الملحق رقم (1): یوضح متغیرات النموذج.
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1 الملحق رقم (1): یوضح متغیرات النموذج. obs سعر الصرف (ER) الا ستھلاك (O) السكان (POP) التضخم (INF) الادخار (S) الدخل المتاح (YD) المصدر : تقریر بنك السودان المركزى( م) 71
2 . (co) الملحق رقم (2 ): یوضح سكون واستقرار الاستھلاك % ritical Value* PP Test Statistic % ritical Value % ritical Value *MacKinnon critical values for rejection of hypothesis of a unit root. ( Newey-West suggests: 3 ) Lag truncation for Bartlett kernel: E+12 Residual variance with no correction 7.51E+12 Residual variance with correction Phillips-Perron Test Equation Dependent : D(O,2) Date: 01/01/10 Time: 04:33 Sample(adjusted): Included observations: 26 after adjusting endpoints Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic) oefficient E D(O(-1)) R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat 72
3 الملحق رقم (3 ): یوضح سكون واستقرار التضخم (inf) % ritical Value* ADF Test Statistic % ritical Value % ritical Value *MacKinnon critical values for rejection of hypothesis of a unit root. Augmented Dickey-Fuller Test Equation Dependent : D(INF,2) Date: 01/01/10 Time: 09:55 Sample(adjusted): Included observations: 25 after adjusting endpoints Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic) oefficient D(INF(-1)) D(INF(-1),2) R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat 73
4 الملحق رقم (4 ): یوضح سكون واستقرار حجم السكان (pop) % ritical Value* ADF Test Statistic % ritical Value % ritical Value *MacKinnon critical values for rejection of hypothesis of a unit root. Augmented Dickey-Fuller Test Equation Dependent : D(POP) Date: 01/01/10 Time: 10:01 Sample(adjusted): Included observations: 26 after adjusting endpoints Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic) oefficient POP(-1) D(POP(-1)) R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat 74
5 الملحق رقم (5 ): یوضح سكون واستقرار الادخار (s) % ritical Value* ADF Test Statistic % ritical Value % ritical Value *MacKinnon critical values for rejection of hypothesis of a unit root. Augmented Dickey-Fuller Test Equation Dependent : D(S) Date: 01/01/10 Time: 10:04 Sample(adjusted): Included observations: 26 after adjusting endpoints Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic) oefficient E S(-1) D(S(-1)) R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat 75
6 الملحق رقم (6 ): یوضح سكون واستقرار الدخل المتاح (yd) % ritical Value* ADF Test Statistic % ritical Value % ritical Value *MacKinnon critical values for rejection of hypothesis of a unit root. Augmented Dickey-Fuller Test Equation Dependent : D(YD,2) Date: 01/01/10 Time: 10:13 Sample(adjusted): Included observations: 25 after adjusting endpoints Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic) oefficient E D(YD(-1)) D(YD(-1),2) R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat 76
7 الملحق رقم (7 ): یوضح سكون واستقرار سعر الصرف (ER) % ritical Value* ADF Test Statistic % ritical Value % ritical Value *MacKinnon critical values for rejection of hypothesis of a unit root. Augmented Dickey-Fuller Test Equation Dependent : D(ER,2) Date: 01/04/10 Time: 14:45 Sample(adjusted): Included observations: 25 after adjusting endpoints Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic) oefficient D(ER(-1)) R-squared Adjusted R-squared S.E. of regression 9.56E+12 Sum squared resid Log likelihood Durbin-Watson stat 77
8 الملحق رقم (8 ): یوضح اختبار التكامل المشترك باستخدام اختبار جوھانسون. Date: 01/04/10 Time: 12:36 Sample: Included observations: 26 Series: ER INF POP S YD O Lags interval: 1 to 1 None ** At most 1 ** At most 2 * At most 3 * At most 4 * At most 5 * *(**) denotes rejection of the hypothesis at 5%(1%) significance level Hypothesized No. of E(s) 1 Percent ritical Value Percent ritical Value Likelihood Ratio Test assumption: Linear deterministic trend in the data Eigenvalue L.R. test indicates 6 cointegrating equation(s) at 5% significance level 78
9 الملحق رقم (9 ): یوضح تقدیر دالة الاستھلاك فى السودان للفترة ( م) Dependent : O Date: 01/01/10 Time: 14:16 Sample(adjusted): Included observations: 27 after adjusting endpoints onvergence achieved after 10 iterations Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic) oefficient ER POP INF YD S AR(1) R-squared Adjusted R-squared S.E. of regression 9.77E+11 Sum squared resid Log likelihood Durbin-Watson stat Inverted AR Roots 79
10 الملحق رقم (10 ( یوضح اختبار Test:) (ARH - لكشف مشكلة اختلاف التباین. ARH Test: Probability Probability F-statistic Obs*R-squared Test Equation: Dependent : RESID^2 Date: 01/03/10 Time: 06:47 Sample(adjusted): Included observations: 26 after adjusting endpoints E E E Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic) oefficient 3.62E RESID^2(-1) R-squared Adjusted R-squared 6.81E+10 S.E. of regression 1.11E+23 Sum squared resid Log likelihood Durbin-Watson stat 80
11 الملحق رقم (11): یوضح مصفوفة الارتباطات بین المتغیرات المستقلة. YD S POP INF ER ER INF POP S YD 81
12 ( الملحق رقم (12): یوضح اختبار القوة التنبؤیة للنموذج باستخدام معامل ثایل THEIL) Forecas t: OF Ac tual: O Forecast sample: Included observations: 28 Root Mean Squared Error Mean Absolute Error Mean Abs. Perc ent Error Theil Inequality oeffic ient Bias Proportion Variance Proportion ovarianc e Proportion OF ± 2 S.E. 82
ملحق رقم (1) بیانات الدراسة :
ملحق رقم (1) بیانات الدراسة : السنة EX G POP INF GDP UE 0.045 778.28 23079 67.4 110.1 16.4 1990 0.81 947.13 230780 122.5 192.7 15.9 1991 1.133 4388.24 24494 119.2 421.8 15.4 1992 0.216 5573.6 25222 101.2
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