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[7] 2010-1971 :
. 1 .
. 2
) (ARDL :
. 1 ) ) ( I(0
) )( I(1
. 2 )
( ) I(0 ).I(1

*
.

//


)(ARDL

@ @@{9}@Z@a@Z@1 - 1


t .

.
) (

.

: 2 - 1 :

) (ARDL ) (


.

.

...
/)(-
@ @a@kba@M@2
1 2 ): (Time Series

][6

.
"
t T
} T
)(
:

{ Y(t) , t

) Y(t

) (
)Y = f(t

) (
Y :
) Y = f (t , x1 , x2 , ..,xk

1- 1 -2 :

][9,8

Stationary in Time Series

) (Strictly Stationary :


)(ARDL
E ( Xt ) =

.1

Var (Xt ) = x

.2

.3 Xt , Xt+k k

) k = Cov (Xt , Xt+k) = E [( Xt )( Xt+k -
k

k= 1,2,..T

.

.

.

2 1 - 2 :Unit Roots tests

][9,8,6 ,1

Spurious

) ( Regression
(Unit
) Roots

...
/)(-

.
) (Integrated of Order 1) I(1
) (
) I(2
) I(0 Xt )(d
). (d
)(AR
Autoregressive Model P
) AR(P .
)Yt = 1 Yt-1 + 2 Yt-2 + .+ P Yt-p + t ..(1
)(Lag operator :
)= t (2

. P LP ) Yt

(1-1L - 2 L

)..(3

(L) Yt = t

:
).(4

) (L) = (1-1L - 2 L2 . P Lp

p=1 ) (1
:
)(5

Yt = 1 Yt-1 + t


)(ARDL
)AR(1

)(L

Markov process

) (Lag operator ) AR(1

:
)..(6

Yt - 1 Yt-1 = t
(1 - 1L) Yt = t

)..(7

(L) Yt = t

).(8
-:

)= 1 - 1L ..(9

)(L

(L) =0

:
1 - 1L =0
1L = 1

)(10

< 1

= 1

) (

:
": )(Augmented Dickey-Fuller test-ADF

][10,9

-) (DF test-1979
) (Autoregressive(AR) process
:

...
/)(-
).(11

Yt = + Yt-1 + t

:
: P : t )
: Yt Yt :

)(

(white noise

- Yt -1

Yt = Yt

) (11 )( Dickey-Fuller
).Test- (DF
" ) (DF

) (a ,b ,c
)(n ) (
). (DF
.1 ):(a
.
Yt = Yt-1 + ut

) .(12

.2 ).(b
. C
)...(13

+ ut

Yt = C + Yt-1

( :
:
1) E(Ut) = 0 , t
= ) E (Ut ,Us

)2

) Ut ~ iid (0 ,


)(ARDL
.3 ).(c

).(14

Yt = C + t + Yt-1 + ut

) (ut ) (a,b,c
) (Autocorrelation
).(14)(13)(12 ) (ADF
) (C :
).(15

Yt-i + ut

Yt-1 +

Yt = C + t +

) (a ). (b

)(ut

) (white noise .
:
) : (
) : (

H0 : = 0
H1 : < 0

) *
). (16

( :

= *

:
:

. Yt-1

:S .

...
/)(-

- ) (Dickey and Fuller

)(m,n,

) *

ADF m )(a,b,c
][9

). (Mackinnon .1991

][14

) (
H0 H1
) (Unit Root
) .( stationary
)( Non stationary

) (first difference
...........

" : ):(Phillips and perron) (P-P

][17,9

) (P-P ) (ADF
-

) (DF ) (a ) (DF

) (non parametric ) (t ) (
) (DF
.


)(ARDL
-) ( PP
):(OLS
)= + Yt-1 + t (17

Yt

:
)(18

+ 2 T-1

S2 = T-1

:
: T
_*

: L .

) (H0 : = 0

) ( H1 : < 0

) (.
).(ADF
) ( Critical Value
). (asymptotic distribution
3 2

][16 ,15,9,8,2

)Autoregressive Distributed lag model (ARDL

) (
) (
)( Y X
) (
.

