Annexe 4: Résultats des tests de racine unitaire
sur les variables des modèles
. xtunitroot ips CPIB, trend lags(1) Im-Pesaran-Shin
unit-root test for CPIB
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Ho: All panels contain unit roots
|
Number of panels
|
=
|
18
|
|
Ha: Some panels are stationary
|
Number of periods
|
=
|
31
|
|
AR parameter: Panel-specific
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Asymptotics: T,N
|
->
|
Infinity
|
|
Panel means: Included
|
|
sequentially
|
|
Time trend: Included
|
|
|
|
ADF regressions: 1 lag
Statistic p-value
W-t-bar -9.6357 0.0000
. xtunitroot ips INF, trend lags(1) Im-Pesaran-Shin
unit-root test for INF
|
Ho: All panels contain unit roots
|
Number of panels
|
=
|
18
|
|
Ha: Some panels are stationary
|
Number of periods
|
=
|
31
|
|
AR parameter: Panel-specific
|
Asymptotics: T,N
|
->
|
Infinity
|
|
Panel means: Included
|
|
sequentially
|
|
Time trend: Included
|
|
|
|
ADF regressions: 1 lag
Statistic p-value
W-t-bar -6.2727 0.0000
. xtunitroot ips TDE, trend lags(1) Im-Pesaran-Shin
unit-root test for TDE
|
Ho: All panels contain unit roots
|
Number of panels
|
=
|
18
|
|
Ha: Some panels are stationary
|
Number of periods
|
=
|
31
|
|
AR parameter: Panel-specific
|
Asymptotics: T,N
|
->
|
Infinity
|
|
Panel means: Included
|
|
sequentially
|
|
Time trend: Included
|
|
|
|
ADF regressions: 1 lag
Statistic p-value
W-t-bar 1.2120 0.8873
. xtunitroot ips TCER, trend lags(1) Im-Pesaran-Shin
unit-root test for TCER
|
Ho: All panels contain unit roots
|
Number of panels
|
=
|
9
|
|
Ha: Some panels are stationary
|
Number of periods
|
=
|
31
|
|
AR parameter: Panel-specific
|
Asymptotics: T,N
|
->
|
Infinity
|
|
Panel means: Included
|
|
sequentially
|
|
Time trend: Included
|
|
|
|
ADF regressions: 1 lag
Statistic p-value
W-t-bar 0.8746 0.8091
Im-Pesaran-Shin unit-root test for CK
|
Ho: All panels contain unit roots
|
Number of panels
|
=
|
18
|
|
Ha: Some panels are stationary
|
Number of periods
|
=
|
30
|
|
AR parameter: Panel-specific
|
Asymptotics: T,N
|
->
|
Infinity
|
|
Panel means: Included
|
|
sequentially
|
|
Time trend: Included
|
|
|
|
ADF regressions: 1 lag
Statistic p-value
W-t-bar -5.7489 0.0000
. xtunitroot ips lnTG, trend lags(1) Im-Pesaran-Shin
unit-root test for lnTG
Ho: All panels contain unit roots Number of panels =
18
Ha: Some panels are stationary Avg. number of periods =
29.44
AR parameter: Panel-specific Asymptotics: T,N ->
Infinity
Panel means: Included sequentially
Time trend:
Included
ADF regressions: 1 lag
Statistic p-value
W-t-bar -2.3716 0.0089
. xtunitroot ips lnOC, trend lags(1) Im-Pesaran-Shin
unit-root test for lnOC
|
Ho: All panels contain unit roots
|
Number of panels
|
=
|
18
|
|
Ha: Some panels are stationary
|
Number of periods
|
=
|
31
|
|
AR parameter: Panel-specific
|
Asymptotics: T,N
|
->
|
Infinity
|
|
Panel means: Included
|
|
sequentially
|
|
Time trend: Included
|
|
|
|
ADF regressions: 1 lag
Statistic p-value
W-t-bar -1.6523 0.0492
. xtunitroot ips lnSTI, trend lags(1) Im-Pesaran-Shin
unit-root test for STI
Ho: All panels contain unit roots Number of panels =
18
Ha: Some panels are stationary Avg. number of periods =
28.06
AR parameter: Panel-specific Asymptotics: T,N ->
Infinity
Panel means: Included sequentially
Time trend:
Included
ADF regressions: 1 lag
Statistic p-value
W-t-bar -9.8194 0.0000
. xtunitroot ips lnIDE, trend lags(1) Im-Pesaran-Shin
unit-root test for lnIDE
Ho: All panels contain unit roots Number of panels =
18
Ha: Some panels are stationary Avg. number of periods =
27.50
AR parameter: Panel-specific Asymptotics: T,N ->
Infinity
Panel means: Included sequentially
Time trend:
Included
ADF regressions: 1 lag
Statistic p-value
W-t-bar -2.7727 0.0028
. xtunitroot ips ASP, trend lags(1) Im-Pesaran-Shin
unit-root test for ASP
Ho: All panels contain unit roots Number of panels =
18
Ha: Some panels are stationary Number of periods =
31
AR parameter: Panel-specific Asymptotics: T,N ->
Infinity
Panel means: Included sequentially
Time trend:
Included
ADF regressions: 1 lag
Statistic p-value
W-t-bar -6.1538 0.0000
. xtunitroot ips DFI, trend lags(1) Im-Pesaran-Shin
unit-root test for lnPFI
Ho: All panels contain unit roots Number of panels =
18
Ha: Some panels are stationary Avg. number of periods =
30.94
AR parameter: Panel-specific Asymptotics: T,N ->
Infinity
Panel means: Included sequentially
Time trend:
Included
ADF regressions: 1 lag
Statistic p-value
W-t-bar 2.2814 0.9887
. xtunitroot hadri H, trend (6 missing values
generated)
Hadri LM test for H
Ho: All panels are stationary Number of panels =
17
Ha: Some panels contain unit roots Number of periods =
6
Time trend: Included Asymptotics: T, N ->
Infinity
Heteroskedasticity: Not robust sequentially
LR variance: (not used)
Statistic p-value
z 3.3520 0.0004
. xtunitroot hadri FERT, trend Hadri LM test for
FERT
Ho: All panels are stationary Number of panels =
18
Ha: Some panels contain unit roots Number of periods =
6
Time trend: Included Asymptotics: T, N ->
Infinity
Heteroskedasticity: Not robust sequentially
LR variance: (not used)
Statistic p-value
z 3.9586 0.0000
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