2 - Résultats des tests
de stationnarité pour les données dominicaines
Table 17 : T est de
stationnarité pour le logarithme du PIB (LY) dominicain
en niveau avec constante
|
PP Test Statistic
|
5.692862
|
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
|
0.001361
|
|
Residual variance with correction
|
0.002188
|
|
|
|
|
|
|
|
|
|
|
|
Phillips-Perron Test Equation
|
|
Dependent Variable: D(LY)
|
|
Method: Least Squares
|
|
Date: 01/01/06 Time: 18:50
|
|
Sample(adjusted): 1971 2003
|
|
Included observations: 33 after adjusting endpoints
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
LY(-1)
|
0.005779
|
0.000800
|
7.226560
|
0.0000
|
|
R-squared
|
-0.042970
|
Mean dependent var
|
0.047713
|
|
Adjusted R-squared
|
-0.042970
|
S.D. dependent var
|
0.036678
|
|
S.E. of regression
|
0.037458
|
Akaike info criterion
|
-3.701360
|
|
Sum squared resid
|
0.044899
|
Schwarz criterion
|
-3.656011
|
|
Log likelihood
|
62.07243
|
Durbin-Watson stat
|
1.186879
|
Sources : Simulation de l'auteur à partir des
données des statistiques financières internationales
Table 18 : Test de
stationnarité pour le taux de croissance du commerce
extérieur (TCOME) dominicain en niveau sans constante ni tendance
|
PP Test Statistic
|
-5.132643
|
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
|
0.075040
|
|
Residual variance with correction
|
0.065150
|
|
|
|
|
|
|
|
|
|
|
|
Phillips-Perron Test Equation
|
|
Dependent Variable: D(TCOME)
|
|
Method: Least Squares
|
|
Date: 07/18/05 Time: 21:33
|
|
Sample(adjusted): 1972 2003
|
|
Included observations: 32 after adjusting endpoints
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
TCOME(-1)
|
-0.963542
|
0.186607
|
-5.163476
|
0.0000
|
|
C
|
0.248720
|
0.067510
|
3.684177
|
0.0009
|
|
R-squared
|
0.470540
|
Mean dependent var
|
0.014575
|
|
Adjusted R-squared
|
0.452891
|
S.D. dependent var
|
0.382494
|
|
S.E. of regression
|
0.282919
|
Akaike info criterion
|
0.373148
|
|
Sum squared resid
|
2.401292
|
Schwarz criterion
|
0.464757
|
|
Log likelihood
|
-3.970370
|
F-statistic
|
26.66149
|
|
Durbin-Watson stat
|
1.942705
|
Prob(F-statistic)
|
0.000015
|
Sources : Simulation de l'auteur à partir
des données des statistiques financières
internationales
Table 19 : Tests de
stationnarité pour le taux d'investissement (LTINV) dominicain en
différence première sans constante ni tendance
|
PP Test Statistic
|
-4.748523
|
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
|
0.010074
|
|
Residual variance with correction
|
0.006729
|
|
|
|
|
|
|
|
|
|
|
|
Phillips-Perron Test Equation
|
|
Dependent Variable: D(LTINV,2)
|
|
Method: Least Squares
|
|
Date: 09/11/05 Time: 22:31
|
|
Sample(adjusted): 1972 2003
|
|
Included observations: 32 after adjusting endpoints
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
D(LTINV(-1))
|
-0.847631
|
0.176458
|
-4.803597
|
0.0000
|
|
R-squared
|
0.426635
|
Mean dependent var
|
-0.001585
|
|
Adjusted R-squared
|
0.426635
|
S.D. dependent var
|
0.134674
|
|
S.E. of regression
|
0.101976
|
Akaike info criterion
|
-1.697398
|
|
Sum squared resid
|
0.322375
|
Schwarz criterion
|
-1.651594
|
|
Log likelihood
|
28.15837
|
Durbin-Watson stat
|
1.866324
|
Sources : Simulation de l'auteur à partir
des données des statistiques financières
internationales
Table 20 : Tests de
stationnarité pour taux de croissance de la consommation publique
(TCPUB) dominicaine en niveau avec constante
|
PP Test Statistic
|
-3.715374
|
1% Critical Value*
|
-3.6752
|
|
|
5% Critical Value
|
-2.9665
|
|
|
10% Critical Value
|
-2.6220
|
|
*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
|
0.025127
|
|
Residual variance with correction
|
0.022415
|
|
|
|
|
|
|
|
|
|
|
|
Phillips-Perron Test Equation
|
|
Dependent Variable: D(TCPUB)
|
|
Method: Least Squares
|
|
Date: 07/18/05 Time: 21:28
|
|
Sample(adjusted): 1972 2000
|
|
Included observations: 29 after adjusting endpoints
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
TCPUB(-1)
|
-0.705463
|
0.186127
|
-3.790218
|
0.0008
|
|
C
|
0.142426
|
0.049084
|
2.901691
|
0.0073
|
|
R-squared
|
0.347286
|
Mean dependent var
|
-0.003317
|
|
Adjusted R-squared
|
0.323112
|
S.D. dependent var
|
0.199678
|
|
S.E. of regression
|
0.164282
|
Akaike info criterion
|
-0.707998
|
|
Sum squared resid
|
0.728688
|
Schwarz criterion
|
-0.613702
|
|
Log likelihood
|
12.26597
|
F-statistic
|
14.36575
|
|
Durbin-Watson stat
|
1.912413
|
Prob(F-statistic)
|
0.000769
|
Sources : Simulation de l'auteur à partir
des données des statistiques financières
internationales
Table 21: Test de
stationnarité pour les termes de l'échange dominicain en niveau
sans constante ni tendance
|
PP Test Statistic
|
-2.357063
|
1% Critical Value*
|
-2.6321
|
|
|
5% Critical Value
|
-1.9510
|
|
|
10% Critical Value
|
-1.6209
|
|
*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
|
0.004912
|
|
Residual variance with correction
|
0.004668
|
|
|
|
|
|
|
|
|
|
|
|
Phillips-Perron Test Equation
|
|
Dependent Variable: D(TE)
|
|
Method: Least Squares
|
|
Date: 09/06/05 Time: 12:06
|
|
Sample(adjusted): 1971 2004
|
|
Included observations: 34 after adjusting endpoints
|
|
Variable
|
Coefficient
|
Std. Error
|
t-Statistic
|
Prob.
|
|
TE(-1)
|
-0.005694
|
0.002476
|
-2.299838
|
0.0279
|
|
R-squared
|
0.010069
|
Mean dependent var
|
-0.027153
|
|
Adjusted R-squared
|
0.010069
|
S.D. dependent var
|
0.071498
|
|
S.E. of regression
|
0.071137
|
Akaike info criterion
|
-2.419442
|
|
Sum squared resid
|
0.166997
|
Schwarz criterion
|
-2.374549
|
|
Log likelihood
|
42.13052
|
Durbin-Watson stat
|
2.075947
|
Sources : Simulation de l'auteur à partir
des données du manuel statistique des Nations-Unies
| 