...
/)(-
)(X
Distributed lag models

:
Yt = 0 Xt + 1 Xt-1 + 2 Xt-2 + .+ P Xt-p + ut

).(19

Yt ) (Y (Autoregressive
)Model) AR(P :
)Yt = 1 Yt-1 + 2 Yt-2 + .+ P Yt-p + t ..(20


.
"
.
k :
X2t-j ++

2j

X1t-i +

)..(21

Yt-i +

1i
t

Yt = + t +

Xkt-s

ks

:
:

:P ) Y .(Yt


)(ARDL
:q1 , q2 ,,qK ) ( X1,X2,..,XK
K .
:t ) (
t

: ) ( .

) (21 ) ARDL ( p , q1 , q2 , .,qk

) ARDL (1,1
) (p=1, q=1 :
Yt = + t + 1 Yt-1 + 0 Xt + 1 Xt-1

)+ t .(22

) ( L :
+ t
+ t

= + t + 0 Xt + 1 Xt-1
= + t + (0 + L ) Xt

Yt - Yt-1
(1 - L ) Yt

Xt +
)...(23

= Yt
+ Ut

(L) Xt

Yt

= +t+

:
= )(L

) (23 . OLS

) Autoregressive Distributed lag model (ARDL

) Unrestricted Error Correction Model(UECM
:

][2

.1 .

...
/)(-
.2 .
.3
.4
.
.5 ) I(0
) I(1
) I(2 .
.6
.

4 2 ARDL

][16,12,9,5,2,1

) Engel and

(Granger1987




.

.
)( .


)(ARDL
) ( ) (Cointegration
) ECM

(Error Correction Model

) ( :
. 1

)( Engle and Granger ) (1987

][11

.
.2 ) Johansen ( 1988-1991
)(1990

][13

Johansen and Juselius

) ( .


.

) (
)(ARDL .
). Pesaran at al.(2001
Y k X1,
X2,Xk ) ARDL(p,q1,q2, qk :
= C + 1 Yt-1 + 2 X1t-1 + 3 X2t-1 + ...+ k+1 Xkt-1
X2 t-i

3i

t-i

X1

Yt-i +

2i

) Xk t-i + t . (24

k+1i

1i

Yt
+

+.. +

:
t

: ) (.

:P,q1 ,q2 ,qk Y,X1,X2,Xk .

...
/)(-
) (
:
1= 2 = ...= k+1 =0

H0 :

:
1 2 .. k+1 0

H1:

) ( .
k+1 ........ 21
). FY (Y/X1,X2,..Xk

(
)

X1
X2 ) ( ) ( Xk)

( .

i1

. ik+1 ........ i2

) (ARDL :

][2

:

UECM) (24
Autoregressive Model Unrestricted Vector
:


)(ARDL
.1 )Final Prediction Error (FPE)(1969
.2
.3

) Akaike ( AIC : 1973

) Schwarz (SC ; 1978

.4 )Hannan and Quinn (H Q ; 1979

.
:

][3

UECM ) (24

) . (OLS
General to Specific

.
(
:

Wald F -

.
F :

][9

= F

).(25

:
: SSe R ) (
1= 2 = ...= k+1 =0

H0 :

: SSe u ) () (
1 2 .. k+1 0

H1:

...
/)(-
:M : N ) (
: K
:
F
F )(
) Pesaran et al. (2001 F -

) ( ) I(0

) . I(1 :
.1 F - F

) (.
.2 F F
.
.3 F F
.
.

)I(1

F -


)(ARDL
) I(0
F - .
- 3 :

][4

.



.




.



%10 .

...
/)(-


.

