II.1.Modèle sans variable dichotomique
Dependent Variable: DLPIB
Method: Least Squares
Date: 05/21/11 Time: 19:52
Sample (adjusted): 1972 2009
Included observations: 34 after adjustments
|
Variable
|
Coefficien
t
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
-0.413769
|
0.517538 -0.799495
|
0.4305
|
|
DLIDE 1
_
|
-0.001774
|
0.004637 -0.382475
|
0.7049
|
|
DLPIB_1
|
-0.214115
|
0.178360 -1.200464
|
0.2397
|
|
LPIB 1
_
|
0.016598
|
0.021388 0.776051
|
0.4440
|
|
LIDE_1
|
0.000260
|
0.006298 0.041277
|
0.9674
|
|
R-squared
|
0.096648
|
Mean dependent var
|
0.043626
|
|
Adjusted R-squared
|
-0.027952
|
S.D. dependent var
|
0.030333
|
|
S.E. of regression
|
0.030754
|
Akaike info criterion
|
-3.990559
|
|
Sum squared resid
|
0.027428
|
Schwarz criterion
|
-3.766094
|
|
Log likelihood
|
72.83950
|
F-statistic
|
0.775666
|
|
Durbin-Watson stat
|
2.142367
|
Prob(F-statistic)
|
0.550034
|
xxii
II.2.Modèle avec variables dichotomiques
~ D1
Dependent Variable: DLPIB
Method: Least Squares
Date: 05/21/11 Time: 19:53
Sample (adjusted): 1972 2009
Included observations: 34 after adjustments
|
Variable
|
Coefficien
t
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
0.095121
|
0.747654 0.127226
|
0.8997
|
|
DLIDE_1
|
-0.002519
|
0.004713 -0.534457
|
0.5972
|
|
DLPIB_1
|
-0.256683
|
0.184285 -1.392861
|
0.1746
|
|
LPIB 1
_
|
-0.002390
|
0.029379 -0.081364
|
0.9357
|
|
LIDE 1
_
|
0.001036
|
0.006363 0.162774
|
0.8719
|
|
D1
|
0.019575
|
0.020720 0.944747
|
0.3529
|
|
R-squared
|
0.124554
|
Mean dependent var
|
0.043626
|
|
Adjusted R-squared
|
-0.031775
|
S.D. dependent var
|
0.030333
|
|
S.E. of regression
|
0.030811
|
Akaike info criterion
|
-3.963115
|
|
Sum squared resid
|
0.026581
|
Schwarz criterion
|
-3.693757
|
|
Log likelihood
|
73.37295
|
F-statistic
|
0.796743
|
|
Durbin-Watson stat
|
2.221975
|
Prob(F-statistic)
|
0.561281
|
xxiii
~ D2
xxiv
Included observations: 34 after adjustments
|
Variable
|
Coefficien
t
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
-0.150997
|
0.724148 -0.208517
|
0.8363
|
|
DLIDE_1
|
-0.001494
|
0.004727 -0.315989
|
0.7544
|
|
DLPIB_1
|
-0.225255
|
0.181865 -1.238583
|
0.2258
|
|
LPIB 1
_
|
0.007151
|
0.028140 0.254136
|
0.8012
|
|
LIDE 1
_
|
5.69E-05
|
0.006390 0.008900
|
0.9930
|
|
D2
|
0.011600
|
0.022058 0.525866
|
0.6031
|
|
R-squared
|
0.105483
|
Mean dependent var
|
0.043626
|
|
Adjusted R-squared
|
-0.054253
|
S.D. dependent var
|
0.030333
|
|
S.E. of regression
|
0.031145
|
Akaike info criterion
|
-3.941563
|
|
Sum squared resid
|
0.027160
|
Schwarz criterion
|
-3.672206
|
|
Log likelihood
|
73.00658
|
F-statistic
|
0.660359
|
|
Durbin-Watson stat
|
2.127731
|
Prob(F-statistic)
|
0.656364
|
Dependent Variable: DLPIB
Method: Least Squares
Date: 05/21/11 Time: 19:54
Sample (adjusted): 1972 2009
Included observations: 34 after adjustments
|
Variable
|
Coefficiet
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
0.752386
|
0.557934 1.348521
|
0.1883
|
|
DLIDE_1
|
0.001671
|
0.004087 0.408862
|
0.6858
|
|
DLPIB_1
|
-0.359781
|
0.158183 -2.274453
|
0.0308
|
|
LPIB 1
_
|
-0.022315
|
0.021513 -1.037312
|
0.3085
|
|
LIDE 1
_
|
-0.006610
|
0.005742 -1.151228
|
0.2594
|
|
D3
|
0.067114
|
0.019587 3.426407
|
0.0019
|
|
R-squared
|
0.363521
|
Mean dependent var
|
0.043626
|
|
Adjusted R-squared
|
0.249864
|
S.D. dependent var
|
0.030333
|
|
S.E. of regression
|
0.026271
|
Akaike info criterion
|
-4.281896
|
|
Sum squared resid
|
0.019325
|
Schwarz criterion
|
-4.012538
|
|
Log likelihood
|
78.79223
|
F-statistic
|
3.198402
|
|
Durbin-Watson stat
|
