o Test de Dickey Fuller
o Figure 30 : Stratégie du test ADF.
ï Modèle 1: ?xt=Øxt-1+et
ï Modèle 2: ?xt=Øxt-1+c + et
ï Modèle 3: ?xt=Øxt-1+ c+ßt+
ß+et
ï avec et i.i.d.0,se2.On cherche à tester
l'hypothèse de racine unitaire:
ï H0 : Ø=0 H1 : Ø<0
![]()
ï ï ï ï ï Tableau 39 :
Estimation du modèle VAR(1).
|
ï ï ï Vector Autoregression Estimates
|
|
|
|
|
|
ï ï ï ï ï Date: 05/28/10 Time:
15:05
|
|
|
|
|
|
ï ï ï ï ï Sample (adjusted): 1981
2006
|
|
|
|
|
|
ï ï ï ï ï Included observations:
26 after adjustments
|
|
|
|
|
ï ï ï ï Standard errors in ( ) &
t-statistics in [ ]
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï ï
NB_100_HAB
|
ï PIB__HAB
|
ï TAILLE_POP_URB
|
ï TX_CH
|
ï TX_INSC_ET
|
ï DEP_EDUC
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï NB_100_HAB(-1)
|
ï 1.168541
|
ï 602.3478
|
ï 26.76209
|
ï 0.875649
|
ï -0.287380
|
ï -0.004089
|
|
ï ï (0.16373)
|
ï (380.101)
|
ï (54.4252)
|
ï (0.49937)
|
ï (0.13142)
|
ï (0.10593)
|
|
ï ï [ 7.13702]
|
ï [ 1.58470]
|
ï [ 0.49172]
|
ï [ 1.75352]
|
ï [-2.18669]
|
ï [-0.03860]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
PIB__HAB(-1)
|
ï 5.77E-05
|
ï -0.099607
|
ï 0.107525
|
ï -0.000646
|
ï 3.14E-05
|
ï -6.98E-05
|
|
ï ï (0.00020)
|
ï (0.45393)
|
ï (0.06500)
|
ï (0.00060)
|
ï (0.00016)
|
ï (0.00013)
|
|
ï ï [ 0.29501]
|
ï [-0.21943]
|
ï [ 1.65433]
|
ï [-1.08398]
|
ï [ 0.20020]
|
ï [-0.55197]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
TAILLE_POP_URB(-1)
|
ï -0.000206
|
ï 1.244231
|
ï 0.840597
|
ï 0.000451
|
ï 0.000172
|
ï 7.87E-05
|
|
ï ï (0.00025)
|
ï (0.58956)
|
ï (0.08442)
|
ï (0.00077)
|
ï (0.00020)
|
ï (0.00016)
|
|
ï ï [-0.81226]
|
ï [ 2.11045]
|
ï [ 9.95774]
|
ï [ 0.58192]
|
ï [ 0.84545]
|
ï [ 0.47923]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
TX_CH(-1)
|
ï 0.008827
|
ï -62.02484
|
ï -2.488531
|
ï 0.259194
|
ï -0.023324
|
ï 0.026429
|
|
ï ï (0.06798)
|
ï (157.819)
|
ï (22.5975)
|
ï (0.20734)
|
ï (0.05457)
|
ï (0.04398)
|
|
ï ï [ 0.12984]
|
ï [-0.39301]
|
ï [-0.11012]
|
ï [ 1.25010]
|
ï [-0.42745]
|
ï [ 0.60087]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
TX_INSC_ET(-1)
|
ï 0.440959
|
ï 1963.473
|
ï 5.750489
|
ï 0.335487
|
ï 0.617378
|
ï 0.007708
|
|
ï ï (0.23717)
|
ï (550.605)
|
ï (78.8389)
|
ï (0.72337)
|
ï (0.19037)
|
ï (0.15345)
|
|
ï ï [ 1.85922]
|
ï [ 3.56603]
|
ï [ 0.07294]
|
ï [ 0.46378]
|
ï [ 3.24296]
|
ï [ 0.05023]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
DEP_EDUC(-1)
|
ï -0.936598
|
ï 151.5009
|
ï -119.3076
|
ï -3.330253
|
ï 0.777272
|
ï 0.690389
|
|
ï ï (0.31641)
|
ï (734.544)
|
ï (105.176)
|
ï (0.96502)
|
ï (0.25397)
|
ï (0.20472)
|
|
ï ï [-2.96011]
|
ï [ 0.20625]
|
ï [-1.13436]
|
ï [-3.45096]
|
ï [ 3.06045]
|
ï [ 3.37242]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï C
|
ï 2.314736
|
ï -26810.34
|
ï 1880.926
|
ï 21.58693
|
ï -1.767983
|
ï 1.040170
|
|
ï ï (2.79567)
|
ï (6490.21)
|
ï (929.307)
|
ï (8.52665)
|
ï (2.24403)
|
ï (1.80881)
|
|
ï ï [ 0.82797]
|
ï [-4.13089]
|
ï [ 2.02401]
|
ï [ 2.53170]
|
ï [-0.78786]
|
ï [ 0.57506]
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï R-squared
|
ï 0.982210
|
ï 0.982869
|
ï 0.999314
|
ï 0.801871
|
ï 0.898520
|
ï 0.590976
|
|
ï Adj. R-squared
|
ï 0.976592
|
ï 0.977459
|
ï 0.999097
|
ï 0.739304
|
ï 0.866473
|
ï 0.461811
|
|
ï Sum sq. resids
|
ï 1.133923
|
ï 6111230.
|
ï 125293.9
|
ï 10.54796
|
ï 0.730581
|
ï 0.474675
|
|
ï S.E. equation
|
ï 0.244295
|
ï 567.1364
|
ï 81.20600
|
ï 0.745088
|
ï 0.196091
|
ï 0.158060
|
|
ï F-statistic
|
ï 174.8328
|
ï 181.6805
|
ï 4611.171
|
ï 12.81622
|
ï 28.03802
|
ï 4.575344
|
|
ï Log likelihood
|
ï 3.828972
|
ï -197.6704
|
ï -147.1366
|
ï -25.16427
|
ï 9.543752
|
ï 15.14947
|
|
ï Akaike AIC
|
ï 0.243925
|
ï 15.74388
|
ï 11.85666
|
ï 2.474175
|
ï -0.195673
|
ï -0.626882
|
|
ï Schwarz SC
|
ï 0.582644
|
ï 16.08260
|
ï 12.19538
|
ï 2.812893
|
ï 0.143045
|
ï -0.288164
|
|
ï Mean dependent
|
ï 2.948077
|
ï 10174.08
|
ï 12982.46
|
ï 11.16941
|
ï 10.41469
|
ï 5.618346
|
|
ï S.D. dependent
|
ï 1.596724
|
ï 3777.457
|
ï 2702.393
|
ï 1.459287
|
ï 0.536627
|
ï 0.215454
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï Determinant resid covariance
(dof adj.)
|
ï 7023.735
|
|
|
|
|
|
ï ï ï ï ï Determinant resid
covariance
|
ï 1069.670
|
|
|
|
|
|
ï ï ï ï ï Log likelihood
|
ï -312.0308
|
|
|
|
|
|
ï ï ï ï ï Akaike information
criterion
|
ï 27.23314
|
|
|
|
|
|
ï ï ï ï ï Schwarz criterion
|
ï 29.26545
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï ï ï
ï ï ï Tableau 40 : Estimation du modèle
VAR(2) .
