Annexe 2 : Régression 1
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Dependent Variable: LOG(IDE)
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Method: Least Squares
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Date: 01/03/15 Time: 12:20
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Sample: 1975 2013
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Included observations: 39
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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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LOG(INVP)
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0.352884
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0.267666
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1.318376
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0.1967
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LOG(INVPV)
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0.318022
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0.427537
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0.743846
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0.4624
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LOG(OUV)
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-0.193365
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1.197437
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-0.161482
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0.8727
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LOG(RF)
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-0.606182
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0.984558
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-0.615689
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0.5425
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TBS
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-0.014775
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0.019033
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-0.776301
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0.4433
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IHPC
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0.037769
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0.018343
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2.059017
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0.0477
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C
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4.856225
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4.026574
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1.206044
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0.2366
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R-squared
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0.718634
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Mean dependent var
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4.153995
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Adjusted R-squared
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0.665877
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S.D. dependent var
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1.072596
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S.E. of regression
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0.619996
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Akaike info criterion
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2.042943
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Sum squared resid
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12.30066
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Schwarz criterion
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2.341531
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Log likelihood
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-32.83738
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Hannan-Quinn criter.
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2.150073
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F-statistic
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13.62178
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Durbin-Watson stat
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1.703441
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Prob(F-statistic)
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0.000000
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? Test de diagnostic sur résidus :
Test de normalité :
Series: Residuals
Sample 1975 2013
Observations 39
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Mean Median Maximum Minimum
Skewness
Kurtosis
Jarque-Bera
Probability
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10 8 6 4 2 0
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-1.5 -1.0 -0.5 0.0 0.5 1.0 1.5
Test d'hétérocédasticité
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Heteroskedasticity Test: White
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F-statistic
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1.143051
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Prob. F(6,32)
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0.3606
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Obs*R-squared
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6.883316
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Prob. Chi-Square(6)
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0.3318
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Scaled explained SS
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4.752211
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Prob. Chi-Square(6)
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0.5760
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2.58e-15 0.112243 1.267453 -1.307845 0.568948 -0.477941
3.050960
1.488999
0.474972
KERE Brahim, Auditeur GPE 15 Page iv
KERE Brahim, Auditeur GPE 15 Page v
Relation entre les Investissements Publics et les IDE : cas de
la Côte d'Ivoire
Test d'autocorrelation
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Breusch-Godfrey Serial Correlation LM Test:
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F-statistic
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0.192545
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Prob. F(2,30)
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0.8259
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Obs*R-squared
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0.494271
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Prob. Chi-Square(2)
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0.7810
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? test de restrictions linéaires sur les
coefficients
Test de significativité globale des coefficients (test de
Fisher+coefficient de détermination ajusté)
Adjusted R-squared= 0.665877 Prob(F-statistic)= 0.000000
Test de significativité individuelle des coefficients
(test de student)
Variables significatives : IHPC (à 5%) ? Test de
stabilité de cusum
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20 15 10 5 0 -5 -10 -15 -20
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82 84 86 88 90 92 94 96 98 00 02 04 06 08 10 12
CUSUM 5% Significance
Relation entre les Investissements Publics et les IDE : cas de
la Côte d'Ivoire
Annexe 3 : Régression 2
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Dependent Variable: LOG(IDE)
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Method: Least Squares
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Date: 01/03/15 Time: 12:23
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Sample (adjusted): 1976 2013
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Included observations: 38 after adjustments
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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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IHPC(-1)
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0.031645
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0.017603
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1.797711
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0.0820
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LOG(INVP(-1))
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0.487961
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0.285019
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1.712032
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0.0969
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LOG(INVPV(-1))
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0.370684
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0.404815
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0.915689
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0.3669
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LOG(OUV(-1))
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0.354315
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1.137683
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0.311435
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0.7576
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LOG(RF(-1))
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-0.906384
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0.932232
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-0.972273
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0.3384
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TBS(-1)
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-0.042126
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0.019857
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-2.121519
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0.0420
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C
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3.821350
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3.844064
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0.994091
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0.3279
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R-squared
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0.753825
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Mean dependent var
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4.168772
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Adjusted R-squared
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0.706178
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S.D. dependent var
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1.082963
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S.E. of regression
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0.587024
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Akaike info criterion
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1.937321
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Sum squared resid
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10.68252
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Schwarz criterion
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2.238981
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Log likelihood
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-29.80909
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Hannan-Quinn criter.
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2.044649
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F-statistic
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15.82109
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Durbin-Watson stat
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1.894274
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Prob(F-statistic)
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0.000000
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? Test de diagnostic sur résidus :
Test de normalité :
Series: Residuals
Sample 1976 2013
Observations 38
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Mean Median Maximum Minimum
Skewness
Kurtosis
Jarque-Bera
Probability
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12 10 8 6 4 2 0
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-1.0 -0.5 0.0 0.5 1.0 1.5
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Test d'hétérocédasticité
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Heteroskedasticity Test:
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White
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F-statistic
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1.754187
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Prob. F(6,31)
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0.1416
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Obs*R-squared
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9.631630
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Prob. Chi-Square(6)
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0.1410
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Scaled explained SS
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8.161024
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Prob. Chi-Square(6)
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0.2265
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3.23e-15 0.014912 1.440316 -1.125367 0.537324 -0.270936
3.546353
0.937535
0.625773
KERE Brahim, Auditeur GPE 15 Page vi
KERE Brahim, Auditeur GPE 15 Page vii
Relation entre les Investissements Publics et les IDE : cas de
la Côte d'Ivoire
Test d'autocorrelation
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 0.057354 Prob. F(2,29) 0.9444
Obs*R-squared 0.149714 Prob. Chi-Square(2) 0.9279
? test de restrictions linéaires sur les
coefficients
Test de significativité globale des coefficients (test de
Fisher+coefficient de détermination ajusté)
Adjusted R-squared= 0.706178 Prob(F-statistic)= 0.000000
Test de significativité individuelle des coefficients
(test de student)
Variables significatives : TBS (à 5%) IHPC et INVP au
seuil de 10% ? Test de stabilité de cusum
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20 15 10 5 0 -5 -10 -15 -20
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84 86 88 90 92 94 96 98 00 02 04 06 08 10 12
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CUSUM 5% Significance
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Relation entre les Investissements Publics et les IDE : cas de
la Côte d'Ivoire
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