Autoregressive

) Distributed Lag Models (ARDL

2010 - 1971

) (1

) (1
.
: 1 3 :

) Eviews 7

), R2

( ( S.e ,AIC,

) SIC H-Q ).(1

@
@
@
@
@
@
@
@
@
@
@
@

@
@
@
@
@
@
@
@
@
@
@
@


)(ARDL
a@xa@@bn@na@wbn@|@@(1) @@u

0.85

0.84

105.09

38294.52

24.016

24.142

0.95

0.94

329.58

0.199905

-0.309

-0.183

0.57

0.55

25.01

0.565386

1.769

1.896

1.815

)LnY=f(x1,x2

SC

H-Q

-0.264

)LnY=f(lnx1,lnx2

24.061

)Y=f(X1,X2

AIC
S.e
F

: ) ( Eviews 7

.
)LnY=f(lnx1,lnx2
).(26

LnY = 0 + 1 LnX1 +2 Ln X2 +Ut

:
: )(

LnY

: LnX1 )(
: Ln X2 ) (
2 1 0
Ut

...
/)(-
@ @aa@pan@a@ba@|@bja@a@H1I@
@
@
@
@
@
@
@
@
@
@
@
@
@
@
@
@
@
@
@
@
@
@
@
@
@
@
@
@
@
@
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@
@

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@
@
@
@
@
@
@
@
@
@
@
@
@
@
@
@
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@
@
@
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@
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@
@
@
@
@
@
@
@
@
@

LnY
13
12
11
10
9
8
2010

2005

2000

1995

2010

2005

2000

1995

2010

2005

2000

1995

1990

1985

1980

1975

LnX1
14
13
12
11
10
9
1990

1985

1980

1975

LnX2
14
12
10
8
6
4
1990

1985

1980

1975


)(ARDL
@ @
@ @
:2 3 :

)H- SC AIC
(FPEQ ) (Eviews 7
:
" -: LnY
:
Lag

FPE

AIC

SIC

HQ

0.776727

2.585197

2.628736

2.600547

*0.632108

*2.379077

*2.466153

*2.409775

0.635542

2.384243

2.514858

2.430291

0.669481

2.435776

2.609929

2.497173

: ) ( Eviews 7

Ln Y ) (Lag=1
) . (H-Q , SIC , AIC , FPE

...
/)(-
" -: Ln X1
:
HQ

FPE

Lag
0

2.523999 0.730618

2.567537

2.539348

2.09037

2.194423 0.525530

*2.281499

*2.225121

*1.80664

2.181225* 0.518770* 2

2.311840

2.227273

1.80978

2.234620 0.547491

2.408773

2.296017

1.87172

SIC

AIC

: ) ( Eviews 7

Ln X1 )(Lag=1
) (FPE ,AIC )(Lag=2 ) ( SIC , H-Q

)(Lag=1 ADF
.
" -: Ln X2
:
Lag
0
1
2
3

FPE

AIC

SIC

14.63553
0.286947
*0.264454
0.279001

5.521316
1.589312
*1.507431
1.560488

5.564854
1.676389
*1.638046
1.734641

HQ
5.536665
1.620011
*1.553479
1.621885

: ) ( Eviews 7


)(ARDL
Ln X2 )(Lag=2
.

