114 فر ود / MÂAREF Revue académique
فر ) ود ( ا : د ا م
MÂAREF (Revue académique) Partie : Sciences Economiques
ا
ا
ا ق ا
ا
ة
ارد
1990
-2016
د ا ا : سر ا ا ا ا ق او ا ل ا ا ل ة ا 1990 -2016 ذو ، ما ر او ك ا ا ا جذ و و ، ا ا إ م را ا ا ا ا ل ، ا ق او قو ا و ا أ ه ا ،ة اذإ ه ا قرا ا لو ا و ل ما ا johanson إ إ د و ا ة او ا ق او ا ت ، ا ا ه ا او و جذ ا و نأ فا ا ا نزا ا ا را 31 30 % ت ا : ا ، ا ق ا ، ا ل ا ،ك ا جذ ا . Abstract:This research examines the relationship between employment rate and public spending in Algeria during the period of 1990-2016, using the methodology of the Co-integration, causality test and ECM model. The research found that the time series of employment rate and public spending are non-stationary, and to make them stationary the first differences are applied. Therefore, the time series
are integrated of the first orders and using Johanson test, we found a co-integration between employment rate and public spending in Algeria, in addition to a causal relationship in one direction between them. After error correction model estimation, we found that the actual deviation from equilibrium between the two variables, is corrected by 31 30 % each year.
keywords: employment rate, public spending, Co-integration, ECM model. : نإ ا و ، آ ا ق ا م ا أ ا تاود او ا د ا ت ما ا) يد ا ،( ا ا إ ة ،ى ا ا و ا يد ا ط ا ت و
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ذ أ – ب - ا أ ارد – أ راردو ، و و ر ا تا . ا ة ا ل ا ا ا ق ا ءا إ إ ار ا ه ف ) 1990 -2016 ت رو ا أ ى ،( ل ا ق ا ى : د إ ً ا ذو ، ا ا ؟ ا و ه ا ا ا : ا ة ا ل ا ا ق ا ر :ً وأ 1990 -2016 ؛ ة ا ا ا ق ا ا ا :ً 1990 - 2016 ؛ ا ق ا :ً ة ا ا ل 1990 -2016 :ً وأ ة ا ل ا ا ق ا ر 1990 -2016 ق ا ا ا ، ا ل ر ) ر 01 ا ا ( ) ر 01 ) ة ا ل ا ا ق ا ر :( 1990 -2016 ( :ر ا ) ر ا ت د ا دا إ 01 ( ) ر 01 ( ر ق ا م ا ا ا إ أ : 1 - ) و ا ا 1990 -1990 :( ل ه ا ر ء ى د و ،ق ا ا إ ا د ا ز ا ت ا ء و ع و ا ا ت ا تا 1 ، ا أ ي ا و ا إ قو ا و ا ر إ ا 2 : ا ه و