2.510882
|
Prob(F-statistic)
|
0.020813
|
xxv
( D1 et D2
Dependent Variable: DLPIB
Method: Least Squares
Date: 05/21/11 Time: 19:54
Sample (adjusted): 1972 2009
Included observations: 34 after adjustments
|
Variable
|
Coefficien
t
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
0.462164
|
0.946371 0.488354
|
0.6292
|
|
DLIDE 1
_
|
-0.002236
|
0.004783 -0.467449
|
0.6439
|
|
DLPIB_1
|
-0.274012
|
0.188174 -1.456164
|
0.1569
|
|
LPIB 1
_
|
-0.015644
|
0.036123 -0.433072
|
0.6684
|
|
LIDE 1
_
|
0.000851
|
0.006437 0.132125
|
0.8959
|
|
D1
|
0.021223
|
0.021096 1.006056
|
0.3233
|
|
D2
|
0.014311
|
0.022217 0.644133
|
0.5249
|
|
R-squared
|
0.137804
|
Mean dependent var
|
0.043626
|
|
Adjusted R-squared
|
-0.053795
|
S.D. dependent var
|
0.030333
|
|
S.E. of regression
|
0.031138
|
Akaike info criterion
|
-3.919541
|
|
Sum squared resid
|
0.026178
|
Schwarz criterion
|
-3.605290
|
( D1 et D3
xxvi
Included observations: 34 after adjustments
|
Variable
|
Coefficien
t
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
0.586944
|
0.664156 0.883745
|
0.3846
|
|
DLIDE_1
|
0.002278
|
0.004337 0.525259
|
0.6037
|
|
DLPIB_1
|
-0.349347
|
0.161908 -2.157691
|
0.0400
|
|
LPIB_1
|
-0.015816
|
0.025741 -0.614449
|
0.5441
|
|
LIDE 1
_
|
-0.007475
|
0.006100 -1.225369
|
0.2310
|
|
D1
|
-0.009539
|
0.020053 -0.475678
|
0.6381
|
|
D3
|
0.071864
|
0.022232 3.232395
|
0.0032
|
|
R-squared
|
0.368810
|
Mean dependent var
|
0.043626
|
|
Adjusted R-squared
|
0.228546
|
S.D. dependent var
|
0.030333
|
|
S.E. of regression
|
0.026642
|
Akaike info criterion
|
-4.231418
|
|
Sum squared resid
|
0.019164
|
Schwarz criterion
|
-3.917167
|
|
Log likelihood
|
78.93410
|
F-statistic
|
2.629395
|
|
Durbin-Watson stat
|
2.507198
|
Prob(F-statistic)
|
0.038684
|
( D2 et D3
xxvii
Included observations: 34 after adjustments
|
Variable
|
Coefficien
t
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
0.558794
|
0.652727 0.856091
|
0.3995
|
|
DLIDE_1
|
0.001606
|
0.004137 0.388245
|
0.7009
|
|
DLPIB_1
|
-0.357758
|
0.160091 -2.234712
|
0.0339
|
|
LPIB_1
|
-0.015162
|
0.024907 -0.608740
|
0.5478
|
|
LIDE 1
_
|
-0.006844
|
0.005823 -1.175319
|
0.2501
|
|
D2
|
-0.011855
|
0.020063 -0.590852
|
0.5595
|
|
D3
|
0.071427
|
0.021121 3.381840
|
0.0022
|
|
R-squared
|
0.371645
|
Mean dependent var
|
0.043626
|
|
Adjusted R-squared
|
0.232011
|
S.D. dependent var
|
0.030333
|
|
S.E. of regression
|
0.026582
|
Akaike info criterion
|
-4.235919
|
|
Sum squared resid
|
0.019078
|
Schwarz criterion
|
-3.921669
|
|
Log likelihood
|
79.01063
|
F-statistic
|
2.661561
|
|
Durbin-Watson stat
|
2.571826
|
Prob(F-statistic)
|
0.036863
|
( D1, D2 et D3
Included observations: 34 after adjustments
|
Variable
|
Coefficien
t
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
0.215796
|
0.819126 0.263446
|
0.7943
|
|
DLIDE_1
|
0.002538
|
0.004380 0.579424
|
0.5673
|
|
DLPIB_1
|
-0.340413
|
0.163467 -2.082454
|
0.0473
|
|
LPIB_1
|
-0.001879
|
0.031422 -0.059786
|
0.9528
|
|
LIDE 1
_
|
-0.008309
|
0.006235 -1.332664
|
0.1942
|
|
D1
|
-0.015079
|
0.021395 -0.704822
|
0.4872
|
|
D2
|
-0.016843
|
0.021454 -0.785061
|
0.4395
|
|
D3
|
0.080752
|
0.025091 3.218310
|
0.0034
|
|
R-squared
|
0.383426
|
Mean dependent var
|
0.043626
|
|
Adjusted R-squared
|
0.217425
|
S.D. dependent var
|
0.030333
|
|
S.E. of regression
|
0.026833
|
Akaike info criterion
|
-4.196022
|
|
Sum squared resid
|
0.018721
|
Schwarz criterion
|
-3.836879
|
|
Log likelihood
|
79.33238
|
F-statistic
|
2.309786
|
|
Durbin-Watson stat
|
2.607202
|
Prob(F-statistic)
|
0.056752
|
| 
