ANNEXES
Annexe 1 : Les estimations sur l'équation du
Taux de croissance
Dependent Variable: Y
Method: Two-Stage Least Squares
Sample: 1979 2003
Included observations: 24 after adjusting endpoints
Instrument list: C INF INV MPIB PIBO(-1) GCON AID PRIC
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
-12.19654
|
11.58500 -1.052787
|
0.3081
|
|
INF
|
-0.026715
|
0.008051 -3.318377
|
0.0043
|
|
INV
|
0.201409
|
0.070910 2.840339
|
0.0118
|
|
MPIB
|
0.241968
|
0.106658 2.268641
|
0.0375
|
|
PIBO(-1)
|
0.001115
|
0.011148 2.467648
|
0.0253
|
|
GCON
|
-0.642414
|
0.486309 -1.320998
|
0.2051
|
|
AID
|
0.730222
|
0.305763 2.388192
|
0.0296
|
|
PRIC
|
0.916650
|
0.497548 1.842335
|
0.0840
|
|
R-squared
|
0.688281
|
Mean dependent var
|
12.60870
|
|
Adjusted R-squared
|
0.551904
|
S.D. dependent var
|
2.887181
|
|
S.E. of regression
|
1.932677
|
Sum squared resid
|
59.76385
|
|
F-statistic
|
5.046906
|
Durbin-Watson stat
|
2.175401
|
|
Prob(F-statistic)
|
0.003 530
|
|
|
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 1.567470 Probability 0.243 063
Obs*R-squared 4.3 90943 Probability 0.111306
White Heteroskedasticity Test:
F-statistic 1.532099 Probability 0.263156
Obs*R-squared 16.90626 Probability 0.26 1208
Chow Breakpoint Test: 1994
F-statistic 2.436010 Probability 0.114712
Annexe 2 : Les estimations sur l'équation de
l'investissement
Dependent Variable: INV
Method: Two-Stage Least Squares
Sample(adjusted): 1979 2003
Included observations: 24 after adjusting endpoints Instrument
list: C INV(-1) INF PRIC LOG(CRED) AID
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
-39.67499
|
30.84252 -1.286373
|
0.2208
|
|
INV(-1)
|
0.510717
|
0.265661 1.922438
|
0.0767
|
|
INF
|
-0.106082
|
0.053548 -1.981088
|
0.0640
|
|
PRIC
|
0.093214
|
0.341803 3.018615
|
0.0092
|
|
LOG(CRED)
|
0.243400
|
0.159173 2.938886
|
0.0108
|
|
AID
|
0.332246
|
0.181736 1.828175
|
0.0833
|
|
R-squared
|
0.825617
|
Mean dependent var
|
14.41053
|
|
Adjusted R-squared
|
0.758547
|
S.D. dependent var
|
2.773356
|
|
S.E. of regression
|
1.362769
|
Sum squared resid
|
24.14281
|
|
F-statistic
|
12.30971
|
Durbin-Watson stat
|
2.350366
|
|
Prob(F-statistic)
|
0.000 149
|
|
|
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 1.479636 Probability 0.26972 1
Obs*R-squared 4.027873 Probability 0.133462
White Heteroskedasticity Test:
F-statistic 0.766811 Probability 0.659631
Obs*R-squared 9.298768 Probability 0.504004
Chow Breakpoint Test: 1994
F-statistic 3.401313 Probability 0.067121
Annexe 3 : les estimations sur l'équation des
Importations
Dependent Variable: MPIB
Method: Two-Stage Least Squares Sample: 1980 2003
Included observations: 24
Instrument list: C XPIB TO ER AID
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
C
|
2.259434
|
3.341992 0.676074
|
0.5071
|
|
XPIB
|
0.748225
|
0.233956 3.198142
|
0.0047
|
|
TO
|
-1.924071
|
0.670900 -2.867896
|
0.0098
|
|
ER
|
-0.868922
|
0.423592 -2.051315
|
0.0543
|
|
AID
|
0.356103
|
0.076622 4.647501
|
0.0002
|
|
R-squared
|
0.991053
|
Mean dependent var
|
27.41667
|
|
Adjusted R-squared
|
0.989169
|
S.D. dependent var
|
8.355767
|
|
S.E. of regression
|
0.869596
|
Sum squared resid
|
14.36774
|
|
F-statistic
|
526.1415
|
Durbin-Watson stat
|
1.770263
|
|
Prob (F-statistic)
|
0.000000
|
|
|
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 0.087779 Probability 0.916375
Obs*R-squared 0.2453 14 Probability 0.884567
White Heteroskedasticity Test:
F-statistic 0.446448 Probability 0.874432
Obs*R-squared 4.615551 Probability 0.797764
Chow Breakpoint Test: 1994
F-statistic 1.327557 Probability 0.308727
| 
