B. TEST SUR LES RESIDUES
4. Test sur la normalité
5. TEST LM
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Breusch-Godfrey Serial Correlation LM Test:
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F-statistic
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0.078092
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Prob. F(2,13)
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0.9253
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Obs*R-squared
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0.225560
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Prob. Chi-Square(2)
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0.8933
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Test Equation:
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Dependent Variable: RESID
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Method: Least Squares
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Date: 11/08/22 Time: 09:52
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Sample: 2002 2020
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Included observations: 19
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Presample missing value lagged residuals set to zero.
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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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C
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-0.192039
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3.701354
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-0.051883
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0.9594
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DTXCH
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0.003251
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0.030509
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0.106568
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0.9168
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DMM
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-8.27E-05
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0.002155
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-0.038353
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0.9700
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AR(1)
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-0.010771
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0.121764
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-0.088456
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0.9309
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RESID(-1)
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0.065299
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0.314929
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0.207345
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0.8390
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RESID(-2)
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0.093401
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0.281359
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0.331962
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0.7452
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R-squared
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0.011872
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Mean dependent var
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-5.61E-11
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Adjusted R-squared
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-0.368178
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S.D. dependent var
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10.75535
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S.E. of regression
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12.58044
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Akaike info criterion
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8.154253
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Sum squared resid
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2057.478
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Schwarz criterion
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8.452497
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Log likelihood
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-71.46541
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Hannan-Quinn criter.
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8.204728
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F-statistic
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0.031237
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Durbin-Watson stat
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2.030791
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Prob(F-statistic)
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0.999382
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6. TEST ARCH
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Heteroskedasticity Test: ARCH
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F-statistic
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0.001410
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Prob. F(1,17)
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0.9705
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Obs*R-squared
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0.001576
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Prob. Chi-Square(1)
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0.9683
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Test Equation:
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Dependent Variable: RESID^2
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Method: Least Squares
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Date: 11/08/22 Time: 09:53
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Sample: 2002 2020
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Included observations: 19
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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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C
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108.5417
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51.02893
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2.127062
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0.0484
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RESID^2(-1)
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0.009173
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0.244258
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0.037555
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0.9705
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R-squared
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0.000083
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Mean dependent var
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109.5893
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Adjusted R-squared
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-0.058736
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S.D. dependent var
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181.0120
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S.E. of regression
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186.2521
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Akaike info criterion
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13.39138
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Sum squared resid
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589727.1
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Schwarz criterion
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13.49079
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Log likelihood
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-125.2181
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Hannan-Quinn criter.
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13.40820
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F-statistic
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0.001410
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Durbin-Watson stat
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1.964094
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Prob(F-statistic)
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0.970480
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7. TEST DE RAMSEY
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Ramsey RESET Test:
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F-statistic
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0.365625
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Prob. F(1,14)
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0.5551
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Log likelihood ratio
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0.489837
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Prob. Chi-Square(1)
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0.4840
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Test Equation:
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Dependent Variable: TXINFL
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Method: Least Squares
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Date: 11/08/22 Time: 09:54
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Sample: 2002 2020
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Included observations: 19
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Convergence achieved after 7 iterations
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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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C
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7.661511
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3.912802
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1.958062
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0.0705
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DTXCH
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0.069461
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0.044062
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1.576442
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0.1372
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DMM
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-0.002003
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0.002328
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-0.860668
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0.4039
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FITTED^2
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0.008714
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0.006593
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1.321788
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0.2074
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AR(1)
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0.100961
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0.236998
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0.425999
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0.6766
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R-squared
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0.537785
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Mean dependent var
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14.95474
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Adjusted R-squared
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0.405724
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S.D. dependent var
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15.61725
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S.E. of regression
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12.03923
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Akaike info criterion
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8.035152
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Sum squared resid
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2029.202
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Schwarz criterion
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8.283688
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Log likelihood
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-71.33394
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Hannan-Quinn criter.
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8.077214
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F-statistic
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4.072240
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Durbin-Watson stat
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2.040745
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Prob(F-statistic)
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0.021474
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Inverted AR Roots
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.10
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