ANNEXE 2
Résultats des
différentes régressions
1 - Cas d'Haïti
Table 22: Résultats de la
régression 1 (EQ.1)
|
Dependent Variable: D(LY)
|
|
Method: Least Squares
|
|
Date: 09/16/05 Time: 12:07
|
|
Sample(adjusted): 1971 2000
|
|
Included observations: 30 after adjusting endpoints
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
C
|
-0.009519
|
0.030640
|
-0.310666
|
0.7587
|
|
TCPUB
|
0.036324
|
0.031551
|
1.151267
|
0.2610
|
|
D(TINV)
|
0.025092
|
0.029512
|
0.850220
|
0.4036
|
|
D(TE)
|
0.547997
|
0.399324
|
1.372311
|
0.1827
|
|
FIXE
|
0.026000
|
0.029857
|
0.870824
|
0.3925
|
|
EMBARGO
|
-0.045264
|
0.035527
|
-1.274065
|
0.2148
|
|
R-squared
|
0.371741
|
Mean dependent var
|
0.011978
|
|
Adjusted R-squared
|
0.240853
|
S.D. dependent var
|
0.045865
|
|
S.E. of regression
|
0.039962
|
Akaike info criterion
|
-3.424928
|
|
Sum squared resid
|
0.038327
|
Schwarz criterion
|
-3.144689
|
|
Log likelihood
|
57.37392
|
F-statistic
|
2.840159
|
|
Durbin-Watson stat
|
2.228927
|
Prob(F-statistic)
|
0.037492
|
Sources : Simulation
de l'auteur à partir des données des statistiques
financières internationales, du manuel statistique des
Nations-Unies et de l'IHSI
Table 23 : Résultats de la régression 2
(EQ.2)
|
Dependent Variable: D(LY)
|
|
Method: Least Squares
|
|
Date: 09/15/05 Time: 18:57
|
|
Sample(adjusted): 1971 2000
|
|
Included observations: 30 after adjusting endpoints
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
C
|
0.016481
|
0.009771
|
1.686681
|
0.1046
|
|
TCPUB
|
0.036324
|
0.031551
|
1.151267
|
0.2610
|
|
D(TINV)
|
0.025092
|
0.029512
|
0.850220
|
0.4036
|
|
D(TE)
|
0.547997
|
0.399324
|
1.372311
|
0.1827
|
|
FLEX
|
-0.026000
|
0.029857
|
-0.870824
|
0.3925
|
|
EMBARGO
|
-0.045264
|
0.035527
|
-1.274065
|
0.2148
|
|
R-squared
|
0.371741
|
Mean dependent var
|
0.011978
|
|
Adjusted R-squared
|
0.240853
|
S.D. dependent var
|
0.045865
|
|
S.E. of regression
|
0.039962
|
Akaike info criterion
|
-3.424928
|
|
Sum squared resid
|
0.038327
|
Schwarz criterion
|
-3.144689
|
|
Log likelihood
|
57.37392
|
F-statistic
|
2.840159
|
|
Durbin-Watson stat
|
2.228927
|
Prob(F-statistic)
|
0.037492
|
Sources : Simulation de l'auteur à partir
des données des statistiques financières
internationales, du manuel statistique des Nations-Unies et de
l'IHSI
Table 24: Résultats de la
régression 3 (EQ.3)
|
Dependent Variable: D(LY)
|
|
Method: Least Squares
|
|
Date: 09/16/05 Time: 12:23
|
|
Sample(adjusted): 1971 2000
|
|
Included observations: 30 after adjusting endpoints
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
C
|
-0.005613
|
0.021069
|
-0.266425
|
0.7923
|
|
TCPUB
|
-0.046731
|
0.026797
|
-1.743887
|
0.0945
|
|
D(TINV)
|
0.000738
|
0.020800
|
0.035503
|
0.9720
|
|
TCOME
|
0.100616
|
0.019076
|
5.274384
|
0.0000
|
|
D(TE)
|
0.467555
|
0.274845
|
1.701158
|
0.1024
|
|
FIXE
|
0.019592
|
0.020554
|
0.953173
|
0.3504
|
|
EMBARGO
|
-0.063724
|
0.024664
|
-2.583638
|
0.0166
|
|
R-squared
|
0.715659
|
Mean dependent var
|
0.011978
|
|
Adjusted R-squared
|
0.641483
|
S.D. dependent var
|
0.045865
|
|
S.E. of regression
|
0.027462
|
Akaike info criterion
|
-4.151040
|
|
Sum squared resid
|
0.017346
|
Schwarz criterion
|
-3.824094
|
|
Log likelihood
|
69.26560
|
F-statistic
|
9.648131
|
|
Durbin-Watson stat
|
1.764963
|
Prob(F-statistic)
|
0.000024
|
Sources : Simulation de l'auteur à partir
des données des statistiques financières
internationales, du manuel statistique des Nations-Unies et de
