AnnexeA7.3: Test d'homoscédasticité de
White
Heteroskedasticity Test: White
F-statistic 2.388031 Prob. F(6,18) 0.0711
Obs*R-squared 11.08026 Prob. Chi-Square(6)
0.0859
Scaled explained SS 7.592923 Prob. Chi-Square(6)
0.2695
Test Equation:
Dependent Variable: RESID^2 Method: Least
Squares
Date: 03/17/11 Time: 07:51 Sample: 1986 2010
Included observations: 25
Variable Coefficient Std. Error t-Statistic
Prob.
C 2.29E-05 5.47E-05 0.419688 0.6797
(D(LDEP))^2 4.83E-05 0.000124 0.389658 0.7014
(D(LMHAT))^2 -0.004172 0.004577 -0.911570
0.3740
51
(D(LCAP_PRIV))^2
|
0.002451
|
0.000709 3.457085
|
0.0028
|
|
RESIDMLT(-1)^2
|
-0.002220
|
0.007862 -0.282324
|
0.7809
|
|
D94^2
|
-0.000409
|
0.000174 -2.349036
|
0.0304
|
|
D87^2
|
-6.88E-05
|
0.000148 -0.466240
|
0.6466
|
|
R-squared
|
0.443210
|
Mean dependent var
|
9.86E-05
|
|
Adjusted R-squared
|
0.257614
|
S.D. dependent var
|
0.000164
|
|
S.E. of regression
|
0.000141
|
Akaike info criterion
|
-14.66358
|
|
Sum squared resid
|
3.58E-07
|
Schwarz criterion
|
-14.32230
|
|
Log likelihood
|
190.2948
|
Hannan-Quinn criter.
|
-14.56892
|
|
F-statistic
|
2.388031
|
Durbin-Watson stat
|
2.136432
|
|
Prob(F-statistic)
|
0.071121
|
|
|
AnnexeA7.4: Test CUSUM de stabilité (Brown,
Durbin, Ewans)
1996 1998 2000 2002 2004 2006 2008 2010
CUSUM 5% Significance
AnnexeA7.5: Test CUSUM of squares (Brown, Durbin,
Ewans)
1996 1998 2000 2002 2004 2006 2008 2010
CUSUM of Squares 5% Significance
Annexe 8 : Données utilisées pour les
estimations
52
|
Année
|
Dep (Investissement)
|
Cap_priv
|
PIB
|
Mhat
|
|
1985
|
6228831625
|
6,23E+10
|
4,94E+11
|
2466646530
|
|
1986
|
9543887688
|
4,62E+10
|
5,04E+11
|
2549525332
|
|
1987
|
8001652934
|
5,33E+10
|
4,96E+11
|
2633470602
|
|
1988
|
1,00E+10
|
4,35E+10
|
5,14E+11
|
2717648820
|
|
1989
|
7756093226
|
2,85E+10
|
5,00E+11
|
2802167440
|
|
1990
|
8055556285
|
4,05E+10
|
5,18E+11
|
2886413703
|
|
1991
|
8444858261
|
4,44E+10
|
5,39E+11
|
2865852860
|
|
1992
|
7217059720
|
5,57E+10
|
5,55E+11
|
3429544217
|
|
1993
|
8534697179
|
6,09E+10
|
5,88E+11
|
3584363069
|
|
1994
|
1,60E+10
|
9,07E+10
|
6,00E+11
|
3855784393
|
|
1995
|
2,34E+10
|
1,12E+11
|
6,36E+11
|
3938050011
|
|
1996
|
2,15E+10
|
1,26E+11
|
6,63E+11
|
4022071153
|
|
1997
|
2,06E+10
|
1,44E+11
|
7,02E+11
|
4107884525
|
|
1998
|
2,30E+10
|
1,73E+11
|
7,29E+11
|
4195530698
|
|
1999
|
1,85E+10
|
1,86E+11
|
7,68E+11
|
4285045097
|
|
2000
|
4,95E+10
|
1,86E+11
|
8,06E+11
|
4369190400
|
|
2001
|
3,69E+10
|
2,34E+11
|
8,56E+11
|
4456569600
|
|
2002
|
4,65E+10
|
2,51E+11
|
8,94E+11
|
4545600000
|
|
2003
|
4,55E+10
|
2,63E+11
|
9,28E+11
|
4636608000
|
|
2004
|
5,04E+10
|
2,84E+11
|
9,57E+11
|
4729344000
|
|
2005
|
3,10E+10
|
2,79E+11
|
9,85E+11
|
4823808000
|
|
2006
|
2,58E+10
|
3,60E+11
|
1,02E+12
|
4920257387
|
|
2007
|
6,38E+10
|
3,19E+11
|
1,07E+12
|
5018635226
|
|
2008
|
6,96E+10
|
4,04E+11
|
1,12E+12
|
5118980076
|
|
2009
|
5,45E+10
|
3,24E+11
|
1,15E+12
|
5221331267
|
|
2010
|
7,98E+10
|
3,54E+11
|
1,18E+12
|
5325728912
|
|
|
