Annexe 2
TEST DE STATIONARRITE EN DIFFERENCE PREMIERE
D(LPIB)
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ADF Test Statistic
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-4.510553
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1% Critical Value*
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-4.3082
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5% Critical Value
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-3.5731
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10% Critical Value
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-3.2203
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*MacKinnon critical values for rejection of hypothesis of a unit
root.
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(LPIB,2)
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Method: Least Squares
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Date: 04/25/05 Time: 15:52
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Sample(adjusted): 1975 2003
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Included observations: 29 after adjusting endpoints
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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D(LPIB(-1))
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-1.434998
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0.318142
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-4.510553
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0.0001
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D(LPIB(-1),2)
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0.108052
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0.194678
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0.555029
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0.5838
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C
|
0.052736
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1.105432
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0.047706
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0.9623
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@TREND(1972)
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-0.014854
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0.058523
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-0.253822
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0.8017
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R-squared
|
0.657924
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Mean dependent var
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-0.085066
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Adjusted R-squared
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0.616875
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S.D. dependent var
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4.237966
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S.E. of regression
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2.623176
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Akaike info criterion
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4.894091
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Sum squared resid
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172.0264
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Schwarz criterion
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5.082684
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Log likelihood
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-66.96432
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F-statistic
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16.02775
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Durbin-Watson stat
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2.022250
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Prob(F-statistic)
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0.000005
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D(LINV)
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ADF Test Statistic
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-5.303677
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1% Critical Value*
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-4.3082
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5% Critical Value
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-3.5731
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10% Critical Value
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-3.2203
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*MacKinnon critical values for rejection of hypothesis of a unit
root.
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(LINV,2)
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Method: Least Squares
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Date: 04/25/05 Time: 15:55
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Sample(adjusted): 1975 2003
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Included observations: 29 after adjusting endpoints
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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D(LINV(-1))
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-1.524124
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0.287371
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-5.303677
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0.0000
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D(LINV(-1),2)
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0.156001
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0.174489
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0.894044
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0.3798
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C
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1.079339
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1.694979
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0.636786
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0.5301
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@TREND(1972)
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-0.059670
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0.089138
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-0.669410
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0.5094
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R-squared
|
0.728309
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Mean dependent var
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-0.347815
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Adjusted R-squared
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0.695706
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S.D. dependent var
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6.860799
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S.E. of regression
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3.784615
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Akaike info criterion
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5.627207
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Sum squared resid
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358.0828
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Schwarz criterion
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5.815800
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Log likelihood
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-77.59451
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F-statistic
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22.33871
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Durbin-Watson stat
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2.187327
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Prob(F-statistic)
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0.000000
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(D(LTPF)
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ADF Test Statistic
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-6.038889
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1% Critical Value*
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-4.3082
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5% Critical Value
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-3.5731
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10% Critical Value
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-3.2203
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*MacKinnon critical values for rejection of hypothesis of a unit
root.
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(LTPF,2)
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Method: Least Squares
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Date: 04/25/05 Time: 15:57
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Sample(adjusted): 1975 2003
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Included observations: 29 after adjusting endpoints
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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D(LTPF(-1))
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-1.972769
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0.326678
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-6.038889
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0.0000
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D(LTPF(-1),2)
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0.325984
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0.189115
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1.723737
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0.0971
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C
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-0.167186
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1.636727
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-0.102147
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0.9195
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@TREND(1972)
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0.012524
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0.086381
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0.144986
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0.8859
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R-squared
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0.770517
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Mean dependent var
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0.096981
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Adjusted R-squared
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0.742979
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S.D. dependent var
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7.676067
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S.E. of regression
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3.891550
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Akaike info criterion
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5.682934
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Sum squared resid
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378.6041
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Schwarz criterion
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5.871527
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Log likelihood
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-78.40255
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F-statistic
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27.98024
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Durbin-Watson stat
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2.082430
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Prob(F-statistic)
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0.000000
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D(LTO)
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ADF Test Statistic
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-2.745602
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1% Critical Value*
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-2.6453
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5% Critical Value
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-1.9530
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10% Critical Value
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-1.6218
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*MacKinnon critical values for rejection of hypothesis of a unit
root.
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(LTO,3)
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Method: Least Squares
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Date: 04/22/05 Time: 23:02
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Sample(adjusted): 1975 2003
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Included observations: 29 after adjusting endpoints
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Variable
|
Coefficient
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Std. Error
|
t-Statistic
|
Prob.
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D(LTO(-1),2)
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-1.708273
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0.622185
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-2.745602
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0.0104
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R-squared
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0.191144
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Mean dependent var
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0.087766
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Adjusted R-squared
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0.191144
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S.D. dependent var
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0.547438
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S.E. of regression
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0.492346
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Akaike info criterion
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1.454605
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Sum squared resid
|
6.787332
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Schwarz criterion
|
1.501753
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Log likelihood
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-20.09177
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Durbin-Watson stat
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1.105657
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