Annexe 4 : Le test de racine unitaire de
Dickey-Fuller
. dfuller lnipc, lags(0)
Dickey-Fuller test for unit root Number of obs = 155
Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
Z(t) -2.949 -3.492 -2.886 -2.576
MacKinnon approximate p-value for Z(t) = 0.0937 . dfuller
lntcen1, lags(0)
Dickey-Fuller test for unit root Number of obs = 155
Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
Z(t) -2.786 -3.492 -2.886 -2.576
MacKinnon approximate p-value for Z(t) = 0.0233 . dfuller
lntcen2, lags(0)
Dickey-Fuller test for unit root Number of obs = 155
Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
Z(t) -2.640 -3.492 -2.886 -2.576
MacKinnon approximate p-value for Z(t) = 0.0849 . dfuller lnm4,
lags(0)
Dickey-Fuller test for unit root Number of obs = 155
Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
Z(t) -2.898 -3.492 -2.886 -2.576
MacKinnon approximate p-value for Z(t) = 0.0814 . dfuller lnm,
lags(0)
Dickey-Fuller test for unit root Number of obs = 155
Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
Z(t) -2.924 -3.492 -2.886 -2.576
MacKinnon approximate p-value for Z(t) = 0.0350
BEN AYECHE Manel FSEG Sousse
. dfuller lnx, lags(0)
Dickey-Fuller test for unit root Number of obs = 155
Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
Z(t) -2.890 -3.492 -2.886 -2.576
MacKinnon approximate p-value for Z(t) = 0.0768
BEN AYECHE Manel FSEG Sousse
BEN AYECHE Manel FSEG Sousse
Annexe 5 : Le test de racine unitaire de
Phillips-Perron
. pperron lnipc
Phillips-Perron test for unit root Number of obs = 155
Newey-West lags = 4
|
Test
Statistic
|
Interpolated Dickey-Fuller
1% Critical 5% Critical 10%
Value Value
|
Critical Value
|
|
Z(rho) -11.864
|
-19.983
|
-13.810
|
|
-11.073
|
|
Z(t) -2.792
MacKinnon approximate p-value
|
-3.492
for Z(t) = 0.0983
|
-2.886
|
|
-2.576
|
|
. pperron lntcen1
|
|
|
|
|
|
Phillips-Perron test for unit
|
root
|
Number of obs
|
=
|
155
|
|
|
Newey-West lags
|
=
|
4
|
|
Test
Statistic
|
Interpolated Dickey-Fuller
1% Critical 5% Critical 10%
Value Value
|
Critical Value
|
|
Z(rho) -12.559
|
-19.983
|
-13.810
|
|
-11.073
|
|
Z(t) -3.782
MacKinnon approximate p-value
|
-3.492
for Z(t) = 0.0243
|
-2.886
|
|
-2.576
|
|
. pperron lntcen2
|
|
|
|
|
|
Phillips-Perron test for unit
|
root
|
Number of obs
|
=
|
155
|
|
|
Newey-West lags
|
=
|
4
|
|
Test
Statistic
|
Interpolated Dickey-Fuller
1% Critical 5% Critical 10%
Value Value
|
Critical Value
|
|
Z(rho) -12.610
|
-19.983
|
-13.810
|
|
-11.073
|
|
Z(t) -2.869
MacKinnon approximate p-value
|
-3.492
for Z(t) = 0.0833
|
-2.886
|
|
-2.576
|
|
. pperron lnm4
|
|
|
|
|
|
Phillips-Perron test for unit
|
root
|
Number of obs
|
=
|
155
|
|
|
Newey-West lags
|
=
|
4
|
Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
Z(rho) -14.198 -19.983 -13.810 -11.073
Z(t) -3.385 -3.492 -2.886 -2.576
MacKinnon approximate p-value for Z(t) = 0.0809
. pperron lnm
Phillips-Perron test for unit root Number of obs = 155
Newey-West lags = 4
Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
Z(rho) -13.354 -19.983 -13.810 -11.073
Z(t) -3.372 -3.492 -2.886 -2.576
MacKinnon approximate p-value for Z(t) = 0.0516
.
. pperron lnx
Phillips-Perron test for unit root Number of obs = 155
Newey-West lags = 4
Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
Z(rho) -14.017 -19.983 -13.810 -11.073
Z(t) -2.939 -3.492 -2.886 -2.576
MacKinnon approximate p-value for Z(t) = 0.0432
BEN AYECHE Manel FSEG Sousse
BEN AYECHE Manel FSEG Sousse
| 
