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Croissance, marché du travail et pauvreté: les leçons de l'expérience camerounaise sur la période 1991 - 2011

( Télécharger le fichier original )
par Victor KITIO
Université de Dschang - Master of Science (M.Sc) en Sciences Economiques 2013
  

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Extinction Rebellion

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

Exogenous: Constant

Lag Length: 1 (Automatic - based on SIC, maxlag=4)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-2.656660

0.0997

Test critical values:

1% level

-3.831511

5% level

-3.029970

10% level

-2.655194

*MacKinnon (1996) one-sided p-values.

Warning: Probabilities and critical values calculated for 20 observations

and may not be accurate for a sample size of 19

Null Hypothesis: LNPIB has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 0 (Automatic - based on SIC, maxlag=4)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-3.653885

0.0504

Test critical values:

1% level

-4.498307

5% level

-3.658446

10% level

-3.268973

*MacKinnon (1996) one-sided p-values.

2) LNVAA

Null Hypothesis: LNVAA has a unit root

Exogenous: Constant

Lag Length: 0 (Automatic - based on SIC, maxlag=4)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-0.310420

0.9071

Test critical values:

1% level

-3.808546

5% level

-3.020686

10% level

-2.650413

*MacKinnon (1996) one-sided p-values.

Null Hypothesis: LNVAA has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 0 (Automatic - based on SIC, maxlag=4)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-3.350495

0.0911

Test critical values:

1% level

-4.498307

5% level

-3.658446

10% level

-3.268973

*MacKinnon (1996) one-sided p-values.

3) LNVAI

Null Hypothesis: LNVAI has a unit root

Exogenous: Constant

Lag Length: 0 (Automatic - based on SIC, maxlag=4)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-3.328531

0.0441

Test critical values:

1% level

-3.808546

5% level

-3.020686

10% level

-2.650413

*MacKinnon (1996) one-sided p-values.

Null Hypothesis: LNVAI has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 0 (Automatic - based on SIC, maxlag=4)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-2.340945

0.3956

Test critical values:

1% level

-4.498307

5% level

-3.658446

10% level

-3.268973

*MacKinnon (1996) one-sided p-values.

4) LNVAS

Null Hypothesis: LNVAS has a unit root

Exogenous: Constant

Lag Length: 0 (Automatic - based on SIC, maxlag=4)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-3.312119

0.0429

Test critical values:

1% level

-3.808546

5% level

-3.020686

10% level

-2.650413

*MacKinnon (1996) one-sided p-values.

Null Hypothesis: LNVAS has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 0 (Automatic - based on SIC, maxlag=4)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-2.068038

0.5312

Test critical values:

1% level

-4.498307

5% level

-3.658446

10% level

-3.268973

*MacKinnon (1996) one-sided p-values.

5) LNET

Null Hypothesis: LNET has a unit root

Exogenous: Constant

Lag Length: 0 (Automatic - based on SIC, maxlag=4)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-2.221097

0.2208

Test critical values:

1% level

-3.808546

5% level

-3.020686

10% level

-2.650413

*MacKinnon (1996) one-sided p-values.

Null Hypothesis: LNET has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 0 (Automatic - based on SIC, maxlag=4)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-3.547228

0.0815

Test critical values:

1% level

-4.498307

5% level

-3.658446

10% level

-3.268973

*MacKinnon (1996) one-sided p-values.

6) LNEA

Null Hypothesis: LNEA_ has a unit root

Exogenous: Constant

Lag Length: 1 (Automatic - based on SIC, maxlag=4)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-0.730974

0.8156

Test critical values:

1% level

-3.831511

5% level

-3.029970

10% level

-2.655194

*MacKinnon (1996) one-sided p-values.

Null Hypothesis: LNEA_ has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 0 (Automatic - based on SIC, maxlag=4)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-4.619067

0.0079

Test critical values:

1% level

-4.498307

5% level

-3.658446

10% level

-3.268973

*MacKinnon (1996) one-sided p-values.

7) LNEI

Null Hypothesis: LNEI has a unit root

Exogenous: Constant

Lag Length: 0 (Automatic - based on SIC, maxlag=4)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-3.303667

0.0382

Test critical values:

1% level

-3.808546

5% level

-3.020686

10% level

-2.650413

*MacKinnon (1996) one-sided p-values.

Null Hypothesis: lnEI has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 0 (Automatic - based on SIC, maxlag=4)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-3.354154

0.0894

Test critical values:

1% level

-4.498307

5% level

-3.658446

10% level

-3.268973

*MacKinnon (1996) one-sided p-values.

8) LNES

Null Hypothesis: LNES has a unit root

Exogenous: Constant

Lag Length: 0 (Automatic - based on SIC, maxlag=4)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-1.307330

0.6076

Test critical values:

1% level

-3.808546

5% level

-3.020686

10% level

-2.650413

*MacKinnon (1996) one-sided p-values.

Null Hypothesis: LNES has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 0 (Automatic - based on SIC, maxlag=4)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-3.352163

0.0703

Test critical values:

1% level

-4.498307

5% level

-3.658446

10% level

-3.268973

*MacKinnon (1996) one-sided p-values.

9) LNSR

Null Hypothesis: LNSR has a unit root

Exogenous: Constant

Lag Length: 0 (Automatic - based on SIC, maxlag=4)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-3.291683

0.0401

Test critical values:

1% level

-3.808546

5% level

-3.020686

10% level

-2.650413

*MacKinnon (1996) one-sided p-values.

Null Hypothesis: LNSR has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 0 (Automatic - based on SIC, maxlag=4)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-2.360748

0.3863

Test critical values:

1% level

-4.498307

5% level

-3.658446

10% level

-3.268973

*MacKinnon (1996) one-sided p-values.

10) LNOPEN

Null Hypothesis: LNOPEN has a unit root

Exogenous: Constant

Lag Length: 4 (Automatic - based on SIC, maxlag=4)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-0.349731

0.8965

Test critical values:

1% level

-3.920350

5% level

-3.065585

10% level

-2.673459

Null Hypothesis: LNOPEN has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 2 (Automatic - based on SIC, maxlag=4)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-4.658922

0.0085

Test critical values:

1% level

-4.571559

5% level

-3.690814

10% level

-3.286909

*MacKinnon (1996) one-sided p-values.

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Extinction Rebellion





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