Eviews Can Ban

You might also like

Download as pdf or txt
Download as pdf or txt
You are on page 1of 53

Chng trnh Giang day Kinh te Fulbright

2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
8aI 9. EvIaWs ran ban
Fhan 1. IoI IhIau
EvIaWs
KhJi dong, thoat
0iao dien
Cac thanh thuc dJn
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 3
8IarI>Frograms>EvIaW4>EvIaW4
hha vao bieu tuJng
Eviews tren man hinh
de khJi dong.
August 2, 2007 FETP - Tran Thanh Phong 4
Man hnh dau IIan rua EvIaW 4
vung de nha cac lech
cua chuJng trinh
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 5
ThoaI khoI EvIaW
Chon thuc dJn File,
sau do chon Exit
August 2, 2007 FETP - Tran Thanh Phong 6
Thur don FIIa
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 7
Thur don EdII
August 2, 2007 FETP - Tran Thanh Phong 8
Thur don 0b|arIs
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 9
Thur don uIrk
August 2, 2007 FETP - Tran Thanh Phong 10
Thur don 0pIIons
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 11
Thur don uIrk
August 2, 2007 FETP - Tran Thanh Phong 12
Thur don 0pIIons
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 13
Thur don WIndoWs va haIp
Fhan Z. Thao Iar ro ban
Tao mJi workile (hew)
Luu workile (Save)
MJ workile san co (Load)
Thay doi kich thuJc workile (resi/ing)
Sa xe cac bien cua workile (sort)
Trich xuat du lieu tu workile (extracting)
Thay doi cach the hien cua workile
Cac doi tuJng va cac thao tac tren doi tuJng
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 15
6ar IoaI Fraquanry rua du IIau
knnuaI. Ta nha nam theo 4 ky tu hoac 2 ky tu deu duJc
vd: S0: 1O8O E0: 2OOO
8amIknnuaI (8). 1O5O:2 hay 1O5OS2 la tuJng duJng nhau
vd: S0: 1O5O:1 E0: 1O7OS2
uarIarIy (). vd: S0: 1O7O01 E0: 2OOO:4
MonIhIy (M). vd: S0: 1O45:1 E0: 1O7OM5
WaakIy (W), aIIy (d) (tuan 5 ngay), aIIy (7) (tuan 7 ngay)
vd: nha vao 8:1O:O7 ngay 1O thang 8 nam 1OO7
0ndaIad hoar IrraguIar (0). Khong theo chuoi thJi gian hoac du
lieu khong deu
vd: u 1 1OOO tao bien chua 1OOO quan sat
August 2, 2007 FETP - Tran Thanh Phong 16
Tao moI WorkIIIa
1. vao thuc dJn File/hew/workile
2. Chon loai requency thich hJ du lieu (vd: 0uaterly)
8. Tai Start date nha thJi gian cho quan sat thu
nhat (vd: 1O55:1)
4. Tai End date nha thJi gian cho quan sat cuoi
cung (vd: 2OOO:2)
5. hha 0K
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 17
Tao moI WorkIIIa
1. Ta da tao xong 1 workile co kha nang chua 751 quan
sat tu qui nam 1O55 den qui nam 2OOO.
2. hai doi tuJng C va Resid la do Eviews tao ra trong
moi workile.
August 2, 2007 FETP - Tran Thanh Phong 18
Luu moI WorkIIIa
1. vao thuc dJn File/Save As hoac File/Save
2. Chon thu muc chua workile tai Save in
8. Bat ten cho workile tai File name
4. Chon kieu cho workile tai Save as tye
5. hha nut Save de luu workile
Be mac dinh thu muc lam
viec trong Eviews ta chon.
Lan sau chon 0en hay
Save se tu dong vao thu
muc nay.
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 19
Mo moI WorkIIIa san ro
1. vao thuc dJn File/0en/workile
2. Tim thu muc chua workile tai Save in
8. Chon ten workile can mJ
4. hha nut 0en de mJ workile
August 2, 2007 FETP - Tran Thanh Phong 20
Thay doI krh Ihuor WorkIIIa
1. Thay doi thJi doan bat dau va ket thuc cua du lieu de
loai bo cac quan sat vuJt ra ngoai thJi doan mJi.
2. vao Frocs/Change workile Range
8. hha vao khoang thJi gian mJi va nha 0K.
