ANNEXES
Annexe 1 ; Résultats des tests de
stationnarité
Test ADF à niveau sur le PIBH
Null Hypothesis: PIBH has a unit root
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Exogenous: None
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Lag Length: 0 (Automatic - based on SIC, maxlag=9)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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2.417372
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0.9955
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Test critical values:
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1% level
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-2.624057
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5% level
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-1.949319
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10% level
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-1.611711
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Test ADF en différence première sur
PIBH
Null Hypothesis: D(PIBH) has a unit root
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Exogenous: None
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-4.368309
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0.0001
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Test critical values:
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1% level
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-2.625606
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5% level
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-1.949609
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10% level
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-1.611593
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Test PP à niveau sur PIBH
Null Hypothesis: PIBH has a unit root
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Exogenous: None
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Adj. t-Stat
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Prob.*
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Phillips-Perron test statistic
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2.161580
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0.9916
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Test critical values:
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1% level
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-2.624057
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5% level
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-1.949319
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10% level
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-1.611711
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Test PP en différence première sur
PIBH
Null Hypothesis: D(PIBH) has a unit root
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Exogenous: None
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Bandwidth: 2 (Newey-West automatic) using Bartlett kernel
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Adj. t-Stat
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Prob.*
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Phillips-Perron test statistic
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-4.352930
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0.0001
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Test critical values:
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1% level
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-2.625606
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5% level
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-1.949609
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10% level
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-1.611593
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Test de stationnarité ADF sur IDH
Null Hypothesis: IDH has a unit root
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Exogenous: None
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Lag Length: 1 (Automatic - based on SIC, maxlag=9)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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7.514746
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1.0000
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Test critical values:
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1% level
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-2.625606
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5% level
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-1.949609
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10% level
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-1.611593
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Test de stationnarité ADF en différence
première sur IDH
Null Hypothesis: D(IDH) has a unit root
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Exogenous: None
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Lag Length: 0 (Automatic - based on SIC, maxlag=9)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-13.97735
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0.0000
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Test critical values:
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1% level
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-2.625606
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5% level
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-1.949609
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10% level
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-1.611593
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Test de stationnarité PP à niveau sur
IDH
Null Hypothesis: IDH has a unit root
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Exogenous: None
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Bandwidth: 2 (Newey-West automatic) using Bartlett kernel
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Adj. t-Stat
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Prob.*
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Phillips-Perron test statistic
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2.863663
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0.9986
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Test critical values:
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1% level
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-2.624057
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5% level
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-1.949319
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10% level
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-1.611711
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Test de stationnarité en différence
première de PP sur IDH
Null Hypothesis: D(IDH) has a unit root
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Exogenous: None
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Bandwidth: 5 (Newey-West automatic) using Bartlett kernel
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Adj. t-Stat
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Prob.*
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Phillips-Perron test statistic
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-8.958089
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0.0000
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Test critical values:
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1% level
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-2.625606
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5% level
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-1.949609
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10% level
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-1.611593
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Test de stationnarité ADF à niveau
sur FEIDE
Null Hypothesis: FEIDE has a unit root
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Exogenous: None
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Lag Length: 0 (Automatic - based on SIC, maxlag=9)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-1.185386
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0.2117
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Test critical values:
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1% level
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-2.624057
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5% level
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-1.949319
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10% level
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-1.611711
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Test de stationnarité ADF en différence
première sur FEIDE
Null Hypothesis: D(FEIDE) has a unit root
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Exogenous: None
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Lag Length: 0 (Automatic - based on SIC, maxlag=9)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-8.195953
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0.0000
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Test critical values:
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1% level
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-2.625606
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5% level
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-1.949609
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10% level
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-1.611593
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Test de stationnarité PP à niveau sur
FEIDE
Null Hypothesis: FEIDE has a unit root
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Exogenous: None
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Bandwidth: 2 (Newey-West automatic) using Bartlett kernel
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Adj. t-Stat
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Prob.*
