Annexe N°2/B : Test ADF sur la variable LOG(INV)
en niveau
Null Hypothesis: LOG(INV) has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=1)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic 0.012365 0.9530
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(LOG(INV)) Method: Least Squares
Date: 05/13/14 Time: 15:38
Sample (adjusted): 1981 2012
Included observations: 32 after adjustments
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
LOG(INV(-1))
|
0.000719
|
0.058150 0.012365
|
0.9902
|
|
C
|
0.051892
|
0.062959 0.824221
|
0.4163
|
|
R-squared
|
0.000005
|
Mean dependent var
|
0.051287
|
|
Adjusted R-squared
|
-0.033328
|
S.D. dependent var
|
0.220419
|
|
S.E. of regression
|
0.224062
|
Akaike info criterion
|
-0.093328
|
|
Sum squared resid
|
1.506111
|
Schwarz criterion
|
-0.001720
|
|
Log likelihood
|
3.493252
|
Hannan-Quinn criter.
|
-0.062963
|
|
F-statistic
|
0.000153
|
Durbin-Watson stat
|
2.366684
|
|
Prob(F-statistic)
|
0.990216
|
|
|
Source : Résultats d'estimation.
Réalisé par HONVOU Gbèdossin Fortuné
& HOUEKPOEHA Adébayo Georges 38
Analyse de la contribution du secteur des transports à
la croissance économique au Bénin
Annexe N°2/C : Test ADF sur la variable
LOG(EXPORT) en niveau
Null Hypothesis: LOG(EXPORT) has a unit root Exogenous:
Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=1)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -0.742466 0.8216
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(LOG(EXPORT)) Method: Least Squares
Date: 05/13/14 Time: 15:41
Sample (adjusted): 1981 2012
Included observations: 32 after adjustments
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
LOG(EXPORT(-1))
|
-0.062657
|
0.084390 -0.742466
|
0.4636
|
|
C
|
-0.009956
|
0.060681 -0.164067
|
0.8708
|
|
R-squared
|
0.018044
|
Mean dependent var
|
0.026133
|
|
Adjusted R-squared
|
-0.014688
|
S.D. dependent var
|
0.204005
|
|
S.E. of regression
|
0.205497
|
Akaike info criterion
|
-0.266306
|
|
Sum squared resid
|
1.266874
|
Schwarz criterion
|
-0.174698
|
|
Log likelihood
|
6.260900
|
Hannan-Quinn criter.
|
-0.235941
|
|
F-statistic
|
0.551256
|
Durbin-Watson stat
|
2.019408
|
|
Prob(F-statistic)
|
0.463579
|
|
|
Source : Résultats d'estimation.
Réalisé par HONVOU Gbèdossin Fortuné
& HOUEKPOEHA Adébayo Georges 39
Analyse de la contribution du secteur des transports à
la croissance économique au Bénin
ANNEXE N°3
Annexe N°3/A : Test ADF sur la variable LOG(PIB)
en différence première
Null Hypothesis: D(LOG(VATRA)) has a unit root Exogenous:
Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=1)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -4.220130 0.0025
Test critical values: 1% level -3.661661
5% level -2.960411
10% level -2.619160
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable:
D(LOG(VATRA),2) Method: Least Squares
Date: 05/13/14 Time: 15:56
Sample (adjusted): 1982 2012
Included observations: 31 after adjustments
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
D(LOG(VATRA(-1)))
|
-0.798946
|
0.189318 -4.220130
|
0.0002
|
|
C
|
0.058249
|
0.025977 2.242313
|
0.0328
|
|
R-squared
|
0.380468
|
Mean dependent var
|
0.012686
|
|
Adjusted R-squared
|
0.359104
|
S.D. dependent var
|
0.164325
|
|
S.E. of regression
|
0.131552
|
Akaike info criterion
|
-1.156493
|
|
Sum squared resid
|
0.501870
|
Schwarz criterion
|
-1.063977
|
|
Log likelihood
|
19.92564
|
Hannan-Quinn criter.
|
-1.126335
|
|
F-statistic
|
17.80950
|
Durbin-Watson stat
|
1.862851
|
|
Prob(F-statistic)
|
0.000219
|
|
|
Source : Résultats d'estimation.
Réalisé par HONVOU Gbèdossin Fortuné
& HOUEKPOEHA Adébayo Georges 40
Analyse de la contribution du secteur des transports à
la croissance économique au Bénin
| 
