Eviews Guide

HNG DN THC HNH EVIEWS 4 BI DNG HI HKTQD 2014
I HC KINH T QUC DN
KHOA TON KINH T
B MN TON KINH T
TI LIU HNG DN
THC HNH KINH T LNG
BNG PHN MM EVIEWS 4.0
Tc gi: Bi Dng Hi
www.mfe.edu.vn/buiduonghai
Lu hnh ni b
C b sung so vi bn nm 2013
H NI, 1 / 2014
MC LC
M U ........................................................................................ 3
1 S LIU DNG TRONG EVIEWS ..................................... 6
2 NHP S LIU T BN PHM X L S LIU ......... 9
3 C LNG M HNH HI QUY N ........................ 18
4 C LNG M HNH HI QUY BI ......................... 23
5 M HNH VI BIN GI .................................................. 31
6 NH DNG PHNG TRNH HI QUY ...................... 37
7 HIN TNG A CNG TUYN .................................... 41
8 HIN TNG PHNG SAI SAI S THAY I .......... 44
9 M HNH VI S LIU CHUI THI GIAN ................ 53
10 T TNG QUAN V M HNH C BIN TR ........ 61
Chng trnh Eviews4 c th ti v ti trang mng Khoa Ton

kinh t - i hc Kinh t quc dn:
www.mfe.edu.vn Th vin D liu - phn mm
a ch trn cng l ni c th ti v ti liu hng dn ny, v cc th
mc s liu.
Cc thc mc, trao i xin vui lng gi th cho tc gi theo a ch
th in t: haitkt@gmail.com
M U
Eviews l phn mm c thit k ring cho cc m hnh kinh t
lng v chui thi gian. Phn mm ny ph hp cho ging dy v
hc tp kinh t lng cho i tng sinh vin i hc v sau i hc.
Hin nay (1/2013) c phin bn thng mi Eviews7, t phin bn
Eviews5 c yu cu ci t cng nh bn quyn. Eviews4 khng yu
cu ci t v bn quyn, c th ti v t trang mng khoa Ton kinh
t. Khi nm c cc k nng vi Eviews4, vic chuyn sang thc
hnh vi cc phin bn cao hn l hon ton tng t. Do ph
hp vi thc trng ti Vit Nam, vi mc tiu to iu kin thun li
nht cho sinh vin, ti liu ny c vit cho thc hnh phin bn
Eviews4.
Vi s i mi ca gio trnh v chng trnh ging dy Kinh t lng
ti i hc Kinh t quc dn t nm 2013, ni dung hng dn thc
hnh cng c s thay i ph hp. Ni dung trc ht s s dng cc
s liu cho, sau thc hin vi s liu chui thi gian.
Tp chy chng trnh Eviews c biu tng l
. Nhn vo biu
tng ca Eviews, ca s chnh ca chng trnh xut hin.
Ca s chnh ca chng trnh Eviews gm cc phn:
- Thanh chc nng: thc hin cc thao tc c chng trnh
nh sn, tng t nh cc chng trnh chy trong Windows.
- Ca s lnh: bn di thanh chc nng l ni vit lnh trc
tip. C th dng chut ko rng ca s lnh ty .
- Thanh ch dn: xc nh ng dn n tp ang s dng.
- Cc nt thu nh, m rng ca s, v thot khi chng trnh.
Ca
s
lnh
Thanh
chc
nng
Thanh
ch
dn
Thot
khi
Eviews
C th khng cn s dng chut m dng bn phm chn la cc

nt. n v gi phm Alt trn bn phm, trn dng task bar cc la chn
s t ng gch chn cc ch ci. Khi phm Alt v nhn phm
tng ng vi ch ci tng ng s cho kt qu ging nh khi dng
chut chn nt .
V d: Khi gi phm Alt, g phm F tng ng vi nhn chut vo
nt File; ch E tng ng vi nt Edit.
- Ngn cch phn nguyn v phn thp phn ca mt s, Eviews dng

du chm .
Mt s ch th c bn ca Eviews
Eviews lm vic vi mt s dng ch th c bn, mi ch th c th
lu li v t tn c th d dng s dng khi cn thit. Mt s ch
th thng dng gm:
Series: Thng tin v tng bin s.
Group: Thng tin v mt s bin s xt cng lc.
Graph: Thng tin th. th c th gm th ca mt bin,
th ca nhiu bin, th ca cc bin theo nhau.
Equation: Thng tin v mt phng trnh hi quy
System: Thng tin v mt h nhiu phng trnh hi quy.
Mt s k hiu dng cho thc hnh
:
Thao tc, thc hin thao tc yu cu.

V d Chn View : dng chut nhn vo nt View
: Kt qu ca thao tc.
: Cc thao tc, chn la k tip nhau.
V d: File Open: Chn nt File ri nt Open.
[?] : Cu hi, cn nm c l thuyt tr li.
Tt c cc cu hi kim nh trong sch u c thc hin vi
mc ngha l 5%.
Cp ngoc vung []: do trong Eviews c th m nhiu ca s cng
lc, do cp ngoc vung xc nh ca s cn thc hin thao tc.
V d [Eviews] l ca s chnh.
- ngn gn v thun tin v sau, cc nt trn cc ca s c vit
trong cp du < >, v d: <Ok>, <Cancel>
1 S LIU DNG TRONG EVIEWS

Eviews l chng trnh x l s liu, c lng phng trnh hi quy,
phn tch chui thi gian, do vic hiu r v s liu l iu cn
thit. hiu r cu trc s liu c qun l v x l bi Eviews, m
mt s b s liu v quan st cc s liu sau.
M b s liu cho (cross-section)
Ti ca s chnh, chn File Open
Trong la chn Open, c bn dng nh dng tp c th m:

- Dng Workfile: l tp d liu v thc hin cc phn tch thng
thng. y l dng c bn, trong tp c th lu s liu, cc
th, cc phng trnh hi quy, kt qu c lng.
- Dng Database: c s d liu, bao gm nhiu nh dng.
- Dng Program: cc chng trnh c lp trnh trc
- Dng Text File: cc tp lu tr dng vn bn
Chn dng Workfile, l dng thng thng nht tnh ton x l

s liu vi Eviews.
Chn th mc DATA2012, tp s liu YWKM, ca s Workfile
m ra. Trn ca s ny c mt s thng tin:
- Dng trn cng: Tn ca Workfile v ng dn
- Cc nt vi cc chc nng khc nhau, s c cp sau
- Khong s liu v Mu t 1 n 100
Bn di ca ca s, lit k cc ch th m Workfile ang qun l,
gm:
c
k
m resid
tc w y.
Nhn vo nt Label+/-, xut hin cc thng tin v thi gian khi to
cc s liu ny, v ch thch v ba bin. Hai ch th
c
resid
khng c ch thch, v y l hai ch th c bit dng lu cc
thng tin ring.
Thng tin ca mt bin s thng thng bao gm:
- Tn bin: Ti a 24 k t ch gm ch v s, khng c du cch, bt
u bi ch ci.
- Nhn bin: ch thch v ngha ca bin
- Tn s: nu s liu cho th nh s th t, nu chui thi gian th
theo th t thi gian
- Gi tr ca bin: o lng bng s, du ngn cch vi phn thp phn
l du chm. Khi cha c gi tr th k hiu l NA (not available)
c : ch th cha cc h s tnh c t cc phng trnh hi quy,
cc m hnh. Khi cha c kt qu hi quy t phng trnh no, cc gi
tr ca C c gn bng 0
resid: l chui nhn s nhn gi tr l phn d t c c t vic
c lng cc phng trnh hi quy. Khi cha c phng trnh hi
quy, cc gi tr Resid u cha c.
Nhn p chut tri vo

k, ca s [Series: K] m ra. Ct ngoi
cng bn tri obs th t ca quan st t 1 n 100, cc gi tr ca bin
K c lit k theo cc quan st t ct tip theo trong bng.
Chn
resid, m ca s [Series: RESID] vi cc gi tr u l NA
v cha c kt qu tnh ton no c thc hin.
Ti ca s [Workfile], s dng chut nh du (bi en) cc bin t
K, M, TC, Y, W nhy chut phi, chn Open as Group, tt c cc
bin u c lit k trong cng mt ca s [Group].
M b s liu c tn s theo Qu
M b s liu mi, ti ca s [Eviews] File New, chn tp
VNQ_GDP.
B s liu c th hin t 2004:1 n 2012:3, vi mt ch s sau du
:. Vi cch th hin ny, s liu l t Qu 1 nm 2004 n Qu 3
nm 2012.
Chn bin bt k, chng hn GDP, m ra di dng ca s [Series].
Vi ca s ny, tn sut bin c chu k 1, 2, 3, 4, 1, th hin y l
s liu Qu.
M b s liu c tn s theo Thng
M b s liu mi, ti ca s [Eviews] File New, chn tp
VNM_EXIM. B s liu c th hin t 2004:01 n 2008:12, vi
hai ch s sau du :, th hin l s liu t Thng 1 nm 2004 n
Thng 12 nm 2008.
bit ngha cc bin, chn nt Label trn thanh chc nng ca ca
s [Workfile].
2 NHP S LIU T BN PHM X L S LIU

