ANNEXE II
Tableau II.1 : Série dtxinf (taux d'inflation
stationnaire), en différence première.
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Null Hypothesis: DTXINF has a unit root
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Exogenous: Constant, Linear Trend
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Lag Length: 0 (Automatic - based on SIC, maxlag=0)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-6.793082
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0.0000
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Test critical values:
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1% level
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-4.356068
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5% level
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-3.595026
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10% level
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-3.233456
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*MacKinnon (1996) one-sided p-values.
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(DTXINF)
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Method: Least Squares
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Date: 09/10/19 Time: 19:50
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Sample (adjusted): 1990 2015
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Included observations: 26 after adjustments
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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DTXINF(-1)
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-1.334710
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0.196481
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-6.793082
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0.0000
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C
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288.7883
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929.1660
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0.310804
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0.7587
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@TREND(1988)
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-20.27504
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56.93616
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-0.356101
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0.7250
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Tableau II.2 :Série dtxch (taux de chomage
stationnaire), en différence première.
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Null Hypothesis: DTXCH has a unit root
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Exogenous: Constant, Linear Trend
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Lag Length: 0 (Automatic - based on SIC, maxlag=0)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-5.086783
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0.0019
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Test critical values:
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1% level
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-4.356068
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5% level
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-3.595026
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10% level
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-3.233456
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*MacKinnon (1996) one-sided p-values.
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(DTXCH)
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Method: Least Squares
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Date: 09/10/19 Time: 19:58
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Sample (adjusted): 1990 2015
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Included observations: 26 after adjustments
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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DTXCH(-1)
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-1.052569
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0.206922
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-5.086783
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0.0000
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C
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2.223211
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2.812184
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0.790564
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0.4373
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@TREND(1988)
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-0.179932
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0.173207
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-1.038831
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0.3097
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Tableau II.3 : Série des résidus
stationnaire en niveau(e)
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Null Hypothesis: E has a unit root
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Exogenous: Constant, Linear Trend
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Lag Length: 0 (Automatic - based on SIC, maxlag=0)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-6.848402
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0.0000
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Test critical values:
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1% level
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-4.356068
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5% level
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-3.595026
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10% level
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-3.233456
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*MacKinnon (1996) one-sided p-values.
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(E)
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Method: Least Squares
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Date: 09/10/19 Time: 20:01
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Sample (adjusted): 1990 2015
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Included observations: 26 after adjustments
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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E(-1)
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-1.341935
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0.195949
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-6.848402
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0.0000
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C
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279.6580
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926.6031
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0.301810
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0.7655
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@TREND(1988)
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-19.27099
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56.77558
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-0.339424
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0.7374
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