ANNEXES........................................................................................................107
|
Statistiques des variables sous études en
millions de $ EU sauf Indication Contraire
|
|
|
IDE
|
APD
|
EBS
|
IBS
|
FBCF
|
PIB
|
RFS
|
Dfonct
|
Dcap
|
TCH
|
Dmén
|
EIB
|
Ppub
|
Ppriv
|
|
1985
|
1096
|
5.55
|
-55.08
|
1844
|
899.5
|
7195
|
808.5
|
200.8
|
13.7
|
1.66208E-10
|
5607.2
|
1034.57
|
2290
|
1460
|
|
1986
|
2372.1
|
422.25
|
674.53
|
-55.08
|
1068.5
|
8095.4
|
752.89
|
367.5
|
14.6
|
1.98706E-10
|
6324.7
|
1123.5
|
3470
|
892
|
|
1987
|
2353.9
|
1979.43
|
2000.4
|
674.53
|
1085.2
|
7661.6
|
1108.3
|
278.4
|
44.3
|
3.74595E-10
|
6036.7
|
864.46
|
4210
|
886
|
|
1988
|
1433.2
|
546
|
611
|
2000.4
|
1279
|
8861
|
1423
|
720
|
44.9
|
6.2343E-10
|
6659.9
|
1072.72
|
5120
|
891
|
|
1989
|
14395
|
552.92
|
731.42
|
2211.3
|
1290
|
9022
|
1306
|
378
|
50.6
|
1.27121E-09
|
6764.2
|
1349.11
|
4700
|
847
|
|
1990
|
904.55
|
1990.59
|
2299.7
|
1085.2
|
846
|
9350
|
1270
|
473
|
130
|
2.39475E-09
|
7399.4
|
874.13
|
5490
|
878
|
|
1991
|
177.3
|
2465.39
|
2240.9
|
7661.6
|
14.46
|
19.39
|
1229
|
572
|
125
|
5.19457E-08
|
7712.2
|
166.41
|
6190
|
889
|
|
1992
|
340.6
|
1278.57
|
1290.4
|
1108.3
|
897.07
|
476.46
|
976
|
879
|
160
|
2.15136E-06
|
5925.5
|
496.79
|
6210
|
872
|
|
1993
|
340.6
|
8861.3
|
9021.9
|
278.4
|
2758.53
|
1852.14
|
785
|
746.2
|
155.5
|
2.51442E-05
|
8629.3
|
426.37
|
5930
|
852
|
|
1994
|
687
|
1422.68
|
1306.3
|
44.3
|
2730.56
|
2192.46
|
864.6
|
127.3
|
31.4
|
0.0119412
|
4947.5
|
618.93
|
5730
|
836
|
|
1995
|
11.5
|
720.4
|
378.1
|
179.8
|
846.16
|
5643.43
|
6.87
|
1.5
|
17.6
|
0.0702447
|
4578.2
|
787.95
|
6110
|
860
|
|
1996
|
340.6
|
44.9
|
50.6
|
1469
|
9349.76
|
269.3
|
178.51
|
245.67
|
26.6
|
0.501849
|
4798.4
|
1993.47
|
6380
|
878
|
|
1997
|
248
|
223.4
|
196.4
|
1025
|
1269.8
|
1368.64
|
4756.9
|
178
|
28.9
|
1.31345
|
3411.8
|
2571.26
|
6090
|
861
|
|
1998
|
241.27
|
11.29
|
1285
|
1340
|
839
|
1438.09
|
975.39
|
1157.8
|
5.86
|
1.607
|
3587.3
|
784.2
|
5620
|
834
|
|
1999
|
61.3
|
132
|
1017
|
758
|
129.5
|
258.33
|
24.79
|
44.35
|
61.33
|
4.01833
|
3666.7
|
391.67
|
6030
|
899
|
|
2000
|
11.3
|
183.5
|
963.2
|
919.7
|
31.5
|
195.69
|
166.22
|
157.61
|
125.47
|
21.818
|
3787.6
|
192.64
|
5490
|
504
|
|
2001
|
23.11
|
263
|
961
|
1067
|
279
|
1798.47
|
1709
|
1244.6
|
1285.1
|
206.617
|
4669.3
|
173.97
|
5220
|
496
|
|
2002
|
0.87
|
1188
|
1174
|
1447
|
496
|
5538.91
|
23.11
|
0.87
|
-63.85
|
346.485
|
5008.1
|
223.61
|
5030
|
488
|
|
2003
|
6461
|
5420.9
|
1484.5
|
1894
|
694.91
|
132.39
|
183.53
|
262.6
|