Xt b s liu v d sau c m phng v 12 h gia nh, vi X2 l
tng tin lng, X3 l tng thu nhp khc, Y l tng chi tiu.
STT
X2
(Lng)
X3
(TN khc)
Y
(Chi tiu)
1
2
3
4
5
6
7
8
9
10
11
12
20
30
28
24
32
36
32
34
24
22
28
30
16
10
2
0
18
10
16
24
28
20
8
4
24.4
31.2
29.2
23.6
36.0
31.4
32.6
36.8
32.8
29.8
30.2
26.8
Thc hin nhp b s liu trn v lu li di dng mt tp chuyn

dng ca Eviews.
2.1 nh dng tn s v nhp s liu

Ti ca s chnh ca Eviews, thun tin, ng ca s nh ang m
(nu c)
Chn File New : Ca s [Workfile Range]: tn s ca s liu.
Du la chn c ngm nh t ti la chn Annual
Frequency - tn s ca s liu
Tn s v
nh dng
u cui
Annual
Start: 1991
(Nm)
End: 2005
yyyy
Semi-annual
Start: 1991:1
(Na nm)
End: 2005:2
yyyy:h
Quarterly
Start: 1991:1
(Qu)
End: 2005:4
yyyy:q
Monthly
Start: 1991:01
(Thng)
End: 2005:12
yyyy:mm
Weekly
(Tun)
mm/dd/yyyy
Daily [5day]
(Ngy: tun 5
ngy)
mm/dd/yyyy
Daily [7day]
(Ngy: tun 7
ngy)
mm/dd/yyyy
Undated or
Irregular
(Quy tc khc)
Start: 01/01/2008
End: 12/01/2008
Start: 11/12/2008
End: 12/11/2008
Start: 11/12/2008
End: 12/11/2008
Start: 1
Start: 30
V d
ngha
15 quan st theo nm, t nm
1991 n nm 2005
30 quan st theo na nm, t
na u nm 1991 n na
sau nm 2005
60 quan st theo qu, t qu 1
nm 1991 n qu 4 nm 2005
180 quan st theo thng, t
thng 1 nm 1991 n thng
12 nm 2005
49 quan st theo tun, t tun
c ngy 1 thng 1 nm 2008
n tun c ngy 1 thng 12
nm 2008
22 quan st theo ngy, t ngy
12 thng 11 nm 08 n ngy
11 thng 12 nm 08, khng c
ngy cui tun
29 quan st theo ngy, t ngy
12 thng 11 nm 08 n ngy
11 thng 12 nm 08, c ngy
cui tun
30 quan st khng theo thi
gian, hoc theo thi gian
nhng quy tc khc
10
Vi b s liu v d trn l s liu cho, s quan st t 1 n 12.
Frequency: Undated or irregular Start date: 1 End date:

12 : m ca s Workfile
Ca s [Workfile] l ca s qun l vic nhp, lu, x l s liu.
Trong ca s Workfile ch c hai bin l cc h s C v phn d
Resid. Cn to ba bin s mi v nhp s liu.
Ti ca s [Eviews], chn Quick Empty Group (Edit Series)
M ca s [Group]
Chn u tin bn phi obs, nhp tn bin l X2, cc bn di
t ng chuyn thnh NA, nhp cc gi tr ca bin X2 ng vi cc s
liu c. Tip tc vi ct bin X3 v bin Y.
Ti ca s [Workfile], biu tng ca X2, X3, v Y xut hin.
Nhp nhn bin
Cc bin X2, X3 v Y nhp cha c nhn, cn nhp nhn ch
thch ngha ca cc bin.
Ti ca s [Workfile], nhn chut p vo bin X2, m ca s
[Series: X2] chn Name, m ca s [Object Name]
11
Trong ca s ny, trng trn l tn bin, trng bn di nhp

nhn bin. Vi v d ang xt, nhn cho bin X2 l: Luong.
Tng t, c th nhp nhn cho bin X3 l Thu nhap khac v bin Y l
Chi tieu.
2.2 Sa i s liu v lu s liu

Trng hp cn sa i s liu, v d bin X2 c th thc hin theo
trnh t:
Chn bin X2, m ca s [Series: X2], chn nt Edit+/- v thay i
cc gi tr cn thit.
S liu nhp c th lu li di dng tp chuyn dng ca Eviews,
c th m v s dng khi cn thit.
Ti ca s [Eviews] Chn File Save (hoc Save as)
Ca s [SaveAs] : Chn v tr v tn tp.
Cc tp c ui ngm nh l .wf1.
S liu nhp phn 2.1 l s liu th. thy c r hn cc
thng tin cha ng trong cc bin , cn thc hin tnh cc thng k
vi tng bin, xem xt tng quan, th m t v cc bin v mi
lin h gia chng.
2.3 V th
M t s liu qua th v cc thng k c trng c bn l x l ban
u cn thit i vi cc bin s.
Chn X2 v Y, m ca s [Group]
( chn ring cc bin cch nhau, gi phm Ctrl)
12
V th cc bin theo quan st

Lu : dng th ng (line) thng ch dng cho s liu chui thi
gian, s liu cho nn chn th ct)
[Group] View Graph Bar
Kt qu cho th ct ca X2 v Y theo quan st trn cng h ta .
40
36
32
28
24
20
16
2
6
LUONG
10
12
CHI TIEU
v th ca bin ny theo bin kia, mi bin trn mt trc ta ,

la chn:
[Group] View Graph Scatter Simple Scatter
Kt qu cho th im ca bin Y trn trc tung v X2 trn trc
honh. Eviews ngm nh bin xp sau nm trn trc tung, bin xp
trc nm trc honh.
Xc nh c hnh nh ca ng hi quy bng cch chn:
[Group] View Graph Scatter Scatter with Regression
Ca s [Global Fit Option], nu khng nh dng c bit, chn OK,
kt qu l th im vi ng hi quy
13
CHI TIEU vs. LUONG

38
36
CHI TIEU
34
32
30
28
26
24
22
16
20
24
28
32
36
40
LUONG
Lu th
C th lu th chn vo cc chng trnh son tho vn bn
Ca s [Group] c th, nhn t hp Ctrl+C, m ca s [Graph
Metafile], chn OK, m vn bn v nhn Ctrl+V dn th lu.
Thay i nh dng th:
Ti ca s [Group] c th, chn Freeze, m ca s [Graph].
Vi la chn [Graph] Proc Options : ca s [Graph Option] vi
cc la chn cho nh dng.
[Graph] Proc Add text: Thm dng ch vo th
[Graph] Proc Save Graph: lu th chn vo vn bn
[Graph] Name: lu th di dng mt ch th, t tn.
Ngoi ra cn nhiu la chn khc vi th
Bn cnh cch chn v th t ca s [Graph], c th c cch khc
v th: Ca s [Eviews] Quick Graph: chn loi th, v
th t ca cc bin v th.
V th trn nhiu h ta : mi bin trn mt h ta ring
[Group] Multiple Graphs.
14
2.4 Thng k m t
Cc thng k m t v cc bin v tng quan gia cc bin l nhng
thng tin c bn nh gi v bin.
Thng k m t ca cc bin
Ca s [Group] View Descriptive Stats Common Sample
Trung bnh
Trung v
Ti a
Ti thiu
lch chun
H s bt i xng
H s nhn
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
Thng k JB
Mc xc sut
Jarque-Bera
Probability
Tng
Sum
Tng bnh phng Sum Sq. Dev.
chnh lch
S quan st
Observations
X2
28.33333
29.00000
36.00000
20.00000
4.960450
-0.198458
1.965517
X3
Y
13.00000 30.40000
13.00000 30.70000
28.00000 36.80000
0.000000 23.60000
8.800826 4.063138
0.110321 -0.163204
1.967268 2.300945
0.613848
0.735706
0.557609
0.756688
0.297610
0.861737
340.0000
270.6667
156.0000
852.0000
364.8000
181.6000
12
12
12
Thng k JB v P-value dng kim nh v cp gi thuyt:

H0: bin phn phi theo quy lut Chun
H1: bin khng phn phi theo quy lut Chun
[?] - Trung bnh, phng sai bin no ln nht, nh nht
- Trong mu, cc bin c phn phi lch tri hay lch phi
- Qua kim nh JB, cc bin c phn phi chun khng?
H s tng quan
[Group] View Correlations Common Sample
X2
Y
X2
1.000000
0.636883
Y
0.636883
1.000000
15
Phng sai - hip phng sai

[Group] View Covariances Common Sample
X2
Y
X2
22.55556
11.76667
Y
11.76667
15.13333
Kim nh so snh cc bin

Kim nh so snh trung bnh, trung v, phng sai ca hai bin
[Group] View Test of Equality, m ca s [Test Between
Series], c ba la chn kim nh
Kim nh s bng nhau ca hai trung bnh: Mean
Test for Equality of Means Between Series
Sample: 1 12
Included observations: 12
Method
df
Value
t-test
22
1.116504
Anova F-statistic
(1, 22)
1.246580
Probability
0.2763
0.2763
Kim nh s bng nhau ca hai phng sai: Variance

Test for Equality of Variances Between Series
Method
df
Value Probability
F-test
(11, 11)
1.490455
0.5190
Siegel-Tukey
0.086621
0.4045
Bartlett
1
0.416188
0.5188
Levene
(1, 22)
0.780029
0.3867
Brown-Forsythe
(1, 22)
0.747508
0.3966
[?] - C th cho rng trung bnh ca X2 v Y l bng nhau khng?

- C th cho rng phng sai ca X2 v Y bng nhau khng?
16
2.5 t bin mi
Bn cnh cc bin nhp s liu l X2, X3 v Y, c th t cc bin
mi t cc bin c hoc nhp bin s mi.
V d: cn t bin mi tng thu nhp: Z = X2 + X3
[Eviews] Quick Generates Series: m ca s [Generate Series
by Equation]
Ti Enter Equation g: Z = X2 + X3
Ti Sample, ngm nh mu m lnh t bin c tc dng l ton b.
Khi cn c th thay i mu ny. Nhn OK chp nhn.
Khi khng cn thay i mu, c th s dng lnh trong Ca s lnh.
[Ca s lnh] GENR Z = X2 + X3
Bin Z c to ra nm trong ca s [Workfile].
Cc hm v lnh c bn
Ngoi cc php ton c bn: cng [+], tr [], nhn [*], chia [/], ly
tha [^], cc hm c bn ca Eviews nh sau:
Tn
ngha
V d
Kt qu
LX i ln( X i )
LOG
Logarit t nhin LX = LOG(X)
EXP
Hm m c s
t nhin
ABS
Gi tr tuyt i AX = ABS(X)
AX i | X i |
SIN
COS
Hm sin
Hm cosin
SIN(X)
COS(X)
(-J)
Tr bc J
X4 = X(-4)
Sin(X)
Cosin(X)
X 4i X i 4
D(X)
Sai phn bc 1
DX = D(X)
DX i X i X i 1
EX = EXP(X)
EX i e X i
17
3 C LNG M HNH HI QUY N

