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Capital humain et croissance au Tchad

( Télécharger le fichier original )
par Ludé DJAM'ANGAI
Omar Bongo  - DEA/Master NPTCI 2010
  

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Annexe 1 : Résumé du test de rang de cointégration ( summary)

Date: 12/01/09 Time: 13:57

Sample: 1989 2010

Included observations: 20 Series: LNY LNE LNI LNS Lags interval: 1 to 1

Selected
(0.05 level*)
Number of
Cointegrati
ng
Relations
by Model

Data Trend: None None Linear Linear Quadratic

Test Type No Intercept Intercept Intercept Intercept Intercept

No Trend No Trend No Trend Trend Trend

Trace 1 1 1 1 1

Max-Eig 1 1 1 1 1

*Critical values based on MacKinnon-Haug-Michelis (1999)

Informatio n Criteria by Rank and Model

Data Trend: None None Linear Linear Quadratic

Rank or No Intercept Intercept Intercept Intercept Intercept

No. of Ces No Trend No Trend No Trend Trend Trend

Log
Likelihood
by Rank
(rows) and
Model
(columns)

0 29.64323 29.64323 35.51818 35.51818 37.52188

1 45.98090 50.31373 52.77434 53.35082 55.09263

2 51.24214 56.94744 57.93474 60.42514 61.89447

3 53.55864 61.54668 62.34828 65.42055 66.54951

4 54.21691 63.80742 63.80742 69.09793 69.09793

Akaike

Information Criteria by Rank (rows) and Model (columns)

0 -1.364323 -1.364323 -1.551818 -1.551818 -1.352188

1 -2.198090 -2.531373* -2.477434 -2.435082 -2.309263

2 -1.924214 -2.294744 -2.193474 -2.242514 -2.189447

3 -1.355864 -1.854668 -1.834828 -1.842055 -1.854951

4 -0.621691 -1.180742 -1.180742 -1.309793 -1.309793

Schwarz Criteria by Rank (rows) and Model (columns)

0 -0.567737 -0.567737 -0.556086 -0.556086 -0.157309

1 -1.003212 -1.286707* -1.083408 -0.991271 -0.716091

2 -0.331043 -0.601999 -0.401156 -0.350623 -0.197983

3 0.635600 0.286156 0.355783 0.497916 0.534807

4 1.768066 1.408162 1.408162 1.478257 1.478257

Annexe 2 : Test de cointégration de JOHANSEN(1988)

Date: 12/01/09 Time: 14:49

Sample (adjusted): 1991 2010

Included observations: 20 after adjustments Trend assumption: No deterministic trend Series: LNY LNE LNS LNI

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 *

0.804807

49.14736

40.17493

0.0049

At most 1

0.409109

16.47201

24.27596

0.3463

At most 2

0.206776

5.949531

12.32090

0.4422

At most 3

0.063707

1.316538

4.129906

0.2936

Trace test indicates 1 cointegrating eqn(s) 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 *

0.804807

32.67535

24.15921

0.0028

At most 1

0.409109

10.52248

17.79730

0.4317

At most 2

0.206776

4.632993

11.22480

0.5305

At most 3

0.063707

1.316538

4.129906

0.2936

Max-eigenvalue test indicates 1 cointegrating eqn(s) 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):

LNY

LNE

LNS

LNI

 

-0.756751

-0.974384

-1.122997

4.068863

 

1.362404

2.608039

-1.985947

-2.544138

 

0.396602

-0.751874

-0.460040

0.779755

 

0.127470

0.017530

1.546773

-3.196103

 

Unrestricted Adjustment Coefficients (alpha):

 
 
 
 
 
 

0.00524

D(LNY)

-0.059981

0.002444

-0.009733

6

 
 
 
 

0.02397

D(LNE)

-0.057222

-0.182853

0.097736

1

D(LNS) 0.011157

0.120405

0.075492

9

 
 
 

-

D(LNI) -0.081877

0.021231

0.008155

0.020760

1 Cointegrating Equation(s):

Log likelihood

45.98090

 

Normalized cointegrating coefficients (standard error in parentheses) LNY LNE LNS LNI

1.000000 1.287589 1.483972 -5.376753

(0.24839) (0.42862) (0.69060)

Adjustment coefficients (standard error in parentheses)

D(LNY) 0.045391

(0.00824)

D(LNE) 0.043303

(0.07252)

D(LNS) -0.008443

(0.05025)

D(LNI) 0.061961

(0.01936)

2 Cointegrating Equation(s): Log likelihood 51.24214

Normalized cointegrating coefficients (standard error in parentheses)

LNY

LNE

LNS

LNI

1.000000

0.000000

7.527728

-12.58691

 
 

(1.72208)

(2.81209)

0.000000

1.000000

-4.693855

5.599731

 
 

(1.11977)

(1.82854)

Adjustment coefficients (standard error in parentheses)

D(LNY)

0.048720

0.064818

 

(0.01694)

(0.03025)

D(LNE)

-0.205817

-0.421131

 

(0.12996)

(0.23216)

D(LNS)

0.155597

0.303150

 

(0.09145)

(0.16337)

D(LNI)

0.090887

0.135152

 

(0.03894)

(0.06956)

3 Cointegrating Equation(s): Log likelihood 53.55864

Normalized cointegrating coefficients (standard error in parentheses)

LNY

LNE

LNS

LNI

1.000000

0.000000

0.000000

-1.813445

 
 
 

(0.30769)

0.000000

1.000000

0.000000

-1.117975

 
 
 

(0.19224)

0.000000 0.000000 1.000000 -1.431170

(0.06348)

Adjustment coefficients (standard error in parentheses)

D(LNY)

0.044860

0.072136

0.066983

 

(0.01700)

(0.03049)

(0.02461)

D(LNE)

-0.167054

-0.494616

0.382433

 

(0.12781)

(0.22920)

(0.18497)

D(LNS)

0.185538

0.246389

-0.286377

 

(0.08901)

(0.15962)

(0.12882)

D(LNI)

0.094121

0.129021

0.046032

 

(0.04004)

(0.07180)

(0.05794)

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