Annexe 4 : Résultats bruts de l'estimation du
MCE : long terme
Dependent Variable: LRFR Method: Least Squares
Date: 03/29/13 Time:
20:50
Sample: 1990 2011
Included observations: 22
|
Variable
|
Coefficient Std. Error
|
t-Statistic
|
Prob.
|
|
C
|
-1.634112 0.616158
|
-2.652099
|
0.0162
|
|
LIPC
|
-0.048691 0.066893
|
-0.727895
|
0.4760
|
|
LPIBR
|
0.720126 0.104697
|
6.878214
|
0.0000
|
|
LDPR
|
0.318250 0.126740
|
2.511038
|
0.0218
|
|
R-squared
|
0.935900 Mean dependent var
|
6.809038
|
|
|
Adjusted R-squared
|
0.925217 S.D. dependent var
|
0.424628
|
|
|
Akaike info
|
|
|
|
S.E. of regression
|
0.116121 criterion
|
-1.305408
|
|
|
Sum squared resid
|
0.242712 Schwarz criterion
|
-1.107037
|
|
|
Log likelihood
|
18.35949 F-statistic
|
87.60433
|
|
|
Durbin-Watson stat
|
1.635296 Prob(F-statistic)
|
0.000000
|
|
Source : Résultats trouvés
à partir d' eviews 5.0
88
Annexe 5 : Résultats bruts de l'estimation MCE :
court terme
Dependent Variable: D(LRFR) Method: Least Squares
Date: 04/01/13 Time: 04:15
Sample (adjusted): 1992 2011
Included observations: 20 after adjustments
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
-0.000280
|
0.060628 -0.004618
|
0.9964
|
|
D(LRFR(-1))
|
0.761629
|
0.218257 3.489604
|
0.0051
|
|
D(LPIBR)
|
0.431845
|
0.196951 2.192655
|
0.0507
|
|
D(LPIBR(-1))
|
-0.407357
|
0.245495 -1.659328
|
0.1253
|
|
D(LIPC)
|
0.344772
|
0.407673 0.845707
|
0.4157
|
|
D(LIPC(-1))
|
-0.504347
|
0.342498 -1.472556
|
0.1689
|
|
D(LDPR)
|
0.356630
|
0.167681 2.126838
|
0.0569
|
|
D(LDPR(-1))
|
0.045777
|
0.173404 0.263993
|
0.7967
|
|
RES(-1)
|
-1.352322
|
0.308899 -4.377880
|
0.0011
|
|
R-squared
|
0.844197
|
Mean dependent var
|
0.039966
|
|
Adjusted R-squared
|
0.730886
|
S.D. dependent var
|
0.166624
|
|
S.E. of regression
|
0.086438
|
Akaike info criterion
|
-1.756607
|
|
Sum squared resid
|
0.082188
|
Schwarz criterion
|
-1.308527
|
|
Log likelihood
|
26.56607
|
F-statistic
|
7.450256
|
|
Durbin-Watson stat
|
2.164046
|
Prob(F-statistic)
|
0.001640
|
Source : Résultats trouvés
à partir de Eviews 5.0
| 
