AR : AutoRegressive ( les valeurs passées de la variable expliquée) Ex :
y t −1
DR : Dynamique Restreinte ou le modèle à correction d’erreurs (MCE)
Dependent Variable: IDH
Method: ARDL
Date: 06/21/26 Time: 21:15
Sample: 3 30
Included observations: 28
Dependent lags: 1 (Automatic)
Automatic-lag linear regressors (1 max. lags): GOUV_NORM_POS
GOUV_NORM_NEG RENTESTOTALESDESRESSOURCESNA COM
TAUXDINVESTISSEMENT
Deterministics: Unrestricted constant and no trend (Case 3)
Model selection method: Akaike info criterion (AIC)
Number of models evaluated: 32
Selected model: ARDL(1,1,1,0,0,1)
Variable Coefficient Std. Error t-Statistic Prob.*
IDH(-1) 0.706338 0.119994 5.886461 0.0000
GOUV_NORM_POS -0.053426 0.044479 -1.201146 0.2453
GOUV_NORM_POS(-1) 0.062542 0.043183 1.448289 0.1647
GOUV_NORM_NEG 0.069431 0.032857 2.113132 0.0488
GOUV_NORM_NEG(-1) -0.097136 0.027217 -3.568971 0.0022
RENTESTOTALESDESRESSOURCESNA -0.000443 0.000137 -3.234868 0.0046
COM -0.000262 0.000106 -2.466225 0.0239
TAUXDINVESTISSEMENT -0.000491 0.000648 -0.758285 0.4581
TAUXDINVESTISSEMENT(-1) -0.001634 0.000629 -2.599385 0.0181
C 0.265981 0.057052 4.662067 0.0002
R-squared 0.989491 Mean dependent var 0.600881
Adjusted R-squared 0.984237 S.D. dependent var 0.042412
S.E. of regression 0.005325 Akaike info criterion -7.360392
Sum squared resid 0.000510 Schwarz criterion -6.884604
Log likelihood 113.0455 Hannan-Quinn criter. -7.214939
F-statistic 188.3152 Durbin-Watson stat 1.940489
Prob(F-statistic) 0.000000
*Note: p-values and any subsequent test results do not account for model selection.
Null hypothesis: No levels relationship
Number of cointegrating variables: 5
Trend type: Unrest. constant (Case 3)
Sample size: 28
Test Statistic Value
F-statistic 5.236338
t-statistic -2.447310
10% 5% 1%
Sample Size I(0) I(1) I(0) I(1) I(0) I(1)
F-Statistic
30 2.578 3.858 3.125 4.608 4.537 6.370
Asymptotic 2.260 3.350 2.620 3.790 3.410 4.680
t-Statistic
Asymptotic -2.570 -3.860 -2.860 -4.190 -3.430 -4.790
* I(0) and I(1) are respectively the stationary and non-stationary bounds.
Dependent Variable: D(IDH)
Method: ARDL
Date: 06/21/26 Time: 21:15
Sample: 3 30
Included observations: 28
Dependent lags: 1 (Automatic)
Automatic-lag linear regressors (1 max. lags): GOUV_NORM_POS
GOUV_NORM_NEG RENTESTOTALESDESRESSOURCESNA COM
TAUXDINVESTISSEMENT
Deterministics: Unrestricted constant and no trend (Case 3)
Model selection method: Akaike info criterion (AIC)
Number of models evaluated: 32
Selected model: ARDL(1,1,1,0,0,1)
Variable Coefficient Std. Error t-Statistic Prob.
IDH(-1)* -0.293662 0.119994 -2.447310 0.0249
GOUV_NORM_POS(-1) 0.009116 0.031578 0.288685 0.7761
GOUV_NORM_NEG(-1) -0.027704 0.026913 -1.029405 0.3169
RENTESTOTALESDESRESSOURCESNA** -0.000443 0.000137 -3.234868 0.0046
COM** -0.000262 0.000106 -2.466225 0.0239
TAUXDINVESTISSEMENT(-1) -0.002125 0.000968 -2.196022 0.0414
D(GOUV_NORM_POS) -0.053426 0.044479 -1.201146 0.2453
D(GOUV_NORM_NEG) 0.069431 0.032857 2.113132 0.0488
D(TAUXDINVESTISSEMENT) -0.000491 0.000648 -0.758285 0.4581
C 0.265981 0.057052 4.662067 0.0002
R-squared 0.799062 Mean dependent var 0.003667
Adjusted R-squared 0.698593 S.D. dependent var 0.009699
S.E. of regression 0.005325 Akaike info criterion -7.360392
Sum squared resid 0.000510 Schwarz criterion -6.884604
Log likelihood 113.0455 Hannan-Quinn criter. -7.214939
F-statistic 7.953317 Durbin-Watson stat 1.940489
Prob(F-statistic) 0.000108
* p-values are incompatible with t-bounds distribution.
** Zero-lag variable.
Dependent Variable: D(IDH)
Method: ARDL
Date: 06/21/26 Time: 21:15
Sample: 3 30
Included observations: 28
Dependent lags: 1 (Automatic)
Automatic-lag linear regressors (1 max. lags): GOUV_NORM_POS
GOUV_NORM_NEG RENTESTOTALESDESRESSOURCESNA COM
TAUXDINVESTISSEMENT
Deterministics: Unrestricted constant and no trend (Case 3)
Model selection method: Akaike info criterion (AIC)
Number of models evaluated: 32
Selected model: ARDL(1,1,1,0,0,1)
Variable Coefficient Std. Error t-Statistic Prob.
COINTEQ* -0.293662 0.046348 -6.336029 0.0000
D(GOUV_NORM_POS) -0.053426 0.030752 -1.737320 0.0957
D(GOUV_NORM_NEG) 0.069431 0.020691 3.355636 0.0027
D(TAUXDINVESTISSEMENT) -0.000491 0.000414 -1.186314 0.2476
C 0.265981 0.040990 6.488979 0.0000
R-squared 0.799062 Mean dependent var 0.003667
Adjusted R-squared 0.764116 S.D. dependent var 0.009699
S.E. of regression 0.004711 Akaike info criterion -7.717534
Sum squared resid 0.000510 Schwarz criterion -7.479641
Log likelihood 113.0455 Hannan-Quinn criter. -7.644808
F-statistic 22.86579 Durbin-Watson stat 1.940489
Prob(F-statistic) 0.000000
* p-values are incompatible with t-Bounds distribution.
La variable dépendante (IDH)
Les variables indépendantes, la variable composite de gouvernances (6)
Les variables de contrôle sont :
- Rente totale des ressources Naturelles,
- Consommation Energie
- Commerce
- Taux d’investissement.