(Tip theo 2)
Vi b s liu t bi 2, nhn xt qua th gia Y v X2, thy gia hai
bin c xu th cng chiu, h s tng quan gia hai bin bng
0,636883 dng, do c th xc nh mt m hnh hi quy trong
Chi tiu (Y) ph thuc vo Lng (X2) dng tuyn tnh vi hai h s.
Hm hi quy tng th PRF:
E (Y | X 2) 1 2 X 2
Dng ngu nhin
1 2 X 2 u
M hnh (3.1)
Nu xt bin hng s C lun bng 1, c th vit m hnh (3.1):

Y 1C 2 X 2 u
Vi mu kch thc l 12 gm 12 quan st nhp, hm hi quy mu
SRF c dng:
Y X 2
i
Yi 1 2 X 2i ei
Dng phng php Bnh phng nh nht (Least Squares - LS) vi b

s liu nhp, tnh ton cc c lng, v cc thng k cn thit
dnh cho phn tch.
3.1 c lng m hnh

[Eviews] Quick Estimate Equation
(Ngoi ra cn 4 cch khc, c cp sau)
Ca s nh dng phng trnh xut hin.
Ca s [Equation Specification] gm khai bo phng trnh hi quy,
phng php c lng, mu c lng.
18
Khai bo phng trnh hi quy
Vi m hnh hi quy Y theo X2 c h s chn, c hai kiu khai bo:

Kiu 1: Y = C(1) + C(2)*X2
Kiu 2: Y C X2
S dng kiu khai bo th hai, phng php LS bnh phng nh
nht, mu 1 n 12, c kt qu ca s [Equation]
Dependent Variable: Y
Method: Least Squares
Date: Time:
Sample: 1 12
Variable
Coefficient
C
15.61921
X2
0.521675
R-squared
0.405619
Adjusted R-squared
0.346181
S.E. of regression
3.285415
Sum squared resid
107.9395
Log likelihood
-30.20725
Durbin-Watson stat
1.680815
Std. Error
t-Statistic
5.737035
2.722523
0.199698
2.612324
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
Prob.
0.0215
0.0259
30.40000
4.063138
5.367875
5.448692
6.824238
0.025937
19
Nu s dng cch khai bo th nht: Y = C(1) + C(2)*X2 th kt qu

ch khc phn th hin cc h s nh sau
Y = C(1) + C(2)*X2
C(1)
C(2)
Coefficient
15.61921
0.521675
Std. Error
5.737035
0.199698
t-Statistic
2.722523
2.612324
Prob.
0.0215
0.0259
Cc thng tin khc vn gi nguyn

Bn cnh Cch 1 [Eviews] Quick Estimate Equation nh trn, cn
mt s cch sau:
Cch 2: [Eviews] Objects New Object Equation OK
Cch 3: Chn X2, Y thnh ca s [Group] Procs Make Equation
Cch 4: Chn X2 v Y, nhn chut phi Open As Equation
Cch 5: [Ca s lnh] LS Y C X2
Cch s dng lnh LS Y C X2 l n gin nht, s c s dng trong
cc phn sau.
Cc kiu th hin kt qu hi quy
[Equation] View Representations : c cc kt qu
Estimation Command:
=====================
LS Y C X
Cu lnh c lng
(vit trong ca s lnh)
Estimation Equation:
=====================
Y = C(1) + C(2)*X2
Phng trnh hi quy
Substituted Coefficients:
=====================
Y = 15.61921182 + 0.5216748768*X2
Kt qu c lng
[Equation] View Estimation Output : bng kt qu chi tit
20
3.2 Lu kt qu
[Equation] Name: ca s [Object Name], tn ngm nh cho kt qu
c lng phng trnh hi quy l eq01. Nu chn OK, th ch th
eq01 c to ra trong Workfile.
Mun sao v dn kt qu c lng chn vo cc vn bn, nh
du ton b bng kt qu chi tit, nhn chut phi, chn Copy, chn
loi gi nguyn nh dng hoc khng gi nh dng, ri ti ni cn
dn chn Paste; hoc s dng t hp Ctrl+C v Ctrl+V.
3.3 Xem phn d v gi tr c lng (gi tr tng hp)

Sau khi c lng mt m hnh hi quy, c th nh gi kt qu thng
qua cc gi tr phn d (residuals) v cc gi tr c lng ca bin
ph thuc (cn gi l gi tr tng hp fitted values).
[Equation] View Actual, Fitted, Residual Actual, Fitted,
Residual Table
c bng gi tr v th phn d, Actual l gi tr thc t b s liu:
Yi, Fitted l gi tr c lng bi hm hi quy i, Residual l gi tr
phn d: ei hay i.
21
[?] - Quan st no c gi tr thc t v gi tr c lng gn nhau

nht, xa nhau nht? Khi gi tr thc t cao hn hay thp hn
gi tr c lng?
- Vi nhng quan st no th ng hi quy m t gn ng nht
s bin ng ca bin ph thuc Y?
C th xem th ca gi tr thc t, gi tr c lng, v phn d trn

cng h ta hoc th ca ring phn d bng cch chn Actual,
Fitted, Residual Graph. Cc th ny c th lu li hoc ct dn vo
cc vn bn tng t nh th ca cc bin X2, Y.
Kim nh tnh phn phi chun ca phn d
[Equation] View Residual Tests Histogram-Normality Test
5
Series: Residuals
Sample 1 12
Observations 12
0
-5.0
-2.5
0.0
2.5
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
-2.96E-15
-0.047783
4.660591
-4.539409
3.132520
-0.010518
1.816787
Jarque-Bera
Probability
0.700217
0.704612
5.0
[?] - Phn d phn phi lch tri hay lch phi hay i xng?
- Sai s c phn phi chun khng?
Thc hin hi quy Chi tiu (Y) theo Thu nhp khc (X3) v gii thch
ngha; so snh kt qu vi m hnh Y ph thuc X2. Hi quy Chi
tiu theo Tng thu nhp (X2 + X3), khi c lng im tiu dng
t nh v khuynh hng tiu dng cn bin bng bao nhiu?
22
4 C LNG M HNH HI QUY BI

Bi ny s s dng b s liu YWKM c sn nm trong th mc
DATA2012 thc hnh. y l b s liu v sn lng v chi ph
sn xut ca mt s doanh nghip
4.1 M tp s liu c sn
[Eviews] File Open
Chn tp s liu YWKM trong th mc tng ng
Ca s [Workfile] gm cc bin s xp theo th t K, M, TC, W, Y,
vi Y l sn lng, W l chi cho cng nhn, M l chi cho qun l, K l
chi ph khc gm my mc thit b nguyn nhin vt liu hay cn gi
l chi ph vn, TC l tng chi ph. Nh vy TC l tng ca W, M, K.
4.2 nh gi chung v cc bin

Xem thng k c trng mu ca tt c cc bin (Descriptive Stats)
[?] - Trung bnh ca cc bin bng bao nhiu?
- Bin no c s bin ng tuyt i o bng phng sai ln nht,
nh nht? Bin no c s bin ng tng i o bng h s bin
thin ln nht, nh nht?
- Bin no i xng nht, bt i xng nht?
- Bin no c phn phi chun?
Xem ma trn tng quan ca cc bin (Correlations)
[?] - Cp bin no c tng quan ngc chiu?
- Cp bin no c tng quan cht nht, lng nht?
- Sn lng tng quan vi bin no cht ch nht?
23
4.3 c lng m hnh

Xt m hnh
E (Y | W , K ) 1 2W 3 K
Hay
(MH 4.1)
Yi 1Ci 2Wi 3 K i ui
[Ca s lnh] LS Y C W
Sample: 1 100
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
W
K
-485.9608
2.214092
1.292811
95.85601
0.050943
0.044404
-5.069695
43.46253
29.11470
0.0000
0.0000
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.964118
0.963378
272.8616
7221985.
-701.2674
2.090510
Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
3707.680
1425.836
14.08535
14.16350
1303.136
0.000000
[?] - Gii thch ngha cc c lng h s? Kt qu c ph hp

vi l thuyt kinh t khng?
- Hm hi quy c ph hp khng? ngha ca iu ny l g?
- Trong mu, cc bin c lp W v K gii thch bao nhiu % s
bin ng ca bin Y?
- Cc h s gc c ngha thng k khng? iu ny c ngha
nh th no?
Xem gi tr c lng bin ph thuc (gi tr tng hp) v phn d

[Equation] Actual, Fitted, Residual Actual, Fitted, Residual
Table: xem gi tr c lng bin ph thuc v phn d.
[Equation] Actual, Fitted, Residual Actual, Fitted, Residual
Graph: xem th cc gi tr.
24
4.4 Phng sai, hip phng sai cc c lng h s

c th c lng, kim nh v hn mt h s hi quy, cn c c
lng phng sai, hip phng sai ca cc c lng h s.
[Equation] Covariance Matrix
C
W
K
C
9188.374
-2.461994
-3.582358
W
-2.461994
0.002595
0.000123
K
-3.582358
0.000123
0.001972
[?] - Phng sai ca cc c lng h s bng bao nhiu?

- Hip phng sai c lng hai h s gc bng bao nhiu?
- Hip phng sai cc c lng h s c dng trong trng
hp no?
- S dng kt qu hip phng sai, v bng kt qu hi quy m
hnh t phn u, cho bit nu W v K cng tng mt n v th
trung bnh ca Y thay i nh th no?
- Kim nh gi thuyt cho rng: h s ca bin W ln gp i h
s ca bin K.
- Nu W tng mt n v, nhng K gim mt n v, th Y s tng
ln hay gim i, tng ln (gim i) ti a bao nhiu, ti thiu bao
nhiu?
4.5 Kim nh v cc h s - kim nh Wald

Eviews thc hin kim nh rng buc v cc h s hi quy bng kim
nh Wald, s dng thng k F v thng k 2.
Xt cp gi thuyt
H0: 2 = 2,3
H1: 2 2,3
M hnh ban u: Yi 1 2Wi 3 K i ui
(4.1)
M hnh c rng buc: Yi 2.3Wi 1 3 K i ui (4.2)
25
Thng k F: F
( RSS(4.2) RSS(4.1) ) / m
RSS(4.1) /(n k(4.1) )
Ti ca s kt qu hi quy
[Equation] View Coefficient Tests Wald Coefficient
Restrictions Ca s khai bo gi thuyt cn kim nh v cc h s:
Quy c nh s cc h s C(1), C(2), theo th t khai bo ca

phng trnh hi quy, do nu khi khai bo bin l C W K th h s
chn l C(1), h s W l C(2), K l C(3).
Ti ca s Wald Test: C(2) = 2.3
<Ok>
Kt qu kim nh bng kim nh Wald, kim nh F v 2.
Wald Test:
Equation: Untitled
Null Hypothesis: C(2) = 2.3
F-statistic
2.843870
Chi-square
2.843870
Probability
Probability
0.094937
0.091723
[?] - Bc t do ca kim nh F bng bao nhiu?