l'IHSI
Table 25 : Résultats de la
régression 4 (EQ.4)
|
Dependent Variable: D(LY)
|
|
Method: Least Squares
|
|
Date: 09/15/05 Time: 21:52
|
|
Sample(adjusted): 1971 2000
|
|
Included observations: 30 after adjusting endpoints
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
C
|
0.013978
|
0.006732
|
2.076436
|
0.0492
|
|
TCPUB
|
-0.046731
|
0.026797
|
-1.743887
|
0.0945
|
|
D(TINV)
|
0.000738
|
0.020800
|
0.035503
|
0.9720
|
|
TCOME
|
0.100616
|
0.019076
|
5.274384
|
0.0000
|
|
D(TE)
|
0.467555
|
0.274845
|
1.701158
|
0.1024
|
|
FLEX
|
-0.019592
|
0.020554
|
-0.953173
|
0.3504
|
|
EMBARGO
|
-0.063724
|
0.024664
|
-2.583638
|
0.0166
|
|
R-squared
|
0.715659
|
Mean dependent var
|
0.011978
|
|
Adjusted R-squared
|
0.641483
|
S.D. dependent var
|
0.045865
|
|
S.E. of regression
|
0.027462
|
Akaike info criterion
|
-4.151040
|
|
Sum squared resid
|
0.017346
|
Schwarz criterion
|
-3.824094
|
|
Log likelihood
|
69.26560
|
F-statistic
|
9.648131
|
|
Durbin-Watson stat
|
1.764963
|
Prob(F-statistic)
|
0.000024
|
Sources : Simulation de l'auteur à partir
des données des statistiques financières
internationales, du manuel statistique des Nations-Unies et de
l'IHSI
Table 26 : Résultats de
la régression 5.1 (EQ.5.1)
|
Dependent Variable: D(LY)
|
|
Method: Least Squares
|
|
Date: 09/22/05 Time: 00:40
|
|
Sample(adjusted): 1973 2000
|
|
Included observations: 28 after adjusting endpoints
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
C
|
-0.066675
|
0.012146
|
-5.489262
|
0.0000
|
|
TCPUB
|
-0.067940
|
0.022845
|
-2.974014
|
0.0072
|
|
TCPUB(-2)
|
0.058277
|
0.018378
|
3.171070
|
0.0046
|
|
D(TINV)
|
0.036773
|
0.015369
|
2.392602
|
0.0262
|
|
D(TINV(-2))
|
0.038864
|
0.014648
|
2.653289
|
0.0149
|
|
TCOME
|
0.119458
|
0.018446
|
6.476102
|
0.0000
|
|
FIXE
|
0.068869
|
0.012457
|
5.528553
|
0.0000
|
|
R-squared
|
0.768509
|
Mean dependent var
|
0.010255
|
|
Adjusted R-squared
|
0.702369
|
S.D. dependent var
|
0.046482
|
|
S.E. of regression
|
0.025358
|
Akaike info criterion
|
-4.299097
|
|
Sum squared resid
|
0.013504
|
Schwarz criterion
|
-3.966045
|
|
Log likelihood
|
67.18735
|
F-statistic
|
11.61940
|
|
Durbin-Watson stat
|
2.045969
|
Prob(F-statistic)
|
0.000010
|
Sources : Simulation
de l'auteur à partir des données des statistiques
financières internationales, du manuel statistique des
Nations-Unies et de l'IHSI
Table 27: Résultats de la régression 5.2
(EQ.5.2)
|
Dependent Variable: D(LY)
|
|
Method: Least Squares
|
|
Date: 09/22/05 Time: 01:08
|
|
Sample(adjusted): 1973 2000
|
|
Included observations: 28 after adjusting endpoints
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
TCPUB
|
-0.067505
|
0.022335
|
-3.022344
|
0.0063
|
|
TCPUB(-2)
|
0.060286
|
0.016931
|
3.560678
|
0.0017
|
|
D(TINV)
|
0.037004
|
0.015037
|
2.460886
|
0.0222
|
|
D(TINV(-2))
|
0.038892
|
0.014346
|
2.710999
|
0.0128
|
|
TCOME
|
0.120603
|
0.017728
|
6.803071
|
0.0000
|
|
FLEX
|
-0.067592
|
0.011566
|
-5.844122
|
0.0000
|
|
R-squared
|
0.767365
|
Mean dependent var
|
0.010255
|
|
Adjusted R-squared
|
0.714494
|
S.D. dependent var
|
0.046482
|
|
S.E. of regression
|
0.024837
|
Akaike info criterion
|
-4.365595
|
|
Sum squared resid
|
0.013571
|
Schwarz criterion
|
-4.080122
|
|
Log likelihood
|
67.11833
|
Durbin-Watson stat
|
2.044314
|
Sources : Simulation de l'auteur à partir
des données des statistiques financières
internationales, du manuel statistique des Nations-Unies et de
l'IHSI
| 
