Chapitre 25 ANNEXES
Chapitre 26 ANNEXE
I : Résultat du test de stationnarité
ADF TEST AT I(0)
1) LNPIB
Null Hypothesis: LNPIB has a unit root
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Exogenous: Constant
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Lag Length: 1 (Automatic - based on SIC, maxlag=4)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-2.656660
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0.0997
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Test critical values:
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1% level
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-3.831511
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5% level
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-3.029970
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10% level
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-2.655194
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*MacKinnon (1996) one-sided p-values.
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Warning: Probabilities and critical values calculated for 20
observations
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and may not be accurate for a sample size of 19
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Null Hypothesis: LNPIB has a unit root
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Exogenous: Constant, Linear Trend
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Lag Length: 0 (Automatic - based on SIC, maxlag=4)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-3.653885
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0.0504
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Test critical values:
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1% level
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-4.498307
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5% level
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-3.658446
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10% level
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-3.268973
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*MacKinnon (1996) one-sided p-values.
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2) LNVAA
Null Hypothesis: LNVAA has a unit root
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Exogenous: Constant
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Lag Length: 0 (Automatic - based on SIC, maxlag=4)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-0.310420
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0.9071
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Test critical values:
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1% level
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-3.808546
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5% level
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-3.020686
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10% level
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-2.650413
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*MacKinnon (1996) one-sided p-values.
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Null Hypothesis: LNVAA has a unit root
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Exogenous: Constant, Linear Trend
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Lag Length: 0 (Automatic - based on SIC, maxlag=4)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-3.350495
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0.0911
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Test critical values:
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1% level
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-4.498307
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5% level
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-3.658446
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10% level
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-3.268973
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*MacKinnon (1996) one-sided p-values.
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3) LNVAI
Null Hypothesis: LNVAI has a unit root
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Exogenous: Constant
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Lag Length: 0 (Automatic - based on SIC, maxlag=4)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-3.328531
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0.0441
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Test critical values:
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1% level
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-3.808546
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5% level
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-3.020686
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10% level
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-2.650413
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*MacKinnon (1996) one-sided p-values.
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Null Hypothesis: LNVAI has a unit root
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Exogenous: Constant, Linear Trend
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Lag Length: 0 (Automatic - based on SIC, maxlag=4)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-2.340945
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0.3956
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Test critical values:
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1% level
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-4.498307
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5% level
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-3.658446
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10% level
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-3.268973
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*MacKinnon (1996) one-sided p-values.
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4) LNVAS
Null Hypothesis: LNVAS has a unit root
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Exogenous: Constant
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Lag Length: 0 (Automatic - based on SIC, maxlag=4)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-3.312119
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0.0429
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Test critical values:
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1% level
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-3.808546
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5% level
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-3.020686
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10% level
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-2.650413
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*MacKinnon (1996) one-sided p-values.
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Null Hypothesis: LNVAS has a unit root
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Exogenous: Constant, Linear Trend
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Lag Length: 0 (Automatic - based on SIC, maxlag=4)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-2.068038
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0.5312
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Test critical values:
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1% level
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-4.498307
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5% level
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-3.658446
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10% level
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-3.268973
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*MacKinnon (1996) one-sided p-values.
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5) LNET
Null Hypothesis: LNET has a unit root
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Exogenous: Constant
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Lag Length: 0 (Automatic - based on SIC, maxlag=4)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-2.221097
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0.2208
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Test critical values:
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1% level
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-3.808546
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5% level
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-3.020686
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10% level
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-2.650413
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*MacKinnon (1996) one-sided p-values.
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Null Hypothesis: LNET has a unit root
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Exogenous: Constant, Linear Trend
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Lag Length: 0 (Automatic - based on SIC, maxlag=4)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-3.547228
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0.0815
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Test critical values:
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1% level
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-4.498307
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5% level
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-3.658446
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10% level
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-3.268973
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*MacKinnon (1996) one-sided p-values.
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6) LNEA
Null Hypothesis: LNEA_ has a unit root
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Exogenous: Constant
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Lag Length: 1 (Automatic - based on SIC, maxlag=4)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-0.730974
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0.8156
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Test critical values:
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1% level
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-3.831511
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5% level
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-3.029970
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10% level
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-2.655194
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*MacKinnon (1996) one-sided p-values.
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Null Hypothesis: LNEA_ has a unit root
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Exogenous: Constant, Linear Trend
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Lag Length: 0 (Automatic - based on SIC, maxlag=4)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-4.619067
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0.0079
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Test critical values:
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1% level
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-4.498307
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5% level
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-3.658446
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10% level
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-3.268973
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*MacKinnon (1996) one-sided p-values.
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7) LNEI
Null Hypothesis: LNEI has a unit root
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Exogenous: Constant
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Lag Length: 0 (Automatic - based on SIC, maxlag=4)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-3.303667
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0.0382
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Test critical values:
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1% level
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-3.808546
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5% level
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-3.020686
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10% level
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-2.650413
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*MacKinnon (1996) one-sided p-values.
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Null Hypothesis: lnEI has a unit root
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Exogenous: Constant, Linear Trend
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Lag Length: 0 (Automatic - based on SIC, maxlag=4)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-3.354154
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0.0894
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Test critical values:
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1% level
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-4.498307
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5% level
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-3.658446
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10% level
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-3.268973
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*MacKinnon (1996) one-sided p-values.
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8) LNES
Null Hypothesis: LNES has a unit root
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Exogenous: Constant
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Lag Length: 0 (Automatic - based on SIC, maxlag=4)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-1.307330
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0.6076
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Test critical values:
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1% level
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-3.808546
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5% level
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-3.020686
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10% level
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-2.650413
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*MacKinnon (1996) one-sided p-values.
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Null Hypothesis: LNES has a unit root
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Exogenous: Constant, Linear Trend
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Lag Length: 0 (Automatic - based on SIC, maxlag=4)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-3.352163
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0.0703
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Test critical values:
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1% level
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-4.498307
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5% level
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-3.658446
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10% level
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-3.268973
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*MacKinnon (1996) one-sided p-values.
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9) LNSR
Null Hypothesis: LNSR has a unit root
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Exogenous: Constant
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Lag Length: 0 (Automatic - based on SIC, maxlag=4)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-3.291683
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0.0401
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Test critical values:
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1% level
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-3.808546
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5% level
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-3.020686
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10% level
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-2.650413
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*MacKinnon (1996) one-sided p-values.
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Null Hypothesis: LNSR has a unit root
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Exogenous: Constant, Linear Trend
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Lag Length: 0 (Automatic - based on SIC, maxlag=4)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-2.360748
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0.3863
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Test critical values:
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1% level
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-4.498307
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5% level
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-3.658446
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10% level
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-3.268973
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*MacKinnon (1996) one-sided p-values.
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10) LNOPEN
Null Hypothesis: LNOPEN has a unit root
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Exogenous: Constant
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Lag Length: 4 (Automatic - based on SIC, maxlag=4)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-0.349731
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0.8965
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Test critical values:
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1% level
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-3.920350
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5% level
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-3.065585
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10% level
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-2.673459
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Null Hypothesis: LNOPEN has a unit root
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Exogenous: Constant, Linear Trend
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Lag Length: 2 (Automatic - based on SIC, maxlag=4)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-4.658922
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0.0085
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Test critical values:
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1% level
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-4.571559
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5% level
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-3.690814
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10% level
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-3.286909
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*MacKinnon (1996) one-sided p-values.
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