ANNEXES
Réalisé et soutenu par AHOUANSOU K. André et
MADJRI D. Expédit Page 36
37
Annexe1: Test de Ramsey
Reset
F (3, 35) = 1.19
Prob > F = 0.3267
Annexe2 : Test
d'hétéroscédasticité de Breush-Pagan
chi2(1) = 13.97
Prob > chi2 = 0.0002
Annexe3 : Evolution du
chiffre d'affaire de 1998 à 2010 (en millions)
|
1998
|
1999
|
2000
|
2001
|
2002
|
2003
|
2004
|
2005
|
2006
|
2007
|
2008
|
2009
|
2010
|
|
PAC
|
11312,29
|
11803,34
|
10 821,25
|
12 785,44
|
12 458,05
|
12 195,56
|
11 474,45
|
12 887,70
|
13 740,57
|
15 874,86
|
17 814,27
|
17 175,15
|
17 494,71
|
|
CNCB
|
1487,13
|
1469,28
|
1 504,98
|
1 433,58
|
1 456,99
|
1 414,08
|
2 006,91
|
2 724,41
|
4 668,29
|
6 575,56
|
7 821,88
|
6 104,80
|
6 963,34
|
|
SOBEMAP
|
9566,82
|
10145,32
|
8 988,32
|
11 302,32
|
11 461,77
|
11 491,19
|
9 421,43
|
11 066,50
|
12 301,52
|
14 871,60
|
18 365,39
|
15 496,62
|
16 931,01
|
|
COBENAM
|
291,1
|
370,21
|
212
|
528,43
|
264,91
|
178,24
|
199,18
|
137,52
|
105,05
|
3 532,54
|
1 333,04
|
900,67
|
1116,85
|
Annexe4 : Evolution de la contribution au budget de
1998 à 2010 (en millions)
|
1998
|
1999
|
2000
|
2001
|
2002
|
2003
|
2004
|
2005
|
2006
|
2007
|
2008
|
2009
|
2010
|
|
PAC
|
829,07
|
1266,06
|
392,08
|
2 140,05
|
3 060,43
|
3 650,98
|
4 257,60
|
2 029,15
|
1 821,94
|
1 229,02
|
1 395,40
|
1 016,70
|
1206,05
|
|
CNCB
|
92,96
|
75,77
|
110,15
|
41,39
|
107,85
|
88,24
|
418,44
|
267,85
|
798,41
|
1 385,62
|
1 619,82
|
896,67
|
1258,245
|
|
SOBEMAP
|
2234,58
|
2102,46
|
2 366,70
|
1 838,22
|
1 716,51
|
1 249,22
|
1 086,15
|
1 450,32
|
1 528,54
|
1 913,98
|
2 762,59
|
2 008,10
|
2385,345
|
|
COBENAM
|
40,11
|
46,47
|
33,76
|
59,19
|
32,51
|
20,64
|
22,33
|
40,35
|
117,64
|
18,96
|
361,7
|
15
|
188,35
|
38
Annexe5 : Evolution du
résultat net de 1998 à 2010 (en millions)
|
1998
|
1999
|
2000
|
2 001
|
2 002
|
2003
|
2 004
|
2 005
|
2 006
|
2 007
|
2 008
|
2 009
|
2 010
|
|
PAC
|
1125,39
|
763,23
|
1 487,56
|
1 513,01
|
1 183,03
|
879,92
|
542,17
|
634,28
|
825,42
|
290,8
|
824,03
|
600,43
|
712,23
|
|
CNCB
|
88,57
|
86,48
|
90,67
|
-32,43
|
82,29
|
65,85
|
368,58
|
220,7
|
743,01
|
1 287,99
|
1 885,51
|
1 048,01
|
1 466,76
|
|
SOBEMAP
|
1005,77
|
1128,59
|
882,96
|
1374,23
|
1 855,12
|
1 052,16
|
215
|
553,08
|
762,23
|
1 411,73
|
2 479,97
|
1 807,73
|
2 143,85
|
|
COBENAM
|
33,44
|
27,99
|
38,9
|
17,08
|
35,68
|
-8,2
|
21,06
|
45,38
|
-198,3
|
61,27
|
-26,16
|
440,28
|
207,06
|
Annexe6 : Evolution de la valeur ajoutée de 1998
à 2010 (en millions)
|
1998
|
1999
|
2000
|
2001
|
2002
|
2003
|
2004
|
2005
|
2006
|
2007
|
2008
|
2009
|
2010
|
|
PAC
|
7460,07
|
7755,67
|
7 164,47
|
8 346,87
|
7 157,77
|
7 257,26
|
6 195,78
|
6 862,16
|
8 250,31
|
7 400,94
|
9 703,71
|
8 250,61
|
8 977,16
|
|
CNCB
|
688,75
|
641,285
|
736,21
|
546,36
|
