_dy

Cameroun

Congo

Gabon

Coef.

P>|t|

Coef.

P>|t|

Coef.

P>|t|

$D{S}_{\left(-1\right)}$

−0.1921398

0.000

−0.3438125

0.000

−0.5650181

0.000

$p{p}_{\left(-1\right)}^{+}$

−0.0252221

0.014

−0.0056087

0.045

−0.1067386

0.001

$p{p}_{\left(-1\right)}^{-}$

0.0163911

0.011

0.0110237

0.001

0.3652056

0.000

$in{t}_{\left(-1\right)}^{+}$

0.2128584

0.309

0.4930374

0.003

1.163828

0.069

$in{t}_{t-1}^{-}$

0.3916983

0.000

0.7897673

0.000

3.925823

0.000

$tee{r}_{t-1}^{+}$

0.1323568

0.285

0.0339169

0.265

0.8364356

0.000

$tee{r}_{t-1}^{-}$ .

−0.3356252

0.011

−0.0485039

0.018

−1.164776

0.000

_dyL1.

0.6178889

0.000

0.6784145

0.000

0.6265661

0.000

$\Delta p{p}_{\left(-2\right)}^{+}$

−0.0499113

0.079

−0.0133196

0.327

0.2273109

0.019

$\Delta p{p}_{\left(-2\right)}^{-}$

0.0329552

0.099

−0.0030349

0.745

0.3909716

0.000

$\Delta in{t}_{\left(-2\right)}^{+}$

1.054262

0.039

2.533864

0.000

2.534575

0.091

$\Delta in{t}_{\left(-2\right)}^{-}$

1.754981

0.000

2.00642

0.000

4.631592

0.000

$\Delta tee{r}_{\left(-2\right)}^{+}$

−0.2384761

0.362

−0.0761579

0.121

0.281584

0.223

$\Delta tee{r}_{\left(-2\right)}^{-}$

−0.1279147

0.669

0.02204

0.485

−1.015697

0.000

trend

0.0227047

0.659

0.0105832

0.682

_cons

2.049524

0.001

0.1866204

0.123

15.79597

0.879

$F\left(27,46\right)=22.66\left(0.000\right)$ ; $R^2=0.9301$

$F\left(27,46\right)=37.11\left(0.0000\right)$

$R^2=0.9607$

$F\left(26,47\right)=16.85\left(0.000\right)$

$R^2=0.9378$

Dynamic asymmetric estimation for the Cameroun

Variable

Long term Asymmetry

Short term Asymmetry

Ppq

24.33

0.000

1.461

0.233

intq

0.6806

0.414

0.3443

0.560

teerq

4.93

0.031

0.7539

0.390

Dynamic asymmetric estimation for the Congo

Variable

Long term Asymmetry

Short term Asymmetry

Ppq

15.73

0.000

0.03516

0.852

intq

3.813

0.057

6.277

0.016

teerq

3.069

0.087

5.335

0.026

Dynamic asymmetric estimation for the Gabon

Variable

Long term Asymmetry

Short term Asymmetry

Ppq

45.03

0.000

8.151

0.007

intq

19.52

0.000

0.02148

0.884

teerq

58.58

0.000

8.25

0.007