Annexe 6 : Résultat du test d'ADF sur lpib
> Annexe 6-1 : Résultat du test
d'ADF sur lpib en niveau
Null Hypothesis: LPIB has a unit root
Exogenous: None
Lag Length: 4 (Automatic based on AIC, MAXLAG=10)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic 4.108614
0.9999
Test critical values: 1% level -2.679735
5% level -1.958088
10% level -1.607830
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LPIB)
Method: Least Squares
Date: 02/17/11 Time: 06:48
Sample (adjusted): 1990 2010
Included observations: 21 after adjustments
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
LPIB(-1)
|
0.001304
|
0.000317 4.108614
|
0.0008
|
|
D(LPIB(-1))
|
0.021866
|
0.179956 0.121510
|
0.9048
|
|
D(LPIB(-2))
|
0.239190
|
0.183635 1.302530
|
0.2112
|
|
D(LPIB(-3))
|
0.018266
|
0.151617 0.120473
|
0.9056
|
|
D(LPIB(-4))
|
-0.156175
|
0.156126 -1.000315
|
0.3320
|
|
R-squared
|
0.087980
|
Mean dependent var
|
0.041104
|
|
Adjusted R-squared
|
-0.140024
|
S.D. dependent var
|
0.011669
|
|
S.E. of regression
|
0.012459
|
Akaike info criterion
|
-5.728432
|
|
Sum squared resid
|
0.002484
|
Schwarz criterion
|
-5.479736
|
|
Log likelihood
|
65.14854
|
Hannan-Quinn criter.
|
-5.674459
|
|
Durbin-Watson stat
|
1.896744
|
|
|
> Annexe 6-2 : Résultat du test
d'ADF sur lpib en différence première
Null Hypothesis: D(LPIB) has a unit root
Exogenous: Constant
Lag Length: 3 (Automatic based on AIC, MAXLAG=10)
t-Statistic Prob.*
Contribution à
l'amélioration du niveau des dépenses d'infrastructures
routières pour soutenir la croissance économique au
Bénin
Augmented Dickey-Fuller test statistic -4.112978
0.0049
Test critical values: 1% level -3.788030
5% level -3.012363
10% level -2.646119
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LPIB,2)
Method: Least Squares
Date: 02/17/11 Time: 06:49
Sample (adjusted): 1990 2010
Included observations: 21 after adjustments
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
D(LPIB(-1))
|
-0.869818
|
0.211481 -4.112978
|
0.0008
|
|
D(LPIB(-1),2)
|
-0.111614
|
0.212366 -0.525574
|
0.6064
|
|
D(LPIB(-2),2)
|
0.126143
|
0.218706 0.576772
|
0.5721
|
|
D(LPIB(-3),2)
|
0.150378
|
0.154930 0.970623
|
0.3462
|
|
C
|
0.035474
|
0.008509 4.169226
|
0.0007
|
|
R-squared
|
0.753727
|
Mean dependent var
|
0.002678
|
|
Adjusted R-squared
|
0.692158
|
S.D. dependent var
|
0.022287
|
|
S.E. of regression
|
0.012365
|
Akaike info criterion
|
-5.743576
|
|
Sum squared resid
|
0.002446
|
Schwarz criterion
|
-5.494880
|
|
Log likelihood
|
65.30755
|
Hannan-Quinn criter.
|
-5.689603
|
|
F-statistic
|
12.24212
|
Durbin-Watson stat
|
1.924849
|
|
Prob(F-statistic)
|
0.000095
|
|
|
Annexe 7 : Résultat du test de ADF sur les
résidus de la relation de long terme de
cointégration
Null Hypothesis: RESID01 has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 10 (Automatic based on AIC, MAXLAG=10)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -16.11361
0.0001
Test critical values: 1% level -4.728363
5% level -3.759743
10% level -3.324976
*MacKinnon (1996) one-sided p-values.
