EViews V

Chng trnh Giang day Kinh te Fulbright Cac Phng phap Phan tch Phan tch d lieu bang
Nien khoa 2003-2004 Bai oc phan mem Eviews

Nguyen Trong Hoai 1 Da theo M Daniel Wrestbrook

Phan tch d lieu bang phan mem EViews

Gii thieu
Co rat nhieu phan mem x ly d lieu cho mon hoc Phan tch d lieu cua chung ta. Cac phan
mem thng c ngi ta s dung co cac ten goi nh la STATA, SPSS, EXCEL, MINITAB,
va EViews . . . Cac phan mem nay eu co iem chung la giup chung ta x ly d lieu mot cach
mau chong. Tuy nhien moi phan mem lai co nhng ac iem rieng. STATA co the tot cac d
lieu t cac cuoc ieu tra ln, SPSS co u iem x ly d lieu mo ta tot di dang bang bieu,
EXCEL th co khap moi may tnh PC thong thng ma khong can phai cai at g them . . .
Rieng khoa hoc phan tch d lieu cua chung cua chung ta se chu yeu x dung phan mem
Eviews vi phien ban th 4. u iem chnh cua EViews co the la cho chung ta ket qua nhanh
chong ve ham kinh te lng cho cac d lieu cheo, d lieu chuoi thi gian va d lieu bang,
ngoai ra phan mem nay lai c chay trong moi trng Window nen rat t khi can nh cac
lenh cu the.
EViews 4.0
EViews la mot san pham a c ang ky ban quyen cua Quantitative Micro Software, Inc.

Cac noi dung chnh trong phan nay:

1) Khi ong va copy d lieu
2) Gii thieu menu chnh trong ca so EViews
3) Workfile
4) Nhap d lieu t phan mem khac
5) Nhap d lieu bang Copy va Paste
6) Nhap d lieu bang ban phm
7) Ve o th
8) Tm cac thong ke mo ta d lieu
9) Tnh he so tng quan gia cac bien
10) Chon mau nghien cu
11) M rong Workfile nhap d lieu mi
12) Tao cac bien mi
13) Xay dng ham kinh te lng
14) Kiem nh gia thiet



Khi ong
Copy d lieu

S dung Windows Explorer, hay copy th muc d lieu t th muc tren mang
L:\Econometrics\Data

vao th muc ca nhan cua Anh/Ch tren o a Y(ten Anh/Ch):\. Trong khoa hoc nay, Anh/Ch
se luon lu gi ket qua cua Anh/Ch trong th muc ca nhan cua mnh. Xin hay ng lu gi
ket qua cua mnh vao bat ky th muc nao khac. Hay than trong ng sa oi hay viet e
len cac tap tin a c lu gi tren o a L: cua mang.

Khi ong EViews
Bieu tng cua EViews tren man hnh Windows trong nh the nay :

Nhan up vao bieu tng EViews va EViews bat au hoat ong. Hay ghi nhan menu chnh,
ca so lenh, ca so chnh, va dong tnh trang (status line).

Menu chnh bao gom nhng la chon sau:

File Edit Objects View Procs Quick Options Window Help

Hay nhap vao moi mot trong nhng la chon nay va kiem tra cac menu phu xuat hien pha
di. Anh/Ch co the muon tm hieu mot so chi tiet ve cac chu e trong Help. Phng tien
Help cua Eviews rat xuat sac.

Khi Anh/Ch m EViews lan au tien, ca so chnh con trong v Anh/Ch con cha xac nh
tap tin lam viec nao (workfile) e s dung .



M tap tin lam viec (Workfile) a lu gi t trc

Nhap File/Open/Workfile; mot man hnh m ra, tren o liet ke cac tap tin trong th muc
mac nh (default folder). Neu th muc mac nh khong phai la th muc ma anh ch mong
muon, th Anh/Ch co the tm trong cac th muc cho ti khi tm ra th muc ma Anh/Ch muon
dung



e ch ra cac workfile tren EViews, dong "Files of type" can xac nh Workfile (*.wf1).

