Annexe
3 Différents tests sur le modèle 1 dans le court terme
Test de Jarque Bera
|
Breusch-Godfrey Serial Correlation LM Test:
|
|
F-statistic
|
0.999390
|
Probability
|
0.384948
|
|
Obs*R-squared
|
2.694151
|
Probability
|
0.259999
|
|
ARCH Test:
|
|
F-statistic
|
0.234895
|
Probability
|
0.631688
|
|
Obs*R-squared
|
0.249580
|
Probability
|
0.617371
|
|
White Heteroskedasticity Test:
|
|
F-statistic
|
0.450281
|
Probability
|
0.929615
|
|
Obs*R-squared
|
8.761777
|
Probability
|
0.846002
|
|
Chow Breakpoint Test: 1999
|
|
F-statistic
|
1.571947
|
Probability
|
0.214337
|
|
Log likelihood ratio
|
18.87529
|
Probability
|
0.015541
|
|
Chow Forecast Test: Forecast from 1999 to 2012
|
|
F-statistic
|
1.189099
|
Probability
|
0.407426
|
|
Log likelihood ratio
|
32.46373
|
Probability
|
0.003440
|
|
Ramsey RESET Test:
|
|
F-statistic
|
0.808899
|
Probability
|
0.458748
|
|
Log likelihood ratio
|
2.300656
|
Probability
|
0.316533
|
Test de Cusum
Annexe
4 Différents tests sur le modèle 2 dans le long terme
Test de Jarque Berra
|
Breusch-Godfrey Serial Correlation LM Test:
|
|
F-statistic
|
0.440701
|
Probability
|
0.648304
|
|
Obs*R-squared
|
1.082021
|
Probability
|
0.582160
|
|
ARCH Test:
|
|
F-statistic
|
0.033972
|
Probability
|
0.855006
|
|
Obs*R-squared
|
0.036196
|
Probability
|
0.849111
|
|
White Heteroskedasticity Test:
|
|
F-statistic
|
0.883680
|
Probability
|
0.544206
|
|
Obs*R-squared
|
7.508716
|
Probability
|
0.482867
|
|
Chow Breakpoint Test: 1999
|
|
F-statistic
|
1.232929
|
Probability
|
0.325932
|
|
Log likelihood ratio
|
7.836282
|
Probability
|
0.165492
|
|
Chow Forecast Test: Forecast from 1999 to 2012
|
|
F-statistic
|
0.757527
|
Probability
|
0.694811
|
|
Log likelihood ratio
|
18.60895
|
Probability
|
0.180436
|
|
Ramsey RESET Test:
|
|
F-statistic
|
1.402532
|
Probability
|
0.246621
|
|
Log likelihood ratio
|
1.671167
|
Probability
|
0.196102
|
Test de stabilité de Cusum pour le modèle 2 dans le
long terme
Source : l'auteur à partir de l'analyse de
données sur evwies 4
Annexe 5 Différents tests
sur le modèle 2 dans le court terme
Test de jarque Bera
|
Breusch-Godfrey Serial Correlation LM Test:
|
|
F-statistic
|
0.122721
|
Probability
|
0.885061
|
|
Obs*R-squared
|
0.323944
|
Probability
|
0.850465
|
|
ARCH Test:
|
|
F-statistic
|
0.158180
|
Probability
|
0.693750
|
|
Obs*R-squared
|
0.168172
|
Probability
|
0.681741
|
|
White Heteroskedasticity Test:
|
|
F-statistic
|
0.328906
|
Probability
|
0.963337
|
|
Obs*R-squared
|
4.333223
|
Probability
|
0.931065
|
|
Chow Breakpoint Test: 1999
|
|
F-statistic
|
0.744814
|
Probability
|
0.620340
|
|
Log likelihood ratio
|
6.453440
|
Probability
|
0.374355
|
|
Chow Forecast Test: Forecast from 2000 to 2012
|
|
F-statistic
|
1.464053
|
Probability
|
0.250737
|
|
Log likelihood ratio
|
28.85784
|
Probability
|
0.006857
|
|
Ramsey RESET Test:
|
|
F-statistic
|
0.460182
|
Probability
|
0.636623
|
|
Log likelihood ratio
|
1.204208
|
Probability
|
0.547658
|
Test de stabilité de Cusum
| 
