Annexe II : Résultats du test
d'homogénéité
Test d'homogénéité du modèle
1
|
F test that all u_i=0:
F(4, 42) = 1.20 Prob > F = 0.3276
|
Test d'homogénéité du modèle
2
F test that all u_i=0:
F(4, 54) = 1.41
Prob > F = 0.2458
Annexe III : Résultats du test
d'héteroscédasticité de Breusch-Pagan
Test d'héteroscédasticité de
Breusch-Pagan du modèle 1
Breusch-Pagan / Cook-Weisberg test for heteroskedasticity Ho:
Constant variance
|
Variables:
|
fitted values of pib
|
|
chi2(1)
|
=
|
50.05
|
|
Prob > chi2
|
=
|
0.0000
|
Test d'héteroscédasticité de
Breusch-Pagan du modèle 2
|
Breusch-Pagan / Cook-Weisberg test for heteroskedasticity Ho:
Constant variance
Variables: fitted values of pib
chi2(1) = 56.52
Prob > chi2 = 0.0000
|
Annexe IV : Résultats du test
d'autocorrélation de Wooldridge
Test d'autocorrelation de Wooldridge du modèle
1
|
Wooldridge test for autocorrelation in panel data H0: no first
order autocorrelation
F(1, 5) = 3.825
Prob > F = 0.0254
|
Test d'autocorrelation de Wooldridge du modèle
2
|
Wooldridge test for autocorrelation in panel data H0: no first
order autocorrelation
F(1, 5) = 4.307 Prob > F = 0.0346
|
Mémoire rédigé par AJOULIGA DJOUFACK
Hermann Blondel 88
Efficience des dépenses publiques de santé et
croissance économique en zone CEMAC
Annexe V : Résultats du test de
stationnarité d'Im-Pesaran-Shin
Im-Pesaran-Shin unit-root test for ipc
|
Ho: All panels contain unit roots
|
Number of panels
|
=
|
6
|
|
Ha: Some panels are stationary
|
Number of periods
|
=
|
14
|
|
AR parameter: Panel-specific
|
Asymptotics: T,N
|
->
|
Infinity
|
|
Panel means: Included
|
|
sequentially
|
|
Time trend: Not included
|
|
|
|
ADF regressions: No lags included
Fixed-N exact critical values
Statistic p-value 1% 5% 10%
t-bar -2.7756 -2.380 -2.110 -1.980
t-tilde-bar -2.1807
Z-t-tilde-bar -1.2028 0.0197
Im-Pesaran-Shin unit-root test for dps
Ho: All panels contain unit roots Number of panels = 6
Ha: Some panels are stationary Number of periods = 18
AR parameter: Panel-specific Asymptotics: T,N ->
Infinity
Panel means: Included sequentially
Time trend: Not included
ADF regressions: No lags included
Fixed-N exact critical values
Statistic p-value 1% 5% 10%
t-bar -7.9925 -2.970 -2.720 -2.590
t-tilde-bar -3.0239
Z-t-tilde-bar -5.6640 0.0000
Im-Pesaran-Shin unit-root test for tcpop
Ho: All panels contain unit roots Number of panels = 6
Ha: Some panels are stationary Number of periods = 18
AR parameter: Panel-specific Asymptotics: T,N ->
Infinity
Panel means: Included sequentially
Time trend: Not included
ADF regressions: No lags included
Fixed-N exact critical values
Statistic p-value 1% 5% 10%
t-bar 4.1445 -2.970 -2.720 -2.590
t-tilde-bar 1.6904
Z-t-tilde-bar 9.0919 1.0000
Im-Pesaran-Shin unit-root test for D.tcpop
Ho: All panels contain unit roots Number of panels = 6
Ha: Some panels are stationary Number of periods = 18
Mémoire rédigé par AJOULIGA DJOUFACK
Hermann Blondel 89
Efficience des dépenses publiques de santé et
croissance économique en zone CEMAC
AR parameter: Panel-specific Asymptotics: T,N ->
Infinity
Panel means: Included sequentially
Time trend: Not included
ADF regressions: No lags included
Fixed-N exact critical values
Statistic p-value 1% 5% 10%
t-bar -3.1445 -2.970 -2.720 -2.590
t-tilde-bar -2.0684
Z-t-tilde-bar -2.3919 0.0061
Im-Pesaran-Shin unit-root test for tbses
Ho: All panels contain unit roots Number of panels = 6
