ANNEXE 4
Included observations: 25
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
22155.14
|
5925.271 3.739092
|
0.0013
|
|
LPTN^2
|
-91.53038
|
96.55597 -0.947952
|
0.3545
|
|
LPIBh^2
|
-0.056981
|
0.044593 -1.277800
|
0.2160
|
|
LTxINF^2
|
-6.61E-05
|
0.000177 -0.373895
|
0.7124
|
|
LMM^2
|
4.71E-17
|
2.76E-17 1.704039
|
0.1039
|
|
R-squared
|
0.192208
|
Mean dependent var
|
14660.24
|
|
Adjusted R-squared
|
0.030650
|
S.D. dependent var
|
16615.74
|
|
S.E. of regression
|
16359.12
|
Akaike info criterion
|
22.41982
|
|
Sum squared resid
|
5.35E+09
|
Schwarz criterion
|
22.66359
|
|
Log likelihood
|
-275.2477
|
Hannan-Quinn criter.
|
22.48743
|
|
F-statistic
|
1.189716
|
Durbin-Watson stat
|
1.236372
|
|
Prob(F-statistic)
|
0.345689
|
|
|
|
Test Equation:
|
|
|
|
|
Dependent Variable: RESID
|
|
|
|
|
Method: Least Squares
|
|
|
|
Date: 10/05/18 Time: 13:58
Sample: 1992 2016
Included observations: 25
Presample missing value lagged residuals set to zero.
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
11.21838
|
75.31918 0.148945
|
0.8833
|
|
LPTN
|
-1.199812
|
8.171491 -0.146829
|
0.8849
|
|
LPIBh
|
-0.013264
|
0.284277 -0.046658
|
0.9633
|
|
LTxINF
|
-0.005973
|
0.017341 -0.344453
|
0.7345
|
|
LMM
|
-1.47E-10
|
7.20E-09 -0.020393
|
0.9840
|
|
RESID(-1)
|
0.198196
|
0.259495 0.763777
|
0.4549
|
|
RESID(-2)
|
-0.107260
|
0.250540 -0.428114
|
0.6736
|
|
R-squared
|
0.036304
|
Mean dependent var
|
1.08E-13
|
|
Adjusted R-squared
|
-0.284928
|
S.D. dependent var
|
123.5762
|
|
S.E. of regression
|
140.0794
|
Akaike info criterion
|
12.95379
|
86
|
Sum squared resid
|
353200.4
|
Schwarz criterion
|
13.29508
|
|
Log likelihood
|
-154.9224
|
Hannan-Quinn criter.
|
13.04845
|
|
F-statistic
|
0.113015
|
Durbin-Watson stat
|
1.943364
|
|
Prob(F-statistic)
|
0.993660
|
|
|
|
Dependent Variable: LTCH
|
|
|
|
|
Method: Least Squares
|
|
|
|
Date: 06/30/19 Time: 18:24 Sample: 1992 2016
|
Included observations: 25
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
-11.05610
|
71.53465 -0.154556
|
0.8787
|
|
LPTN
|
17.19385
|
7.705111 2.231487
|
0.0373
|
|
LPIBH
|
1.801156
|
0.272870 6.600783
|
0.0000
|
|
LTXINF
|
0.048547
|
0.015216 3.190589
|
0.0046
|
|
LMM
|
-1.81E-08
|
6.60E-09 -2.736295
|
0.0127
|
|
R-squared
|
0.854635
|
Mean dependent var
|
520.8500
|
|
ANNEXE 5
|
|
|
|
|
Adjusted R-squared
|
0.825562
|
S.D. dependent var
|
324.0797
|
|
S.E. of regression
|
135.3544
|
Akaike info criterion
|
12.83053
|
|
Sum squared resid
|
366416.5
|
Schwarz criterion
|
13.07430
|
|
Log likelihood
|
-155.3816
|
Hannan-Quinn criter.
|
12.89814
|
|
F-statistic
|
29.39615
|
Durbin-Watson stat
|
1.686786
|
|
Prob(F-statistic)
|
0.000000
|
|
|
Null Hypothesis: LPTN has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=5)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.231783
0.2009
Test critical values: 1% level -3.737853
5% level -2.991878
10% level -2.635542
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LPTN)
Method: Least Squares
Date: 06/30/19 Time: 18:28
Sample (adjusted): 1993 2016
Included observations: 24 after adjustments
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
LPTN(-1)
|
-0.246408
|
0.110409 -2.231783
|
0.0361
|
|
C
|
0.985082
|
0.724468 1.359731
|
0.1877
|
|
R-squared
|
0.184607
|
Mean dependent var
|
0.533333
|
|
Adjusted R-squared
|
0.147544
|
S.D. dependent var
|
3.690960
|
|
S.E. of regression
|
3.407811
|
Akaike info criterion
|
5.369672
|
|
Sum squared resid
|
255.4898
|
Schwarz criterion
|
5.467844
|
|
Log likelihood
|
-62.43607
|
Hannan-Quinn criter.
|
5.395717
|
87
F-statistic 4.980856 Durbin-Watson stat 1.837430
Prob(F-statistic) 0.036134
Null Hypothesis: LPTN has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic - based on SIC, maxlag=5)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.175528
0.4809
Test critical values: 1% level -4.394309
5% level -3.612199
10% level -3.243079
*MacKinnon (1996) one-sided p-values.
| 
