ANNEXES
L'agriculture et la croissance inclusive en
RDC Madue Wanet Joël
90
1. Series
|
obs
|
PIB
|
AGR
|
IND
|
SER
|
|
1980
|
483829.556
|
91927.616
|
164502.049
|
217723.3
|
|
1981
|
495441.466
|
94133.879
|
173404.513
|
217994.245
|
|
1982
|
492964.258
|
98592.852
|
172537.49
|
216904.274
|
|
1983
|
499915.054
|
99983.011
|
179969.419
|
214963.473
|
|
527660.339999
|
|
|
|
|
1984
|
9999
|
105532.068
|
189957.722
|
226893.946
|
|
530298.640999
|
|
|
|
|
1985
|
9999
|
106059.728
|
190907.511
|
228028.416
|
|
1986
|
555712.125
|
116699.546
|
200056.365
|
233399.093
|
|
1987
|
570322.613
|
119767.749
|
205316.141
|
239535.497
|
|
1988
|
573744.549
|
172123.365
|
154911.028
|
229497.82
|
|
1989
|
565712.125
|
175370.759
|
147085.153
|
226284.85
|
|
1990
|
528375.125
|
179647.543
|
121526.279
|
216633.801
|
|
1991
|
483885.939
|
183876.657
|
96777.188
|
193554.376
|
|
1992
|
433077.916
|
190554.283
|
64961.687
|
173231.17
|
|
1993
|
374557.451
|
194769.875
|
59929.192
|
116112.81
|
|
1994
|
360059.735
|
190831.66
|
57609.558
|
108017.921
|
|
1995
|
362641.52
|
188573.59
|
61649.058
|
108792.456
|
|
1996
|
358603.343
|
182887.705
|
68134.635
|
103994.97
|
|
1997
|
339206.854
|
176387.564
|
54273.097
|
101762.056
|
|
1998
|
333315.088
|
173323.846
|
53330.414
|
99994.526
|
|
1999
|
319082.2
|
165922.744
|
57434.796
|
92533.838
|
|
2000
|
297065.5
|
146671.3
|
59570.7
|
87263.2
|
|
2001
|
290827.1
|
140907.3
|
58564
|
86213.1
|
|
2002
|
300914.4
|
141563.9
|
64039.5
|
89331.7
|
|
2003
|
318341.2
|
143299.5
|
71850.9
|
96928.5
|
|
2004
|
339478.9
|
144219.8
|
85015
|
103264.2
|
|
2005
|
365960.77
|
148358.9
|
97432
|
112235
|
|
2006
|
386386
|
153175.8
|
101830.5
|
122334
|
|
410565.110557
|
|
|
|
|
2007
|
348
|
158154
|
|
|
|
435835.805218
|
|
|
|
|
2008
|
14
|
1365.1
|
1798.1
|
1273
|
|
447925.551605
|
|
|
|
|
2009
|
734
|
1403.1
|
3682.6
|
2207.8
|
|
479952.224066
|
|
|
|
|
2010
|
29
|
1453.8
|
3742.3
|
2456.2
|
L'agriculture et la croissance inclusive en
RDC Madue Wanet Joël
91
2. Illustrations graphiques des informations
|
600,000 500,000 400,000
300,000 200,000 100,000
0
|
|
|
80 82 84 86 88 90 92 94 96 98 00 02 04 06 08 10
|
|
|
|
|
PIB AGR IND SER
|
|
|
|
|
|
|
3. Stationnarité
3.1. PIB stationnaire en deuxième différence
Null Hypothesis: DDPIB has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic - based on SIC, maxlag=6)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -5.223720 0.0012
Test critical values: 1% level -4.323979
5% level -3.580623
10% level -3.225334
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(DDPIB)
Method: Least Squares
Date: 12/14/15 Time: 16:02
Sample (adjusted): 1983 2010
Included observations: 28 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
DDPIB(-1) -1.052990 0.201579 -5.223720 0.0000
C -2957.925 7194.004 -0.411165 0.6845
L'agriculture et la croissance inclusive en
RDC Madue Wanet Joël
92
t-Statistic Prob.*
|
@TREND(1980)
|
254.0067
|
392.0426 0.647906
|
0.5230
|
|
R-squared
|
0.521947
|
Mean dependent var
|
1215.216
|
|
Adjusted R-squared
|
0.483702
|
S.D. dependent var
|
23187.84
|
|
S.E. of regression
|
16661.35
|
Akaike info criterion
|
22.38053
|
|
Sum squared resid
|
6.94E+09
|
Schwarz criterion
|
22.52326
|
|
Log likelihood
|
-310.3274
|
Hannan-Quinn criter.