826,49
|
704,49
|
1 122,15
|
982
|
1 787,84
|
3 198,72
|
3 403,11
|
2 368,69
|
2 885,90
|
|
SOBEMAP
|
6111,74
|
6466,29
|
5 757,19
|
7175,39
|
5 677,90
|
6 005,62
|
3 279,72
|
5 761,58
|
6 965,30
|
8 887,08
|
11 394,74
|
9 063,71
|
8 934,43
|
|
COBENAM
|
260,24
|
251,49
|
268,99
|
233,99
|
-5,53
|
89,53
|
-143,44
|
-150,03
|
-315,23
|
1 036,71
|
1 127,87
|
604,13
|
866,00
|
39
Annexe 7 : Goldstein et
khan(1976)
Procédure d'interpolation de données trimestrielles
à partir de données annuelles Soit :
xt-1 , x t , x t +
1 trois observations annuelles
Consécutives d'une variable de flux x(s), la fonction
quadratique passant par ces trois points est telle que :
j ( + + ) = -
1
as bs c ds xt
2 a = 0,5 x t - 1 - 1,0 x t
+ 0,5 x t + 1
1
0
j2 ( as + bs + c ) ds = x
t
2 = b = - 2,0 x t - 1 + 3,0 x t - 1,0
x t + 1
1
2
3
j 2
( as+ bs + c ds = xt +
) 1
c = 1,83 3 1 1,1 66 0,3 3 3 1
x t - x t + x t
- +
En conséquence les données trimestrielles pour
toute année, peuvent être interpolées par :
T1= (
1, 25
j + + =
as bs c ds
2 ) 0, 0545 x t + 0, 2346 0, 0392
x t - x t
- 1 - 1
1
T2= (
1 , 5 0
j + +
as bs c ds
2 ) = 0, 0079 x t + 0, 2655 0, 0234
x t - x t
- 1 + 1
1 , 25
T3= ( )
1 , 75
j +
as bs c ds
2 = - 0, 0234 x t 0, 2655 0, 0078
x t x t
- 1 + + + 1
1 , 5 0
T4= (
2
j + +
as bs c ds
2 ) = - 0,03 9 x t + 0, 2343 0, 0547
x t + x t
- 1 + 1
1, 75
Remarque : La multiplication par 4 de
chaque observation permet d'obtenir les séries trimestrielles au rythme
annuel.
En comparant les nouvelles séries obtenues aux
séries observées ,l'erreur relative se situe en moyenne autour de
2%
Annexe 8 : Procédure
d'interpolation de donnée trimestrielle à partir de donnée
annuelles
|
ANNEE
|
Trimestre
|
Pib trimestriel
|
Pib trimestriel
au rythme
annuel
|
Va
trimestrielle
|
Va
trimestrielle
au rythme
annuel
|
Im
trimestriel
|
Im
trimestriel
au rythme
annuel
|
Rn
trimestriel
|
Rn
trimestriel
au rythme
annuel
|
|
1999
|
T1
|
150882,5
|
603529,998
|
3791,36703
|
15165,4681
|
247,859296
|
991,437184
|
480,451245
|
1921,80498
|
|
T2
|
15115,1748
|
60460,6992
|
3801,78765
|
15207,1506
|
249,073926
|
996,295704
|
476,512438
|
1906,04975
|
|
T3
|
150658,79
|
602635,16
|
3781,80503
|
15127,2201
|
246,661926
|
986,647704
|
484,888083
|
1939,55233
|
|
T4
|
149632,426
|
598529,706
|
3736,87113
|
14947,4845
|
240,942787
|
963,771148
|
506,633332
|
2026,53333
|
|
2000
|
T1
|
142941,367
|
571765,467
|
3451,93499
|
13807,74
|
205,342434
|
821,369736
|
637,944823
|
2551,77929
|
40
|
T2
|
142581,975
|
570327,898
|
3435,50994
|
13742,0398
|
203,194335
|
812,77734
|
646,46239
|
2585,84956
|
|
T3
|
143388,794
|
573555,176
|
3471,06019
|
13884,2407
|
207,738423
|
830,953692
|
629,071617
|
2516,28647
|
|
T4
|
145619,476
|
582477,905
|
3565,34433
|
14261,3773
|
219,457863
|
