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L'impact de la convertibilité totale du taux de change sur la situation macro-économique. Cas de la Tunisie

( Télécharger le fichier original )
par Manel BEN AYECHE
Université de Sousse ( Tunisie ) - Mastère de recherche en finance et banque 2013
  

précédent sommaire suivant

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Annexes

Annexe 1 : Les Statistiques Descriptives

. tabstat lnipc lntcen1 lntcen2 lnm4 lnm lnx, statistics( min

kurtosis ) columns(statistics)

max mean sd skewness

variable

|

min

max

mean

sd

skewness

kurtosis

+

 
 
 
 
 
 
 

lnipc

|

1.941014

2.138618

2.023739

.0578391

.2584759

1.83326

lntcen1

|

.0891984

.3112451

.213178

.0682896

-.3531785

1.794651

lntcen2

|

.0637086

.2787536

.1322843

.0338619

.6317627

4.293778

lnm4

|

7.186457

7.703503

7.429185

.1594527

.2104042

1.659747

lnm

|

2.932524

3.558517

3.235162

.1742977

.0940273

1.673232

lnx

|

2.725176

3.396269

3.106421

.1805295

-.1336556

1.730576

Annexe 2 : Les Statistiques Descriptives annuelles

. tabstat lnipc lntcen1 lntcen2 lnm4 lnm lnx, statistics( min max mean sd skewness kurtosis ) by(anne) columns(statistics)

Summary

by

anne

for variables: categories of:

| min

lnipc lntcen1 lntcen2 lnm4

anne (Année)

max mean sd

lnm lnx skewness

kurtosis

2000

|

1.941014

1.948902

1.944146

.0027373

.3819064

1.746943

 

|

.09691

.1068705

.1013635

.0032573

.5649973

2.137939

 

|

.095518

.1664301

.1364334

.0229119

-.2850962

1.96678

 

|

7.186457

7.229426

7.20489

.0142069

.4718923

2.011832

 

|

2.932524

3.060093

2.98879

.0389023

.5753537

2.420187

 

|

2.725176

2.890756

2.82158

.0500676

-.5632338

2.403179

2001

|

1.941511

1.961895

1.951902

.0063444

.0339422

1.813592

 

|

.0891984

.1156105

.1082286

.0072101

-1.492719

5.078542

 

|

.1383027

.1743506

.1578368

.0108263

-.2978252

2.324676

 

|

7.230792

7.256426

7.243068

.0087752

.2124451

1.638163

 

|

2.98789

3.124211

3.055544

.0423787

.2701014

2.03712

 

|

2.79393

2.940367

2.898675

.038846

-1.569132

5.577282

2002

|

1.948413

1.96895

1.962972

.0052152

-1.786451

6.323669

 

|

.1112625

.1430148

.1273654

.0105576

-.2482467

1.725729

 

|

.1335389

.2787536

.1615231

.0394701

2.380223

7.788191

 

|

7.25743

7.273139

7.265231

.0051801

-.056298

1.828119

 

|

2.969742

3.121001

3.049991

.0379316

-.2347008

3.501657

 

|

2.827498

2.966095

2.908263

.0379482

-.518164

2.998406

2003

|

1.962369

1.987666

1.975014

.008303

.2695137

1.756771

 

|

.1492191

.1798389

.16315

.0090226

.0785563

2.212909

 

|

.0902581

.1231981

.1097313

.0097577

-.336525

2.39613

 

|

7.275435

7.296886

7.285389

.0075579

.1150354

1.594225

 

|

3.000694

3.152411

3.065621

.0484547

.6158654

2.601736

 

|

2.814714

3.033866

2.932062

.0570371

-.3263151

3.105462

2004

|

1.971276

1.992995

1.989521

.0062296

-2.296449

7.363329

 

|

.1815578

.210586

.1901675

.0093992

1.394522

3.456679

 

|

.0831441

.1044871

.0949466

.008578

-.5047671

1.503078

 

|

7.301318

7.33635

7.318306

.0119312

.0152542

1.65092

 

|

3.014982

3.226806

3.120811

.053901

-.129918

3.197285

 

|

2.88167

3.051731

2.999871

.0458347

-1.417404

4.689331

2005

|

1.991669

2.009451

1.999566

.005776

.2763124

1.874807

BEN AYECHE Manel FSEG Sousse

 
 