|
ï ï Vector Autoregression Estimates
|
|
|
|
|
|
ï ï ï ï ï Date: 05/28/10 Time:
15:07
|
|
|
|
|
|
ï ï ï ï ï Sample (adjusted): 1982
2006
|
|
|
|
|
|
ï ï ï ï ï Included observations:
25 after adjustments
|
|
|
|
|
ï ï ï ï Standard errors in ( ) &
t-statistics in [ ]
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï ï
NB_100_HAB
|
ï PIB__HAB
|
ï TAILLE_POP_URB
|
ï TX_CH
|
ï TX_INSC_ET
|
ï DEP_EDUC
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï NB_100_HAB(-1)
|
ï 1.252109
|
ï -267.2029
|
ï -184.0168
|
ï 1.545095
|
ï -0.355991
|
ï 0.080489
|
|
ï ï (0.34571)
|
ï (705.272)
|
ï (112.905)
|
ï (1.02003)
|
ï (0.27485)
|
ï (0.19962)
|
|
ï ï [ 3.62187]
|
ï [-0.37887]
|
ï [-1.62983]
|
ï [ 1.51475]
|
ï [-1.29522]
|
ï [ 0.40320]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
NB_100_HAB(-2)
|
ï -0.337291
|
ï 1306.721
|
ï 296.1190
|
ï -0.502565
|
ï 0.167707
|
ï -0.046778
|
|
ï ï (0.46464)
|
ï (947.909)
|
ï (151.748)
|
ï (1.37096)
|
ï (0.36941)
|
ï (0.26830)
|
|
ï ï [-0.72591]
|
ï [ 1.37853]
|
ï [ 1.95138]
|
ï [-0.36658]
|
ï [ 0.45399]
|
ï [-0.17435]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
PIB__HAB(-1)
|
ï -0.000194
|
ï -0.236342
|
ï 0.066479
|
ï -0.001324
|
ï 0.000112
|
ï 2.24E-05
|
|
ï ï (0.00023)
|
ï (0.46102)
|
ï (0.07380)
|
ï (0.00067)
|
ï (0.00018)
|
ï (0.00013)
|
|
ï ï [-0.85909]
|
ï [-0.51265]
|
ï [ 0.90077]
|
ï [-1.98560]
|
ï [ 0.62585]
|
ï [ 0.17139]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
PIB__HAB(-2)
|
ï -0.000204
|
ï 0.380240
|
ï 0.065834
|
ï -0.001837
|
ï -1.05E-06
|
ï -1.81E-05
|
|
ï ï (0.00022)
|
ï (0.44789)
|
ï (0.07170)
|
ï (0.00065)
|
ï (0.00017)
|
ï (0.00013)
|
|
ï ï [-0.92854]
|
ï [ 0.84895]
|
ï [ 0.91816]
|
ï [-2.83574]
|
ï [-0.00604]
|
ï [-0.14255]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
TAILLE_POP_URB(-1)
|
ï 0.000600
|
ï 4.136155
|
ï 0.840922
|
ï 0.003019
|
ï -0.000765
|
ï -0.001392
|
|
ï ï (0.00088)
|
ï (1.79883)
|
ï (0.28797)
|
ï (0.00260)
|
ï (0.00070)
|
ï (0.00051)
|
|
ï ï [ 0.68023]
|
ï [ 2.29936]
|
ï [ 2.92017]
|
ï [ 1.16040]
|
ï [-1.09084]
|
ï [-2.73457]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
TAILLE_POP_URB(-2)
|
ï -6.28E-05
|
ï -3.421462
|
ï -0.079543
|
ï 0.000694
|
ï 0.000779
|
ï 0.001339
|
|
ï ï (0.00063)
|
ï (1.29279)
|
ï (0.20696)
|
ï (0.00187)
|
ï (0.00050)
|
ï (0.00037)
|
|
ï ï [-0.09910]
|
ï [-2.64658]
|
ï [-0.38434]
|
ï [ 0.37109]
|
ï [ 1.54588]
|
ï [ 3.65833]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
TX_CH(-1)
|
ï 0.014336
|
ï -132.6929
|
ï -7.047230
|
ï 0.018100
|
ï -0.063795
|
ï 0.036582
|
|
ï ï (0.07749)
|
ï (158.089)
|
ï (25.3080)
|
ï (0.22864)
|
ï (0.06161)
|
ï (0.04475)
|
|
ï ï [ 0.18499]
|
ï [-0.83936]
|
ï [-0.27846]
|
ï [ 0.07916]
|
ï [-1.03550]
|
ï [ 0.81755]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
TX_CH(-2)
|
ï 0.096538
|
ï -15.21842
|
ï 21.00980
|
ï -0.043072
|
ï -0.036645
|
ï -0.007272
|
|
ï ï (0.06529)
|
ï (133.198)
|
ï (21.3233)
|
ï (0.19264)
|
ï (0.05191)
|
ï (0.03770)
|
|
ï ï [ 1.47860]
|
ï [-0.11425]
|
ï [ 0.98530]
|
ï [-0.22358]
|
ï [-0.70596]
|
ï [-0.19290]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
TX_INSC_ET(-1)
|
ï -0.070462
|
ï 1703.512
|
ï -78.79519
|
ï -0.064885
|
ï 0.569560
|
ï 0.208091
|
|
ï ï (0.33449)
|
ï (682.383)
|
ï (109.241)
|
ï (0.98693)
|
ï (0.26593)
|
ï (0.19314)
|
|
ï ï [-0.21066]
|
ï [ 2.49641]
|
ï [-0.72130]
|
ï [-0.06574]
|
ï [ 2.14177]
|
ï [ 1.07738]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
TX_INSC_ET(-2)
|
ï 0.730612
|
ï 863.3818
|
ï 325.8057
|
ï 1.683433
|
ï 0.122866
|
ï -0.219543
|
|
ï ï (0.60904)
|
ï (1242.48)
|
ï (198.906)
|
ï (1.79700)
|
ï (0.48420)
|
ï (0.35168)
|
|
ï ï [ 1.19962]
|
ï [ 0.69489]
|
ï [ 1.63799]
|
ï [ 0.93680]
|
ï [ 0.25375]
|
ï [-0.62427]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
DEP_EDUC(-1)
|
ï -1.434404
|
ï 959.1952
|
ï -175.3584
|
ï -3.335888
|
ï 1.409033
|
ï 0.547435
|
|
ï ï (0.56970)
|
ï (1162.24)
|
ï (186.060)
|
ï (1.68095)
|
ï (0.45293)
|
ï (0.32897)
|
|
ï ï [-2.51781]
|
ï [ 0.82530]
|
ï [-0.94248]
|
ï [-1.98453]
|
ï [ 3.11091]
|
ï [ 1.66411]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
DEP_EDUC(-2)
|
ï 0.876626
|
ï -969.4502
|
ï -50.43540
|
ï -1.740749
|
ï -1.185758
|
ï -0.120735
|
|
ï ï (0.59394)
|
ï (1211.69)
|
ï (193.976)
|
ï (1.75246)
|
ï (0.47220)
|
ï (0.34296)
|
|
ï ï [ 1.47595]
|
ï [-0.80008]
|
ï [-0.26001]
|
ï [-0.99332]
|
ï [-2.51112]
|
ï [-0.35204]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï C
|
ï -7.667851
|
ï -28781.96
|
ï 383.5575
|
ï 3.118956
|
ï 2.669950
|
ï 3.964401
|
|
ï ï (6.37513)
|
ï (13005.8)
|
ï (2082.06)
|
ï (18.8102)
|
ï (5.06843)
|
ï (3.68121)
|
|
ï ï [-1.20278]
|
ï [-2.21302]
|
ï [ 0.18422]
|
ï [ 0.16581]
|
ï [ 0.52678]
|
ï [ 1.07693]
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï R-squared
|
ï 0.990166
|
ï 0.992335
|
ï 0.999619
|
ï 0.899053
|
ï 0.948760
|
ï 0.819522
|
|
ï Adj. R-squared
|
ï 0.980331
|
ï 0.984670
|
ï 0.999238
|
ï 0.798105
|
ï 0.897520
|
ï 0.639044
|
|
ï Sum sq. resids
|
ï 0.583511
|
ï 2428530.
