Annexe II, Test de
Breusch-Godfrey
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Breusch-Godfrey Serial Correlation LM Test:
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F-statistic
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1.092597
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Probability
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0.339056
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Obs*R-squared
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2.381624
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Probability
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0.303974
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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: 09/21/08 Time: 12:19
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Presample missing value lagged residuals set to
zero.
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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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7.740204
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13.63891
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0.567509
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0.5716
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LM2HAITI
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0.021708
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0.222175
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0.097707
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0.9223
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LM2USA
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0.059733
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0.117888
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0.506692
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0.6134
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LPIBHAITI
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0.006667
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0.203312
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0.032793
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0.9739
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LPIBUS
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-1.67733
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2.947118
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-0.56914
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0.5705
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LIPCH
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0.004279
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0.007821
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0.547106
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0.5854
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LPIBHAITI^2
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-0.00237
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0.084561
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-0.02805
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0.9777
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LPIBUS^2
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0.095061
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0.165505
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0.574371
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0.5669
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LM2HAITI(-1)
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-0.38811
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0.614021
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-0.63208
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0.5287
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LTXCH(-1)
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-0.05793
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0.085308
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-0.67905
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0.4986
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RESID(-1)
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0.045619
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0.126293
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0.361218
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0.7186
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RESID(-2)
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0.165924
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0.112871
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1.470031
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0.1445
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R-squared
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0.020014
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Mean dependent var
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-2.94E-15
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Adjusted R-squared
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-0.08073
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S.D. dependent var
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0.013358
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S.E. of regression
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0.013886
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Akaike info criterion
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-5.62042
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Sum squared resid
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0.020633
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Schwarz criterion
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-5.34017
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Log likelihood
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346.415
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F-statistic
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0.198654
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Durbin-Watson stat
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2.02022
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Prob(F-statistic)
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0.997391
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Résultat E-Views
Annexe III, Test
d'Hétéroscédasticité
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White Heteroskedasticity Test:
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F-statistic
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1.336137
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Probability
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0.194622
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Obs*R-squared
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19.38365
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Probability
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0.196872
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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: 09/21/08 Time: 12:38
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Sample: 1996M02 2005M12
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Included observations: 119
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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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0.288443
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0.494114
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0.583758
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0.5607
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LM2HAITI
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-1.14404
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0.629682
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-1.81685
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0.0721
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LM2HAITI^2
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0.302875
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0.166127
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1.82315
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0.0712
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LM2USA
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0.15312
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0.114025
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1.342871
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0.1823
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LM2USA^2
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-0.00907
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0.006657
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-1.36178
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0.1762
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LPIBHAITI
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0.003827
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0.041891
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0.091349
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0.9274
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LPIBHAITI^2
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-0.00212
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0.0263
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-0.08074
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0.9358
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LPIBUS
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-0.28236
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0.180478
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-1.5645
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0.1208
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LPIBUS^2
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0.015538
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0.009847
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1.577962
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0.1176
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LIPCH
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-0.00031
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0.00092
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-0.33837
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0.7358
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LIPCH^2
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7.15E-05
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0.000161
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0.444217
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0.6578
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(LPIBHAITI^2)^2
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0.000133
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0.003006
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0.044127
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0.9649
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LM2HAITI(-1)
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1.524998
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0.658078
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2.317351
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0.0225
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LM2HAITI(-1)^2
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-0.40571
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0.173702
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-2.33569
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0.0214
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LTXCH(-1)
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-0.00305
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0.004262
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-0.71471
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0.4764
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LTXCH(-1)^2
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0.000332
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0.000599
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0.554546
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0.5804
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R-squared
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0.162888
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Mean dependent var
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0.000177
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Adjusted R-squared
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0.040978
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S.D. dependent var
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0.000258
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S.E. of regression
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0.000252
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Akaike info criterion
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-13.6079
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Sum squared resid
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6.55E-06
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Schwarz criterion
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-13.2343
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Log likelihood
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825.6722
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F-statistic
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1.336137
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Durbin-Watson stat
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2.427346
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Prob(F-statistic)
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0.194622
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Résultat E-Views
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