Marché du maà¯s au Bénin : une analyse des prix

Annexe 1: Test de stationnarité

. ^{xtunitroot ips price}

^{Im-Pesaran-Shin unit-root test for price}

^{Ho: All panels contain unit roots Number of panels} = ⁶

^{Ha: Some panels are stationary Number of periods} = ¹³⁸

^{AR parameter: Panel-specific Asymptotics: T,N} -> ^Infinity

^{Panel means: Included sequentially}

^{Time trend: Not included}

^{ADF regressions: No lags included}

^{Fixed-N exact critical values}

^{Statistic p-value 1% 5% 10%}

^{t-bar -3.2436 -2.270 -2.050 -1.940}

^{t-tilde-bar -3.1313}

^{Z-t-tilde-bar -4.8099 0.0000}

. ^{xtunitroot ips rainfall}

^{Im-Pesaran-Shin unit-root test for rainfall}

^{Ho: All panels contain unit roots Number of panels} = ⁶

^{Ha: Some panels are stationary Number of periods} = ¹³⁸

^{AR parameter: Panel-specific Asymptotics: T,N} -> ^Infinity

^{Panel means: Included sequentially}

^{Time trend: Not included}

^{ADF regressions: No lags included}

^{Fixed-N exact critical values}

^{Statistic p-value 1% 5% 10%}

^{t-bar -6.2769 -2.270 -2.050 -1.940}

^{t-tilde-bar -5.4677}

^{Z-t-tilde-bar -11.7249 0.0000}

Présenté par Confort HOUNTON et Francky KOUDJROHEDE

xii

Marché de maïs au Bénin : une analyse des prix

Présenté par Confort HOUNTON et Francky KOUDJROHEDE

xiii

. ^{xtunitroot ips price_1}

^{Im-Pesaran-Shin unit-root test for price_1}

^{Ho: All panels contain unit roots Number of panels} = ⁶

^{Ha: Some panels are stationary Number of periods} = ¹³⁷

^{AR parameter: Panel-specific Asymptotics: T,N} -> ^Infinity

^{Panel means: Included sequentially}

^{Time trend: Not included}

^{ADF regressions: No lags included}

^{Fixed-N exact critical values}

^{Statistic p-value 1% 5% 10%}

^{t-bar -3.2406 -2.270 -2.050 -1.940}

^{t-tilde-bar -3.1276}

^{Z-t-tilde-bar -4.7993 0.0000}

. ^{xtunitroot ips e_rainfall}

^{Im-Pesaran-Shin unit-root test for e_rainfall}

^{Ho: All panels contain unit roots Number of panels} = ⁶

^{Ha: Some panels are stationary Number of periods} = ¹³⁷

^{AR parameter: Panel-specific Asymptotics: T,N} -> ^Infinity

^{Panel means: Included sequentially}

^{Time trend: Not included}

^{ADF regressions: No lags included}

^{Fixed-N exact critical values}

^{Statistic p-value 1% 5% 10%}

^{t-bar -11.9435 -2.270 -2.050 -1.940}

^{t-tilde-bar -8.1922}

^{Z-t-tilde-bar -19.7892 0.0000}

Marché de maïs au Bénin : une analyse des prix

Annexe 2 : Test de Présence d'effets individuels

^{Fixed-effects (within) regression Number of obs} = ⁸²²

^{Group variable: marche Number of groups} = ⁶

^{R-sq: Obs per group:}

^within = ^{0.7736 min} = ¹³⁷

^between = ^{0.9995 avg} = ^137.0

^overall = ^{0.8149 max} = ¹³⁷

^F(5,811) = ^554.16

^{corr(u_i, Xb)} = ^{0.4289 Prob} > ^F = ^0.0000

^{Coef. Std. Err. t P>|t| [95% Conf. Interval]}

^lnprice

^{.8649829 .017152 50.43 0.000 .8313154 .8986505}

^{-.0001625 .0001835 -0.89 0.376 -.0005226 .0001976}

^{.0001694 .0001946 0.87 0.384 -.0002126 .0005514}

^{.0269763 .0112427 2.40 0.017 .004908 .0490445}

^{-.0724945 .010641 -6.81 0.000 -.0933817 -.0516074}

^{.7240706 .0881296 8.22 0.000 .5510815 .8970597}

^sigma_u

^sigma_e

^.02094905

^.12184879

^{.02871014 (fraction of variance due to u_i)}

^lnprice_1

^e_rainfall

^dsais

^_cons

^{F test that all u_i=0: F(5, 811)} = ^{3.23 Prob} > ^F = ^0.0068

^rainfall