ANNEXES
ANNEXE 1 : corrélogrammes
partiels
Corrélogramme de D(TCPRH) corrélogramme de
D2(TCPRH)
Corrélogramme de D(TCPRA)
corrélogramme de D2(TCPRA)
Corrélogramme de D(TCPRI) corrélogramme
de D2(TCPRI)
Corrélogramme de D (TCPRS) corrélogramme de
D2 (TCPRS)
ANNEXE 2 : résultats des
tests de racine unitaire sur les variables.
1. tests ADF sur TCPRH
|
Variable TCPRH
|
modèle
|
retard
|
Statistique ADF
|
t-statistique à 5 %
|
|
En niveau
|
Trend et constante
|
2
|
-
|
|
|
constante
|
2
|
-
|
|
|
sans constante ni trend
|
2
|
-1,786
|
-1,950
|
|
En différence première
|
Trend et constante
|
3
|
-
|
|
|
constante
|
3
|
-
|
|
|
sans constante ni trend
|
3
|
-3,667*
|
-1,950
|
*significatif au niveau de 5 %
2. test ADF sur TCPRA
|
Variable TCPRA
|
modèle
|
retard
|
Statistique ADF
|
t-statistique à 5 %
|
|
En niveau
|
Trend et constante
|
4
|
-
|
|
|
constante
|
4
|
-
|
|
|
sans constante ni trend
|
4
|
-1,092
|
-1,950
|
|
En différence première
|
Trend et constante
|
4
|
-
|
|
|
constante
|
4
|
-
|
|
|
sans constante ni trend
|
4
|
-3,808*
|
-1,951
|
*significatif au niveau de 5 %
3. test ADF sur TCPRI
|
Variable TCPRI
|
modèle
|
retard
|
Statistique ADF
|
t-statistique à 5 %
|
|
En niveau
|
Trend et constante
|
1
|
-
|
|
|
Constante
|
1
|
-
|
|
|
Sans constante ni trend
|
1
|
-1,352
|
-1,950
|
|
En différence première
|
Trend et constante
|
3
|
-
|
|
|
constante
|
3
|
-
|
|
|
Sans constante ni trend
|
3
|
-2,192*
|
-1,951
|
*significatif au niveau de 5 %
4. test ADF sur TCPRS
|
Variable TCPRS
|
modèle
|
retard
|
Statistique ADF
|
t-statistique à 5 %
|
|
En niveau
|
Trend et constante
|
4
|
-
|
|
|
Constante
|
4
|
-
|
|
|
Sans constante ni trend
|
4
|
-1,721
|
-1,951
|
|
En différence première
|
Trend et constante
|
2
|
-
|
|
|
Constante
|
2
|
-
|
|
|
Sans constante ni trend
|
2
|
-4,712*
|
-1,950
|
*significatif au niveau de 5 %
ANNEXE 3 : comparaison des
critères d'information sur le modèle VAR à niveau
|
Lag
|
LogL
|
LR
|
FPE
|
AIC
|
SC
|
HQ
|
|
1
|
-471.1972
|
NA
|
6707191.
|
27.06651
|
27.77030*
|
27.31215*
|
|
2
|
-452.4518
|
29.15962*
|
5912872.*
|
26.91399*
|
28.32156
|
27.40527
|
|
3
|
-441.7900
|
14.21567
|
8580226.
|
27.21056
|
29.32192
|
27.94748
|
|
4
|
-422.8911
|
20.99879
|
8576088.