V Anh/Ch d nh s dung th muc nay thng xuyen, nen Anh/Ch nen nhap chuot e anh
dau vao o vuong giup cap nhat th muc mac nh goc trai-pha di ca so Open nh tren
ay. Lan sau, khi Anh/Ch khi ong EViews, chuoi File/Open/Workfile se t ong ch ti
th muc nay.

M workfile co ten cons_inc.wf1 bang cach nhap up vao no. Cach khac, Anh/Ch co the boi
en no bang cach nhap n, sau o nhap Open.

Vi workfile ang m , man hnh cua Anh/Ch co dang:



Thanh tren cung tren menu cua Workfile ch toan bo ng dan oi vi Workfile nay; thanh
tnh trang di ay cua man hnh cung ch ng dan nay, va no ch workfile ang s dung :
WF = cons_inc.

Menu cua workfile cha cac nut bam danh cho

View Procs Objects Label +/- Show Fetch Store Delete Genr Sample

Cac phm bam vi +/ - la cac phm chuyen oi thc hien cac chc nang bat va tat.

Thong tin ve workfile nay xuat hien di thanh menu :

Range Filter Default Equation
Sample


Cuoi cung, pha trong ca so cua workfile, chung ta thay tat ca cac oi tng ang co mat
trong workfile nay : cac chuoi (cac bien ), cac nhom chuoi , vector he so , vector phan d, va
bat c phng trnh, o th hay bang nao a c at ten.

Bay gi hay ong cons_inc.wf1 bang cach nhap vao dau goc phai pha tren cua
workfile nay.

Bay gi hay nhap File. Ghi nh rang cac workfile mi m gan nhat se hien ra pha di
cung cua menu trai ra pha di. Neu Anh/Ch muon m lai mot trong so o , ch viec nhap
vao ten cua no.



Nhap d lieu t cac phan mem khac

D lieu co the c nhap vao t cac tap tin Lotus, Excel, SPSS, MINITAB hoac ASCII.
Trong moi trng hp eu dung phng phap nh nhau; chung ta bieu dien vi mot tap tin
ASCII co cha d lieu san xuat danh cho SIC 33: Cac kim loai s cap (Nguon : Phan tch
Kinh te lng, in lan th ba, cua William Greene) SIC la Ma Cong nghiep Chuan cua Hoa ky.

D lieu nay nam trong mot tap tin ASCII co ten pm.txt. Anh/Ch co the thay d lieu nay
bang cach nhap File/Open/Text File va sau o nhap up vao pm.txt.





Anh/Ch can tham tra tap tin nay e xac nh (1) co bao nhieu bien, (2) co phai cac ten cua
bien xuat hien pha tren cua tap tin khong , (3) (cac) ranh gii gia cac cot d lieu , va (4)
co bao nhieu quan sat. Hay xem roi sau o ong tap tin nay lai.

Tr lai vi menu chnh : nhan File/New/Workfile. Bang viec nhap New trong chuoi nay
chung ta bao cho EViews rang chung ta co y nh phat trien mot workfile mi. Viec nay lam
cho EViews m ra mot hop thoai e chung ta xac nh cac thuoc tnh nhat nh cua d lieu.
Trong trng hp nay, d lieu la d lieu cheo , nen chung ta nhap vao o danh cho "undated,"
va chung ta anh may 27 vao "last observation."





Bay gi hay nhap OK. Mot workfile mi xuat hien.

Nhan Procs/Import/Read Text-Lotus-Excel... va mot hop thoai xuat hien e m cac tap
tin. Hay am bao la dong files of type ch Text-ASCII. Excel va Lotus cung la nhng la
chon co san. Hay a ve pm.txt va nhap e m no.




