Chuong 8 - Gioi Thieu Phan Mem SPSS PDF

TRNG CAO NG
KINH
T K THUT SI GN
KINH
T LNG
Chng
8: SPSS - Chui thi gian & HQTT
Khoa Kinh t & Qun tr Kinh doanh
Ging vin: PGS. TS. NGUYN THNG

E-mail: nguyenthong@hcmut.edu.vn or nthong56@yahoo.fr
Web: http://www4.hcmut.edu.vn/~nguyenthong/
PGS. TS. Nguyn Thng
Tl. (08) 38 640 979 - 098 99 66 719
KINH T LNG
Chng 8: SPSS - Chui thi gian & HQTT
TI LIU THAM KHO

1. Kinh t lng ng dng. NXB i hc
Quc gia Tp. HCM, 2000. Tc gi TS.
Nguyn Thng.
2. Kinh t lng ng dng. NXB Thng k
2009. Tc gi ThS. Phm tr Cao, ThS. V
minh Chu.
3. Phn mm SPSS or RATS.
Download ti liu ging ti:

http:// www4.hcmut.edu.vn/~nguyenthong
Th mc: Bi ging
PGS. TS. Nguyn Thng
KINH T LNG
PHN TCH
CHUI THI GIAN
Phng php
phn r
PGS.TS.
TS.Nguyn
Nguyn
Thng
PGS.
Thng
KINH T LNG
NI DUNG MN HC
Chng 1: Thng k m t & Phn phi xc
sut c bn (n).
Chng 2: Kim nh gi thit thng k.
Chng 3: Hi quy tuyn tnh (HQTT) n.
Chng 4: Hi quy tuyn tnh bi.
Chng 5: Hi quy tuyn tnh vi bin gi & gi
tuyn tnh.
Chng 6: nh gi cht lng hi quy.
Chng 7: Phn tch chui thi gian.
Chng 8: Gii thiu phn mm SPSS p dng
cho HQTT & Chui thi gian
PGS. TS. Nguyn Thng
KINH T LNG
NI DUNG
Hng dn s dng SPSS:
Phn tch chui thi gian
(Phng php phn r)
Hi quy tuyn tnh.
PGS. TS. Nguyn Thng
KINH T LNG
Khi thc hin d bo ngn

hn, s liu theo tng qu,
hoc theo tng thng. Nu
d liu c yu t ma v, v
xu th tuyn tnh th m hnh
phn r (Winters) s rt ph
hp.
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
Chun b s liu
Chn cc tham s trong cc
Option
M SPSS
File

Data_SPSS/ChuoiThoiGian
2.sav
PGS. TS. Nguyn Thng
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
S LIU
CHUN B
S LIU
Nhp s liu
quan trc (c
th dng Excel
v copy pass)
PGS. TS. Nguyn Thng
KINH T LNG
NH NGHA
CHNG TRNH
NHN BIT (CA)
L CHUI THI GIAN
PGS. TS. Nguyn Thng
PGS.TS.
TS.Nguyn
Nguyn
Thng
PGS.
Thng
KINH T LNG
To bin thi gian V d s liu theo

Qy v bt u t Q1 nm 2005.
Dng Data > Define Dates
Ch ! Click
ct bin CA
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
Kt qu
PGS.TS.
TS.Nguyn
Nguyn
Thng
PGS.
Thng
KINH T LNG
PGS.TS.
TS.Nguyn
Nguyn
Thng
PGS.
Thng
KINH T LNG
TRNH BY TH
PGS. TS. Nguyn Thng
KINH T LNG
PGS. TS. Nguyn Thng
KINH T LNG
Chn Option phn

tch chui thi gian
trong SPSS
Analyze\Forcasting\Create Model
PGS.TS.
TS.Nguyn
Nguyn
Thng
PGS.
Thng
PGS.TS.
TS.Nguyn
Nguyn
Thng
PGS.
Thng
KINH T LNG
KINH T LNG
Trong Hp thoi Time Series Modeler,

ti Tab Variables a bin cn d
bo (bin CA) vo Variables, chn
Exponential Smoothing khung
Method, chn Criteria khai bo
l m hnh nhn tnh hay cng
tnh; sau , ln lt chn cc Tab
v khai bo nh sau; v cui cng
l nhp nt OK.
PGS. TS. Nguyn Thng
Click
tip tc
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
CH
Chn:
Winter Aditive ?
Or Winter Multiplicative ?
PGS. TS. Nguyn Thng
PGS. TS. Nguyn Thng
KINH T LNG
Y
KINH T LNG
Nhn tnh
(Multiplicative)
Cng tnh
(Aditive)
PGS. TS. Nguyn Thng
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
Chn Tab Statistics, v nh du

