Impact des crédits a l'économie sur l'inflation et la croissance au Bénin

Annexe 4.8 : Test de PP sur PIBR

PP Test Statistic 2.750884 1% Critical Value* 5% Critical Value 10% Critical Value	-2.6395 -1.9521 -1.6214
*MacKinnon critical values for rejection of hypothesis of a unit root.
Lag truncation for Bartlett kernel: ( Newey-West suggests: 3 )
3
Residual variance with no correction	6310.846
Residual variance with correction	1995.508
Phillips-Perron Test Equation
Dependent Variable: D(PIBR)
Method: Least Squares
Date: 06/30/04 Time: 11:06
Sample(adjusted): 1973 2003
Included observations: 31 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic	Prob.
PIBR(-1) 0.035648 0.028532 1.249384	0.2212
R-squared -0.018127 Mean dependent var	20.99355
Adjusted R-squared -0.018127 S.D. dependent var	80.03186
S.E. of regression 80.75399 Akaike info criterion	11.65242
Sum squared resid 195636.2 Schwarz criterion	11.69868
Log likelihood -179.6125 Durbin-Watson stat	2.938297

Annexe 4.9 : Test ADF sur LPIBR

ADF Test Statistic -5.847877 1% Critical Value* -4.3082

5% Critical Value -3.5731

10% Critical Value -3.2203

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(LPIBR,2)

Method: Least Squares

Date: 06/30/04 Time: 11:11

Sample(adjusted): 1975 2003

Included observations: 29 after adjusting endpoints

Variable Coefficient Std. Error t-Statistic Prob.

D(LPIBR(-1)) -1.896941 0.324381 -5.847877 0.0000

D(LPIBR(-1),2) 0.287668 0.188993 1.522110 0.1405

C 0.058660 0.057088 1.027539 0.3140

@TREND(1972) 0.001208 0.003009 0.401298 0.6916

R-squared 0.763411 Mean dependent var 0.004551

Adjusted R-squared 0.735020 S.D. dependent var 0.261767

S.E. of regression 0.134748 Akaike info criterion -1.043381

Sum squared resid 0.453925 Schwarz criterion -0.854788

Log likelihood 19.12902 F-statistic 26.88943

Durbin-Watson stat 2.120365 Prob(F-statistic) 0.000000