|
ï 62238.46
|
ï 5.079953
|
ï 0.368824
|
ï 0.194560
|
|
ï S.E. equation
|
ï 0.220513
|
ï 449.8639
|
ï 72.01763
|
ï 0.650638
|
ï 0.175315
|
ï 0.127332
|
|
ï F-statistic
|
ï 100.6829
|
ï 129.4609
|
ï 2625.116
|
ï 8.906145
|
ï 18.51602
|
ï 4.540839
|
|
ï Log likelihood
|
ï 11.49613
|
ï -179.0225
|
ï -133.2216
|
ï -15.55379
|
ï 17.23043
|
ï 25.22517
|
|
ï Akaike AIC
|
ï 0.120310
|
ï 15.36180
|
ï 11.69773
|
ï 2.284303
|
ï -0.338435
|
ï -0.978014
|
|
ï Schwarz SC
|
ï 0.754125
|
ï 15.99561
|
ï 12.33155
|
ï 2.918119
|
ï 0.295381
|
ï -0.344198
|
|
ï Mean dependent
|
ï 3.030400
|
ï 10421.84
|
ï 13154.00
|
ï 11.23638
|
ï 10.41608
|
ï 5.607081
|
|
ï S.D. dependent
|
ï 1.572327
|
ï 3633.342
|
ï 2609.641
|
ï 1.448027
|
ï 0.547646
|
ï 0.211938
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï Determinant resid covariance
(dof adj.)
|
ï 391.5911
|
|
|
|
|
|
ï ï ï ï ï Determinant resid
covariance
|
ï 4.789390
|
|
|
|
|
|
ï ï ï ï ï Log likelihood
|
ï -232.4208
|
|
|
|
|
|
ï ï ï ï ï Akaike information
criterion
|
ï 24.83367
|
|
|
|
|
|
ï ï ï ï ï Schwarz criterion
|
ï 28.63656
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï
ï ï ï ï Tableau 41 : Estimation du modèle
VAR(3).
|
ï ï ï Vector Autoregression Estimates
|
|
|
|
|
|
ï ï ï ï ï Date: 05/28/10 Time:
15:09
|
|
|
|
|
|
ï ï ï ï ï Sample (adjusted): 1983
2006
|
|
|
|
|
|
ï ï ï ï ï Included observations:
24 after adjustments
|
|
|
|
|
ï ï ï ï Standard errors in ( ) &
t-statistics in [ ]
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï ï
NB_100_HAB
|
ï PIB__HAB
|
ï TAILLE_POP_URB
|
ï TX_CH
|
ï TX_INSC_ET
|
ï DEP_EDUC
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï NB_100_HAB(-1)
|
ï 2.009654
|
ï -625.4643
|
ï -216.3585
|
ï 3.201195
|
ï -1.268491
|
ï 0.428229
|
|
ï ï (0.27469)
|
ï (1257.48)
|
ï (141.302)
|
ï (2.05168)
|
ï (0.48752)
|
ï (0.34933)
|
|
ï ï [ 7.31598]
|
ï [-0.49740]
|
ï [-1.53118]
|
ï [ 1.56028]
|
ï [-2.60195]
|
ï [ 1.22585]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
NB_100_HAB(-2)
|
ï -1.287905
|
ï 676.2971
|
ï 520.2522
|
ï -0.068922
|
ï 1.137666
|
ï 0.123549
|
|
ï ï (0.29670)
|
ï (1358.22)
|
ï (152.623)
|
ï (2.21606)
|
ï (0.52657)
|
ï (0.37732)
|
|
ï ï [-4.34074]
|
ï [ 0.49793]
|
ï [ 3.40875]
|
ï [-0.03110]
|
ï [ 2.16050]
|
ï [ 0.32744]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
NB_100_HAB(-3)
|
ï 0.643371
|
ï 309.4602
|
ï -598.1610
|
ï -1.912258
|
ï -0.526506
|
ï -1.084959
|
|
ï ï (0.27517)
|
ï (1259.66)
|
ï (141.547)
|
ï (2.05525)
|
ï (0.48836)
|
ï (0.34994)
|
|
ï ï [ 2.33808]
|
ï [ 0.24567]
|
ï [-4.22587]
|
ï [-0.93043]
|
ï [-1.07810]
|
ï [-3.10042]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
PIB__HAB(-1)
|
ï -0.000156
|
ï -0.589279
|
ï -0.047585
|
ï -0.001711
|
ï -7.59E-06
|
ï -3.56E-05
|
|
ï ï (0.00010)
|
ï (0.47885)
|
ï (0.05381)
|
ï (0.00078)
|
ï (0.00019)
|
ï (0.00013)
|
|
ï ï [-1.48965]
|
ï [-1.23060]
|
ï [-0.88433]
|
ï [-2.18971]
|
ï [-0.04089]
|
ï [-0.26778]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
PIB__HAB(-2)
|
ï -1.50E-05
|
ï 0.038341
|
ï 0.118209
|
ï -0.002012
|
ï -0.000165
|
ï 0.000131
|
|
ï ï (0.00010)
|
ï (0.47337)
|
ï (0.05319)
|
ï (0.00077)
|
ï (0.00018)
|
ï (0.00013)
|
|
ï ï [-0.14525]
|
ï [ 0.08100]
|
ï [ 2.22230]
|
ï [-2.60450]
|
ï [-0.90163]
|
ï [ 0.99320]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
PIB__HAB(-3)
|
ï 0.000140
|
ï 0.258430
|
ï 0.133866
|
ï -0.000539
|
ï -0.000119
|
ï 5.38E-05
|
|
ï ï (0.00012)
|
ï (0.53319)
|
ï (0.05991)
|
ï (0.00087)
|
ï (0.00021)
|
ï (0.00015)
|
|
ï ï [ 1.19861]
|
ï [ 0.48468]
|
ï [ 2.23428]
|
ï [-0.61975]
|
ï [-0.57786]
|
ï [ 0.36316]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
TAILLE_POP_URB(-1)
|
ï -0.000433
|
ï 3.725314
|
ï 1.143840
|
ï 0.004045
|
ï -0.000116
|
ï -0.000169
|
|
ï ï (0.00045)
|
ï (2.07096)
|
ï (0.23271)
|
ï (0.00338)
|
ï (0.00080)
|
ï (0.00058)
|
|
ï ï [-0.95614]
|
ï [ 1.79883]
|
ï [ 4.91526]
|
ï [ 1.19714]
|
ï [-0.14423]
|
ï [-0.29443]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
TAILLE_POP_URB(-2)
|
ï 0.000936
|
ï -1.998119
|
ï -0.564396
|
ï 0.001392
|
ï 0.000172
|
ï -0.001205
|
|
ï ï (0.00075)
|
ï (3.44633)
|
ï (0.38726)
|
ï (0.00562)
|
ï (0.00134)
|
ï (0.00096)
|
|
ï ï [ 1.24264]
|
ï [-0.57978]
|
ï [-1.45741]
|
ï [ 0.24762]
|
ï [ 0.12879]
|
ï [-1.25883]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
TAILLE_POP_URB(-3)
|
ï -0.000792
|
ï -0.143632
|
ï 0.260604
|
ï -0.000562
|
ï 0.000804
|
ï 0.001362
|
|
ï ï (0.00059)
|
ï (2.67981)
|
ï (0.30113)
|
ï (0.00437)
|
ï (0.00104)
|
ï (0.00074)
|
|
ï ï [-1.35209]
|
ï [-0.05360]
|
ï [ 0.86543]
|
ï [-0.12856]
|
ï [ 0.77430]
|
ï [ 1.82934]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
