III. THESE ET MEMOIRE
1. José MWANIA WAKOSIALes déterminants de
l'endettement extérieur de la RDC Par Université de Lubumbashi
-Diplôme d'études approfondies en économie 2013
2. Gloire Tristan MANSESA KIAKUMBA Epargne et bien être des
ménages en RDC. Une analyse macro et microéconomique
Université de Kinshasa RDC - Diplôme d'études approfondies
en économie 2013
3. Pierre Alain YOUMBI (2003) Les déterminants de
l'épargne des ménages au Cameroun Université de Douala -
DESS en Gestion Financière et Bancaire
ANNEXES
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Dependent Variable: LEPA
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Method: ARDL
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Date: 10/09/22 Time: 14:25
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Sample (adjusted): 1964 2020
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Included observations: 57 afteradjustments
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Maximum dependentlags: 4 (Automaticselection)
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Model selection method: Akaike info criterion (AIC)
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Dynamic regressors (4 lags, automatic): IDE INT INFL LPIBH
LAID
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Fixedregressors: C
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Number of modelsevalulated: 12500
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Selected Model: ARDL(1, 4, 2, 4, 4, 1)
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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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LEPA(-1)
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0.190828
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0.136677
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1.396198
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0.1714
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IDE
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0.048297
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0.028422
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1.699277
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0.0981
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IDE(-1)
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-0.052706
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0.029493
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-1.787093
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0.0826
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IDE(-2)
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-0.022325
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0.028798
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-0.775217
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0.4434
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IDE(-3)
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0.066306
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0.026399
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2.511665
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0.0168
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IDE(-4)
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0.030675
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0.026598
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1.153299
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0.2566
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INT
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0.003699
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0.003686
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1.003640
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0.3224
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INT(-1)
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-0.005123
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0.005470
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-0.936591
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0.3554
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INT(-2)
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-0.007839
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0.004978
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-1.574543
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0.1244
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INFL
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-1.54E-06
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2.03E-05
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-0.076076
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0.9398
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INFL(-1)
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3.85E-05
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2.19E-05
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1.761468
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0.0869
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INFL(-2)
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8.25E-05
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3.26E-05
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2.534104
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0.0159
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INFL(-3)
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4.06E-05
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4.44E-05
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0.915096
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0.3664
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INFL(-4)
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5.80E-05
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5.00E-05
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1.159382
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0.2541
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LPIBH
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0.097809
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0.298415
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0.327761
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0.7450
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LPIBH(-1)
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-0.034325
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0.284986
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-0.120444
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0.9048
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LPIBH(-2)
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0.287742
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0.295956
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0.972245
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0.3376
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LPIBH(-3)
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-1.054619
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0.330274
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-3.193167
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0.0030
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LPIBH(-4)
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0.880453
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0.298621
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2.948396
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0.0057
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LAID
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0.851823
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0.187181
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4.550799
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0.0001
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LAID(-1)
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-0.843589
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0.180055
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-4.685168
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0.0000
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C
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0.722532
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1.596932
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0.452450
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0.6537
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R-squared
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0.715648
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Meandependent var
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2.323935
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Adjusted R-squared
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0.545036
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S.D. dependent var
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0.572534
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S.E. of regression
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0.386180
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Akaike info criterion
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1.219199
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Sumsquaredresid
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5.219719
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Schwarz criterion
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2.007745
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Log likelihood
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-12.74718
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Hannan-Quinn criter.
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1.525655
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F-statistic
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4.194606
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Durbin-Watson stat
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2.304767
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Prob(F-statistic)
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0.000092
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*Note: p-values and any subsequent tests do not account for
model
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selection.