4. hha Yes de xac nhan thay doi
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 21
8ap xap rar bIan rua WorkIIIa
1. Sa xe cac chuoi so lieu cua cac bien theo trat tu
tang hoac giam dan
2. vao Frocs/Sort Series
8. hha vao ten bien can sa xe.
4. Chon loai sa xe tang hay giam dan
5. hha 0K
Luu y: Khi sa xe cac quan sat theo chuoi thJi gian
thi se ha vJ tinh chat thJi gian cua cac quan sat.
August 2, 2007 FETP - Tran Thanh Phong 22
8ap xap rar bIan rua WorkIIIa
Sa xe cac gia tri
cua bien gd theo thu
tu tang dan
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 23
Trrh xuaI du IIau Iu WorkIIIa
1. 0ung de tao mot ta du lieu con trong ta du lieu ban
dau cua workile.
2. vao Frocs/Extract to new workile
8. Sua lai khoang thJi gian cho chuoi so lieu neu co
4. hha ten bien can trich xuat, neu de ` se xuat tat ca
cac bien sang workile mJi.
5. Chon cac lua chon can thiet
G. hha ten mJi cho bien neu can thiet (neu xuat 1
bien)
7. hha 0K de cha nhan
August 2, 2007 FETP - Tran Thanh Phong 24
Trrh xuaI du IIau Iu WorkIIIa
Xuat bien gd sang
workile mJi vJi ten mJi la
gd_extract va lay du lieu
trong khoang tu 1O5201
den 1OOO04
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 25
Thay doI su Iha hIan rua WorkIIIa
1. Khi lam viec vJi mot workile co qua nhieu doi tuJng:
bien, do thi, mo hinh,
2. vao view/0islay Filter
8. hha vao dieu kien loc tai khung trong, neu la ` se
hien tat ca cac doi tuJng. Ta cung co the uncheck cac
checkbox de khong cho hien len cac doi tuJng khong
can thiet.
4. hha 0K de cha nhan
August 2, 2007 FETP - Tran Thanh Phong 26
Thay doI su Iha hIan rua WorkIIIa
1. Be hien cac nhan ghi chu cho cac doi tuJng
trong workile ta nha vao view/0islay
Comments (Label +/) de tat hoac mJ.
2. Be dinh dang cac ky tu ten cua cac bien theo
chu h0A hay chu thuJng ta nha vao
view/hame 0islay va chon uercase hoac
Lowercase cho cac ky tu
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 27
6ar doI Iuong Irong WorkIIIa
hha hai chuot len doi tuJng chuJng trinh Eviews se liet ke cac lenh co the tac dong
len doi tuJng do.
August 2, 2007 FETP - Tran Thanh Phong 28
Tao moI doI Iuong moI
1. TruJc tien ta hai mJ workile chua doi tuJng can tao
ra.
2. Tu thuc dJn chon 0bjects/ hew 0bject
8. Chon loai doi tuJng can tao va dat ten no.
4. hha 0K de tao.
hI rhu. doi vJi mot so doi tuJng
se yeu cau ban cung ca
mot so thong so nua.
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 29
6hon doI Iuong
1. viec chon mot doi tuJng rat dJn gian. Tu cua so cua
chuJng trinh ta nha chuot truc tie len doi tuJng.
2. Khi muon chon nhieu doi tuJng:
0iu him Shit + nha chuot> len cac doi tuJng (khi
chon cac doi tuJng lien tuc nhau)
0iu him Ctrl + nha chuot> len cac doi tuJng can
chon (khi chon cac doi tuJng khong lien tuc nhau)
8. Chon tat ca cac doi tuJng trong workile tru 2 doi
tuJng C va Resid ta vao: view/ Select All
4. Bo chon cac doi tuJng: view/ 0eselect All
August 2, 2007 FETP - Tran Thanh Phong 30
Mo moI, nhIau doI Iuong
1. Chon doi tuJng can mJ trong workile
2. hha vao view/ 0en Selected/ chon:
Uic WiiJcw MJ cac bien chung 1 cua so
5cparatc WiiJcws MJ moi bien bang mot cua so
Mot cach mJ khac la
chon cac doi tuJng
sau do nha nut Show
va nha nut 0K.
