Stationalitatea variabilelor: Indicele LERNER

Am utilizat Phillips-Perron, (test for unit root in--- 1st difference, include in test equation --- none) H0 : ipoteza de nestationalitate H1: ipoteza de stationalitate Probabilitatea =0,0001 <0,05 => se respinge H0 => serie stationara

Coeficientul de concentrare GINI

Am utilizat Phillips-Perron, (test for unit root in--- level, include in test equation --- none) H0 : ipoteza de nestationalitate H1: ipoteza de stationalitate Probabilitatea =0,0039 <0,05 => se respinge H0 => serie stationara

CR5 (cota activelor primelor 5 mari banci privind volumul activelor)

Am utilizat Phillips-Perron, (test for unit root in--- level, include in test equation --- none) H0 : ipoteza de nestationalitate H1: ipoteza de stationalitate Probabilitatea =0,0025 <0,05 => se respinge H0 => serie stationara

Am utilizat ADF, (test for unit root in--- 2nd difference, include in test equation --- none) H0 : ipoteza de nestationalitate H1: ipoteza de stationalitate Probabilitatea =0,0011 <0,05 => se respinge H0 => serie stationara

IHH

Am utilizat Phillips-Perron, (test for unit root in--- level, include in test equation --- none) H0 : ipoteza de nestationalitate H1: ipoteza de stationalitate Probabilitatea =0,0032 <0,05 => se respinge H0 => serie stationara

Identificarea tipului de model

Coeficientul de concentrare bancara

 AR(1)

AR(1)

Testatea ipotezelor clasice 1. Testarea normalitatii CR5 + cota activelor primelor 5 mari banci privind volumul activelor

Jarque Bera = 4,254265 Probabilitatea 0,119179 > 0.05 rezulta NU SE RESPINGE H0 , H0 : ipoteza de normalitate, H1: distributia erorilor nu urmeaza o lege normala