Annexes
Tableau 1 : Statistiques descriptives des variables
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Obs
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Mean
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Min
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30
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4.682362
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.1788653
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4.248375
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Variable
|
30
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27.82164
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Std. Dev.
.6143059
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26.57914
|
|
|
30
|
15.52447
|
.2366031
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15.14373
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lconsel
|
30
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1173.405
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121.3312
|
946.98
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lpib
|
30
|
28.14062
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1.162655
|
26.6279
|
|
lpoptot
precip
|
30
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30.98859
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6.715893
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26.7819
|
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tempss
|
30
|
7.878548
|
7.220002
|
1.0582
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|
|
30
|
89.9
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10.72011
|
83
|
|
xii
Tableau 2 : Estimation du modèle ARDL optimal
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t
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Sample: 1992 - 2019
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Number of obs =
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-.3697565
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.3021838
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-1.22
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F( 17, 10) =
0.249 -1.043064
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|
Log likelihood = 48.673284
|
-.1726231
-.0793512
|
.1737673
.0287426
|
-0.99
-2.76
|
Prob > F =
R-squared =
Adj R-squared =
Root MSE =
0.344 -.5598008
0.020 -.1433938
|
|
|
.0545479
|
.0337275
|
1.62
|
0.137 -.0206016
|
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lconsel
lconsel
|
Coef.
-.1311944
.0185985
|
Std. Err.
.0440706
.0045882
|
-2.98
4.05
|
P>|t| [95% Conf.
0.014 -.2293898
0.002 .0083752
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L1.
|
.0164146
|
.0066987
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2.45
|
0.034 .0014889
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L2.
|
.0334341
|
.0084989
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3.93
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0.003 .0144975
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tempss
|
-.0001526
|
.0002217
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-0.69
|
0.507 -.0006465
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--.
L1.
L2.
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-.6141055
29.87407
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.2925987
15.38891
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-2.10
1.94
|
0.062 -1.266056
0.081 -4.414555
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tempsp
--.
L1.
L2.
|
-28.05072
-1.057576
|
14.70548
.6191787
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-1.91
-1.71
|
0.086 -60.81657
0.118 -2.437192
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|
1.667693
|
.6379061
|
2.61
|
0.026 .2463497
|
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precip
lpib
lpoptot
|
-2.123449
-.0203474
|
.7342652
.0053405
|
-2.89
-3.81
|
0.016 -3.759494
0.003 -.0322467
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--.
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-.0075805
|
.0051595
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-1.47
|
0.173 -.0190765
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L1.
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4.681863
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3.934385
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1.19
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0.262 -4.084492
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xiii
Tableau 3 : Test de cointegration
Sample: 1992
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48.673283
|
Number of obs
R-squared
Adj R-squared
Root MSE
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D.lconsel
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|
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t
|
P>|t|
|
|
|
ADJ
lconsel
|
- 2019
-1.54238
|
.3193274
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-4.83
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0.001
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=
=
=
-2.253885
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Log likelihood =
L1.
LR
tempss tempsp precip
lpib lpoptot prixel emissco
|
Coef.
-.101141 .0443777 -.0000989
-.3981546 1.18217 -.0104344
-.018107
|
Std. Err.
.0299882
.0092199
.000132 .1549709 .3859393
.0035916 .0047255
|
-3.37
4.81
-0.75
-2.57
3.06
-2.91
-3.83
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0.007 0.001 0.471
0.028 0.012 0.016 0.003
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=
[95% Conf.
-.167959
.0238344
-.0003931
-.7434514
.3222434
-.018437
-.0286361
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Interval]
-.8308738
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SR
lconsel
LD.
tempss
D1.
LD.
tempsp
D1.
