Annexe 3 : Résultats de l'estimation
Dependent Variable: LPIB Method: Least Squares
Date: 07/25/08 Time: 19:09 Sample: 1986 2005
Included observations: 20
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
4.639363
|
0.745518 6.223009
|
0.0000
|
|
LM2
|
2.144931
|
0.350145 6.125827
|
0.0000
|
|
LCREPRIV
|
-0.823157
|
0.248729 -3.309450
|
0.0044
|
|
LCREPUB
|
-0.958409
|
0.158451 -6.048603
|
0.0000
|
|
R-squared
|
0.899274
|
Mean dependent var
|
9.219351
|
|
Adjusted R-squared
|
0.880387
|
S.D. dependent var
|
0.384728
|
|
S.E. of regression
|
0.133059
|
Akaike info criterion
|
-1.019199
|
|
Sum squared resid
|
0.283273
|
Schwarz criterion
|
-0.820053
|
|
Log likelihood
|
14.19199
|
F-statistic
|
47.61540
|
|
Durbin-Watson stat
|
1.977976
|
Prob(F-statistic)
|
0.000000
|
Annexe 4 : Résultats du test de White
White Heteroskedasticity Test:
F-statistic 2.882429 Probability 0.057267
Obs*R-squared 14.43546 Probability 0.107656
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares
Date: 07/26/08 Time: 13:38 Sample: 1986 2005
Included observations: 20
Variable Coefficient Std. Error t-Statistic Prob.
C 3.472188 3.624557 0.957962 0.3607
LM2 0.639555 3.442237 0.185796 0.8563
LM2^2 -0.795850 1.044887 -0.761661 0.4638
LM2*LCREPRIV 0.648753 1.206750 0.537604 0.6026
LM2*LCREPUB 0.992659 0.764151 1.299036 0.2231
LCREPRIV -0.355860 2.075911 -0.171423 0.8673
LCREPRIV^2 -0.205180 0.345000 -0.594724 0.5652
LCREPRIV*LCREPU -0.243760 0.485691 -0.501883 0.6266
B
LCREPUB -1.075436 1.362349 -0.789399 0.4482
LCREPUB^2 -0.356014 0.177658 -2.003931 0.0729
R-squared 0.721773 Mean dependent var 0.014164
Adjusted R-squared 0.471368 S.D. dependent var 0.020167
S.E. of regression 0.014663 Akaike info criterion -5.300154
Sum squared resid 0.002150 Schwarz criterion -4.802288
Log likelihood 63.00154 F-statistic 2.882429
Durbin-Watson stat 2.542210 Prob(F-statistic) 0.057267
Annexe 5 : Résultats du test de
Farrah-Glauber
La matrice formée par les coefficients de
corrélation ci/dessous
|
1
|
0.992416
|
0.959892
|
|
0.992416
|
1
|
0.946568
|
|
0.959892
|
0.946568
|
1
|
a donné les résultats suivants :
|
Déterminant de la matrice
|
0.001151
|
|
log du déterminant
|
-6.7669
|
|
chi-deux calculé : -{n-1-1/6(2K+5)ln ²R²}
|
-6,59
|
Annexe 6 : Graphe présentant l'évolution
du ratio Crédit Secteur Privé / PIB
2.50
2.00
1.50
1.00
0.50
0.00
credit sect priv/ PIB
graphe 7
Evolution du ratio Credit sect priv/ PIB
Annexe 7 : Tableau de l'évolution du PIB et des
agrégats monétaires utilisés dans le travail
|
Année
|
PIB (MG)
|
Taux de croissance du PIB
|
Crédit secteur Privé
(MG)
|
Crédit secteur. public
(MG)
|
M2
|
|
1986
|
5,306.87
|
-0.50
|
1,293.32
|
2,739.10
|
2,866.47
|
|
1987
|
5,264.75
|
-0.79
|
1,402.16
|
2,887.73
|
3,190.76
|
|
1988
|
5,275.32
|
0.20
|
1,784.20
|
3,061.13
|
3,552.77
|
|
1989
|
5,333.99
|
1.11
|
1,945.15
|
3,354.85
|
4,057.34
|
|
1990
|
5,328.65
|
-0.10
|
2,173.72
|
2,897.91
|
4,477.59
|
|
1991
|
5,342.34
|
0.26
|
2,306.45
|
2,855.21
|
4,814.70
|
|
1992
|
4,637.94
|
-13.19
|
3,122.37
|
3,931.91
|
5,928.80
|
|
1993
|
4,525.05
|
-2.43
|
3,527.09
|
4,903.01
|
7,832.30
|
|
1994
|
4,150.48
|
-8.28
|
4,768.70
|
5,812.74
|
9,451.05
|
|
1995
|
4,334.00
|
4.42
|
5,643.28
|
4,956.45
|
11,384.14
|
|
1996
|
4,451.00
|
2.70
|
7,852.41
|
5,924.84
|
11,566.77
|
|
1997
|
4,511.00
|
1.35
|
9,103.72
|
5,247.52
|
12,869.13
|
|
1998
|
4,652.00
|
3.13
|
9,921.08
|
5,752.82
|
14,332.39
|
|
1999
|
4,755.00
|
2.21
|
13,613.03
|
7,416.85
|
16,350.89
|
|
2000
|
4,808.00
|
1.11
|
12,584.38
|
9,276.00
|
19,367.81
|
|
2001
|
4,759.92
|
-1.00
|
14,446.52
|
12,024.14
|
21,027.95
|
|
2002
|
4,745.64
|
-0.30
|
19,128.88
|
15,074.59
|
23,462.64
|
|
2003
|
4,764.62
|
0.40
|
21,001.93
|
18,415.54
|
30,345.39
|
|
2004
|
4,597.86
|
-3.50
|
25,470.09
|
20,939.64
|
34,508.80
|
|
2005
|
4,680.62
|
1.80
|
25,799.96
|
21,171.02
|
38,838.64
|
MG: Millions de Gourdes
(Source: BRH / IHSI)
N.B.
La série du PIB est calculée sur la base 75/76 et
le taux de croissance du PIB est calculé par l'auteur.
|
|