Warning: Probabilities and critical values calculated for 20
observations and may not be accurate for a sample size of 15
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(RESID01) Method: Least Squares
Date: 02/17/11 Time: 06:55 Sample (adjusted): 1996 2010
Included observations: 15 after adjustments
Contribution à l'amélioration du niveau des
dépenses d'infrastructures routières pour soutenir la croissance
économique au Bénin
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
RESID01(-1)
|
-2.415925
|
0.149931 -16.11361
|
0.0038
|
|
D(RESID01(-1))
|
1.244417
|
0.115176 10.80449
|
0.0085
|
|
D(RESID01(-2))
|
0.195685
|
0.059563 3.285313
|
0.0815
|
|
D(RESID01(-3))
|
0.390650
|
0.064687 6.039045
|
0.0263
|
|
D(RESID01(-4))
|
0.270158
|
0.063814 4.233496
|
0.0515
|
|
D(RESID01(-5))
|
0.145498
|
0.060363 2.410381
|
0.1375
|
|
D(RESID01(-6))
|
0.263646
|
0.052295 5.041489
|
0.0372
|
|
D(RESID01(-7))
|
0.081632
|
0.046297 1.763219
|
0.2199
|
|
D(RESID01(-8))
|
0.493924
|
0.047304 10.44140
|
0.0090
|
|
D(RESID01(-9))
|
0.216835
|
0.042983 5.044636
|
0.0371
|
|
D(RESID01(-10))
|
0.420300
|
0.040097 10.48209
|
0.0090
|
|
C
|
-0.544065
|
0.038127 -14.26981
|
0.0049
|
|
@TREND(1985)
|
0.027994
|
0.001948 14.37140
|
0.0048
|
|
R-squared
|
0.997472
|
Mean dependent var
|
0.014082
|
|
Adjusted R-squared
|
0.982306
|
S.D. dependent var
|
0.036433
|
|
S.E. of regression
|
0.004846
|
Akaike info criterion
|
-8.102762
|
|
Sum squared resid
|
4.70E-05
|
Schwarz criterion
|
-7.489118
|
|
Log likelihood
|
73.77071
|
Hannan-Quinn criter.
|
-8.109298
|
|
F-statistic
|
65.76751
|
Durbin-Watson stat
|
3.120306
|
|
Prob(F-statistic)
|
0.015071
|
|
|
Annexe 8 : Résultat des estimations
du MCE
? Annexe 8-1 : Résultat de l'estimation
de la relation de long terme du MCE
Dependent Variable: LPIB Method: Least Squares Date: 02/17/11
Time: 07:30 Sample: 1985 2010
Included observations: 26
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
12.37034
|
2.468480 5.011319
|
0.0001
|
|
LDEP
|
0.097676
|
0.042811 2.281562
|
0.0336
|
|
LCAP_PRIV
|
0.141344
|
0.054598 2.588827
|
0.0175
|
|
LMHAT
|
0.408310
|
0.164669 2.479585
|
0.0222
|
|
D94
|
-0.124387
|
0.065631 -1.895254
|
0.0726
|
|
D95
|
-0.141389
|
0.064576 -2.189501
|
0.0406
|
|
R-squared
|
0.966492
|
Mean dependent var
|
27.31347
|
|
Adjusted R-squared
|
0.958115
|
S.D. dependent var
|
0.302790
|
|
S.E. of regression
|
0.061968
|
Akaike info criterion
|
-2.525208
|
|
Sum squared resid
|
0.076802
|
Schwarz criterion
|
-2.234878
|
|
Log likelihood
|
38.82771
|
Hannan-Quinn criter.
|
-2.441604
|
|
F-statistic
|
115.3743
|
Durbin-Watson stat
|
0.593192
|
|
Prob(F-statistic)
|
0.000000
|
|
|
Contribution à
l'amélioration du niveau des dépenses d'infrastructures
routières pour soutenir la croissance économique au
Bénin
> Annexe 8-2 : Résultat de
l'estimation de la relation du modèle dynamique (court
terme)
Dependent Variable: D(LPIB)
Method: Least Squares
Date: 02/17/11 Time: 07:24
Sample (adjusted): 1986 2010
Included observations: 25 after adjustments
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
C
|
0.033867
|
0.003506 9.659596
|
0.0000
|
D(LDEP)
|
0.019170
|
0.007290 2.629659
|
0.0170
|
D(LMHAT)
|
-0.053671
|
0.076888 -0.698039
|
0.4941
|
D(LCAP_PRIV)
|
0.064547
|
0.013224 4.881020
|
0.0001
|
RESIDMLT(-1)
|
-0.121887
|
0.046463 -2.623309
|
0.0172
|
D94
|
-0.047322
|
0.013922 -3.399059
|
0.0032
|
D87
|
-0.053269
|
0.012222 -4.358362
|
0.0004
|
R-squared
|
0.766583
|
Mean dependent var
|
0.034996
|
Adjusted R-squared
|
0.688777
|
S.D. dependent var
|
0.020981
|
S.E. of regression
|
0.011705
|
Akaike info criterion
|
-5.826172
|
Sum squared resid
|
0.002466
|
Schwarz criterion
|
-5.484886
|
Log likelihood
|
79.82715
|
Hannan-Quinn criter.