|
27.04951
|
29.86465
|
28.03207
|
ANNEXE 4: test de
co-intégration
1. test de la trace
|
Hypothesized
|
|
Trace
|
5 Percent
|
1 Percent
|
|
No. of CE(s)
|
Eigenvalue
|
Statistic
|
Critical Value
|
Critical Value
|
|
None **
|
0.559347
|
58.04839
|
39.89
|
45.58
|
|
At most 1 *
|
0.361310
|
26.90751
|
24.31
|
29.75
|
|
At most 2
|
0.202308
|
9.870751
|
12.53
|
16.31
|
|
At most 3
|
0.033162
|
1.281526
|
3.84
|
6.51
|
|
*(**) denotes rejection of the hypothesis at the 5%(1%) level
|
|
Trace test indicates 2 cointegrating equation(s) at the 5%
level
|
|
Trace test indicates 1 cointegrating equation(s) at the 1%
level
|
2. test de la valeur propre
|
Hypothesized
|
|
Max-Eigen
|
5 Percent
|
1 Percent
|
|
No. of CE(s)
|
Eigenvalue
|
Statistic
|
Critical Value
|
Critical Value
|
|
None **
|
0.559347
|
31.14088
|
23.80
|
28.82
|
|
At most 1
|
0.361310
|
17.03676
|
17.89
|
22.99
|
|
At most 2
|
0.202308
|
8.589224
|
11.44
|
15.69
|
|
At most 3
|
0.033162
|
1.281526
|
3.84
|
6.51
|
|
*(**) denotes rejection of the hypothesis at the 5%(1%) level
|
|
Max-eigenvalue test indicates 1 cointegrating equation(s) at
both 5% and 1% levels
|
ANNEXE 5: estimation du VECM
|
Cointegrating Eq:
|
CointEq1
|
|
|
|
|
TCPRH(-1)
|
1.000000
|
|
|
|
|
|
|
|
|
|
TCPRA(-1)
|
0.270155
|
|
|
|
|
(0.13546)
|
|
|
|
|
[ 1.99434]
|
|
|
|
|
|
|
|
|
|
TCPRI(-1)
|
-0.424093
|
|
|
|
|
(0.06888)
|
|
|
|
|
[-6.15707]
|
|
|
|
|
|
|
|
|
|
TCPRS(-1)
|
-0.030700
|
|
|
|
|
(0.04758)
|
|
|
|
|
[-0.64526]
|
|
|
|
|
Error Correction:
|
D(TCPRH)
|
D(TCPRA)
|
D(TCPRI)
|
D(TCPRS)
|
|
CointEq1
|
-1.007701
|
-0.412046
|
0.716837
|
-1.801930
|
|
(0.25593)
|
(0.27032)
|
(0.35247)
|
(0.75100)
|
|
[-3.93735]
|
[-1.52426]
|
[ 2.03373]
|
[-2.39937]
|
|
|
|
|
|
|
D(TCPRH(-1))
|
0.319347
|
0.474015
|
0.033907
|
1.606937
|
|
(0.19461)
|
(0.20556)
|
(0.26802)
|
(0.57107)
|
|
[ 1.64093]
|
[ 2.30601]
|
[ 0.12651]
|
[ 2.81393]
|
|
|
|
|
|
|
D(TCPRA(-1))
|
0.063818
|
-0.404451
|
0.039012
|
-0.322735
|
|
(0.14977)
|
(0.15819)
|
(0.20626)
|
(0.43948)
|
|
[ 0.42611]
|
[-2.55672]
|
[ 0.18914]
|
[-0.73436]
|
|
|
|
|
|
|
D(TCPRI(-1))
|
-0.320905
|
-0.224709
|
-0.758527
|
-0.201115
|
|
(0.10813)
|
(0.11421)
|
(0.14892)
|
(0.31729)
|
|
[-2.96775]
|
[-1.96750]
|
[-5.09358]
|
[-0.63385]
|
|
|
|
|
|
|
D(TCPRS(-1))
|
-0.053644
|
0.000855
|
-0.109250
|
-0.392685
|
|
(0.06782)
|
(0.07163)
|
(0.09340)
|
(0.19901)
|
|
[-0.79097]
|
[ 0.01193]
|
[-1.16966]
|
[-1.97319]
|
|
R-squared
|
0.477434
|
0.405919
|
0.578927
|
0.316535
|
|
Adj. R-squared
|
0.414093
|
0.333910
|
0.527888
|
0.233691
|
|
Sum sq. resids
|
1009.221
|
1125.902
|
1914.192
|
8689.834
|
|
S.E. equation
|
5.530141
|
5.841083
|
7.616155
|
16.22739
|
|
F-statistic
|
7.537476
|
5.637004
|
11.34282
|
3.820848
|
|
Log likelihood
|
-116.2273
|
-118.3060
|
-128.3895
|
-157.1338
|
|
Akaike AIC
|
6.380383
|
6.489789
|
7.020500
|
8.533358
|
|
Schwarz SC
|
6.595855
|
6.705261
|
7.235972
|
8.748830
|
|
Mean dependent
|
0.347812
|
-0.051044
|
0.015977
|
0.796918
|
|
Schwarz Criteria
|
29.18410
|
|
|
ANNEXE 6: test de causalité de
Granger
|
Dependent variable: D(TCPRH)
|
|
Exclude
|
Chi-sq
|
df
|
Prob.
