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Dette publique et epargne des menages en republique democratique du Congo

( Télécharger le fichier original )
par Joachim MORISHO Ntaganda
Université Catholique de Bukavu - Licence en sciences de gestion 2008
  

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ANNEXES

ANNEXES 1 : SERIES UTILISEES POUR L'ESTIMATION

Année

RATIO ENDETTEM EN % PIB

RATIO ENDETT/PIB

DEFICIT BUDG

TAUX EPARGNE EN % PIB

RES

1970

6,995482075

0,06995482

14,10108769

12,15849097

0,405495461

1971

7,199480819

0,07199481

13,21189591

11,99559389

0,479821003

1972

10,82597475

0,10825975

11,30729414

14,12056765

0,548769802

1973

13,18545116

0,13185451

10,45303184

14,28553271

0,635454996

1974

15,93259642

0,15932596

11,74263432

14,24454663

0,723916918

1975

19,8141948

0,19814195

11,62822152

12,69285509

-1,42744563

1976

30,20947876

0,30209479

9,587341332

6,974720702

-5,98566256

1977

29,64933247

0,29649332

9,638891516

12,04906805

3,372594883

1978

29,19751697

0,29197517

9,174648874

15,08182696

2,589487798

1979

30,04069869

0,30040699

9,41095154

15,34713127

2,799495231

1980

33,16405937

0,33164059

8,368283906

10,08313406

-4,00197184

1981

40,61867378

0,40618674

10,0169254

7,499949304

-3,47691995

1982

37,20802589

0,37208026

9,458459618

6,516308158

-2,96969045

1983

48,48640579

0,48486406

7,53112706

8,272112785

1,030569024

1984

67,33470571

0,67334706

6,557775578

10,38786423

2,577250737

1985

85,95894717

0,85958947

7,688962847

14,37892553

5,438941525

1986

88,84462208

0,88844622

7,993717091

13,87834902

1,535859718

1987

114,5750831

1,14575083

9,925065625

11,28301404

-0,99410041

1988

96,64469853

0,96644699

12,73688847

12,10562796

0,5322187

1989

102,5675286

1,02567529

10,07091786

14,9537863

2,731045971

1990

109,74431

1,0974431

11,51092049

9,349272819

-4,12587298

1991

119,308236

1,19308236

13,30740111

1,831113548

-7,36344477

1992

133,7092681

1,33709268

21,73946996

6,053824154

1,269997102

1993

105,2803487

1,05280349

15,42892873

3,981896738

-2,82611801

1994

211,8370988

2,11837099

4,363883607

10,63388204

8,171107453

1995

234,6054855

2,34605486

4,913705652

14,12964704

5,108087783

1996

222,2991546

2,22299155

6,200801268

27,54108781

17,08041932

1997

202,02165

2,0202165

7,8012496

6,26

-16,2399232

1998

214,6663179

2,14666318

8,172052538

1,308403539

-7,54766437

1999

254,8636538

2,54863654

5,961538462

9,038461538

2,616826552

2000

240,8816851

2,40881685

6,655020534

4,26113108

-3,883846

2001

222,0715704

2,2207157

4,66742812

6,184536246

4,964644723

2002

152,9070028

1,52907003

3,675360951

3,99874163

-2,33525823

ANNEXE 2 : RESULTAT DU TEST DE RACINE UNITAIRE SUR LES VARIABLES DU MODELE

RATENDT

1. ADF Test Statistic

-0.045124

1% Critical Value*

-2.6395

 
 

5% Critical Value

-1.9521

 
 

10% Critical Value

-1.6214

2. ADF Test Statistic

-3.360958

1% Critical Value*

-2.6423

 
 

5% Critical Value

-1.9526

 
 

10% Critical Value

-1.6216

 
 
 
 
 

DBUD

1. ADF Test Statistic

-3.116316

1% Critical Value*

-3.6576

 
 

5% Critical Value

-2.9591

 
 

10% Critical Value

-2.6181

2. ADF Test Statistic

-5.609142

1% Critical Value*

-2.6423

 
 

5% Critical Value

-1.9526

 
 

10% Critical Value

-1.6216

 
 
 
 
 

EPARGNE

1. ADF Test Statistic

-4.321884

1% Critical Value*

-4.2826

 
 

5% Critical Value

-3.5614

 
 

