Annexe2-Tableau 10
Vector Autoregression Estimates
Date: 07/15/12 Time: 01:04
Sample (adjusted): 1972 2010
Included observations: 39 after adjustments
Standard errors in ( ) & t-statistics in [ ]
|
CYCLE_GOUV
|
CYCLE_COM
|
|
CYCLE_GOUV(-1)
|
0.673084
|
0.676237
|
|
(0.16920)
|
(1.00296)
|
|
[ 3.97804]
|
[ 0.67424]
|
|
CYCLE_GOUV(-2)
|
-0.561719
|
-0.714501
|
|
(0.13946)
|
(0.82665)
|
|
[-4.02789]
|
[-0.86433]
|
|
CYCLE_COM(-1)
|
0.056066
|
-0.257011
|
|
(0.03506)
|
(0.20780)
|
|
[ 1.59934]
|
[-1.23684]
|
|
CYCLE_COM(-2)
|
-0.000675
|
-0.061332
|
|
(0.03691)
|
(0.21877)
|
|
[-0.01829]
|
[-0.28035]
|
|
C
|
2135458.
|
-3655514.
|
|
(1.1E+07)
|
(6.8E+07)
|
|
[ 0.18694]
|
[-0.05399]
|
|
R-squared
|
0.559068
|
0.056324
|
|
Adj. R-squared
|
0.507194
|
-0.054697
|
|
Sum sq. resids
|
1.71E+17
|
6.02E+18
|
|
S.E. equation
|
70995175
|
4.21E+08
|
|
F-statistic
|
10.77735
|
0.507326
|
|
Log likelihood
|
-757.7100
|
-827.1154
|
|
Akaike AIC
|
39.11333
|
42.67258
|
UNIVERSITE PEDAGOGIQUE NATIONALE : Analyse
économétrique de l'efficacité des politiques
budgétaires. Cas du Brésil, du Congo et de la RD Congo
(1970-2010) Par N'SUNDI ZALA Hugo
Page 106 sur 123
Schwarz SC 39.32661 42.88586
Mean dependent -539683.6 -583193.4
S.D. dependent 1.01E+08 4.10E+08
Determinant resid covariance (dof adj.) 6.28E+32
Determinant resid covariance 4.77E+32
Log likelihood -1577.975
Akaike information criterion 81.43461
Schwarz criterion 81.86116
Annexe2-Tableau 11
Vector Autoregression Estimates
Date: 07/15/12 Time: 01:10
Sample (adjusted): 1972 2010
Included observations: 39 after adjustments
Standard errors in ( ) & t-statistics in [ ]
CYCLE_GOUV CYCLE_INVEST CYCLE_COM
CYCLE_GOUV(-1) 0.754857 0.470540 0.688735
(0.17568) (0.80829) (1.07009)
[ 4.29669] [ 0.58214] [ 0.64362]
CYCLE_GOUV(-2) -0.559023 0.055195 -0.464856
(0.14345) (0.65998) (0.87374)
[-3.89707] [ 0.08363] [-0.53203]
CYCLE_INVEST(-1) 0.085683 0.073374 0.228413
(0.04674) (0.21503) (0.28467)
[ 1.83333] [ 0.34123] [ 0.80237]
CYCLE_INVEST(-2) 0.001291 0.003477 0.269355
(0.04750) (0.21853) (0.28931)
[ 0.02719] [ 0.01591] [ 0.93103]
CYCLE_COM(-1) 0.008363 -0.163647 -0.380223
(0.04312) (0.19838) (0.26263)
[ 0.19397] [-0.82492] [-1.44775]
CYCLE_COM(-2) -0.012610 -0.282476 -0.211076
(0.04237) (0.19495) (0.25810)
[-0.29760] [-1.44893] [-0.81781]
C 885430.6 -6221614. -9237074.
(1.1E+07) (5.2E+07) (6.8E+07)
[ 0.07885] [-0.12043] [-0.13505]
UNIVERSITE PEDAGOGIQUE NATIONALE : Analyse
économétrique de l'efficacité des politiques
budgétaires. Cas du Brésil, du Congo et de la RD Congo
(1970-2010) Par N'SUNDI ZALA Hugo
Page 107 sur 123
|
R-squared 0.600979
|
0.087822
|
0.098293
|
|
Adj. R-squared 0.526162
|
-0.083211
|
-0.070777
|
|
Sum sq. resids 1.55E+17
|
3.28E+18
|
5.75E+18
|
|
S.E. equation 69615426
|
3.20E+08
|
4.24E+08
|
|
F-statistic 8.032707
|
0.513481
|
0.581372
|
|
Log likelihood -755.7624
|
-815.2859
|
-826.2282
|
|
Akaike AIC 39.11602
|
42.16851
|
42.72965
|
|
Schwarz SC 39.41461
|
42.46710
|
43.02824
|
|
Mean dependent -539683.6
|
-1426090.
|
-583193.4
|
|
S.D. dependent 1.01E+08
|
3.08E+08
|
4.10E+08
|
|
Determinant resid covariance (dof adj.)
|
4.06E+49
|
|
|
Determinant resid covariance
|
2.24E+49
|
|
|
Log likelihood
|
-2381.872
|
|
|
Akaike information criterion
|
123.2242
|
|
|
Schwarz criterion
|
124.1200
|
|
| 