- Dng thng k F v P-value kt lun v gi thuyt 2 = 2.3
- Kim nh 2 cho kt lun th no v gi thuyt trn?
Tng t, kim nh gi thuyt: h s ca bin W gp i h s bin

K, hay C(2) = 2*C(3)
26
4.6 Kim nh b bt bin

Yi 1 2Wi 3 K i ui
(4.1)
Mun kim nh b bin K:
Yi 1 2Wi ui
(4.3)
H0: 3 = 0 : c th b bin K
H1: 3 0 : khng th b bin K
[Equation] View Coefficient Tests Redundant Variables
Ca s khai bo bin Omitted-Redundant Variable Test
G bin mun b: K
<Ok>
Kt qu hi quy sau khi b bin K.
Redundant Variables: K
F-statistic
Log likelihood ratio
847.6660
227.6120
Test Equation:
Probability
Probability
0.000000
0.000000
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
W
1862.909
2.133128
160.7195
0.157928
11.59105
13.50698
0.0000
0.0000
R-squared
Sum squared resid
Log likelihood
Durbin-Watson stat
0.650547
70333643
-815.0734
2.022167
Mean dependent var

Schwarz criterion
F-statistic
Prob(F-statistic)
3707.680
16.39357
182.4384
0.000000
27
[?] - Thng k F = 847.666 tnh c th nh th no?

- Bc t do ca kim nh F bng bao nhiu?
- Dng thng k F v P-value kim nh gi thuyt H0: nn b
bin K khi m hnh.
Thc hin kim nh tng t, c nn b bin W khi m hnh hay
khng?
4.6 Kim nh thm bin

Thm hai bin W2 v K2 vo m hnh
Yi 1 2Wi 3 K i ui
(4.1)
Yi 1 2Wi 3 K i 4Wi 2 5 K i 2 ui (4.4)

H0: 3 = 4 = 0
H1: 32 + 42 0
Ti ca s kt qu c lng m hnh [Equation]
[Equation] View Coefficient Tests Omitted Variables
Ca s khai bo bt (thm) bin
G bin mun thm: W^2 K^2 <Ok>
Kt qu hi quy sau khi thm bin.
Omitted Variables: W^2 K^2
F-statistic
35.30513
55.57603
Probability
Probability
0.000000
0.000000
[?] - Nu cch tnh thng k F = 35.04656, bc t do tng ng

vi kim nh F l bao nhiu?.
- Vic cho thm hai bin vo m hnh c ngha thng k khng?
- Dng kim nh T kim nh xem c cn a bin mi vo
m hnh khng?
- Nhng kt lun trn c g thay i nu mc ngha bng 1%?
28
4.7 M hnh a thc ca bin c lp

Yi 1 2Wi 3 K i 2Wi 2 3 K i 2 ui
M hnh
Ca s lnh: LS Y C W K W^2 K^2
(4.5)
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
W
K
W^2
K^2
-1304.324
3.196177
1.791658
-0.000462
-0.000124
202.4025
0.131148
0.198742
5.92E-05
4.58E-05
-6.444208
24.37084
9.014987
-7.806547
-2.703958
0.0000
0.0000
0.0000
0.0000
0.0081
R-squared
Durbin-Watson stat
0.979417
2.252379
Mean dependent var

Prob(F-statistic)
3707.680
0.000000
y chnh l kt qu ca m hnh thm bin trong mc 4.6

[?] - C th cho rng m hnh th hin quy lut li ch cn bin
gim dn trong kinh t hay khng? V sao
- Da vo kt qu c lng, vit phng trnh th hin tc ng
ca bin W n sn lng, theo kt qu , u l mc chi cho
cng nhn lm ti a ha sn lng?
4.8 M hnh c logarit

M hnh dng hm m Cobb-Douglas
M hnh
E (Y | W , K ) e 1W 2 K 3
Yi e 1Wi 2 K i 3 eui
(4.6)
Yi e 1Wi 2 Ki 3
Logarit hai v
ln Yi 1 2 ln Wi 3 ln K i ui
29
Ca s lnh: LS LOG(Y) C LOG(W) LOG(K)

Dependent Variable: LOG(Y)
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG(W)
LOG(K)
0.416571
0.476395
0.621661
0.114175
0.005883
0.014506
3.648529
80.97390
42.85566
0.0004
0.0000
0.0000
R-squared
Sum squared resid
Log likelihood
Durbin-Watson stat
Theo kt qu ny
0.988628
0.204993
167.6036
1.927110
Mean dependent var

Schwarz criterion
F-statistic
Prob(F-statistic)
8.136574
-3.213916
4216.348
0.000000
Yi e0.409494W 0.478281K 0.620866
[?] - Gii thch ngha kt qu hi quy

- Cc h s c ngha thng k khng?
- M hnh dng hm m gii thch bao nhiu % s bin ng ca
bin GDP, c gii thch c nhiu hn dng hm tuyn tnh
khng?
- Kim nh gi thuyt cho rng qu trnh sn xut l khng i
theo quy m ca chi cho cng nhn v chi ph vn.
M hnh dng na logarit
Hi quy m hnh Yi 1 2 ln Wi 3 ln K i ui
[?] - Gii thch ngha kt qu c lng, tc ng ca bin no
l mnh hn n s thay i ca Y?
Hi quy m hnh Yi e 1 2Wi 3 Ki ui

Hay
ln Yi 1 2Wi 3 K i ui
30
5 M HNH VI BIN GI
S dng tp WORLD_EXIM_2010 trong th mc DATA2012.
y l b s liu ngun t Worldbank nm 2010 vi 220 quc gia v
vng lnh th, trong EX l xut khu, IM l nhp khu, GDP l
tng sn phm quc ni.
RANK l xp hng v mc thu nhp ca cc nc, gi tr nh sau:
(1) Cc nc thu nhp cao thuc khi OECD
(2) Cc nc thu nhp cao khng thuc khi OECD
(3) Cc nc thu nhp trn trung bnh
(4) Cc nc thu nhp trung bnh
(5) Cc nc thu nhp di trung bnh
Nhm (1)(2) l cc nc pht trin, cn li l cc nc ang pht
trin. Vit Nam thuc nhm (4).
5.1 M hnh c bin nh tnh

nh gi v xut khu (EX) ca cc nc OECD so snh vi cc
nc khc, cn t bin gi c dng:
D1 = 1: nu l nc thuc OECD
D1 = 0: nu l nc khng thuc OECD
Cc m hnh s xt nh sau:
M hnh ch c bin c lp l bin gi
Xem xt Xut khu trung bnh ca cc nc OECD c khc cc nc
cn li hay khng, c dng:
E ( EX | D1) 1 2 D1
(5.1)
Vi nc thuc OECD:
E ( EX | D1 1) 1 2
Vi nc khc:
E ( EX | D1 0) 1
Nu 2 0 th c s khc bit.
31
M hnh c bin c lp l bin nh lng v bin gi

Bin c lp nh lng l GDP. Xt mi quan h Xut khu ph
thuc GDP c dng
E(EX | GDP) = [h s chn] + [h s gc]GDP
hay
EXi = [h s chn] + [h s gc]GDP + ui
Bin gi tc ng n h s chn
E ( EX | GDP, D1) 1 2GDP 3 D1
(5.2)
Nc OECD:
E ( EX | GDP, D1 1) ( 1 3 ) 2GDP
Nc khc:
E ( EX | GDP, D1 0)
1 2GDP
Bin gi tc ng n h s gc
E ( EX | GDP, D1) 1 2GDP 3 D1 GDP
(5.3)
Nc OECD:
E ( EX | GDP, D1 1) 1 ( 2 3 )GDP
Nc khc:
E ( EX | GDP, D1 0) 1 2GDP
Bin gi tc ng n c hai h s
E ( EX | GDP, D1) 1 2GDP 3 D1 4 D1 GDP (5.4)
Nc OECD: E ( EX | GDP, D1 1) ( 1 3 ) ( 2 4 )GDP
Nc khc:
E ( EX | GDP, D1 0) 1 2GDP
5.2 t bin gi
Cn t bin D1 = 0 vi mi quan st, sau ring vi cc nc
OECD (c RANK = 1) th i li gi tr D1 = 1.
Ti Ca s lnh g ln lt cc lnh, sau mi lnh g Enter
GENR D1 = 0
: t bin mi D1 = 0 vi mi quan st
SMPL IF RANK = 1 : xt ring cc quan st c RANK=1
D1 = 1
: t li D1 = 1
SMPL 1 220
: ly li ton b cc quan st
32
Sau cu lnh SMPL IF, s thy trn ca s Workfile c dng:

Sample: 1 220 if rank = 1
Lu phi c cu lnh cui, v nu thiu, cc thao tc v sau s ch
lm vi cc quan st c RANK = 1. Nu cu lnh cui, trn ca s
Workfile phi xut hin li l: Sample 1 220.
C th m ring ca s bin D1, s thy gi tr bng 1 ti cc quan st
th 11, 12, 19, cn li bng 0.
5.3 Hi quy m hnh c bin gi

M hnh (5.1)
Lnh: LS EX C D1
Dependent Variable: EX
Sample(adjusted): 1 213
Excluded observations: 55 after adjusting endpoints
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
57078.39
21931.16
2.602616
0.0101
D1
295998.5
49511.86
5.978335
0.0000
R-squared
0.186400 Mean dependent var
115154.0
Log likelihood
-2185.192 F-statistic
35.74048
Durbin-Watson stat
2.472372 Prob(F-statistic)
0.000000
S quan st c iu chnh do c mt s nc khng c s liu.