10% Critical Value

-3.2138

2. ADF Test Statistic

-5.605611

1% Critical Value*

-2.6423

 
 

5% Critical Value

-1.9526

 
 

10% Critical Value

-1.6216

 
 
 
 
 

ANNEXE 3 : RESULTATS DU TEST DE COINTEGRATION DES SERIES DU MODELE

Sample: 1970 2002

Included observations: 31

Series: RATENDT DBUD EPARGNE

Lags interval: 1 to 1

Data Trend:

None

None

Linear

Linear

Quadratic

----

 
 
 
 
 

Rank or

No Intercept

Intercept

Intercept

Intercept

Intercept

No. of CEs

No Trend

No Trend

No Trend

Trend

Trend

 
 

Log Likelihood by Model and Rank

 
 
 

0

-605.3456

-605.3456

-598.6605

-598.6605

-596.3062

1

-587.5145

-584.9582

-579.7727

-579.5352

-577.3288

2

-580.1893

-572.1504

-567.3866

-562.8500

-560.6460

3

-575.0437

-565.8666

-562.5153

-554.9735

-553.5740

4

-572.3905

-561.6637

-560.4179

-550.3311

-549.1041

5

-571.8452

-560.0774

-560.0774

-548.3039

-548.3039

 

Akaike Information Criteria by Model and Rank

 
 
 
 

0

40.66746

40.66746

40.55874

40.55874

40.72943

1

40.16222

40.06182

39.98533

40.03453

40.15024

2

40.33479

39.94519

39.83140

39.66775

39.71910

3

40.64798

40.24946

40.16228

39.86926

39.90800

4

41.12197

40.68798

40.67212

40.27943

40.26478

5

41.73195

41.29532

41.29532

40.85832

40.85832

 
 

Schwarz Criteria by Model and Rank

 
 
 

0

41.82390

41.82390

41.94647

41.94647

42.34845

1

41.78124

41.72709

41.83564

41.93109

42.23184

2

42.41638

42.11930

42.14428

42.07314

42.26327

3

43.19215

42.93240

42.93774

42.78349

42.91474

4

44.12871

43.87976

43.91016

43.70249

43.73410

5

45.20127

44.99593

44.99593

44.79022

44.79022

L.R. Test:

Rank = 1

Rank = 1

Rank = 1

Rank = 1

Rank = 2

Date: 04/19/09 Time: 11:22

 
 
 

Sample: 1970 2002

 
 
 
 

Included observations: 31

 
 
 

Test assumption: Linear deterministic trend in the data

 

Series: RATENDT DBUD DEXP SEXP EPARGNE

 
 

Lags interval: 1 to 1

 
 
 
 
 
 
 
 
 
 
 

Likelihood

5 Percent

1 Percent

Hypothesized

Eigenvalue

Ratio

Critical Value

Critical Value

No. of CE(s)

 
 
 
 
 
 
 

0.708843

100.7133

87.31

96.58

None **

 

0.659200

62.46261

62.99

70.05

At most 1

 

0.398402

29.09232

42.44

48.45

At most 2

 

0.258818

13.33921

25.32

30.45

At most 3

 

0.122596

4.054414

12.25

16.26

At most 4

 
 
 
 
 
 
 

*(**) denotes rejection of the hypothesis at 5%(1%) significance level

L.R. test indicates 1 cointegrating equation(s) at 5% significance level

ANNEXE 4 : RESULTAT DU TEST DE CAUSALITE

Pairwise Granger Causality Tests

Date: 01/29/09 Time: 14:29

Sample: 1970 2002

Lags: 1

 
 
 
 

Null Hypothesis:

Obs

F-Statistic

Probability

 
 
 
 

D(EPARGNE) does not Granger Cause D(RATENDT)

31

2.17076

0.15181

D(RATENDT) does not Granger Cause D(EPARGNE)

2.45054

0.12872

D(EPARGNE) does not Granger Cause D(DBUD)

31

0.06946

0.79405

D(DBUD) does not Granger Cause D(EPARGNE)

1.69876

0.20307

D(EPARGNE) does not Granger Cause D(DEXP)

31

1.60134

0.21614

D(DEXP) does not Granger Cause D(EPARGNE)

0.09313

0.76250

D(EPARGNE) does not Granger Cause D(SEXP)

31

0.28957

0.59475

D(SEXP) does not Granger Cause D(EPARGNE)

