ANNEXES
Annexe 1 : Base de données de l'étude
économétrique
|
Année
|
Lny
|
Lnk
|
Lnh
|
LnOuv
|
LnIde
|
LnPop act
|
|
1990
|
21,5874304
|
19,7338487
|
2,04122033
|
2,87420428
|
4,21093551
|
15,1703256
|
|
1991
|
21,6742499
|
19,8694687
|
2,07944154
|
2,82720227
|
4,00734773
|
15,1955217
|
|
1992
|
21,6765743
|
19,8255985
|
2,1517622
|
2,65232663
|
1,97357547
|
15,2226807
|
|
1993
|
21,7106026
|
19,7912987
|
2,2104698
|
2,69547425
|
1,99294702
|
15,2504679
|
|
1994
|
21,723667
|
19,9961519
|
2,26799365
|
2,97627475
|
0,03115171
|
15,2787132
|
|
1995
|
21,7792566
|
19,9057662
|
2,32336763
|
3,01424661
|
0,88539519
|
15,3072907
|
|
1996
|
21,8837494
|
19,9902451
|
2,36743607
|
2,94917244
|
0,46634871
|
15,3361682
|
|
1997
|
21,9450029
|
20,1285105
|
2,3997118
|
2,92896243
|
0,91883386
|
15,3653337
|
|
1998
|
22,0155333
|
20,1383219
|
2,41054223
|
3,01895511
|
1,85072828
|
15,3947222
|
|
1999
|
22,0869622
|
20,0962243
|
2,47148363
|
2,81913532
|
-1,3359317
|
15,4242688
|
|
2000
|
22,1052639
|
20,0619356
|
2,48490665
|
2,84096609
|
0,11729415
|
15,4539335
|
|
2001
|
22,16904
|
20,1941386
|
2,49732917
|
2,78406119
|
1,12143416
|
15,4836901
|
|
2002
|
22,2191986
|
20,3965724
|
2,56648664
|
2,73673181
|
-0,6909386
|
15,5135511
|
|
2003
|
22,2943292
|
20,5405099
|
2,66374994
|
2,73217414
|
0,31050232
|
15,5447632
|
|
2004
|
22,3381399
|
20,6432216
|
2,74277364
|
2,92123996
|
-2,5364991
|
15,5749885
|
|
2005
|
22,4212107
|
20,7960392
|
2,75366071
|
2,87739119
|
0,04718633
|
15,6054661
|
|
2006
|
22,486697
|
20,8128432
|
2,82137889
|
2,90713176
|
0,36001674
|
15,6373874
|
|
2007
|
22,522124
|
20,8958068
|
2,97041447
|
2,87654131
|
1,13645587
|
15,6683328
|
|
2008
|
22,5785044
|
20,9893041
|
3,00071982
|
2,89827813
|
-0,926705
|
15,6994976
|
|
2009
|
22,6077276
|
21,1381928
|
3,10009229
|
3,00580722
|
0,39168014
|
15,7320727
|
|
2010
|
22,6841301
|
21,2003868
|
3,17387846
|
3,04282655
|
0,86353209
|
15,7636529
|
|
2011
|
22,7253688
|
21,116807
|
3,24649099
|
3,21326387
|
0,32344779
|
15,7942191
|
|
2012
|
22,8164648
|
21,3164815
|
3,3638416
|
3,42991109
|
1,12168765
|
15,8261423
|
Source : données de la BM (WDI, 2013) et du MESS
> Test sur PIB réel
|
Null Hypothesis: LNY has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic - based on SIC, maxlag=1)
|
|
t-Statistic
|
Prob.*
|
|
Augmented Dickey-Fuller test statistic -2.635448
|
0.2696
|
|
Test critical values: 1% level -4.440739
5% level -3.632896
10% level -3.254671
|
|
|
|
> Test sur capital physique
|
Null Hypothesis: LNK has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic - based on SIC, maxlag=1)
|
|
t-Statistic
|
Prob.*
|
|
Augmented Dickey-Fuller test statistic -2.056166
|
0.5402
|
|
Test critical values: 1% level -4.440739
5% level -3.632896
10% level -3.254671
|
|
|
|
> Test sur capital humain
|
Null Hypothesis: LNH has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic - based on SIC, maxlag=1)
|
|
t-Statistic
|
Prob.*
|
|
Augmented Dickey-Fuller test statistic -0.163534