|
|
D(TCPRA)
|
0.181568
|
1
|
0.6700
|
|
D(TCPRI)
|
8.807565
|
1
|
0.0030
|
|
D(TCPRS)
|
0.625628
|
1
|
0.4290
|
|
All
|
9.610231
|
3
|
0.0222
|
|
|
|
|
|
Dependent variable: D(TCPRA)
|
|
Exclude
|
Chi-sq
|
df
|
Prob.
|
|
D(TCPRH)
|
5.317702
|
1
|
0.0211
|
|
D(TCPRI)
|
3.871057
|
1
|
0.0491
|
|
D(TCPRS)
|
0.000142
|
1
|
0.9905
|
|
All
|
8.231645
|
3
|
0.0415
|
|
|
|
|
|
Dependent variable: D(TCPRI)
|
|
Exclude
|
Chi-sq
|
df
|
Prob.
|
|
D(TCPRH)
|
0.016004
|
1
|
0.8993
|
|
D(TCPRA)
|
0.035772
|
1
|
0.8500
|
|
D(TCPRS)
|
1.368110
|
1
|
0.2421
|
|
All
|
1.728591
|
3
|
0.6306
|
|
|
|
|
|
Dependent variable: D(TCPRS)
|
|
Exclude
|
Chi-sq
|
df
|
Prob.
|
|
D(TCPRH)
|
7.918199
|
1
|
0.0049
|
|
D(TCPRA)
|
0.539282
|
1
|
0.4627
|
|
D(TCPRI)
|
0.401762
|
1
|
0.5262
|
|
All
|
9.011989
|
3
|
0.0291
|
|
|
|
|
ANNEXE 7: chocs impulsionnels
ANNEXE 8: décomposition de la
variance de l'erreur de prévision
Décomposition de la variance de TCPRH
|
Period
|
S.E.
|
TCPRH
|
TCPRA
|
TCPRI
|
TCPRS
|
|
1
|
5.530141
|
100.0000
|
0.000000
|
0.000000
|
0.000000
|
|
2
|
5.910808
|
96.02974
|
1.797505
|
1.971156
|
0.201604
|
|
3
|
6.280855
|
85.18550
|
1.762940
|
12.79784
|
0.253715
|
|
4
|
6.497194
|
84.44586
|
1.784198
|
13.45990
|
0.310042
|
|
5
|
6.881519
|
83.04036
|
1.805383
|
14.87177
|
0.282484
|
|
6
|
7.121518
|
81.68344
|
1.956127
|
16.06514
|
0.295295
|
|
7
|
7.373521
|
79.60414
|
2.001400
|
18.11804
|
0.276414
|
|
8
|
7.604406
|
78.67871
|
2.059597
|
18.98903
|
0.272669
|
|
9
|
7.853120
|
77.55458
|
2.098736
|
20.09079
|
0.255895
|
|
10
|
8.075056
|
76.67611
|
2.153471
|
20.92185
|
0.248571
|
Décomposition de la variance de TCPRA
|
Period
|
S.E.
|
TCPRH
|
TCPRA
|
TCPRI
|
TCPRS
|
|
1
|
5.841083
|
2.632137
|
97.36786
|
0.000000
|
0.000000
|
|
2
|
6.442955
|
3.442542
|
96.09469
|
0.402751
|
0.060014
|
|
3
|
7.738693
|
4.562130
|
92.43198
|
2.875008
|
0.130882
|
|
4
|
8.543646
|
4.131478
|
93.39431
|
2.360148
|
0.114065
|
|
5
|
9.325968
|
3.467819
|
94.07996
|
2.281090
|
0.171129
|
|
6
|
10.00001
|
3.104118
|
94.72714
|
2.016369
|
0.152377
|
|
7
|
10.66811
|
2.855691
|
94.92366
|
2.037699
|
0.182949
|
|
8
|
11.27945
|
2.643045
|
95.30611
|
1.879411
|
0.171438
|
|
9
|
11.86601
|
2.443821
|
95.54221
|
1.830669
|
0.183304
|
|
10
|
12.41761
|
2.297150
|
95.78709
|
1.738226
|
0.177533
|
Décomposition de la variance de TCPRI
|
Period
|
S.E.
