Annexe N° 5 Test d'heteroscedasticitéWhite
Heteroskedasticity Test:
F-statistic 0.883401 Probability 0.599217
Obs*R-squared 16.21132 Probability
0.577802
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 10/22/08 Time: 18:25
Sample: 1 162
Included observations: 162
Variable Coefficient Std. Error t-Statistic
Prob.
C -0.320485 2.300441 -0.139314 0.8894
TYPE -1.529802 1.073560 -1.424980 0.1563
TYPE^2 0.147197 0.362914 0.405596 0.6856
TYPE*(LOG(REVP)) 0.108931 0.142650 0.763624
0.4463
TYPE*EXPI 0.038156 0.038554 0.989666 0.3240
TYPE*EDUP 0.377656 0.281316 1.342461 0.1816
TYPE*EDUCIN 0.090220 0.112565 0.801492 0.4242
LOG(REVP) 0.249093 0.506302 0.491985 0.6235
(LOG(REVP))^2 0.013485 0.027634 0.487973
0.6263
(LOG(REVP))*EXPI -0.003893 0.018515 -0.210259
0.8338
(LOG(REVP))*EDUP -0.181217 0.175570 -1.032165
0.3037
(LOG(REVP))*EDUCI -0.065033 0.069251 -0.939082
0.3493
N
EXPI 0.084770 0.133624 0.634391 0.5268
EXPI^2 -0.002170 0.003573 -0.607307 0.5446
EXPI*EDUP -0.061910 0.027994 -2.211561 0.0286
EXPI*EDUCIN -0.003747 0.013235 -0.283157
0.7775
EDUP 0.231249 1.082800 0.213566 0.8312
EDUP*EDUCIN 0.175339 0.125364 1.398633 0.1641
EDUCIN 0.137213 0.398366 0.344439 0.7310
R-squared 0.100070 Mean dependent var
0.501164
Adjusted R-squared -0.013208 S.D. dependent var
0.623233
S.E. of regression 0.627335 Akaike info criterion
2.015145
Sum squared resid 56.27757 Schwarz criterion
2.377270
Log likelihood -144.2267 F-statistic 0.883401
Durbin-Watson stat 1.966921 Prob(F-statistic)
0.599217
Annexe 6 : Test de Normalité
Series: Residuals Sample 1 162
Observations 162
Mean -3.90E-15
Median -0.006532
Maximum 1.751931
Minimum -1.532074
Std. Dev. 0.710124
Skewness 0.172021
Kurtosis 2.536924
Jarque-Bera 2.246433
Probability 0.325232
12 10 8 6 4 2
0
-1.5 -1.0 -0.5 0.0 0.5 1.0 1.5
Annexe 7 Données brutes
N° TYPE REVP EDUP EXPI REVIND
EDUCIN
|
1
|
0
|
250
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1
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2
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350
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5
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2
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0
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300
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1
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3
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500
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5
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3
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1
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150
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1
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1
|
100
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5
|
|
4
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1
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200
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1
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1
|
300
|
5
|
|
5
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0
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150
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1
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1
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150
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3
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6
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0
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200
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1
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1
|
650
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3
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|
7
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1
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300
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1
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4
|
1500
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5
|
|
8
|
1
|
400
|
1
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4
|
2000
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5
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|
9
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1
|
350
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1
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1
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250
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3
|
|
10
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1
|
450
|
1
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1
|
850
|
3
|
|
11
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1
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150
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0
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2
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100
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3
|
|
12
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1
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200
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0
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2
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350
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3
|
|
13
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0
|
100
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0
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1
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250
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5
|
|
14
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0
|
100
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0
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1
|
900
|
3
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|
15
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1
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750
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1
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1
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600
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5
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16
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0
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850
|
1
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1
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700
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5
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17
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1
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100
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0
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12
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250
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5
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18
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1
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100
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0
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10
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300
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5
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19
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1
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250
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1
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2
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250
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5
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20
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0
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270
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1
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4
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300
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5
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21
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0
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150
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1
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1
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100
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5
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22
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0
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200
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1
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1
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650
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5
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23
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1
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1000
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1
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4
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300
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5
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24
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1
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1500
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1
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4
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850
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5
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|
25
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0
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150
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1
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2
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100
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3
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26
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0
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200
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1
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2
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500
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3
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27
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1
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250
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1
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2
|
100
|
5
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28
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1
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300
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1
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2
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650
|
5
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29
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1
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100
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1
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10
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200
|
3
|
|
30
|
1
|
100
|
1
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10
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250
|
3
|
|
31
|
1
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100
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0
|
13
|
100
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3
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|
32
|
1
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100
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0
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13
|
500
|
3
|
|
33
|
1
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150