Mot hop thoai khac phc tap hn xuat hien. a danh sach cac bien vao theo th t
Firm VA L K . Chung la : Ma so hang, Gia tr gia tang, Lao ong, va Von. Hay ch ra rang
nhng bien nay trong cac cot. Kiem tra lai cac la chon con lai (ban khong can bat c la
chon nao trong so nay oi vi bai tap nay, nhng hay xem qua).



Nhan OK va d lieu a uc nhap vao.
Xem va kiem tra d lieu: x dung phm Ctrl va nhap chuot vao cac bien FIRM VA L K sau o
nhap up vao vung anh dau bang d lieu se c hien ra nh sau:


Lu gi EViews workfile mi nay la mot y hay. Nhap File/Save As va lu gi tap tin nay
di ten pm . EViews t ong bo sung them phan uoi .wf1 cua workfile.
Nhap d lieu bang cach copy va dan (Copy va Paste)

Sau khi cac bien a c xac nh, cac gia tr cua chung co the c thu vao bang cach s
dung lenh copy, sau o dan vao hnh cua bang tnh EViews.

Anh/Ch co the copy va dan t nhieu nguon, bao gom ca th ien t. oi khi Anh/Ch phai
lu gi d lieu nay trc het nh la mot tap tin ngon ng (text file), sau o copy va dan no.

Trc khi bat au thao tac copy/paste nay, Anh/Ch phai tao ra cac bien trong workfile muc
tieu. Hay tng tng rang Anh/Ch muon copy va dan mot bien co ten X vao workfile cua
mnh.


au tien, hay m workfile nay, sau o nhap Genr va anh may X = NA; ong tac nay tao
ra mot bien co ten X nhng tat ca cac gia tr cua no eu khong co .

M chuoi X . Bay gi nhap Edit+/- . Luc nay, Anh/Ch hay boi en va copy d lieu cho X t
nguon cua no, sau o nhap vao o au tien cua chuoi X tren EViews va nhap Edit/Paste
phan menu chnh. D lieu nay ri vao v tr va Anh/Ch hoan tat thao tac nay bang cach tat
edit (nhap Edit+/-).





Nhap d lieu qua ban phm

Phng phap nay n gian nhng phien phc; neu viec nap d lieu can c thc hien bang
tay th ngi ta thch lam bang cach s dung mot chng trnh bang tnh (nh la Excel), sau o
nhap vao EViews.

Lam viec trong mot Workfile
Lam viec trong mot Workfile la thc hien cac muc tieu nh thong ke mo ta, ve o th, xay
dng ham kinh te lng . . .
La chon cac oi tng t mot Workfile

Nhap File/Open/Workfile sau o nhap up vao cons_inc.wf1.

Vi muc ch la chon mot oi tng (hoac nhieu oi tng) e lam viec, Anh/Ch hay boi

en chung. Neu Anh/Ch muon boi en nhieu oi tng, th hay gi phm Ctrl va nhap vao
moi muc , hoac keo con tro qua cac muc ma ban muon boi en. Hay boi en cons va inc.

Nhap up vao mot trong cac muc a boi en (hoac nhap chuot phai), chon Open Group, va
sau o ca hai muc eu hien tren bang tnh. Nhap name va ten at ten cho nhom cons_inc;
ong bang tnh lai.

Nhap vao nhom cons_inc; bay gi no a c boi en. Nhan up vao no, va no m ra thanh
dang bang tnh.

Xem va bien tap cac hang muc vao Workfile

Kiem tra chuoi cons va inc. Hay s dung cac phm e di chuyen tren bang tnh.