|
0.9896
|
|
Test critical values: 1% level -4.440739
5% level -3.632896
10% level -3.254671
|
|
|
|
|
Null Hypothesis: D(LNY) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic - based on SIC, maxlag=1)
|
|
t-Statistic Prob.*
|
|
Augmented Dickey-Fuller test statistic -5.160056 0.0025
|
|
Test critical values: 1% level
5% level 10% level
|
-4.467895
-3.644963
-3.261452
|
|
|
|
Null Hypothesis: D(LNK) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic - based on SIC, maxlag=1)
|
|
t-Statistic
|
Prob.*
|
|
Augmented Dickey-Fuller test statistic -5.008388
|
0.0033
|
|
Test critical values: 1% level -4.467895
5% level -3.644963
10% level -3.261452
|
|
|
|
|
Null Hypothesis: D(LNH) has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic - based on SIC, maxlag=1)
|
|
t-Statistic
|
Prob.*
|
|
Augmented Dickey-Fuller test statistic -4.514215
|
0.0091
|
|
Test critical values: 1% level -4.467895
5% level -3.644963
10% level -3.261452
|
|
|
|
II
Annexe 2 : Les tests de stationnarité (à gauche en
niveau et à droite en différence 1re)
> Test sur ouverture commerciale
|
Null Hypothesis: LNOUV has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic - based on SIC, maxlag=4)
|
|
t-Statistic
|
Prob.*
|
|
Augmented Dickey-Fuller test statistic -0.879119
|
0.9408
|
|
Test critical values: 1% level -4.440739
5% level -3.632896
10% level -3.254671
|
|
|
|
> Test sur investissement direct étranger
|
Null Hypothesis: LNIDE has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic - based on SIC, maxlag=4)
|
|
t-Statistic
|
Prob.*
|
|
Augmented Dickey-Fuller test statistic -3.716642
|
0.0426
|
|
Test critical values: 1% level -4.440739
5% level -3.632896
10% level -3.254671
|
|
|
|
> Test sur population active
|
Null Hypothesis: LNPOP_ACT has a unit root Exogenous: Constant,
Linear Trend
Lag Length: 0 (Automatic - based on SIC, maxlag=1)
|
|
t-Statistic
|
Prob.*
|
|
Augmented Dickey-Fuller test statistic -4.274081
|
0.0141
|
|
Test critical values: 1% level -4.440739
5% level -3.632896
10% level -3.254671
|
|
|
|
|
Null Hypothesis: D(LNOUV) has a unit root Exogenous: Constant,
Linear Trend
Lag Length: 0 (Automatic - based on SIC, maxlag=4)
|
|
t-Statistic
|
Prob.*
|
|
Augmented Dickey-Fuller test statistic -3.957881
|
0.0275
|
|
Test critical values: 1% level -4.467895
5% level -3.644963
10% level -3.261452
|
|
|
|
|
Null Hypothesis: D(LNIDE) has a unit root Exogenous: Constant,
Linear Trend
Lag Length: 1 (Automatic - based on SIC, maxlag=4)
|
|
t-Statistic
|
Prob.*
|
|
Augmented Dickey-Fuller test statistic -4.510548
|
0.0098
|
|
Test critical values: 1% level -4.498307
5% level -3.658446
10% level -3.268973
|
|
|
|
|
Null Hypothesis: D(LNPOP_ACT) has a unit root Exogenous:
Constant, Linear Trend
Lag Length: 0 (Automatic - based on SIC, maxlag=1)
|
|
|
t-Statistic
|
Prob.*
|
|
Augmented Dickey-Fuller test statistic
|
-4.893299
|
0.0042
|
|
Test critical values: 1% level
5% level 10% level
|
-4.467895
-3.644963
-3.261452
|
|
|
|
|
III
|
|
