ANNEXES
Graphique 1 : évolution du taux
d'inflation de 1998 à 2012.
Source : nous même à partir du
logiciel Eviews5.
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Null Hypothesis: TINF has a unit root
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Exogenous: None
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Lag Length: 1 (Automatic based on SIC, MAXLAG=1)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-4.813138
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0.0002
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Test critical values:
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1% level
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-2.754993
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5% level
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-1.970978
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10% level
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-1.603693
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*MacKinnon (1996) one-sided p-values.
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Warning: Probabilities and critical values calculated for
20
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observations
and may not be accurate for a sample size of 13
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(TINF)
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Method: Least Squares
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Date: 07/06/14 Time: 16:59
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Sample (adjusted): 2000 2012
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Included observations: 13 afteradjustments
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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TINF(-1)
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-0.476293
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0.098957
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-4.813138
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0.0005
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D(TINF(-1))
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0.380509
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0.134339
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2.832458
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0.0163
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R-squared
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0.653550
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Meandependent var
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-37.00000
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Adjusted R-squared
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0.622054
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S.D. dependent var
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108.8204
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S.E. of regression
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66.89983
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Akaike info criterion
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11.38491
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Sumsquaredresid
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49231.47
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Schwarz criterion
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11.47182
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Log likelihood
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-72.00190
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Durbin-Watson stat
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2.085231
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Graphique 2 : Evolution du taux de change de 1998
à 2012
Source : nous même à partir du
logiciel Eviews5.
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Null Hypothesis: D(TCH) has a unit root
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Exogenous: None
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Lag Length: 0 (Automatic based on SIC, MAXLAG=1)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-1.917575
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0.0555
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Test critical values:
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1% level
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-2.754993
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5% level
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-1.970978
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10% level
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-1.603693
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*MacKinnon (1996) one-sided p-values.
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Warning: Probabilities and critical values calculated for
20
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observations
and may not be accurate for a sample size of 13
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(TCH,2)
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Method: Least Squares
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Date: 07/06/14 Time: 17:01
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Sample (adjusted): 2000 2012
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Included observations: 13 afteradjustments
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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D(TCH(-1))
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-0.469083
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0.244623
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-1.917575
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0.0793
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R-squared
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0.234550
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Meandependent var
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-0.164615
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Adjusted R-squared
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0.234550
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S.D. dependent var
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104.4254
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S.E. of regression
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91.36174
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Akaike info criterion
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11.94133
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Sumsquaredresid
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100163.6
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Schwarz criterion
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11.98479
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Log likelihood
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-76.61867
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Durbin-Watson stat
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2.009034
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Graphique 3 : Evolution de la masse
monétaire de 1998 à 2012
Source : nous même à partir du
logiciel Eviews5.
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Null Hypothesis: D(MM) has a unit root
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Exogenous: Constant, Linear Trend
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Lag Length: 0 (Automatic based on SIC, MAXLAG=1)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-1.915586
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0.5900
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Test critical values:
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1% level
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-4.886426
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5% level
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-3.828975
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10% level
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-3.362984
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*MacKinnon (1996) one-sided p-values.
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Warning: Probabilities and critical values calculated for
20
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observations
and may not be accurate for a sample size of 13
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(MM,2)
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Method: Least Squares
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Date: 07/06/14 Time: 17:03
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Sample (adjusted): 2000 2012
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Included observations: 13 afteradjustments
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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D(MM(-1))
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-0.457834
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0.239005
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-1.915586
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0.0844
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C
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-7.28E+10
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6.36E+10
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-1.145441
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0.2787
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@TREND(1998)
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2.43E+10
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1.21E+10
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2.006717
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0.0726
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R-squared
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0.290042
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Meandependent var
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3.80E+10
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Adjusted R-squared
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0.148050
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S.D. dependent var
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7.63E+10
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S.E. of regression
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7.04E+10
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Akaike info criterion
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52.99198
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Sumsquaredresid
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4.96E+22
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Schwarz criterion
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53.12235
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Log likelihood
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-341.4479
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F-statistic
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2.042668
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Durbin-Watson stat
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1.675334
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Prob(F-statistic)
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0.180370
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