TX_CH(-1)
|
ï 0.057085
|
ï 47.67188
|
ï 31.19482
|
ï -0.261448
|
ï -0.077228
|
ï 0.062320
|
|
ï ï (0.04077)
|
ï (186.632)
|
ï (20.9717)
|
ï (0.30451)
|
ï (0.07236)
|
ï (0.05185)
|
|
ï ï [ 1.40018]
|
ï [ 0.25543]
|
ï [ 1.48747]
|
ï [-0.85860]
|
ï [-1.06733]
|
ï [ 1.20199]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
TX_CH(-2)
|
ï 0.047423
|
ï 253.7250
|
ï 34.32159
|
ï -0.260659
|
ï -0.024643
|
ï 0.001993
|
|
ï ï (0.03222)
|
ï (147.496)
|
ï (16.5740)
|
ï (0.24065)
|
ï (0.05718)
|
ï (0.04097)
|
|
ï ï [ 1.47184]
|
ï [ 1.72022]
|
ï [ 2.07081]
|
ï [-1.08314]
|
ï [-0.43096]
|
ï [ 0.04864]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
TX_CH(-3)
|
ï 0.141278
|
ï 64.30537
|
ï 53.49798
|
ï 0.198975
|
ï -0.030586
|
ï 0.019632
|
|
ï ï (0.04443)
|
ï (203.395)
|
ï (22.8553)
|
ï (0.33186)
|
ï (0.07885)
|
ï (0.05650)
|
|
ï ï [ 3.17971]
|
ï [ 0.31616]
|
ï [ 2.34073]
|
ï [ 0.59958]
|
ï [-0.38788]
|
ï [ 0.34744]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
TX_INSC_ET(-1)
|
ï 0.974046
|
ï 2234.883
|
ï -7.284229
|
ï 1.774865
|
ï -0.484660
|
ï 0.340167
|
|
ï ï (0.33512)
|
ï (1534.12)
|
ï (172.387)
|
ï (2.50304)
|
ï (0.59477)
|
ï (0.42618)
|
|
ï ï [ 2.90652]
|
ï [ 1.45679]
|
ï [-0.04226]
|
ï [ 0.70908]
|
ï [-0.81488]
|
ï [ 0.79817]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
TX_INSC_ET(-2)
|
ï 0.405782
|
ï -1394.878
|
ï 54.91141
|
ï 1.620310
|
ï 0.491687
|
ï -0.315790
|
|
ï ï (0.36070)
|
ï (1651.18)
|
ï (185.541)
|
ï (2.69404)
|
ï (0.64015)
|
ï (0.45870)
|
|
ï ï [ 1.12500]
|
ï [-0.84478]
|
ï [ 0.29595]
|
ï [ 0.60144]
|
ï [ 0.76808]
|
ï [-0.68844]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
TX_INSC_ET(-3)
|
ï -0.431929
|
ï 2193.705
|
ï -406.0064
|
ï -3.131628
|
ï 0.692639
|
ï -1.478981
|
|
ï ï (0.33189)
|
ï (1519.31)
|
ï (170.724)
|
ï (2.47888)
|
ï (0.58903)
|
ï (0.42207)
|
|
ï ï [-1.30142]
|
ï [ 1.44388]
|
ï [-2.37815]
|
ï [-1.26332]
|
ï [ 1.17590]
|
ï [-3.50411]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
DEP_EDUC(-1)
|
ï -1.120536
|
ï 890.3367
|
ï -190.6196
|
ï -2.732521
|
ï 1.090604
|
ï 0.246824
|
|
ï ï (0.27985)
|
ï (1281.10)
|
ï (143.956)
|
ï (2.09021)
|
ï (0.49667)
|
ï (0.35589)
|
|
ï ï [-4.00402]
|
ï [ 0.69498]
|
ï [-1.32416]
|
ï [-1.30729]
|
ï [ 2.19582]
|
ï [ 0.69353]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
DEP_EDUC(-2)
|
ï 0.068632
|
ï -4581.605
|
ï -146.3174
|
ï -2.475899
|
ï -0.713669
|
ï 0.594715
|
|
ï ï (0.44555)
|
ï (2039.64)
|
ï (229.192)
|
ï (3.32784)
|
ï (0.79075)
|
ï (0.56662)
|
|
ï ï [ 0.15404]
|
ï [-2.24629]
|
ï [-0.63841]
|
ï [-0.74400]
|
ï [-0.90252]
|
ï [ 1.04959]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
DEP_EDUC(-3)
|
ï 0.058366
|
ï 4853.510
|
ï 566.3788
|
ï -1.112906
|
ï 0.022417
|
ï 0.027220
|
|
ï ï (0.45134)
|
ï (2066.11)
|
ï (232.166)
|
ï (3.37102)
|
ï (0.80101)
|
ï (0.57397)
|
|
ï ï [ 0.12932]
|
ï [ 2.34911]
|
ï [ 2.43954]
|
ï [-0.33014]
|
ï [ 0.02799]
|
ï [ 0.04742]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï C
|
ï -3.993902
|
ï -50385.43
|
ï 2360.910
|
ï 21.60705
|
ï -3.375617
|
ï 15.30435
|
|
ï ï (3.43625)
|
ï (15730.3)
|
ï (1767.60)
|
ï (25.6653)
|
ï (6.09852)
|
ï (4.36993)
|
|
ï ï [-1.16229]
|
ï [-3.20309]
|
ï [ 1.33566]
|
ï [ 0.84188]
|
ï [-0.55351]
|
ï [ 3.50219]
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï R-squared
|
ï 0.999485
|
ï 0.997897
|
ï 0.999948
|
ï 0.966813
|
ï 0.987661
|
ï 0.953584
|
|
ï Adj. R-squared
|
ï 0.997632
|
ï 0.990324
|
ï 0.999763
|
ï 0.847342
|
ï 0.943241
|
ï 0.786488
|
|
ï Sum sq. resids
|
ï 0.028197
|
ï 590894.6
|
ï 7461.125
|
ï 1.573001
|
ï 0.088815
|
ï 0.045602
|
|
ï S.E. equation
|
ï 0.075096
|
ï 343.7716
|
ï 38.62933
|
ï 0.560892
|
ï 0.133278
|
ï 0.095501
|
|
ï F-statistic
|
ï 539.3859
|
ï 131.7786
|
ï 5390.834
|
ï 8.092423
|
ï 22.23460
|
ï 5.706780
|
|
ï Log likelihood
|
ï 46.90451
|
ï -155.3906
|
ï -102.9274
|
ï -1.353699
|
ï 33.13652
|
ï 41.13569
|
|
ï Akaike AIC
|
ï -2.325376
|
ï 14.53255
|
ï 10.16062
|
ï 1.696142
|
ï -1.178043
|
ï -1.844641
|
|
ï Schwarz SC
|
ï -1.392750
|
ï 15.46518
|
ï 11.09324
|
ï 2.628768
|
ï -0.245417
|
ï -0.912015
|
|
ï Mean dependent
|
ï 3.117500
|
ï 10666.50
|
ï 13330.26
|
ï 11.30619
|
ï 10.41615
|
ï 5.594462
|
|
ï S.D. dependent
|
ï 1.543306
|
ï 3494.798
|
ï 2509.162
|
ï 1.435555
|
ï 0.559424
|
ï 0.206679
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï Determinant resid covariance
(dof adj.)
|
ï 0.000000
|
|
|
|
|
|
ï ï ï ï ï Determinant resid
covariance
|
ï 0.000000
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï
ï ï ï ï ï ï ï Tableau 42 : Estimation
des relations de cointégration (constante dans la relation
de
ï cointégration mais pas dans le
modèle VECM).