|
22.42416
|
|
F-statistic
|
13.64771
|
Durbin-Watson stat
|
1.924067
|
|
Prob(F-statistic)
|
0.000099
|
|
|
3.2. Agriculture stationnaire en différence
première
Null Hypothesis: DAGR has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic - based on SIC, maxlag=7)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -5.951795 0.0002
Test critical values: 1% level -4.309824
5% level -3.574244
10% level -3.221728
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(DAGR)
Method: Least Squares
Date: 12/14/15 Time: 16:05
Sample (adjusted): 1982 2010
Included observations: 29 after adjustments
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
DAGR(-1)
|
-1.159915
|
0.194885 -5.951795
|
0.0000
|
|
C
|
20796.30
|
12677.20 1.640449
|
0.1130
|
|
@TREND(1980)
|
-1530.709
|
723.3107 -2.116254
|
0.0441
|
|
R-squared
|
0.576769
|
Mean dependent var
|
-74.32976
|
|
Adjusted R-squared
|
0.544213
|
S.D. dependent var
|
44849.86
|
|
S.E. of regression
|
30279.04
|
Akaike info criterion
|
23.57200
|
|
Sum squared resid
|
2.38E+10
|
Schwarz criterion
|
23.71344
|
|
Log likelihood
|
-338.7939
|
Hannan-Quinn criter.
|
23.61630
|
|
F-statistic
|
17.71609
|
Durbin-Watson stat
|
2.043519
|
|
Prob(F-statistic)
|
0.000014
|
|
|
3.3. Industrie stationnaire en deuxième
différence
Null Hypothesis: DDIND has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic - based on SIC, maxlag=5)
L'agriculture et la croissance inclusive en
RDC Madue Wanet Joël
93
Augmented Dickey-Fuller test statistic -7.877308 0.0000
Test critical values: 1% level -4.394309
5% level -3.612199
10% level -3.243079
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(DDIND)
Method: Least Squares
Date: 12/14/15 Time: 16:07
Sample (adjusted): 1983 2006
Included observations: 24 after adjustments
|
Variable
|
Coefficient
|
Std. Error t-Statistic
|
Prob.
|
|
DDIND(-1)
|
-1.498101
|
0.190179 -7.877308
|
0.0000
|
|
C
|
-3261.622
|
7568.863 -0.430926
|
0.6709
|
|
@TREND(1980)
|
245.1007
|
471.8435 0.519453
|
0.6089
|
|
R-squared
|
0.747643
|
Mean dependent var
|
72.95779
|
|
Adjusted R-squared
|
0.723609
|
S.D. dependent var
|
30227.10
|
|
S.E. of regression
|
15891.27
|
Akaike info criterion
|
22.30140
|
|
Sum squared resid
|
5.30E+09
|
Schwarz criterion
|
22.44865
|
|
Log likelihood
|
-264.6168
|
Hannan-Quinn criter.
|
22.34046
|
|
F-statistic
|
31.10769
|
Durbin-Watson stat
|
2.218569
|
|
Prob(F-statistic)
|
0.000001
|
|
|
3.4. service stationnaire en deuxième différence
Null Hypothesis: DDSER has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic - based on SIC, maxlag=5)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -6.919312 0.0000
Test critical values: 1% level -4.394309
5% level -3.612199
10% level -3.243079
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(DDSER)
Method: Least Squares
Date: 12/14/15 Time: 16:09
Sample (adjusted): 1983 2006
Included observations: 24 after adjustments
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
DDSER(-1)
|
-1.390436
|
0.200950
|
-6.919312
|
0.0000
|
|
C
|
-3106.324
|
6612.126
|
-0.469792
|
0.6433
|
L'agriculture et la croissance inclusive en
RDC Madue Wanet Joël
94
|
@TREND(1980)
|
256.1422
|
412.2148 0.621380
|
0.5410
|
|
R-squared
|
0.695111
|
Mean dependent var
|
103.7132
|
|
Adjusted R-squared
|
0.666074
|
S.D. dependent var
|
24084.26
|
|
S.E. of regression
|
13917.40
|
Akaike info criterion
|
22.03614
|
|
Sum squared resid
|
4.07E+09
|
Schwarz criterion
|
22.18339
|
|
Log likelihood
|
-261.4336
|
Hannan-Quinn criter.