877,831452
|
586,221383
|
2344,88553
|
|
2001
|
T1
|
152716,866
|
610867,462
|
4048,26702
|
16193,0681
|
230,197641
|
920,790564
|
340,454189
|
1361,81676
|
|
T2
|
156075,007
|
624300,028
|
4118,80021
|
16475,2008
|
259,031635
|
1036,12654
|
317,008093
|
1268,03237
|
|
T3
|
159143,907
|
636575,626
|
4108,976
|
16435,904
|
297,562722
|
1190,25089
|
337,22622
|
1348,90488
|
|
T4
|
162166,812
|
648667,248
|
4023,57135
|
16094,2854
|
346,407292
|
1385,62917
|
402,636108
|
1610,54443
|
|
2002
|
T1
|
163606,892
|
654427,568
|
3541,3073
|
14165,2292
|
417,4091
|
1669,6364
|
738,607346
|
2954,42938
|
|
T2
|
166804,87
|
667219,479
|
3425,69467
|
13702,7787
|
481,393032
|
1925,57213
|
802,43264
|
3209,73056
|
|
T3
|
170209,595
|
680838,382
|
3353,99842
|
13415,9937
|
550,043544
|
2200,17418
|
820,761702
|
3283,04681
|
|
T4
|
174093,119
|
696372,477
|
3332,85966
|
13331,4387
|
624,193217
|
2496,77287
|
793,803727
|
3175,21491
|
|
2003
|
T1
|
181645,095
|
726580,378
|
3632,23123
|
14528,9249
|
728,542464
|
2914,16986
|
593,844246
|
2375,37698
|
|
T2
|
184819,195
|
739276,78
|
3595,36719
|
14381,4688
|
802,531777
|
3210,12711
|
526,371309
|
2105,48524
|
|
T3
|
186827,221
|
747308,882
|
3494,08614
|
13976,3446
|
870,899523
|
3483,59809
|
463,365225
|
1853,4609
|
|
T4
|
187939,114
|
751756,457
|
3332,76992
|
13331,0797
|
934,755337
|
3739,02135
|
405,835566
|
1623,34226
|
|
2004
|
T1
|
182259,431
|
729037,725
|
2691,19646
|
10764,7858
|
1101,3096
|
4405,2384
|
320,507063
|
1282,02825
|
|
T2
|
183547,249
|
734188,997
|
2571,78009
|
10287,1204
|
1111,09601
|
4444,38405
|
286,186426
|
1144,7457
|
|
T3
|
185869,746
|
743478,983
|
2551,61704
|
10206,4682
|
1072,43712
|
4289,74848
|
269,255205
|
1077,02082
|
|
T4
|
189546,516
|
758186,066
|
2637,23051
|
10548,9221
|
986,019204
|
3944,07682
|
270,601281
|
1082,40512
|
|
2005
|
T1
|
197874,609
|
791498,434
|
3072,2854
|
12289,1416
|
664,978222
|
2659,91289
|
319,889657
|
1279,55863
|
|
T2
|
202505,648
|
810022,592
|
3264,57432
|
13058,2973
|
556,33705
|
2225,3482
|
345,050895
|
1380,20358
|
|
T3
|
206742,86
|
826971,441
|
3458,03003
|
13832,1201
|
472,47798
|
1889,91192
|
375,685374
|
1502,7415
|
|
T4
|
210901,208
|
843604,83
|
3657,80395
|
14631,2158
|
414,956096
|
1659,82438
|
412,455494
|
1649,82198
|
|
2006
|
T1
|
213073,1
|
852292,4
|
3843,87456
|
15375,4982
|
423,568806
|
1694,27523
|
459,833968
|
1839,33587
|
|
T2
|
217385,27
|
869541,08
|
4056,77524
|
16227,101
|
401,297217
|
1605,18887
|
506,21187
|
2024,84748
|
|
T3
|
221912,452
|
887649,808
|
4275,94322
|
17103,7729
|
387,914469
|
1551,65788
|
555,935046
|
2223,74018
|
|
T4
|
227007,83
|
908031,319
|
4507,91134
|
18031,6454
|
384,291073
|
1537,16429
|
609,860701
|
2439,4428
|
|
2007
|
T1
|
231699,351
|
926797,405
|
4719,63605
|