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 31
Mo moI, nhIau doI Iuong
1. MJ nhieu doi tuJng sarIas vao chung mot cua so:
truJc tien chon cac doi tuJng, nha hai chuot de
hien thuc dJn tat, chon 0en/ As 0rou
August 2, 2007 FETP - Tran Thanh Phong 32
6ar rhur nang kam Ihao doI Iuong
Toolbar
Workfile Windows
Menu
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 33
6ar rhur nang kam Ihao doI Iuong
1. VIaW: Thay doi cach hien thi cua doi tuJng dang duJc
chon
Z. Frors: Cung ca cac thu tuc, chuc nang can thiet cho
doi tuJng
8. 0b|arIs: Be quan ly doi tuJng dang chon (luu, doi ten,
xoa, sao che, hoac in doi tuJng)
4. FrInI: Be in noi dung dang hien thi cua doi tuJng
6. hama: Be dat ten hoac doi ten doi tuJng
6. Fraata: Be tao mot doi tuJng mJi nhu: do thi, bang
bieu hoac text the hien trong mot cua so mJi va
khong xu ly tie tren cac doi tuJng nay.
August 2, 2007 FETP - Tran Thanh Phong 34
oI Ian rho doI Iuong
1. Chon doi tuJng can doi ten
2. hha hai chuot va chon Rename (hoac vao 0bjects/
Remane Selected). Mot ho thoai hien ra
8. hha vao ten mJi va nha nhan cho doi tuJng neu
can. Sau do nha 0K de cha nha.
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 35
Xam Ihong IIn rua WorkIIIa
1. MJ workile
2. vao view/ chon Label de xem
(TrJ ve man hinh binh thuJng ta chon view/workile
0irectory)
August 2, 2007 FETP - Tran Thanh Phong 36
Xam Ihong IIn rua doI Iuong
1. MJ doi tuJng can xem (nha nut Show)
2. vao view/ chon Label (Chon Sreadsheet de trJ ve
che do xem binh thuJng)
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 37
8ao rhap doI Iuong
8ao rhap Irong WorkIIIa
Chon doi tuJng can sao che
vao 0bjects/ Coy Selected
hha ten cho doi tuJng mJi
8ao rhap gIua rar WorkIIIa
Chon doi tuJng can sao che
vao Edit/ Coy
Sang workile khac va vao Edit/ Fast
August 2, 2007 FETP - Tran Thanh Phong 38
Fraata 0uIpuI
1. MJ doi tuJng can tao mJi
2. vao 0bjects/Free/e 0utut (hoac nha nut Free/e)
8. Mot nhan ban cua doi tuJng cu da duJc tao
Luu y. Muc dich chinh cua chuc nang nay la ket qua tao
tu Free/e se co the hieu chinh duJc va dung de tao
cac bao cao.
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 39
hIau rhnh Fraata 0uIpuI
Su dung cac nut tren
thanh cong cu de hieu
chinh so lieu, ont chu,
chen va xoa dong va cot,

August 2, 2007 FETP - Tran Thanh Phong 40


Xoa doI Iuong
1. Chon doi tuJng can xoa
2. vao 0bjects/ 0elete Selected
(hoac nha hai chuot len doi tuJng va chon 0elete)
1. ho thoai hien len
2. Xac nhan Yes de xoa doi tuJng
Bai 2. Eview can ban
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 41
In an doI Iuong
1. Chon cac doi tuJng can in
2. vao view/ Frint Selected
(heu in mot doi tuJng dang mJ ta co the nha nut
Frint hoac vao File/ Frint hoac 0bjects/Frint)
8. Chon cac thong so in can thiet va nha 0K de in
0hi chu: Khi khong co bat ky doi tuJng (objects) nao
dang mJ, vao File/ Frint se in ra danh sach cac
doi tuJng co trong workile.
Bai 2. Eview can ban
August 2, 2007 FETP - Tran Thanh Phong 42
In an doI Iuong
Bai 2. Eview can ban
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 43
MoI so Ianh ro ban
1. Tao workile mJi
workile ten workile>
2. Luu workile trong thu muc mac dinh
save ten workile>
8. Tao bien mJi
0enr ten bien> = @ham hoac cong thuc>
Bai 2. Eview can ban
Fhan 8. Fhan Irh ro ban
To workile mJi va nha lieu cho workile
Kiem tra du lieu va thuc thi mot so han tich thong
ke dJn gian
Su dung han tich hoi qui trong mo hinh va du bao
cac quan he thong ke
Kiem dinh gia thuyet
0u bao
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 45
Tao moI WorkIIIa
1. Tao mot workile mJi
File/ hew/ workile
2. hha vao thong tin
nhu hinh ben de tao
mot workile co kha
nang chua chuoi so
lieu tu qui nam 1O52
den qui v nam 1OOG.
