Annexe3-Tableau 2
Vector Autoregression Estimates
Date: 07/15/12 Time: 01:27
Sample (adjusted): 1973 2009
Included observations: 37 after adjustments
Standard errors in ( ) & t-statistics in [ ]
CYCLE_GOUV CYCLE_PIB
CYCLE_GOUV(-1) 0.963534 1.783334
(0.20225) (1.05263)
[ 4.76409] [ 1.69418]
CYCLE_GOUV(-2) -0.775678 -3.929693
(0.19887) (1.03503)
[-3.90047] [-3.79671]
CYCLE_PIB(-1) -0.083767 -0.510101
(0.03873) (0.20158)
[-2.16276] [-2.53050]
CYCLE_PIB(-2) 0.066413 0.095915
(0.03127) (0.16274)
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 109 sur 123
[ 2.12396] [ 0.58938]
C -108066.4 27740933
(3.8E+07) (2.0E+08)
[-0.00287] [ 0.14138]
R-squared 0.476851 0.362626
Adj. R-squared 0.411457 0.282954
Sum sq. resids 1.68E+18 4.54E+19
S.E. equation 2.29E+08 1.19E+09
F-statistic 7.292000 4.551501
Log likelihood -762.0260 -823.0590
Akaike AIC 41.46086 44.75995
Schwarz SC 41.67856 44.97764
Mean dependent 7407791. 33282245
S.D. dependent 2.98E+08 1.41E+09
Determinant resid covariance (dof adj.) 4.93E+34
Determinant resid covariance 3.69E+34
Log likelihood -1577.474
Akaike information criterion 85.80939
Schwarz criterion 86.24477
Annexe3-Tableau 3
Vector Autoregression Estimates
Date: 07/15/12 Time: 01:29
Sample (adjusted): 1972 2009
Included observations: 38 after adjustments
Standard errors in ( ) & t-statistics in [ ]
CYCLE_GOUV CYCLE_CONS
CYCLE_GOUV(-1) 0.716774 2.272426
(0.19324) (0.82500)
[ 3.70931] [ 2.75447]
CYCLE_GOUV(-2) -0.710948 -1.862050
(0.21148) (0.90289)
[-3.36175] [-2.06232]
CYCLE_CONS(-1) -0.013720 0.137016
(0.05196) (0.22185)
[-0.26403] [ 0.61760]
CYCLE_CONS(-2) 0.117014 0.347748
(0.04801) (0.20497)
[ 2.43730] [ 1.69657]
C -4326862. -3363496.
(3.9E+07) (1.6E+08)
[-0.11221] [-0.02043]
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 110 sur 123
|
R-squared
|
0.426571
|
0.372027
|
|
Adj. R-squared
|
0.357065
|
0.295909
|
|
Sum sq. resids
|
1.86E+18
|
3.38E+19
|
|
S.E. equation
|
2.37E+08
|
1.01E+09
|
|
F-statistic
|
6.137139
|
4.887503
|
|
Log likelihood
|
-784.0373
|
-839.1929
|
|
Akaike AIC
|
41.52828
|
44.43121
|
|
Schwarz SC
|
41.74375
|
44.64668
|
|
Mean dependent
|
2760128.
|
24825965
|
|
S.D. dependent
|
2.96E+08
|
1.21E+09
|
|
Determinant resid covariance (dof adj.)
|
|
3.94E+34
|
|
Determinant resid covariance
|
|
2.97E+34
|
|
Log likelihood
|
|
-1615.977
|
|
Akaike information criterion
|
|
85.57776
|
|
Schwarz criterion
|
|
86.00871
|
Annexe3-Tableau 4
Vector Autoregression Estimates
Date: 07/15/12 Time: 01:30
Sample (adjusted): 1972 2009
Included observations: 38 after adjustments
Standard errors in ( ) & t-statistics in [ ]
|
CYCLE_GOUV
|
CYCLE_INVEST
|
|
CYCLE_GOUV(-1)
|
0.615840
|
-0.119872
|
|
(0.16923)
|
(0.24393)
|
|
[ 3.63904]
|
[-0.49143]
|
|
CYCLE_GOUV(-2)
|
-0.359779
|
-0.086340
|
|
(0.17241)
|
(0.24850)
|
|
[-2.08680]
|
[-0.34744]
|
|
CYCLE_INVEST(-1)
|
0.033442
|
0.235716
|
|
(0.12565)
|
(0.18111)
|
|
[ 0.26615]
|
[ 1.30153]
|
|
CYCLE_INVEST(-2)
|
0.099776
|
0.080227
|
|
(0.12770)
|
(0.18406)
|
|
[ 0.78134]
|
[ 0.43588]
|
|
C
|
750139.5
|
16341395
|
|
(4.2E+07)
|
(6.0E+07)
|
|
[ 0.01804]
|
[ 0.27261]
|
|
R-squared
|
0.337328
|
0.083704
|
|
Adj. R-squared
|
0.257005
|
-0.027363
|
|
Sum sq. resids
|
2.14E+18
|
4.46E+18
|
|
S.E. equation
|
2.55E+08
|
3.67E+08
|
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 111 sur 123
F-statistic 4.199605 0.753638
Log likelihood -786.7856 -800.6784
Akaike AIC 41.67293 42.40412
Schwarz SC 41.88840 42.61960
Mean dependent 2760128. 12092391
S.D. dependent 2.96E+08 3.63E+08
Determinant resid covariance (dof adj.) 8.76E+33
Determinant resid covariance 6.61E+33
Log likelihood -1587.431
Akaike information criterion 84.07530
Schwarz criterion 84.50625
| 
