Annexe1-Tableau 2
Vector Autoregression Estimates
Date: 07/14/12 Time: 19:07
Sample (adjusted): 1972 2010
Included observations: 39 after adjustments
Standard errors in ( ) & t-statistics in [ ]
CYCLE_GOUV CYCLE_PIB
CYCLE_GOUV(-1) -0.207011 -4.137417
(0.46153) (2.69389)
[-0.44853] [-1.53585]
CYCLE_GOUV(-2) -1.025872 -6.170301
(0.50068) (2.92237)
[-2.04897] [-2.11140]
CYCLE_PIB(-1) 0.133385 1.219639
(0.08460) (0.49379)
[ 1.57667] [ 2.46995]
CYCLE_PIB(-2) 0.178626 1.127182
(0.09510) (0.55508)
|
[ 1.87829]
|
[ 2.03065]
|
|
C
|
1.26E+09
|
8.15E+09
|
|
(2.3E+09)
|
(1.4E+10)
|
|
[ 0.53770]
|
[ 0.59457]
|
|
R-squared
|
0.545887
|
0.578116
|
|
Adj. R-squared
|
0.492462
|
0.528482
|
|
Sum sq. resids
|
7.26E+21
|
2.47E+23
|
|
S.E. equation
|
1.46E+10
|
8.53E+10
|
|
F-statistic
|
10.21780
|
11.64771
|
|
Log likelihood
|
-965.4650
|
-1034.268
|
|
Akaike AIC
|
49.76744
|
53.29581
|
|
Schwarz SC
|
49.98071
|
53.50909
|
|
Mean dependent
|
11763664
|
-76159558
|
|
S.D. dependent
|
2.05E+10
|
1.24E+11
|
|
Determinant resid covariance (dof adj.)
|
|
2.23E+41
|
UNIVERSITE PEDAGOGIQUE NATIONALE : Analyse
économétrique de l'efficacité des politiques
budgétaires. Cas du Brésil, du Congo et de la RD Congo
(1970-2010) Par N'SUNDI ZALA Hugo
Page 86 sur 123
Determinant resid covariance 1.70E+41
Log likelihood -1961.917
Akaike information criterion 101.1240
Schwarz criterion 101.5505
Annexe1-Tableau 3
Vector Autoregression Estimates
Date: 07/14/12 Time: 19:15
Sample (adjusted): 1972 2010
Included observations: 39 after adjustments
Standard errors in ( ) & t-statistics in [ ]
CYCLE_GOUV CYCLE_CONS
CYCLE_GOUV(-1) -0.518985 -3.617937
(0.45934) (1.54865)
[-1.12986] [-2.33619]
CYCLE_GOUV(-2) -0.823428 -2.045514
(0.51209) (1.72652)
[-1.60797] [-1.18476]
CYCLE_CONS(-1) 0.348777 1.831477
(0.13972) (0.47108)
[ 2.49619] [ 3.88784]
CYCLE_CONS(-2) 0.174761 0.335642
(0.15646) (0.52751)
[ 1.11695] [ 0.63627]
C 1.15E+09 4.17E+09
(2.3E+09) (7.8E+09)
[ 0.49385] [ 0.53214]
|
R-squared
|
0.556173
|
0.639059
|
|
Adj. R-squared
|
0.503958
|
0.596595
|
|
Sum sq. resids
|
7.10E+21
|
8.07E+22
|
|
S.E. equation
|
1.44E+10
|
4.87E+10
|
|
F-statistic
|
10.65160
|
15.04954
|
|
Log likelihood
|
-965.0182
|
-1012.417
|
|
Akaike AIC
|
49.74453
|
52.17524
|
|
Schwarz SC
|
49.95780
|
52.38852
|
|
Mean dependent
|
11763664
|
-43583179
|
UNIVERSITE PEDAGOGIQUE NATIONALE : Analyse
économétrique de l'efficacité des politiques
budgétaires. Cas du Brésil, du Congo et de la RD Congo
(1970-2010) Par N'SUNDI ZALA Hugo
Page 87 sur 123
S.D. dependent 2.05E+10 7.67E+10
Determinant resid covariance (dof adj.) 6.54E+40
Determinant resid covariance 4.97E+40
Log likelihood -1937.961
Akaike information criterion 99.89543
Schwarz criterion 100.3220
Annexe1-Tableau 4
Vector Autoregression Estimates
Date: 07/14/12 Time: 19:17
Sample (adjusted): 1972 2010
Included observations: 39 after adjustments
Standard errors in ( ) & t-statistics in [ ]
CYCLE_GOUV CYCLE_INVEST
CYCLE_GOUV(-1) 0.597883 0.384535
(0.29147) (0.47334)
[ 2.05128] [ 0.81239]
CYCLE_GOUV(-2) -0.510876 -0.547053
(0.25707) (0.41748)
[-1.98728] [-1.31037]
CYCLE_INVEST(-1) 0.031167 0.039995
(0.18485) (0.30020)
[ 0.16860] [ 0.13323]
|
CYCLE_INVEST(-2)
|
0.404583
(0.19349)
[ 2.09092]
|
0.562984
(0.31423)
[ 1.79162]
|
|
C
|
5.95E+08
|
5.32E+08
|
|
|
(2.6E+09)
|
(4.2E+09)
|
|
|
[ 0.22930]
|
[ 0.12624]
|
|
R-squared
|
|
0.443720
|
0.213709
|
|
Adj. R-squared
|
|
0.378275
|
0.121205
|
|
Sum sq. resids
|
|
8.89E+21
|
2.35E+22
|
|
S.E. equation
|
|
1.62E+10
|
2.63E+10
|
|
F-statistic
|
|
6.780062
|
2.310254
|
|
Log likelihood
|
|
-969.4221
|
-988.3324
|
|
Akaike AIC
|
|
49.97036
|
50.94012
|
UNIVERSITE PEDAGOGIQUE NATIONALE : Analyse
économétrique de l'efficacité des politiques
budgétaires. Cas du Brésil, du Congo et de la RD Congo
(1970-2010) Par N'SUNDI ZALA Hugo
Page 88 sur 123
Schwarz SC 50.18364 51.15340
Mean dependent 11763664 46991801
S.D. dependent 2.05E+10 2.80E+10
Determinant resid covariance (dof adj.) 5.96E+40
Determinant resid covariance 4.53E+40
Log likelihood -1936.158
Akaike information criterion 99.80300
Schwarz criterion 100.2296
| 