.2027607

.2111205

.2074949

.0021469

-.6027685

3.454538

 
 

.0895519

.1370375

.1130769

.0171395

-.1709247

1.534077

 
 

7.337169

7.382033

7.361691

.0149818

-.4451103

1.895597

 
 

3.059942

3.208576

3.151475

.0481514

-.7537962

2.286221

 
 

2.994537

3.140382

3.05261

.0431667

.3957576

2.549937

2006

|

2.010724

2.022428

2.01764

.0043051

-.4909429

1.813305

 

|

.209783

.2340108

.2226646

.0083648

-.5634257

1.845875

 

|

.11294

.1325798

.1237636

.0056466

-.0722399

2.58385

 

|

7.386614

7.433404

7.409305

.0153475

-.0613545

1.633886

 

|

3.124732

3.284656

3.219359

.0499121

-.6469115

2.529618

 

|

3.037944

3.179982

3.111143

.0393644

-.1116149

2.415619

2007

|

2.022016

2.044148

2.032183

.0079279

.0390524

1.625925

 

|

.231979

.2535803

.2434873

.0066616

-.1745297

2.246045

 

|

.0867157

.1182647

.1069989

.0109731

-.7727939

2.234759

 

|

7.43588

7.483507

7.458826

.015745

-.0286749

1.733298

 

|

3.238673

3.34692

3.307609

.0348676

-.52834

2.179761

 

|

3.131651

3.254693

3.207524

.0356435

-.710952

2.715708

2008

|

2.045714

2.061452

2.053081

.0052781

.0856144

1.858565

 

|

.2435341

.2643455

.256275

.0063028

-.7294239

2.571707

 

|

.0637086

.1420765

.0895964

.0269539

.8343939

2.28543

 

|

7.487663

7.54105

7.517114

.0202048

-.2789394

1.478901

 

|

3.339372

3.4432

3.400146

.0349259

-.439495

2.028195

 

|

3.192985

3.34451

3.292461

.0435734

-.8513589

3.290601

2009

|

2.058805

2.078819

2.068106

.0068133

.1740253

1.697512

 

|

.2603099

.2962263

.2749088

.0094802

.6085397

3.376072

 

|

.109241

.1571544

.1300698

.016571

.3010411

1.770283

 

|

7.546503

7.59294

7.568546

.0153946

-.0022924

1.614994

 

|

3.243187

3.491488

3.329109

.0640023

1.473718

4.714264

 

|

3.161398

3.285512

3.208789

.0357391

.8408448

3.100934

2010

|

2.080266

2.095866

2.086894

.0052384

.3177743

1.922696

 

|

.2711443

.2882492

.2786286

.0053072

.5374571

2.382151

 

|

.1222159

.1728947

.1548569

.0154823

-.5916598

2.563246

 

|

7.585167

7.642639

7.605996

.0173557

1.19968

3.36039

 

|

3.335057

3.475163

3.421459

.0441612

-.6318906

2.395771

 

|

3.212986

3.362709

3.290046

.0455634

.022256

2.213981

2011

|

2.093071

2.113609

2.102061

.0074175

.4274987

1.756054

 

|

.2864565

.3005955

.2932284

.0047313

-.2916999

1.796818

 

|

.1287223

.1758016

.1480238

.0143579

.5539246

2.241635

 

|

7.651614

7.677308

7.663476

.0083207

.0754374

1.638224

 

|

3.358163

3.505448

3.44602

.0488661

-.7263017

2.397353

 

|

3.238347

3.396269

3.317831

.0490466

-.1379407

1.864897

2012

|

2.116608

2.138618

2.125526

.0077879

.4041539

1.809257

 

