Annexe 6
TEST DE CAUSALITE DE GRANGER
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Pairwise Granger Causality Tests
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|
Date: 04/25/05 Time: 16:12
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|
Sample: 1972 2003
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|
Lags: 2
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|
Null Hypothesis:
|
Obs
|
F-Statistic
|
Probability
|
|
LINV does not Granger Cause LPIB
|
30
|
0.09193
|
0.91247
|
|
LPIB does not Granger Cause LINV
|
2.32885
|
0.11818
|
|
LTPF does not Granger Cause LPIB
|
30
|
0.15909
|
0.85378
|
|
LPIB does not Granger Cause LTPF
|
1.65216
|
0.21188
|
|
LTO does not Granger Cause LPIB
|
30
|
2.47087
|
0.10490
|
|
LPIB does not Granger Cause LTO
|
0.12964
|
0.87900
|
|
LTPF does not Granger Cause LINV
|
30
|
1.43988
|
0.25594
|
|
LINV does not Granger Cause LTPF
|
0.22665
|
0.79882
|
|
LTO does not Granger Cause LINV
|
30
|
0.28218
|
0.75651
|
|
LINV does not Granger Cause LTO
|
0.09403
|
0.91057
|
|
LTO does not Granger Cause LTPF
|
30
|
2.36840
|
0.11431
|
|
LTPF does not Granger Cause LTO
|
0.01365
|
0.98645
|
Annexe 7
TEST D'HOMOCEDASTICITE DE WHITE
|
White Heteroskedasticity Test:
|
|
F-statistic
|
1.173447
|
Probability
|
0.351753
|
|
Obs*R-squared
|
7.031744
|
Probability
|
0.317922
|
|
|
|
|
|
|
Test Equation:
|
|
Dependent Variable: RESID^2
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|
Method: Least Squares
|
|
Date: 07/16/05 Time: 22:03
|
|
Sample: 1972 2003
|
|
Included observations: 32
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
C
|
32.15508
|
83.13067
|
0.386802
|
0.7022
|
|
LINV
|
-2.037675
|
2.648964
|
-0.769234
|
0.4490
|
|
LINV^2
|
0.033751
|
0.041371
|
0.815817
|
0.4223
|
|
LTPF
|
2.992383
|
1.415910
|
2.113400
|
0.0447
|
|
LTPF^2
|
-0.098153
|
0.048016
|
-2.044165
|
0.0516
|
|
LTO
|
-6.069210
|
27.06037
|
-0.224284
|
0.8244
|
|
LTO^2
|
0.468980
|
2.741983
|
0.171037
|
0.8656
|
|
R-squared
|
0.219742
|
Mean dependent var
|
4.973405
|
|
Adjusted R-squared
|
0.032480
|
S.D. dependent var
|
3.443818
|
|
S.E. of regression
|
3.387429
|
Akaike info criterion
|
5.468659
|
|
Sum squared resid
|
286.8668
|
Schwarz criterion
|
5.789289
|
|
Log likelihood
|
-80.49855
|
F-statistic
|
1.173447
|
|
Durbin-Watson stat
|
1.697559
|
Prob(F-statistic)
|
0.351753
|
Annexe 9
LES DONNEES UTILISEES DANS L'ETUDE
|
ANNEES
|
PIB
|
INV
|
TPF
|
TO
|
|
1972
|
1,0342E+11
|
68480307097
|
9,43776699
|
41
|
|
1973
|
1,1242E+11
|
72840847636
|
3,85683929
|
42
|
|
1974
|
1,3351E+11
|
1,20609E+11
|
1,07813433
|
43
|
|
1975
|
1,4806E+11
|
1,38744E+11
|
8,76393103
|
48
|
|
1976
|
1,6889E+11
|
1,37704E+11
|
1,10373054
|
44
|
|
1977
|
1,8427E+11
|
1,62083E+11
|
10,3832609
|
51
|
|
1978
|
2,096E+11
|
1,6684E+13
|
9,68304762
|
52
|
|
1979
|
2,5234E+11
|
2,37848E+11
|
8,57075397
|
55
|
|
1980
|
2,989E+11
|
2,22982E+11
|
8,66023569
|
53
|
|
1981
|
3,5084E+11
|
2,72534E+11
|
10,5027635
|
60
|
|
1982
|
4,188E+11
|
56984336586
|
10,17506
|
58
|
|
1983
|
4,174E+11
|
3,56258E+11
|
8,42446043
|
46
|
|
1984
|
4,593E+11
|
2,90868E+11
|
6,74945534
|
51
|
|
1985
|
4,698E+11
|
2,08117E+11
|
8,0893617
|
51
|
|
1986
|
4,627E+11
|
3,08706E+11
|
5,83585313
|
50
|
|
1987
|
4,699E+11
|
3,00778E+11
|
10,6851064
|
46
|
|
1988
|
4,842E+11
|
3,08211E+11
|
9,85921325
|
46
|
|
1989
|
4,7924E+11
|
2,80462E+11
|
7,18162839
|
38
|
|
1990
|
5,0233E+11
|
3,54051E+11
|
7,88844622
|
40
|
|
1991
|
5,2975E+11
|
3,80522E+11
|
8,90566038
|
44
|
|
1992
|
5,6952E+11
|
3,88237E+11
|
10,0526316
|
44
|
|
1993
|
5,9641E+11
|
4,54076E+11
|
11,0402685
|
42
|
|
1994
|
8,3105E+11
|
6,49275E+11
|
10,9506619
|
50
|
|
1995
|
1E+12
|
9,73937E+12
|
1,23
|
55
|
|
1996
|
1,13E+12
|
9,7468E+11
|
12,619469
|
46
|
|
1997
|
1,25E+12
|
1,11E+12
|
13,1666667
|
45
|
|
1998
|
1,36E+12
|
1,2E+12
|
13,6268657
|
44
|
|
1999
|
1,45E+12
|
1,35E+12
|
13,9440559
|
45
|
|
2000
|
1,23E+12
|
1,12E+12
|
15,2019481
|
43
|
|
2001
|
1,28E+12
|
1,15E+12
|
14,2234238
|
43
|
|
2002
|
1,31E+12
|
1,97E+12
|
14,4191507
|
41
|
|
2003
|
1,32E+12
|
1,358E+12
|
6,71140902
|
49,8
|
SOURCES: - NIS-BCEAO
- BIPEN (2000)
- FINANSTAT 2003
- WORLD BANK DATABASE de la Banque Mondiale (2003)
|
|