1187.8
|
405.178
|
5037.9
|
285.43
|
6060
|
341
|
|
2004
|
5.76
|
1815
|
1985
|
2561
|
833
|
1016.67
|
963.19
|
961.39
|
1174.2
|
395.930
|
5712.9
|
256.42
|
6990
|
372
|
|
2005
|
15.1
|
1850
|
2232.7
|
3155.3
|
1224.8
|
758.33
|
919.73
|
1066.5
|
1446.5
|
473.908
|
5847.5
|
302.19
|
7060
|
375
|
|
Moy
|
939.78
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
LEGENDE :
|
|
|
|
IDE CAD= Investissements directs nets des pays CAD
|
|
Dfonct = Dépenses de fonctionnement
|
|
APD = Aide publique au développement nette
provenance toutes sources
|
Dcap = Dépenses en capital
|
|
EBS = Exportations des biens et services
|
TCH = taux de Change (FC par $ EU) (Fin de
période)
|
|
IBS = Importations de biens et services
|
Dmén= Dépense des ménages en
Consommation
|
|
FBCF = Formation brute du capital
|
|
EIB= Epargne Interne Brute
|
|
PIB = Produit Intérieur Brut au prix courant
du marché
|
|
|
RFS = Revenu des facteurs et services
|
|
|
|
|
INDICATEURS SOCIAUX en % sauf indication contraire
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1980
|
1985
|
1986
|
1987
|
1988
|
1989
|
1990
|
1991
|
1992
|
1993
|
1994
|
1995
|
1996
|
1997
|
1998
|
1999
|
2000
|
2001
|
2002
|
2003
|
2004
|
2005
|
|
Scolaris, ds le prim, (tot (%)
|
92.4
|
86.5
|
74.5
|
75.2
|
54.9
|
55
|
70
|
69
|
70
|
68
|
72
|
71.7
|
70.1
|
56.9
|
49.6
|
78.5
|
81.3
|
84.1
|
|
|
|
|
|
Femme (%)
|
76.9
|
67.9
|
65.3
|
63.7
|
45.3
|
45
|
50
|
59
|
61
|
58
|
57.2
|
59
|
57
|
52.4
|
47
|
70.2
|
74.6
|
79
|
|
|
|
|
|
Scolaris, dans le sec,
|
24
|
22.7
|
22.5
|
23.6
|
23
|
22.4
|
21.7
|
21
|
22.4
|
23.7
|
25.7
|
28
|
30
|
24
|
22
|
22.8
|
23
|
35.8
|
|
|
|
|
|
Femme (%)
|
13
|
13
|
13.5
|
15.1
|
14.9
|
14.5
|
14.1
|
13.6
|
14.3
|
14.5
|
19.3
|
20.8
|
22.8
|
15.5
|
13.9
|
13
|
|
|
|
|
|
|
|
Tx d'alphabétisation Tot, (%)
|
65.9
|
59.2
|
57.9
|
56.5
|
55.2
|
53.8
|
52.5
|
51.1
|
49.7
|
48.2
|
46.8
|
45.4
|
44
|
42.7
|
41.3
|
40
|
28.6
|
37.3
|
35.9
|
34.6
|
33.2
|
31.9
|
|
Femme (%)
|
51.5
|
45.1
|
43.8
|
42.5
|
41.2
|
39.9
|
38.6
|
37.3
|
36
|
34.8
|
33.6
|
32.4
|
31.3
|
30.2
|
29.1
|
28
|
26.9
|
25.9
|
24.8
|
23.8
|
22.8
|
21.8
|
|
Accès à l'eau pot, (Pop, tot)
|
20
|
|
|
35.6
|
|
34
|
|
27
|
69
|
|
|
|
|
|
|
45
|
45
|
|
98
|
|
|
|
|
Pop, urbaine
|
43
|
|
|
62
|
|
74
|
|
37
|
|
88.7
|
|
|
|
|
|
89
|
89
|
|
74
|
|
|
|
|
Pop, rurale
|
5
|
|
|
16
|
|
66
|
|
23
|
|
26
|
|
|
|
|
|
26
|
26
|
|
|
|
|
|
|
E(x)de vie à la nais, (ans)
|
47.7
|
47.2
|
47
|
46.8
|
46.4
|
45.9
|
45.5
|
45.1
|
44.7
|
44
|
43.4
|
42.8
|
42.2
|
41.5
|
41.8
|
42.2
|
42.5
|
42.8
|
43.1
|
43.4
|
43.7
|
44.1
|
|
Hommes (ans)
|
46.1
|
45.4
|
45.2
