ANNEXES
|
1%
5%
|
TXCPIB
Percentiles
-.053264
-.033106
|
Smallest
-.053264
-.033106
|
|
|
|
10%
|
-.005924
|
-.006756
|
Obs
|
34
|
|
25%
|
.017611
|
-.005924
|
Sum of Wgt.
|
34
|
|
50%
|
.0345285
|
|
Mean
|
.0309097
|
|
|
Largest
|
Std. Dev.
|
.0282032
|
|
75%
|
.050695
|
.060944
|
|
|
|
90%
|
.060944
|
.063598
|
Variance
|
.0007954
|
|
95%
|
.066832
|
.066832
|
Skewness
|
-.9785199
|
|
99%
|
.078431
|
.078431
|
Kurtosis
|
4.114906
|
|
1%
5%
|
Percentiles
-.041407
-.02248
|
INF
Smallest
-.041407
-.02248
|
|
|
|
10%
|
-.017536
|
-.018267
|
Obs
|
34
|
|
25%
|
.004473
|
-.017536
|
Sum of Wgt.
|
34
|
|
50%
|
.0172885
|
|
Mean
|
.0327689
|
|
|
Largest
|
Std. Dev.
|
.0477324
|
|
75%
|
.058533
|
.11617
|
|
|
|
90%
|
.11617
|
.11784
|
Variance
|
.0022784
|
|
95%
|
.130001
|
.130001
|
Skewness
|
1.168008
|
|
99%
|
.173764
|
.173764
|
Kurtosis
|
3.981544
|
|
|
FBCFPIB
|
|
|
|
Percentiles
|
Smallest
|
|
|
|
1%
|
.135622
|
.135622
|
|
|
|
5%
|
.14636
|
.14636
|
|
|
|
10%
|
.156724
|
.152185
|
Obs
|
34
|
|
25%
|
.181645
|
.156724
|
Sum of Wgt.
|
34
|
|
50%
|
.211113
|
|
Mean
|
.2080703
|
|
|
Largest
|
Std. Dev.
|
.0346891
|
|
75%
|
.231205
|
.255053
|
|
|
|
90%
|
.255053
|
.261463
|
Variance
|
.0012033
|
|
95%
|
.261513
|
.261513
|
Skewness
|
-.2232075
|
|
99%
|
.268174
|
.268174
|
Kurtosis
|
2.284155
|
ANNEXE 1 : STATISQUES DESCRIPTIVES
Page 77
1%
|
5%
|
Percentiles
-.06536
-.062543
|
PGF
Smallest
-.06536
-.062543
|
|
|
|
10%
|
-.059859
|
-.061158
|
Obs
|
34
|
|
25%
|
-.049886
|
-.059859
|
Sum of Wgt.
|
34
|
|
50%
|
-.0268315
|
|
Mean
|
-.0284457
|
|
|
Largest
|
Std. Dev.
|
.0232831
|
|
75%
|
-.007723
|
.003512
|
|
|
|
90%
|
.003512
|
.007209
|
Variance
|
.0005421
|
|
95%
|
.007691
|
.007691
|
Skewness
|
.0250688
|
|
99%
|
.015099
|
.015099
|
Kurtosis
|
1.891721
|
|
|
TCOUV
|
|
|
|
Percentiles
|
Smallest
|
|
|
|
1%
|
.49835
|
.49835
|
|
|
|
5%
|
.531846
|
.531846
|
|
|
|
10%
|
.573895
|
.571235
|
Obs
|
34
|
|
25%
|
.617848
|
.573895
|
Sum of Wgt.
|
34
|
|
50%
|
.7001335
|
|
Mean
|
.6968625
|
|
|
Largest
|
Std. Dev.
|
.0906673
|
|
75%
|
.760673
|
.812803
|
|
|
|
90%
|
.812803
|
.814104
|
Variance
|
.0082206
|
|
95%
|
.823572
|
.823572
|
Skewness
|
-.344054
|
|
99%
|
.826907
|
.826907
|
Kurtosis
|
2.124783
|
ANNEXE 2 : EVOLUTION DES VARIABLES
1980 1990 2000 2010 2020
Année
1980 1990 2000 2010 2020
anne
Page 78
1980 1990 2000 2010 2020
anne
1980 1990 2000 2010 2020
anne
Page 79
1980 1990 2000 2010 2020
anne
Page 80
ANNEXE 3 : TESTS DE RACINE UNITAIRE
TXCPIB
Dickey-Fuller test for unit root Number of obs = 33
Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
Z(t) -7.815 -4.306 -3.568 -3.221
MacKinnon approximate p-value for Z(t) = 0.0000
INF
Dickey-Fuller test for unit root Number of obs = 33
Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
Z(t) -2.889 -4.306 -3.568 -3.221
MacKinnon approximate p-value for Z(t) = 0.1663
FBCFPIB
Dickey-Fuller test for unit root Number of obs = 33
Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
Z(t) -3.414 -4.306 -3.568 -3.221
MacKinnon approximate p-value for Z(t) = 0.0496
PGF
Dickey-Fuller test for unit root Number of obs = 33
Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
Z(t) -3.715 -4.306 -3.568 -3.221
MacKinnon approximate p-value for Z(t) = 0.0214
TXCOUV
Dickey-Fuller test for unit root Number of obs = 33
Page 81
TXCPIB
Phillips-Perron test for unit root Number of obs = 33
Newey-West lags = 3
Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
Z(rho) -42.140 -23.524 -18.508 -15.984
Z(t) -7.822 -4.306 -3.568 -3.221
MacKinnon approximate p-value for Z(t) = 0.0000
INF
pperron inf. trend regress
Phillips-Perron test for unit root Number of obs = 33
Newey-West lags = 3
Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
Z(rho) -14.123 -23.524 -18.508 -15.984
Z(t) -2.876 -4.306 -3.568 -3.221
MacKinnon approximate p-value for Z(t) = 0.1703
FBCFPIB
Phillips-Perron test for unit root Number of obs = 33
Newey-West lags = 3
Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
Z(rho) -18.835 -23.524 -18.508 -15.984
Z(t) -3.458 -4.306 -3.568 -3.221
Page 82
Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
Z(t) -1.857 -4.306 -3.568 -3.221
MacKinnon approximate p-value for Z(t) = 0.6765
MacKinnon approximate p-value for Z(t) = 0.0441
PGF
Phillips-Perron test for unit root Number of obs = 33
Newey-West lags = 3
Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
Z(rho) -23.089 -23.524 -18.508 -15.984
Z(t) -3.824 -4.306 -3.568 -3.221
MacKinnon approximate p-value for Z(t) = 0.0154
TXCOUV
Phillips-Perron test for unit root Number of obs = 33
Newey-West lags = 3
Interpolated Dickey-Fuller
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
Z(rho) -4.745 -23.524 -18.508 -15.984
Z(t) -1.833 -4.306 -3.568 -3.221
MacKinnon approximate p-value for Z(t) = 0.6886
Page 83
Page 84
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