ANNEXE 2
1 - Résultats des tests
de stationnarité pour les données haïtiennes
Table 12 : Test de
stationnarité pour le logarithme du PIB haïtien (LY) en
différence première sans constante ni tendance
|
PP Test Statistic
|
-4.613161
|
1% Critical Value*
|
-2.6453
|
|
|
5% Critical Value
|
-1.9530
|
|
|
10% Critical Value
|
-1.6218
|
|
*MacKinnon critical values for rejection of hypothesis of a unit
root.
|
|
|
|
|
|
|
Lag truncation for Bartlett kernel: 3
|
( Newey-West suggests: 3 )
|
|
Residual variance with no correction
|
0.002046
|
|
Residual variance with correction
|
0.002335
|
|
|
|
|
|
|
|
|
|
|
|
Phillips-Perron Test Equation
|
|
Dependent Variable: D(LY,2)
|
|
Method: Least Squares
|
|
Date: 07/04/05 Time: 19:28
|
|
Sample(adjusted): 1972 2000
|
|
Included observations: 29 after adjusting endpoints
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
D(LY(-1))
|
-0.823259
|
0.180331
|
-4.565263
|
0.0001
|
|
R-squared
|
0.426228
|
Mean dependent var
|
-0.001747
|
|
Adjusted R-squared
|
0.426228
|
S.D. dependent var
|
0.060771
|
|
S.E. of regression
|
0.046033
|
Akaike info criterion
|
-3.285041
|
|
Sum squared resid
|
0.059333
|
Schwarz criterion
|
-3.237893
|
|
Log likelihood
|
48.63310
|
Durbin-Watson stat
|
2.106906
|
Sources : Simulation de l'auteur à partir des
données des statistiques financières internationales et de
l'IHSI
Table 13 : tests de
stationnarité pour le taux de croissance du commerce extérieur
haïtien (TCOME) en niveau sans constante ni tendance
|
PP Test Statistic
|
-2.998757
|
1% Critical Value*
|
-2.6369
|
|
|
5% Critical Value
|
-1.9517
|
|
|
10% Critical Value
|
-1.6213
|
|
*MacKinnon critical values for rejection of hypothesis of a unit
root.
|
|
|
|
|
|
|
Lag truncation for Bartlett kernel: 3
|
( Newey-West suggests: 3 )
|
|
Residual variance with no correction
|
0.108992
|
|
Residual variance with correction
|
0.102545
|
|
|
|
|
|
|
|
|
|
|
|
Phillips-Perron Test Equation
|
|
Dependent Variable: D(TCOME)
|
|
Method: Least Squares
|
|
Date: 07/18/05 Time: 20:21
|
|
Sample(adjusted): 1972 2003
|
|
Included observations: 32 after adjusting endpoints
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
TCOME(-1)
|
-0.501755
|
0.163898
|
-3.061384
|
0.0045
|
|
R-squared
|
0.230992
|
Mean dependent var
|
0.014575
|
|
Adjusted R-squared
|
0.230992
|
S.D. dependent var
|
0.382494
|
|
S.E. of regression
|
0.335421
|
Akaike info criterion
|
0.683892
|
|
Sum squared resid
|
3.487730
|
Schwarz criterion
|
0.729696
|
|
Log likelihood
|
-9.942275
|
Durbin-Watson stat
|
2.092444
|
Sources : Simulation de l'auteur à partir des
données des statistiques financières internationales
Table 14 : Test de
stationnarité pour le taux d'investissement (TINV) haïtien en
différence première sans constante ni tendance
|
PP Test Statistic
|
-4.773111
|
1% Critical Value*
|
-2.6369
|
|
|
5% Critical Value
|
-1.9517
|
|
|
10% Critical Value
|
-1.6213
|
|
*MacKinnon critical values for rejection of hypothesis of a unit
root.