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1 ، ا ا ، ،" د او ا ز ا ا ا" ،ل 1993 ص ، 170 2 ، و ا ا ، إ ل ت د ا ،" ا ا يد ا ح او ا ت " ، د ا 01 ت د او ا ، ، ا ، إ ل 2004 ص ، 190 ) و ا ة ا 1990 - 1994 ت ا ة و ( ا دا ، ا ا م ا ق ا 136 5 جد ر 1990 أ ، 1994 و 566 329 ر ؛جد ) ا ة ا 1995 - 1999 ا ت ا ة و ( ا و ، و ا ا قو ق ا 961 682 جد ر 1990 إ 724 609 جد ر 1996 2 - ) ا ا 2000 -2016 ل :( ه ا ف ق ا م ا ر ا ر ، ا ر أ ع ر إ ا ه و ت و ا : ) و ا ة ا 2000 - 2013 ة و ( ا ش ا و ا ،يد ا ق ا ا 1178 122 جد ر 2000 إ 7879 8 ر جد 2013 ر أ ع را ، ا ا ا 27 6 $ 2000 إ 105 87 $ 2013 1 ؛ ) ا ة ا 2014 - 2016 ر أ ا ة و ( ا ا 96 29 $ 2014 إ 40 68 $ 2016 2 هرو ا و ، ا ق ا ة ا ا ا ق ا ا ا :ً 1990 - 2016 ) ر ل ا ا 02 ا ا ( ) ر 02 ا ت ر :( ة ا او 1990 -2016 :ر ا ) ر ا ت د ا دا إ 01 ( ا ) ر 02 ة ا ا ت ر نإ ( 1990 -2016 :
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1 ي ا" ، ا ا د ا او ) ة 2000 -2013 ، ا ا ،"( 2014 ص ، 10 2 ا ض ا" ، و ا ر أ ا ،" ا يد ا ا ق ا و ا ل و ، ، أ 2015 ص ، 121 - ) و ا ا 1990 -1999 :( ه ل ا ا ا ا ا ا ل ، ا ا ء إ ، ا ل ف 50000 ة ي ل 1990 -1994 إ ، 40000 ة 1994 - 1998 1 ا و ا ا د ا ت ض ا ر أ لو ا 2 طو ، قو ا او ، و ا ت ا 3 2 - ا ا 2000 -2016 ا ه ت : ض ا ت ، ا 2001 ن ا ش ا و ،يد ا أ 457400 4 و 2005 ا ا ا ق إ 5031692 5 و 2010 ،يد ا ا عو ا ا را ا 10812000 2010 إ 11802000 2014 6 ثا ا 1935031 لو ا ر أ ر 2014 ا ً را 2015 و 2016 ا ا 11 2 و % 10 5 % ة ا ا ا ق ا :ً 1990 -2016 ا ا ق ا ا ا ءا را ا جذ و ، م ت ا ، ا ف ي ا ر ا ه و ، ا LMT و ا ل LG : جذ ا ن و ا ق
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1 ا ، ا ا ، ر ،" ا ا ر إ ا و ا" ،ن ا 2004 ص ، 101 2 ، ، ا ا ، ا ت ارد ،" ا ا ا" ، ا ا ا ا 1993 ، ص 55 3 او ا إ" ، ت ة ا ل ا ا 1970 _ 2005 ،هار د و أ ،" ، ا ا 2007 ص ، 172 4 ل ا" ، ا ق ا م ا ا و ا و ز ى و ا ر ا )ة ا ا ا 2001 - 2014 او م ا ر ا ا ل و ا ا ا ،( )ة ا ل يد ا او ر او ا 2001 - 2014 ،( 1 ، ، 11 و 12 سر 2013 ص ، 5 5 ا يد ا ق آ" ، او ف ا يد ا او 2009 ، ا ا ،" د 2008 ، ص 266 ONS, "Activité, Emploi et Chômage En Septembre 2015 ", Données Statistiques n° 726, Algérie, Décembre 2015, p1.