|

.2964019

.3112451

.3043519

.0047457

-.0433853

1.849121

 

|

.172457

.2102382

.1928387

.0125322

-.2995557

1.863264

 

|

7.640604

7.703503

7.677568

.0283028

-.3374804

1.193648

 

|

3.444919

3.558517

3.501178

.0378506

-.0905181

1.622824

 

|

3.249516

3.38787

3.342615

.0467233

-.9371251

2.695703

Total

|

1.941014

2.138618

2.023739

.0578391

.2584759

1.83326

 

|

.0891984

.3112451

.213178

.0682896

-.3531785

1.794651

 

|

.0637086

.2787536

.1322843

.0338619

.6317627

4.293778

 

|

7.186457

7.703503

7.429185

.1594527

.2104042

1.659747

 

|

2.932524

3.558517

3.235162

.1742977

.0940273

1.673232

 

|

2.725176

3.396269

3.106421

.1805295

-.1336556

1.730576

BEN AYECHE Manel FSEG Sousse

Annexe 3 :

. pwcorr lnipc

|

+

La matrice de Corrélation

lntcen1 lntcen2 lnm4 lnm lnx, sig star (1)

lnipc lntcen1 lntcen2 lnm4 lnm lnx

 

lnipc |

1.0000

 
 
 
 
 

lntcen1 |

0.9636*

1.0000

 
 
 
 

|

0.0000

 
 
 
 
 

lntcen2 |

0.2501*

0.0370

1.0000

 
 
 

|

0.0016

0.6464

 
 
 
 

lnm4 |

0.9941*

0.9632*

0.2415*

1.0000

 
 

|

0.0000

0.0000

0.0024

 
 
 

lnm |

0.9528*

0.9341*

0.1759

0.9562*

1.0000

 

|

0.0000

0.0000

0.0281

0.0000

 
 

lnx |

0.9354*

0.9462*

0.0888

0.9421*

0.9695*

1.0000

|

0.0000

0.0000

0.2704

0.0000

0.0000

 

|

 
 
 
 
 
 

. pwcorr lnipc

lntcen1 lntcen2 lnm4 lnm lnx, sig star (5)

 

|

lnipc lntcen1 lntcen2 lnm4 lnm lnx

 

+

 
 

lnipc |

1.0000

 

lntcen1 |

0.9636* 1.0000

 

|

0.0000

 

lntcen2 |

0.2501* 0.0370 1.0000

 

|

0.0016 0.6464

 

lnm4 |

0.9941* 0.9632* 0.2415* 1.0000

 

|

0.0000 0.0000 0.0024

 

lnm |

0.9528* 0.9341* 0.1759* 0.9562* 1.0000

 

|

0.0000 0.0000 0.0281 0.0000

 

lnx |

0.9354* 0.9462* 0.0888 0.9421* 0.9695*

1.0000

|

0.0000 0.0000 0.2704 0.0000 0.0000

 

|

 
 

. pwcorr lnipc

lntcen1 lntcen2 lnm4 lnm lnx, sig star (10)

 

|

lnipc lntcen1 lntcen2 lnm4 lnm lnx

 

+

 
 

lnipc |

1.0000

 

lntcen1 |

0.9636* 1.0000

 

|

0.0000

 

lntcen2 |

0.2501* 0.0370 1.0000

 

|

0.0016 0.6464

 

lnm4 |

0.9941* 0.9632* 0.2415* 1.0000

 

|

0.0000 0.0000 0.0024

 

lnm |

0.9528* 0.9341* 0.1759* 0.9562* 1.0000

 

|

0.0000 0.0000 0.0281 0.0000

 

lnx |

0.9354* 0.9462* 0.0888 0.9421* 0.9695*

1.0000

|

0.0000 0.0000 0.2704 0.0000 0.0000

 

BEN AYECHE Manel FSEG Sousse

précédent sommaire suivant






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