Annexe 4 : Résultats des tests de
stationnarité de Levin-Lin-chu
. xtunitroot llc gdp, trend
Levin-Lin-Chu unit-root test for
gdp
Ho: Panels contain unit roots Number of
panels = 6
Ha: Panels are stationary Number of
periods = 10
AR parameter: Common Asymptotics:
N/T -> 0
Panel means: Included
Time trend: Included
ADF regressions: 1 lag
LR variance: Bartlett kernel, 6.00 lags average
(chosen by LLC)
Statistic p-value
Unadjusted t -8.2711
Adjusted t* -3.4159 0.0003
. xtunitroot llc exp, trend
Levin-Lin-Chu unit-root test for
exp
Ho: Panels contain unit roots Number of
panels = 6
Ha: Panels are stationary Number of
periods = 10
AR parameter: Common Asymptotics:
N/T -> 0
Panel means: Included
Time trend: Included
ADF regressions: 1 lag
LR variance: Bartlett kernel, 6.00 lags average
(chosen by LLC)
Statistic p-value
Unadjusted t -10.4203
Adjusted t* -6.9179 0.0000
. xtunitroot llc fbcf, trend
Levin-Lin-Chu unit-root test for
fbcf
Ho: Panels contain unit roots Number of
panels = 6
Ha: Panels are stationary Number of
periods = 10
AR parameter: Common Asymptotics:
N/T -> 0
Panel means: Included
Time trend: Included
ADF regressions: 1 lag
LR variance: Bartlett kernel, 6.00 lags average
(chosen by LLC)
Statistic p-value
Unadjusted t -8.9259
Adjusted t* -4.4054 0.0000
102
Alembe Ayima mathieu, diplôme d'études
supérieures en sciences économiques Option : gouvernance et
développement économique
Mémoire de Master II : Décentralisation et
croissance économique : le cas de 6 pays d'Afrique
subsaharienne
. xtunitroot llc gpi, trend
|
Number of panels
Number of periods
Asymptotics: N/T
|
=
=
->
|
|
|
Ho: Panels contain unit roots
Ha: Panels are stationary
AR parameter: Common
|
Levin-Lin-Chu unit-root test for gpi
0
Panel means: Included
Time trend: Included
ADF regressions: 1 lag
LR variance: Bartlett kernel, 6.00 lags average (chosen
by LLC)
Statistic p-value
Unadjusted t -7.6686
Adjusted t* -4.4542 0.0000
. xtunitroot llc reg, trend
Levin-Lin-Chu unit-root test for
|
|
=
=
->
|
|
|
Ho: Panels contain unit roots
Ha: Panels are stationary
AR parameter: Common
|
Number of panels
Number of periods
Asymptotics: N/T
|
reg
0
Panel means: Included
Time trend: Included
ADF regressions: 1 lag
LR variance: Bartlett kernel, 6.00 lags average (chosen by
LLC)
Statistic p-value
Unadjusted t -5.0159
Adjusted t* -1.8438 0.0326
. xtunitroot llc dp, trend
|
Number of panels
Number of periods
Asymptotics: N/T
|
=
=
->
|
|
|
Ho: Panels contain unit roots
Ha: Panels are stationary
AR parameter: Common
|
Levin-Lin-Chu unit-root test for dp
0
Panel means: Included
Time trend: Included
ADF regressions: 1 lag
LR variance: Bartlett kernel, 6.00 lags average (chosen by
LLC)
Statistic p-value
Unadjusted t -5.3165
Adjusted t* -1.5259 0.0635
. xtunitroot llc da, trend
|
Number of panels
Number of periods
Asymptotics: N/T
|
=
=
->
|
|
|
Ho: Panels contain unit roots
Ha: Panels are stationary
AR parameter: Common
|
Levin-Lin-Chu unit-root test for da
0
Panel means: Included
Time trend: Included
ADF regressions: 1 lag
LR variance: Bartlett kernel, 6.00 lags average (chosen by
LLC)
Statistic p-value
Unadjusted t -5.6321
Adjusted t* -2.3495 0.0094
. xtunitroot llc df, trend
|
Number of panels
Number of periods
Asymptotics: N/T
|
=
=
->
|
|
|
Ho: Panels contain unit roots
Ha: Panels are stationary
AR parameter: Common
|
Levin-Lin-Chu unit-root test for df
0
Panel means: Included
Time trend: Included
ADF regressions: 1 lag
LR variance: Bartlett kernel, 6.00 lags average (chosen by
LLC)
Statistic p-value
Unadjusted t -6.0449
Adjusted t* -1.9370 0.0264
6
10
6
10
6
10
6
10
6
10
103
Alembe Ayima mathieu, diplôme d'études
supérieures en sciences économiques Option : gouvernance et
développement économique
Mémoire de Master II : Décentralisation
et croissance économique : le cas de 6 pays d'Afrique
subsaharienne
|