ملحق رقم (1) بیانات الدراسة :
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1 ملحق رقم (1) بیانات الدراسة : السنة EX G POP INF GDP UE المصدر.بنك السودان المركزي, ووزارة العمل,ووزارة المالیة,والجھاز المركزي للاحصاء.
2 (2) نتاي ج اختبار سكون السلسلة : ملحق رقم استقرار معدل البطالھ ADF Test Statistic % Critical Value* % Critical Value % Critical Value *MacKinnon critical values for rejection of hypothesis of a unit root. Augmented Dickey-Fuller Test Equation Dependent Variable: D(UEF,2) Date: 07/20/15 Time: 12:47 Sample(adjusted): Included observations: 19 after adjusting endpoints D(UEF(-1)) D(UEF(-1),2) C R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)
3 ملحق رقم (3) استقرار الانفاق الحكومى ADF Test Statistic % Critical Value* % Critical Value % Critical Value *MacKinnon critical values for rejection of hypothesis of a unit root. Augmented Dickey-Fuller Test Equation Dependent Variable: D(G,3) Date: 07/18/15 Time: 04:31 Sample(adjusted): Included observations: 18 after adjusting endpoints D(G(-1),2) D(G(-1),3) C R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid 5.14E+11 Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)
4 ملحق رقم (4) استقرار الناتج المحلى الاجمالى PP Test Statistic % Critical Value* % Critical Value % Critical Value *MacKinnon critical values for rejection of hypothesis of a unit root. Lag truncation for Bartlett kernel: ( Newey-West suggests: 2 ) 2 Residual variance with no correction Residual variance with correction Phillips-Perron Test Equation Dependent Variable: D(GDP) Date: 07/18/15 Time: 04:36 Sample(adjusted): Included observations: 21 after adjusting endpoints GDP(-1) C R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid 1.45E+08 Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)
5 ملحق رقم (5) استقرار معدلات التضخم ADF Test Statistic % Critical Value* % Critical Value % Critical Value *MacKinnon critical values for rejection of hypothesis of a unit root. Augmented Dickey-Fuller Test Equation Dependent Variable: D(INF,2) Date: 07/18/15 Time: 04:37 Sample(adjusted): Included observations: 19 after adjusting endpoints D(INF(-1)) D(INF(-1),2) C R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)
6 ملحق رقم (6) استقرار حجم السكان ADF Test Statistic % Critical Value* % Critical Value % Critical Value *MacKinnon critical values for rejection of hypothesis of a unit root. Augmented Dickey-Fuller Test Equation Dependent Variable: D(pop,3) Date: 07/18/15 Time: 04:39 Sample(adjusted): Included observations: 18 after adjusting endpoints D(pop(-1),2) D(pop(-1),3) C R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid 3.10E+12 Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)
7 ملحق رقم (7) استقرار سعر الصرف ADF Test Statistic % Critical Value* % Critical Value % Critical Value *MacKinnon critical values for rejection of hypothesis of a unit root. Augmented Dickey-Fuller Test Equation Dependent Variable: D(EX,3) Date: 07/20/15 Time: 03:40 Sample(adjusted): Included observations: 18 after adjusting endpoints D(EX(-1),2) D(EX(-1),3) C R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)
8 ملحق رقم (8) تقدیر النموذج المقترح Dependent Variable: UE Date: 07/20/15 Time: 03:22 Sample: Included observations: 22 C GDP 1.52E E INF POP 3.72E E EX G 2.62E E R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic) ( ملحق رقم (9 الارتباط الخطى بین متغیرات النموذج GDP INF G N EX GDP INF G POP
9 EX ( ملحق رقم (10 اختبار اختلاف التباین للنموذج المقترح Dependent Variable: E*E Date: 07/20/15 Time: 03:28 Sample: Included observations: 22 C GDP -2.63E E G -1.61E E INF POP 3.07E E EX R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)
10 ملحق رقم( 11 ) اختبار التكامل المشترك Date: 07/20/15 Time: 03:33 Sample: Included observations: 20 Test assumption: Linear deterministic trend in the data Series: UE INF G EX POP Lags interval: 1 to 1 Likelihood 5 Percent 1 Percent Hypothesized Eigenvalue Ratio Critical Value Critical Value No. of CE(s) None ** At most 1 ** At most 2 * At most At most 4 *(**) denotes rejection of the hypothesis at 5%(1%) significance level L.R. test indicates 3 cointegrating equation(s) at 5% significance level
11 Dependent Variable: UE Date: 07/20/15 Time: 03:50 Sample: Included observations: 22 ملحق رقم (12 ( تقدیر النموذج المصحح C POP 3.86E E EX R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic) (13 ملحق رقم ) اختبار اختلاف التباین للنموذج المصحح Dependent Variable: E2*E2 Date: 07/20/15 Time: 03:47 Sample: Included observations: 22 C POP -3.27E E EX R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)
12 ملحق رقم (14) اختبار الارتباط الخطى للنموذج المصحح POP EX POP EX ملحق رقم (15) اختبار مقدره النموذج على التنبؤ Forecast: UEFF Actual: UE F Forecast sample: Included observations: 22 Root Mean Squared Error Mean A bsolute E rror Mean Abs. Percent Error Theil Inequality Coefficient B ias P roportion V ariance P roportion Covariance P roportion UEFF ± 2 S.E.
13 Dependent Variable: UE(-1) Date: 10/02/14 Time: 19:46 Sample(adjusted): Included observations: 20 after adjusting endpoints C GDP 3.75E E INF(-1) POP(-2) -1.15E E G(-2) 1.30E E EX(-2) R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)
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