ANNEXES
TSONGO MULWAHALI Patient, Mémoire :
Création des entreprises et chômage en R.D.C : Vérification
empirique de la loi d'OKUN. De 2000 à 2014
TSONGO MULWAHALI Patient, Mémoire :
Création des entreprises et chômage en R.D.C : Vérification
empirique de la loi d'OKUN. De 2000 à 2014
~ 96 ~
Tableau N°01 : Test d ADF sur le taux de
chômage
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ADF Test Statistic
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-3.872209
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1% Critical Value*
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-4.1366
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5% Critical Value
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-3.1483
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10% Critical Value
|
-2.7180
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*MacKinnon critical values for rejection of hypothesis of a unit
root.
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(TXCHOM,2)
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Method: Least Squares
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Date: 06/10/16 Time: 13:10
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Sample(adjusted): 2003 2014
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Included observations: 12 after adjusting endpoints
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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D(TXCHOM(-1))
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-1.737111
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0.448610
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-3.872209
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0.0038
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D(TXCHOM(-1),2)
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0.300323
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0.228292
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1.315519
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0.2209
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C
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0.132398
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2.973533
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0.044526
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0.9655
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R-squared
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0.759465
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Mean dependent var
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-2.133333
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Adjusted R-squared
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0.706012
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S.D. dependent var
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18.80248
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S.E. of regression
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10.19482
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Akaike info criterion
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7.693955
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Sum squared resid
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935.4098
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Schwarz criterion
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7.815182
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Log likelihood
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-43.16373
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F-statistic
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14.20827
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Durbin-Watson stat
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2.049946
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Prob(F-statistic)
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0.001642
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Tableau N°02 : Test d'ADF sur le taux de
change
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ADF Test Statistic
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-24.01950
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1% Critical Value*
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-4.0681
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5% Critical Value
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-3.1222
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10% Critical Value
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-2.7042
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*MacKinnon critical values for rejection of hypothesis of a unit
root.
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(TXCHANGE)
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Method: Least Squares
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Date: 06/10/16 Time: 14:02
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Sample(adjusted): 2002 2014
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Included observations: 13 after adjusting endpoints
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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TXCHANGE(-1)
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-0.952208
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0.039643
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-24.01950
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0.0000
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D(TXCHANGE(-1))
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0.023779
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0.030478
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0.780185
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0.4534
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C
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9.011656
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4.415835
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2.040759
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0.0686
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R-squared
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0.990974
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Mean dependent var
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-40.20692
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Adjusted R-squared
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0.989169
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S.D. dependent var
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139.7456
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S.E. of regression
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14.54386
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Akaike info criterion
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8.391390
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Sum squared resid
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2115.240
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Schwarz criterion
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8.521763
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Log likelihood
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-51.54403
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F-statistic
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548.9463
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Durbin-Watson stat
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1.945209
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Prob(F-statistic)
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0.000000
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TSONGO MULWAHALI Patient, Mémoire :
Création des entreprises et chômage en R.D.C : Vérification
empirique de la loi d'OKUN. De 2000 à 2014
~ 97 ~
Tableau N° 03: Test d'ADF sur le taux
d'inflation
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ADF Test Statistic
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-
5.320633
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1% Critical Value*
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-4.1366
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5% Critical Value
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-3.1483
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10% Critical Value
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-2.7180
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*MacKinnon critical values for rejection of hypothesis of a unit
root.
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(TXINFL,2)
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Method: Least Squares
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Date: 06/10/16 Time: 14:40
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Sample(adjusted): 2003 2014
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Included observations: 12 after adjusting endpoints
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Variable
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Coefficie
nt
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Std. Error
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t-Statistic
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Prob.