|
45
|
44.6
|
44.2
|
43.8
|
43.5
|
43.1
|
42.5
|
42
|
41.4
|
40.9
|
40.3
|
40.7
|
41
|
41.4
|
41.7
|
42.1
|
42.4
|
42.7
|
43
|
|
Femmes (ans)
|
49.4
|
48.9
|
48.8
|
48.2
|
48.2
|
47.7
|
47.3
|
46.8
|
46.3
|
45.6
|
44.9
|
44.2
|
13.4
|
42.7
|
43
|
43.3
|
43.5
|
43.8
|
44.1
|
44.4
|
44.8
|
45.1
|
|
Taux de dépôts (%)
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0.01
|
60
|
60
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
|
Taux d'escompte (%)
|
12
|
26
|
26
|
29
|
37
|
50
|
45
|
55
|
55
|
95
|
145
|
125
|
238
|
13
|
22
|
120
|
120
|
140
|
24
|
8
|
0
|
0
|
|
Première
estimation
Dependent Variable: IDE
|
|
Method: Least Squares
|
|
|
|
|
Date: 08/20/09 Time: 10:26
|
|
|
|
Sample(adjusted): 1987 2005
|
|
|
|
Included observations: 19 after adjusting endpoints
|
|
|
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
|
|
|
|
|
C
|
22.49656
|
64.35785
|
0.349554
|
0.7370
|
|
APD
|
0.048932
|
0.015952
|
3.067512
|
0.0181
|
|
DCAP
|
-0.050228
|
0.077600
|
-0.647260
|
0.5381
|
|
DFONCT
|
-0.102304
|
0.116241
|
-0.880107
|
0.4080
|
|
D(DMEN,1)
|
0.000458
|
0.051980
|
0.008805
|
0.9932
|
|
D(EBS,1)
|
-0.063552
|
0.025610
|
-2.481506
|
0.0421
|
|
D(EIB,1)
|
-0.066558
|
0.069527
|
-0.957297
|
0.3703
|
|
D(FBCF,1)
|
0.009774
|
0.017465
|
0.559606
|
0.5932
|
|
IBS
|
-0.029985
|
0.017092
|
-1.754362
|
0.1228
|
|
PIB
|
-0.009063
|
0.008372
|
-1.082440
|
0.3149
|
|
RFS
|
0.085632
|
0.047939
|
1.786287
|
0.1172
|
|
D(TCH,2)
|
0.695435
|
0.581350
|
1.196243
|
0.2705
|
|
|
|
|
|
|
R-squared
|
0.862666
|
Mean dependent var
|
44.42000
|
|
Adjusted R-squared
|
0.646855
|
S.D. dependent var
|
168.4521
|
|
S.E. of regression
|
100.1043
|
Akaike info criterion
|
12.31493
|
|
Sum squared resid
|
70146.15
|
Schwarz criterion
|
12.91142
|
|
Log likelihood
|
-104.9919
|
F-statistic
|
|
3.997327
|
|
Durbin-Watson stat
|
2.590622
|
Prob(F-statistic)
|
0.038465
|
|
|
|
|
|
Deuxième
estimation
|
Dependent Variable: IDE
|
|
|
|
|
Method: Least Squares
|
|
|
|
|
Date: 08/20/09 Time: 10:28
|
|
|
|
Sample(adjusted): 1987 2005
|
|
|
|
Included observations: 19 after adjusting endpoints
|
|
|
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
|
|
|
|
|
C
|
22.39782
|
59.28064
|
0.377827
|
0.7154
|
|
APD
|
0.048889
|
0.014224
|
3.437133
|
0.0089
|
|
DCAP
|
-0.049998
|
0.068364
|
-0.731352
|
0.4854
|
|
DFONCT
|
-0.102387
|
0.108374
|
-0.944758
|
0.3724
|
|
D(EBS,1)
|
-0.063353
|
0.011184
|
-5.664473
|
0.0005
|
|
D(EIB,1)
|
-0.066582
|
0.064985
|
-1.024585
|
0.3355
|
|
D(FBCF,1)
|
0.009797
|
0.016142
|
0.606949
|
0.5607
|
|
IBS
|
-0.029923
|
0.014535
|
-2.058657
|
0.0735
|
|
PIB