0.50292

0.48408

Pairwise Granger Causality Tests

Date: 01/29/09 Time: 14:30

Sample: 1970 2002

Lags: 2

 
 
 
 

Null Hypothesis:

Obs

F-Statistic

Probability

 
 
 
 

D(EPARGNE) does not Granger Cause D(RATENDT)

30

0.80717

0.45741

D(RATENDT) does not Granger Cause D(EPARGNE)

6.78712

0.00442

D(EPARGNE) does not Granger Cause D(DBUD)

30

0.32915

0.72261

D(DBUD) does not Granger Cause D(EPARGNE)

3.50443

0.04554

D(EPARGNE) does not Granger Cause D(DEXP)

30

1.23691

0.30744

D(DEXP) does not Granger Cause D(EPARGNE)

3.11500

0.06196

D(EPARGNE) does not Granger Cause D(SEXP)

30

0.07845

0.92477

D(SEXP) does not Granger Cause D(EPARGNE)

1.70608

0.20205

ANNEXE 5 : MATRICE DES COEFFICIENTS DE CORRELATION

 

RATENDT

DBUD

DEXP

SEXP

EPARGNEE

 
 
 
 
 
 

RATENDT

1.000000

-0.452157

0.771360

-0.151793

-0.201297

DBUD

-0.452157

1.000000

-0.179107

-0.227749

-0.111839

DEXP

0.771360

-0.179107

1.000000

-0.309510

-0.240500

SEXP

-0.151793

-0.227749

-0.309510

1.000000

-0.094914

EPARGNE

-0.201297

-0.111839

-0.240500

-0.094914

1.000000

ANNEXE 6 : ESTIMATION DES MODELES A CORRECTION D'ERREURS

DEFICIT BUDGETAIRE=f(EPARGNE)

Dependent Variable: D(LDBUD)Method: Least SquaresDate: 04/20/09 Time: 05:22Sample(adjusted): 1971 2002Included observations: 32 after adjusting endpoints

Variable

CoefficientStd. Errort-StatisticProb.

C

0.2763380.4035380.6847870.0493

D(LEPARGNE)

-0.0669880.1360200.4924840.0264

LDBUD(-1)

-0.7139470.1466244.8692220.0000

LEPARGNE(-1)

0.0765800.1113410.6877930.0274

RES

-0.0167880.015105-1.1113670.2762

R-squared

0.534155

Mean dependent var

2.172272

Adjusted R-squared

0.505141

S.D. dependent var

0.381711

S.E. of regression

0.279161

Akaike info criterion

0.428543

Sum squared resid

2.104129

Schwarz criterion

0.657564

Log likelihood

-1.856683

F-statistic

7.739800

Durbin-Watson stat

1.790398

Prob(F-statistic)

0.000273

EPARGNE=f(DEFICIT BUDGETAIRE)

Dependent Variable: D(LEPARGNE)

 

Method: Least Squares

Date: 04/17/09 Time: 06:16

Sample(adjusted): 1974 2002

Included observations: 29 after adjusting endpoints

Convergence achieved after 10 iterations

 
 
 
 
 

Variable

Coefficient

Std. Error

t-Statistic

Prob.

 
 
 
 
 

C

0.106928

0.507386

0.210744

0.0351

D(LDBUD)

0.132983

0.157562

0.844005

0.0482

LEPARGNE(-1)

-0.436282

0.084361

-5.171635

0.0000

LDBUD(-1)

0.358528

0.184443

1.943844

0.0354

RES

0.100880

0.009147

11.02873

0.0000

AR(1)

-0.523008

0.204171

-2.561623

0.0182

AR(2)

0.437102

0.218755

1.998137

0.0588

AR(3)

0.440415

0.206786

2.129808

0.0552

 
 
 
 
 

R-squared

0.862908

Mean dependent var

-0.043906

Adjusted R-squared

0.817210

S.D. dependent var

0.767825

S.E. of regression

0.328275

Akaike info criterion

0.839020

Sum squared resid

2.263054

Schwarz criterion

1.216206

Log likelihood

-4.165797

F-statistic

18.88308

Durbin-Watson stat

1.695481

Prob(F-statistic)

0.000000

 
 
 
 
 

Inverted AR Roots

.77

-.65 -.38i

-.65+.38i

 
 
 
 
 

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