L'analyse des déterminants de l'endettement extérieur public des pays en développement

ANNEXE 6: Histogramme et statistique du résidu de l'équation de long terme

ANNEXE 7: Estimation de l'équation de court terme

Dependent Variable: DLDTPIB
Method: Least Squares
Date: 05/04/05 Time: 10:14
Sample(adjusted): 1981 2004
Included observations: 24 after adjusting endpoints
Variable	Coefficient	Std. Error	t-Statistic	Prob.
DBFPIB	-0.072633	0.014302	-5.078597	0.0000
RO_1	-0.597182	0.205058	-2.912259	0.0083
C	0.021107	0.032866	0.642224	0.5277
R-squared	0.589256	Mean dependent var		0.016462
Adjusted R-squared	0.550137	S.D. dependent var		0.239929
S.E. of regression	0.160925	Akaike info criterion		-0.699288
Sum squared resid	0.543834	Schwarz criterion		-0.552032
Log likelihood	11.39146	F-statistic		15.06334
Durbin-Watson stat	1.884084	Prob(F-statistic)		0.000088

ANNEXE 8: Test Breusch Godfrey sur l'équation de court terme

Breusch-Godfrey Serial Correlation LM Test:
F-statistic	1.334401	Probability		0.286898
Obs*R-squared	2.955920	Probability		0.228103
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 05/04/05 Time: 10:15
Variable	Coefficient	Std. Error	t-Statistic	Prob.
DBFPIB	0.003661	0.014802	0.247347	0.8073
RO_1	0.044248	0.251938	0.175630	0.8624
C	0.004553	0.032554	0.139869	0.8902
RESID(-1)	-0.011140	0.295352	-0.037719	0.9703
RESID(-2)	-0.378748	0.232033	-1.632304	0.1191
R-squared	0.123163	Mean dependent var		0.000000
Adjusted R-squared	-0.061434	S.D. dependent var		0.153769
S.E. of regression	0.158422	Akaike info criterion		-0.664056
Sum squared resid	0.476853	Schwarz criterion		-0.418628
Log likelihood	12.96867	F-statistic		0.667200
Durbin-Watson stat	1.809955	Prob(F-statistic)		0.622584

ANNEXE 9: Test White sur l'équation de court terme

White Heteroskedasticity Test:
F-statistic	0.261061	Probability		0.899240
Obs*R-squared	1.250325	Probability		0.869745
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 05/04/05 Time: 10:15
Sample: 1981 2004
Included observations: 24
Variable	Coefficient	Std. Error	t-Statistic	Prob.
C	0.028871	0.010940	2.638941	0.0162
DBFPIB	0.000681	0.003471	0.196127	0.8466
DBFPIB^2	-0.000430	0.001094	-0.393313	0.6985
RO_1	0.013056	0.047467	0.275058	0.7862
RO_1^2	-0.149464	0.164464	-0.908794	0.3748
R-squared	0.052097	Mean dependent var		0.022660
Adjusted R-squared	-0.147462	S.D. dependent var		0.033785
S.E. of regression	0.036190	Akaike info criterion		-3.616992
Sum squared resid	0.024885	Schwarz criterion		-3.371564
Log likelihood	48.40391	F-statistic		0.261061
Durbin-Watson stat	2.219567	Prob(F-statistic)		0.899240