[?] - Vit hm hi quy vi hai nhm nc v gii thch ngha?
- Xut khu trung bnh ca cc nc OECD c khc cc nc cn
li khng? Cao hn hay thp?
- c lng im v khong mc chnh lch ca xut khu trung
bnh gia hai nhm nc?
33
M hnh (5.2): Bin gi tc ng n h s chn

Lnh: LS EX C GDP D1
Variable
Coefficient
C
30735.85
GDP
0.160118
D1
111465.3
R-squared
0.767451
Log likelihood
-2086.255
Durbin-Watson stat
2.640003
Std. Error
t-Statistic
Prob.
11838.70
2.596218
0.0103
0.008136
19.67955
0.0000
28162.60
3.957921
0.0001
Mean dependent var
115154.0
F-statistic
255.7626
Prob(F-statistic)
0.000000

- H s chn c thc s khc nhau gia hai nhm nc khng?
- Nu cng mc GDP th xut khu trung bnh ca hai nc thuc
hai nhm bn no nhiu hn, nhiu hn trong khong no?
M hnh (5.3): Bin gi tc ng n h s gc

Lnh: LS EX C GDP D1*GDP
Variable
Coefficient
C
39614.77
GDP
0.266546
D1*GDP
-0.110621
R-squared
0.785973
Log likelihood
-2079.698
Durbin-Watson stat
2.472840
Std. Error
t-Statistic
Prob.
10638.14
3.723842
0.0003
0.018845
14.14414
0.0000
0.020052 -5.516777
0.0000
Mean dependent var
115154.0
F-statistic
284.6038
Prob(F-statistic)
0.000000

- H s gc c thc s khc nhau gia hai nhm nc khng?
- Nu cng tng GDP th xut khu trung bnh nhm nc no
tng ln nhiu hn? Nhiu hn trong khong no?
34
M hnh (5.4): Bin gi tc ng n c hai h s

Lnh: LS EX C GDP D1 D1*GDP
Excluded observations: 55 after adjusting endpoints
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
11209.38
10388.57
1.079010
0.2823
GDP
0.278806
0.016826
16.57005
0.0000
D1
162879.1
24876.43
6.547525
0.0000
D1*GDP
-0.142900
0.018463 -7.740000
0.0000
R-squared
115154.0
Log likelihood
-2060.296 F-statistic
255.2792
Durbin-Watson stat
0.000000

- H s chn v h s gc c khc nhau gia hai nhm nc
khng? Phn tch ngha ca kt lun.
Kim nh s ng nht bng kim nh F

Vi m hnh (5.4):
E ( EX | GDP, D1) 1 2GDP 3 D1 4 D1 GDP
Nu 3 = 4 = 0 th hm hi quy l ng nht gia hai nhm nc. Qua
kim nh T vi ring tng h s thy chng khc 0, tuy nhin vn cn
kim nh F v s ng thi bng 0
[Equation] View Coefficient Tests Redundant Variables
Bin cn b: D1 D1*GDP
<Ok>
Kt qu sau khi b hai bin gi.
Redundant Variables: D1 D1*GDP
F-statistic
40.76313
67.12943
Test Equation:
Probability
Probability
0.000000
0.000000
35

Variable
Coefficient
C
48417.17
GDP
0.170840
R-squared
0.743948
Durbin-Watson stat
2.622065
Std. Error
t-Statistic
Prob.
11467.23
4.222220
0.0000
0.008025
21.28970
0.0000
Mean dependent var
115154.0
Prob(F-statistic)
0.000000
[?] - Thng k F ca kim nh thu hp hi quy bng bao nhiu?

- Hm hi quy c ng nht gia hai nhm nc khng?
5.4 M hnh nhiu bin gi

Tng t vi cc nc OECD, t cc bin gi D2, D3, D4 tng ng
vi cc nc thuc nhm (2), nhm (3), nhm (4), v ly cc nc
thuc nhm (5) lm trng thi gc.
Hi quy cc m hnh xem xt s khc bit v mc xut khu gia cc
nhm nc so vi nhm nc ngho nht, c dng:
nh gi v mc xut khu trung bnh:
E ( EX | D1, D 2, D3, D 4) 1 2 D1 3 D 2 4 D3 5 D 4
nh gi v h s chn
E ( EX | GDP, D1, D 2, D3, D 4)
1 2 D1 3 D 2 4 D3 5 D 4 6GDP
nh gi v h s gc
E ( EX | GDP, D1, D 2, D3, D 4)
1 2GDP 3 D1* GDP 4 D 2* GDP 5 D3* GDP 6 D 4* GDP

Tng t, c th nh gi tc ng n c hai h s.
Ngoi ra, c th phn tch v Nhp khu v so snh gia cc nhm
nc bng phng php s dng bin gi.
36
6 NH DNG PHNG TRNH HI QUY

Thc hnh vi b s liu YWKM
6.1 Phn tch qua th

Xt mi quan h sn lng (Y) ph thuc vo chi ph cho cng nhn
(W), chn bin W trc, ri mi chn bin Y, m ca s Group
[Group] View Graph Scatter with Regression
Vi bn trng hp:
(1) None-None: ng thng
(2) None-Logathmic: ng cong logarit
(3) Logathmic-None: hm e m
(4) Logathmic-Logathmic: hm Cobb-Douglas
Y vs. Log W
Y vs. W
10000
9000
8000
8000
7000
6000
5000
6000
4000
4000
2000
3000
2000
1000
-2000
0
0
1000
2000
3000
1000
2000
3000
(1) Tuyn tnh tuyn tnh
(2) Tuyn tnh Logarit
Log Y vs. W
Log Y vs. Log W
12000
9000
8000
10000
7000
6000
Y
8000
6000
5000
4000
4000
3000
2000
2000
1000
0
0
0
1000
2000
W
(3) Logarit Tuyn tnh

3000
1000
2000
3000
(4) Logarit Logarit

37
Qua , nhn xt dng th ph hp vi b s liu, xc nh dng

ca phng trnh hi quy.
6.2 Kim nh Ramsey RESET

Xt m hnh tuyn tnh tuyn tnh
Yi 1 2Wi ui
LS Y C W
Bng kt qu hi quy.
(6.1)
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
W
1862.909
2.133128
160.7195
0.157928
11.59105
13.50698
0.0000
0.0000
R-squared
Durbin-Watson stat
0.650547
2.022167
Mean dependent var

Prob(F-statistic)
3707.680
0.000000
Kim nh Ramsey RESET s dng hi quy ph, khi thm mt bin

(l bnh phng ca c lng bin ph thuc) vo m hnh gc:
Yi 1 2Wi 1Yi 2 ui
(6.2)
H0: 1 = 0: M hnh gc khng thiu bin, dng hm ng

H1: 1 0: M hnh gc thiu bin, dng hm sai
Fqs
2
2
R(6.2)
R(6.1)
2
(6.2)
1 R
n k(6.2)
1
so snh vi F
1,n k( 6.2 )
[Equation] View Stability Test Ramsey RESET Test

[RESET Specification] Number of fitted terms: 1
S phn t mun thm vo, nhp l 1, ri <OK>
38
Ramsey RESET Test:

F-statistic
9.815365
9.639081
Probability
Probability
0.002289
0.001905
Test Equation:
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
W
FITTED^2
1837.378
4.898633
-0.000157
154.1603
0.895584
5.02E-05
11.91862
5.469762
-3.132948
0.0000
0.0000
0.0023
R-squared
Sum squared resid
Log likelihood
Durbin-Watson stat
0.682659
63870618
-810.2538
1.885336
Mean dependent var

Schwarz criterion
F-statistic
Prob(F-statistic)
3707.680
16.34323
104.3323
0.000000
[?] - Thng k F-statistic = 9,815 trong bng c bc t do tng

ng bng bao nhiu?
- Theo kim nh ny, m hnh (6.1) c thiu bin khng, c th
ni dng ca phng trnh hi quy l ng c khng?
Khi mun kim nh bng cch thm 2 bin vo m hnh gc, phng
trnh hi quy ph c dng:
Yi 1 2Wi 1Yi 2 2Yi 3 ui
(6.3)
Gi thuyt H0: H0: 1 = 2 = 0

[?] - Thc hin kim nh khi thm 2 bin, v kt lun v dng
hm ca m hnh gc?
39
6.3 Thay i phng trnh hi quy

Nhn thy m hnh (6.1) Yi 1 2Wi ui c dng hm khng ng,
thc hin mt s vic thay i phng trnh hi quy, sau kim nh
bng Ramsey a ra phng trnh ph hp
Thm bin K: Yi 1 2Wi 3 K i ui
Variable
Coefficient
Std. Error
C
W
K
R-squared
Ramsey RESET Test:
-485.9608
2.214092
1.292811
0.964118
95.85601 -5.069695
0.0000
0.050943
43.46253
0.0000
0.044404
29.11470
0.0000
Prob(F-statistic)
0.000000
F-statistic
i dng bc hai:
0.006172
0.006429
t-Statistic
Probability
Probability
Prob.
0.937544
0.936093
Yi 1 2Wi 3Wi 2 ui
Variable
Coefficient
Std. Error
C
W
W^2
R-squared
Ramsey RESET Test:
1291.989
3.649636
-0.000715
0.682659
238.5519
5.415967
0.0000
0.507138
7.196537
0.0000
0.000228 -3.132948
0.0023
Prob(F-statistic)
0.000000
F-statistic
0.670094
0.695590
Probability
Probability
t-Statistic
Prob.
0.415046
0.404269
Tng t, c th s dng m hnh dng Cobb-Douglas: Yi e 1Wi 2 eui .
40
7 HIN TNG A CNG TUYN

S dng b s liu YWKM
7.1 a cng tuyn hon ho

Xt m hnh
Yi 1 2Wi 3 K i 4 M i 5TCi ui
(7.1)
LS Y C W K M TC
Ca s Error Message vi thng bo:
M hnh c hin tng a cng tuyn hon ho nn cc tnh ton

khng thc hin c.
Singular matrix l ma trn suy bin: cc ct ca ma trn cc bin
c lp c lin h tuyn tnh vi nhau.
[?] - Ti sao m hnh c a cng tuyn hon ho, cch loi tr a
cng tuyn hon ho trong m hnh ny th no?
7.2 a cng tuyn khng hon ho

