  Let E_i be a collection of i.i.d. exponential random variables. Bouchaud's
model on Z is a Markov chain X(t) whose transition rates are given by
w_{ij}=\nu \exp(-\beta ((1-a)E_i-aE_j)) if i, j are neighbors in Z. We study
the behavior of two correlation functions: P[X(t_w+t)=X(t_w)] and
P[X(t')=X(t_w) \forall t'\in[t_w,t_w+t]]. We prove the (sub)aging behavior of
these functions when \beta >1 and a\in[0,1].
