Annexe2-Tableau 4
Vector Autoregression Estimates
Date: 07/15/12 Time: 00:52
Sample (adjusted): 1972 2010
Included observations: 39 after adjustments
Standard errors in ( ) & t-statistics in [ ]
|
CYCLE_GOUV
|
CYCLE_INVEST
|
|
CYCLE_GOUV(-1)
|
0.765452
|
-0.046837
|
|
(0.13807)
|
(0.65516)
|
|
[ 5.54404]
|
[-0.07149]
|
|
CYCLE_GOUV(-2)
|
-0.580229
|
-0.129477
|
|
(0.13099)
|
(0.62158)
|
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 99 sur 123
[-4.42957] [-0.20830]
CYCLE_INVEST(-1) 0.092008 -0.020864
(0.03619) (0.17174)
[ 2.54213] [-0.12148]
CYCLE_INVEST(-2) -0.008437 -0.139921
(0.03915) (0.18576)
[-0.21553] [-0.75322]
|
C
|
846534.4
(1.1E+07)
[ 0.07789]
|
298309.3
(5.2E+07)
[ 0.00578]
|
|
R-squared
|
0.598683
|
0.024101
|
|
Adj. R-squared
|
0.551470
|
-0.090711
|
|
Sum sq. resids
|
1.56E+17
|
3.51E+18
|
|
S.E. equation
|
67730869
|
3.21E+08
|
|
F-statistic
|
12.68028
|
0.209918
|
|
Log likelihood
|
-755.8742
|
-816.6026
|
|
Akaike AIC
|
39.01919
|
42.13347
|
|
Schwarz SC
|
39.23247
|
42.34675
|
|
Mean dependent
|
-539683.6
|
-1426090.
|
|
S.D. dependent
|
1.01E+08
|
3.08E+08
|
|
Determinant resid covariance (dof adj.)
|
|
4.62E+32
|
|
Determinant resid covariance
|
|
3.51E+32
|
|
Log likelihood
|
|
-1571.980
|
|
Akaike information criterion
|
|
81.12720
|
|
Schwarz criterion
|
|
81.55375
|
Annexe2-Tableau 5
Vector Autoregression Estimates
Date: 07/15/12 Time: 00:53
Sample (adjusted): 1972 2010
Included observations: 39 after adjustments
Standard errors in ( ) & t-statistics in [ ]
CYCLE_GOUV CYCLE_CONS CYCLE_INVEST
CYCLE_GOUV(-1) 0.789222 1.346937 0.049972
(0.15161) (0.54490) (0.72827)
[ 5.20570] [ 2.47189] [ 0.06862]
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 100 sur 123
|
CYCLE_GOUV(-2)
CYCLE_CONS(-1)
|
-0.680043
(0.17385)
[-3.91155]
0.014154
(0.04861)
[ 0.29120]
|
0.182046
(0.62486)
[ 0.29134]
0.164460
(0.17470)
[ 0.94136]
|
-0.070923
(0.83514)
[-0.08492]
-0.079925
(0.23349)
[-0.34230]
|
|
CYCLE_CONS(-2)
|
0.036798
|
0.013109
|
0.041941
|
|
(0.04291)
|
(0.15422)
|
(0.20612)
|
|
[ 0.85760]
|
[ 0.08500]
|
[ 0.20348]
|
|
CYCLE_INVEST(-1)
|
0.094317
|
0.031694
|
-0.034880
|
|
(0.03773)
|
(0.13562)
|
(0.18126)
|
|
[ 2.49958]
|
[ 0.23370]
|
[-0.19243]
|
|
CYCLE_INVEST(-2)
|
-0.002907
|
0.359293
|
-0.142854
|
|
(0.04025)
|
(0.14465)
|
(0.19333)
|
|
[-0.07223]
|
[ 2.48389]
|
[-0.73893]
|
|
C
|
1765626.
|
-7134486.
|
-171820.6
|
|
(1.1E+07)
|
(4.0E+07)
|
(5.3E+07)
|
|
[ 0.15922]
|
[-0.17901]
|
[-0.00323]
|
|
R-squared
|
0.610075
|
0.511230
|
0.028310
|
|
Adj. R-squared
|
0.536964
|
0.419586
|
-0.153882
|
|
Sum sq. resids
|
1.52E+17
|
1.96E+18
|
3.50E+18
|
|
S.E. equation
|
68817398
|
2.47E+08
|
3.31E+08
|
|
F-statistic
|
8.344497
|
5.578415
|
0.155384
|
|
Log likelihood
|
-755.3127
|
-805.2058
|
-816.5184
|
|
Akaike AIC
|
39.09296
|
41.65158
|
42.23171
|
|
Schwarz SC
|
39.39155
|
41.95017
|
42.53030
|
|
Mean dependent
|
-539683.6
|
-1070918.
|
-1426090.
|
|
S.D. dependent
|
1.01E+08
|
3.25E+08
|
3.08E+08
|
|
Determinant resid covariance (dof adj.)
|
|
2.59E+49
|
|
|
Determinant resid covariance
|
|
1.43E+49
|
|
|
Log likelihood
|
|
-2373.090
|
|
|
Akaike information criterion
|
|
122.7739
|
|
|
Schwarz criterion
|
|
123.6696
|
|
| 
