Déterminants de l'exclusion bancaire au Cameroun

ANNEXES

v Tests de racine unitaire sur les variables socioéconomiques

Null Hypothesis: D(ALPH) has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=8)
			t-Statistic	Prob.*
Augmented Dickey-Fuller test statistic			-5.960384	0.0000
Test critical values:	1% level		-3.653730
	5% level		-2.957110
	10% level		-2.617434
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(ALPH,2)
Method: Least Squares
Date: 10/06/14 Time: 12:05
Sample (adjusted): 1982 2013
Included observations: 32 after adjustments
Variable	Coefficient	Std. Error	t-Statistic	Prob.
D(ALPH(-1))	-1.079417	0.181099	-5.960384	0.0000
C	0.010693	0.002582	4.141462	0.0003
R-squared	0.542168	Mean dependent var		0.000181
Adjusted R-squared	0.526907	S.D. dependent var		0.015509
S.E. of regression	0.010668	Akaike info criterion		-6.182753
Sum squared resid	0.003414	Schwarz criterion		-6.091145
Log likelihood	100.9241	Hannan-Quinn criter.		-6.152388
F-statistic	35.52618	Durbin-Watson stat		2.023124
Prob(F-statistic)	0.000002
Null Hypothesis: D(CHG) has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=8)
			t-Statistic	Prob.*
Augmented Dickey-Fuller test statistic			-7.156842	0.0000
Test critical values:	1% level		-3.653730
	5% level		-2.957110
	10% level		-2.617434
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(CHG,2)
Method: Least Squares
Date: 10/06/14 Time: 12:05
Sample (adjusted): 1982 2013
Included observations: 32 after adjustments
Variable	Coefficient	Std. Error	t-Statistic	Prob.
D(CHG(-1))	-1.215452	0.169831	-7.156842	0.0000
C	-0.001057	0.001643	-0.643335	0.5249
R-squared	0.630635	Mean dependent var		0.000728
Adjusted R-squared	0.618322	S.D. dependent var		0.014871
S.E. of regression	0.009187	Akaike info criterion		-6.481569
Sum squared resid	0.002532	Schwarz criterion		-6.389961
Log likelihood	105.7051	Hannan-Quinn criter.		-6.451204
F-statistic	51.22038	Durbin-Watson stat		1.859692
Prob(F-statistic)	0.000000

Null Hypothesis: D(PRIX) has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=8)
			t-Statistic	Prob.*
Augmented Dickey-Fuller test statistic			-6.987067	0.0000
Test critical values:	1% level		-3.653730
	5% level		-2.957110
	10% level		-2.617434
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(PRIX,2)
Method: Least Squares
Date: 10/06/14 Time: 12:06
Sample (adjusted): 1982 2013
Included observations: 32 after adjustments
Variable	Coefficient	Std. Error	t-Statistic	Prob.
D(PRIX(-1))	-1.243065	0.177909	-6.987067	0.0000
C	-0.002829	0.008687	-0.325661	0.7469
R-squared	0.619382	Mean dependent var		-0.000187
Adjusted R-squared	0.606694	S.D. dependent var		0.078283
S.E. of regression	0.049094	Akaike info criterion		-3.129680
Sum squared resid	0.072308	Schwarz criterion		-3.038072
Log likelihood	52.07488	Hannan-Quinn criter.		-3.099315
F-statistic	48.81910	Durbin-Watson stat		1.961833

Null Hypothesis: D(PIB_HBT) has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=8)
			t-Statistic	Prob.*
Augmented Dickey-Fuller test statistic			-4.960790	0.0003
Test critical values:	1% level		-3.653730
	5% level		-2.957110
	10% level		-2.617434
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(PIB_HBT,2)
Method: Least Squares
Date: 10/06/14 Time: 12:07
Sample (adjusted): 1982 2013
Included observations: 32 after adjustments
Variable	Coefficient	Std. Error	t-Statistic	Prob.
D(PIB_HBT(-1))	-0.901872	0.181800	-4.960790	0.0000
C	4426.970	10148.44	0.436222	0.6658
R-squared	0.450644	Mean dependent var		46.40625
Adjusted R-squared	0.432333	S.D. dependent var		75906.16
S.E. of regression	57190.52	Akaike info criterion		24.80663
Sum squared resid	9.81E+10	Schwarz criterion		24.89823
Log likelihood	-394.9060	Hannan-Quinn criter.		24.83699
F-statistic	24.60943	Durbin-Watson stat		1.925350
Prob(F-statistic)	0.000026

Null Hypothesis: D(PIB) has a unit root
Exogenous: Constant
Lag Length: 8 (Automatic - based on SIC, maxlag=8)
			t-Statistic	Prob.*
Augmented Dickey-Fuller test statistic			-5.448959	0.0002
Test critical values:	1% level		-3.737853
	5% level		-2.991878
	10% level		-2.635542
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(PIB,2)
Method: Least Squares
Date: 10/06/14 Time: 12:08
Sample (adjusted): 1990 2013
Included observations: 24 after adjustments
Variable	Coefficient	Std. Error	t-Statistic	Prob.
D(PIB(-1))	-1.729315	0.317366	-5.448959	0.0001
D(PIB(-1),2)	0.537662	0.254601	2.111780	0.0532
D(PIB(-2),2)	0.507211	0.180556	2.809158	0.0139
D(PIB(-3),2)	0.604630	0.162583	3.718900	0.0023
D(PIB(-4),2)	0.656024	0.154878	4.235763	0.0008
D(PIB(-5),2)	0.548492	0.144524	3.795158	0.0020
D(PIB(-6),2)	0.644172	0.123377	5.221166	0.0001
D(PIB(-7),2)	0.492598	0.096026	5.129839	0.0002
D(PIB(-8),2)	0.240118	0.058340	4.115812	0.0010
C	0.003018	0.002274	1.327240	0.2057
R-squared	0.932633	Mean dependent var		-0.002208
Adjusted R-squared	0.889326	S.D. dependent var		0.030309
S.E. of regression	0.010083	Akaike info criterion		-6.061587
Sum squared resid	0.001423	Schwarz criterion		-5.570731
Log likelihood	82.73904	Hannan-Quinn criter.		-5.931363
F-statistic	21.53531	Durbin-Watson stat		1.758101
Prob(F-statistic)	0.000001