: 3 - 3 )( unit root tests

) ( ADF ) (P.P
)(2 )(3
@ @aa@pan@ADF@bjna@wbn@j@H@2@I@u

)I(d

LnX1
Lag=1

-0.3515
][0.5518

-3.2280
][0.0258

-3.1935
][0.1006

---

---

----

)I(0

LnX2
Lag=2

1.2895
][0.9474

-0.6166
][0.8550

-1.9736
][0.5966

-3.6051
][0.0007

-4.1144
][0.0027

-4.0302
][0.0159

)I(1

1%

-2.6256

-3.6104

-4.2118

-2.6272

-3.6155

-4.2191

5%

-1.9496

-2.9389

-3.5297

-1.9498

-2.9411

-3.5330

-1.6116 10%

-2.6079

-3.1964

-1.6114

-2.6090

-3.1983

HaI

-0.3388
][0.5566

-3.6451
][0.0091

-3.6246
][0.0405

---

---

----

)I(0

@ @ua@a

Ln Y
Lag=1

...
/)(-
@ @aa@pan P.P @i@j@bjna@wbn@@H@3@I@u

@ @by
bna
)I(d

Ln Y
Lag=1

-0.3599
][0.5486

-3.6388
][0.0093

-3.6074
][0.0421

---

---

----

)I(0

LnX1
Lag=1
LnX2
Lag=2

-0.3790
][0.5412

-3.3050
][0.0214

-3.2691
][0.0865

---

---

----

)I(0

1.8527
][0.9830

-0.3399
][0.9095

-1.9352
][0.6172

-3.6055
][0.0007

-4.1268
][0.0026

-4.0429
][0.0154

)I(1

1%

-2.6256

-3.6104

-4.2118

-2.6272

-3.6155

-4.2191

5%

-1.9496

-2.9389

-3.5297

-1.9498

-2.9411

-3.5330

-1.6116 10
%

-2.6079

-3.1964

-1.6114

-2.6090

-3.1983

@ @ua@a
HaI

)(ADF ) (P.P

Eviews 7 :
. :LnY

) (ADF ) (b ) (3.6451

) (3.6104 1% %

) .I(0 ) (P.P ) (b
1% . %5


)(ARDL

:Ln X1

) (ADF ) (b ) (3.2280

) (2.9389 5%

) . I(0 ) (P.P )(b
. 5%
. :Ln X2

) (ADF ) (a,b,c

1% 5% 10%


) (a,b,c

. 5 % )I(1

. ) (P.P
. ADF
) I(0) I(1
) I(2 5%
F

Pesaran et

) al. (2001 ARDL

...
/)(-
) I(0 ) . I(1
.ARDL

: 4 3 ARDL
ARDL
UECM ) (24
LnY LnX1 LnX2
) ARDL(P,q1,q2 :
LnYt-i

1i

) + t.( 27

LnYt = C + 1 LnYt-1 + 2 LnX1t-1 + 3 LnX2t-1 +

t-i

LnX2

3i

t-i

LnX1

2i

:
:P,q1 ,q2 Y,X1,X2
:
t

: ) (

:
:
) (27
) SCAIC
(FPEH-Q

) (Eviews 7


)(ARDL
@ @UECM@@x@@ra@bia@@bna@b@(4)@a
Lag

FPE

AIC

0.439178

7.690741

7.736789 7.821356

0.005621

3.329836

*2.675445* 3.514028* 3.852296

*3.287701* 0.005450

3.610036 4.202006

2.776298

3.521230

3.981708 4.827379

3.084348

0.007076

SC

HQ

5.922016

)*( .
)(Lag=2 (FPE
) ,AIC )(Lag=1 ) ( SIC , H-Q

)(Lag=1
.
:
ARDL- UECM ) (27 )(Lag=1
-:
+ 2

LnYt = C + 1 LnYt-1 + 2 LnX1t-1 + 3 LnX2t-1 + 1 LnX1t

)LnX2t + t ...(28

:
1 : 2

LnX1 LnX2

) ( ) ( : LnX1 LnX2 .

...
/)(-
) (OLS
) (Eviews 7 ). (5
@ @ARDL- UECM@a@@da@|zm@xc@m@wbn@H@5@I@@u

p-value
0.2942
0.0001
0.0001
0.3538
0.0000
0.0317

T
-1.065923
-4.406338
4.423311
0.940469
23.54651
-2.243589

-0.4413
-0.1854
-0.3495
2.243

0.516919
0.159443
0.162701
0.007752
0.045371
0.061278

=AIC
=SC
=H-Q
=D.W

-0.550996
-0.702561
0.719676
0.007290
1.068317
-0.137484

168.83
0.9623
0.9566

Ln Yt-1
Ln x1t-1
Ln x2t-1
lnx1
lnx2

= F
= R2
2
=

) (

)(
= 1.02436
= 0.01037

)(
Ln x1
1.068317-0.137484 -

Ln x2


)(ARDL

:

) (1.068
10% % 10.68
. ) (1.024
10%
. 10.24 %
)(
) (-0.1375
.
) ( )(0.01
.
10% 0.1%
.
. :
) (
:
1= 2 = 3 =0