Sau do nha 0K
August 2, 2007 FETP - Tran Thanh Phong 46
hhap IIau rho WorkIIIa Iu ExraI
8. Thong thuJng nguJi ta thich nha lieu cho
workile tu mot nguon du lieu do (ho bien la
Excel). t khi nha lieu truc tie vao workile.
(vi du: dung bang tinh 0emo.xls)
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 47
hhap IIau rho WorkIIIa Iu ExraI
4. vao Frocs/ mort/ Read Text Lotus Excel
5. Mot ho thoai hien ra, chon bang tinh
0emo.xls va nha nut 0en.
August 2, 2007 FETP - Tran Thanh Phong 48
hhap IIau rho WorkIIIa Iu ExraI
G. Eviews mJ mot ho thoai yeu cau ban cung
ca thong so de nha lieu
So bien trong bang
tinh la 4
0 dau tien
chua du lieu
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 49
hhap IIau rho WorkIIIa Iu ExraI
7. hha 0k de cha nhan.
Ket qua tao ra 4 doi tuJng (series) mJi tuJng
ung vJi 4 cot du lieu trong bang tinh Excel.
August 2, 2007 FETP - Tran Thanh Phong 50
hhap IIau rho WorkIIIa Iu ban
phm
1. Cach khac de tao du lieu cho workile la nha
lieu truc tie tu ban him.
2. Be thuc hien ta hay tao mot workile nhu
tren, thay vi nha lieu tu Excel ta hay tao
mot doi tuJng Series mJi co ten la 00F theo
cach:
0bjects/ hew 0bject
Chon doi tuJng la Series
va nha ten la 00F
hha nut 0K de tao.
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 51
8. Boi tuJng 00F da duJc tao, nha chuot 2 lan len 00F
de mJ doi tuJng.
hhap IIau rho WorkIIIa Iu ban
phm
August 2, 2007 FETP - Tran Thanh Phong 52
4. Be nha lieu cho doi tuJng ta nha vao nut EdII+l de
bat che do nha lieu
5. 0i chuyen vao cac o va nha lieu. Sau khi nha xong
nha vao nut Edit+/
de khoa che do
chinh sua hoac
nha lieu.
hhap IIau rho WorkIIIa Iu ban
phm
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 53
1. Mot cach khac de tao du lieu cho workile la tao bien
mJi trong workile, sau do Coy vung du lieu tu
Excel va Faste vao bien.
2. Be thuc hien, truJc tien hay tao workile nhu han
truJc va tao mot bien mJi ten la 00F.
8. MJ bien 00F, nha nut Edit+/
4. MJ bang tinh 0emo.xls trong Excel va quet vung du
lieu 00F (B2:B182) va nha lenh Coy.
5. TrJ qua Eviews, chon o dau (o 15O2:1) cua bien 00F
va vao thuc dJn Edit, chon Faste (hoac nha hai
chuot va chon Faste). hha nut Edit+/ sau khi lam
xong.
6hap du IIau Iu ExraI vao WorkIIIa
August 2, 2007 FETP - Tran Thanh Phong 54
1. viec dau tien sau khi nha du lieu la kiem tra du lieu
nha vao co chinh xac hay khong. 0iu him Ctrl>
trong luc chon cac bien 00F, M1, FR, RS.
2. hha hai chuot va chon 0en 0rou de mJ ca O4
bien trong cung mot cua so
kIam Ira du IIau
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 55
8. hhin qua kiem tra O4 bien, co the so sanh vJi du lieu
goc (so vJi du lieu ben bang tinh Excel).
4. Kiem tra su han bo cua cac bien (Series):
VIaWl
MuIIIpIa raphsl
LIna
kIam Ira du IIau
August 2, 2007 FETP - Tran Thanh Phong 56
5. Xem mot cac thong so thong ke mo ta cua O4 bien
VIaWl asrrIpIIva 8IaIsl IndIvIduaI 8ampIas
kIam Ira du IIau
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 57
G. Xem ma tran tuJng quan (Correlation matrix) cua O4
bien (Series) ta vao:
VIaWl 6orraIaIIonsl 6ommon 8ampIas
kIam Ira du IIau
August 2, 2007 FETP - Tran Thanh Phong 58
7. Chung ta cung co the khao sat dac tinh cua tung bien
(Series) rieng biet.
