ANNEXES
Annexe 1. Estimation par la
méthode des MCO
|
Dependent Variable: TDPIBH
|
|
|
|
Method: Least Squares
|
|
|
|
Date: 06/21/14 Time: 02:36
|
|
|
|
Sample: 1980 2012
|
|
|
|
Included observations: 33
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
|
|
|
|
|
|
|
|
|
|
C
|
-78.83925
|
179.5348
|
-0.439131
|
0.6645
|
|
RENT
|
7.393713
|
2.281270
|
3.241052
|
0.0035
|
|
LEB
|
-1.348576
|
1.490137
|
-0.905002
|
0.3745
|
|
TAG
|
0.027031
|
0.111587
|
0.242241
|
0.8107
|
|
INVEST
|
0.673353
|
0.223156
|
3.017413
|
0.0060
|
|
EPARG
|
1.136813
|
1.895188
|
0.599842
|
0.5542
|
|
INFL
|
-0.000750
|
0.000347
|
-2.160025
|
0.0410
|
|
DEPCONS
|
1.308398
|
1.922526
|
0.680562
|
0.5027
|
|
WAR
|
-4.012646
|
1.952859
|
-2.054754
|
0.0509
|
|
|
|
|
|
|
|
|
|
|
|
R-squared
|
0.736961
|
Mean dependent var
|
-2.206195
|
|
Adjusted R-squared
|
0.649281
|
S.D. dependent var
|
5.624355
|
|
S.E. of regression
|
3.330829
|
Akaike info criterion
|
5.471320
|
|
Sum squared resid
|
266.2661
|
Schwarz criterion
|
5.879459
|
|
Log likelihood
|
-81.27678
|
Hannan-Quinn criter.
|
5.608646
|
|
F-statistic
|
8.405142
|
Durbin-Watson stat
|
1.603706
|
|
Prob(F-statistic)
|
0.000022
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Test de Breusch-Godfrey
|
Breusch-Godfrey Serial Correlation LM Test:
|
|
|
|
|
|
|
|
|
|
|
|
|
F-statistic
|
1.546636
|
Prob. F(1,23)
|
0.2262
|
|
Obs*R-squared
|
2.079267
|
Prob. Chi-Square(1)
|
0.1493
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Test Equation:
|
|
|
|
|
Dependent Variable: RESID
|
|
|
|
Method: Least Squares
|
|
|
|
Date: 06/21/14 Time: 03:04
|
|
|
|
Sample: 1980 2012
|
|
|
|
Included observations: 33
|
|
|
|
Presample missing value lagged residuals set to zero.
|
|
|
|
|
|
|
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
|
|
|
|
|
|
|
|
|
|
C
|
51.93262
|
182.3697
|
0.284766
|
0.7784
|
|
RENT
|
0.055427
|
2.256166
|
0.024567
|
0.9806
|
|
LEB
|
0.522365
|
1.532150
|
0.340936
|
0.7362
|
|
TAG
|
-0.031721
|
0.113248
|
-0.280102
|
0.7819
|
|
INVEST
|
-0.055559
|
0.225134
|
-0.246781
|
0.8073
|
|
EPARG
|
-0.736586
|
1.965337
|
-0.374788
|
0.7113
|
|
INFL
|
0.000232
|
0.000391
|
0.594314
|
0.5581
|
|
DEPCONS
|
-0.746224
|
1.993449
|
-0.374338
|
0.7116
|
|
WAR
|
0.936554
|
2.072644
|
0.451864
|
0.6556
|
|
RESID(-1)
|
0.328185
|
0.263891
|
1.243638
|
0.2262
|
|
|
|
|
|
|
|
|
|
|
|
R-squared
|
0.063008
|
Mean dependent var
|
3.88E-15
|
|
Adjusted R-squared
|
-0.303641
|
S.D. dependent var
|
2.884582
|
|
S.E. of regression
|
3.293533
|
Akaike info criterion
|
5.466846
|
|
Sum squared resid
|
249.4892
|
Schwarz criterion
|
5.920333
|
|
Log likelihood
|
-80.20295
|
Hannan-Quinn criter.
|
5.619430
|
|
F-statistic
|
0.171848
|
Durbin-Watson stat
|
1.811790
|
|
Prob(F-statistic)
|
0.995210
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Test de Jarque-Bera
Test
d'Hétéroscédasticité
|
Heteroskedasticity Test: ARCH
|
|
|
|
|
|
|
|
|
|
|
|
|
|
F-statistic
|
0.199170
|
Prob. F(1,30)
|
0.6586
|
|
Obs*R-squared
|
0.211047
|
Prob. Chi-Square(1)
|
0.6459
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Test Equation:
|
|
|
|
|
Dependent Variable: RESID^2
|
|
|
|
Method: Least Squares
|
|
|
|
Date: 06/21/14 Time: 03:11
|
|
|
|
Sample (adjusted): 1981 2012
|
|
|
|
Included observations: 32 after adjustments
|
|
|
|
|
|
|
|
|
|
|
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
|
|
|
|
|
|
|
|
|
|
C
|
7.537715
|
2.339042
|
3.222566
|
0.0031
|
|
RESID^2(-1)
|
0.081798
|
0.183287
|
0.446285
|
0.6586
|
|
|
|
|
|
|
|
|
|
|
|
R-squared
|
0.006595
|
Mean dependent var
|
8.218343
|
|
Adjusted R-squared
|
-0.026518
|
S.D. dependent var
|
9.901831
|
|
S.E. of regression
|
10.03226
|
Akaike info criterion
|
7.509951
|
|
Sum squared resid
|
3019.389
|
Schwarz criterion
|
7.601559
|
|
Log likelihood
|
-118.1592
|
Hannan-Quinn criter.
|
7.540316
|
|
F-statistic
|
0.199170
|
Durbin-Watson stat
|
2.068679
|
|
Prob(F-statistic)
|
0.658596
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 
