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Les déterminants du taux de change en r.d.c


par Hermann KISIMBA NUMBI
Université de Likasi - Licence Gestion financière 2016
  

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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.

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