ANNEXES
1. Evolution des Variables d'Etude
  
 
2. Résultats de test de
stationnarité
a) Log Taux de Croissance : Ltxcr
A Niveau
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Null Hypothesis: LTXCR has a unit root
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Exogenous: Constant, Linear Trend
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Lag Length: 0 (Automatic - based on SIC, maxlag=3)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-5.184828
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0.0041
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Test critical values:
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1% level
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-4.667883
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5% level
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-3.733200
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10% level
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-3.310349
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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(LTXCR)
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Method: Least Squares
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Date: 07/26/16 Time: 14:48
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Sample (adjusted): 1986 2015
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Included observations: 16 afteradjustments
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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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LTXCR(-1)
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-1.391231
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0.268327
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-5.184828
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0.0002
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C
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0.773621
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0.331632
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2.332766
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0.0364
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@TREND(1985)
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0.072566
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0.020254
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3.582870
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0.0033
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Log Dette Extérieure : Ldext
A niveau
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Null Hypothesis: LDEXT has a unit root
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Exogenous: None
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Lag Length: 0 (Automatic - based on SIC, maxlag=7)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-0.102489
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0.6402
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Test critical values:
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1% level
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-2.644302
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5% level
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-1.952473
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10% level
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-1.610211
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*MacKinnon (1996) one-sided p-values.
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(LDEXT)
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Method: Least Squares
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Date: 07/26/16 Time: 14:56
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Sample (adjusted): 1986 2015
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Included observations: 30 afteradjustments
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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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LDEXT(-1)
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-0.000132
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0.001286
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-0.102489
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0.9191
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Après différence 1ère
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Null Hypothesis: DLDEXT has a unit root
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Exogenous: Constant, Linear Trend
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Lag Length: 6 (Automatic - based on SIC, maxlag=7)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-4.700139
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0.0055
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Test critical values:
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1% level
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-4.416345
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5% level
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-3.622033
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10% level
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-3.248592
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*MacKinnon (1996) one-sided p-values.
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(DLDEXT)
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Method: Least Squares
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Date: 07/26/16 Time: 15:00
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Sample (adjusted): 1993 2015
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Included observations: 23 afteradjustments
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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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DLDEXT(-1)
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-5.575512
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1.186244
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-4.700139
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0.0003
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b) Log Dépenses de Fonctionnement :
Ldfonct
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