Ve o th trong EViews

Nhan View/Graph/Line tren menu cua nhom. Cons va inc co cac xu hng tng t nhau,
nhng inc co mot iem d biet vao nam 1968. Kiem tra d lieu goc cho thay rang so lieu a
vao cho inc trong nam 1968 can phai la 3466.1 thay cho 346.61


Chung ta se thay oi d lieu cua nam 1968 cho chuoi inc nay. EViews cap nhat nang ong
cac o th va bang tnh cho phu hp vi cac thay oi trong d lieu. Neu chung ta muon bao
lu o th nay nh mot ghi nhan cho d lieu goc, th chung ta co the nhap vao phm Freeze,
sau o at cho o th nay ten goi : Graph_1 (hay bat c ten nao ban muon). Lu y rang khi
chung ta Freeze (ong bang) o th nay, cac la chon trong menu mi se san sang. Chung ta
se tr lai vi chung sau. ong o th co ten Graph_1. Khi Anh/Ch Freeze mot bang tnh,
no c lu gi nh la mot bang.






Bay gi, tren o th cha co ten hay nhap View/Spreadsheet. Nhan Edit+/- e bat chc nang
hieu chnh o th.

Nhap vao 346.61 va anh may gia tr chnh xac : 3466.1.

Nhan Edit+/- e tat chc nang bien tap.


Bay gi hay bieu dien o th nay mot lan na bang cach nhan View/Graph/Line tren menu
cua nhom; hay so sanh no vi o th Graph_1. Nhn vao o th la mot cach tot e phat hien
cac sai sot.


Anh/Ch co the nhan up vao o th nay e bien oi cac la chon khi ve o th; chung ta se s
dung ac iem nay sau .



Anh/Ch cung co the a nhan thay rang khong co so lieu cho cons trong nam 1997. Ly do la
d lieu goc cho thay so lieu nam 1982 a b bo qua va ieu nay lam thieu d lieu nam 1997.
D lieu goc cho biet cons co gia tr 3275.5. Giai phap cua chung ta la:

ong nhom nay lai, sau o ch m cons theo dang bang. Nhap InsDel, thay oi no thanh
1982, sau o nhan OK. EViews a nh v N/A trong o danh cho nam 1982 va a ay tat ca
moi quan sat con lai xuong di.


Bay gi nhan Edit+/- e chuyen sang chc nang bien tap.
Nhan vao N/A
anh may 3275.5
Nhan Edit+/- e chuyen khoi chc nang bien tap.

ong nhom nay lai .

Bay gi hay nhan up vao cons_inc va kiem tra bang tnh. No cung a c sa lai.

Bay gi hay kiem tra mot so dang khac:


Nhap View/Multiple Graphs/Line

Co cong dung ve o th tng chuoi theo thi gian


Tm cac tieu thc thong ke cua mau

Nhap View/Descriptive Statistics/Common Sample




Tnh he so tng quan gia cac bien trong EViews

Nhap View/Correlations

Neu may vi tnh cua Anh/Ch a c ket noi vi mot may in, th Anh/Ch co the in moi mot
trong nhng dang nay bang cach nhap vao Print.


Ve o th khong can m chuoi di dang bang

Bay gi hay tr lai workfile. Hay vao menu chnh va nhap vao Quick/Graph dung e ve o
th linh ong hn. Cach ve nay khong can phai m chuoi d lieu nh cach a ve tren.

Mot ca so m ra yeu cau Anh/Ch xac nh chuoi hoac cac nhom; no ch ra cons_inc;
Anh/Ch can anh may cons inc va nhan OK. Mot ca so m ra cho phep Anh/Ch la chon
nhieu phng an ve o th khac nhau. Nhan vao phm ? pha di Graph Type, chon Scatter
Diagram, va nhan OK. Bien ma Anh/Ch liet ke au tien c ve tren truc hoanh. Hay lu
y ti s a dang cua cac la chon trong menu.




Nhap Add Text va anh may

Aggregate Consumption and Income
1959 - 1997

vao khoang trong a cho. Nhan OK. Bay gi, nhap Name va nhap OK danh cho
GRAPH1; GRAPH1 c bo sung vao workfile cua Anh/Ch.


Nhap Objects/Freeze Output trong menu o th va at cho o th ten Graph_2. Bay gi
workfile cua Anh/Ch cha hai o th lau dai: Graph_1 (phan anh d lieu goc) va Graph_2
phan anh cac hieu chnh.

