ANNEXE 5 : TEST DE COINTEGRATION DE JOHANSEN
Date: 06/24/13 Time: 08:28
Sample (adjusted): 1988 2012
Included observations: 25 after adjustments
Trend assumption: No deterministic trend
Series: INVESPUB MS TCPIBr INVESPRV APD SERVDETP ENCDETP
Lags interval (in first differences): 1 to 1
Unrestricted Cointegration Rank Test (Trace)
|
Hypothesized
No. of CE(s)
|
Eigenvalue
|
Trace
Statistic
|
0.05
Critical Value
|
Prob.**
|
|
None *
|
0.943291
|
186.0647
|
111.7805
|
0.0000
|
|
At most 1 *
|
0.847817
|
114.3191
|
83.93712
|
0.0001
|
|
At most 2 *
|
0.723321
|
67.25230
|
60.06141
|
0.0109
|
|
At most 3
|
0.422266
|
35.12982
|
40.17493
|
0.1470
|
|
At most 4
|
0.343870
|
21.41378
|
24.27596
|
0.1100
|
|
At most 5
|
0.242085
|
10.87887
|
12.32090
|
0.0862
|
|
At most 6
|
0.146125
|
3.949252
|
4.129906
|
0.0556
|
Trace test indicates 3 cointegrating eqn(s) at the 0.05 level *
denotes rejection of the hypothesis at the 0.05 level **MacKinnon-Haug-Michelis
(1999) p-values
Analyse des effets de la masse salariale sur l'investissement
public au Bénin
2012-2013
ANNEXE 6 : LE MODELES DE LONG TERME
Dependent Variable: INVESPUB
Method: Least Squares
Date:
06/23/13 Time: 11:15
Sample (adjusted): 1986 2012
|
Included observations: 27 after adjustments
|
|
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
4.490118
|
1.287058 3.488668
|
0.0023
|
|
INVESPRV
|
-0.232999
|
0.072583 -3.210131
|
0.0044
|
|
MS
|
0.137982
|
0.064811 2.128969
|
0.0459
|
|
ENCDETP
|
0.003895
|
0.005548 0.701944
|
0.4908
|
|
SERVDETP
|
-0.027771
|
0.013949 -1.990903
|
0.0603
|
|
TCPIBr
|
-0.060314
|
0.029413 -2.050597
|
0.0536
|
|
APD
|
0.034635
|
0.014849 2.332435
|
0.0302
|
|
R-squared
|
0.865245
|
Mean dependent var
|
2.904985
|
|
Adjusted R-squared
|
0.824819
|
S.D. dependent var
|
0.535689
|
|
S.E. of regression
|
0.224211
|
Akaike info criterion
|
0.065954
|
|
Sum squared resid
|
1.005410
|
Schwarz criterion
|
0.401912
|
|
Log likelihood
|
6.109621
|
F-statistic
|
21.40296
|
|
Durbin-Watson stat
|
2.167430
|
Prob(F-statistic)
|
0.000000
|
ANNEXE 7 : TESTS CLASSIQUES SUR LE MODELE DE
LONG
TERME
TEST DE NORMALITE DE JARQUE-BERA (graphique
5)
Series: INVESPUB
Sample 1980 2012
Observations 33
Mean 2.991534
Median 3.102544
Maximum 3.952096
Minimum 1.836509
Std. Dev. 0.519818
Skewness -0.352437
Kurtosis 2.468384
Jarque-Bera 1.071762
Probability 0.585153
10 8 6 4 2
0
2.0 2.5 3.0 3.5 4.0
67
Réalisé par Romaric
DOSSA
Analyse des effets de la masse salariale sur
l'investissement public au Bénin
2012-2013
68
Réalisé par Romaric
DOSSA
Analyse des effets de la masse salariale sur
l'investissement public au Bénin
2012-2013
TEST DE BREUSCH-GODFREY
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 0.196468 Probability 0.823366
Obs*R-squared 0.576813 Probability 0.749457
TEST DE WHITE
White Heteroskedasticity Test:
F-statistic 2.515175 Probability 0.051350
Obs*R-squared 18.44450 Probability 0.102845
TEST DE RAMSEY
Ramsey RESET Test:
F-statistic 1.497002 Probability 0.250377
Log likelihood ratio 4.154358 Probability 0.125283
TEST DE CUSUM (graphique 6)
2007 2008 2009 2010 2011 2012
CUSUM 5% Significance
69
Réalisé par Romaric
DOSSA
TEST CUSUM OF SQUARES (graphique 7)
2007 2008 2009 2010 2011 2012
CUSUM of Squares 5% Significance
2012-2013
Réalisé par Romaric
DOSSA
Analyse des effets de la masse salariale sur
l'investissement public au Bénin
70
| 
