ANNEXE 8
Tableau n°6 : Test de
corrélation des erreurs de Breusch-Godfrey
Breusch-Godfrey Serial Correlation LM Test :
F-statistic 0.316764 Probability 0.733970
Obs*R-squared 1.301113 Probability 0.521755
Source : Auteur utilisant Eviews5
Tableau n°7 : Test de
spécification de Ramsey
White Heteroskedasticity Test:
F-statistic 2.017654 Probability 0.260941
Obs*R-squared 25.77804 Probability 0.311456
Source : Auteur utilisant Eviews5
Tableau n°8 : Estimation du modèle
à correction d'erreur
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Dependent Variable: D(LDTPIB)
Method: Least Squares
Date: 11/12/09 Time: 08:28
Sample (adjusted): 1981 2008
Included observations: 28 after adjustments
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Variable
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Coefficient
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Std. Error t-Statistic
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Prob.
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LDTPIB(-1)
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-0.978852
|
0.197330 -4.960490
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0.0002
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D(LTCH)
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0.558390
|
0.118836 4.698839
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0.0003
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LTCH(-1)
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0.554834
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0.150469 3.687379
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0.0022
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LMPIB(-1)
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0.177077
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0.073918 2.395604
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0.0301
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D(LMPIB)
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0.297150
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0.079564 3.734712
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0.0020
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D(LPOP)
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-1.019847
|
0.439043 -2.322887
|
0.0347
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LPOP(-1)
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-1.549542
|
0.251331 -6.165357
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0.0000
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D(LPIBH)
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-0.780145
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0.166637 -4.681709
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0.0003
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LPIBH(-1)
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-0.591862
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0.134018 -4.416280
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0.0005
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D(LDSEX)
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0.146342
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0.031735 4.611330
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0.0003
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LDSEX(-1)
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-0.037082
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0.024915 -1.488334
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0.1574
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DUM94
|
0.686178
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0.104388 6.573314
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0.0000
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C
|
9.373836
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1.778812 5.269717
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0.0001
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R-squared
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0.938316
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Mean dependent var
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-0.022853
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Adjusted R-squared
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0.888968
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S.D. dependent var
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0.143416
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S.E. of regression
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0.047788
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Akaike info criterion
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-2.939651
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Sum squared resid
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0.034256
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Schwarz criterion
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-2.321128
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Log likelihood
|
54.15512
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F-statistic
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19.01445
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Durbin-Watson stat
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2.035061
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Prob(F-statistic)
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0.000001
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Source : Auteur utilisant Eviews5
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