Page 289 - African-Issue 41Arabic

(6) ‫ﺟﺪول‬
.‫ﻧﺘﺎﺋﺞ اﺧﺘﺒﺎرات ﺟﺬر اﻟﻮﺣﺪة اﻟﺒﻮاﻗﻲ ﻣﻌﺎدﻟﺔ اﻟﺘﻜﺎﻣﻞ‬
ADF P-P
Method Statistic Prob.** Method Statistic Prob.**
ADF - Fisher Chi- PP - Fisher Chi- 0.0001
square 5.52652 0.7001 square 31.5139 0.2647

ADF - Choi Z-stat 2.44764 0.9928 PP - Choi Z-stat -0.6288 Prob.**
ADF P-P 0.0001
Method 1st. Differences 2st. Differences 0.0001
Statistic Prob.** Method Statistic
AsqDuFar-eFisher Chi- 31.7051 0.0000 PsqPu-arFeisher Chi-
18.4207

ADF - Choi Z-stat -4.3167 0.0000 PP - Choi Z-stat -3.7190
(EVIEW9 ) ‫ ﻣﻦ ﻣﺨﺮﺟﺎت ﺑﺮﻧﺎﻣﺞ‬. ‫ ﻣﻦ إﻋﺪاد اﻟﺒﺎﺣﺚ‬: ‫اﻟﻤﺼﺪر‬

(7) ‫ﺠدول رﻗم‬
‫درﺠﺎت اﺴتﻘ ارر اﻟﻔروق ﻟنموذﺠﻲ اﻟتضخم‬

Test critical values

Variables Differences t- 1% 5% 10% Prob
Statistic level level level

M2 ‫ﻋﺮض اﻟﻨﻘﻮد‬ 1st.Differences -4.43 -4.99 -3.88 -3.39 0.0224
V ‫ﺳﺮﻋﺔ دوران اﻟﻨﻘﻮد‬ 2st.Differences -4.38 -4.80 -3.79 -3.34 0.0193
2st.Differences -7.01 -4.89 -3.83 -3.36 0.0005
EX‫ﺳﻌﺮ اﻟﺼﺮف‬

(EVIEW9 ) ‫ ﻣﻦ ﻣﺨﺮﺟﺎت ﺑﺮﻧﺎﻣﺞ‬. ‫ ﻣﻦ إﻋﺪاد اﻟﺒﺎﺣﺚ‬: ‫اﻟﻤﺼﺪر‬

Dependent Variable: LY (8) ‫ﺠدول‬
Method: Least Squares 2.‫ﻨتﺎﺌﺞ ﺘﻘدﯿر ﻨموذج اﻟتضخم‬
Date: 03/19/16 Time: 11:59
Sample: 1996 2011
Included observations: 16

Variable Coefficient Std. Error t-Statistic Prob.
C 9.770977 0.1641
M2 -0.324879 6.593334 1.481948 0.4453
V -0.784942 0.411656 -0.789200 0.6447
EX -3.381798 1.659336 -0.473046 0.0019
0.673976 0.853969 -3.960097 2.581531
R-squared 0.592470 0.809107
Adjusted R-squared 0.516519 Mean dependent var 1.728907
S.E. of regression 3.201497 S.D. dependent var 1.922054
Sum squared resid -9.831256 Akaike info criterion 1.738798
Log likelihood 8.269034 0.812693
F-statistic 0.002988 Schwarz criterion
Prob(F-statistic) Hannan-Quinn criter.
Durbin-Watson stat

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