H0 :

: .
1 2 3 0

H1:

...
/)(-
3 21
) (6 _ Wald F
@ @
@ @HUECM - ARDL)@x@@ F bya_@Wald@bjna@|@H6@I@@u

p-value

F-
) (

6.7941
0.0011

)( F K=2


)I(0
)I(1
5.15
6.36
3.79
4.85
3.17
4.14

)FY(ln Y/lnx1,lnx2

1%
5%
10%

:K=2 .
F ). (25
:
F ) (6 )(
) Pesaran et al. (2001
(6.7941) F
1%
.


)(ARDL
@ @Conclusions@Z@pbubnna@1 - 4
:

)(ADF, P.P
) ( )I(0

)(

) I(1 ) . I(2
.ARDL

ARDL

) ( ) (Wald test
ARDL ) ( .



.


.

...
/)(-
Recommendations@@Zpbna@2 4
:


.

.
)
(
.
ARDL
...
.


(ARDL)
@g@iI@@@@@@a@n@HkaIa@@ubna@a@yba@xbna@|@H1I@@z
H2010-1971) pa@Hbn
HOIubna

b-a

-yba

/xbna

paa

699.5

71

418700

292900

1971

706.3

66

368700

260400

1972

610

68

246440

150330

1973

541.4

85

125250

67810

1974

468.3

80

116690

54650

1975

772.9

85

201280

155570

1976

779.3

90

240770

191000

1977

793.6

90

212870

168930

1978

674

83

230400

155300

1979

755.8

112

218300

165000

1980

712.2

130

224500

159900

1981

667.2

143

241000

160800

1982

481

158

223300

107400

1983

601.9

200

179100

107800

1984

602.5

250

242000

145800

1985

668.6

300

207900

139000

1986

667.6

300

293000

195600

1987

630.1

400

222800

140400

1988

737.3

500

313988

231630

1989

672.4

1000

338410

227531

1990

490.3

1700

384959

188764

1991

...
/)(-
1992

237295

669533

5000

354.4

1993

261902

518607

7000

505

1994

382865

651020

75000

588.1

1995

312804

657398

400000

475.8

1996

282935

436580

200000

648.1

1997

274255

460956

185000

595

1998

389475

604747

175000

644

1999

218484

350761

175000

622.9

2000

12398

16803

210000

737.8

2001

4900

11252

250000

435.5

2002

193767

216511

275000

895

2003

81315

122485

350000

663.9

2004

250275

351793

450000

711.4

2005

308660

428243

650000

720.8

2006

363338

502565

750000

723

2007

392803

497365

900000

789.8

2008

248157

339043

900000

731.9

2009

173074

219735

900000

787.6

2010

155829

191895

700000

812.1

:
- 1 , , - .
-2 .


)(ARDL
@ @ba

@ @Zia@ba
.1 ) "(2011
" ) (19 ).(288-267
.2 ) "(2007
" ) 28-27 (2007/
- ).(37-1
.3 " (2013)
" ).(178-143
.4 )"(2011
) "( Koyck , Adhoc
- 1 ).(22-1
.5 "(2005) "
).(694-644
.6 )" (2007
"
) (48
. 272- 251:

 ...
(-) /

Za@ba
7. Badi
H. Baltagi (1999 ) Econometrics , second Revised
Edition,(U.S.A, acid free paper, )ch 6, ch 14.
8. Damodar N. Gujarati, ( 2004 ) Basic Econometrics , fourth edition ,
McGraw-Hill , companies .
9. Dickey ,David . A ,and Fuller ,W. A., (1981) ,''likelihood ratio statistics
for autoregressive time series with a unit root'' Econometrica ,vol. 49,No.4;
p.p(1057-1072).
10. Engle, R.F, and Granger ,C.W.J. (1987) Co integration and error
Correction: Representation, estimation and Testing. Econometrica, vol. 55,
No. 2 . PP( 251-276).
11. Harvie, C. and Pahlavani ,M. (2006)" Sources of Economic Growth in
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