ANNEXES
NB : Les différents tableaux
présentés en annexe sont issus de notre propre estimation
à l'aide du logiciel Eviews (version 3.1)
Annexe 1
TEST DE STATIONNARITE A NIVEAU
LPIB
|
ADF Test Statistic
|
-2.636764
|
1% Critical Value*
|
-4.2949
|
|
|
5% Critical Value
|
-3.5670
|
|
|
10% Critical Value
|
-3.2169
|
|
*MacKinnon critical values for rejection of hypothesis of a unit
root.
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Augmented Dickey-Fuller Test Equation
|
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Dependent Variable: D(LPIB)
|
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Method: Least Squares
|
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Date: 04/25/05 Time: 15:42
|
|
Sample(adjusted): 1974 2003
|
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Included observations: 30 after adjusting endpoints
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
LPIB(-1)
|
-0.523323
|
0.198472
|
-2.636764
|
0.0139
|
|
D(LPIB(-1))
|
-0.050417
|
0.190861
|
-0.264157
|
0.7937
|
|
C
|
20.06051
|
7.552891
|
2.656004
|
0.0133
|
|
@TREND(1972)
|
-0.101988
|
0.057013
|
-1.788869
|
0.0853
|
|
R-squared
|
0.293775
|
Mean dependent var
|
-0.071401
|
|
Adjusted R-squared
|
0.212288
|
S.D. dependent var
|
2.610886
|
|
S.E. of regression
|
2.317244
|
Akaike info criterion
|
4.642200
|
|
Sum squared resid
|
139.6101
|
Schwarz criterion
|
4.829026
|
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Log likelihood
|
-65.63299
|
F-statistic
|
3.605161
|
|
Durbin-Watson stat
|
1.959230
|
Prob(F-statistic)
|
0.026631
|
LINV
|
ADF Test Statistic
|
-4.492613
|
1% Critical Value*
|
-4.2949
|
|
|
5% Critical Value
|
-3.5670
|
|
|
10% Critical Value
|
-3.2169
|
|
*MacKinnon critical values for rejection of hypothesis of a unit
root.
|
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Augmented Dickey-Fuller Test Equation
|
|
Dependent Variable: D(LINV)
|
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Method: Least Squares
|
|
Date: 04/25/05 Time: 15:45
|
|
Sample(adjusted): 1974 2003
|
|
Included observations: 30 after adjusting endpoints
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
LINV(-1)
|
-0.763556
|
0.169958
|
-4.492613
|
0.0001
|
|
D(LINV(-1))
|
-0.040749
|
0.154643
|
-0.263504
|
0.7942
|
|
C
|
29.81003
|
6.256674
|
4.764518
|
0.0001
|
|
@TREND(1972)
|
-0.121636
|
0.069471
|
-1.750898
|
0.0918
|
|
R-squared
|
0.516892
|
Mean dependent var
|
0.327775
|
|
Adjusted R-squared
|
0.461148
|
S.D. dependent var
|
4.408478
|
|
S.E. of regression
|
3.236110
|
Akaike info criterion
|
5.310187
|
|
Sum squared resid
|
272.2827
|
Schwarz criterion
|
5.497013
|
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Log likelihood
|
-75.65280
|
F-statistic
|
9.272714
|
|
Durbin-Watson stat
|
1.867421
|
Prob(F-statistic)
|
0.000243
|
LTPF
|
ADF Test Statistic
|
-3.442790
|
1% Critical Value*
|
-4.2949
|
|
|
5% Critical Value
|
-3.5670
|
|
|
10% Critical Value
|
-3.2169
|
|
*MacKinnon critical values for rejection of hypothesis of a unit
root.
|
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Augmented Dickey-Fuller Test Equation
|
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Dependent Variable: D(LTPF)
|
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Method: Least Squares
|
|
Date: 04/25/05 Time: 15:48
|
|
Sample(adjusted): 1974 2003
|
|
Included observations: 30 after adjusting endpoints
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
LTPF(-1)
|
-0.953602
|
0.276985
|
-3.442790
|
0.0020
|
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D(LTPF(-1))
|
-0.012354
|
0.198016
|
-0.062388
|
0.9507
|
|
C
|
21.16808
|
6.352015
|
3.332499
|
0.0026
|
|
@TREND(1972)
|
-0.062686
|
0.074123
|
-0.845691
|
0.4054
|
|
R-squared
|
0.477436
|
Mean dependent var
|
0.018465
|
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Adjusted R-squared
|
0.417141
|
S.D. dependent var
|
4.382663
|
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S.E. of regression
|
3.345954
|
Akaike info criterion
|
5.376946
|
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Sum squared resid
|
291.0806
|
Schwarz criterion
|
5.563773
|
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Log likelihood
|
-76.65420
|
F-statistic
|
7.918236
|
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Durbin-Watson stat
|
1.974646
|
Prob(F-statistic)
|
0.000650
|
MCEFDE STATIONNARITE A NIVLTO
|
ADF Test Statistic
|
-1.109779
|
1% Critical Value*
|
-4.2949
|
|
|
5% Critical Value
|
-3.5670
|
|
|
10% Critical Value
|
-3.2169
|
|
*MacKinnon critical values for rejection of hypothesis of a unit
root.
|
|
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Augmented Dickey-Fuller Test Equation
|
|
Dependent Variable: D(LTO)
|
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Method: Least Squares
|
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Date: 04/25/05 Time: 15:50
|
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Sample(adjusted): 1974 2003
|
|
Included observations: 30 after adjusting endpoints
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
LTO(-1)
|
-0.982733
|
0.885522
|
-1.109779
|
0.2773
|
|
D(LTO(-1))
|
-0.001598
|
0.990397
|
-0.001613
|
0.9987
|
|
C
|
3.699807
|
3.468015
|
1.066837
|
0.2959
|
|
@TREND(1972)
|
0.009961
|
0.010409
|
0.956946
|
0.3474
|
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R-squared
|
0.124079
|
Mean dependent var
|
0.082431
|
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Adjusted R-squared
|
0.023011
|
S.D. dependent var
|
0.465873
|
|
S.E. of regression
|
0.460482
|
Akaike info criterion
|
1.410481
|
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Sum squared resid
|
5.513141
|
Schwarz criterion
|
1.597307
|
|
Log likelihood
|
-17.15721
|
F-statistic
|
1.227677
|
|
Durbin-Watson stat
|
1.171204
|
Prob(F-statistic)
|
0.319607
|
MCEFDE SM
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