ANNEXE III
o test de normalité des erreurs
o test d'absence d'autorrélation des erreurs
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Breusch-Godfrey Serial Correlation LM Test:
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F-statistic
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3.181203
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Prob. F(2,21)
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0.0621
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Obs*R-squared
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5.967815
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Prob. Chi-Square(2)
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0.0506
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o Test d'absence
d'hétéroscédasticité
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Heteroskedasticity Test: Breusch-Pagan-Godfrey
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F-statistic
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0.559197
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Prob. F(3,22)
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0.6475
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Obs*R-squared
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1.842138
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Prob. Chi-Square(3)
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0.6058
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Scaled explained SS
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2.199090
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Prob. Chi-Square(3)
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0.5321
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o Test de bruit blanc (résidus)
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Autocorrelation
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Partial Correlation
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AC
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PAC
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Q-Stat
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Prob
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. *| . |
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. *| . |
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1
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-0.100
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-0.100
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0.2885
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0.591
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.**| . |
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.**| . |
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2
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-0.290
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-0.303
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2.8465
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0.241
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. |* . |
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3
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0.167
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0.110
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3.7287
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0.292
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. | . |
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. *| . |
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4
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-0.039
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-0.108
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3.7786
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0.437
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. *| . |
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5
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-0.129
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-0.070
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4.3597
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0.499
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. |* . |
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6
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0.131
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0.062
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4.9877
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0.545
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7
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0.005
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-0.020
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4.9886
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0.661
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***| . |
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***| . |
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8
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-0.409
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-0.386
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11.768
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0.162
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9
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0.169
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0.087
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12.995
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0.163
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10
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0.131
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-0.081
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13.782
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0.183
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.**| . |
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11
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-0.211
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-0.075
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15.938
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0.143
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. *| . |
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12
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0.025
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-0.077
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15.970
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0.193
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o Test de stabilité (CUSUM)
o Test de stabilité (CUSUM CARRE)
§ Base de données
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ANNEE
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INFLATION
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CHOMAGE
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1988
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121.5
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51.2
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1989
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95.8
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49.1
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1990
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874.5
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52.6
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1991
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2641.9
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49.4
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1992
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2989.6
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56.3
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1993
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4651.7
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68.7
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1994
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9796.9
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67
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1995
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370.3
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69.2
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1996
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693
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62.8
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1997
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13.7
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53.6
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1998
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134.8
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57.2
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1999
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483.7
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64.2
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2000
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511.21
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66.9
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2001
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135.09
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49
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2002
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15.8
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49.1
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2003
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4.44
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48.5
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2004
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9.22
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45.4
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2005
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21.27
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49.4
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2006
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18.2
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48.2
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2007
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9.96
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47.2
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2008
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23.5
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53.2
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2009
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53.4
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60.8
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2010
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9.84
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50.1
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2011
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15.43
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51.4
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2012
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2.72
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51.4
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2013
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1.07
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46.1
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2014
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1.26
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43
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2015
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0.85
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39.5
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Source : différents rapports de la
banque Centrale du Congo et le condensé d'information statistique(BCC)
2007.
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