|
-0.009030
|
0.007050
|
-1.280900
|
0.2361
|
|
RFS
|
0.085535
|
0.043651
|
1.959540
|
0.0857
|
|
D(TCH,2)
|
0.696341
|
0.535221
|
1.301035
|
0.2295
|
|
|
|
|
|
|
R-squared
|
0.862664
|
Mean dependent var
|
44.42000
|
|
Adjusted R-squared
|
0.690995
|
S.D. dependent var
|
168.4521
|
|
S.E. of regression
|
93.63955
|
Akaike info criterion
|
12.20968
|
|
Sum squared resid
|
70146.93
|
Schwarz criterion
|
12.75646
|
|
Log likelihood
|
-104.9920
|
F-statistic
|
|
5.025147
|
|
Durbin-Watson stat
|
2.591312
|
Prob(F-statistic)
|
0.015694
|
|
|
|
|
|
|
Troisième
estimation
|
|
|
|
|
|
|
Dependent Variable: IDE
|
|
|
|
|
Method: Least Squares
|
|
|
|
|
Date: 08/20/09 Time: 10:33
|
|
|
|
Sample(adjusted): 1987 2005
|
|
|
|
Included observations: 19 after adjusting endpoints
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
|
|
|
|
|
APD
|
0.051165
|
0.012257
|
4.174297
|
0.0024
|
|
DCAP
|
-0.047447
|
0.064709
|
-0.733241
|
0.4821
|
|
DFONCT
|
-0.096158
|
0.101884
|
-0.943798
|
0.3699
|
|
D(EBS,1)
|
-0.065024
|
0.009771
|
-6.655030
|
0.0001
|
|
D(EIB,1)
|
-0.068985
|
0.061516
|
-1.121427
|
0.2911
|
|
D(FBCF,1)
|
0.011199
|
0.014943
|
0.749501
|
0.4727
|
|
IBS
|
-0.028573
|
0.013401
|
-2.132081
|
0.0618
|
|
PIB
|
-0.007645
|
0.005728
|
-1.334711
|
0.2148
|
|
RFS
|
0.091096
|
0.039088
|
2.330535
|
0.0447
|
|
D(TCH,2)
|
0.675507
|
0.506384
|
1.333981
|
0.2150
|
|
R-squared
|
0.860214
|
Mean dependent var
|
44.42000
|
|
Adjusted R-squared
|
0.720428
|
S.D. dependent var
|
168.4521
|
|
S.E. of regression
|
89.06841
|
Akaike info criterion
|
12.12210
|
|
Sum squared resid
|
71398.64
|
Schwarz criterion
|
12.61918
|
|
Log likelihood
|
-105.1600
|
Durbin-Watson stat
|
2.609382
|
Quatrième
estimation
|
Dependent Variable: IDE
|
|
|
|
|
Method: Least Squares
|
|
|
|
|
Date: 08/20/09 Time: 11:04
|
|
|
|
Sample(adjusted): 1987 2005
|
|
|
|
Included observations: 19 after adjusting endpoints
|
|
|
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
|
|
|
|
|
APD
|
0.048704
|
0.011513
|
4.230356
|
0.0017
|
|
DFONCT
|
-0.146618
|
0.073372
|
-1.998289
|
0.0736
|
|
D(EBS,1)
|
-0.064084
|
0.009460
|
-6.774480
|
0.0000
|
|
D(EIB,1)
|
-0.092735
|
0.051075
|
-1.815676
|
0.0995
|
|
D(FBCF,1)
|
0.016503
|
0.012770
|
1.292372
|
0.2253
|
|
IBS
|
-0.030666
|
0.012788
|
-2.398084
|
0.0374
|
|
PIB
|
-0.006599
|
0.005418
|
-1.218069
|
0.2512
|
|
RFS
|
0.105149
|
0.033271
|
3.160368
|
0.0102
|
|
D(TCH,2)
|
0.626916
|
0.490286
|
1.278674
|
0.2299
|
|
|
|
|
|
|
R-squared
|
0.851863
|
Mean dependent var
|
44.42000
|
|
Adjusted R-squared
|
0.733354
|
S.D. dependent var
|
168.4521
|
|
S.E. of regression