1 - ا را ا ارد ) ر لو ل : ا 01 ا ا ( ) ر لو 01 تا ت ن ر ا :( جذ ا ر ا د ر ا ADF ) ى ا LEVL ( ) لو ا ق ا 1st Différence ( را ا ه او نو ه او ه او نو ه او ا ا 5 % -2.981038 -3.603202 -1.954414 -2.986225 -3.603202 -1.955020 LG -3.254051 -3.981109 4.015272 -3.832052 -4.134883 -2.940165 I(1) LTM -0.467889 -2.351173 3.386408 -5.807749 -5.686644 -3.952509 I(1) نو و ر ا PP ) ى ا LEVL ( ) لو ا ق ا 1st Différence ( را ا ه او نو ه او او ه نو ه او ا ا 5 % -2.981038 -3.595026 -1.954414 -2.986225 -3.603202 -1.955020 LG -3.254051 -3.522813 3.497467 -3.808977 -4.084869 -2.837471 I(1) LT -0.400269 -2.351173 3.919230 -5.869137 -5.743340 -3.978628 I(1) :ر ا إ ت د ا دا EVIEWS9 ) ا ا نأ t و ا ا ا أ ةر ا ( ) Mackinnon ( 5 ير ا % ADF و PP يإ ،لو ا ق ا نأ تا ا ر ا و و ا ل ا نأ ك ر د و إ ك ا LG و LTM 2 - ر ا ا ك ا : ما johanson إ إ د و ا ا LG و LTM ى 5 ،% او ) ر لو ا 02 ا ا ( لو ) ر 02 ر ا :( ا " ا ا johansen " Date: 07/11/17 Time: 11:37 Sample (adjusted): 1992 2016
Included observations: 25 after adjustments Trend assumption: Linear deterministic trend Series: LG LTM
Unrestricted Cointegration Rank Test (Trace)
Hypothesized Trace 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.** None * 0.753561 35.79475 15.49471 0.0000 At most 1 0.030668 0.778694 3.841466 0.3775 Trace test indicates 1 cointegrating eqn(s) at the 0.05 level * denotes rejection of the hypothesis at the 0.05 level **MacKinnon-Haug-Michelis (1999) p-values
Unrestricted Cointegration Rank Test (Maximum Eigenvalue)
Hypothesized Max-Eigen 0.05
No. of CE(s) Eigenvalue Statistic Critical Value Prob.** None * 0.753561 35.01606 14.26460 0.0000 At most 1 0.030668 0.778694 3.841466 0.3775 Max-eigenvalue test indicates 1 cointegrating eqn(s) at the 0.05 level * denotes rejection of the hypothesis at the 0.05 level **MacKinnon-Haug-Michelis (1999) p-values ت :ر ا EVIEWS9 نأ ا أ ا ا و ، ا أ زا ا و نأ ا ر ا رو ا إ جذ ا ي ا ت زا ا ة ا ، ا ذ ارد ا ا ا ق ا ، ا ل و ذو ) ر لو ل 03 ا ( ) ر لو ا 03 ا :( ا ا ل و ا ق ا
Pairwise Granger Causality Tests Date: 07/11/17 Time: 18:30
Sample: 1990 2016 Lags: 2
Null Hypothesis: Obs F-Statistic Prob. LTM does not Granger Cause LG 25 4.37393 0.7266 LG does not Granger Cause LTM 0.31343 0.0345
:ر ا ت
EVIEWS9
ا نأ ا ل ا ق ا ن ل ا ا F أ 5 او ،% ا ق ا ا ل ن ، ا ا ل ا F أ 5 و ،% جذ ء ا ECM ا 3 - نإ :جذ ا د و ى ا ا ل ) ر لو 04 ا ( لو ) ر 04 :( را ا ى ا ا Dependent Variable: LTM Method: Least Squares Date: 07/09/17 Time: 10:02 Sample: 1990 2016 Included observations: 27
