98 lines
2.6 KiB
TeX
Executable file
98 lines
2.6 KiB
TeX
Executable file
% latex table generated in R 2.13.1 by xtable 1.7-0 package
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% Thu Apr 12 16:41:03 2012
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\begin{table}[ht]
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\begin{center}
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\begin{tabular}{rrrr}
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\hline
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& Est. param. & T-Stat & p-value \\
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\hline
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a & 0.02320 & 22.30001 & 0.00000 \\
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b & -0.58973 & 14.27554 & 0.00000 \\
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sigma & 0.03416 & 72953440.38807 & 0.00000 \\
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gamma & 0.96593 & 372870417.22069 & 0.00000 \\
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\hline
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\end{tabular}
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\caption{Modèle CKLS estimé avec GMM}
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\end{center}
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\end{table}
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% latex table generated in R 2.13.1 by xtable 1.7-0 package
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% Thu Apr 12 16:41:03 2012
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\begin{table}[ht]
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\begin{center}
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\begin{tabular}{rrrr}
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\hline
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& Est. param. & T-Stat & p-value \\
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\hline
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a & 0.02320 & 21.94401 & 0.00000 \\
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b & -0.58973 & 1.59672 & 0.05859 \\
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sigma & 0.00011 & 10.98051 & 0.00000 \\
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\hline
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\end{tabular}
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\caption{Modèle Vasicek estimé avec GMM}
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\end{center}
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\end{table}
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% latex table generated in R 2.13.1 by xtable 1.7-0 package
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% Thu Apr 12 16:41:03 2012
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\begin{table}[ht]
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\begin{center}
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\begin{tabular}{rrrr}
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\hline
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& Est. param. & T-Stat & p-value \\
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\hline
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a & 0.02320 & 22.28222 & 0.00000 \\
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b & -0.58973 & 1.62643 & 0.05535 \\
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sigma & 0.00227 & 2.39356 & 0.01041 \\
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\hline
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\end{tabular}
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\caption{Modèle CIR estimé avec GMM}
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\end{center}
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\end{table}
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% latex table generated in R 2.13.1 by xtable 1.7-0 package
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% Thu Apr 12 16:41:03 2012
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\begin{table}[ht]
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\begin{center}
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\begin{tabular}{rrrrr}
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\hline
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& a & b & sigma & gamma \\
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\hline
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a & 0.00010 & -0.00138 & 0.00007 & -0.00001 \\
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b & -0.00138 & 0.02636 & -0.00267 & 0.00052 \\
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sigma & 0.00007 & -0.00267 & 0.00402 & -0.00079 \\
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gamma & -0.00001 & 0.00052 & -0.00079 & 0.00015 \\
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\hline
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\end{tabular}
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\caption{Matrice de Var-Cov des par. pour modèle CKLS avec GMM}
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\end{center}
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\end{table}
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% latex table generated in R 2.13.1 by xtable 1.7-0 package
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% Thu Apr 12 16:41:03 2012
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\begin{table}[ht]
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\begin{center}
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\begin{tabular}{rrrr}
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\hline
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& a & b & sigma \\
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\hline
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a & 0.00010 & -0.00138 & 0.00000 \\
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b & -0.00138 & 0.02636 & -0.00001 \\
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sigma & 0.00000 & -0.00001 & 0.00000 \\
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\hline
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\end{tabular}
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\caption{Matrice de Var-Cov des par. pour modèle Vasicek avec GMM}
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\end{center}
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\end{table}
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% latex table generated in R 2.13.1 by xtable 1.7-0 package
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% Thu Apr 12 16:41:03 2012
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\begin{table}[ht]
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\begin{center}
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\begin{tabular}{rrrr}
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\hline
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& a & b & sigma \\
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\hline
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a & 0.00010 & -0.00138 & 0.00000 \\
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b & -0.00138 & 0.02636 & -0.00018 \\
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sigma & 0.00000 & -0.00018 & 0.00001 \\
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\hline
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\end{tabular}
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\caption{Matrice de Var-Cov des par. pour modèle CIR avec GMM}
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\end{center}
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\end{table}
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