Root mean square error tnh
RMSE ca m hnh.
nh du chn Display
forecasts th hin kt qu d
bo trn mn hnh Viewer.
PGS. TS. Nguyn Thng
KINH T LNG
PGS.TS.
TS.Nguyn
Nguyn
Thng
PGS.
Thng
KINH T LNG
Chn Tab Plots, v nh du

Forecasts, Fit values v
ng biu din c gi tr
d bo v gi tr thc t ln
cng mt th nhm nh
gi chnh xc.
PGS. TS. Nguyn Thng
KINH T LNG
Chn Tab Options, Nhp chn First

case after end of estimation
period through a specified date,
v nhp 2010 vo Year, nhp 1
vo Quarter nu bn mun d
bo n qu 1 nm 2010. Nu
bn mun lu li cc gi tr d
bo vo file d liu th tip t c
Tab
Save.
PGS.b
m
TS. Nguyn
Thng
PGS.TS.
TS.Nguyn
Nguyn
Thng
PGS.
Thng
KINH T LNG
PGS. TS. Nguyn Thng
KINH T LNG
PGS.TS.
TS.Nguyn
Nguyn
Thng
PGS.
Thng
KINH T LNG
PGS.TS.
TS.Nguyn
Nguyn
Thng
PGS.
Thng
KINH T LNG
KINH T LNG
KT QU
D BO
PGS. TS. Nguyn Thng
KINH T LNG
PGS. TS. Nguyn Thng
PGS. TS. Nguyn Thng
KINH T LNG
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
HI QUY
TUYN TNH
VI SPSS
PGS. TS. Nguyn Thng
KINH T LNG
PGS. TS. Nguyn Thng
KINH T LNG
CHUN B S LIU (C TH DNG EXCEL)

LOI THANG O GI TR
Scale bin nh lng
Ordinal bin quy i ra
thang (Linker 5, 7..)
Nominal Bin nh tnh
(0,1)
PGS.TS.
TS.Nguyn
Nguyn
Thng
PGS.
Thng
KINH T LNG
PGS. TS. Nguyn Thng
VARIABLE VIEWS
KINH T LNG
Khi ng
HQTT
Loi
bin
PGS.TS.
TS.Nguyn
Nguyn
Thng
PGS.
Thng
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
Click xc nh Option
PGS.TS.
TS.Nguyn
Nguyn
Thng
PGS.
Thng
PGS.TS.
TS.Nguyn
Nguyn
Thng
PGS.
Thng
KINH T LNG
PGS.TS.
TS.Nguyn
Nguyn
Thng
PGS.
Thng
KINH T LNG
PGS.TS.
TS.Nguyn
Nguyn
Thng
PGS.
Thng
KINH T LNG
KINH T LNG
KT QU
PGS. TS. Nguyn Thng
PGS.TS.
TS.Nguyn
Nguyn
Thng
PGS.
Thng
KINH T LNG
H S TNG QUAN GIA CC BIN
PGS. TS. Nguyn Thng
KINH T LNG
Kim nh tnh t tng
quan ca gi tr thng d
PGS. TS. Nguyn Thng
KINH T LNG
KINH T LNG
a cng tuyn (<2)
MMM
H s m hnh
c ngha (< 5%)
H s m hnh
PGS. TS. Nguyn Thng
lch chun
hs. m/hnh
KINH T LNG
PGS. TS. Nguyn Thng
KINH T LNG
MMM
H T
PGS. TS. Nguyn Thng
PGS. TS. Nguyn Thng

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TRNG CAO NG

Ging vin: PGS. TS. NGUYN THNG

Tl. (08) 38 640 979 - 098 99 66 719

TI LIU THAM KHO

Download ti liu ging ti:

PGS. TS. Nguyn Thng

Khi thc hin d bo ngn

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

To bin thi gian V d s liu theo

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

Chn Option phn

Trong Hp thoi Time Series Modeler,

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

Chn Tab Statistics, v nh du

PGS. TS. Nguyn Thng

Chn Tab Plots, v nh du

Chn Tab Options, Nhp chn First

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

CHUN B S LIU (C TH DNG EXCEL)

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

H S TNG QUAN GIA CC BIN

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

a cng tuyn (<2)

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

PGS. TS. Nguyn Thng

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