Variable Coefficient Std. Error t-Statistic Prob. C
-5.343794 0.471516 -11.33322 0.0000 LG 0.669247 0.032838 20.38039 0.0000 R-squared 0.943228 Mean dependent var4.238286 Adjusted R-squared 0.940957 S.D. dependent var0.763592 S.E. of regression 0.185543 Akaike info criterion-0.459875 Sum squared resid 0.860654 Schwarz criterion-0.363887 Log likelihood 8.208307 Hannan-Quinn criter.-0.431332 F-statistic 415.3603 Durbin-Watson stat 0.376293 Prob(F-statistic) 0.000000 ت :ر ا EVIEWS9 ا ا β0 نأ دأ ى prob يو 0 0000 ، ل أ ل ا جذ ا هر 0 % ى 5 و % ا ق ا ، دأ نأ ى β1 يو prob=0.00 ا 5 ل ر إ ا ق ا نإ ل ا ا و ،% ل ا ة ا ّنأ ار ا و ، ا ا ل ك ّنأ ط را ي ، ا نأ ا ا Fcal ا و ا ا Ftab نأ ل جذ ا
4 - ر ا ن ا ) ر لو ا :را ا 05 ا ا ( ) ر لو 05 ا ا ن ر ا :( e ر ا د ر ا ADF ) ى ا LEVL ( ه او نو ه او ا ا 5 % -2.981038 -3.603202 -1.954414 E -3.805715 -5.313424 -3.769770 ت د ا دا إ :ر ا EVIEWS9 نأ ا ا ة و ا ل اد جذ ما ا ECM 5 - جذ ء ا ECM : جذ ء ا ECM ) ر لو ا 06 ( ) ر لو 06 جذ :( ا ECM Dependent Variable: DLTM Method: Least Squares Date: 07/11/17 Time: 21:19 Sample (adjusted): 1991 2016
Included observations: 26 after adjustments
Variable Coefficient Std. Error t-Statistic Prob. C 0.006055 0.024398 0.248174 0.8062 DLG 0.507194 0.113045 4.486632 0.0002 E(-1) -0.313003 0.106860 -2.929100 0.0075 R-squared 0.482707 Mean dependent var 0.083295 Adjusted R-squared 0.437725 S.D. dependent var 0.118453 S.E. of regression 0.088822 Akaike info criterion-1.896193 Sum squared resid 0.181456 Schwarz criterion-1.751028 Log likelihood 27.65051 Hannan-Quinn criter.-1.854391 F-statistic 10.73112 Durbin-Watson stat 1.839199 Prob(F-statistic) 0.000510 :ر ا ت EVIEWS9 إ ا ر ا ا ي او ىو 0 3130 ، نأ فا ا ا نزا ا ا را 31 30 % ، ي و
نأ ل ا 0 0075 ، إ نأ ا ا د و زا ا ى ا ، ا ق او ا ل و نأ ا 0 48 ا DURBIN- WATSON ن جذ ا از 6 - :جذ ا نأ ا ا ن ا ا نأو ، ا ء ا جذ او 6 -1 - ر ا ز ا ا ا TEST DE NORMALITE : ) ر 03 ا ( ا ) ر 03 ر ا جذ ا ا ا ز ا ر ا :( :ر ا ت EVIEWS9 إ نإ Jarque-Bera و 2 777 ي إ ا و ، ى 5 يو ردو % 1 نأ probabilité أ ى 5 ز جذ ا ا نإ ل و ،% 6 -2 - ر ا م ً و :ر ا جذ ا ر Breusch لو ) ر 07 ( ا ) ر لو 07 ر ا :( Breusch
Heteroskedasticity Test: Breusch-Pagan-Godfrey F-statistic0.362480 Prob. F(2,23) 0.6999 Obs*R-squared0.794479 Prob. Chi-Square(2) 0.6722 Scaled explained SS0.617503 Prob. Chi-Square(2) 0.7344
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 07/11/17 Time: 23:35 Sample: 1991 2016 Included observations: 26
