I.1.Modèle sans variable dichotomique
Dependent Variable: DLIDE
Method: Least Squares
Date: 05/21/11 Time: 19:57
Sample (adjusted): 1975 2009
Included observations: 32 after adjustments
|
Variable
|
Coefficint
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
-75.60643
|
20.72947 -3.647293
|
0.0011
|
|
DLPIB_1
|
3.120157
|
7.361289 0.423860
|
0.6750
|
|
DLIDE_1
|
0.014618
|
0.180130 0.081152
|
0.9359
|
|
LIDE 1
_
|
-0.963329
|
0.245329 -3.926676
|
0.0005
|
|
LPIB_1
|
3.240897
|
0.851848 3.804551
|
0.0007
|
|
R-squared
|
0.490618
|
Mean dependent var
|
0.137241
|
|
Adjusted R-squared
|
0.415154
|
S.D. dependent var
|
1.559567
|
|
S.E. of regression
|
1.192683
|
Akaike info criterion
|
3.332888
|
|
Sum squared resid
|
38.40728
|
Schwarz criterion
|
3.561909
|
|
Log likelihood
|
-48.32621
|
F-statistic
|
6.501348
|
|
Durbin-Watson stat
|
1.917793
|
Prob(F-statistic)
|
0.000846
|
xvi
I.2. Modèle avec variables dichotomiques
v' D1
Dependent Variable: DLIDE
Method: Least Squares
Date: 05/21/11 Time: 19:57
Sample (adjusted): 1975 2009
Included observations: 32 after adjustments
|
Variable
|
Coefficien
t
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
-62.40484
|
30.37239 -2.054657
|
0.0501
|
|
DLPIB_1
|
2.055234
|
7.657690 0.268388
|
0.7905
|
|
DLIDE_1
|
-0.003231
|
0.184702 -0.017494
|
0.9862
|
|
LIDE 1
_
|
-0.942504
|
0.250689 -3.759654
|
0.0009
|
|
LPIB 1
_
|
2.748198
|
1.189577 2.310231
|
0.0291
|
|
D1
|
0.493605
|
0.821181 0.601091
|
0.5530
|
|
R-squared
|
0.497600
|
Mean dependent var
|
0.137241
|
|
Adjusted R-squared
|
0.400984
|
S.D. dependent var
|
1.559567
|
|
S.E. of regression
|
1.207045
|
Akaike info criterion
|
3.381587
|
|
Sum squared resid
|
37.88087
|
Schwarz criterion
|
3.656413
|
|
Log likelihood
|
-48.10540
|
F-statistic
|
5.150308
|
|
Durbin-Watson stat
|
1.926889
|
Prob(F-statistic)
|
0.002051
|
v' D2
xviii
Included observations: 32 after adjustments
|
Variable
|
Coefficien
t
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
-89.33027
|
30.06669 -2.971071
|
0.0063
|
|
DLPIB_1
|
3.842985
|
7.529791 0.510371
|
0.6141
|
|
DLIDE_1
|
-0.000751
|
0.183740 -0.004088
|
0.9968
|
|
LIDE 1
_
|
-0.957099
|
0.248269 -3.855083
|
0.0007
|
|
LPIB_1
|
3.735679
|
1.160127 3.220060
|
0.0034
|
|
D2
|
-0.565381
|
0.888001 -0.636689
|
0.5299
|
|
R-squared
|
0.498438
|
Mean dependent var
|
0.137241
|
|
Adjusted R-squared
|
0.401984
|
S.D. dependent var
|
1.559567
|
|
S.E. of regression
|
1.206037
|
Akaike info criterion
|
3.379917
|
|
Sum squared resid
|
37.81766
|
Schwarz criterion
|
3.654743
|
|
Log likelihood
|
-48.07868
|
F-statistic
|
5.167609
|
|
Durbin-Watson stat
|
1.908780
|
Prob(F-statistic)
|
0.002011
|
( D3
Dependent Variable: DLIDE
Method: Least Squares
Date: 05/21/11 Time: 19:58
Sample (adjusted): 1975 2009
Included observations: 32 after adjustments
|
Variable
|
Coefficien
t
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
-71.62383
|
27.23518 -2.629828
|
0.0142
|
|
DLPIB_1
|
2.612329
|
7.808775 0.334538
|
0.7407
|
|
DLIDE_1
|
0.026129
|
0.190005 0.137516
|
0.8917
|
|
LIDE 1
_
|
-0.984282
|
0.265666 -3.704959
|
0.0010
|
|
LPIB 1
_
|
3.106946
|
1.042760 2.979541
|
0.0062
|
|
D3
|
0.214488
|
0.927256 0.231315
