3. Série masse
monétaire
La série masse monétaire (MM) n'est pas
stationnaire en niveau. Après passage au filtre de différence,la
série masse monétaire (MM) devient stationnaire en
différence seconde car la valeur de la probabilité critique
d'acceptation est inférieure au seuil d'acceptation (ou de
signification) de 1%.
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Null Hypothesis: D(DMM,2) has a unit root
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Exogenous: None
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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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-4.150910
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0.0004
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Test critical values:
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1% level
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-2.717511
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5% level
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-1.964418
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10% level
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-1.605603
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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 16
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(DMM,3)
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Method: Least Squares
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Date: 11/08/22 Time: 09:41
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Sample (adjusted): 2005 2020
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Included observations: 16 after adjustments
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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(DMM(-1),2)
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-2.546272
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0.613425
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-4.150910
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0.0010
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D(DMM(-1),3)
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0.740889
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0.338654
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2.187748
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0.0461
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R-squared
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0.684503
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Mean dependent var
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61.10000
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Adjusted R-squared
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0.661967
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S.D. dependent var
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1559.078
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S.E. of regression
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906.4575
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Akaike info criterion
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16.57343
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Sum squared resid
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11503314
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Schwarz criterion
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16.67001
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Log likelihood
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-130.5875
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Hannan-Quinn criter.
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16.57838
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Durbin-Watson stat
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1.587956
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