|
86.98497
|
Akaike info criterion
|
12.07486
|
|
Sum squared resid
|
75663.85
|
Schwarz criterion
|
12.52223
|
|
Log likelihood
|
-105.7112
|
Durbin-Watson stat
|
2.651388
|
|
|
|
|
|
|
|
|
|
|
|
Cinquième
estimation
|
|
Dependent Variable: IDE
|
|
|
|
|
Method: Least Squares
|
|
|
|
|
Date: 08/20/09 Time: 11:06
|
|
|
|
Sample(adjusted): 1987 2005
|
|
|
|
Included observations: 19 after adjusting endpoints
|
|
|
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
APD
|
0.047121
|
0.011688
|
4.031523
|
0.0020
|
|
DFONCT
|
-0.148416
|
0.074952
|
-1.980134
|
0.0733
|
|
D(EBS,1)
|
-0.062929
|
0.009617
|
-6.543709
|
0.0000
|
|
D(EIB,1)
|
-0.086340
|
0.051909
|
-1.663286
|
0.1245
|
|
D(FBCF,1)
|
0.014073
|
0.012887
|
1.092021
|
0.2982
|
|
IBS
|
-0.030196
|
0.013060
|
-2.312100
|
0.0411
|
|
RFS
|
0.092931
|
0.032413
|
2.867093
|
0.0153
|
|
D(TCH,2)
|
0.691154
|
0.498043
|
1.387741
|
0.1927
|
|
R-squared
|
0.829884
|
Mean dependent var
|
44.42000
|
|
Adjusted R-squared
|
0.721629
|
S.D. dependent var
|
168.4521
|
|
S.E. of regression
|
88.87685
|
Akaike info criterion
|
12.10794
|
|
Sum squared resid
|
86890.03
|
Schwarz criterion
|
12.50560
|
|
Log likelihood
|
-107.0254
|
Durbin-Watson stat
|
2.184648
|
Sixième estimation
|
Dependent Variable: IDE
|
|
|
|
|
Method: Least Squares
|
|
|
|
|
Date: 08/20/09 Time: 11:07
|
|
|
|
Sample(adjusted): 1987 2005
|
|
|
|
Included observations: 19 after adjusting endpoints
|
|
|
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
|
|
|
|
|
APD
|
0.046737
|
0.011776
|
3.968711
|
0.0019
|
|
DFONCT
|
-0.100219
|
0.061064
|
-1.641216
|
0.1267
|
|
D(EBS,1)
|
-0.061734
|
0.009631
|
-6.410213
|
0.0000
|
|
D(EIB,1)
|
-0.050196
|
0.040308
|
-1.245312
|
0.2368
|
|
IBS
|
-0.027784
|
0.012975
|
-2.141441
|
0.0535
|
|
RFS
|
0.064560
|
0.019536
|
3.304728
|
0.0063
|
|
D(TCH,2)
|
0.655209
|
0.500924
|
1.308000
|
0.2154
|
|
|
|
|
|
|
R-squared
|
0.811442
|
Mean dependent var
|
44.42000
|
|
Adjusted R-squared
|
0.717163
|
S.D. dependent var
|
168.4521
|
|
S.E. of regression
|
89.58691
|
Akaike info criterion
|
12.10561
|
|
Sum squared resid
|
96309.78
|
Schwarz criterion
|
12.45356
|
|
Log likelihood
|
-108.0033
|
Durbin-Watson stat
|
2.431167
|
|
|
|
|
|
|
Septième
estimation
|
|
Dependent Variable: IDE
|
|
|
|
|
Method: Least Squares
|
|
|
|
|
Date: 08/20/09 Time: 11:08
|
|
|
|
Sample(adjusted): 1987 2005
|
|
|
|
Included observations: 19 after adjusting endpoints
|
|
|
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
|
|
|
|
|
APD
|
0.043311
|
0.011691
|
3.704801
|
0.0026
|
|
DFONCT
|
-0.075522
|
0.058964
|
-1.280811
|