Bay gi nhan File/Save va ong workfile nay.

La chon mau d lieu
La chon mau d lieu la chon giai oan nghien cu trong d lieu hien co trong workfile

Chung ta thng muon tap trung phan tch vao mot mau phu cua d lieu. EViews cho phep
chung ta lam ieu nay theo hai cach: (1) bang cach xac nh khoang mau ma chung ta muon
xem xet, (2) hoac la bang cach xac nh cac quan sat thoa man mot ieu kien logic (if) nao
o. Neu chung ta s dung ca hai phng phap, th mau ket qua la giao cua cac mau c tao
ra bi hai phng phap nay.


Nhap File/Open/Workfile sau o nhap up vao cons_inc.wf1.

Nhap nut Sample trong bang tnh va anh vao mot mau mi: 1965 1985.


M cons_inc thanh bang tnh, sau o nhap View/Graph/Line. Hay so sanh o th nay vi o
th co ten Graph_2 .

ong o th nay va nhap Sample tren menu cua workfile va khoi phuc toan bo mau 1959
1997.

Chung ta cung co the muon xac nh cac quan sat thoa man mot tieu ch nao o. V du, chung
ta co the muon la chon tap hp d lieu con trong o cons ln hn 3000. Trong trng hp
nay, chung ta nhap Sample tren menu cua workfile nay; sau o trong ca so co ten If
condition anh may cons > 3000 va nhap OK.



Bay gi hay kiem tra ca so tnh trang cua workfile, dang cua bang tnh danh cho cons_inc,
va o th dang ng cua cons va inc.
M rong Workfile

Hay tng tng rang chung ta mong muon nhan c d lieu bo sung cua 3 nam cho
workfile nay. Chung ta co the m rong workfile nay vi muc ch bo sung them d lieu nay.




Nhap Proc/Change Workfile Range va anh may mot End Date (d lieu cuoi) mi. Bay
gi Anh/Ch co the bien tap bang tnh nay e bo sung them d lieu mi. Nen nh rang khi
muon nhap them d lieu bo xung, th sau lenh nay chung ta cung can m rong them ca pham
vi mau bang lenh sample


Copy va dan d lieu mi

Hay tng tng rang chung ta co c mot tap tin Excel co ten Cons_Inc.xls bao gom d
lieu t 1959 - 2000.

Hay m tap tin nay, boi en d lieu danh cho nam 1998, 1999, va 2000, sau o nhap Ctrl -C,
sau o m chc nang Edit trong EViews, at con tro vao o tren cung ben trai cua d lieu MI,
sau o dan (Ctrl-V).

D lieu mi nay nhay vao cac o mong muon.

Lu y rang cac cot phai trong th t chnh xac.


Tao cac bien mi, cac o tre, cac sai phan va cac bien gia
Tao cac bien mi

Neu chung ta muon tao ra bien mi la mot ham so cua cac bien hien hu, th chung ta s dung
chc nang Genr tren Eviews. V du, e tao ra Y nh mot logarit t nhien cua x chung ta se
nhap vao Genr tren menu cua workfile, sau o anh may Y = log(x). EViews co mot so
ln cac chc nang ma Anh/Ch co the kham pha di a ch Help/Function Reference.





Lu y rang Anh/Ch khong bat buoc phai tao ra cac bien ma Anh/Ch nh s dung trong mot
phep hoi qui (hoac qui trnh khac); bieu thc co the c a trc tiep vao phan xac nh
phng trnh hoi qui. ac tnh nay giup ta gi lai mot workfile nho be. Chung ta se sm minh
hoa ieu nay.

Gia s chung ta quan tam ti t le nhan cong/von oi vi 27 hang tao thanh tap hp d lieu cac
loai kim s cap.

