Annexe N°3/B : Test ADF sur la variable LOG(VTRA)
en différence première
Null Hypothesis: D(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 -6.646264 0.0000
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(INV),2) Method: Least Squares
Date: 05/13/14 Time: 16:01 Sample (adjusted): 1982 2012
Included observations: 31 after adjustments
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
D(LOG(INV(-1)))
|
-1.195829
|
0.179925 -6.646264
|
0.0000
|
|
C
|
0.067765
|
0.040752 1.662875
|
0.1071
|
|
R-squared
|
0.603678
|
Mean dependent var
|
0.004456
|
|
Adjusted R-squared
|
0.590012
|
S.D. dependent var
|
0.344543
|
|
S.E. of regression
|
0.220612
|
Akaike info criterion
|
-0.122481
|
|
Sum squared resid
|
1.411420
|
Schwarz criterion
|
-0.029966
|
|
Log likelihood
|
3.898463
|
Hannan-Quinn criter.
|
-0.092324
|
|
F-statistic
|
44.17282
|
Durbin-Watson stat
|
1.966267
|
|
Prob(F-statistic)
|
0.000000
|
|
|
Source : Résultats d'estimation.
Réalisé par HONVOU Gbèdossin Fortuné
& HOUEKPOEHA Adébayo Georges 41
Analyse de la contribution du secteur des transports à
la croissance économique au Bénin
Annexe N°3/C : Test ADF sur la variable
LOG(EXPORT) en différence première
Null Hypothesis: D(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 -5.867541 0.0000
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(EXPORT),2) Method: Least Squares
Date: 05/13/14 Time: 16:07
Sample (adjusted): 1982 2012
Included observations: 31 after adjustments
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
D(LOG(EXPORT(-1)))
|
-1.080278
|
0.184111 -5.867541
|
0.0000
|
|
C
|
0.034058
|
0.037393 0.910804
|
0.3699
|
|
R-squared
|
0.542789
|
Mean dependent var
|
0.011270
|
|
Adjusted R-squared
|
0.527023
|
S.D. dependent var
|
0.301092
|
|
S.E. of regression
|
0.207071
|
Akaike info criterion
|
-0.249167
|
|
Sum squared resid
|
1.243476
|
Schwarz criterion
|
-0.156652
|
|
Log likelihood
|
5.862091
|
Hannan-Quinn criter.
|
-0.219010
|
|
F-statistic
|
34.42803
|
Durbin-Watson stat
|
2.027103
|
|
Prob(F-statistic)
|
0.000002
|
|
|
Source : Résultats d'estimation.
Réalisé par HONVOU Gbèdossin Fortuné
& HOUEKPOEHA Adébayo Georges 42
Analyse de la contribution du secteur des transports à
la croissance économique au Bénin
ANNEXE N°4 : Test de Johansen
Date: 05/13/14 Time: 16:12
Sample (adjusted): 1982 2012
Included observations: 31 after adjustments Trend assumption: No
deterministic trend Series: LOG(VATRA) LOG(INV) LOG(EXPORT) Lags interval (in
first differences): 1 to 1
Unrestricted Cointegration Rank Test (Trace)
|
Hypothesized
|
|
Trace
|
0.05
|
|
|
No. of CE(s)
|
Eigenvalue
|
Statistic
|
Critical Value
|
Prob.**
|
|
None
|
0.433154
|
23.95052
|
24.27596
|
0.0549
|
|
At most 1
|
0.181939
|
6.352831
|
12.32090
|
0.3943
|
|
At most 2
|
0.004103
|
0.127470
|
4.129906
|
0.7686
|
Trace test indicates no cointegration at the 0.05 level *
denotes rejection of the hypothesis at the 0.05 level **MacKinnon-Haug-Michelis
(1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
|
Hypothesized
|
|
Max-Eigen
|
0.05
|
|
|
No. of CE(s)
|
Eigenvalue
|
Statistic
|
Critical Value
|
Prob.**
|
|
None
|
0.433154
|
17.59769
|
17.79730
|
0.0535
|
|
At most 1
|
0.181939
|
6.225361
|
11.22480
|
0.3248
|
|
At most 2
|
0.004103
|
0.127470
|
4.129906
|
0.7686
|
Max-eigenvalue test indicates no cointegration at the 0.05 level
* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegrating Coefficients (normalized by
b'*S11*b=I):
LOG(VATRA) LOG(INV) LOG(EXPORT)
|
-0.625879
|
-4.595891
|
8.577400
|
|
-1.525613
|
1.789614
|
0.187037
|
|
-0.827224
|
2.062652
|
0.110643
|
Unrestricted Adjustment Coefficients (alpha):
|
D(LOG(VATRA))
|
-0.012426
|
0.046610
|
-0.004602
|
|
D(LOG(INV))
|
0.065758
|
0.029428
|
-0.010262
|
|
D(LOG(EXPORT
|
|
|
|
|
))
|
-0.061613
|
0.002410
|
-0.010039
|
|
1 Cointegrating Equation(s):
|
Log likelihood
|
56.58881
|
Source : Résultats d'estimation.
Réalisé par HONVOU Gbèdossin Fortuné
& HOUEKPOEHA Adébayo Georges 43
Analyse de la contribution du secteur des transports à
la croissance économique au Bénin
ANNEXE N°5 : Estimation par les
Moindres Carrés Ordinaires des coefficients du
modèle
Dependent Variable: LOG(VATRA) Method: Least Squares Date:
05/13/14 Time: 15:15 Sample: 1980 2012
Included observations: 33
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
-0.955059
|
0.052944 -18.03906
|
0.0000
|
|
LOG(INV)
|
0.770319
|
0.136858 5.628586
|
0.0000
|
|
LOG(EXPORT)
|
0.211579
|
0.218362 0.968938
|
0.3403
|
|
R-squared
|
0.924672
|
Mean dependent var
|
-1.689736
|
|
Adjusted R-squared
|
0.919650
|
S.D. dependent var
|
0.669470
|
|
S.E. of regression
|
0.189769
|
Akaike info criterion
|
-0.399513
|
|
Sum squared resid
|
1.080366
|
Schwarz criterion
|
-0.263467
|
|
Log likelihood
|
9.591960
|
Hannan-Quinn criter.
|
-0.353737
|
|
F-statistic
|
184.1283
|
Durbin-Watson stat
|
0.551029
|
|
Prob(F-statistic)
|
0.000000
|
|
|
Source : Résultats d'estimation.
Analyse de la contribution du secteur des transports à
la croissance économique au Bénin
| 