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1
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10
|
250
|
5
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34
|
1
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200
|
1
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10
|
700
|
5
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|
35
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0
|
350
|
1
|
6
|
600
|
5
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|
36
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0
|
500
|
1
|
5
|
650
|
5
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|
37
|
1
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350
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1
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2
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350
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5
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|
38
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0
|
500
|
1
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2
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500
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5
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39
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1
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150
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1
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1
|
400
|
3
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40
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1
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200
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1
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1
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450
|
3
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41
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1
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100
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1
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10
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100
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3
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42
|
1
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100
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1
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10
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200
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3
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43
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0
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100
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0
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3
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200
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3
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44
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0
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100
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0
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3
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150
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3
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45
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1
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250
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1
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1
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100
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3
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46
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1
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300
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1
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1
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100
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3
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47
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1
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100
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1
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15
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750
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3
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48
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1
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100
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1
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15
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850
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3
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49
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1
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150
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0
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4
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250
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5
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50
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1
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200
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0
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4
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300
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5
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51
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1
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350
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1
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1
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300
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5
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52
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1
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1200
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1
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4
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700
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3
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53
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1
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500
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1
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15
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500
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3
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54
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1
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300
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1
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2
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500
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5
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55
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1
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500
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1
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13
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600
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3
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56
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1
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200
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0
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15
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1500
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3
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57
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1
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100
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1
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3
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700
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5
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58
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1
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250
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1
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2
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600
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5
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59
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1
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200
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0
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15
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800
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5
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60
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1
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700
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1
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1
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250
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5
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61
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1
|
800
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0
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3
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800
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5
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62
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1
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700
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1
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2
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400
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5
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63
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1
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100
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0
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12
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400
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3
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64
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1
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700
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1
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2
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600
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5
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65
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1
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500
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1
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2
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100
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3
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66
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1
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200
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0
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3
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100
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3
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67
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1
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150
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1