Ha: Some panels are stationary Number of periods = 11.29
AR parameter: Panel-specific Asymptotics: T,N ->
Infinity
Panel means: Included sequentially
Time trend: Not included
ADF regressions: No lags included
Fixed-N exact critical values
Statistic p-value 1% 5% 10%
t-bar -2.3545 (Not available)
t-tilde-bar -1.2884
Z-t-tilde-bar -1.2651 0.0604
Im-Pesaran-Shin unit-root test for fbcf
Ho: All panels contain unit roots Number of panels = 6
Ha: Some panels are stationary Avg. number of periods = 18
AR parameter: Panel-specific Asymptotics: T,N ->
Infinity
Panel means: Included sequentially
Time trend: Not included
ADF regressions: No lags included
Fixed-N exact critical values
Statistic p-value 1% 5% 10%
t-bar -2.0157 -2.970 -2.720 -2.590
t-tilde-bar -1.6749
Z-t-tilde-bar -1.1783 0.1193
Im-Pesaran-Shin unit-root test for D.fbcf
Ho: All panels contain unit roots Number of panels = 6
Ha: Some panels are stationary Avg. number of periods = 18
AR parameter: Panel-specific Asymptotics: T,N ->
Infinity
Panel means: Included sequentially
Time trend: Not included
ADF regressions: No lags included
Fixed-N exact critical values
Mémoire rédigé par AJOULIGA DJOUFACK
Hermann Blondel 90
Efficience des dépenses publiques de santé et
croissance économique en zone CEMAC
Statistic p-value 1% 5% 10%
t-bar -5.2157 -2.970 -2.720 -2.590
t-tilde-bar -2.6749
Z-t-tilde-bar -3.2435 0.0000
Im-Pesaran-Shin unit-root test for tc
Ho: All panels contain unit roots Number of panels = 6
Ha: Some panels are stationary Number of periods = 18
AR parameter: Panel-specific Asymptotics: T,N ->
Infinity
Panel means: Included sequentially
Time trend: Not included
ADF regressions: No lags included
Fixed-N exact critical values
Statistic p-value 1% 5% 10%
t-bar -3.0871 (Not available)
t-tilde-bar -2.2994
Z-t-tilde-bar -3.1832 0.0007
Im-Pesaran-Shin unit-root test for infl
Ho: All panels contain unit roots Number of panels = 6
Ha: Some panels are stationary Number of periods = 18
AR parameter: Panel-specific Asymptotics: T,N ->
Infinity
Panel means: Included sequentially
Time trend: Not included
ADF regressions: No lags included
Fixed-N exact critical values
Statistic p-value 1% 5% 10%
t-bar -4.6808 -2.970 -2.720 -2.590
t-tilde-bar -2.7725
Z-t-tilde-bar -4.7248 0.0000
Im-Pesaran-Shin unit-root test for tcpib
Ho: All panels contain unit roots Number of panels = 6
Ha: Some panels are stationary Number of periods = 18
AR parameter: Panel-specific Asymptotics: T,N ->
Infinity
Panel means: Included sequentially
Time trend: Not included
ADF regressions: No lags included
Fixed-N exact critical values
Statistic p-value 1% 5% 10%
t-bar -2.2682 -2.970 -2.720 -2.590
t-tilde-bar -1.8510
Z-t-tilde-bar -1.6981 0.0447
Mémoire rédigé par AJOULIGA DJOUFACK
Hermann Blondel 91
Efficience des dépenses publiques de santé et
croissance économique en zone CEMAC
Im-Pesaran-Shin unit-root test for seds
|
Ho: All panels contain unit roots
|
Number of panels
|
=
|
6
|
|
Ha: Some panels are stationary
|
Number of periods
|
=
|
18
|
|
AR parameter: Panel-specific
|
Asymptotics: T,N
|
->
|
Infinity
|
|
Panel means: Included
|
|
sequentially
|
|
Time trend: Not included
|
|
|
|
ADF regressions: No lags included
Fixed-N exact critical values
Statistic p-value 1% 5% 10%
t-bar -3.3745 -2.970 -2.720 -2.590
t-tilde-bar -2.4743
Z-t-tilde-bar -3.5732 0.0002
| 
