ANNEXE VIII ESTIMATION DU
MODÈLE A COURT TERME
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Dependent Variable: D(LNY)
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Method: Least Squares
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Date: 03/16/08 Time: 00:21
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Sample(adjusted): 1978 2005
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Included observations: 28 after adjusting endpoints
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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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0.027810
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0.017763
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1.565620
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0.1311
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RESIDUAL(-1)
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-0.252314
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0.085876
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-2.938120
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0.0074
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D(LNK)
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0.317457
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0.072475
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4.380213
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0.0002
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D(LNG)
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0.148378
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0.047947
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3.094647
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0.0051
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D( )
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12.82634
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6.362900
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2.015801
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0.0556
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R-squared
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0.630647
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Mean dependent var
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0.030043
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Adjusted R-squared
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0.566412
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S.D. dependent var
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0.142682
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S.E. of regression
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0.093953
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Akaike info criterion
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-1.731619
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Sum squared resid
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0.203023
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Schwarz criterion
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-1.493726
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Log likelihood
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29.24267
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F-statistic
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9.817776
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Durbin-Watson stat
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1.856095
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Prob(F-statistic)
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0.000088
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ANNEXE IX : ESTIMATION DE LA RELATION DE COURT TERME
Tableau VII-1 Résultat de la
régression
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Dependent Variable: D(LNY)
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Method: Least Squares
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Date: 03/16/08 Time: 00:21
|
|
Sample(adjusted): 1978 2005
|
|
Included observations: 28 after adjusting endpoints
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
C
|
0.027810
|
0.017763
|
1.565620
|
0.1311
|
|
RESIDUAL(-1)
|
-0.252314
|
0.085876
|
-2.938120
|
0.0074
|
|
D(LNK)
|
0.317457
|
0.072475
|
4.380213
|
0.0002
|
|
D(LNG)
|
0.148378
|
0.047947
|
3.094647
|
0.0051
|
|
D( )
|
12.82634
|
6.362900
|
2.015801
|
0.0556
|
|
R-squared
|
0.630647
|
Mean dependent var
|
0.030043
|
|
Adjusted R-squared
|
0.566412
|
S.D. dependent var
|
0.142682
|
|
S.E. of regression
|
0.093953
|
Akaike info criterion
|
-1.731619
|
|
Sum squared resid
|
0.203023
|
Schwarz criterion
|
-1.493726
|
|
Log likelihood
|
29.24267
|
F-statistic
|
9.817776
|
|
Durbin-Watson stat
|
1.856095
|
Prob(F-statistic)
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0.000088
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ANNEXE X TESTS SUR LES RÉSIDUS
VIII-1 test de normalité
VIII-2 test d'autocorrelation
ANNEXE XI TEST DE STABILITÉ GLOBALE DU
MODÈLE
 
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