|
22.07520
|
|
F-statistic
|
23.93880
|
Durbin-Watson stat
|
2.144162
|
|
Prob(F-statistic)
|
0.000004
|
|
|
4. Causalité au seuil de 5%
Pairwise Granger Causality Tests Date: 12/14/15 Time: 16:11
Sample: 1980 2010
Lags: 2
|
Null Hypothesis:
|
Obs
|
F-Statistic
|
Prob.
|
|
DAGR does not Granger Cause DDPIB
|
27
|
1.48853
|
0.0076
|
|
DDPIB does not Granger Cause DAGR
|
|
0.28262
|
0.0065
|
|
DDIND does not Granger Cause DDPIB
|
23
|
0.70408
|
0.0077
|
|
DDPIB does not Granger Cause DDIND
|
|
1.06599
|
0.0352
|
|
DDSER does not Granger Cause DDPIB
|
23
|
1.16174
|
0.0303
|
|
DDPIB does not Granger Cause DDSER
|
|
4.03044
|
0.4358
|
|
DDIND does not Granger Cause DAGR
|
23
|
0.63235
|
0.0427
|
|
DAGR does not Granger Cause DDIND
|
|
1.09854
|
0.0447
|
|
DDSER does not Granger Cause DAGR
|
23
|
0.07598
|
0.0271
|
|
DAGR does not Granger Cause DDSER
|
|
0.35135
|
0.0085
|
|
DDSER does not Granger Cause DDIND
|
23
|
0.09485
|
0.0100
|
|
DDIND does not Granger Cause DDSER
|
|
0.93860
|
0.0095
|
Output du résultat de l`estimation du modèle
var(2)
|
DDPIB
|
DAGR
|
DDIND
|
DDSER
|
|
DDPIB(-1) 2.400237
(1.02476)
[ 2.34223]
DDPIB(-2) 0.060237
(0.31920)
[ 0.18871]
|
0.480655
(0.96478)
[ 0.49820]
0.158458
(0.30052)
[ 0.52728]
|
-0.637379
(1.17530)
[-0.54231]
-0.202562
(0.36609)
[-0.55331]
|
2.780377
(0.71142)
[ 3.90821]
0.024216
(0.22160)
[ 0.10928]
|
|
DAGR(-1) -2.920323
|
-0.556422
|
1.183606
|
-2.685705
|
|
(1.20415)
|
(1.13367)
|
(1.38104)
|
(0.83596)
|
|
[-2.42521]
|
[-0.49082]
|
[ 0.85704]
|
[-3.21273]
|
|
DAGR(-2) 2.369299
|
1.025689
|
-1.290765
|
2.852501
|
|
(1.30707)
|
(1.23055)
|
(1.49907)
|
(0.90740)
|
|
[ 1.81268]
|
[ 0.83352]
|
[-0.86104]
|
[ 3.14359]
|
|
DDIND(-1) -2.097033
|
-0.677074
|
0.365745
|
-2.065474
|
|
(1.01638)
|
(0.95688)
|
(1.16569)
|
(0.70560)
|
|
[-2.06323]
|
[-0.70758]
|
[ 0.31376]
|
[-2.92726]
|
|
DDIND(-2) 0.268072
|
0.049092
|
-0.210970
|
0.266992
|
|
(0.27220)
|
(0.25626)
|
(0.31218)
|
(0.18897)
|
|
[ 0.98485]
|
[ 0.19157]
|
[-0.67579]
|
[ 1.41291]
|
|
DDSER(-1) -2.762054
|
-0.498955
|
0.709509
|
-3.098162
|
|
(0.99187)
|
(0.93381)
|
(1.13758)
|
(0.68859)
|
|
[-2.78468]
|
[-0.53432]
|
[ 0.62370]
|
[-4.49931]
|
|
DDSER(-2) -0.284923
|
-0.048300
|
-0.016768
|
-0.146023
|
|
(0.40726)
|
(0.38342)
