Conclusion: LMAS est non stationnaire
Importation (LIMP)
ADF Test Statistic -0.973691 1% Critical Value* -3.8572
5% Critical Value -3.0400
10% Critical Value -2.6608
*MacKinnon critical values for rejection of hypothesis of a unit
root.
Conclusion: LIMP est non stationnaire
Position nette du gouvernement (PNG)
ADF Test Statistic -2.909983 1% Critical Value* -3.8572
5% Critical Value -3.0400
10% Critical Value -2.6608
*MacKinnon critical values for rejection of hypothesis of a unit
root.
Conclusion: PNG est non stationnaire
ANNEXE 2 : TESTS DE STATIONNARITE EN DIFFERENCE
PREMIERE DES
VARIABLES
Tableau n°2 : Tests de stationnarité
en difference première des variables Pro duit Intérieur Brut
(LPIB)
ADF Test Statistic -3.984874 1% Critical Value*
-3.8877
5% Critical Value -3.0521
10% Critical Value -2.6672
*MacKinnon critical values for rejection of hypothesis of
a unit root. Conclusion: LPIB est stationnaire
Credit a l'Economie (LCE)
ADF Test Statistic -3.045086 1% Critical Value* -3.8877
5% Critical Value -3.0521
10% Critical Value -2.6672
*MacKinnon critical values for rejection of hypothesis of a unit
root. Conclusion: LCE est non stationnaire
Depots Bancaires (LDB)
ADF Test Statistic -4.920817 1% Critical Value*
-3.8877
5% Critical Value -3.0521
10% Critical Value -2.6672 5% Critical Value
-3.0521
10% Critical Value -2.6672
*MacKinnon critical values for rejection of hypothesis of a unit
root. Conclusion: LINVpriv est non stationnaire
Investissements publics (LINVpub)
ADF Test Statistic -4.899242 1% Critical Value* -3.8877
5% Critical Value -3.0521
10% Critical Value -2.6672
*MacKinnon critical values for rejection of hypothesis of a unit
root. Conclusion: LINVpub est stationnaire
Consommation finale (LCF)
ADF Test Statistic -3.822198 1% Critical Value* -3.8877
5% Critical Value -3.0521
10% Critical Value -2.6672
*MacKinnon critical values for rejection of hypothesis of a unit
root. Conclusion : LCF est stationnaire
Epargne (LEP)
ADF Test Statistic -4.677109 1% Critical Value* -3.8877
5% Critical Value -3.0521
10% Critical Value -2.6672
|
*MacKinnon critical values for rejection of hypothesis of
a unit root. Conclusion: LDB est stationnaire
|
*MacKinnon critical values for rejection of hypothesis of a unit
root. Conclusion: LEP est stationnaire
|
Investissements prives (LINVpriv)
ADF Test Statistic -2.903551 1% Critical Value* -3.8877
Credit Interieur (LCI)
ADF Test Statistic -3.279349 1% Critical Value*
-3.8877
5% Critical Value -3.0521
10% Critical Value -2.6672
*MacKinnon critical values for rejection of hypothesis of
a unit root. Conclusion: LCI est stationaire
Masse monetaire (LMAS)
ADF Test Statistic -2.816098 1% Critical Value* -3.8877
5% Critical Value -3.0521
10% Critical Value -2.6672
*MacKinnon critical values for rejection of hypothesis of a unit
root. Conclusion: LMAS est non stationnaire
Importation (LIMP)
ADF Test Statistic -3.617872 1% Critical Value* -3.8877
5% Critical Value -3.0521
10% Critical Value -2.6672
*MacKinnon critical values for rejection of hypothesis of a unit
root.
Conclusion: LIMP est stationnaire Position nette
du gouvernement (PNG)
ADF Test Statistic -4.565510 1% Critical Value* -3.8877
5% Critical Value -3.0521
10% Critical Value -2.6672
*MacKinnon critical values for rejection of hypothesis of a unit
root.
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