Xt m hnh sau khi b bin TC (tng chi ph) khi m hnh (7.1)
Yi 1 2Wi 3 K i 4 M i ui
(7.2)
LS Y C W K
41
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
W
K
M
-488.5271
0.531746
0.875197
8.406298
96.19136
2.452609
0.610312
12.25247
-5.078701
0.216808
1.434016
0.686090
0.0000
0.8288
0.1548
0.4943
R-squared
Log likelihood
Durbin-Watson stat
0.964293
-701.0228
2.095488
Mean dependent var

F-statistic
Prob(F-statistic)
3707.680
864.1738
0.000000
[?] - Vi cc kim nh T, cc bin c lp c gii thch cho bin

ph thuc hay khng?
- H s xc nh bng bao nhiu?
- Bng kim nh F, cho bit hm hi quy c ph hp khng?
- Mu thun gia cc kim nh cho thy iu g?
7.3 nh gi mc a cng tuyn

Xem h s tng quan gia cc bin c lp ca m hnh (7.2)
Chn K, M, W Group View Correlation
K
M
W
K
1.000000
0.224602
-0.054588
M
0.224602
1.000000
0.960526
W
-0.054588
0.960526
1.000000
[?] - Cp bin no c tng quan vi nhau cht nht? Theo nh

gi ny th m hnh c nhng bin no d c a cng tuyn nht?
Vi m hnh (7.2) c a cng tuyn, s dng cc hi quy ph nh

gi mc a cng tuyn gia cc bin c lp. Hi quy ph mt bin
c lp theo cc bin cn li, c th c ba trng hp:
LS W C K M
(7.2a)
LS K C W M
(7.2b)
LS M C W K
(7.2c)
42
[?] - Qua cc hi quy ph, c kt lun g v quan h gia cc bin

c lp ca (7.2)?
- Nu cch khc phc n gin hin tng trong m hnh (7.2)
7.3 Khc phc hin tng a cng tuyn

gim bt mc a cng tuyn, c th b bt bin c lp khi
m hnh (7.2). Khi cng c th c ba trng hp: b M, b K, b
W. Vi mi trng hp, nh gi li mc a cng tuyn trong cc
m hnh sau khi b bin bng hi quy ph tng ng.
B bin M: LS Y C W K
Hi quy ph nh gi: LS W C K
B bin K: LS Y C W M
Hi quy ph nh gi: LS W C M
B bin K: LS Y C K M
Hi quy ph nh gi: LS K C M
(7.3)
(7.3a)
(7.4)
(7.4a)
(7.5)
(7.5a)
[?] - B bin c lp no th c c m hnh mi tt hn?
C th i dng m hnh sang logarit, mu thun gia cc kim nh

trong m hnh (7.2) khng cn na.
Dependent Variable: LOG(Y)
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
LOG(W)
LOG(K)
LOG(M)
0.618638
0.317445
0.517653
0.293691
0.086769
0.017914
0.015590
0.032121
7.129678
17.72070
33.20453
9.143369
0.0000
0.0000
0.0000
0.0000
R-squared
Durbin-Watson stat
0.993921
1.987288
Mean dependent var

Prob(F-statistic)
8.136574
0.000000
43
8 HIN TNG PHNG SAI SAI S THAY I

S dng b s liu WORLD_EXIM_2010
Ch xt ring cc nc pht trin, bin RANK bng 1 v 2. Do
gii hn s liu vi cc nc ny, ti ca s lnh:
SMPL IF RANK < 3
Ti ca s Workfile c dng: Sample 1 220 if rank < 3
8.1 Hin tng

Xt m hnh
IM i 1 2GDPi 3 EX i ui
LS IM C GDP EX
Bng kt qu hi quy.
(MH 8.1)
Dependent Variable: IM
Sample(adjusted): 11 203 IF RANK < 3
Included observations: 45 after adjusting endpoints
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
GDP
EX
1879.134
0.050309
0.813882
7997.118
0.005070
0.030802
0.234976
9.922462
26.42261
0.8154
0.0000
0.0000
R-squared
Sum squared resid
Durbin-Watson stat
0.990809
6.96E+10
0.669835
Mean dependent var

Schwarz criterion
Prob(F-statistic)
277422.0
24.25097
0.000000
nhn nh v phng sai sai s, nh gi qua gi tr phn d

[Equation] View Actual, Fitted, Residual Actual, Fitted,
Residual Table
Phn d dao ng quanh gi tr trung bnh (bng 0) khng u, tuy
nhin cm nhn cha c s nh gi.
44
8.2 Kim nh White

Kim nh White da trn hi quy bnh phng phn d (k hiu l
RESID) theo bc nht v bc hai ca cc bin c lp. C hai trng
hp: kim nh khng v c tch cho gia cc bin c lp.
Kim nh khng c tch cho
ei2 1 2GDPi 3GDPi 2 4 EX i 5 EX i2 vi
(8.1a)
H0: M hnh gc c phng sai sai s khng i (ng u)

H1: M hnh gc c phng sai sai s thay i (khng ng u)
Fqs
2
R(8.1a
)
2
(8.1a)
1 R
n k(8.1a)
k(8.1a ) 1
2
qs2 nR(8.1a
)
so snh vi F
k(8.1a ) 1,n k(8.1a )
so snh vi 2 (k(8.1a ) 1)
[Equation] View Residual Test White heteroskedasticity

(no cross terms)
45
White Heteroskedasticity Test:

F-statistic
Obs*R-squared
15.59507
27.41849
Probability
Probability
0.000000
0.000016
Test Equation:
Dependent Variable: RESID^2
Variable
C
GDP
GDP^2
EX
EX^2
R-squared
Log likelihood
Durbin-Watson stat
Coefficient
-3.72E+08
6930.669
-0.000380
-7843.361
-0.000419
0.609300
-1046.442
1.126117
Std. Error
t-Statistic
Prob.
7.59E+08 -0.489639
0.6271
1149.842
6.027496
0.0000
7.50E-05 -5.064444
0.0000
5341.569 -1.468363
0.1498
0.003244 -0.129023
0.8980
Mean dependent var
1.55E+09
F-statistic
15.59507
Prob(F-statistic)
0.000000
[?] - Qua cc thng k v P-value tng ng, thc hin kim nh

kt lun v phng sai sai s ca m hnh gc?
- Hi quy ph cho thy bnh phng phn d ph thuc bin c
lp no?
- Cc c lng h s ca m hnh (8.1) c phi l c lng tt
nht khng? Sai s cc c lng h s c phi l tt nht khng?
- Nu c lng trn cha phi tt nht, hy nu cch c
lng c kt qu tt hn.
Kim nh White c tch cho
[Equation] View Residual Test White heter. (cross terms)
White Heteroskedasticity Test:
F-statistic
26.64474
Obs*R-squared
34.80976
Probability
Probability
0.000000
0.000002
[?] - Vit phng trnh hi quy ph ?

- Thc hin kim nh i vi kt qu ny.
46
8.3 Lu phn d v gi tr c lng

C th thc hin hi quy ph phn d theo cc bin c lp hoc theo
c lng bin ph thuc. thc hin ch ng cc hi quy ph ny,
cn lu li cc gi tr cn thit di dng cc bin s mi.
Lu phn d v gi tr c lng
Vi bng kt qu hi quy m hnh (8.1), ca s Equation:
[Equation] View Estimation Output
[Equation] Procs Make Residual Series
Ca s Make Residuals, tn ngm nh cho phn d l resid01, i
thnh E <Ok>, ng ca s Series E.
[Equation] Forecast Ca s Forecast, trong Forecast name

l tn ca gi tr c lng bin ph thuc IM , c ngm nh l
IMF, s dng tn ny.
47
Sau khi t chui gi tr phn d v gi tr c lng, trong ca s

[Workfile] xut hin hai bin mi l E v IMF.
8.4 Kim nh bng hi quy ph

Phng sai sai s c thay th bi ei2 thay i theo cc gi thit khc
nhau. Cc kim nh hi quy ph thc hin kim nh theo tng bin
c lp c trong m hnh gc
Hi quy ph vi bin EX, EX2, GDP, GDP2
LS E^2 C EX
Thy PSSS thay i [?]

LS E^2 C EX^2
Thy PSSS khng i, nhng nu mc
ngha l 10% th li c th coi l thay i
LS E^2 C GDP
Thy PSSS thay i
LS E^2 C GDP^2
Thy PSSS khng i
Kt qu hi quy ph ring bit ny khng cng nhn nh vi kim
nh White khng tch cho trn.
48
Kim nh Park theo bin EX, GDP

LS LOG(E^2) C LOG(EX)
Thy PSSS thay i

LS LOG(E^2) C LOG(GDP)
Thy PSSS thay i,
nhng nu mc ngha 10% th c th coi l thay i
Qua cc kim nh trn, c th thy phng sai sai s m hnh (8.1)
thay i, v s thay i c th lin quan n bin EX hoc GDP.
8.5 c lng li sai s chun ca cc h s

M hnh (8.1) c phng sai sai s thay i, c lng cc h s vn
khng chch, nhng cc sai s chun ca cc c lng Se( ) tnh
j
theo phng php OLS l khng chnh xc. C th tnh li cc sai s

chun ny theo th tc iu chnh ca White
M hnh c PSSS thay i
LS IM C EX GDP
Variable
Coefficient
Std. Error
t-Statistic
Prob.
7997.118
C
1879.134
0.234976
0.8154
0.005070
GDP
0.050309
9.922462
0.0000
0.030802
EX
0.813882
26.42261
0.0000
R-squared
277422.0
Ti ca s Equation
[Equation] Estimate Ca s Equation Specification Option
Ca s [Estimation Options] Chn Heteroskedasticity
Consistent Coefficient Covariance Chn White
49
White Heteroskedasticity-Consistent Standard Errors & Covariance
Variable
Coefficient
Std. Error
t-Statistic
Prob.
6354.506
C
1879.134
0.295717
0.7689
0.008827
GDP
0.050309
5.699615
0.0000
0.047778
EX
0.813882
17.03454
0.0000
R-squared
277422.0
So snh hai kt qu, sai s chun cc c lng tnh li, cc i

lng khc khng thay i.
50
8.6 Khc phc phng sai sai s thay i

M hnh (8.1) IM i 1 2GDPi 3 EX i ui c phng sai sai s
thay i, qua cc hi quy ph, nhn thy c th cho rng s thay i l
theo bin GDP, EX, khc phc da trn cc gi thit ny.
Khc phc theo bin GDP
Chia (8.1) cho GDPi:
IM i
EX i
u
1
1
2 3
i
GDPi
GDPi
GDPi EX i
LS
IM/GDP 1/GDP
(8.2)
EX/GDP
Dependent Variable: IM/GDP

Variable
Coefficient
Std. Error
t-Statistic
Prob.
1/GDP
C
EX/GDP
116.6000
0.032509
0.843903
85.39516
0.033145
0.043022
1.365417
0.980800
19.61549
0.1794
0.3323
0.0000
R-squared
Durbin-Watson stat
0.901771
0.954404
Mean dependent var

Prob(F-statistic)
0.557541
0.000000
xem m hnh mi (8.2) khc phc c hin tng phng sai

sai s thay i hay cha, s dng kim nh White
Kim nh White khng c tch cho v c tch cho
White Heteroskedasticity Test: No-cross term
F-statistic
1.733907 Probability
Obs*R-squared
White Heteroskedasticity Test: Cross term
0.161560
0.155605
F-statistic
Obs*R-squared
0.106333
0.107547
1.960378
9.038278
Probability
Probability
51
[?] - M hnh (8.2) c phng sai sai s ng u hay thay i?