0.2226
|
|
D(EBS,1)
|
-0.058872
|
0.009548
|
-6.165652
|
0.0000
|
|
IBS
|
-0.026043
|
0.013170
|
-1.977546
|
0.0696
|
|
RFS
|
0.058240
|
0.019261
|
3.023822
|
0.0098
|
|
D(TCH,2)
|
0.561809
|
0.505661
|
1.111038
|
0.2867
|
|
|
|
|
|
|
R-squared
|
0.787074
|
Mean dependent var
|
44.42000
|
|
Adjusted R-squared
|
0.705179
|
S.D. dependent var
|
168.4521
|
|
S.E. of regression
|
91.46510
|
Akaike info criterion
|
12.12188
|
|
Sum squared resid
|
108756.2
|
Schwarz criterion
|
12.42013
|
|
Log likelihood
|
-109.1579
|
Durbin-Watson stat
|
2.229408
|
|
|
|
|
|
|
|
|
|
|
Huitième
estimation
|
Dependent Variable: IDE
|
|
|
|
|
Method: Least Squares
|
|
|
|
|
Date: 08/20/09 Time: 11:08
|
|
|
|
Sample(adjusted): 1986 2005
|
|
|
|
Included observations: 20 after adjusting endpoints
|
|
|
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
|
|
|
|
|
APD
|
0.037891
|
0.010629
|
3.564861
|
0.0028
|
|
DFONCT
|
-0.038803
|
0.050409
|
-0.769764
|
0.4534
|
|
D(EBS,1)
|
-0.057691
|
0.009416
|
-6.126906
|
0.0000
|
|
IBS
|
-0.030354
|
0.012629
|
-2.403549
|
0.0296
|
|
RFS
|
0.060416
|
0.018995
|
3.180710
|
0.0062
|
|
|
|
|
|
|
R-squared
|
0.759201
|
Mean dependent var
|
45.65850
|
|
Adjusted R-squared
|
0.694987
|
S.D. dependent var
|
164.0528
|
|
S.E. of regression
|
90.60298
|
Akaike info criterion
|
12.06317
|
|
Sum squared resid
|
123133.5
|
Schwarz criterion
|
12.31210
|
|
Log likelihood
|
-115.6317
|
Durbin-Watson stat
|
2.053096
|
|
Neuvième et Dernière
estimation
Dependent Variable: IDE
|
|
Method: Least Squares
|
|
|
|
|
Date: 08/20/09 Time: 11:09
|
|
|
|
Sample(adjusted): 1986 2005
|
|
|
|
Included observations: 20 after adjusting endpoints
|
|
|
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
|
|
|
|
|
APD
|
0.036056
|
0.010225
|
3.526083
|
0.0028
|
|
D(EBS,1)
|
-0.058409
|
0.009250
|
-6.314842
|
0.0000
|
|
IBS
|
-0.034452
|
0.011305
|
-3.047361
|
0.0077
|
|
RFS
|
0.054113
|
0.016919
|
3.198322
|
0.0056
|
|
|
|
|
|
|
R-squared
|
0.749688
|
Mean dependent var
|
45.65850
|
|
Adjusted R-squared
|
0.702755
|
S.D. dependent var
|
164.0528
|
|
S.E. of regression
|
89.44187
|
Akaike info criterion
|
12.00191
|
|
Sum squared resid
|
127997.6
|
Schwarz criterion
|
12.20106
|
|
Log likelihood
|
-116.0191
|
Durbin-Watson stat
|
2.198940
|
|
Breusch-Godfrey Serial Correlation LM Test:
|
|
|
|
|
|
F-statistic 0.286128
Probability 0.755455
|
|
Obs*R-squared
|
0.732085
|
Probability
|
0.693473
|
|
Test Equation:
|
|
|
|
|
Dependent Variable: RESID
|
|
|
|
Method: Least Squares
|
|
|
|
|
Date: 08/20/09 Time: 11:10
|
|
|
|
Presample missing value lagged residuals set to zero.