Hay m pm.wf1


Nhap Genr va anh may L_K_Ratio = L / K


Nhap up vao L_K_RATIO va chon View / Descriptive Statistics / Histogram and Stats.





ieu nay cho thay chung ta co the kiem tra phan bo xac suat cua mot bien n nh the nao;
ca so nay se rat hu ch khi chung ta xem xet cac phan d hoi qui .


Tao bien o tre , sai phan va xu hng

Trong nhieu ng dung chuoi thi gian chung ta a s dung cac bien co o tre, cac sai phan
bac I (va bac cao hn), cac bien gia co tnh mua vu (hoac theo thang, qu ), va cac xu hng
thi gian . EViews co cac lenh rat de e tao ra chuoi theo y muon.

Workfile tsdata.wf1 co cha d lieu ve gia cua mot so mat hang nong san cua Viet Nam.


Quan sat au tien la 1990:01 va quan sat cuoi cung la 1999:12.

Gia tr co o tre cua tom co the c tao ra bang cach nhap Genr, sau o anh may vao
phng trnh:

LAGSHRIMP = SHRIMP(-1)


Tat nhien, Anh/Ch co the at cho bien nay bat c ten nao ma Anh/Ch thch ; Toi a chon
mot ten goi gi cho toi nh ti nh ngha cua bien nay.

e tao ra sai phan th nhat cua gia tom, hay nhap Genr, va a vao :

DIF1SHRIMP = D(SHRIMP)

Hoac la

DIF1SHRIMP = SHRIMP - SHRIMP(-1)


Boi en SHRIMP, LAGSHRIMP va DIF1SHRIMP va kiem tra dang bang tnh cua chung;
rat de thay cac moi tng quan gia chung.

Cac o tre co o dai j co the c tao ra bang cach s dung SHRIMP(-j) va cac sai phan
bac j co the c tao ra bang cach s dung

DjSHRIMP = SHRIMP - SHRIMP(-j).

Cac sai phan bac cao hn c tao ra bi toan t sai phan D(SHRIMP, j). V du neu j = 2,
th toan t nay se tao ra sai phan cua cac sai phan bac nhat.

D(SHRIMP,2) = [SHRIMP - SHRIMP(-1)] - [SHRIMP(-1) - SHRIMP(-2)]

Cong thc tao bien mi chi tiet trong EViews
Nham i xa hn na cac cong thc tao bien phc tap, neu khong co hng dan cua giao vien
hoac cac chuyen gia phan mem Eviews anh (ch) can s dung lenh sau ay:

Help / EViews Help Topics / Index

Sau o anh vao Expressions. Khi ch Expessions c boi en, nhan Display va oc cac ch
dan hien ra.



EViews co mot so chc nang ac biet e tao ra cac bien gia co tnh mua vu va cac xu hng
thi gian. Nhan Genr tren menu cua workfile, sau o anh may phng trnh

M2 = @month(2)


Viec nay tao ra mot bien gia theo thang co gia tr la 1 oi vi thang th hai cua moi nam va
gia tr 0 oi vi cac thang khac.

Tao M3, M4, M5 va M6 bang cach s dung cung phng phap y nh vay, sau o nhap
Genr tren menu cua workfile, sau o a vao phng trnh

TT = @trend(1989:12)

Viec nay tao ra mot xu hng thi gian co gia tr la 1 trong thang au cua nam 1990 va tang
them 1 sau moi qu. Khi Anh/Ch s dung toan t @trend(p) , tham so p ch ra giai oan ma
oi vi no gia tr cua bien xu hng bang zero.

Hay boi en M2, M3, M4, M5, M6 va TT, roi kiem tra dang bang tnh cua nhom nay.


Cac bien gia

Cac bien gia c s dung e ai dien cho s co mat hoac la vang mat cua cac thuoc tnh nh
lng. Trong phan tiep theo, chung ta s dung mot bien gia e xac nh cac quan sat ma oi
vi gia gao nep (sticky rice) giam so vi gia tr trc o cua no.

