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Impact des Technologies de l'Information et de la Communication (TIC) sur le tissu productif des biens et services au Maroc

( Télécharger le fichier original )
par Ghynel NGASSI NGAKEGNI
INSEA Rabat - Ingenieur d'Etat en Statistique et Economie (Majeur: Statistique) 2010
  

précédent sommaire

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 [ ]

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

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

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