ANNEXE6
TableauA6.1:Resultat de l'estimation de l'equation
du modele a correction d'erreur de la relation de long terme
Dependent Variable: LPIB Method: Least
Squares
Date: 03/17/11 Time: 07:30
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Sample: 1985 2010 Included observations: 26
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Variable
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Coefficient
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Std. Error t-Statistic
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Prob.
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C
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12.37034
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2.468480 5.011319
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0.0001
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LDEP
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0.097676
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0.042811 2.281562
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0.0336
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LCAP_PRIV
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0.141344
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0.054598 2.588827
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0.0175
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LMHAT
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0.408310
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0.164669 2.479585
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0.0222
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D94
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*0.124387
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0.065631 *1.895254
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0.0726
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D95
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*0.141389
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0.064576 *2.189501
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0.0406
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R-squared
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0.966492
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Mean dependent var
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27.31347
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Adjusted R-squared
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0.958115
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S.D. dependent var
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0.302790
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S.E. of regression
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0.061968
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Akaike info criterion
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*2.525208
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Sum squared resid
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0.076802
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Schwarz criterion
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-2.234878
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Log likelihood
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38.82771
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Hannan-Quinn criter.
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-2.441604
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F-statistic
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115.3743
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Durbin-Watson stat
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0.593192
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Prob(F-statistic)
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0.000000
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TableauA6.2:Résultat de l'estimation de
l'équation du modele a correction d'erreur de la relation de court
terme
Dependent Variable: D(LPIB)
Method: Least Squares
Date: 03/17/11 Time: 07:24
Sample (adjusted): 1986 2010
Included observations: 25 after adjustments
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Variable
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Coefficient
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Std. Error t-Statistic
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Prob.
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C
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0.033867
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0.003506 9.659596
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0.0000
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D(LDEP)
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0.019170
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0.007290 2.629659
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0.0170
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D(LMHAT)
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-0.053671
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0.076888 -0.698039
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0.4941
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D(LCAP_PRIV)
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0.064547
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0.013224 4.881020
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0.0001
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RESIDMLT(-1)
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-0.121887
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0.046463 -2.623309
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0.0172
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D94
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-0.047322
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0.013922 -3.399059
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0.0032
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D87
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-0.053269
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0.012222 -4.358362
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0.0004
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R-squared
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0.766583
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Mean dependent var
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0.034996
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Adjusted R-squared
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0.688777
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S.D. dependent var
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0.020981
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S.E. of regression
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0.011705
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Akaike info criterion
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-5.826172
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Sum squared resid
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0.002466
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Schwarz criterion
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-5.484886
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Log likelihood
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79.82715
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Hannan-Quinn criter.
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-5.731514
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F-statistic
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9.852518
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Durbin-Watson stat
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2.271022
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Prob(F-statistic)
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0.000071
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ANNEXE'?
AnnexeA7.1 :Test de normalité de Jarque Bera des
résidus du modele de court terme
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9 8 7 6 5 4 3 2 1
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Series: Residuals Sample 1986 2010 Observations 25
Mean -4.65e-18
Median 0.000810
Maximum 0.016535
Minimum -0.027341
Std. Dev. 0.010136
Skewness -0.746690
Kurtosis 3.643773
Jarque-Bera 2.754817
Probability 0.252231
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0
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49
-0.03 -0.02 -0.01 0.00 0.01 0.02
50
AnnexeA7.2 : Test d'autocorrélation des erreurs
de Breusch-Godfrey
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 0.369233 Prob. F(2,16) 0.6970
Obs*R-squared 1.102948 Prob. Chi-Square(2)
0.5761
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 03/17/11 Time: 07:50
Sample: 1986 2010
Included observations: 25
Presample missing value lagged residuals set to
zero.
Variable Coefficient Std. Error t-Statistic
Prob.
C -0.000427 0.003671 -0.116317 0.9088
D(LDEP) 0.001550 0.007793 0.198840 0.8449
D(LMHAT) 0.013980 0.081379 0.171794 0.8658
D(LCAP_PRIV) -0.002227 0.014227 -0.156505
0.8776
RESIDMLT(-1) 0.004762 0.048503 0.098185
0.9230
D94 0.002076 0.015111 0.137395 0.8924
D87 0.000677 0.012723 0.053241 0.9582
RESID(-1) -0.179723 0.284035 -0.632749 0.5358
RESID(-2) 0.142086 0.267494 0.531175 0.6026
R-squared 0.044118 Mean dependent var
-4.65E-18
Adjusted R-squared -0.433823 S.D. dependent var
0.010136
S.E. of regression 0.012138 Akaike info criterion
-5.711292
Sum squared resid 0.002357 Schwarz criterion
-5.272497
Log likelihood 80.39116 Hannan-Quinn criter.
-5.589589
F-statistic 0.092308 Durbin-Watson stat
1.958979
Prob(F-statistic) 0.999027
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