M dang o th cua seafish

Chung ta muon kiem nh rang gia co xu hng tang trong giai oan 90-95, do o chung ta co
the tao ra bien gia nh sau
DUM = SEAFISH>7000


Viec nay tao ra mot bien co gia tr bang 1 khi gia SEAFISH > 7000 va BANG zero neu khong
phai nh vay.


c lng phep hoi qui n bien tren d lieu cheo
Ham san xuat

Trong phan nay chung ta se xem xet ket qua cua mot ham san xuat n bien c c lng
bang cach s dung tap hp d lieu cac kim loai s cap. Hien thi chung ta tranh phep hoi qui
chuoi thi gian, v cac hoi qui chuoi thi gian oi hoi viec kiem nh thc tien oi vi gia thiet
ve tnh dng, la ieu ma chung ta con cha san sang.

Chung ta hay viet mot ham san xuat nh sau, trong o san lng la mot ham so cua nhan cong
va von: ) K , L ( f q = .

Mot dang pho bien cua ham f nay co ten la ham san xuat Cobb-Douglas:

ln(K) ) L ln( ln(q)
3 2 1
+ + =


Gia thuyet ve li the kinh te khong oi theo qui mo (CRS) ham y rang 1
3 2
= + , no cho
phep ta thay
2 3
- 1 = va viet lai phng trnh nay nh sau :

) K / L ln( ) K / ln(q
2 1
+ =

Noi cach khac, log(t le san lng /von ) la mot ham tuyen tnh cua log (t le nhan cong/von).

e hoan tat phan xac nh ve mat kinh te lng cho mo hnh nay, chung ta at mot ch so cho
cac quan sat, va chung ta bo sung them so hang nhieu ngau nhien, . Chung ta gia nh rang
thoa man cac gia nh chuan co ien.

Mo hnh kinh te lng nay la :

i i i 2 1 i i
) K / L ln( ) K / ln(q + + =

Vi cac nh ngha Y = ln(q / K) va X = ln(L / K) chung ta co the viet mo hnh nay nh
trong sach giao khoa :

i i 2 1 i
X Y + + = .

D lieu cua chung ta ve nganh cong nghiep kim loai s cap bao gom mot so o san lng (gia
tr gia tang), mot so o nhap lng nhan cong, va mot so o nhap lng von.

Hay khi ong EViews va m workfile cac kim loai s cap pm.wf1.


Hay tao ra cac bien mi bang cach s dung ham GENR : Y = LOG(VA / K) va X =
LOG(L / K).



Hay nhn vao lc o phan bo iem ri rac cua X va Y. Boi en X trc roi sau o la Y, sau
o nhap up vao vung a boi xanh. Tren bang tnh, nhap View / Graph / Scatter / Scatter
with Regression.


Ket qua trong nh the nay:

Sau khi chiem ngng o th cua mnh, Anh/Ch a san sang chay mot phep hoi qui n bien.

c lng phep hoi qui n bien

Nhap Quick / Estimate Equation. Khi o xac nh phng trnh (Equation Specification) m
ra, hay anh may Y C X
va nhap OK.


Ket qua hoi qui xuat hien!





Hay giai thch tng muc trong bang tren va lien he no vi phan ghi bai giang cua Anh/Ch.
c lng phep hoi qui boi

Neu ham san xuat cua chung ta khong co li the kinh te khong oi theo qui mo, th rang buoc
1
3 2
= + khong hieu lc, va chung ta khong the n gian hoa ham san xuat Cobb-Douglas
nh chung ta a lam tren. Thay vao o, chu ng ta co the viet phan xac nh kinh te lng
nh sau:

i i 3 i 2 1 i
) ln(K ) L ln( ) ln(q + + + =

trong o q = VA.