ï ï Equation1 :
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï ï ï
ï ï ï ï 1 Cointegrating Equation(s):
|
ï Log likelihood
|
ï -286.5526
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï Normalized
cointegrating coefficients (standard error in parentheses)
|
|
|
|
ï ï ï NB_100_HAB
|
ï PIB__HAB
|
ï DEP_EDUC
|
ï TAILLE_POP_URB
|
ï TX_CH
|
ï TX_INSC_ET
|
ï C
|
|
ï 1.000000
|
ï 0.003002
|
ï 4.317020
|
ï -0.004774
|
ï 0.232572
|
ï -3.853444
|
ï 38.43414
|
|
ï ï (0.00070)
|
ï (0.81088)
|
ï (0.00093)
|
ï (0.15807)
|
ï (0.68861)
|
ï (11.9491)
|
ï
ï ï Equation2 :
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï ï ï
ï ï 2 Cointegrating Equation(s):
|
ï Log likelihood
|
ï -265.5582
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï Normalized
cointegrating coefficients (standard error in parentheses)
|
|
|
|
ï ï ï NB_100_HAB
|
ï PIB__HAB
|
ï DEP_EDUC
|
ï TAILLE_POP_URB
|
ï TX_CH
|
ï TX_INSC_ET
|
ï C
|
|
ï 1.000000
|
ï 0.000000
|
ï 2.129188
|
ï -0.000573
|
ï -0.709333
|
ï -3.476381
|
ï 31.50215
|
|
|
ï ï ï (0.87689)
|
ï (7.9E-05)
|
ï (0.18428)
|
ï (0.57580)
|
ï (9.72758)
|
|
ï 0.000000
|
ï 1.000000
|
ï 728.7350
|
ï -1.399332
|
ï 313.7345
|
ï -125.5945
|
ï 2308.944
|
|
|
ï ï ï (208.735)
|
ï (0.01878)
|
ï (43.8661)
|
ï (137.064)
|
ï (2315.55)
|
ï ï ï Equation 3 :
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï ï ï
ï ï ï 3 Cointegrating Equation(s):
|
ï Log likelihood
|
ï -251.3520
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï Normalized
cointegrating coefficients (standard error in parentheses)
|
|
|
|
ï ï ï NB_100_HAB
|
ï PIB__HAB
|
ï DEP_EDUC
|
ï TAILLE_POP_URB
|
ï TX_CH
|
ï TX_INSC_ET
|
ï C
|
|
ï 1.000000
|
ï 0.000000
|
ï 0.000000
|
ï -0.000565
|
ï 0.077903
|
ï 1.629036
|
ï -13.74045
|
|
|
|
ï ï ï ï (2.7E-05)
|
ï (0.07134)
|
ï (0.22516)
|
ï (2.86460)
|
|
ï 0.000000
|
ï 1.000000
|
ï 0.000000
|
ï -1.396771
|
ï 583.1735
|
ï 1621.783
|
ï -13175.77
|
|
|
|
ï ï ï ï (0.03686)
|
ï (97.0586)
|
ï (306.331)
|
ï (3897.35)
|
|
ï 0.000000
|
ï 0.000000
|
ï 1.000000
|
ï -3.51E-06
|
ï -0.369735
|
ï -2.397823
|
ï 21.24876
|
|
|
|
ï ï ï ï (3.4E-05)
|
ï (0.08865)
|
ï (0.27979)
|
ï (3.55962)
|
ï ï Equation 4 :
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï ï ï
ï ï 4 Cointegrating Equation(s):
|
ï Log likelihood
|
ï -241.3911
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï Normalized
cointegrating coefficients (standard error in parentheses)
|
|
|
|
ï ï ï NB_100_HAB
|
ï PIB__HAB
|
ï DEP_EDUC
|
ï TAILLE_POP_URB
|
ï TX_CH
|
ï TX_INSC_ET
|
ï C
|
|
ï 1.000000
|
ï 0.000000
|
ï 0.000000
|
ï 0.000000
|
ï 8.184148
|
ï 52.54643
|
ï -611.3254
|
|
|
|
|
ï ï ï ï ï (1.67840)
|
ï (6.51406)
|
ï (82.6756)
|
|
ï 0.000000
|
ï 1.000000
|
ï 0.000000
|
ï 0.000000
|
ï 20606.89
|
ï 127395.9
|
ï -1489306.
|
|
|
|
|
ï ï ï ï ï (4133.85)
|
ï (16044.0)
|
ï (203628.)
|
|
ï 0.000000
|
ï 0.000000
|
ï 1.000000
|
ï 0.000000
|
ï -0.319348
|
ï -2.081328
|
ï 17.53425
|
|
|
|
|
ï ï ï ï ï (0.06336)
|
ï (0.24593)
|
ï (3.12126)
|
|
ï 0.000000
|
ï 0.000000
|
ï 0.000000
|
ï 1.000000
|
ï 14335.72
|
ï 90046.34
|
ï -1056816.
|
|
|
|
|
ï ï ï ï ï (2916.89)
|
ï (11320.8)
|
ï (143682.)
|
ï ï Tableau 43 : Estimation des
relations de cointégration (constante dans la relation
de
ï cointégration et dans le modèle
VECM).
ï ï Equation1 :
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï ï ï
ï ï ï 1 Cointegrating Equation(s):
|
ï Log likelihood
|
ï -280.2832
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï Normalized
cointegrating coefficients (standard error in parentheses)
|
|
|
|
ï ï ï NB_100_HAB
|
ï PIB__HAB
|
ï DEP_EDUC
|
ï TAILLE_POP_URB
|
ï TX_CH
|
ï TX_INSC_ET
|
|
|
ï ï 1.000000
|
ï 0.003773
|
ï 4.680675
|
ï -0.005850
|
ï 0.428608
|
ï -4.099281
|
|
|
ï ï ï (0.00076)
|
ï (0.88030)
|
ï (0.00101)
|
ï (0.17161)
|
ï (0.74757)
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï
Equation2 :
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï ï ï
ï ï 2 Cointegrating Equation(s):
|
ï Log likelihood
|
ï -261.1894
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï Normalized
cointegrating coefficients (standard error in parentheses)
|
|
|
|
ï ï ï NB_100_HAB
|
ï PIB__HAB
|
ï DEP_EDUC
|
ï TAILLE_POP_URB
|
ï TX_CH
|
ï TX_INSC_ET
|
|
|
ï ï 1.000000
|
ï 0.000000
|
ï 1.772305
|
ï -0.000568
|
ï -0.949414
|
ï -4.612046
|
|
|
|
ï ï ï ï (1.04901)
|
ï (9.4E-05)
|
ï (0.22045)
|
ï (0.68883)
|
|
|
ï ï 0.000000
|
ï 1.000000
|
ï 770.7620
|
ï -1.399843
|
ï 365.1968
|
ï 135.8906
|
|
|
|
ï ï ï ï (245.234)
|
ï (0.02207)
|
ï (51.5366)
|
ï (161.032)
|
|
ï ï
Equation3 :
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï ï ï
ï ï 3 Cointegrating Equation(s):
|
ï Log likelihood
|
ï -247.3222
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï Normalized
cointegrating coefficients (standard error in parentheses)
|
|
|
|
ï ï ï NB_100_HAB
|
ï PIB__HAB
|
ï DEP_EDUC
|
ï TAILLE_POP_URB
|
ï TX_CH
|
ï TX_INSC_ET
|
|
|
ï ï 1.000000
|
ï 0.000000
|
ï 0.000000
|
ï -0.000566
|
ï -0.038262
|
ï 0.985145
|
|
|
|
|
ï ï ï ï ï (2.4E-05)
|
ï (0.06439)
|
ï (0.20324)
|
|
|
ï ï 0.000000
|
ï 1.000000
|
ï 0.000000
|
ï -1.399206
|
ï 761.4498
|
ï 2570.066
|
|
|
|
|
ï ï ï ï ï (0.05030)
|
ï (132.455)
|
ï (418.048)
|
|
|
ï ï 0.000000
|
ï 0.000000
|
ï 1.000000
|
ï -8.27E-07
|
ï -0.514106
|
ï -3.158141
|
|
|
|
|
ï ï ï ï ï (4.5E-05)
|
ï (0.11838)
|
ï (0.37362)
|
|
ï ï ï Equation4 :
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï ï ï
ï ï ï 4 Cointegrating Equation(s):
|
ï Log likelihood
|
ï -239.0990
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï Normalized
cointegrating coefficients (standard error in parentheses)
|
|
|
|
ï ï ï NB_100_HAB
|
ï PIB__HAB
|
ï DEP_EDUC
|
ï TAILLE_POP_URB
|
ï TX_CH
|
ï TX_INSC_ET
|
|
|
ï ï 1.000000
|
ï 0.000000
|
ï 0.000000
|
ï 0.000000
|
ï 4.201078
|
ï 31.24156
|
|
|
|
|
|
ï ï ï ï ï ï (1.04365)
|
ï (4.05053)
|
|
|
ï ï 0.000000
|
ï 1.000000
|
ï 0.000000
|
ï 0.000000
|
ï 11236.87
|
ï 77333.73
|
|
|
|
|
|
ï ï ï ï ï ï (2645.37)
|
ï (10267.0)
|
|
|
ï ï 0.000000
|
ï 0.000000
|
ï 1.000000
|
ï 0.000000
|
ï -0.507914
|
ï -3.113953
|
|
|
|
|
|
ï ï ï ï ï ï (0.09431)
|
ï (0.36603)
|
|
|
ï ï 0.000000
|
ï 0.000000
|
ï 0.000000
|
ï 1.000000
|
ï 7486.689
|
ï 53432.93
|
|
|
|
|
|
ï ï ï ï ï ï (1826.79)
|
ï (7090.00)
|
|
ï ï ï ï ï ï ï
ï ï ï ï ï ï Tableau 44 : Estimation du
modèle VECM(1) (constante dans la relation de
ï cointégration mais pas dans le
modèle VECM).
