Annexe3-Tableau 10
Vector Autoregression Estimates
Date: 07/15/12 Time: 01:43
Sample (adjusted): 1972 2009
Included observations: 38 after adjustments
Standard errors in ( ) & t-statistics in [ ]
|
CYCLE_GOUV
|
CYCLE_COM
|
|
CYCLE_GOUV(-1)
|
0.454229
|
-0.728767
|
|
(0.15680)
|
(0.50351)
|
|
[ 2.89688]
|
[-1.44737]
|
|
CYCLE_GOUV(-2)
|
-0.262056
|
0.092260
|
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 117 sur 123
(0.15234) (0.48920)
[-1.72016] [ 0.18859]
CYCLE_COM(-1) 0.059954 0.256513
(0.05950) (0.19107)
[ 1.00759] [ 1.34250]
CYCLE_COM(-2) 0.169141 0.087937
(0.06418) (0.20610)
[ 2.63536] [ 0.42668]
|
C
|
-2603240.
|
-21461187
|
|
(3.6E+07)
|
(1.2E+08)
|
|
[-0.07156]
|
[-0.18371]
|
|
R-squared
|
0.488402
|
0.127213
|
|
Adj. R-squared
|
0.426390
|
0.021420
|
|
Sum sq. resids
|
1.66E+18
|
1.71E+19
|
|
S.E. equation
|
2.24E+08
|
7.19E+08
|
|
F-statistic
|
7.875951
|
1.202476
|
|
Log likelihood
|
-781.8695
|
-826.2017
|
|
Akaike AIC
|
41.41418
|
43.74746
|
|
Schwarz SC
|
41.62966
|
43.96293
|
|
Mean dependent
|
2760128.
|
-20152369
|
|
S.D. dependent
|
2.96E+08
|
7.27E+08
|
|
Determinant resid covariance (dof adj.)
|
|
2.55E+34
|
|
Determinant resid covariance
|
|
1.92E+34
|
|
Log likelihood
|
|
-1607.738
|
|
Akaike information criterion
|
|
85.14413
|
|
Schwarz criterion
|
|
85.57507
|
Annexe3-Tableau 11
Vector Autoregression Estimates
Date: 07/15/12 Time: 01:44
Sample (adjusted): 1972 2009
Included observations: 38 after adjustments
Standard errors in ( ) & t-statistics in [ ]
CYCLE_GOUV CYCLE_INVEST CYCLE_COM
CYCLE_GOUV(-1) 0.452886 -0.085232 -0.797007
(0.16383) (0.26637) (0.48758)
[ 2.76433] [-0.31998] [-1.63462]
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 118 sur 123
|
CYCLE_GOUV(-2)
CYCLE_INVEST(-1)
|
-0.263759
(0.15954)
[-1.65320]
-0.011889
(0.11871)
[-0.10015]
|
-0.080964
(0.25940)
[-0.31212]
0.199863
(0.19300)
[ 1.03555]
|
0.067583
(0.47482)
[ 0.14233]
-0.257704
(0.35328)
[-0.72946]
|
|
CYCLE_INVEST(-2)
|
0.024344
|
0.097169
|
0.790200
|
|
(0.11879)
|
(0.19314)
|
(0.35354)
|
|
[ 0.20493]
|
[ 0.50310]
|
[ 2.23513]
|
|
CYCLE_COM(-1)
|
0.061444
|
0.073372
|
0.285186
|
|
(0.06395)
|
(0.10397)
|
(0.19032)
|
|
[ 0.96083]
|
[ 0.70569]
|
[ 1.49848]
|
|
CYCLE_COM(-2)
|
0.165989
|
-0.058414
|
-0.013253
|
|
(0.06786)
|
(0.11034)
|
(0.20197)
|
|
[ 2.44591]
|
[-0.52941]
|
[-0.06562]
|
|
C
|
-1994431.
|
15033546
|
7088.826
|
|
(3.8E+07)
|
(6.1E+07)
|
(1.1E+08)
|
|
[-0.05290]
|
[ 0.24525]
|
[ 6.3e-05]
|
|
R-squared
|
0.489173
|
0.101275
|
0.251454
|
|
Adj. R-squared
|
0.390303
|
-0.072672
|
0.106575
|
|
Sum sq. resids
|
1.65E+18
|
4.37E+18
|
1.46E+19
|
|
S.E. equation
|
2.31E+08
|
3.75E+08
|
6.87E+08
|
|
F-statistic
|
4.947652
|
0.582218
|
1.735607
|
|
Log likelihood
|
-781.8409
|
-800.3105
|
-823.2840
|
|
Akaike AIC
|
41.51794
|
42.49003
|
43.69916
|
|
Schwarz SC
|
41.81960
|
42.79169
|
44.00082
|
|
Mean dependent
|
2760128.
|
12092391
|
-20152369
|
|
S.D. dependent
|
2.96E+08
|
3.63E+08
|
7.27E+08
|
|
Determinant resid covariance (dof adj.)
|
|
3.43E+51
|
|
|
Determinant resid covariance
|
|
1.86E+51
|
|
|
Log likelihood
|
|
-2404.799
|
|
|
Akaike information criterion
|
|
127.6736
|
|
|
Schwarz criterion
|
|
128.5786
|
|
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 119 sur 123
| 