Variable Coefficient Std. Error t-Statistic Prob. C 0.007645 0.002829 2.702974 0.0127 0 1 2 3 4 5 6 -0.20 -0.15 -0.10 -0.05 0.00 0.05 0.10 Series: Residuals Sample 1991 2016 Observations 26 Mean -5.34e-18 Median 0.009905 Maximum 0.116184 Minimum -0.206821 Std. Dev. 0.085195 Skewness -0.800625 Kurtosis 2.986450 Jarque-Bera 2.777867 Probability 0.249341
DLG0.004078- 0.013105 -0.311201 0.7585 E(-1)0.010530 0.012388 0.849990 0.4041 R-squared0.030557 Mean dependent var0.006979 Adjusted R-squared0.053743- S.D. dependent var0.010031 S.E. of regression0.010297 Akaike info criterion-6.205717 Sum squared resid0.002439 Schwarz criterion-6.060552 Log likelihood83.67432 Hannan-Quinn criter.-6.163914 F-statistic0.362480 Durbin-Watson stat 2.363195 Prob(F-statistic)0.699853 :ر ا ت EVIEWS9 ) ر لو ل 07 نإ ( prob=0.67 أ و 5 ل ،% ا ت 6 -3 - ر ا ط ر ا ا ا ر ا ل :ء د ن او ) ر 04 ا ا ( ) ر 04 :( ل ا ر او د ر ا جذ ن او 4 2.70 2.54 2 dU =1.46 dL=1.30 0 P<4 ? P=0 P=0 ? P>0 ط را اذ ةد د و م اذ ط را د و م اذ ط را ةد اذ ط را :ر ا ر ا إ لو د ا دا إ د او ن ا ا نإ اذ ط را د و م ء ا : و ل ا ا ق ا ا ار ا ا و ا ل ا ة ذو ، ا س أ ا ت ا ل ل ا ة ا 1990 -2016 أ ذ ا لو ا ا ار ا م ي ا ص ا ا تا ، ار ا ا ت ا ر ة ا ل او ا ل ر و ا 1990 -2016 أ ا ا أ ت ا ا ل ، ا ا ا ما ا ر او ك ا ا جذ و إ و ا : ا ا
م را ا ا ا ل و ا ق ا ، ا قو ا ه أ و ا ا ،ة اذإ ه ا ا قرا ا ؛ و ا ءا إ ر ا ا ا ا ما johanson إ د و ا ، ا ل و ا ق ا ا و أ زا ا ا ؛ ا ه ا ، او يأ ا نأ ا ق ا ا ، ا ل أ ا ن ا ا ل ؛ ا ق ا جذ ا و نأ فا ا ا نزا ا ا را 31 30 % نأ إ ى جذ ا ر ا ، ز ا ن ا و ا ، إ جذ ا نأ و ، ا ا ق ا د او ، ا ل و ا ا ل نأ ا ق ا ع ر و ،(ق ا ا) ا ض ا ا ا ق ا ش ا ا و ،لو ا ر أ ر ة ا 2014 - 2016 ا ا د ، ا ل و ا ق ا ى ا ا ا : 1 . ، ا ت ارد ،" ا ا ا" ، ا ا ا ا ، ، ا ا 1993 2 . ،" ا ا يد ا ح او ا ت " ، د ا ، و ا ا ، إ ل ت د ا 01 ، إ ل ت د او ا ، ، ا 2004 3 . ل ا" ، ا ق ا م ا ا او ز و ا ى و ر ا )ة ا ا 2001 - 2014 ل و ا ا ا ،"( ة يد ا او ر او ا او م ا ر ا ا ) 2001 -2014 ،( 1 ، ، 11 و 12 سر 2013 4 . ا ض ا" ، و ا ر أ ا ،" ا يد ا ا ق ا و ا ل و ، ، أ 2015 5 . ي ا" ، ا ا د ا او ) ة 2000 -2013 ،"( ، ا ا 2014 6 . ا ا" ،ل ، ا ا ، ،" د او ا ز ا 1993
7 . تاد " ،ر ح ت ا ة ا او ا ف ا او قو ا ،" ا ر ، ، ا ا 2008 8 . ا ا يد ا ، او ق آ" ف ا يد ا او 2009 " د ، ا ا ، 2008 9 . يد أ"، د ا ا ا ،" ا ا ر ، ، ا ، 2007 10 . ا ا ر إ ا و ا" ،ن ا ا ،" ، ا ا ، ر 2004 11 . ة ا ل ا ا او ا إ" ، ت 1970 - 2005 ، ا ا ،هار د و أ ،" 2007
12. ONS, "Activité, Emploi et Chômage En Septembre 2015 ", Données Sta-tistiques n° 726, Algérie, Décembre 2015, p1.
13. Patterson.K, "An Introduction to Applied Econometrics: A Time Series Approach". Palgrave, New York, 2002, p265.