|
ï ï ï Vector Error Correction Estimates
|
|
|
|
|
|
ï ï ï ï ï Date: 05/28/10 Time:
23:26
|
|
|
|
|
|
ï ï ï ï ï Sample (adjusted): 1982
2006
|
|
|
|
|
|
ï ï ï ï ï Included observations:
25 after adjustments
|
|
|
|
|
ï ï ï ï Standard errors in ( ) &
t-statistics in [ ]
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï Cointegrating
Eq:
|
ï CointEq1
|
ï CointEq2
|
ï CointEq3
|
ï CointEq4
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï NB_100_HAB(-1)
|
ï 1.000000
|
ï 0.000000
|
ï 0.000000
|
ï 0.000000
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï PIB__HAB(-1)
|
ï 0.000000
|
ï 1.000000
|
ï 0.000000
|
ï 0.000000
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï DEP_EDUC(-1)
|
ï 0.000000
|
ï 0.000000
|
ï 1.000000
|
ï 0.000000
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï TAILLE_POP_URB(-1)
|
ï 0.000000
|
ï 0.000000
|
ï 0.000000
|
ï 1.000000
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï TX_CH(-1)
|
ï 8.184148
|
ï 20606.89
|
ï -0.319348
|
ï 14335.72
|
|
|
|
ï ï ï ï (1.83859)
|
ï (4528.40)
|
ï (0.06941)
|
ï (3195.30)
|
|
|
|
ï ï ï ï [ 4.45131]
|
ï [ 4.55059]
|
ï [-4.60073]
|
ï [ 4.48651]
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï TX_INSC_ET(-1)
|
ï 52.54643
|
ï 127395.9
|
ï -2.081328
|
ï 90046.34
|
|
|
|
ï ï ï ï (7.13579)
|
ï (17575.3)
|
ï (0.26940)
|
ï (12401.3)
|
|
|
|
ï ï ï ï [ 7.36379]
|
ï [ 7.24859]
|
ï [-7.72585]
|
ï [ 7.26103]
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï C
|
ï -611.3254
|
ï -1489306.
|
ï 17.53425
|
ï -1056816.
|
|
|
|
ï ï ï ï (90.5666)
|
ï (223063.)
|
ï (3.41917)
|
ï (157396.)
|
|
|
|
ï ï ï ï [-6.75001]
|
ï [-6.67661]
|
ï [ 5.12823]
|
ï [-6.71438]
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï Error Correction:
|
ï D(NB_100_HAB)
|
ï D(PIB__HAB)
|
ï D(DEP_EDUC)
|
ï D(TAILLE_POP_URB)
|
ï D(TX_CH)
|
ï D(TX_INSC_ET)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï CointEq1
|
ï -0.002605
|
ï 870.8102
|
ï 0.029932
|
ï 112.4675
|
ï 1.226118
|
ï -0.238342
|
|
ï ï (0.22895)
|
ï (431.172)
|
ï (0.11545)
|
ï (70.0161)
|
ï (0.59474)
|
ï (0.18438)
|
|
ï ï [-0.01138]
|
ï [ 2.01963]
|
ï [ 0.25928]
|
ï [ 1.60631]
|
ï [ 2.06162]
|
ï [-1.29263]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
CointEq2
|
ï -0.000114
|
ï -0.961132
|
ï 0.000128
|
ï 0.003993
|
ï -0.003337
|
ï -0.000196
|
|
ï ï (0.00025)
|
ï (0.47256)
|
ï (0.00013)
|
ï (0.07674)
|
ï (0.00065)
|
ï (0.00020)
|
|
ï ï [-0.45249]
|
ï [-2.03387]
|
ï [ 1.01437]
|
ï [ 0.05204]
|
ï [-5.11958]
|
ï [-0.97194]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
CointEq3
|
ï -0.043858
|
ï -684.5033
|
ï -0.488651
|
ï -325.7729
|
ï -4.572142
|
ï -0.195085
|
|
ï ï (0.44311)
|
ï (834.477)
|
ï (0.22343)
|
ï (135.507)
|
ï (1.15103)
|
ï (0.35685)
|
|
ï ï [-0.09898]
|
ï [-0.82028]
|
ï [-2.18704]
|
ï [-2.40411]
|
ï [-3.97222]
|
ï [-0.54668]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
CointEq4
|
ï 0.000166
|
ï 0.864401
|
ï -0.000212
|
ï -0.074623
|
ï 0.003921
|
ï 0.000412
|
|
ï ï (0.00030)
|
ï (0.56614)
|
ï (0.00015)
|
ï (0.09193)
|
ï (0.00078)
|
ï (0.00024)
|
|
ï ï [ 0.55159]
|
ï [ 1.52684]
|
ï [-1.39784]
|
ï [-0.81172]
|
ï [ 5.02140]
|
ï [ 1.70249]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
D(NB_100_HAB(-1))
|
ï 0.383247
|
ï -1209.861
|
ï 0.099591
|
ï -347.8303
|
ï 0.280782
|
ï -0.249799
|
|
ï ï (0.43588)
|
ï (820.862)
|
ï (0.21978)
|
ï (133.296)
|
ï (1.13225)
|
ï (0.35103)
|
|
ï ï [ 0.87925]
|
ï [-1.47389]
|
ï [ 0.45313]
|
ï [-2.60946]
|
ï [ 0.24799]
|
ï [-0.71162]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
D(PIB__HAB(-1))
|
ï 5.07E-05
|
ï -0.297778
|
ï -4.13E-05
|
ï -0.003799
|
ï 0.001888
|
ï 0.000159
|
|
ï ï (0.00019)
|
ï (0.34936)
|
ï (9.4E-05)
|
ï (0.05673)
|
ï (0.00048)
|
ï (0.00015)
|
|
ï ï [ 0.27335]
|
ï [-0.85236]
|
ï [-0.44107]
|
ï [-0.06696]
|
ï [ 3.91755]
|
ï [ 1.06699]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
D(DEP_EDUC(-1))
|
ï -1.064286
|
ï 1606.061
|
ï 0.202219
|
ï -19.30939
|
ï 0.893500
|
ï 1.227526
|
|
ï ï (0.49946)
|
ï (940.594)
|
ï (0.25184)
|
ï (152.739)
|
ï (1.29740)
|
ï (0.40223)
|
|
ï ï [-2.13089]
|
ï [ 1.70750]
|
ï [ 0.80296]
|
ï [-0.12642]
|
ï [ 0.68868]
|
ï [ 3.05179]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
D(TAILLE_POP_URB(-1))
|
ï -0.000137
|
ï 3.468195
|
ï -0.001434
|
ï 0.177170
|
ï -0.000524
|
ï -0.000555
|
|
ï ï (0.00062)
|
ï (1.16852)
|
ï (0.00031)
|
ï (0.18975)
|
ï (0.00161)
|
ï (0.00050)
|
|
ï ï [-0.22119]
|
ï [ 2.96803]
|
ï [-4.58242]
|
ï [ 0.93370]
|
ï [-0.32502]
|