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D(TXINFL(-1))
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-
2.296774
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0.431673
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-5.320633
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0.0005
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D(TXINFL(-1),2)
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0.630668
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0.255767
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2.465785
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0.0358
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C
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2.563681
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29.14994
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0.087948
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0.9318
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R-squared
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0.821005
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Mean dependent var
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5.375000
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Adjusted R-squared
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0.781228
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S.D. dependent var
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215.4862
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S.E. of regression
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100.7894
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Akaike info criterion
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12.27626
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Sum squared resid
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91426.60
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Schwarz criterion
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12.39749
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Log likelihood
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-
70.65757
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F-statistic
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20.64036
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Durbin-Watson stat
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1.896873
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Prob(F-statistic)
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0.000434
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Tableau N°04 : Test d'ADF sur la croissance du
PIB
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ADF Test Statistic
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-3.841272
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1% Critical
Value*
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-4.0681
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5% Critical Value
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-3.1222
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10% Critical Value
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-2.7042
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*MacKinnon critical values for rejection of hypothesis of a unit
root.
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(TXPIB)
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Method: Least Squares
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Date: 06/10/16 Time: 14:43
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Sample(adjusted): 2002 2014
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Included observations: 13 after adjusting endpoints
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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TXPIB(-1)
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-0.675839
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0.175941
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-3.841272
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0.0033
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D(TXPIB(-1))
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-0.064107
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0.188995
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-0.339200
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0.7415
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C
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4.765837
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1.162813
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4.098542
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0.0021
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R-squared
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0.604403
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Mean dependent var
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0.900000
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Adjusted R-squared
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0.525284
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S.D. dependent var
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2.395134
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S.E. of regression
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1.650239
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Akaike info criterion
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4.038892
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Sum squared resid
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27.23290
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Schwarz criterion
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4.169265
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Log likelihood
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-23.25280
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F-statistic
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7.639124
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Durbin-Watson stat
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1.887265
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Prob(F-statistic)
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0.009689
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~ 98 ~
Tableau N° 05: test d'estimation des
variables
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Dependent Variable: TXCHOM
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Method: Least Squares
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Date: 06/19/16 Time: 10:01
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Sample(adjusted): 2000 2013
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Included observations: 14 after adjusting endpoints
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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C
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-5.126922
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4.418222
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-1.160404
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0.2728
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TXINFL
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0.069403
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0.031286
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2.218343
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0.0508
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TXPIB
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0.608108
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0.684938
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0.887830
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0.3955
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TXCHOM(1)
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-0.270104
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0.295069
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-0.915393
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0.3815
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R-squared
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0.357065
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Mean dependent var
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-1.800000
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Adjusted R-squared
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0.164184
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S.D. dependent var
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10.33285
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S.E. of regression
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9.446595
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Akaike info criterion
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7.564142
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Sum squared resid
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892.3816
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Schwarz criterion
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7.746730
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Log likelihood
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-48.94900
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F-statistic
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1.851220
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Durbin-Watson stat
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2.439136
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Prob(F-statistic)
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0.201736
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Test de Multi colinéarité de
Klein
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1
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0.0721635726603
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0.0721635726603
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1
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Series: Residuals Sample 2000 2014 Observations 15
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Mean
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-3.55E-16
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Median
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2.144516
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Maximum
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11.28783
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Minimum
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-18.70255
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Std. Dev.