|
-5.731514
|
F-statistic
|
9.852518
|
Durbin-Watson stat
|
2.271022
|
Prob(F-statistic)
|
0.000071
|
|
|
|
Annexe 9 : Test de validation du
ECM
> Annexe 9-1 : Test de normalité de
Jarque Bera sur les résidus
9 8 7 6 5
4 3 2 1 0
|
|
Series: Residuals
Sample 1986 2010
Observations 25
Mean -4.65e-18
Median 0.000810
Maximum 0.016535
Minimum -0.027341
Std. Dev. 0.010136
Skewness -0.746690
Kurtosis 3.643773
Jarque-Bera 2.754817
Probability 0.252231
|
|
-0.03 -0.02 -0.01 0.00 0.01 0.02
> Annexe 9.2 : Test
d'autocorrélation des erreurs de Breusch-Godfrey
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 0.369233 Prob. F(2,16) 0.6970
Obs*R-squared 1.102948 Prob. Chi-Square(2) 0.5761
Contribution à l'amélioration du niveau des
dépenses d'infrastructures routières pour soutenir la croissance
économique au Bénin
R-squared 0.443210 Mean dependent var 9.86E-05
Adjusted R-squared 0.257614 S.D. dependent var 0.000164
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 02/17/11 Time: 07:50
Sample: 1986 2010
Included observations: 25
Presample missing value lagged residuals set to zero.
Variable Coefficient Std. Error t-Statistic Prob.
C -0.000427 0.003671 -0.116317 0.9088
D(LDEP) 0.001550 0.007793 0.198840 0.8449
D(LMHAT) 0.013980 0.081379 0.171794 0.8658
D(LCAP_PRIV) -0.002227 0.014227 -0.156505 0.8776
RESIDMLT(-1) 0.004762 0.048503 0.098185 0.9230
D94 0.002076 0.015111 0.137395 0.8924
D87 0.000677 0.012723 0.053241 0.9582
RESID(-1) -0.179723 0.284035 -0.632749 0.5358
RESID(-2) 0.142086 0.267494 0.531175 0.6026
R-squared 0.044118 Mean dependent var -4.65E-18
Adjusted R-squared -0.433823 S.D. dependent var 0.010136
S.E. of regression 0.012138 Akaike info criterion -5.711292
Sum squared resid 0.002357 Schwarz criterion -5.272497
Log likelihood 80.39116 Hannan-Quinn criter. -5.589589
F-statistic 0.092308 Durbin-Watson stat 1.958979
Prob(F-statistic) 0.999027
? Annexe 9-3 : Test
d'homoscédasticité de White
Heteroskedasticity Test: White
F-statistic 2.388031 Prob. F(6,18) 0.0711
Obs*R-squared 11.08026 Prob. Chi-Square(6) 0.0859
Scaled explained SS 7.592923 Prob. Chi-Square(6) 0.2695
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares
Date: 02/17/11 Time: 07:51 Sample: 1986 2010
Included observations: 25
Variable Coefficient Std. Error t-Statistic Prob.
C 2.29E-05 5.47E-05 0.419688 0.6797
(D(LDEP))^2 4.83E-05 0.000124 0.389658 0.7014
(D(LMHAT))^2 -0.004172 0.004577 -0.911570 0.3740
(D(LCAP_PRIV))^2 0.002451 0.000709 3.457085 0.0028
RESIDMLT(-1)^2 -0.002220 0.007862 -0.282324 0.7809
D94^2 -0.000409 0.000174 -2.349036 0.0304
D87^2 -6.88E-05 0.000148 -0.466240 0.6466
Contribution à
l'amélioration du niveau des dépenses d'infrastructures
routières pour soutenir la croissance économique au
Bénin
|
S.E. of regression
|
0.000141
|
Akaike info criterion
|
-14.66358
|
|
Sum squared resid
|
3.58E-07
|
Schwarz criterion
|
-14.32230
|
|
Log likelihood
|
190.2948
|
Hannan-Quinn criter.
|
-14.56892
|
|
F-statistic
|
2.388031
|
Durbin-Watson stat
|
2.136432
|
|
Prob(F-statistic)
|
0.071121
|
|
|
> Annexe 9-4 : Test CUSUM de
stabilité (Brown, Durbin, Ewans)
|
12 8 4 0
- 4
- 8 -12
|
|
|
1996 1998 2000 2002 2004 2006 2008 2010
|
|
CUSUM 5% Significance
|
> Annexe 9-5 : Test CUSUM of squares
(Brown, Durbin, Ewans)
|
1.6 1.2 0.8 0.4
0.0 -0.4
|
|
|
1996 1998 2000 2002 2004 2006 2008 2010
|
CUSUM of Squares 5% Significance
| 