ï [-1.10996]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
D(TX_CH(-1))
|
ï -0.030929
|
ï -67.07365
|
ï 0.019169
|
ï -34.80401
|
ï 0.101049
|
ï -0.017841
|
|
ï ï (0.06003)
|
ï (113.045)
|
ï (0.03027)
|
ï (18.3569)
|
ï (0.15593)
|
ï (0.04834)
|
|
ï ï [-0.51525]
|
ï [-0.59333]
|
ï [ 0.63332]
|
ï [-1.89596]
|
ï [ 0.64805]
|
ï [-0.36907]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
D(TX_INSC_ET(-1))
|
ï -0.622454
|
ï -617.8288
|
ï 0.348900
|
ï -452.2951
|
ï -2.235272
|
ï -0.321069
|
|
ï ï (0.52671)
|
ï (991.922)
|
ï (0.26559)
|
ï (161.074)
|
ï (1.36820)
|
ï (0.42418)
|
|
ï ï [-1.18178]
|
ï [-0.62286]
|
ï [ 1.31370]
|
ï [-2.80800]
|
ï [-1.63373]
|
ï [-0.75691]
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï R-squared
|
ï 0.666040
|
ï 0.801082
|
ï 0.661945
|
ï 0.591365
|
ï 0.764735
|
ï 0.706007
|
|
ï Adj. R-squared
|
ï 0.465663
|
ï 0.681731
|
ï 0.459112
|
ï 0.346184
|
ï 0.623576
|
ï 0.529611
|
|
ï Sum sq. resids
|
ï 0.811369
|
ï 2877582.
|
ï 0.206292
|
ï 75879.07
|
ï 5.474861
|
ï 0.526231
|
|
ï S.E. equation
|
ï 0.232575
|
ï 437.9941
|
ï 0.117272
|
ï 71.12387
|
ï 0.604145
|
ï 0.187302
|
|
ï F-statistic
|
ï 3.323945
|
ï 6.712001
|
ï 3.263500
|
ï 2.411956
|
ï 5.417552
|
ï 4.002406
|
|
ï Log likelihood
|
ï 7.375394
|
ï -181.1433
|
ï 24.49327
|
ï -135.6987
|
ï -16.48960
|
ï 12.78768
|
|
ï Akaike AIC
|
ï 0.209969
|
ï 15.29146
|
ï -1.159462
|
ï 11.65590
|
ï 2.119168
|
ï -0.223015
|
|
ï Schwarz SC
|
ï 0.697519
|
ï 15.77901
|
ï -0.671912
|
ï 12.14345
|
ï 2.606718
|
ï 0.264536
|
|
ï Mean dependent
|
ï 0.128400
|
ï 597.8400
|
ï -0.015199
|
ï 335.4054
|
ï 0.008193
|
ï 0.058000
|
|
ï S.D. dependent
|
ï 0.318168
|
ï 776.3746
|
ï 0.159456
|
ï 87.96051
|
ï 0.984697
|
ï 0.273095
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï Determinant resid covariance
(dof adj.)
|
ï 210.3933
|
|
|
|
|
|
ï ï ï ï ï Determinant resid
covariance
|
ï 9.816110
|
|
|
|
|
|
ï ï ï ï ï Log likelihood
|
ï -241.3911
|
|
|
|
|
|
ï ï ï ï ï Akaike information
criterion
|
ï 26.35129
|
|
|
|
|
|
ï ï ï ï ï Schwarz criterion
|
ï 30.64173
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï Tableau
45 : Estimation du modèle VECM(1) (constante dans la relation de
cointégration mais pas dans le modèle VECM).
|
ï ï ï Vector Error Correction Estimates
|
|
|
|
|
|
ï ï ï ï ï Date: 05/28/10 Time:
23:28
|
|
|
|
|
|
ï ï ï ï ï Sample (adjusted): 1982
2006
|
|
|
|
|
|
ï ï ï ï ï Included observations:
25 after adjustments
|
|
|
|
|
ï ï ï ï Standard errors in ( ) &
t-statistics in [ ]
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï Cointegrating
Eq:
|
ï CointEq1
|
ï CointEq2
|
ï CointEq3
|
ï CointEq4
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï NB_100_HAB(-1)
|
ï 1.000000
|
ï 0.000000
|
ï 0.000000
|
ï 0.000000
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï PIB__HAB(-1)
|
ï 0.000000
|
ï 1.000000
|
ï 0.000000
|
ï 0.000000
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï DEP_EDUC(-1)
|
ï 0.000000
|
ï 0.000000
|
ï 1.000000
|
ï 0.000000
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï TAILLE_POP_URB(-1)
|
ï 0.000000
|
ï 0.000000
|
ï 0.000000
|
ï 1.000000
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï TX_CH(-1)
|
ï 4.201078
|
ï 11236.87
|
ï -0.507914
|
ï 7486.689
|
|
|
|
ï ï ï ï (1.15005)
|
ï (2915.06)
|
ï (0.10393)
|
ï (2013.03)
|
|
|
|
ï ï ï ï [ 3.65297]
|
ï [ 3.85477]
|
ï [-4.88725]
|
ï [ 3.71912]
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï TX_INSC_ET(-1)
|
ï 31.24156
|
ï 77333.73
|
ï -3.113953
|
ï 53432.93
|
|
|
|
ï ï ï ï (4.46346)
|
ï (11313.7)
|
ï (0.40335)
|
ï (7812.79)
|
|
|
|
ï ï ï ï [ 6.99940]
|
ï [ 6.83541]
|
ï [-7.72022]
|
ï [ 6.83916]
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï C
|
ï -373.6751
|
ï -937022.7
|
ï 32.33525
|
ï -650343.1
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï Error Correction:
|
ï D(NB_100_HAB)
|
ï D(PIB__HAB)
|
ï D(DEP_EDUC)
|
ï D(TAILLE_POP_URB)
|
ï D(TX_CH)
|
ï D(TX_INSC_ET)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï CointEq1
|
ï 0.030725
|
ï 870.7450
|
ï 0.017735
|
ï 94.96023
|
ï 1.201392
|
ï -0.266336
|
|
ï ï (0.21375)
|
ï (418.917)
|
ï (0.11500)
|
ï (72.7738)
|
ï (0.60302)
|
ï (0.17039)
|
|
ï ï [ 0.14374]
|
ï [ 2.07856]
|
ï [ 0.15422]
|
ï [ 1.30487]
|
ï [ 1.99230]
|
ï [-1.56305]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
CointEq2
|
ï -0.000156
|
ï -0.745895
|
ï -3.19E-06
|
ï -0.024640
|
ï -0.003604
|
ï -0.000136
|
|
ï ï (0.00025)
|
ï (0.49024)
|
ï (0.00013)
|
ï (0.08516)
|
ï (0.00071)
|
ï (0.00020)
|
|
ï ï [-0.62561]
|