|
|
|
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
|
|
|
|
|
APD
|
0.000330
|
0.010846
|
0.030441
|
0.9761
|
|
D(EBS,1)
|
-0.001025
|
0.011088
|
-0.092406
|
0.9277
|
|
IBS
|
-0.001808
|
0.012360
|
-0.146284
|
0.8858
|
|
RFS
|
-0.002134
|
0.018188
|
-0.117351
|
0.9082
|
|
RESID(-1)
|
-0.160431
|
0.306002
|
-0.524281
|
0.6083
|
|
RESID(-2)
|
-0.160350
|
0.283401
|
-0.565806
|
0.5805
|
|
|
|
|
|
|
R-squared
|
0.036604
|
Mean dependent var
|
-4.208333
|
|
Adjusted R-squared
|
-0.307466
|
S.D. dependent var
|
81.96385
|
|
S.E. of regression
|
93.72112
|
Akaike info criterion
|
12.16185
|
|
Sum squared resid
|
122971.1
|
Schwarz criterion
|
12.46057
|
|
Log likelihood
|
-115.6185
|
Durbin-Watson stat
|
1.980639
|
|
White Heteroskedasticity Test:
|
|
|
|
|
|
|
|
F-statistic
|
11.58554
|
Probability
|
0.006777
|
|
Obs*R-squared
|
19.40191
|
Probability
|
0.150153
|
|
|
|
|
|
|
|
|
|
|
|
Test Equation:
|
|
|
|
|
Dependent Variable: RESID^2
|
|
|
|
Method: Least Squares
|
|
|
|
|
Date: 08/20/09 Time: 11:12
|
|
|
|
Sample: 1986 2005
|
|
|
|
|
Included observations: 20
|
|
|
|
|
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
|
|
|
|
|
C
|
6791.611
|
6236.412
|
1.089025
|
0.3258
|
|
APD
|
-0.618214
|
5.215796
|
-0.118527
|
0.9103
|
|
APD^2
|
0.000903
|
0.000980
|
0.921384
|
0.3991
|
|
APD*(D(EBS,1))
|
-0.002360
|
0.000982
|
-2.403874
|
0.0613
|
|
APD*IBS
|
0.002675
|
0.003438
|
0.778054
|
0.4717
|
|
APD*RFS
|
-0.001594
|
0.005131
|
-0.310660
|
0.7686
|
|
D(EBS,1)
|
5.923482
|
5.190549
|
1.141205
|
0.3055
|
|
(D(EBS,1))^2
|
0.001078
|
0.000742
|
1.452454
|
0.2061
|
|
(D(EBS,1))*IBS
|
-0.011195
|
0.004760
|
-2.351887
|
0.0654
|
|
(D(EBS,1))*RFS
|
0.003977
|
0.008625
|
0.461056
|
0.6641
|
|
IBS
|
-4.504628
|
4.159245
|
-1.083040
|
0.3282
|
|
IBS^2
|
-0.001650
|
0.001005
|
-1.641706
|
0.1616
|
|
IBS*RFS
|
0.009521
|
0.004309
|
2.209332
|
0.0782
|
|
RFS
|
-9.249454
|
8.273117
|
-1.118013
|
0.3144
|
|
RFS^2
|
-0.000124
|
0.000988
|
-0.125448
|
0.9051
|
|
|
|
|
|
|
R-squared
|
0.970095
|
Mean dependent var
|
6399.879
|
|
Adjusted R-squared
|
0.886362
|
S.D. dependent var
|
9827.400
|
|
S.E. of regression
|
3312.840
|
Akaike info criterion
|
19.16271
|
|
Sum squared resid
|
54874551
|
Schwarz criterion
|
19.90950
|
|
Log likelihood
|
-176.6271
|
F-statistic
|
|
11.58554
|
|
Durbin-Watson stat
|
2.256288
|
Prob(F-statistic)
|
0.006777
|
|
|
