ANNEXES
ANNEXES II.1. TEST DE STATIONNARITÉ
Tableau II.1.1 : test ADF sur le taux de
chômage en différence première
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Null Hypothesis: DLTCHOM has a unit root
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Exogenous: None
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Lag Length: 1 (Fixed)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-4.226114
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0.0002
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Test critical values:
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1% level
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-2.692358
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5% level
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-1.960171
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10% level
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-1.607051
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*MacKinnon (1996) one-sided p-values.
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Warning: Probabilities and critical values calculated for
20 observations
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and may
not be accurate for a sample size of 19
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(DLTCHOM)
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Method: Least Squares
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Date: 11/30/13 Time: 15:13
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Sample (adjusted): 1993 2011
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Included observations: 19 after adjustments
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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DLTCHOM(-1)
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-1.376877
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0.325802
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-4.226114
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0.0006
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D(DLTCHOM(-1))
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0.360166
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0.234767
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1.534142
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0.1434
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R-squared
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0.577218
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Mean dependent var
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-0.005533
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Adjusted R-squared
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0.552348
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S.D. dependent var
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0.178148
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S.E. of regression
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0.119193
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Akaike info criterion
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-1.316848
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Sum squared resid
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0.241518
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Schwarz criterion
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-1.217434
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Log likelihood
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14.51006
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Hannan-Quinn criter.
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-1.300024
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Durbin-Watson stat
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2.050410
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Tableau II.1.2 : test ADF sur le taux
d'inflation en différence première
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Null Hypothesis: DLTINFL has a unit root
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Exogenous: Constant
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Lag Length: 1 (Fixed)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-3.142301
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0.0403
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Test critical values:
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1% level
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-3.831511
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5% level
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-3.029970
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10% level
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-2.655194
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*MacKinnon (1996) one-sided p-values.
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Warning: Probabilities and critical values calculated for
20 observations
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and may
not be accurate for a sample size of 19
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(DLTINFL)
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Method: Least Squares
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Date: 11/30/13 Time: 15:11
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Sample (adjusted): 1993 2011
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Included observations: 19 after adjustments
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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DLTINFL(-1)
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-1.221405
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0.388698
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-3.142301
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0.0063
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D(DLTINFL(-1))
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-0.020179
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0.251595
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-0.080203
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0.9371
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C
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-0.323466
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0.394119
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-0.820732
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0.4239
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R-squared
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0.616804
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Mean dependent var
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0.039301
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Adjusted R-squared
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0.568904
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S.D. dependent var
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2.549072
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S.E. of regression
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1.673667
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Akaike info criterion
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4.011850
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Sum squared resid
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44.81858
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Schwarz criterion
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4.160972
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Log likelihood
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-35.11258
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Hannan-Quinn criter.
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4.037088
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F-statistic
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12.87703
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Durbin-Watson stat
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1.984012
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Prob(F-statistic)
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0.000465
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