ï [-1.52148]
|
ï [-0.02367]
|
ï [-0.28932]
|
ï [-5.10707]
|
ï [-0.68214]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
CointEq3
|
ï -0.555225
|
ï -67.21274
|
ï -0.576627
|
ï -212.1961
|
ï -4.983904
|
ï 0.231329
|
|
ï ï (0.49223)
|
ï (964.699)
|
ï (0.26482)
|
ï (167.587)
|
ï (1.38865)
|
ï (0.39239)
|
|
ï ï [-1.12799]
|
ï [-0.06967]
|
ï [-2.17746]
|
ï [-1.26619]
|
ï [-3.58902]
|
ï [ 0.58953]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
CointEq4
|
ï 0.000188
|
ï 0.608308
|
ï -3.99E-05
|
ï -0.025433
|
ï 0.004265
|
ï 0.000362
|
|
ï ï (0.00029)
|
ï (0.56180)
|
ï (0.00015)
|
ï (0.09760)
|
ï (0.00081)
|
ï (0.00023)
|
|
ï ï [ 0.65415]
|
ï [ 1.08278]
|
ï [-0.25852]
|
ï [-0.26059]
|
ï [ 5.27394]
|
ï [ 1.58593]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
D(NB_100_HAB(-1))
|
ï 0.186171
|
ï -966.5304
|
ï 0.074321
|
ï -305.3054
|
ï 0.094073
|
ï -0.087994
|
|
ï ï (0.42649)
|
ï (835.861)
|
ï (0.22945)
|
ï (145.205)
|
ï (1.20320)
|
ï (0.33999)
|
|
ï ï [ 0.43652]
|
ï [-1.15633]
|
ï [ 0.32391]
|
ï [-2.10258]
|
ï [ 0.07819]
|
ï [-0.25882]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
D(PIB__HAB(-1))
|
ï 9.21E-05
|
ï -0.422622
|
ï 2.20E-05
|
ï 0.004537
|
ï 0.002028
|
ï 0.000114
|
|
ï ï (0.00018)
|
ï (0.35567)
|
ï (9.8E-05)
|
ï (0.06179)
|
ï (0.00051)
|
ï (0.00014)
|
|
ï ï [ 0.50748]
|
ï [-1.18823]
|
ï [ 0.22548]
|
ï [ 0.07343]
|
ï [ 3.96023]
|
ï [ 0.78775]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
D(DEP_EDUC(-1))
|
ï -0.785141
|
ï 1432.846
|
ï 0.141464
|
ï -119.6989
|
ï 0.866192
|
ï 1.014643
|
|
ï ï (0.46092)
|
ï (903.346)
|
ï (0.24797)
|
ï (156.928)
|
ï (1.30034)
|
ï (0.36744)
|
|
ï ï [-1.70342]
|
ï [ 1.58615]
|
ï [ 0.57048]
|
ï [-0.76276]
|
ï [ 0.66613]
|
ï [ 2.76140]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
D(TAILLE_POP_URB(-1))
|
ï -2.33E-05
|
ï 3.139655
|
ï -0.001350
|
ï 0.199159
|
ï -0.000129
|
ï -0.000646
|
|
ï ï (0.00058)
|
ï (1.13915)
|
ï (0.00031)
|
ï (0.19789)
|
ï (0.00164)
|
ï (0.00046)
|
|
ï ï [-0.04010]
|
ï [ 2.75614]
|
ï [-4.31567]
|
ï [ 1.00640]
|
ï [-0.07891]
|
ï [-1.39441]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
D(TX_CH(-1))
|
ï -0.061163
|
ï -13.49581
|
ï 0.003670
|
ï -32.22537
|
ï 0.053350
|
ï 0.008639
|
|
ï ï (0.05991)
|
ï (117.408)
|
ï (0.03223)
|
ï (20.3960)
|
ï (0.16900)
|
ï (0.04776)
|
|
ï ï [-1.02099]
|
ï [-0.11495]
|
ï [ 0.11388]
|
ï [-1.57999]
|
ï [ 0.31567]
|
ï [ 0.18089]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï
D(TX_INSC_ET(-1))
|
ï -0.709368
|
ï -364.8139
|
ï 0.246203
|
ï -467.9365
|
ï -2.541787
|
ï -0.234362
|
|
ï ï (0.49612)
|
ï (972.322)
|
ï (0.26691)
|
ï (168.911)
|
ï (1.39963)
|
ï (0.39549)
|
|
ï ï [-1.42984]
|
ï [-0.37520]
|
ï [ 0.92242]
|
ï [-2.77032]
|
ï [-1.81604]
|
ï [-0.59258]
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï C
|
ï 0.102634
|
ï -99.61229
|
ï 0.400832
|
ï 332.4195
|
ï -0.780698
|
ï 0.240866
|
|
ï ï (0.20676)
|
ï (405.229)
|
ï (0.11124)
|
ï (70.3960)
|
ï (0.58332)
|
ï (0.16483)
|
|
ï ï [0.49638]
|
ï [-0.24582]
|
ï [ 3.60336]
|
ï [ 4.72214]
|
ï [-1.33838]
|
ï [ 1.46132]
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï R-squared
|
ï 0.721442
|
ï 0.820303
|
ï 0.678999
|
ï 0.577524
|
ï 0.768537
|
ï 0.759723
|
|
ï Adj. R-squared
|
ï 0.522471
|
ï 0.691948
|
ï 0.449713
|
ï 0.275756
|
ï 0.603205
|
ï 0.588096
|
|
ï Sum sq. resids
|
ï 0.676768
|
ï 2599526.
|
ï 0.195885
|
ï 78449.18
|
ï 5.386403
|
ï 0.430083
|
|
ï S.E. equation
|
ï 0.219865
|
ï 430.9065
|
ï 0.118287
|
ï 74.85661
|
ï 0.620277
|
ï 0.175272
|
|
ï F-statistic
|
ï 3.625875
|
ï 6.390904
|
ï 2.961358
|
ï 1.913801
|
ï 4.648470
|
ï 4.426599
|
|
ï Log likelihood
|
ï 9.642823
|
ï -179.8730
|
ï 25.14032
|
ï -136.1151
|
ï -16.28599
|
ï 15.30970
|
|
ï Akaike AIC
|
ï 0.108574
|
ï 15.26984
|
ï -1.131226
|
ï 11.76921
|
ï 2.182879
|
ï -0.344776
|
|
ï Schwarz SC
|
ï 0.644879
|
ï 15.80615
|
ï -0.594921
|
ï 12.30551
|
ï 2.719184
|
ï 0.191529
|
|
ï Mean dependent
|
ï 0.128400
|
ï 597.8400
|
ï -0.015199
|
ï 335.4054
|
ï 0.008193
|
ï 0.058000
|
|
ï S.D. dependent
|
ï 0.318168
|
ï 776.3746
|
ï 0.159456
|
ï 87.96051
|
ï 0.984697
|
ï 0.273095
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï Determinant resid covariance
(dof adj.)
|
ï 264.9575
|
|
|
|
|
|
ï ï ï ï ï Determinant resid
covariance
|
ï 8.171549
|
|
|
|
|
|
ï ï ï ï ï Log likelihood
|
ï -239.0990
|
|
|
|
|
|
ï ï ï ï ï Akaike information
criterion
|
ï 26.32792
|
|
|
|
|
|
ï ï ï ï ï Schwarz criterion
|
ï 30.71587
|
|
|
|
|
|
|
|
|
|
|
|
ï ï ï ï ï ï ï ï ï
ï ï ï ï ï ï ï ï ï ï
| 