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Estimation Command:
=========================
ARDL LEPA IDE INT INFL LPIBH LAID @
Estimation Equation:
=========================
LEPA = C(1)*LEPA(-1) + C(2)*IDE + C(3)*IDE(-1) + C(4)*IDE(-2) +
C(5)*IDE(-3) + C(6)*IDE(-4) + C(7)*INT + C(8)*INT(-1) + C(9)*INT(-2) +
C(10)*INFL + C(11)*INFL(-1) + C(12)*INFL(-2) + C(13)*INFL(-3) + C(14)*INFL(-4)
+ C(15)*LPIBH + C(16)*LPIBH(-1) + C(17)*LPIBH(-2) + C(18)*LPIBH(-3) +
C(19)*LPIBH(-4) + C(20)*LAID + C(21)*LAID(-1) + C(22)
Substituted Coefficients:
=========================
LEPA = 0.190828120701*LEPA(-1) + 0.0482965886725*IDE -
0.052706292233*IDE(-1) - 0.0223250146078*IDE(-2) + 0.0663058592692*IDE(-3) +
0.030675140666*IDE(-4) + 0.00369917584358*INT - 0.00512296861414*INT(-1) -
0.00783861260891*INT(-2) - 1.542214889e-06*INFL + 3.85466193472e-05*INFL(-1) +
8.24914249404e-05*INFL(-2) + 4.0614553196e-05*INFL(-3) +
5.79565908347e-05*INFL(-4) + 0.0978088975718*LPIBH - 0.0343249173785*LPIBH(-1)
+ 0.287741511258*LPIBH(-2) - 1.05461893977*LPIBH(-3) + 0.880453409463*LPIBH(-4)
+ 0.851823411933*LAID - 0.843589098358*LAID(-1) + 0.722532222739
Cointegrating Equation:
D(LEPA) = -0.809171879299*(LEPA(-1) - (0.08681256*IDE(-1)
-0.01144677*INT(-1) + 0.00026949*INFL(-1) + 0.21881626*LPIBH(-1) +
0.01017622*LAID(-1) + 0.89292799))
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Ramsey RESET Test
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Equation: UNTITLED
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Omitted Variables: Squares of fitted values
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Specification: LEPA LEPA(-1) IDE IDE(-1) IDE(-2) IDE(-3) IDE(-4)
INT INT(
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-1) INT(-2) INFL
INFL(-1) INFL(-2) INFL(-3) INFL(-4) LPIBH LPIBH(-1)
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LPIBH(-2)
LPIBH(-3) LPIBH(-4) LAID LAID(-1) C
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Value
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df
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Probability
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t-statistic
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1.008901
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34
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0.3201
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F-statistic
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1.017881
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(1, 34)
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0.3201
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Likelihood ratio
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1.681403
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1
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0.1947
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Heteroskedasticity Test: Breusch-Pagan-Godfrey
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Nullhypothesis: Homoskedasticity
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F-statistic
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1.351749
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Prob. F(21,35)
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0.2101
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Obs*R-squared
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25.52653
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Prob. Chi-Square(21)
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0.2251
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Scaledexplained SS
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18.32878
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Prob. Chi-Square(21)
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0.6281
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Breusch-Godfrey Serial Correlation LM Test:
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Null hypothesis: No serial correlation at up to 1 lag
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F-statistic
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2.021279
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Prob. F(1,34)
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0.1642
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Obs*R-squared
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3.198467
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Prob. Chi-Square(1)
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0.0737
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EPA
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IDE
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AID
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INT
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INFL
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PIBH
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EPA
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1,000
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0,195
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0,248
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0,068
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-0,069
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0,371
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IDE
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0,195
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1,000
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0,645
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-0,167
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-0,107
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0,203
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AID
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0,248
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0,645
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1,000
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-0,170
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-0,110
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0,285
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INT
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0,068
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-0,167
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-0,170
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1,000
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0,388
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-0,392
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INFL
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-0,069
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-0,107
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-0,110
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0,388
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1,000
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-0,197
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PIBH
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0,371
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0,203
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0,285
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-0,392
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-0,197
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1,000
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