8. Fhan tich hoi qui the hien ro theo ham logarithm.
vi du khao sat bien M1: log(M1)
uIrkl 8hoW
hha vao log(M1)
va nha 0K.
Eviews hien cua so chua
cac gia tri cua log(M1)
kIam Ira du IIau
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 59
O. Sau do ta vao:
VIaWl asrrIpIIva 8IaIIsIIrsl hIsIogram and 8IaIs
de xuat ket qua cac thong so thong ke mo ta log(M1)
kIam Ira du IIau
August 2, 2007 FETP - Tran Thanh Phong 60
1O. Xem do thi J che do trJn (smooth)
VIaWl IsIrIbuIIon raphsl karnaI ansIIy raph
va nha len 0K de cha nha cac thong so mac dinh
kIam Ira du IIau
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 61
1. uJc luJng mo hinh hoi qui cho M1 dung du lieu trong
thJi doan 1O52:1 1OO2:4 va dung mo hinh nay de
du bao cho thJi doan 1OO8:1 2OO8:4. Mo hinh nhu
sau:
log(M1
t
) =
1
+
2
log00F
t
+
8
RS
t
+
4
logFR
t
+
t
|c(M1) |a |c cua M1 (mcicy supp|y)
|c(SLF) |a |c cua SLF (iiccmc)
F5 |a |ai suat iai |ai (s|crt tcrm iitcrcst ratc)
|c(FF) |a |c cua sai p|ai t|u i|at cua ia (tuci Juci ty
|c |am p|at)
hoI quI don bIan & da bIan
August 2, 2007 FETP - Tran Thanh Phong 62
2. hha huJng trinh vao may
uIrkl EsIImaIa EquaIIon
va nha vao cong thuc nhu hinh duJi
Bat dau la bien hu thuoc va theo sau la cac bien doc
la, cac bien cach nhau bang khoang trang
hoI quI don bIan & da bIan
log dlog
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 63
8. uJc luJng su dung huJng ha LS Least Squares
(tong binh huJng nho nhat) cho mau 1O52:11OOG:4
Ta nen thay ta mau thanh ta con: 1O52:11OO2:4
Ket qua hoi qui
0uan tam:
tstatistic
R
2
hoI quI don bIan & da bIan
August 2, 2007 FETP - Tran Thanh Phong 64
4. Xem do thi cac gia tri (actual and itted) cua bien hu
thuoc:
VIaWl
krIuaI, FIIIad,
asIduaIl
krIuaI, FIIIad,
asIduaI raph
hoI quI don bIan & da bIan
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 65
1. Cac he so cua huJng trinh hoi qui nhu sau
VIaWl aprasanIaIIon
2. Cac he sa theo thu tu xuat hien cua cac bien, he so
cua FR la C(4). vi du hay kiem dinh gia thuyet he so
FR term (rice term) = 2 dung wald test.
kIam d}nh gIa IhuyaI Ihong ka
August 2, 2007 FETP - Tran Thanh Phong 66
8. Kiem dinh su giJi han cua C(4) vao VIaWl6oaIIIrIanI
TasIl WaId6oaIIIrIanI asIrIrIIons
va nha vao c(4) = 2
Ket qua wald test nhu sau:
kIam d}nh gIa IhuyaI Ihong ka
Xac xuat tha chung to gia
thuyet h
O
C(4) = 2 la bi bac bo
manh
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 67
4. Tuy nhien khong nen voi ket luan, ma ta can hai
han tich ky hJn. 0ia tri thong ke 0urbinwatson J
tren rat tha chi ra rang co cac bien tuJng quan lan
nhau trong mo hinh. heu co tuJng quan trong huJng
trinh cac uJc luJng sai lam cua standard error va
lam cac suy luan thong ke ve cac he so trong huJng
trinh bi sai theo. 0ia tri 0urbinwatson rat kho de
dien dich.
5. Ta can chay kiem dinh Breusch0odrey doi vJi su
tuJng quan cua cac bien trong huJng trinh.