|
TCPRH
|
TCPRA
|
TCPRI
|
TCPRS
|
|
1
|
7.616155
|
18.91358
|
11.73985
|
69.34657
|
0.000000
|
|
2
|
8.660875
|
28.83656
|
14.07004
|
53.95585
|
3.137545
|
|
3
|
10.69634
|
30.85155
|
12.48242
|
54.57618
|
2.089854
|
|
4
|
11.46485
|
32.54601
|
13.70535
|
50.65093
|
3.097706
|
|
5
|
12.70769
|
32.88303
|
13.71881
|
50.86878
|
2.529375
|
|
6
|
13.50070
|
34.64796
|
14.20378
|
48.35102
|
2.797245
|
|
7
|
14.46402
|
35.10384
|
14.29313
|
48.10529
|
2.497742
|
|
8
|
15.20094
|
35.95706
|
14.57329
|
46.91418
|
2.555469
|
|
9
|
16.01285
|
36.32761
|
14.69039
|
46.58683
|
2.395178
|
|
10
|
16.71082
|
36.91414
|
14.85773
|
45.83770
|
2.390428
|
Décomposition de la variance de TCPRS
|
Period
|
S.E.
|
TCPRH
|
TCPRA
|
TCPRI
|
TCPRS
|
|
1
|
16.22739
|
17.86163
|
12.63639
|
17.62592
|
51.87607
|
|
2
|
19.85685
|
17.21172
|
20.93375
|
11.99704
|
49.85748
|
|
3
|
22.46035
|
13.77996
|
22.09512
|
9.868909
|
54.25601
|
|
4
|
24.99927
|
11.77894
|
23.34752
|
8.354057
|
56.51948
|
|
5
|
27.24475
|
10.77958
|
24.01892
|
8.013217
|
57.18828
|
|
6
|
29.37198
|
9.740009
|
24.73979
|
7.220607
|
58.29960
|
|
7
|
31.25033
|
8.873869
|
25.29481
|
6.813054
|
59.01827
|
|
8
|
33.08137
|
8.256760
|
25.63530
|
6.399515
|
59.70842
|
|
9
|
34.79901
|
7.784161
|
25.96610
|
6.151745
|
60.09799
|
|
10
|
36.44519
|
7.369416
|
26.21746
|
5.881765
|
60.53136
|
ANNEXE 9 : Tests sur les
résidus
Autocorrélation
|
Lags
|
Q-Stat
|
Prob.
|
Adj Q-Stat
|
Prob.
|
df
|
|
1
|
9.412862
|
NA*
|
9.667263
|
NA*
|
NA*
|
|
2
|
21.34547
|
0.1656
|
22.26279
|
0.1349
|
16
|
Stabilité
Normalité
|
|
|
|
|
|
Component
|
Skewness
|
Chi-sq
|
df
|
Prob.
|
|
1
|
0.151488
|
0.145341
|
1
|
0.7030
|
|
2
|
0.059461
|
0.022392
|
1
|
0.8810
|
|
3
|
0.268515
|
0.456636
|
1
|
0.4992
|
|
4
|
0.231107
|
0.338265
|
1
|
0.5608
|
|
Joint
|
|
0.962634
|
4
|
0.9154
|
|
|
|
|
|
|
Component
|
Kurtosis
|
Chi-sq
|
df
|
Prob.
|
|
1
|
2.073188
|
1.360051
|
1
|
0.2435
|
|
2
|
3.209877
|
0.069743
|
1
|
0.7917
|
|
3
|
2.731460
|
0.114180
|
1
|
0.7354
|
|
4
|
3.608854
|
0.586948
|
1
|
0.4436
|
|
Joint
|
|
2.130922
|
4
|
0.7117
|
|
|
|
|
|
|
Component
|
Jarque-Bera
|
df
|
Prob.
