wfcreate(wf="chapitre10") a 1978 1993 read(a2) h:\livre\chapitre10.xls 8 'Problème n°1 : construction des variables et anayse descriptive '____________________________________________________ 'QUESTION 1 '------------------- genr qy = vent/pv 'qy = niveau de production scalar wk80 = wk(@dtoo("1980")) genr wk = wk/wk80*100 scalar wl80 = wl(@dtoo("1980")) genr wl = wl/wl80*100 'interprétation en francs constants 1980 'QUESTION 2 '------------------- genr ct = wk*xk + wl*xl + wci*xci 'Calcul du coût total genr sk = (wk*xk)/ct genr sl = (wl*xl)/ct genr sci = (wci*xci)/ct genr soms = sk + sl + sci soms.stats 'Calcul des parts de dépense et vérification du calcul 'QUESTION 3 '------------------- plot pv wci wk wl 'graphique représentant l'évolution des prix genr ik = xk / qy genr il = xl / qy genr ici = xci / qy 'Etude de l'intensivité de chaque facteur line(x) ik il ici 'Problème n°2 : Estimation du système de parts de dépenses et interprétation des résultats '____________________________________________________ 'Question 1 '--------------- genr lwk = LOG(wk) genr lwl = LOG(wl) genr lwci = LOG(wci) genr lwkci = LOG(wk/wci) genr lwlci = LOG(wl/wci) 'Question 2 '--------------- equation esk.ls sk c lwlci lwkci 'Equation de part de dépense en facteur capital equation esl.ls sl c lwkci lwlci 'Equation de part de dépense en facteur travail equation esci.ls sci c lwkci lwlci 'Equation de part de dépense en consommations intermédiaires 'Question 3 '--------------- system sys1 sys1.append sk=c(1)+c(2)*lwlci+c(3)*lwkci sys1.append sl=c(4)+c(2)*lwkci+c(5)*lwlci sys1.sur scalar ak = sys1.c(1) scalar akl =sys1.c(2) scalar akk = sys1.c(3) scalar al = sys1.c(4) scalar all = sys1.c(5) '*Sauvegarde des coefficients de l'estimation scalar aci=1-ak-al scalar acik=-akk-akl scalar acil=-all-akl scalar acici=-acik-acil 'Déduction des coefficients de l'equation omise genr lwlk=log(wl/wk) genr lwcik=log(wci/wk) system sys2 sys2.append sl=c(1)+c(2)*lwcik+c(3)*lwlk sys2.append sci=c(4)+c(2)*lwlk+c(5)*lwcik sys2.sur scalar bl = sys2.c(1) scalar blci =sys2.c(2) scalar bll = sys2.c(3) scalar bci = sys2.c(4) scalar bcici = sys2.c(5) '*Sauvegarde des coefficients de l'estimation scalar bk=1-bl-bci scalar bkl=-bll-blci scalar bkci=-blci-bcici scalar bkk=-bkl-bkci 'Déduction des coefficients de l'equation omise table(9,4) question3 question3(1,1)="ak" question3(2,1)="akk" question3(3,1)="akl" question3(4,1)="akci" question3(5,1)="al" question3(6,1)="all" question3(7,1)="alci" question3(8,1)="aci" question3(9,1)="acici" question3(1,2)=ak question3(2,2)=akk question3(3,2)=akl question3(4,2)=acik question3(5,2)=al question3(6,2)=all question3(7,2)=acil question3(8,2)=aci question3(9,2)=acici question3(1,3)="bk" question3(2,3)="bkk" question3(3,3)="bkl" question3(4,3)="bkci" question3(5,3)="bl" question3(6,3)="bll" question3(7,3)="blci" question3(8,3)="bci" question3(9,3)="bcici" question3(1,4)=bk question3(2,4)=bkk question3(3,4)=bkl question3(4,4)=bkci question3(5,4)=bl question3(6,4)=bll question3(7,4)=blci question3(8,4)=bci question3(9,4)=bcici 'Question 4 '--------------- system sys3 sys3.append sk=c(1)+c(2)*lwlci+c(3)*lwkci sys3.append sl=c(4)+c(2)*lwkci+c(5)*lwlci sys3.sur(i) scalar ck = sys3.c(1) scalar ckl =sys3.c(2) scalar ckk = sys3.c(3) scalar cl = sys3.c(4) scalar cll = sys3.c(5) '*Sauvegarde des coefficients de l'estimation scalar cci=1-ck-cl scalar ccik=-ckk-ckl scalar ccil=-cll-ckl scalar ccici=-ccik-ccil 'Déduction des coefficients de l'equation omise system sys4 sys4.append sl=c(1)+c(2)*lwcik+c(3)*lwlk sys4.append sci=c(4)+c(2)*lwlk+c(5)*lwcik sys4.sur(i) scalar dl = sys4.c(1) scalar dlci =sys4.c(2) scalar dll = sys4.c(3) scalar dci = sys4.c(4) scalar dcici = sys4.c(5) '*Sauvegarde des coefficients de l'estimation scalar dk=1-dl-dci scalar dkl=-dll-dlci scalar dkci=-dlci-dcici scalar dkk=-dkl-dkci 'Déduction des coefficients de l'equation omise table(9,4) question4 question4(1,1)="ck" question4(2,1)="ckk" question4(3,1)="ckl" question4(4,1)="ckci" question4(5,1)="cl" question4(6,1)="cll" question4(7,1)="clci" question4(8,1)="cci" question4(9,1)="ccici" question4(1,2)=ck question4(2,2)=ckk question4(3,2)=ckl question4(4,2)=ccik question4(5,2)=cl question4(6,2)=cll question4(7,2)=ccil question4(8,2)=cci question4(9,2)=ccici question4(1,3)="dk" question4(2,3)="dkk" question4(3,3)="dkl" question4(4,3)="dkci" question4(5,3)="dl" question4(6,3)="dll" question4(7,3)="dlci" question4(8,3)="dci" question4(9,3)="dcici" question4(1,4)=dk question4(2,4)=dkk question4(3,4)=dkl question4(4,4)=dkci question4(5,4)=dl question4(6,4)=dll question4(7,4)=dlci question4(8,4)=dci question4(9,4)=dcici 'Question 5 '--------------- GENR skk = (ckk + sk*sk - sk)/(sk*sk) GENR sll = (cll + sl*sl - sl)/(sl*sl) GENR scici = (ccici + sci*sci - sci)/(sci*sci) GENR skl = (ckl + sk*sl) / (sk*sl) GENR skci = (ccik + sk*sci) / (sk*sci) GENR slci = (ccil + sl*sci) / (sl*sci) '*Calcul des elasticités partielles de substitution de Allen GENR nkk = (ckk + sk*sk-sk) / sk GENR nkl = sk*skl GENR nkci = sk*skci GENR nll = (cll + sl*sl -sl) / sl GENR nlk = sl*skl GENR nlci = sl*slci GENR ncici = (ccici + sci*sci -sci) / sci GENR ncik = sci*skci GENR ncil = sci*slci '*Calcul des elasticités Prix