ANNEXE TEST DE STATIONNARITE SUR LES VARIABLES
INDEPENDANTES
Null Hypothesis: D(CONSO_ADM) has a unit root
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Exogenous: Constant
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Lag Length: 0 (Automatic based on SIC, MAXLAG=10)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-11.67371
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0.0000
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Test critical values:
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1% level
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-3.574446
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5% level
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-2.923780
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10% level
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-2.599925
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*MacKinnon (1996) one-sided p-values.
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(CONSO_ADM,2)
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Method: Least Squares
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Date: 05/08/12 Time: 23:51
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Sample (adjusted): 1962 2009
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Included observations: 48 after adjustments
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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D(CONSO_ADM(-1))
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-1.495368
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0.128097
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-11.67371
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0.0000
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C
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566.0583
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588.4515
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0.961946
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0.3411
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R-squared
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0.747635
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Mean dependent var
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16.60417
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Adjusted R-squared
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0.742149
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S.D. dependent var
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8003.000
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S.E. of regression
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4063.849
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Akaike info criterion
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19.49842
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Sum squared resid
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7.60E+08
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Schwarz criterion
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19.57639
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Log likelihood
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-465.9621
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F-statistic
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136.2755
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Durbin-Watson stat
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2.318943
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Prob(F-statistic)
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0.000000
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Null Hypothesis: CONSO_IND has a unit root
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Exogenous: Constant
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Lag Length: 0 (Automatic based on SIC, MAXLAG=10)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-50.76207
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0.0001
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Test critical values:
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1% level
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-3.571310
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5% level
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-2.922449
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10% level
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-2.599224
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*MacKinnon (1996) one-sided p-values.
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(CONSO_IND)
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Method: Least Squares
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Date: 05/08/12 Time: 23:52
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Sample (adjusted): 1961 2009
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Included observations: 49 after adjustments
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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CONSO_IND(-1)
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-0.082578
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0.001627
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-50.76207
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0.0000
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C
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-32.13505
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42.42975
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-0.757371
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0.4526
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R-squared
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0.982087
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Mean dependent var
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-1473.776
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Adjusted R-squared
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0.981706
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S.D. dependent var
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1631.455
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S.E. of regression
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220.6639
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Akaike info criterion
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13.67112
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Sum squared resid
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2288551.
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Schwarz criterion
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13.74834
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Log likelihood
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-332.9424
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F-statistic
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2576.787
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Durbin-Watson stat
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2.062987
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Prob(F-statistic)
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0.000000
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Null Hypothesis: D(CONSO_PART) has a unit root
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Exogenous: Constant
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Lag Length: 0 (Automatic based on SIC, MAXLAG=10)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-7.890494
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0.0000
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Test critical values:
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1% level
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-3.574446
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5% level
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-2.923780
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10% level
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-2.599925
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*MacKinnon (1996) one-sided p-values.
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(CONSO_PART,2)
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Method: Least Squares
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Date: 05/08/12 Time: 23:54
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Sample (adjusted): 1962 2009
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Included observations: 48 after adjustments
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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D(CONSO_PART(-1))
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-1.150204
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0.145771
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-7.890494
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0.0000
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C
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343.2831
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123.1217
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2.788161
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0.0077
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R-squared
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0.575097
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Mean dependent var
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3.541667
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Adjusted R-squared
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0.565860
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S.D. dependent var
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1212.868
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S.E. of regression
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799.1506
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Akaike info criterion
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16.24575
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Sum squared resid
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29377519
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Schwarz criterion
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16.32372
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Log likelihood
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-387.8980
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F-statistic
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62.25990
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Durbin-Watson stat
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2.003725
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Prob(F-statistic)
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0.000000
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Null Hypothesis: D(INVEST) has a unit root
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Exogenous: Constant
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Lag Length: 2 (Automatic based on SIC, MAXLAG=10)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-6.521950
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0.0000
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Test critical values:
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1% level
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-3.581152
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5% level
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-2.926622
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10% level
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-2.601424
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*MacKinnon (1996) one-sided p-values.
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(INVEST,2)
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Method: Least Squares
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Date: 05/08/12 Time: 23:55
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Sample (adjusted): 1964 2009
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Included observations: 46 after adjustments
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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D(INVEST(-1))
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-1.949915
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0.298977
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-6.521950
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0.0000
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D(INVEST(-1),2)
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0.623532
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0.229943
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2.711677
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0.0097
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D(INVEST(-2),2)
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0.389517
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0.142164
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2.739917
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0.0090
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C
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7437576.
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1532858.
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4.852098
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0.0000
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R-squared
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0.685317
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Mean dependent var
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56360.39
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Adjusted R-squared
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0.662840
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S.D. dependent var
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12175881
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S.E. of regression
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7069982.
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Akaike info criterion
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34.46356
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Sum squared resid
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2.10E+15
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Schwarz criterion
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34.62257
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Log likelihood
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-788.6618
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F-statistic
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30.48928
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Durbin-Watson stat
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2.141762
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Prob(F-statistic)
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0.000000
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Null Hypothesis: D(POP_URB,2) has a unit root
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Exogenous: Constant
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Lag Length: 9 (Automatic based on SIC, MAXLAG=10)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-5.199473
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0.0001
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Test critical values:
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1% level
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-3.615588
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5% level
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-2.941145
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10% level
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-2.609066
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*MacKinnon (1996) one-sided p-values.
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(POP_URB,3)
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Method: Least Squares
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Date: 05/08/12 Time: 23:57
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Sample (adjusted): 1972 2009
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Included observations: 38 after adjustments
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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D(POP_URB(-1),2)
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-2.059606
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0.396118
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-5.199473
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0.0000
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D(POP_URB(-1),3)
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1.011092
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0.359037
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2.816124
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0.0090
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D(POP_URB(-2),3)
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0.974369
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0.323354
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3.013323
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0.0056
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D(POP_URB(-3),3)
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0.951095
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0.288403
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3.297798
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0.0027
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D(POP_URB(-4),3)
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0.956742
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0.254704
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3.756289
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0.0008
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D(POP_URB(-5),3)
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0.434141
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0.218901
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1.983277
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0.0576
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D(POP_URB(-6),3)
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0.424530
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0.187599
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2.262969
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0.0319
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D(POP_URB(-7),3)
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0.410886
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0.156081
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2.632520
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0.0138
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D(POP_URB(-8),3)
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0.388085
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0.122825
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3.159665
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0.0039
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D(POP_URB(-9),3)
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0.373611
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0.084538
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4.419462
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0.0001
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C
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15135.16
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3156.210
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4.795359
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0.0001
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R-squared
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0.885435
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Mean dependent var
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-1173.110
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Adjusted R-squared
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0.843004
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S.D. dependent var
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12124.90
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S.E. of regression
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4804.218
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Akaike info criterion
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20.02957
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Sum squared resid
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6.23E+08
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Schwarz criterion
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20.50361
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Log likelihood
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-369.5619
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F-statistic
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20.86746
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Durbin-Watson stat
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1.648535
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Prob(F-statistic)
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0.000000
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