Annexe2-Tableau 6
Vector Autoregression Estimates
Date: 07/15/12 Time: 00:55
Sample (adjusted): 1972 2010
Included observations: 39 after adjustments
Standard errors in ( ) & t-statistics in [ ]
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 101 sur 123
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CYCLE_GOUV
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CYCLE_PIB
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CYCLE_CONS
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CYCLE_GOUV(-1) 0.693263
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2.562146
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1.597886
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(0.15936)
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(1.23086)
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(0.55222)
|
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[ 4.35026]
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[ 2.08160]
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[ 2.89358]
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CYCLE_GOUV(-2) -0.719719
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-0.778768
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-0.208995
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|
(0.18087)
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(1.39696)
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(0.62674)
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[-3.97928]
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[-0.55747]
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[-0.33346]
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CYCLE_PIB(-1) 0.044521
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-0.131268
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-0.080050
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(0.03475)
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(0.26840)
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(0.12042)
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[ 1.28115]
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[-0.48907]
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[-0.66476]
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CYCLE_PIB(-2) 0.073079
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0.592412
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0.351411
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(0.03835)
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(0.29619)
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(0.13289)
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[ 1.90564]
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[ 2.00008]
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[ 2.64445]
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CYCLE_CONS(-1) -0.063767
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-0.050841
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0.277387
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(0.06772)
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(0.52306)
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(0.23467)
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[-0.94161]
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[-0.09720]
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[ 1.18203]
|
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CYCLE_CONS(-2) -0.043987
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-0.621608
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-0.535687
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(0.06884)
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(0.53172)
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(0.23855)
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[-0.63895]
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[-1.16905]
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[-2.24556]
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C 1349863.
|
-19309628
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-12341288
|
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(1.1E+07)
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(8.7E+07)
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(3.9E+07)
|
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[ 0.11939]
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[-0.22113]
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[-0.31501]
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R-squared 0.596231
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0.287231
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0.529549
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Adj. R-squared 0.520525
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0.153587
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0.441340
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Sum sq. resids 1.57E+17
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9.36E+18
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1.88E+18
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S.E. equation 70028333
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5.41E+08
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2.43E+08
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F-statistic 7.875551
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2.149224
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6.003318
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Log likelihood -755.9930
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-835.7203
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-804.4609
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Akaike AIC 39.12785
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43.21643
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41.61338
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Schwarz SC 39.42643
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43.51502
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41.91197
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Mean dependent -539683.6
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-4060102.
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-1070918.
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S.D. dependent 1.01E+08
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5.88E+08
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3.25E+08
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Determinant resid covariance (dof adj.)
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3.41E+49
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Determinant resid covariance
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1.89E+49
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Log likelihood
|
-2378.498
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|
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Akaike information criterion
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123.0512
|
|
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Schwarz criterion
|
123.9470
|
|
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 102 sur 123
Annexe2-Tableau 7
Vector Autoregression Estimates
Date: 07/15/12 Time: 00:57
Sample (adjusted): 1972 2010
Included observations: 39 after adjustments
Standard errors in ( ) & t-statistics in [ ]
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CYCLE_GOUV
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CYCLE_BAL
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CYCLE_GOUV(-1) 0.907234
(0.12678)
[ 7.15570]
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0.179396
(0.61264)
[ 0.29282]
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CYCLE_GOUV(-2) -0.722697
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0.278744
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(0.12815)
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(0.61924)
|
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[-5.63946]
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[ 0.45014]
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CYCLE_BAL(-1) -0.036733
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-0.419565
|
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(0.03564)
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(0.17219)
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[-1.03080]
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[-2.43659]
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CYCLE_BAL(-2) 0.108072
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-0.290046
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(0.03996)
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(0.19311)
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[ 2.70430]
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[-1.50200]
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C 92885.06
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-8178283.
|
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(1.0E+07)
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(5.1E+07)
|
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[ 0.00888]
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[-0.16176]
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R-squared 0.629108
|
0.171371
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Adj. R-squared 0.585473
|
0.073886
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Sum sq. resids 1.44E+17
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3.37E+18
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S.E. equation 65112899
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3.15E+08
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F-statistic 14.41769
|
1.757911
|
|
Log likelihood -754.3369
|
-815.7730
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Akaike AIC 38.94035
|
42.09092
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Schwarz SC 39.15363
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42.30420
|
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Mean dependent -539683.6
|
-1023411.
|
|
S.D. dependent 1.01E+08
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3.27E+08
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Determinant resid covariance (dof adj.)
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3.83E+32
|
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Determinant resid covariance
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2.91E+32
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|
Log likelihood
|
-1568.337
|
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Akaike information criterion
|
80.94034
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Schwarz criterion
|
81.36690
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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 103 sur 123
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