18878,5442
|
434,215802
|
1736,86321
|
629,760234
|
2519,04094
|
|
T2
|
237826,264
|
951305,056
|
4981,08433
|
19924,3373
|
431,49235
|
1725,9694
|
706,273499
|
2825,094
|
|
T3
|
244394,132
|
977576,528
|
5258,38107
|
21033,5243
|
420,175341
|
1680,70136
|
800,627151
|
3202,5086
|
|
T4
|
251792,872
|
1007171,49
|
5559,73334
|
22238,9334
|
400,769588
|
1603,07835
|
914,307602
|
3657,23041
|
|
2008
|
T1
|
264860,981
|
1059443,92
|
6335,93623
|
25343,7449
|
334,368387
|
1337,47355
|
1224,90363
|
4899,6145
|
|
T2
|
271424,247
|
1085696,99
|
6492,02965
|
25968,1186
|
313,585074
|
1254,3403
|
1303,80164
|
5215,20654
|
41
|
T3
|
547773,969
|
2191095,88
|
6482,60446
|
25930,4178
|
299,326904
|
1197,30762
|
1329,84985
|
5319,3994
|
|
T4
|
280033,973
|
1120135,89
|
6314,26735
|
25257,0694
|
292,267324
|
1169,0693
|
1303,88891
|
5215,55564
|
|
|
|
|
|
|
|
|
-
|
-
|
|
T1
|
280421,567
|
1121686,27
|
5306,95835
|
21227,8334
|
308,871355
|
1235,48542
|
43288,5548
|
173154,219
|
|
|
|
|
|
|
|
|
-
|
|
|
T2
|
281849,718
|
1127398,87
|
5081,78274
|
20327,131
|
308,823207
|
1235,29283
|
|
-101915,86
|
|
2009
|
|
|
|
|
|
|
|
25478,9651
|
|
|
T3
|
282270,692
|
1129082,77
|
4955,48249
|
19821,93
|
308,629957
|
1234,51983
|
9765,10609
|
39060,4244
|
|
T4
|
282116,546
|
1128466,18
|
4938,72228
|
19754,8891
|
308,788188
|
1235,15275
|
62784,9944
|
251139,978
|
Annexe 9 : Modèle de la
régression Vérification de l'hypothèse H1
|
Source
|
SS
|
df
|
MS
|
|
Model
|
615769018
|
3
|
205256339
|
|
Residual
|
12587958
|
38
|
0,02962841
|
|
Total
|
1,74164859
|
41
|
0,042479234
|
|
Number of obs =
|
42
|
|
|
|
F( 3, 38) =
|
6,93
|
|
|
|
Prob > F =
|
0,0008
|
|
|
|
R-squared =
|
0,3536
|
|
|
|
Adj R-squared =
|
0,3025
|
|
|
|
Root MSE =
|
17213
|
|
|
|
Log PIB Coef
|
Std. Err. T
|
P>|t|
|
95% Conf. Interval]
|
|
Log VA 113734
|
0,3372337 3,30
|
0,002
|
0,43104 ; 1.796428
|
|
Log IM 0,4732952
|
0,1433874 3,30
|
0,002
|
0,1830226 ; 763567
|
|
Log RN 0,0784117
|
0,0764185 1,03
|
0,311
|
0,0762895 ; 233112
|
|
cons -0,594561
|
1,591071 -0,37
|
0,711
|
-3,815516 ; 2.62639
|
42
|
Source
|
|
SS
|
df
|
MS
|
|
Model
|
|
1,2557e+11
|
3
|
4,1858e+10
|
|
Residual
|
|
1,0085e+11
|
38
|
2,6539e+09
|
|
Total
|
|
2,2642e+11
|
41
|
5,5225e+09
|
|
Number of obs
|
=
|
42
|
|
|
|
F( 3, 38)
|
=
|
15,77
|
|
|
|
Prob > F
|
=
|
0,000
|
|
|
|
R-squared
|
=
|
0,5546
|
|
|
|
Adj R-squared
|
=
|
0,5194
|
|
|
|
Root MSE
|
=
|
51516
|
|
|
|
PIB_trimes~l Coef
|
|
Std. Err. t
|
P>|t|
|
95% Conf. Interval]
|
|
Log VA
|
544488,3
|
100930,1
|
5,39
|
0.000
|
340165,9 ; 748810,6
|
|
Log IM
|
160800,1
|
42914,17
|
3,75
|
0.001
|
73924,86 ; 247675,2
|
|
Log RN
|
29611,4
|
22871,17
|
1,29
|
0.203
|
-16688,88 ; 75911,6
|
|
cons
|
-2702979
|
476189,1
|
-5,68
|
0.000
|
-3666974 ; 1738985
|
|
|