LD.
lpoptot
D1.
prixel
emissco
_cons
|
.1726231
.0766466
.1311945
-.0498487
-.0334341
28.05072
.0048468
.0225823
.0075805
-.6695165
|
.1737673
.0559746
.0440706
.0142448
.0084989
14.70548
.0073721
.0078087
.0051595
3.780649
|
0.99
1.37
2.98
-3.50
-3.93
1.91
0.66
2.89
1.47
-0.18
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0.344
0.201
0.014
0.006
0.003
0.086
0.526
0.016
0.173
0.863
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-.2145546
-.0480726
.0329991
-.0815882
-.0523708
-4.715132
-.0115792
.0051834
-.0039155
-9.093328
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-.034323 .0649209 .0001953
-.0528578 2.042096 -.0024319
-.0075779
.5598008
.2013657
.2293898
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Tableau 4 : Intervalle de comparaison du Fisher calculé
Pesaran/Shin/Smith (2001) ARDL Bounds
Test
H0: no levels relationship F = 4.803
t = -4.830
Critical Values (0.1-0.01), F-statistic,
Case 3
[I_0] [I_1]
[I_0] [I_1]
[I_0] [I_1]
L_025 L_025
[I_0] [I_1]
L_01 L_01
k_7
2.96 4.26
accept if F < critical value for I(0)
regressors reject if F > critical value for I(1)
regressors
L_1 L_1
L_05 L_05
Critical Values (0.1-0.01), t-statistic,
Case 3
2.03 3.13
[I_0] [I_1]
2.32 3.50
[I_0] [I_1]
2.60 3.84
[I_0] [I_1]
[I_0] [I_1]
L_01 L_01
k_7
-2.57 -4.23
-2.86 -4.57
-3.13 -4.85
-3.43 -5.19
xiv
accept if t > critical value for I(0)
regressors reject if t < critical value for I(1)
regressors
L_1 L_1
L_05 L_05
L_025 L_025
k: # of non-deterministic regressors in long-run
relationship
Critical values from Pesaran/Shin/Smith (2001)
xv
Tableau 5 : Estimation de relation de court terme et long
terme
Sample: 1992
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- 2019
48.673283
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Number of obs
R-squared
Adj R-squared
Root MSE
|
=
|
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Log likelihood =
D.lconsel
|
|
|
t
|
P>|t|
|
=
=
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ADJ
lconsel
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Coef.
|
Std. Err.
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[95% Conf.
|
Interval]
|
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-1.54238
|
.3193274
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-4.83
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0.001
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-2.253885
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L1.
LR
tempss
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-.101141
|
.0299882
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-3.37
|
0.007
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-.167959
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-.8308738
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tempsp
|
.0443777
|
.0092199
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4.81
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0.001
|
.0238344
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precip
|
-.0000989
|
.000132
|
-0.75
|
0.471
|
-.0003931
|
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lpib
|
-.3981546
|
.1549709
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-2.57
|
0.028
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-.7434514
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-.034323
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lpoptot
|
1.18217
|
.3859393
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3.06
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0.012
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.3222434
|
.0649209
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lprixel
|
-.9811669
|
.337722
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-2.91
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0.016
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-1.733658
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.0001953
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emissco
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-.018107
|
.0047255
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-3.83
|
0.003
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-.0286361
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-.0528578
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SR
lconsel
|
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2.042096
-.2286754
-.0075779
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tempss
|
.1726231
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.1737673
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0.99
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0.344
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-.2145546
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LD.
|
.0766466
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.0559746
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1.37
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0.201
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-.0480726
|
.5598008
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D1.
tempsp
|
.1311945
|
.0440706
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2.98
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0.014
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.0329991
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.2013657
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LD.
|
-.0498487
|
.0142448
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-3.50
|
0.006
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-.0815882
|
.2293898
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D1.
lpoptot
|
-.0334341
|
.0084989
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-3.93
|
0.003
|
-.0523708
|
-.0181093
|
LD.
lprixel
|
28.05072
|
14.70548
|
1.91
|
0.086
|
-4.715132
|
-.0144975
|
D1.
|
.4557561
|
.6932104
|
0.66
|
0.526
|
-1.088813
|
60.81657
|
D1.
emissco
|
2.123449
|
.7342652
|
2.89
|
0.016
|
.4874043
|
2.000325
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LD.
|
.0075805
|
.0051595
|
1.47
|
0.173
|
-.0039155
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_cons
|
4.681863
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3.934385
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1.19
|
0.262
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-4.084492
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xvi
Figure : Etat de stabilité du modèle
xvii
Table des matières
DEDICACE II
REMERCIEMENTS III
LISTES DES ABREVIATIONS V
LISTE DES FIGURES VI
LISTE DES GRAPHIQUES VI
LISTE DES TABLEAUX VII
SOMMAIRE VIII
INTRODUCTION GENERALE 1
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