ملحق رقم( 1 ): الا نحدار للدالة اللوغریثمیة للناتج المحلي الا جمالي

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1 ملحق رقم( 1 ): الا نحدار للدالة اللوغریثمیة للناتج المحلي الا جمالي Dependent Variable: LOG(GDP) Date: 03/01/17 Time: 14:53 Sample(adjusted): Included observations: 44 after adjusting endpoints Convergence achieved after 9 iterations C LOG(X) LOG(M) LOG(EX) AR(1) 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) 0000 Inverted AR Roots

2 ملحق رقم( 2 ) إستقرار الناتج المحلي الاجمالي Null Hypothesis: GDP has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=9) t-statistic Prob.* Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level *MacKinnon (1996) one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: D(GDP) Date: 03/01/17 Time: 14:57 Sample(adjusted): Included observations: 44 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 1.54E+10 Schwarz criterion Log likelihood F-statistic Durbin-Watson stat Prob(F-statistic)

3 ملحق رقم (3) إستقرار سعر الصرف Null Hypothesis: D(EX) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=9) t-statistic Prob.* Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level *MacKinnon (1996) one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: D(EX,2) Date: 03/01/17 Time: 14:58 Sample(adjusted): Included observations: 43 after adjusting endpoints D(EX(-1)) C R-squared Mean dependent var 1860 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)

4 ملحق رقم (4) إستقرار الصادرات Null Hypothesis: D(X) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=9) t-statistic Prob.* Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level *MacKinnon (1996) one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: D(X,2) Date: 03/01/17 Time: 14:59 Sample(adjusted): Included observations: 43 after adjusting endpoints D(X(-1)) 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)

5 ملحق رقم( 5 ) إستقرار الواردات Null Hypothesis: D(M) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=9) t-statistic Prob.* Augmented Dickey-Fuller test statistic Test critical values: 1% level % level % level *MacKinnon (1996) one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: D(M,2) Date: 03/01/17 Time: 15:00 Sample(adjusted): Included observations: 43 after adjusting endpoints D(M(-1)) 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) التكامل المشترك Date: 03/01/17 Time: 15:04 Sample(adjusted): Included observations: 43 after adjusting endpoints Trend assumption: Linear deterministic trend Series: M X GDP EX Lags interval (in first differences): 1 to 1 Unrestricted Cointegration Rank Test Hypothesized Trace 5 Percent 1 Percent No. of CE(s) Eigenvalue Statistic Critical Value Critical Value None ** At most At most At most *(**) denotes rejection of the hypothesis at the 5%(1%) level Trace test indicates 1 cointegrating equation(s) at both 5% and 1% levels Hypothesized Max-Eigen 5 Percent 1 Percent No. of CE(s) Eigenvalue Statistic Critical Value Critical Value None ** At most At most At most *(**) denotes rejection of the hypothesis at the 5%(1%) level Max-eigenvalue test indicates 1 cointegrating equation(s) at both 5% and 1% levels Unrestricted Cointegrating Coefficients (normalized by b'*s11*b=i): M X GDP EX E E E E E E

7 ملحق رقم (7) إختلاف التباین White Heteroskedasticity Test: F-statistic Probability Obs*R-squared Probability Test Equation: Dependent Variable: RESID^2 Date: 03/01/17 Time: 15:17 Sample: Included observations: 45 C LOG(M) (LOG(M))^ LOG(X) (LOG(X))^ LOG(EX) (LOG(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) ملحق رقم (8) الارتباط الذاتي للبواقي Dependent Variable: LOG(GDP) Date: 03/01/17 Time: 15:23 Sample(adjusted): Included observations: 44 after adjusting endpoints Convergence achieved after 9 iterations C LOG(M) LOG(X) LOG(EX) AR(1) 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) 0000 Inverted AR Roots

8 ملحق رقم (9) الارتباط الخطي M X EX M X EX ملحق رقم (10) التنبوء (قیمة ثایل ( Forecast: GDPF Actual: GDP Forecast sample: Included observations: 45 Root Mean Squared Error Mean Absolute Error Mean Abs. Percent Error Theil Inequality Coefficient Bias Proportion 0939 Variance Proportion 8768 Covariance Proportion GDPF Year Official Exchange Rate Parallel Rate Premium Temporary Advances to Government (Million SDGs) % % % % % % % % - ملحق رقم (11) بیانات سعر الصرف 200

9 % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % 1, % % 1, % 1, % 2, % 2, % 2, % 3,486.7 المصدر/ بیانات وزارة المالیة والا قتصاد الوطني 201

10 202 مقر قحلم (12) ةساردلا ةرتف للاخ يراجتلا نازیملاو تادراولاو تارداصلا ) ( ةنسلا تارداصلا تادراولا نازیملا ىراجتلا ةنسلا تارداصلا تادراولا نازیملا ىراجتلا /ردصملا يزكرملا نادوسلا كنب

11 ملحق رقم (13) الناتج المحلي الا جمالي بالا سعار الثابتة والجاریة خلال فترة الدراسة GDP at Constant Prices GDP at Current Prices GDP at Constant Prices GDP at Prices Current السنة السنة المصدر الجھاز المركزي للا حصاء 203