Vi muc ch c tnh phng trnh nay, hay nhap Quick / Estimate Equation va sau o
anh may vao hop Xac nh phng trnh (Equation Specification) nh sau :

log(VA) C log(L) log(K)


Hay lu y ti s khac biet gia ieu chung ta a lam ay vi ieu chung ta a lam trong v
du trc. Trong v du trc, toi muon s dung ky hieu ung nh cac ky hieu trong bai giang,
nen toi a tao ra cac bien mi co ten la X va Y. Tuy nhien, chung ta khong can phai lam ieu
o tren EViews. Viec nay co mot li iem ln. Trong ket qua neu ra sau ay, nhng bien oi
nay cua cac bien c ch ro !

Giai thch ket qua .

Cuoi cung, xet gia thiet ve li the kinh te khong oi theo qui mo. Chung ta co the phat bieu
ieu nay nh la :

1 : H
3 2
= +
0

Cach tot nhat e kiem nh gia thiet nay tren EViews la thc hien mot kiem nh Wald. S
trnh bay n gian nhat cua kiem nh Wald gia nh rang cac gia nh chuan co ien la ung.

S ap at mot rang buoc bat buoc (gia thiet ) len mot phep hoi qui lam tang tong cac bnh

phng phan d (ESR). Neu gia tang nay ln, th chung ta co the phan quyet rang nhng rang
buoc nay la khong tng hp vi d lieu, v the chung ta can phai bac bo gia thiet nay. Cau
hoi at ra la mot gia tang ln la ln ti mc nao?

e xay dng kiem nh Wald, hay chay hai phep hoi qui : mot phep khong co gii han va
mot phep co gii han. Nhng phep nay thu c tong cac bnh phng phan d khong co gii
han (ESR
U
) va tong cac bnh phng phan d co gii han (ESR
R
). Tr thong ke kiem nh oi
vi kiem nh Wald c xac nh nh sau :

( )
) k - n /( SSR
q / SSR - SSR
F
u U
U R
=

ay , q, bac t do cua t so , bang so cac rang buoc . No co the c tnh nh la chenh lech
gia cac bac t do cua cac phep hoi qui co gii han va khong co gii han. Bac t do cua mau
so bang so bac t do cua phep hoi qui khong co gii han.

Cac gia tr ln cua F
xay ra khi nhng rang buoc nay dan ti mot gia tang ln trong ESR
Quy tac quyet nh la bac bo gia thuyet khong neu F vt qua gia tr ti han phu hp hoac neu
gia tr Prob oi vi kiem nh nay nho hn mc o y ngha a la chon trc ay.

S the hien nay cho ta mot cam nhan trc giac nao o, nhng tren EViews khong can thiet
phai chay hai phep hoi qui vi muc ch thc hien kiem nh Wald nay.

Tr lai vi ham hoi qui cua Anh/Ch log(Y) C log(L) log(K)

Bay gi hay nhap View / Coefficient Tests / Wald - Coefficient Restrictions. Trong hop
thoai m ra , anh may nhng rang buoc bang cach s dung ky hieu lien quan ti viec at ten
noi bo cho cac he so trong EViews:

c(2) + c(3) = 1



Ket qua nh sau xuat hien :



Lien ket gia ky hieu cua EViews va ky hieu tren lp la :

k
2
1
) k ( c
) ( c
) ( c
=
=
=
M
2
1

Trong trng hp nay tr thong ke kiem nh la 0.115754 F
= va gia tr prob la 0.7366.

Quyet nh cua chung ta la Khong Bac Bo c Gia Thiet Nay.

EViews con ng dung nhieu hn na

Nh vay chung ta thay rang Eviews rat hieu qua trong viec s dung phan tch d lieu. Chung
ta se s dung EViews cho nhieu tnh huong khac na trong cac bai giang cua mon hoc nay va
trong thc te.

Chuc cac anh ch vui ve va thch thu khi tm toi nhieu ieu mi la va thu v trong EViews

EViews V

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Chng trnh Giang day Kinh te Fulbright Cac Phng phap Phan tch Phan tch d lieu bang

Nien khoa 2003-2004 Bai oc phan mem Eviews

= va gia tr prob la 0.7366.

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