ANNEXES
Matrice de corrélation
. correlate EXPA IMPA INF PIB FBCF CREDIT (obs=39)
EXPA IMPA INF PIB FBCF CREDIT
EXPA
1.0000
IMPA INF PIB FBCF
CREDIT
77
0.9364 1.0000
-0.2352 -0.2771 1.0000
0.7928 0.8666 -0.1415 1.0000
0.4504 0.4445 -0.0566 0.2080 1.0000
0.5457 0.6784 -0.2819 0.6884 0.2844 1.0000
Statistiques Descriptives
. summarize PIB EXPA IMPA INF FBCF CREDIT, separator(6)
Variable
Obs Mean Std. Dev. Min Max
PIB EXPA IMPA INF FBCF
CREDIT
78
40 1043.009 282.601 649.9918 1542.62
40 2448.178 1366.159 722.117 5240.985
40 2916.986 2102.289 1083.38 7553.434
40 4.507457 7.179811 -2.392309 39.80023
40 20.73753 3.799922 2.536577 24.79572
39 1.26e+12 8.47e+11 3.79e+11 4.12e+12
79
Régression par la Méthode du Maximum de
Vraisemblance (MMV) Modèle 1
ARIMA regression
Sample: 5 - 39
|
|
Number of obs
|
=
|
35
|
|
|
Wald chi2(4)
|
=
|
34.84
|
Log likelihood =
|
-232.5353
|
Prob > chi2
|
=
|
0.0000
|
D2.DPIB
|
Coef.
|
OPG
Std. Err.
|
z
|
P>|z|
|
[95% Conf.
|
Interval]
|
DPIB
|
|
|
|
|
|
|
DEXPA
|
|
|
|
|
|
|
D2.
|
.0998843
|
.04477
|
2.23
|
0.026
|
.0121366
|
.1876319
|
D2CREDIT
|
|
|
|
|
|
|
D2.
|
7.64e-11
|
6.52e-11
|
1.17
|
0.241
|
-5.14e-11
|
2.04e-10
|
FBCF
|
|
|
|
|
|
|
D2.
|
-4.152364
|
4.291512
|
-0.97
|
0.333
|
-12.56357
|
4.258846
|
INF
|
|
|
|
|
|
|
D2.
|
8.219797
|
2.380959
|
3.45
|
0.001
|
3.553204
|
12.88639
|
_cons
|
-2.860633
|
22.56742
|
-0.13
|
0.899
|
-47.09197
|
41.3707
|
ARMA
ar
|
|
|
|
|
|
|
L1.
|
-.5290347
|
.1421031
|
-3.72
|
0.000
|
-.8075518
|
-.2505177
|
/sigma
|
184.977
|
28.40316
|
6.51
|
0.000
|
129.3078
|
240.6462
|
Note: The test of the variance against zero is one sided, and the
two-sided confidence interval is truncated at zero.
Modèle 2
80
ARIMA regression
|
|
|
|
Sample: 5 - 39
|
Number of obs
|
=
|
35
|
|
Wald chi2(3)
|
=
|
90.05
|
Log likelihood = -237.0869
|
Prob > chi2
|
=
|
0.0000
|
D2.DPIB
|
Coef.
|
OPG
Std. Err.
|
z
|
P>|z|
|
[95% Conf. Interval]
|
DPIB
|
|
|
|
|
|
|
DIMPA
|
|
|
|
|
|
|
D2.
|
.0807539
|
.0477222
|
1.69
|
0.091
|
-.0127799
|
.1742877
|
FBCF
|
|
|
|
|
|
|
D2.
|
-7.340292
|
7.256659
|
-1.01
|
0.312
|
-21.56308
|
6.882499
|
D2CREDIT
|
|
|
|
|
|
|
D2.
|
1.13e-10
|
6.58e-11
|
1.72
|
0.085
|
-1.57e-11
|
2.42e-10
|
_cons
|
-2.697338
|
24.37576
|
-0.11
|
0.912
|
-50.47295
|
45.07827
|
ARMA
ar
|
|
|
|
|
|
|
L1.
|
-.689549
|
.0785322
|
-8.78
|
0.000
|
-.8434693
|
-.5356287
|
/sigma
|
209.7105
|
22.01307
|
9.53
|
0.000
|
166.5657
|
252.8553
|
Note: The test of the variance against zero is one sided, and the
two-sided confidence interval is truncated at zero.
Évolution des exportations des produits agricoles
1400000
1200000
1000000
400000
800000
600000
200000
0
EXPA
81
Évolution des importations des produits agricoles
Evolution de `agriculture à la croissance
économique
82
|