|
0.8189
|
|
R-squared
|
0.491664
|
Mean dependent var
|
0.137241
|
|
Adjusted R-squared
|
0.393907
|
S.D. dependent var
|
1.559567
|
|
S.E. of regression
|
1.214154
|
Akaike info criterion
|
3.393332
|
|
Sum squared resid
|
38.32840
|
Schwarz criterion
|
3.668158
|
|
Log likelihood
|
-48.29332
|
F-statistic
|
5.029454
|
|
Durbin-Watson stat
|
1.916502
|
Prob(F-statistic)
|
0.002352
|
( D1 et D2
xix
Included observations: 32 after adjustments
|
Variable
|
Coefficien
t
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
-76.31620
|
40.27806 -1.894734
|
0.0698
|
|
DLPIB_1
|
2.844530
|
7.903313 0.359916
|
0.7219
|
|
DLIDE_1
|
-0.013813
|
0.188325 -0.073349
|
0.9421
|
|
LIDE 1
_
|
-0.940295
|
0.254231 -3.698583
|
0.0011
|
|
LPIB 1
_
|
3.252304
|
1.529644 2.126183
|
0.0435
|
|
D1
|
0.418026
|
0.844533 0.494978
|
0.6249
|
|
D2
|
-0.489831
|
0.914016 -0.535910
|
0.5968
|
|
R-squared
|
0.503306
|
Mean dependent var
|
0.137241
|
|
Adjusted R-squared
|
0.384099
|
S.D. dependent var
|
1.559567
|
|
S.E. of regression
|
1.223938
|
Akaike info criterion
|
3.432665
|
|
Sum squared resid
|
37.45064
|
Schwarz criterion
|
3.753295
|
|
Log likelihood
|
-47.92264
|
F-statistic
|
4.222126
|
|
Durbin-Watson stat
|
1.913825
|
Prob(F-statistic)
|
0.004555
|
xx
( D1 et D3
Dependent Variable: DLIDE
Method: Least Squares
Date: 05/21/11 Time: 19:59
Sample (adjusted): 1975 2009
Included observations: 32 after adjustments
|
Variable
|
Coefficien
t
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
-62.66674
|
32.14284 -1.949633
|
0.0625
|
|
DLPIB 1
_
|
2.104023
|
7.971528 0.263942
|
0.7940
|
|
DLIDE_1
|
-0.005382
|
0.201141 -0.026758
|
0.9789
|
|
LIDE 1
_
|
-0.938879
|
0.281956 -3.329874
|
0.0027
|
|
LPIB 1
_
|
2.755795
|
1.238449 2.225199
|
0.0353
|
|
D1
|
0.505892
|
0.929380 0.544333
|
0.5910
|
|
D3
|
-0.031803
|
1.043286 -0.030483
|
0.9759
|
|
R-squared
|
0.497618
|
Mean dependent var
|
0.137241
|
|
Adjusted R-squared
|
0.377047
|
S.D. dependent var
|
1.559567
|
|
S.E. of regression
|
1.230926
|
Akaike info criterion
|
3.444050
|
|
Sum squared resid
|
37.87946
|
Schwarz criterion
|
3.764680
|
|
Log likelihood
|
-48.10480
|
F-statistic
|
4.127158
|
|
Durbin-Watson stat
|
1.927544
|
Prob(F-statistic)
|
0.005150
|
( D1, D2 et D3
Included observations: 32 after adjustments
|
Variable
|
Coefficien t
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
-76.91562
|
41.16537 -1.868454
|
0.0740
|
|
DLPIB_1
|
2.612241
|
8.131677 0.321243
|
0.7508
|
|
DLIDE_1
|
0.001050
|
0.204245 0.005140
|
0.9959
|
|
LIDE 1
_
|
-0.968326
|
0.290552 -3.332707
|
0.0028
|
|
LPIB 1
_
|
3.288885
|
1.569079 2.096060
|
0.0468
|
|
D1
|
0.307169
|
1.005437 0.305508
|
0.7626
|
|
D2
|
-0.583314
|
1.029626 -0.566530
|
0.5763
|
|
D3
|
0.249606
|
1.168576 0.213598
|
0.8327
|
|
R-squared
|
0.504248
|
Mean dependent var
|
0.137241
|
|
Adjusted R-squared
|
0.359654
|
S.D. dependent var
|
1.559567
|
|
S.E. of regression
|
1.247991
|
Akaike info criterion
|
3.493266
|
|
Sum squared resid
|
37.37958
|
Schwarz criterion
|
3.859700
|
|
Log likelihood
|
-47.89225
|
F-statistic
|
3.487328
|
|
Durbin-Watson stat
|
1.908008
|
Prob(F-statistic)
|
0.010124
|
xxi
II.PIB comme variable dépendante
| 