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8.462662
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Skewness
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-1.151296
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Kurtosis
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3.555395
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Jarque-Bera
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3.506499
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Probability
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0.173210
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5 4 3 2 1 0
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-20 -15 -10 -5 0 5 10 15
TSONGO MULWAHALI Patient, Mémoire :
Création des entreprises et chômage en R.D.C : Vérification
empirique de la loi d'OKUN. De 2000 à 2014
TSONGO MULWAHALI Patient, Mémoire :
Création des entreprises et chômage en R.D.C : Vérification
empirique de la loi d'OKUN. De 2000 à 2014
~ 99 ~
Tableau N°06 : Test de White
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White Heteroskedasticity Test:
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F-statistic
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0.468975
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Probability
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0.757652
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Obs*R-squared
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2.369379
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Probability
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0.668168
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Test Equation:
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Dependent Variable: RESID^2
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Method: Least Squares
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Date: 06/19/16 Time: 09:51
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Sample: 2000 2014
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Included observations: 15
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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C
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145.2212
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82.65529
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1.756950
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0.1094
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TXINFL
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-0.019645
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0.567609
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-0.034609
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0.9731
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TXINFL^2
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-0.001361
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0.005720
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-0.238018
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0.8167
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TXPIB
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-6.008733
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9.129881
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-0.658139
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0.5253
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TXPIB^2
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-0.920225
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1.719365
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-0.535212
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0.6042
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R-squared
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0.157959
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Mean dependent var
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66.84220
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Adjusted R-squared
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-0.178858
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S.D. dependent var
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110.6016
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S.E. of regression
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120.0859
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Akaike info criterion
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12.67549
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Sum squared resid
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144206.3
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Schwarz criterion
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12.91151
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Log likelihood
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-90.06620
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F-statistic
|
0.468975
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Durbin-Watson stat
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2.132590
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Prob(F-statistic)
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0.757652
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Test de stabilité de CUSUM CARRE
2004 2005 2006 2007 2008 2009 2010 2011 2012 2013
CUSUM of Squares 5% Significance
TSONGO MULWAHALI Patient, Mémoire :
Création des entreprises et chômage en R.D.C : Vérification
empirique de la loi d'OKUN. De 2000 à 2014
ru 100 ru
Tableau N° 07: test de RAMSEY
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Ramsey RESET Test:
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F-statistic
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0.801009
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Probability
|
0.394098
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Log likelihood ratio
|
1.193651
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Probability
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0.274594
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Test Equation:
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Dependent Variable: TXCHOM
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Method: Least Squares
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Date: 06/19/16 Time: 09:53
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Sample: 2000 2013
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Included observations: 14
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Variable
|
Coefficient
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Std. Error
|
t-Statistic
|
Prob.
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C
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-0.970307
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6.441011
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-0.150645
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0.8836
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TXINFL
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0.071305
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0.031673
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2.251284
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0.0509
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TXPIB
|
0.373965
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0.739667
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0.505586
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0.6253
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TXCHOM(1)
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-0.117501
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0.343376
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-0.342194
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0.7401
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FITTED^2
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-0.068714
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0.076776
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-0.894991
|
0.3941
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R-squared
|
0.409610
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Mean dependent var
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-1.800000
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Adjusted R-squared
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0.147214
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S.D. dependent var
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10.33285
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S.E. of regression
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9.542011
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Akaike info criterion
|
7.621739
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Sum squared resid
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819.4498
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Schwarz criterion
|
7.849973
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Log likelihood
|
-48.35217
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F-statistic
|
1.561039
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Durbin-Watson stat
|
2.611329
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Prob(F-statistic)
|
0.265424
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Breusch-Godfrey Serial Correlation LM Test:
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F-statistic
|
0.679208
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Probability
|
0.431158
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Obs*R-squared
|
0.982407
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Probability
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0.321605
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Test Equation:
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Dependent Variable: RESID
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Method: Least Squares
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Date: 06/19/16 Time: 09:54
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Presample missing value lagged residuals set to zero.
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Variable
|
Coefficient
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Std. Error
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t-Statistic
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Prob.
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|
C
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0.229145
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4.499439
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0.050927
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0.9605
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TXINFL
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0.009726
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0.033919
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0.286744
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0.7808
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TXPIB
|
-0.030751
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0.697194
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-0.044107
|
0.9658
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TXCHOM(1)
|
-0.009795
|
0.300155
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-0.032635
|
0.9747
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RESID(-1)
|
-0.285643
|
0.346595
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-0.824141
|
0.4312
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R-squared
|
0.070172
|
Mean dependent var
|
5.71E-16
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Adjusted R-squared
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-0.343085
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S.D. dependent var
|
8.285212
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S.E. of regression
|
9.601860
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Akaike info criterion
|
7.634244
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Sum squared resid
|
829.7615
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Schwarz criterion
|
7.862479
|
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Log likelihood
|
-48.43971
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F-statistic
|
0.169802
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Durbin-Watson stat
|
2.068817
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Prob(F-statistic)
|
0.948404
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ru 101 ru
| 