VIaWl asIduaI TasIsl 8arIaI 6orraIaIIon LM TasI
kIam d}nh gIa IhuyaI Ihong ka
August 2, 2007 FETP - Tran Thanh Phong 68
G. hha vao so 1
0bs*squarad la gia tri
LM test doi vJi gia thuyet
h
O
(khong co tuJng quan
giua cac bien).
Xar suaI = 0 chi ra rang
cac bien trong mo hinh
la co tuJng quan nhau.
kIam d}nh gIa IhuyaI Ihong ka
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 69
Lam Ira pha rar bIan
Ket qua J tren chung ta can hieu chinh mo hinh
tranh su tuJng quan cua cac bien
Co mot huJng ha la lam tre ha cac bien.
Be them cac bien vao huJng trinh hien co hay nha
vao nut EsIImaIa:
log(m1) c log(gd) rs dlog(r) log(m1(1))
log(gd(1)) rs(1) dlog(r(1))
Them (1) sau ten bien de lam tre ha
8. hha 0K de xuat ket qua
hIau rhnh phuong Irnh hoI quI
August 2, 2007 FETP - Tran Thanh Phong 70
hIau rhnh phuong Irnh hoI quI
Eviews tu dong hieu chinh mau
de tuJng thich vJi cac bien mJi
them vao. Luu ket qua lai nha
vao nut hame va dat ten la
E0LA0S.
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 71
Tham k valhoar Mk vao mo hnh
AR (autoregressive) MA (moving average)
TruJc tien hay coy ket qua cua huJng ha truJc thanh
mot ban mJi bang cach vao 0b|arIsl 6opy 0b|arI Eviews
tao ra mot doi tuJng aquaIIon mJi chua tat ca thong tin cua
doi tuJng cu.
Sau do nha nut EsIImaIa va nha vao equation nhu hinh duJi.
hha 0k
de xuat ket qua
hIau rhnh phuong Irnh hoI quI
August 2, 2007 FETP - Tran Thanh Phong 72
4. Ket qua dung AR(1) (error seciication) cung tuJng
duJng vJi huJng
ha lam tre ha cac
bien (lag model)
Cac gia tri kkaIka
va 8rhWart cao hJn
so vJi lag model
hIau rhnh phuong Irnh hoI quI
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 73
1. Chung ta nen su dung mot ta con du lieu (1O52:1
1OO2:4) trong ta du lieu co duJc (1O52:11OOG:4) de
co the so sanh ket qua du bao vJi cac so lieu thuc
giai doan 1OO8:11OOG:4
2. MJ lai huJng trinh E0LA0S
8. hha nut Forecast de mJ ho thoai Forecast
4. Bat mau du bao (orecast samle) trong giai doan
1OO8:1 1OOG:4 va dat ten cho ket qua du bao
(orecast) se luu trong doi tuJng m1 va sai so du
bao chuan (orecast standard error) luu trong m1se
5. Chon du bao cho log(m1) va chon outut la bang
thong ke va ca do thi va chon 0ynamic. hha 0K
u bao Iu phuong Irnh uor Iuong
August 2, 2007 FETP - Tran Thanh Phong 74
u bao Iu phuong Irnh uor Iuong
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 75
5. So sanh gia tri thuc cua log(m1) vJi cac gia tri du bao
vJi do tin cay O5%.
G. TruJc tien ta tao mot nhom mJi
chua cac gia tri nay:
0uick/ Show
7. Bien thong so nhu hinh ben
8. hha 0K
hai bieu thuc dau la giJi han tren va duJi bang cach lay
gia tri du bao + hoac di 2 lan sai so chuan (vJi do tin
cay O5%). Bieu thuc thu 8 la gia tri thuc log(m1)
u bao Iu phuong Irnh uor Iuong
August 2, 2007 FETP - Tran Thanh Phong 76
O. Cua so nhom hien ra. 0 day truJc khi ve do thi ta nen
thay doi vung du lieu sao cho chi ve han du bao vao
uIrkl 8ampIa , nha lai khoang va nha 0k.
u bao Iu phuong Irnh uor Iuong
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 77
1O. Be ve do thi ta vao VIaWl raphl LIna
0ia tri that cua log(m1) nam trong khoang du bao cho
hau het cac thJi doan,
nhung rJi ra ngoai
khoang giJi han J
dau qui nam 1OOG
vJi do tin cay O5%
u bao Iu phuong Irnh uor Iuong
August 2, 2007 FETP - Tran Thanh Phong 78
11. Be xem do thi duJi dang khac ta vao VIaWl raphl
Error 8ar
Bo thi nay mo ta rat ro
du bao bao cua log(m1)
u bao Iu phuong Irnh uor Iuong
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 79
12. Kiem tra ket qua du bao khi du bao cho M1.
18. MJ E0LA0S, nha nut Forecast.
14. hha ten luu ket qua du bao vao M1LEvEL
15. hha 0K.