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1
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100
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5
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68
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0
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100
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1
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5
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200
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5
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69
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1
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100
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1
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4
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300
|
5
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70
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1
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100
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0
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4
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150
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5
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71
|
1
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100
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1
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15
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200
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3
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72
|
1
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100
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1
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8
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200
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5
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73
|
1
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100
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1
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3
|
1500
|
5
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|
74
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1
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400
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1
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7
|
850
|
3
|
|
75
|
0
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100
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1
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1
|
300
|
5
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|
76
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0
|
100
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1
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3
|
650
|
5
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|
77
|
0
|
750
|
1
|
2
|
700
|
5
|
|
78
|
1
|
100
|
1
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2
|
700
|
5
|
|
79
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0
|
400
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1
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2
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500
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5
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|
80
|
0
|
800
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0
|
2
|
500
|
5
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|
81
|
1
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850
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1
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4
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200
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5
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|
82
|
1
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200
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1
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13
|
500
|
3
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83
|
1
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200
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0
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7
|
700
|
5
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|
84
|
1
|
500
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0
|
15
|
1000
|
3
|
|
85
|
0
|
1500
|
1
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5
|
350
|
3
|
|
86
|
1
|
200
|
1
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1
|
300
|
3
|
|
87
|
1
|
1800
|
1
|
2
|
350
|
3
|
|
88
|
0
|
1000
|
1
|
2
|
300
|
5
|
|
89
|
0
|
80
|
1
|
1
|
300
|
3
|
|
90
|
0
|
1700
|
1
|
6
|
500
|
5
|
|
91
|
1
|
250
|
0
|
8
|
450
|
3
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|
92
|
0
|
1
|
1
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1
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500
|
5
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|
93
|
0
|
150
|
1
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2
|
200
|
3
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|
94
|
0
|
200
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0
|
13
|
1500
|
3
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|
95
|
1
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450
|
1
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1
|
300
|
3
|
|
96
|
0
|
500
|
1
|
10
|
700
|
5
|
|
97
|
0
|
500
|
1
|
3
|
500
|
3
|
|
98
|
0
|
100
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0
|
10
|
100
|
5
|
|
99
|
0
|
250
|
0
|
12
|
300
|
5
|
|
100
|
1
|
900
|
1
|
10
|
1500
|
3
|
|
101
|
1
|
100
|
1
|
8
|
170
|
5
|
|
102
|
1
|
100
|
1
|
14
|
300
|
5
|
|
103
|
1
|
300
|
1
|
15
|
400
|
5
|
|
104
|
1
|
200
|
0
|
15
|
100
|
5
|
|
105
|
1
|
100
|
1
|
6
|
180
|
3
|
|
106
|
1
|
100
|
0
|
2
|
100
|
3
|
|
107
|
1
|
200
|
1
|
2
|
300
|
3
|
|
108
|
0
|
470
|
1
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5
|
100
|
3
|
|
109
|
1
|
450
|
1
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1
|
180
|
5
|
|
110
|
1
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200
|
0
|
2
|
200
|
5
|
|
111
|
1
|
100
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0
|
3
|
250
|
5
|
|
112
|
1
|
70
|
1
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1
|
200
|
5
|
|
113
|
1
|
1800
|
1
|
2
|
170
|
5
|
|
114
|
1
|
280
|
1
|
2
|
180
|
3
|
|
115
|
1
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200
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0
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1
|
100
|
5
|
|
116
|
0
|
250
|
1
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3
|
150
|
3
|
|
117
|
1
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100
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1
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5
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100
|
3
|
|
118
|
1
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170
|
1
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1
|
350
|
5
|
|
119
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0
|
470
|
1
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6
|
600
|
5
|
|
120
|
1
|
500
|
1
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2
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180
|
5
|
|
121
|
2
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100
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1
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4
|
100
|
3
|
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122
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0
|
500
|
1
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1
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100
|
5
|
|
123
|
1
|
650
|
1
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2
|
350
|
5
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|
124
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0
|
1000
|
1
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1
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100
|
5
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|
125
|
1
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200
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0
|
6
|
200
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3
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126
|
1
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200
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0
|
4
|
150
|
3
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127
|
1
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200
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1
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1
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300
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5
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|
128
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0
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500
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1
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1
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200
|
3
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129
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1
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300
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0
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1
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250
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3
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|
130
|
1
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100
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0
|
1
|
180
|
5
|
|
131
|
1
|
1700
|
1
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12
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250
|
3
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132
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1
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200
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1
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4
|
300
|
5
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|
133
|
1
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100
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1
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4
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200
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3
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|
134
|
1
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870
|
1
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4
|
100
|
3
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|
135
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0
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200
|
1
|
8
|
250
|
3
|
|
136
|
1
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350
|
1
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2
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200
|
5
|
|
137
|
1
|
100
|
1
|
3
|
100
|
3
|
|
138
|
0
|
500
|
1
|
3
|
300
|
5
|
|
139
|
0
|
500
|
1
|
1
|
100
|
5
|
|
140
|
0
|
200
|
0
|
1
|
100
|
5
|
|
141
|
1
|
900
|
1
|
7
|
150
|
5
|
|
142
|
1
|
500
|
0
|
4
|
1500
|
3
|
|
143
|
0
|
1300
|
1
|
1
|
650
|
3
|
|
144
|
0
|
200
|
0
|
4
|
200
|
5
|
|
145
|
1
|
250
|
1
|
2
|
500
|
3
|
|
146
|
1
|
150
|
1
|
10
|
650
|
3
|
|
147
|
0
|
950
|
1
|
1
|
650
|
5
|
|
148
|
1
|
100
|
1
|
7
|
850
|
3
|
|
149
|
1
|
80
|
1
|
5
|
350
|
5
|
|
150
|
0
|
850
|
0
|
4
|
500
|
5
|
|
151
|
0
|
500
|
0
|
5
|
350
|
5
|
|
152
|
0
|
650
|
1
|
2
|
350
|
5
|
|
153
|
0
|
700
|
1
|
3
|
480
|
5
|
|
154
|
0
|
350
|
1
|
1
|
150
|
3
|
|
155
|
0
|
500
|
1
|
1
|
850
|
3
|
|
156
|
1
|
250
|
1
|
1
|
150
|
3
|
|
157
|
1
|
300
|
0
|
1
|
200
|
3
|
|
158
|
0
|
300
|
1
|
3
|
150
|
3
|
|
159
|
0
|
500
|
1
|
5
|
180
|
3
|
|
160
|
0
|
100
|
1
|
2
|
500
|
3
|
|
161
|
0
|
100
|
1
|
3
|
300
|
5
|
|
162
|
1
|
580
|
1
|
5
|
870
|
5
|
|