Annexe 4 : la
stationnarité de la variable SENT
|
Null Hypothesis: SENT has a unit root
|
|
|
Exogenous: Constant
|
|
|
|
Lag Length: 0 (Automatic - based on SIC, maxlag=18)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
t-Statistic
|
Prob.*
|
|
|
|
|
|
|
|
|
|
|
|
Augmented Dickey-Fuller test statistic
|
-23.63276
|
0.0000
|
|
Test critical values:
|
1% level
|
|
-3.442722
|
|
|
5% level
|
|
-2.866889
|
|
|
10% level
|
|
-2.569680
|
|
|
|
|
|
|
|
|
|
|
|
|
*MacKinnon (1996) one-sided p-values.
|
|
Annexe 5 : la
stationnarité de la variable DSENT
|
Null Hypothesis: DSENT has a unit root
|
|
|
Exogenous: Constant
|
|
|
|
Lag Length: 5 (Automatic - based on SIC, maxlag=18)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
t-Statistic
|
Prob.*
|
|
|
|
|
|
|
|
|
|
|
|
Augmented Dickey-Fuller test statistic
|
-17.40181
|
0.0000
|
|
Test critical values:
|
1% level
|
|
-3.442845
|
|
|
5% level
|
|
-2.866943
|
|
|
10% level
|
|
-2.569709
|
|
|
|
|
|
|
|
|
|
|
|
|
*MacKinnon (1996) one-sided p-values.
|
|
|
|
|
|
|
Annexe 6 : la
stationnarité de la variable DT_DSENT2 (  )
|
Null Hypothesis: DT_DSENT2 has a unit root
|
|
|
Exogenous: Constant
|
|
|
|
Lag Length: 0 (Automatic - based on SIC, maxlag=18)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
t-Statistic
|
Prob.*
|
|
|
|
|
|
|
|
|
|
|
|
Augmented Dickey-Fuller test statistic
|
-17.81805
|
0.0000
|
|
Test critical values:
|
1% level
|
|
-3.442722
|
|
|
5% level
|
|
-2.866889
|
|
|
10% level
|
|
-2.569680
|
|
|
|
|
|
|
|
|
|
|
|
|
*MacKinnon (1996) one-sided p-values.
|
|
Annexe 7 : la
stationnarité de la variable DT1_DSENT2 (  )
|
Null Hypothesis: DT1_DSENT2 has a unit root
|
|
|
Exogenous: Constant
|
|
|
|
Lag Length: 0 (Automatic - based on SIC, maxlag=18)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
t-Statistic
|
Prob.*
|
|
|
|
|
|
|
|
|
|
|
|
Augmented Dickey-Fuller test statistic
|
-23.44092
|
0.0000
|
|
Test critical values:
|
1% level
|
|
-3.442722
|
|
|
5% level
|
|
-2.866889
|
|
|
10% level
|
|
-2.569680
|
|
|
|
|
|
|
|
|
|
|
|
|
*MacKinnon (1996) one-sided p-values.
|
|
Annexe 8 : la
stationnarité da la variable ARMS
|
Null Hypothesis: ARMS has a unit root
|
|
|
Exogenous: Constant
|
|
|
|
Lag Length: 0 (Automatic - based on SIC, maxlag=18)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
t-Statistic
|
Prob.*
|
|
|
|
|
|
|
|
|
|
|
|
Augmented Dickey-Fuller test statistic
|
-18.38002
|
0.0000
|
|
Test critical values:
|
1% level
|
|
-3.442722
|
|
|
5% level
|
|
-2.866889
|
|
|
10% level
|
|
-2.569680
|
|
|
|
|
|
|
|
|
|
|
|
|
*MacKinnon (1996) one-sided p-values.
|
|
|
|
|
|
|
Annexe 9 : la
stationnarité de la variable DARMS
|
Null Hypothesis: DARMS has a unit root
|
|
|
Exogenous: Constant
|
|
|
|
Lag Length: 0 (Automatic - based on SIC, maxlag=18)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
t-Statistic
|
Prob.*
|
|
|
|
|
|
|
|
|
|
|
|
Augmented Dickey-Fuller test statistic
|
-23.87586
|
0.0000
|
|
Test critical values:
|
1% level
|
|
-3.442845
|
|
|
5% level
|
|
-2.866943
|
|
|
10% level
|
|
-2.569709
|
|
|
|
|
|
|
|
|
|
|
|
|
*MacKinnon (1996) one-sided p-values.
|
|
|
|
