5099340.05
7/6/2021 246 246 0 12913 3174091.5
7/5/2021 246 246 0 47187 11608091
7/2/2021 246 246 -1.6 75249 18547978.55
7/1/2021 250 250 0 41871 10466286.2
6/30/2021 250 250 2.04 52476 13116902.75
6/29/2021 245 245 -2.58 8574 2129722.2
6/28/2021 251.5 251.5 1.41 18305 4576220.5
6/25/2021 248 248 -2.36 72279 17934801.35
6/24/2021 254 254 -0.39 338 86023.8
6/23/2021 255 255 -0.58 2448 624252
6/22/2021 256.5 256.5 1.38 40798 10398544.15
6/21/2021 253 253 -1.23 1777 444292.1
6/18/2021 256.15 256.15 1.87 58229 14649070.5
6/17/2021 251.45 251.45 -0.42 15995 4036105.6
6/16/2021 252.5 252.5 -1.56 62666 15925300.05
return
-0.0088968
0.00897666
-0.00355872
-0.00178571
0.00161002
-0.00875156
0.00882883
-0.00696553
-0.00719424
-0.01811594
0.01476015
0.01090909
0.0102518
-0.00302653
-0.00714286
0.00719424
0
0
-0.0125
-0.00180832
0.00362319
0.00541516
-0.00897666
0.00380435
0.00342898