- Vi m hnh ny, c lng im mc thay i ca IM khi
GDP, khi EX tng 1 n v? So snh vi kt qu t m hnh (8.1)
Khc phc theo bin EX

Chia (8.1) cho EXi:
IM i
GDPi
u
1
1
2
3 i
EX i
EX i
EX i
EX i
LS
IM/EX
1/EX GDP/EX
(8.3)
[?] Kim nh hin tng PSSS thay i trong m hnh (8.3),

vic chia cho bin EX c khc phc c hin tng ny khng?
- So snh vi cch chia cho GDP, cch chia cho EX c khc phc
c hin tng PSSS thay i trit hn khng?
- Vi m hnh ny, c lng im mc thay i ca IM khi
GDP, khi EX tng 1 n v? So snh vi kt qu t m hnh (8.1)
v (8.2)
i dng m hnh
i m hnh (8.1) sang dng hm logarit,
LS LOG(IM) C LOG(GDP) LOG(EX)
S dng kim nh White cho bit c cn hin tng phng sai sai s
thay i hay khng?
52
9 M HNH VI S LIU CHUI THI GIAN

S dng b s liu VNQ_GDP trong th mc DATA2012.
B s liu gm mt s bin kinh t v m ca Vit Nam, t Qu 1 nm
2004 n Qu 3 nm 2012 (tnh theo gi hin hnh, ngun: Tng cc
thng k). Ct frequency bt u t 2004:1 v kt thc ti 2012:3.
Tp trung phn tch, d bo cho chui GDP ca Vit Nam.
V th ca GDP theo quan st:
Chn GDP Ca s [Series] View Graph Line
900000
800000
700000
600000
500000
400000
300000
200000
100000
04
05
06
07
08
09
10
11
12
GDP
9.1 Bin xu th thi gian

Bin xu th thi gian nhn gi tr ln lt 1, 2, 3, (hoc 0, 1, 2,)
n ht b s liu. Bin xu th tng mt n v tng ng vi sau mi
khong thi gian, nu vi b s liu ny l sau mi qu.
GENR
T = @TREND
M ca s bin T, s thy chui gi tr bt u t 0.
53
V th ca GDP theo bin T.

Lu : V th vi dng Logarit khng thc hin c khi T = 0, do
phi ly mu t quan st 2004 Qu 2, tng ng khi T = 1.
SMPL 2004:2 2012:3
Chn T trc, ri GDP Ca s [Group] View Graph
Scatter Scatter with regression
GDP vs. T
GDP vs. Log T
900000
1000000
800000
800000
700000
600000
500000
GDP
GDP
600000
400000
300000
400000
200000
200000
0
100000
-200000
0
0
10
15
20
25
30
35
10
15
GDP theo T
25
30
35
GDP theo lnT (T > 0)
Log GDP vs. T
Log GDP vs. Log T
900000
900000
800000
800000
700000
700000
600000
GDP
600000
GDP
20
T
500000
400000
500000
400000
300000
300000
200000
200000
100000
100000
0
0
10
15
20
25
30
35
10
15
20
25
30
35
lnGDP theo T
lnGDP theo lnT (T > 0)
[?] - Dng no l ph hp vi xu th ca GDP? Vi cc dng
c phi loi tr trng hp T = 0 hay khng?
Ly li mu t quan st u tin
SMPL 2004:1 2012:3
54
9.2 Hi quy v d bo
c lng m hnh vi s liu t 2004 Q1 n 2012 Q3, s dng kt
qu d bo GDP cho Qu 4 2012, Qu 1 2013. Bin xu th bt
u t 0, thi gian 2012Q4 c T = 35; thi gian 2013Q1 c T = 36.
Gi tr d bo (forecast) k hiu l GDPF.
Thay v dng bin T sau khi phi t, c th dng trc tip bin dng
@TREND. (Nhc li, ly mu t 2004:1 n 2012:3)
S liu thi gian, dng ch s t thay cho i.
M hnh tuyn tnh tuyn tnh
GDPt 1 2t ut
Cng thc d bo:
(9.1)
GDPFt 1 2t
LS GDP C @TREND
Dependent Variable: GDP

Sample: 2004:1 2012:3
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
83290.55
24259.66
3.433295
0.0016
@TREND
16989.49
1226.864
13.84790
0.0000
R-squared
372111.8
Durbin-Watson stat
0.000000
[?] - GDP c xu th tng dn khng? Sau mi qu trung bnh

GDP tng bao nhiu?
D bo cho GDP
2012Q4: t = 35 GDPF35 = 83290,55 + 16989,4935 = 677922,7
2013Q1: t = 36 GDPF36 = 694912,2
nh gi cht lng ca d bo:
Ca s [Equation] Forecast OK
55
1000000
Forecast: GDPF
Actual: GDP
Forecast sample: 2004:1 2012:3
800000
600000
Root Mean Squared Error

Mean Absolute Error
Mean Abs. Percent Error
Theil Inequality Coefficient
Bias Proportion
Variance Proportion
Covariance Proportion
400000
200000
0
71179.23
55301.28
18.77920
0.086208
0.000000
0.039675
0.960325
-200000
04
05
06
07
08
09
10
11
12
GDPF
Cc i lng nh gi cht lng d bo ca m hnh l

RMSE = 71179,23; MAE = 55301,28; MAPE = 18,7792%
M hnh logarit tuyn tnh
ln GDPt 1 2t ut
Cng thc d bo:
(9.2)
GDPFt e 1 2t
LS LOG(GDP) C @TREND
Dependent Variable: LOG(GDP)
Sample: 2004:1 2012:3
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
@TREND
11.88810
0.047718
0.059552
0.003012
199.6270
15.84459
0.0000
0.0000
R-squared
Durbin-Watson stat
0.883824
2.180578
Mean dependent var

Prob(F-statistic)
12.69931
0.000000
[?] - Gii thch ngha h s gc?

D bo cho GDP
2012Q4: t = 35 GDPF35 = e11,8881+0,04771835 = 773151,3.

2013Q1: t = 36 GDPF36 = 810938,9.
Kt qu ny khc bit kh ln so vi d bo theo m hnh tuyn tnh.
56
nh gi cht lng d bo: Lu : nh gi cho d bo chui GDP,

do phi chn GDP ch khng chn LOG(GDP)
1200000
Forecast: GDPF
Actual: GDP
1000000
800000

Mean Absolute Error
Bias Proportion
Variance Proportion
600000
400000
200000
61796.30
46665.65
14.41481
0.075223
0.007108
0.043301
0.949591
0
04
05
06
07
08
09
10
11
12
GDPF
RMSE, MAE, MAPE ca m hnh ny u nh hn m hnh tuyn

tnh, d bo bng kt qu ny tt hn.
9.3 D bo t ng
Eviews c th d bo t ng chui s theo xu th thi gian. V d
d bo cho GDP n ht nm 2013 theo m hnh trong mc 9.2, cn
theo cc thao tc sau
Bc 1. M rng khong s liu
Ca s [Workfile] Procs Change workfile range Ca s
[Changing workife range] End date: 2013:4 <OK>
Trong ca s Workfile c Range: 2004:1 2013:4
Bc 2. Hi quy m hnh tuyn tnh (9.1) v d bo
LS GDP C @TREND
Ca s [Equation] Forecast Ca s [Forecast] Forecast

name: GDPF Forecast sample: 2004:1 2013:4
57
Bc 3. Xem gi tr d bo
Ca s [Workfile] Chn bin GDPF M bin vi ca s [Series]
Cc gi tr d bo ng vi cc quan st mi m rng, hai gi tr ng
vi 2012Q4 v 2013Q1 ging nh tnh trong mc 9.2.
Thc hin tng t, thc hin d bo bng m hnh (9.2) lnGDP ph
thuc xu th, c kt qu d bo cho GDP. Kt qu ny c chnh lch
so vi tnh th cng mc 9.2 do c s lm trn s.
So snh hai kt qu
2012:4
2013:1
2013:2
2013:3
2013:4
GDP theo T
677922.6
694912.1
711901.6
728891.1
745880.5
LOG(GDP) theo T
773158.7
810947.0
850582.3
892154.7
935758.9
9.4 Phn tch ma v

C bn ma ng vi bn qu, do c th t 4 bin gi, nhng trong
m hnh ch s dng ti a 3 bin gi. t cc bin gi ma v:
GENR S1 = @SEAS(1)
GENR S2 = @SEAS(2)
GENR S3 = @SEAS(3)
GENR S4 = @SEAS(4)
M 4 bin S1, S2, S3, S4 trong cng ca s Group, thy gi tr ca
cc bin bng 1 ln lt theo cc qu.
Trong v d ny ly Qu 1 lm gc, so snh cc qu khc vi Qu 1.
M hnh ch c yu t ma v
GDPt 1 2 S1t 3 S 3t 4 S 4t ut
LS GDP C S2 S3 S4
(C th dng trc tip @SEAS(2) @SEAS(3)

(9.3)
@SEAS(4) )
58

Sample: 2004:1 2012:3
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
S2
S3
S4
290237.9
103356.3
110635.0
117458.2
63520.47
89831.50
89831.50
92596.19
4.569203
1.150558
1.231584
1.268500
0.0001
0.2587
0.2274
0.2141
R-squared
Durbin-Watson stat
0.067941
0.161748
Mean dependent var

Prob(F-statistic)
372111.8
0.528872
[?] - Theo cc kim nh T, cc h s gc c ngha khng?

