ANNEXE 6
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LPTN)
Method: Least Squares
Date: 06/30/19 Time: 18:30
Sample (adjusted): 1993 2016
Included observations: 24 after adjustments
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
LPTN(-1)
|
-0.442364
|
0.203336 -2.175528
|
0.0412
|
|
C
|
-1.302880
|
2.124929 -0.613141
|
0.5464
|
|
@TREND("1992")
|
0.211777
|
0.185071 1.144303
|
0.2654
|
|
R-squared
|
0.232466
|
Mean dependent var
|
0.533333
|
|
Adjusted R-squared
|
0.159367
|
S.D. dependent var
|
3.690960
|
|
S.E. of regression
|
3.384095
|
Akaike info criterion
|
5.392519
|
|
Sum squared resid
|
240.4941
|
Schwarz criterion
|
5.539775
|
|
Log likelihood
|
-61.71022
|
Hannan-Quinn criter.
|
5.431586
|
|
F-statistic
|
3.180171
|
Durbin-Watson stat
|
1.637208
|
|
Prob(F-statistic)
|
0.062162
|
|
|
Null Hypothesis: D(LPTN) has a unit root Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=5)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -4.553657
0.0016
Test critical values: 1% level -3.752946
5% level -2.998064
10% level -2.638752
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation Dependent Variable:
D(LPTN,2) Method: Least Squares
88
Date: 06/30/19 Time: 18:30
Sample (adjusted): 1994 2016
Included observations: 23 after adjustments
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
D(LPTN(-1))
|
-1.015265
|
0.222956 -4.553657
|
0.0002
|
|
C
|
0.702786
|
0.805102 0.872916
|
0.3926
|
|
R-squared
|
0.496835
|
Mean dependent var
|
-0.060870
|
|
Adjusted R-squared
|
0.472874
|
S.D. dependent var
|
5.201463
|
|
S.E. of regression
|
3.776440
|
Akaike info criterion
|
5.578382
|
|
Sum squared resid
|
299.4914
|
Schwarz criterion
|
5.677120
|
|
Log likelihood
|
-62.15139
|
Hannan-Quinn criter.
|
5.603214
|
|
F-statistic
|
20.73579
|
Durbin-Watson stat
|
1.428641
|
|
Prob(F-statistic)
|
0.000173
|
|
|
ANNEXE 7
Null Hypothesis: D(LPTN) has a unit root Exogenous: Constant,
Linear Trend
Lag Length: 5 (Automatic - based on SIC, maxlag=5)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -3.804240 0.0409
Test critical values: 1% level -4.571559
5% level -3.690814
10% level -3.286909
*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 18
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LPTN,2)
Method: Least Squares
Date: 06/30/19 Time: 18:32
Sample (adjusted): 1999 2016
Included observations: 18 after adjustments
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
D(LPTN(-1))
|
-2.908758
|
0.764609 -3.804240
|
0.0035
|
|
D(LPTN(-1),2)
|
1.526807
|
0.558831 2.732145
|
0.0211
|
|
D(LPTN(-2),2)
|
1.294677
|
0.463098 2.795688
|
0.0189
|
|
D(LPTN(-3),2)
|
1.252782
|
0.361847 3.462183
|
0.0061
|
|
D(LPTN(-4),2)
|
0.899260
|
0.305979 2.938965
|
0.0148
|
|
D(LPTN(-5),2)
|
0.369186
|
0.197694 1.867461
|
0.0914
|
|
C
|
6.450608
|
2.201964 2.929480
|
0.0151
|
|
@TREND("1992")
|
-0.300621
|
0.118373 -2.539604
|
0.0294
|
|
R-squared
|
0.789346
|
Mean dependent var
|
-0.455556
|
|
Adjusted R-squared
|
0.641888
|
S.D. dependent var
|
3.725780
|
|
S.E. of regression
|
2.229597
|
Akaike info criterion
|
4.742621
|
|
Sum squared resid
|
49.71103
|
Schwarz criterion
|
5.138342
|
|
Log likelihood
|
-34.68359
|
Hannan-Quinn criter.
|
4.797186
|
89
F-statistic 5.353035 Durbin-Watson stat 1.884093
Prob(F-statistic) 0.009032
ANNEXE
90
| 