|
|
|
|
|
|
|
|
1
|
1.505392
|
2
|
0.4711
|
|
|
2
|
0.092136
|
2
|
0.9550
|
|
|
3
|
0.570815
|
2
|
0.7517
|
|
|
4
|
0.925212
|
2
|
0.6296
|
|
|
|
|
|
|
|
Joint
|
3.093555
|
8
|
0.9283
|
|
ANNEXE10 : Tableau des
données
|
ANNÉE
|
TCPRH
|
TCPRA
|
TCPRI
|
TCPRS
|
|
1966
|
2,27
|
4,02
|
5,27
|
4,78
|
|
1967
|
-12,95
|
6,31
|
1,30
|
-23,58
|
|
1968
|
3,86
|
5,26
|
12,04
|
-42,25
|
|
1969
|
2,40
|
5,44
|
6,53
|
-4,16
|
|
1970
|
0,58
|
4,89
|
-1,30
|
20,03
|
|
1971
|
0,91
|
1,29
|
12,06
|
2,83
|
|
1972
|
0,08
|
5,81
|
-3,43
|
33,26
|
|
1973
|
2,64
|
3,92
|
4,18
|
-0,51
|
|
1974
|
7,79
|
4,83
|
5,42
|
17,50
|
|
1975
|
8,20
|
1,23
|
3,65
|
25,18
|
|
1976
|
-8,17
|
1,34
|
7,68
|
-9,35
|
|
1977
|
10,44
|
1,32
|
18,34
|
23,75
|
|
1978
|
18,43
|
3,78
|
10,44
|
46,92
|
|
1979
|
2,96
|
14,93
|
43,66
|
-6,22
|
|
1980
|
-4,76
|
0,25
|
8,86
|
-12,40
|
|
1981
|
13,83
|
13,16
|
30,68
|
14,06
|
|
1982
|
4,58
|
3,82
|
17,99
|
8,03
|
|
1983
|
3,97
|
-7,58
|
18,34
|
11,57
|
|
1984
|
4,52
|
8,83
|
4,92
|
0,84
|
|
1985
|
5,03
|
8,64
|
8,64
|
9,26
|
|
1986
|
3,70
|
6,09
|
6,09
|
7,15
|
|
1987
|
-4,99
|
0,51
|
0,51
|
-7,73
|
|
1988
|
-10,51
|
-12,66
|
-7,09
|
-2,73
|
|
1989
|
-4,65
|
7,11
|
-2,30
|
-10,01
|
|
1990
|
-8,76
|
-1,00
|
-6,80
|
-8,26
|
|
1991
|
-6,47
|
-4,00
|
-6,60
|
-2,25
|
|
1992
|
-5,72
|
6,00
|
-10,40
|
-11,04
|
|
1993
|
-5,74
|
1,20
|
-4,30
|
-5,68
|
|
1994
|
-4,98
|
3,10
|
-14,40
|
13,08
|
|
1995
|
0,77
|
8,72
|
-2,42
|
5,89
|
|
1996
|
2,53
|
7,42
|
4,53
|
-2,81
|
|
1997
|
2,73
|
7,55
|
7,65
|
-0,93
|
|
1998
|
2,76
|
6,78
|
7,66
|
-0,76
|
|
1999
|
2,20
|
6,80
|
6,30
|
-0,21
|
|
2000
|
2,07
|
4,50
|
5,00
|
3,50
|
|
2001
|
2,44
|
4,50
|
8,03
|
3,50
|
|
2002
|
2,01
|
3,73
|
4,99
|
9,50
|
|
2003
|
2,09
|
3,67
|
3,18
|
7,98
|
|
2004
|
1,83
|
3,50
|
2,39
|
8,10
|
|
2005
|
0,27
|
4,37
|
1,91
|
6,70
|
Source : Banque Mondiale (WDI, 2007)
TCPRH: Taux de croissance du PIB reel par tête
TCPRA : Taux de croissance du PIB réel agricole
TCPRI : Taux de croissance du PIB industriel
TCPRS : Taux de croissance du PIB réel des
services
|
|