|
(0.46708)
|
(0.28273)
|
|
[-0.69962]
|
[-0.12597]
|
[-0.03590]
|
[-0.51648]
|
|
C 1142.929
|
1225.228
|
526.2516
|
-850.6861
|
|
(3341.54)
|
(3145.93)
|
(3832.41)
|
(2319.79)
|
|
[ 0.34204]
|
[ 0.38946]
|
[ 0.13732]
|
[-0.36671]
|
|
R-squared 0.511261
|
0.202036
|
0.408035
|
0.686907
|
|
Adj. R-squared 0.231982
|
-0.253943
|
0.069770
|
0.507996
|
|
Sum sq. resids 3.14E+09
|
2.78E+09
|
4.13E+09
|
1.51E+09
|
|
S.E. equation 14978.06
|
14101.27
|
17178.33
|
10398.18
|
|
F-statistic 1.830644
|
0.443082
|
1.206257
|
3.839385
|
|
Log likelihood -248.0564
|
-246.6690
|
-251.2089
|
-239.6624
|
|
Akaike AIC 22.35273
|
22.23209
|
22.62686
|
21.62282
|
|
Schwarz SC 22.79706
|
22.67641
|
23.07118
|
22.06715
|
|
Mean dependent 585.8450
|
2312.730
|
-131.8882
|
523.4696
|
|
S.D. dependent 17091.09
|
12592.72
|
17810.90
|
14824.26
|
|
Determinant resid covariance (dof adj.)
|
5.42E+30
|
|
|
|
Determinant resid covariance
|
7.45E+29
|
|
|
|
Log likelihood
|
-921.5444
|
|
|
|
Akaike information criterion
|
83.26473
|
|
|
|
Schwarz criterion
|
85.04203
|
|
|
|
L'agriculture et la croissance inclusive en
RDC Madue Wanet Joël
|
95
|
L'agriculture et la croissance inclusive en
RDC Madue Wanet Joël
96
Note : écart type (...) et t-statistique [...]
5. Décomposition de la variance du PIB
Varian ce
Decom position of
DDPIB:
Period S.E. DDPIB DAGR DDIND DDSER
|
1
|
14978.06
|
41.00002
|
0.103328
|
37.37535
|
29.72410
|
|
2
|
17134.91
|
46.46588
|
2.998457
|
29.62320
|
19.83191
|
|
3
|
18712.83
|
45.26825
|
6.412828
|
31.90334
|
19.08453
|
|
4
|
19512.29
|
50.05758
|
6.345060
|
33.73413
|
17.95531
|
|
5
|
20266.81
|
41.61449
|
6.305947
|
33.75562
|
20.73645
|
|
6
|
20654.54
|
39.63947
|
6.382056
|
33.73272
|
19.80192
|
|
7
|
20781.23
|
39.82029
|
6.378405
|
33.74183
|
20.59859
|
|
8
|
20928.92
|
41.16960
|
6.396216
|
33.62724
|
21.46549
|
|
9
|
20953.35
|
45.07533
|
6.427135
|
33.69662
|
21.47716
|
|
10
|
20972.60
|
49.12749
|
6.428252
|
33.77432
|
21.57225
|
6. Tableau: croissance du PIB et revenue reel per capita
|
Années
|
Taux de croissance du PIB
|
|
2001
|
-2,1
|
|
2002
|
3,5
|
|
2003
|
5,8
|
|
2004
|
6,6
|
|
2005
|
7,8
|
|
2006
|
5,6
|
|
2007
|
6,3
|
|
2008
|
6,2
|
|
2009
|
2,8
|
|
2010
|
7,2
|
|
2011
|
6,9
|
|
2012
|
7,2
|
| 
