AnnexeC
Résultats des tests de racine unitaire
. ipshin lpib, lags(1) trend nodemean
Im-Pesaran-Shin test for lpib
Deterministics chosen: constant & trend
t-bar test, N,T = (8,35) Obs = 264
Augmented by 1 lags (average)
t-bar cv10 cv5 cv1 W[t-bar] P-value
-2.040 -2.500 -2.600 -2.780 0.468 0.680
. ipshin licp, lags(1) trend nodemean
Im-Pesaran-Shin test for licp
Deterministics chosen: constant & trend
t-bar test, N,T = (8,35) Obs = 264
Augmented by 1 lags (average)
t-bar cv10 cv5 cv1 W[t-bar] P-value
-1.936 -2.500 -2.600 -2.780 0.822 0.794
. ipshin tpam, lags(1) trend nodemean
Im-Pesaran-Shin test for tpam
Deterministics chosen: constant & trend
t-bar test, N,T = (8,35) Obs = 264
Augmented by 1 lags (average)
t-bar cv10 cv5 cv1 W[t-bar] P-value
-0.211 -2.500 -2.600 -2.780 6.709 1.000
. ipshin tsse , lags(1) trend nodemean
Im-Pesaran-Shin test for tsse
Deterministics chosen: constant & trend
t-bar test, N,T = (8,35) Obs = 264
Augmented by 1 lags (average)
t-bar cv10 cv5 cv1 W[t-bar] P-value
-1.758 -2.500 -2.600 -2.780 1.429 0.923
. ipshin tc , lags(1) trend nodemean
Im-Pesaran-Shin test for tc
Deterministics chosen: constant & trend
t-bar test, N,T = (8,35) Obs = 264
Augmented by 1 lags (average)
t-bar cv10 cv5 cv1 W[t-bar] P-value
-2.843 -2.500 -2.600 -2.780 -0.062 0.272
. ipshin see , lags(1) trend nodemean
Im-Pesaran-Shin test for see
Deterministics chosen: constant & trend
t-bar test, N,T = (8,35) Obs = 264
Augmented by 1 lags (average)
t-bar cv10 cv5 cv1 W[t-bar] P-value
-4.908 -2.500 -2.600 -2.780 0.579 0.719
. ipshin ds , lags(1) trend nodemean
Im-Pesaran-Shin test for ds
Deterministics chosen: constant & trend t-bar test, N,T =
(8,35) Obs = 264
Augmented by 1 lags (average)
t-bar cv10 cv5 cv1 W[t-bar] P-value
-2.198 -2.500 -2.600 -2.780 -0.072 0.471
. ipshin de , lags(1) trend nodemean
Im-Pesaran-Shin test for de
Deterministics chosen: constant & trend t-bar test, N,T =
(8,35) Obs = 264
Augmented by 1 lags (average)
t-bar cv10 cv5 cv1 W[t-bar] P-value
-1.968 -2.500 -2.600 -2.780 0.712 0.762
. ipshin ses , lags(1) trend nodemean
Im-Pesaran-Shin test for ses
Deterministics chosen: constant & trend
t-bar test, N,T = (8,35) Obs = 264
Augmented by 1 lags (average)
t-bar cv10 cv5 cv1 W[t-bar] P-value
-2.198 -2.500 -2.600 -2.780 3.333 1.000
Annexe1111
Résultats des estimations des différents
modèles effectuées sur Stata
D.1 Le modèle standard (modèle 1)
D.2 Le modèle 2 (standard + ds)
D.3 Le mdèle 3 (standard + ses)
D.4 Le modèle 4 (standard + de )
D.5 Le modèle 5 (standard + ses)
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