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Phillips-Perron test statistic
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-1.043601
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0.2625
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Test critical values:
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1% level
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-2.624057
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5% level
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-1.949319
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10% level
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-1.611711
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Test de stationnarité PP en différence
première sur FEIDE
Null Hypothesis: D(FEIDE) has a unit root
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Exogenous: None
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Adj. t-Stat
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Prob.*
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Phillips-Perron test statistic
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-8.195953
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0.0000
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Test critical values:
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1% level
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-2.625606
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5% level
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-1.949609
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10% level
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-1.611593
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Test de stationnarité ADF à niveau sur
ECO2H
Null Hypothesis: ECO2 has a unit root
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Exogenous: None
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Lag Length: 0 (Automatic - based on SIC, maxlag=9)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-1.053769
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0.2587
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Test critical values:
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1% level
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-2.624057
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5% level
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-1.949319
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10% level
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-1.611711
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Test de stationnarité ADF en
différence première sur ECO2H
Null Hypothesis: D(ECO2) has a unit root
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Exogenous: None
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Lag Length: 0 (Automatic - based on SIC, maxlag=9)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-5.824799
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0.0000
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Test critical values:
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1% level
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-2.625606
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5% level
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-1.949609
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10% level
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-1.611593
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Test de stationnarité PP à niveau
sur ECO2H
Null Hypothesis: ECO2 has a unit root
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Exogenous: None
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Bandwidth: 0 (Newey-West automatic) using Bartlett kernel
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Adj. t-Stat
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Prob.*
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Phillips-Perron test statistic
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-1.053769
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0.2587
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Test critical values:
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1% level
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-2.624057
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5% level
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-1.949319
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10% level
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-1.611711
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Test de stationnarité PP en différence
première sur ECO2H
Null Hypothesis: D(ECO2) has a unit root
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Exogenous: None
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Bandwidth: 1 (Newey-West automatic) using Bartlett kernel
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Adj. t-Stat
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Prob.*
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Phillips-Perron test statistic
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-5.825435
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0.0000
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Test critical values:
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1% level
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-2.625606
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5% level
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-1.949609
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10% level
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-1.611593
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Test de stationnarité ADF à niveau sur
aepe
Null Hypothesis: AEPE_PIB has a unit root
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Exogenous: Constant, Linear Trend
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Lag Length: 0 (Automatic - based on SIC, maxlag=9)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-1.902216
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0.6348
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Test critical values:
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1% level
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-4.205004
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5% level
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-3.526609
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10% level
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-3.194611
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*MacKinnon (1996) one-sided p-values.
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Test de stationnarité ADF en différence
première sur aepe
Null Hypothesis: D(AEPE_PIB) has a unit root
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Exogenous: Constant
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Lag Length: 0 (Automatic - based on SIC, maxlag=9)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-5.456760
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0.0001
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Test critical values:
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1% level
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-3.610453
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5% level
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-2.938987
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10% level
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-2.607932
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*MacKinnon (1996) one-sided p-values.
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Test de stationnarité PP à niveau sur
aepe
Null Hypothesis: AEPE_PIB has a unit root
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Exogenous: Constant, Linear Trend
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Bandwidth: 2 (Newey-West automatic) using Bartlett kernel
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Adj. t-Stat
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Prob.*
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Phillips-Perron test statistic
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-2.123696
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0.5174
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Test critical values:
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1% level
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-4.205004
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5% level
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-3.526609
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10% level
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-3.194611
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Test de stationnarité PP en différence
première sur aepe
Null Hypothesis: D(AEPE_PIB) has a unit root
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Exogenous: Constant
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Bandwidth: 1 (Newey-West automatic) using Bartlett kernel
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Adj. t-Stat
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Prob.*
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Phillips-Perron test statistic
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-5.459251
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0.0001
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Test critical values:
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1% level
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-3.610453
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5% level
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-2.938987
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10% level
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-2.607932
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*MacKinnon (1996) one-sided p-values.
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