4-3- TEST SUR LA VIOLATION DES HYPOTHESES FONDAMENTALES
DU MODELE DE MARCHE
4-3-1-Problème de spécificité
Tableau n°3 :résultats du test de
spécification de Ramsey
|
Codes
|
N
|
F-stat
|
Prob
|
LR(ratio de similitude)
|
prob
|
|
KN_ARM01
|
1497
|
0.103529
|
0.747680
|
0.103733
|
|
0.747395
|
|
KN_BAM01
|
1497
|
0.105749
|
0.745082
|
0.105958
|
|
0.744794
|
|
KN_BAT01
|
1497
|
0.124718
|
0.724023
|
0.124963
|
|
0.723713
|
|
KN_BAU01
|
1497
|
1.245426
|
0.264607
|
1.247407
|
|
0.264048
|
|
KN_BBK01
|
1497
|
0.298208
|
0.585089
|
0.298777
|
|
0.584650
|
|
KN_BBO01
|
1497
|
0.079020
|
0.778669
|
0.079176
|
|
0.778417
|
|
KN_BOC01
|
1497
|
0.135092
|
0.713261
|
0.135358
|
|
0.712940
|
|
KN_CAG01
|
1497
|
0.012463
|
0.911125
|
0.012488
|
|
0.911022
|
|
KN_CAR01
|
1497
|
0.711001
|
0.399247
|
0.712259
|
|
0.398695
|
|
KN_CBE01
|
1497
|
0.015242
|
0.901760
|
0.015273
|
|
0.901645
|
|
KN_CFC01
|
1497
|
0.232557
|
0.629705
|
0.233006
|
|
0.629304
|
|
KN_CMC01
|
1497
|
0.007109
|
0.932815
|
0.007124
|
|
0.932737
|
|
KN_CTR01
|
1497
|
0.065830
|
0.797543
|
0.065961
|
|
0.797311
|
|
KN_DTK01
|
1497
|
1.037907
|
0.308474
|
1.039630
|
|
0.307908
|
|
KN_DUN01
|
1497
|
0.087680
|
0.767189
|
0.087853
|
|
0.766924
|
|
KN_EAC01
|
1497
|
0.001304
|
0.971201
|
0.001306
|
|
0.971167
|
|
KN_EAP01
|
1497
|
2.06E-05
|
0.996383
|
2.06E-05
|
|
0.996379
|
|
KN_EGA01
|
1497
|
0.123936
|
0.724854
|
0.124180
|
|
0.724545
|
|
KN_EPT01
|
1497
|
0.118146
|
0.731103
|
0.118378
|
|
0.730800
|
|
KN_EXP01
|
1497
|
2.488193
|
0.114915
|
2.491116
|
|
0.114491
|
|
KN_FIR01
|
1497
|
1.580583
|
0.208873
|
1.582920
|
|
0.208341
|
|
KN_HFC01
|
1497
|
0.085349
|
0.770217
|
0.085517
|
|
0.769955
|
|
KN_ICD01
|
1497
|
4.28E-05
|
0.994783
|
4.28E-05
|
|
0.994777
|
|
KN_JUB01
|
1497
|
6.177831
|
0.013045
|
6.177473
|
|
0.012939
|
|
KN_KAK01
|
1497
|
1.786768
|
0.181524
|
1.789286
|
|
0.181013
|
|
KN_KAP01
|
1497
|
0.000439
|
0.983288
|
0.000440
|
|
0.983268
|
|
KN_KBL01
|
1497
|
0.056734
|
0.811768
|
0.056846
|
|
0.811551
|
|
KN_KCB01
|
1497
|
0.170588
|
0.679649
|
0.170921
|
|
0.679295
|
|
KN_KEL01
|
1497
|
0.082221
|
0.774349
|
0.082384
|
|
0.774092
|
|
KN_KOR01
|
1497
|
0.064642
|
0.799340
|
0.064770
|
|
0.799110
|
|
KN_KPL01
|
1497
|
0.115758
|
0.733729
|
0.115986
|
|
0.733429
|
|
KN_LIM01
|
1497
|
0.084021
|
0.771960
|
0.084188
|
|
0.771701
|
|
KN_MAR01
|
1497
|
0.049540
|
0.823896
|
0.049639
|
|
0.823693
|
|
KN_NBK01
|
1497
|
0.508227
|
0.476019
|
0.509161
|
|
0.475502
|
|
KN_NIC01
|
1497
|
0.061535
|
0.804121
|
0.061657
|
|
0.803896
|
|
KN_NMG01
|
1497
|
0.011709
|
0.913846
|
0.011732
|
|
0.913745
|
|
KN_PAN01
|
1497
|
0.474000
|
0.491260
|
0.474876
|
|
0.490752
|
|
KN_SAS01
|
1497
|
0.013182
|
0.908609
|
0.013208
|
|
0.908502
|
|
KN_SCB01
|
1497
|
0.267489
|
0.605097
|
0.268003
|
|
0.604675
|
|
KN_SNG01
|
1497
|
0.004726
|
0.004726
|
0.004736
|
|
0.945135
|
|
KN_TOT01
|
1497
|
0.059124
|
0.807920
|
0.059241
|
|
0.807699
|
|
KN_TPS01
|
1497
|
0.000624
|
0.980067
|
0.000626
|
|
0.980044
|
|
KN_UCH01
|
1497
|
0.006466
|
0.935922
|
0.006479
|
|
0.935847
|
|
KN_UNG01
|
1497
|
0.001421
|
0.969939
|
0.001423
|
|
0.969904
|
|
KN_VIP01
|
1497
|
2.338408
|
0.126430
|
2.341272
|
|
0.125987
|
| 
