ANNEXES
Tableau : valeurs des IDE et PIB de 1970 à
2008
|
ANNEE
|
PIB
|
IDE
|
|
1970
|
5,7572E+11
|
400000
|
|
1971
|
5,8386E+11
|
1000000
|
|
1972
|
5,9736E+11
|
-700000
|
|
1973
|
6,0004E+11
|
4400000
|
|
1974
|
6,4976E+11
|
2667168,89
|
|
1975
|
6,6925E+11
|
298628,78
|
|
1976
|
7,2637E+11
|
2050633,97
|
|
1977
|
7,2906E+11
|
4969885,86
|
|
1978
|
7,6265E+11
|
1156628,5
|
|
1979
|
7,906E+11
|
1494911,35
|
|
1980
|
7,969E+11
|
23665,3281
|
|
1981
|
8,3081E+11
|
2432548,73
|
|
1982
|
9,1025E+11
|
1947619,67
|
|
1983
|
9,134E+11
|
1981283,89
|
|
1984
|
8,9715E+11
|
1672934,77
|
|
1985
|
9,7357E+11
|
-1426781,31
|
|
1986
|
1,051E+12
|
3138843,4
|
|
1987
|
1,0485E+12
|
1330952,87
|
|
1988
|
1,1093E+12
|
3709943,29
|
|
1989
|
1,1332E+12
|
5673833,57
|
|
1990
|
1,1263E+12
|
460000
|
|
1991
|
1,2285E+12
|
570000
|
|
1992
|
1,2313E+12
|
3113052,15
|
|
1993
|
1,274E+12
|
3178381,36
|
|
1994
|
1,2907E+12
|
18371592,5
|
|
1995
|
1,3645E+12
|
9816727,7
|
|
1996
|
1,5148E+12
|
16225134,5
|
|
1997
|
1,6105E+12
|
9765809,05
|
|
1998
|
1,7282E+12
|
4407138,21
|
|
1999
|
1,8561E+12
|
7925950,83
|
|
2000
|
1,8904E+12
|
23219874,9
|
|
2001
|
2,0161E+12
|
8831732,49
|
|
2002
|
2,1108E+12
|
15026083,7
|
|
2003
|
2,2806E+12
|
29122505,2
|
|
2004
|
2,3863E+12
|
14348315,8
|
|
2005
|
2,538E+12
|
34151834,8
|
|
2006
|
2,6777E+12
|
33594063,8
|
|
2007
|
2,774E+12
|
343535023
|
|
2008
|
2,9127E+12
|
137093641
|
Source : Base de données de la Banque
Mondiale, 2010
DETERMINATION DU RETARD OPTIMAL
VAR Lag Order Selection Criteria Endogenous variables: LPIB
LIDE Exogenous variables: C
Date: 05/13/11 Time: 08:22
Sample: 1970 2009
Included observations: 28
|
Lag
|
LogL
|
LR
|
FPE
|
AIC
|
SC
|
HQ
|
|
0
|
-60.90187
|
NA
|
0.306449
|
4.492991
|
4.588148
|
4.522081
|
|
1
|
16.09556
|
137.4954*
|
0.001670*
|
-0.721111*
|
-0.435639*
|
-0.633839*
|
|
2
|
16.67357
|
0.949602
|
0.002145
|
-0.476684
|
-0.000897
|
-0.331231
|
|
3
|
18.68172
|
3.012223
|
0.002507
|
-0.334409
|
0.331693
|
-0.130775
|
|
4
|
20.80356
|
2.879641
|
0.002942
|
-0.200255
|
0.656163
|
0.061561
|
* indicates lag order selected by the criterion
LR: sequential modified LR test statistic (each test at 5%
level)
FPE: Final prediction error
AIC: Akaike information criterion
SC: Schwarz information
criterion
RESULTATS DES TESTS ADF
" IDE
Null Hypothesis: LIDE has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=9)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -4.751905 0.0028
Test critical values: 1% level -4.243644
5% level -3.544284
10% level -3.204699
*MacKinnon (1996) one-sided p-values.
" PIB
xiv
Null Hypothesis: D(LPIB) has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic based on SIC, MAXLAG=9)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -7.096044 0.0000
Test critical values: 1% level -3.615588
5% level -2.941145
10% level -2.609066
*MacKinnon (1996) one-sided p-values.
RESULTATS DES TESTS DE PHILLIPS PERRON
" IDE
Null Hypothesis: LIDE has a unit root
Exogenous: Constant, Linear Trend
Bandwidth: 2 (Newey-West using Bartlett kernel)
Adj. t-Stat Prob.*
Phillips-Perron test statistic -4.728658 0.0029
Test critical values: 1% level -4.243644
5% level -3.544284
10% level -3.204699
*MacKinnon (1996) one-sided p-values.
" PIB
Null Hypothesis: D(LPIB) has a unit root
Exogenous: Constant
Bandwidth: 1 (Newey-West using Bartlett kernel)
Adj. t-Stat Prob.*
Phillips-Perron test statistic -7.116145 0.0000
Test critical values: 1% level -3.615588
5% level -2.941145
10% level -2.609066
*MacKinnon (1996) one-sided p-values.
TEST DE CO-INTEGRATION DE JOHANSEN
Unrestricted Cointegration Rank Test (Trace)
|
Hypothesized
|
|
Trace
|
0.05
|
|
|
No. of CE(s)
|
Eigenvalue
|
Statistic
|
Critical Value
|
Prob.**
|
|
None *
|
0.475263
|
22.95663
|
12.32090
|
0.0006
|
|
At most 1
|
0.069968
|
2.321162
|
4.129906
|
0.1506
|
Trace test indicates 1 cointegrating eqn(s) at the 0.05 level *
denotes rejection of the hypothesis at the 0.05 level **MacKinnon-Haug-Michelis
(1999) p-values
TESTS DE CAUSALITE AU SENS DE GRANGER
Pairwise Granger Causality Tests
Lags: 1
Null Hypothesis: Obs F-Statistic Probability
LIDE does not Granger Cause LPIB 35 0.01209 0.91314
LPIB does not Granger Cause LIDE 18.4377 0.00015
ESTIMATION DU MODELE A CORRECTION D'ERREUR
I.IDE comme variable dépendante
| 
