Annexe2-Tableau 2
Vector Autoregression Estimates Date: 07/15/12 Time: 00:48 Sample
(adjusted): 1972 2010
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 97 sur 123
Included observations: 39 after adjustments Standard errors in (
) & t-statistics in [ ]
|
CYCLE_GOUV
|
CYCLE_PIB
|
|
CYCLE_GOUV(-1)
|
0.760571
|
3.148566
|
|
(0.14561)
|
(1.12233)
|
|
[ 5.22337]
|
[ 2.80537]
|
|
CYCLE_GOUV(-2)
|
-0.817362
|
-1.168058
|
|
(0.16163)
|
(1.24580)
|
|
[-5.05706]
|
[-0.93759]
|
|
CYCLE_PIB(-1)
|
0.020509
|
-0.161314
|
|
(0.02462)
|
(0.18980)
|
|
[ 0.83289]
|
[-0.84992]
|
|
CYCLE_PIB(-2)
|
0.048718
|
0.314910
|
|
(0.02426)
|
(0.18699)
|
|
[ 2.00825]
|
[ 1.68414]
|
|
C
|
2203503.
|
-10621701
|
|
(1.1E+07)
|
(8.6E+07)
|
|
[ 0.19661]
|
[-0.12295]
|
|
R-squared
|
0.575612
|
0.253899
|
|
Adj. R-squared
|
0.525685
|
0.166123
|
|
Sum sq. resids
|
1.65E+17
|
9.80E+18
|
|
S.E. equation
|
69650517
|
5.37E+08
|
|
F-statistic
|
11.52886
|
2.892566
|
|
Log likelihood
|
-756.9642
|
-836.6116
|
|
Akaike AIC
|
39.07509
|
43.15957
|
|
Schwarz SC
|
39.28836
|
43.37284
|
|
Mean dependent
|
-539683.6
|
-4060102.
|
|
S.D. dependent
|
1.01E+08
|
5.88E+08
|
|
Determinant resid covariance (dof adj.)
|
|
1.11E+33
|
|
Determinant resid covariance
|
|
8.43E+32
|
|
Log likelihood
|
|
-1589.062
|
|
Akaike information criterion
|
|
82.00320
|
|
Schwarz criterion
|
|
82.42975
|
Annexe2-Tableau 3
Vector Autoregression Estimates
Date: 07/15/12 Time: 00:49
Sample (adjusted): 1972 2010
Included observations: 39 after adjustments
Standard errors in ( ) & t-statistics in [ ]
CYCLE_GOUV CYCLE_CONS
CYCLE_GOUV(-1) 0.844225 1.834801
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 98 sur 123
|
(0.14817)
[ 5.69777]
|
(0.53144)
[ 3.45252]
|
|
CYCLE_GOUV(-2)
|
-0.686457
|
0.137492
|
|
(0.18449)
|
(0.66173)
|
|
[-3.72078]
|
[ 0.20778]
|
|
CYCLE_CONS(-1)
|
-0.012008
|
0.122216
|
|
(0.05014)
|
(0.17984)
|
|
[-0.23949]
|
[ 0.67956]
|
|
CYCLE_CONS(-2)
|
0.042698
|
-0.025264
|
|
(0.04527)
|
(0.16235)
|
|
[ 0.94328]
|
[-0.15561]
|
|
C
|
1594295.
|
-6583446.
|
|
(1.2E+07)
|
(4.2E+07)
|
|
[ 0.13542]
|
[-0.15590]
|
|
R-squared
|
0.532961
|
0.416985
|
|
Adj. R-squared
|
0.478016
|
0.348395
|
|
Sum sq. resids
|
1.82E+17
|
2.34E+18
|
|
S.E. equation
|
73066698
|
2.62E+08
|
|
F-statistic
|
9.699775
|
6.079375
|
|
Log likelihood
|
-758.8316
|
-808.6441
|
|
Akaike AIC
|
39.17085
|
41.72534
|
|
Schwarz SC
|
39.38413
|
41.93862
|
|
Mean dependent
|
-539683.6
|
-1070918.
|
|
S.D. dependent
|
1.01E+08
|
3.25E+08
|
|
Determinant resid covariance (dof adj.)
|
|
3.37E+32
|
|
Determinant resid covariance
|
|
2.56E+32
|
|
Log likelihood
|
|
-1565.802
|
|
Akaike information criterion
|
|
80.81034
|
|
Schwarz criterion
|
|
81.23689
|
| 