u bao Iu phuong Irnh uor Iuong
Fhan 4. hkM T0h EVIEW8
Lenh cJ ban trong Eviews
Toan tu
ham ngay va quan sat
ham toan cJ ban
ham chuoi thJi gian
Thong ke mo ta
Cac ham thong ke bo sung
ham luJng giac
ham han hoi xac suat
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 81
khaI bao doI Iuong
Cu ha
loai doi tuJng> ten doi tuJng do ta dat>
Tci Jci tuci cc t|c |a mct |icu t|uc ti| tcai
Cac loai doi tuJng trong Eviews
August 2, 2007 FETP - Tran Thanh Phong 82
V du
Tao bien 00F (series) mJi
Lenh: series 00F
Tao huJng trinh E01 (equation)
Lenh: equation E01
Tao ma tran 5x5 lay ten la X
Lenh: matrix(5x5) X
vector RESuLTS 1O han tu
Lenh: coe(1O) RESuLTS
Tao nhom bien
Lenh: grou ten nhom> ten cac series> cach
nhau mot khoang trang
Tao bien X = 5`log(00F) + 1O
Lenh: series X = 5`log(00F) + 1O
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 83
6ar Ianh rua doI Iuong
Cac lenh nay ta khong can go vao, Eviews tu them vao
0o thuc thi lenh
Free/e tao bang hoac do thi tu mot cua so
Frint in doi tuJng ra may in
Showhien thi doi tuJng
vd: hien thi bieu do dang Line cua bien 00F
Show 00F.Line
Thuc hien tinh toan huJng trinh hoi qui theo tong binh huJng be
nhat cho bien 00F
0o E01.LS c 00F
n bang thong ke bien 00F
Frint 00F.Stats
Tao cua so 0utut mJi tu ket qua thong ke bien 00F
Free/e 00F.Stats
August 2, 2007 FETP - Tran Thanh Phong 84
uan Iy WorkIIIa
Tao workile vJi ten macro chua du lieu theo qui tu nam
1O8O:1 den 2OOO:4
Lenh: workile macro q 1O8O:1 2OOO:4
Luu workile vao o dia Y trong thu muc Eviews vJi ten mywork
Lenh save Y:\Eviews\Mywork (han mJ rong .w1)
Bong workile ten mywork
Lenh close mywork
MJ workile ten mywork tu dia Y thu muc Eviews
Lenh oen Y:\Eviews\mywork.w1
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 85
8raIar
Scalar (single number). Chua mot gia tri nao
do do ta nha vao hay la ket qua tinh toan tu
mot bieu thuc nao do.
Khai bao mot Scalar
Scalar = Bieu thuc tinh toan hay 0ia tri>
vd: Scalar i = 8.1415O
Scalar x = 8`y + 4
August 2, 2007 FETP - Tran Thanh Phong 86
Ma Iran
Cong 2 ma tran (hai ma tran cung kich thuJc)
matrix(8,4) a
matrix(8,4) b
matrix sum = a+b
Tru 2 ma tran (hai ma tran cung kich thuJc)
matrix(8,4) a
matrix(8,4) b
matrix di = ab
hhan 2 ma tran (ma tran a ca nxm va b ca mxq)
matrix(5,O) a
matrix(O,1O) b
matrix rod = a`b
Bao hang va cot cua ma tran matrix w = @transose(y)
hghich dao ma tran y chua trong w matrix w = @inverse(y)
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 87
Ma Iran
hhan mot vector vao ma tran neu so han tu cua vector bang
so cot cua ma tran
matrix(5,O) mat
vector(O) vec
vector res = mat`vec
hhan mot rowvector vao ma tran neu so han tu cua
rowvector bang so dong cua ma tran
rowvector rres
matrix(5,O) mat
rowvector(5) row
rres = row`mat
hhan, chia mot so (scalar) vao ma tran ten mat
matrix rod = 8.1415O`mat
matrix / = mat/8
August 2, 2007 FETP - Tran Thanh Phong 88
Toan Iu
Toan Iu Y ngha V du mInh hoa
+ Cong x + y
Tru x y
` hhan x ` y
/ Chia x / y
^ luy thua x^y
> lJn hJn x > y
nho hJn x y
= bang x = y
> khong bang, khac x > y
= nho hJn hoac bang x = y
>= lJn hJn hoac bang x >= y
And toan tu luan ly vA
x and y ket qua tra ve 1 khi ca x va y
khac O, neu khong thi tra ve O
0r toan tu luan ly h0AC
