ANNEXES
251658752
Annexe 1. Estimation par la méthode des MCO
251667968
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Dependent Variable: TDPIBH
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Method: Least Squares
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Date: 06/21/14 Time: 07:38
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Sample (adjusted): 1981 2012
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Included observations: 32 after adjustments
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Failure to improve SSR after 20 iterations
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MA Backcast: 1980
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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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-19.14598
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80.54758
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-0.237698
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0.8144
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RENT
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5.405340
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2.624703
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2.059410
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0.0521
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LEB
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-0.723702
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1.449849
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-0.499157
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0.6229
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TAG
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0.109642
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0.144672
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0.757868
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0.4570
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INVEST
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0.503386
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0.171623
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2.933086
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0.0079
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EPARG
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0.297880
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1.018340
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0.292515
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0.7728
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INFL
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-0.000854
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0.000338
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-2.528719
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0.0195
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DEPCONS
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0.387622
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1.073128
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0.361208
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0.7216
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WAR
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-3.733253
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2.322832
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-1.607199
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0.1229
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AR(1)
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-0.508361
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0.264207
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-1.924101
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0.0680
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MA(1)
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0.999778
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0.192869
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5.183711
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0.0000
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R-squared
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0.800193
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Mean dependent var
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-2.258124
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Adjusted R-squared
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0.705047
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S.D. dependent var
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5.706307
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S.E. of regression
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3.099073
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Akaike info criterion
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5.366370
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Sum squared resid
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201.6894
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Schwarz criterion
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5.870217
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Log likelihood
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-74.86192
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Hannan-Quinn criter.
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5.533381
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F-statistic
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8.410133
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Durbin-Watson stat
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1.817020
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Prob(F-statistic)
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0.000024
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Inverted AR Roots
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-.51
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Inverted MA Roots
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-1.00
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251670016
Test de Breusch-Godfrey
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Breusch-Godfrey Serial Correlation LM Test:
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F-statistic
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1.546636
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Prob. F(1,23)
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0.2262
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Obs*R-squared
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2.079267
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Prob. Chi-Square(1)
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0.1493
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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: 06/21/14 Time: 03:04
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Sample: 1980 2012
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Included observations: 33
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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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51.93262
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182.3697
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0.284766
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0.7784
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RENT
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0.055427
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2.256166
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0.024567
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0.9806
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LEB
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0.522365
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1.532150
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0.340936
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0.7362
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TAG
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-0.031721
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0.113248
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-0.280102
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0.7819
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INVEST
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-0.055559
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0.225134
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-0.246781
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0.8073
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EPARG
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-0.736586
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1.965337
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-0.374788
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0.7113
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INFL
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0.000232
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0.000391
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0.594314
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0.5581
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DEPCONS
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-0.746224
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1.993449
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-0.374338
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0.7116
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WAR
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0.936554
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2.072644
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0.451864
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0.6556
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RESID(-1)
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0.328185
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0.263891
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1.243638
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0.2262
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R-squared
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0.063008
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Mean dependent var
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3.88E-15
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Adjusted R-squared
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-0.303641
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S.D. dependent var
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2.884582
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S.E. of regression
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3.293533
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Akaike info criterion
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5.466846
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Sum squared resid
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249.4892
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Schwarz criterion
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5.920333
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Log likelihood
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-80.20295
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Hannan-Quinn criter.
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5.619430
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F-statistic
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0.171848
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Durbin-Watson stat
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1.811790
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Prob(F-statistic)
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0.995210
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Test de Jarque-Bera
Test d'Hétéroscédasticité
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Heteroskedasticity Test: ARCH
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F-statistic
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0.199170
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Prob. F(1,30)
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0.6586
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Obs*R-squared
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0.211047
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Prob. Chi-Square(1)
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0.6459
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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: 06/21/14 Time: 03:11
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Sample (adjusted): 1981 2012
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Included observations: 32 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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C
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7.537715
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2.339042
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3.222566
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0.0031
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RESID^2(-1)
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0.081798
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0.183287
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0.446285
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0.6586
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R-squared
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0.006595
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Mean dependent var
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8.218343
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Adjusted R-squared
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-0.026518
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S.D. dependent var
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9.901831
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S.E. of regression
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10.03226
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Akaike info criterion
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7.509951
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Sum squared resid
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3019.389
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Schwarz criterion
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7.601559
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Log likelihood
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-118.1592
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Hannan-Quinn criter.
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7.540316
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F-statistic
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0.199170
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Durbin-Watson stat
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2.068679
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Prob(F-statistic)
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0.658596
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