|
|
|
|
|
|
|
Lag truncation for Bartlett kernel: 3
|
( Newey-West suggests: 3 )
|
|
Residual variance with no correction
|
0.000442
|
|
Residual variance with correction
|
0.000292
|
|
|
|
|
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|
Phillips-Perron Test Equation
|
|
Dependent Variable: D(TINV,2)
|
|
Method: Least Squares
|
|
Date: 07/18/05 Time: 20:07
|
|
Sample(adjusted): 1972 2003
|
|
Included observations: 32 after adjusting endpoints
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
D(TINV(-1))
|
-0.854120
|
0.177003
|
-4.825454
|
0.0000
|
|
R-squared
|
0.428894
|
Mean dependent var
|
-0.000249
|
|
Adjusted R-squared
|
0.428894
|
S.D. dependent var
|
0.028254
|
|
S.E. of regression
|
0.021352
|
Akaike info criterion
|
-4.824603
|
|
Sum squared resid
|
0.014133
|
Schwarz criterion
|
-4.778799
|
|
Log likelihood
|
78.19365
|
Durbin-Watson stat
|
1.864466
|
Sources : Simulation de l'auteur à partir
des données des statistiques financières
internationales
Table 15 M : Tests de
stationnarité pour le taux de croissance de la consommation publique
haïtienne (TCPUB en différence première sans constante ni
tendance
|
PP Test Statistic
|
-6.134122
|
1% Critical Value*
|
-3.6496
|
|
|
5% Critical Value
|
-2.9558
|
|
|
10% Critical Value
|
-2.6164
|
|
*MacKinnon critical values for rejection of hypothesis of a unit
root.
|
|
|
|
|
|
|
Lag truncation for Bartlett kernel: 3
|
( Newey-West suggests: 3 )
|
|
Residual variance with no correction
|
0.074068
|
|
Residual variance with correction
|
0.088009
|
|
|
|
|
|
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|
Phillips-Perron Test Equation
|
|
Dependent Variable: D(TCPUB)
|
|
Method: Least Squares
|
|
Date: 07/18/05 Time: 21:07
|
|
Sample(adjusted): 1972 2003
|
|
Included observations: 32 after adjusting endpoints
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
TCPUB(-1)
|
-1.125879
|
0.182981
|
-6.152977
|
0.0000
|
|
C
|
-0.948411
|
0.162841
|
-5.824144
|
0.0000
|
|
R-squared
|
0.557908
|
Mean dependent var
|
0.005763
|
|
Adjusted R-squared
|
0.543171
|
S.D. dependent var
|
0.415867
|
|
S.E. of regression
|
0.281081
|
Akaike info criterion
|
0.360112
|
|
Sum squared resid
|
2.370192
|
Schwarz criterion
|
0.451721
|
|
Log likelihood
|
-3.761792
|
F-statistic
|
37.85913
|
|
Durbin-Watson stat
|
1.921386
|
Prob(F-statistic)
|
0.000001
|
Sources : Simulation de l'auteur à partir
des données des statistiques financières
internationales
Table 16 : Tests de
stationnarité pour les termes de l'échange haïtiens en
différence première, sans constante ni tendance
|
PP Test Statistic
|
-5.191060
|
1% Critical Value*
|
-2.6344
|
|
|
5% Critical Value
|
-1.9514
|
|
|
10% Critical Value
|
-1.6211
|
|
*MacKinnon critical values for rejection of hypothesis of a unit
root.
|
|
|
|
|
|
|
Lag truncation for Bartlett kernel: 3
|
( Newey-West suggests: 3 )
|
|
Residual variance with no correction
|
0.000407
|
|
Residual variance with correction
|
0.000328
|
|
|
|
|
|
|
|
|
|
|
|
Phillips-Perron Test Equation
|
|
Dependent Variable: D(TE,2)
|
|
Method: Least Squares
|
|
Date: 09/06/05 Time: 10:46
|
|
Sample(adjusted): 1972 2004
|
|
Included observations: 33 after adjusting endpoints
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
D(TE(-1))
|
-0.919930
|
0.176357
|
-5.216282
|
0.0000
|
|
R-squared
|
0.459538
|
Mean dependent var
|
0.000110
|
|
Adjusted R-squared
|
0.459538
|
S.D. dependent var
|
0.027874
|
|
S.E. of regression
|
0.020492
|
Akaike info criterion
|
-4.907754
|
|
Sum squared resid
|
0.013437
|
Schwarz criterion
|
-4.862406
|
|
Log likelihood
|
81.97795
|
Durbin-Watson stat
|
1.972724
|
Sources : Simulation de l'auteur à partir
des données de l'IHSI
| 