x or y tra ve 1 khi x hoac y khac khong,
neu khong thi tra ve O
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 89
ham IhoI gIan
Cac ham thJi gian dung de xac dinh thJi diem ma quan sat thu tha duJc hoac de tinh gia
tri co lien quan den so lieu dang ngay. Ta chi co the dung cac ham nay trong workile co
su dung requency theo dang ngay thang va vJi tan so cao hJn ham ma ta su dung. Ta
khong the dung ham @day trong khi workile chi chua du lieu thu tha hang thang hay
hang quy,
vi du: 0ia su workile chua du lieu thu tha theo ngay. Tao chuoi y trich thong tin thang tu
ta quan sat trong workile va tao chuoi / trich thong tin quy
series y = @month
series / = @quarter
ham Y ngha Mo Ia
@day ngay thu tha quan sat ket qua tra ve ngay cua quan sat
trong thang cho moi quan sat
@month thang thu tha quan sat ket qua tra ve thang cua quan sat
@quarter quy thu tha quan sat ket qua tra ve quy cua quan sat
@year nam thu tha quan sat ket qua tra ve nam cua quan sat
August 2, 2007 FETP - Tran Thanh Phong 90
ham Ioan
A dung cho cac chuoi so lieu, ket qua tinh toan tra ve gia
tri cho moi quan sat trong mau hien hanh.
Khi a dung cho cac ma tran thi ket qua tinh toan se tra
ve gia tri cho moi han tu trong ma tran.
Ket qua se tra ve hA (khong xac dinh) khi gia tri dau vao
la hA hoac la cac gia tri khong hJ le.
Chuyen doi Logarithmic dung cJ so a Z.71818 sang
log
1O
dung cong thuc sau:
log
1O
(x) =log
e
(x)/log
e
(1O) log
e
(x)/2.8O8
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 91
ham Ioan
August 2, 2007 FETP - Tran Thanh Phong 92
ham Ioan
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 93
ham rhuoI so IIau (sarIas)
August 2, 2007 FETP - Tran Thanh Phong 94
ham rhuoI so IIau (sarIas)
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 95
ham rhuoI so IIau (sarIas)
August 2, 2007 FETP - Tran Thanh Phong 96
ham Ihong ka
Xem xet den cac rang buoc khi su dung ham
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 97
ham Ihong ka
August 2, 2007 FETP - Tran Thanh Phong 98
ham Iuong gIar
So lieu cua quan sat va ket qua hai la so thuc theo Radian
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 99
ham rho phan phoI xar suaI
Cac ham danh cho han hoi xac suat gom cac ham: ham mat do
xac suat (density or robability unctions), han hoi tich luy
(cumulative distribution), quantile unctions, va hat so ngau nhien
theo han hoi xac suat (random number generators)
Ky tu dau cua ham tuJng trung cho chuc nang thuc hien
August 2, 2007 FETP - Tran Thanh Phong 100
ham rho phan phoI xar suaI
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 101
ham rho phan phoI xar suaI
August 2, 2007 FETP - Tran Thanh Phong 102
ham rho phan phoI xar suaI
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 103
ham rho phan phoI xar suaI
August 2, 2007 FETP - Tran Thanh Phong 104
ham rho phan phoI xar suaI
Chng trnh Giang day Kinh te Fulbright
2006-2007
Bai giang 9
Eviews can ban
Tran Thanh Phong
Vi tnh ng dung
August 2, 2007 FETP - Tran Thanh Phong 105
kIam d}nh Ihong ka
August 2, 2007 FETP - Tran Thanh Phong 106
TaI IIau Iham khao
Cac han can tham khao
Eviews 5 users 0uide, 0uantitative Micro
Sotware
Aendix A, Eviews 5 Command and
Frogramming Reerence, 0uantitative Micro
Sotware

You might also like