- Hm hi quy c ph hp khng? C th ni cc kim nh T
khng ngha l do c a cng tuyn hay khng?
- Theo kt qu ny, GDP c thay i theo cc qu khng?
M hnh yu t ma v v xu th
GDPt 1 2 S 2t 3 S 3t 4 S 4t 5t ut
LS GDP C S2 S3 S4 @TREND
Sample: 2004:1 2012:3
Variable
Coefficient
C
21513.77
S2
86561.08
S3
77044.49
S4
100663.0
@TREND
16795.26
R-squared
0.897521
Durbin-Watson stat
1.360504
(9.4)
Std. Error
t-Statistic
Prob.
27491.23
0.782568
0.4400
30298.43
2.856949
0.0077
30355.88
2.538042
0.0166
31229.74
3.223305
0.0030
1077.742
15.58374
0.0000
Mean dependent var
372111.8
Prob(F-statistic)
0.000000
[?] - Theo cc kim nh T, cc h s gc c ngha khng?

- Theo kt qu ny, GDP c khc nhau gia cc qu khng? Nhn
chung, GDP qu no ln nht, qu no thp nht
59
D bo vi m hnh c ma v v xu th
D bo cho bn qu nm 2013, ng vi t = 36, 37, 38, 39, kt hp vi
bn h s ma v.
Cng thc d bo: GDPF (ma tng ng) t
t
t GDPFt =
Kt qu
36 21513.77
+16795.26*36 =
626143
37 21513.77 + 86561.08 +16795.26*37 =
729499
38 21513.77 + 77044.49 +16795.26*38 =
736778
39 21513.77 + 100663 +16795.26*39 =
777191
[?] - nh gi cht lng d bo, cc i lng RMSE, MAE,
MAPE bng bao nhiu?
Qu
1
2
3
4
C th s dng m hnh dng lnGDP ph thuc T v cc bin ma v

S2, S3, S4 d bo t ng m hnh:
ln GDPt 1 2 S 2t 3 S 3t 4 S 4t 5t ut
(9.5)
GDPt e 1 2 S 2t 3 S 3t 4 S 4t 5t ut
Hay
2013:1
2013:2
2013:3
2013:4
Kt qu d bo t ng nh sau:
675912.5
914502.9
925073.3
967256.5
1400000
Forecast: GDPF4
Actual: GDP
1200000
1000000

Mean Absolute Error
Bias Proportion
Variance Proportion
800000
600000
400000
200000
44224.19
28391.88
9.144191
0.053595
0.006183
0.032673
0.961143
0
04
05
06
07
08
09
10
11
12
13
GDPF4
60
9.4 Kim nh tnh dng

Mt chui thi gian c gi l dng (stationary) nu n c trung
bnh khng i, phng sai khng i, mc tng quan vi qu
kh l khng i khi khong cch c nh. Trn th nhn thy bin
GDP c trung bnh tng theo thi gian, phng sai thay i theo thi
gian, do bng trc gic c th cho rng n khng dng. Bn cnh
c th thc hin kim nh Dickey-Fuller, cn gi l kim nh
nghim n v (unit root test).
Kim nh DF c h s chn
Kim nh DF cho bin GDP, hi quy ph c h s chn l:
GDPt 0 1GDPt 1 vt
(9.6)
Vi GDPt GDPt GDPt 1 l sai phn bc nht ca GDP, trong
Eviews k hiu l D(GDP).
Kim nh cp gi thuyt:
H0: 1 = 0 : Chui l Khng dng
H1: 1 0 : Chui l dng
1
qs
, nu | qs | | | th bc b H0, chui l dng.
Se(1 )
[Workfile] M bin GDP thnh ca s ring
[Series: GDP] View Unit Root Test
[Unit Root Test] Test type: Augmented Dickey-Fuller Test
for unit root in: Level Include in test equation: Intercept
Lag differences: 0 (lu my ngm nh l 1 nhng g li l 0)
61
ADF Test Statistic
-1.325049
1% Critical Value*
-3.6353
5% Critical Value
-2.9499
10% Critical Value
-2.6133
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(GDP) Sample(adjusted): 2004:2 2012:3
Variable
Coefficient
Std. Error
t-Statistic
Prob.
GDP(-1)
C
-0.129245
63921.36
0.097540
39356.54
-1.325049
1.624161
0.1945
0.1142
Theo kt qu hi quy ph ny qs = 1.325;

Cc gi tr ti hn: 0.01 = 3.6353; 0.05 = 2.9499; 0.1 = 2.6133
Vy | qs | | | vi c ba mc ngha 10%, 5%, 1, cha bc b H0,
chui l khng dng.
Trong kt qu thy h s chn khng c ngha thng k, c th thc
hin kim nh khng c h s chn (chn None trong Include test
equation), kt lun cng khng thay i. Thng thng h s chn
c cho trong hi quy ph kim nh.
62
Kim nh DF c h s chn v xu th thi gian

Kim nh DF cho bin GDP, hi quy ph c h s chn v xu th thi
gian l:
GDPt 0 1GDPt 1 2t vt
(9.7)
Kim nh cp gi thuyt:
H0: 1 = 0 : Chui Khng dng xu th
H1: 1 0 : Chui l dng xu th
Lu : Chui dng xu th tc l dao ng quanh mt xu th thi gian,
trung bnh ca chui vn tng (hoc gim) theo thi gian. Do chui
Dng xu th l chui Khng dng.
Khi cho yu t xu th thi gian vo l ta ngm nh chui l khng
dng, ch xem n c dao ng n nh quanh xu th thi gian hay
khng m thi.
[Unit Root Test] Chn Level Trend and Intercept Lag
differences: 0
ADF Test Statistic
-5.543229
1% Critical Value*
5% Critical Value
10% Critical Value
-4.2505
-3.5468
-3.2056

Dependent Variable: D(GDP) Sample(adjusted): 2004:2 2012:3
Variable
Coefficient
Std. Error
t-Statistic
Prob.
GDP(-1)
C
@TREND(2004:1)
-0.997592
76507.13
17236.92
0.179966
29152.04
3273.962
-5.543229
2.624417
5.264851
0.0000
0.0134
0.0000
63
Theo kt qu ny qs = 5.543, c | qs | | | vi mc 1%, bc b H0,

chui l dng xu th, hay GDP c th coi l dao ng n nh quanh
xu th. Xu th mang du dng v c ngha thng k.
Kim nh tnh dng ca sai phn
Mt chui khng dng, c th kim nh tnh dng ca sai phn chui
. Sai phn l mc thay i tuyt i ca chui k sau so vi k
trc.
Sai phn bc nht ca GDP: GDPt GDPt GDPt 1
kim nh sai phn bc nht ca GDP c dng khng, xt sai phn
l chui mi, hi quy ph kim nh c h s chn l:
GDP t 0 1GDPt 1 vt
(9.8)
Kim nh cp gi thuyt:
H0: 1 = 0 : Chui sai phn khng dng
H1: 1 0 : Chui sai phn l dng
Lu : Kim nh tnh dng ca chui sai phn ch thc hin khi chui
gc l khng dng. Nu chui gc dng th khng thc hin kim
nh ny. Kim nh ny cho bit chui l khng dng th s thay
i ca n c n nh khng.
[Unit Root Test] Chn 1st difference Intercept Lag
differences: 0
ADF Test Statistic
-11.67530
1% Critical Value*
5% Critical Value
10% Critical Value
-3.6422
-2.9527
-2.6148

Dependent Variable: D(GDP,2) Sample(adjusted): 2004:3 2012:3
64
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(GDP(-1))
C
-1.628305
27153.74
0.139466
14518.96
-11.67530
1.870226
0.0000
0.0709
C th thy chui sai phn l dng.

Vy chui GDP khng dng nhng s thay i ca n c coi l
dng. Trong cc phn tch, hi quy nn s dng chui sai phn ca
GDP.
Trng hp vi chui sai phn ca GDP nhng vn cho bin xu th
thi gian:
ADF Test Statistic
-11.64497
1% Critical Value*
5% Critical Value
10% Critical Value
-4.2605
-3.5514
-3.2081

Dependent Variable: D(GDP,2)
Variable
Coefficient
Std. Error
t-Statistic
Prob.
D(GDP(-1))
C
@TREND(2004:1)
-1.635665
4716.644
1253.565
0.140461
30784.63
1514.413
-11.64497
0.153214
0.827757
0.0000
0.8793
0.4143
Ta thy d kt lun chui sai phn l dng, nhng bin xu th khng

c ngha thng k, P-value l 0.4143 nn kim nh ny khng nn
s dng.
[?] - Vi chui CO, kim nh tnh dng c h s chn? Vi mc
ngha bao nhiu th chui c coi l dng?
- Kim nh tnh dng xu th ca CO, tnh dng ca sai phn
chui CO?
[?] - Vi chui GI, IND kim nh tnh dng c h s chn? ?
- Kim nh tnh dng xu th, tnh dng ca sai phn ca hai
chui GI, IND?
65
10 T TNG QUAN V M HNH C BIN TR

S dng b s liu VNQ_GDP trong th mc DATA2012.
Xt m hnh Gi tr sn xut ngnh Xy dng (CO) ph thuc u t
xy dng c bn (GI), Gi tr sn xut cng nghip (IND)
10.1 Hin tng t tng quan

Hi quy m hnh
COt 1 2GI t 3 INDt ut
LS CO C GI
IND
(10.1)
Dependent Variable: CO
Sample: 2004:1 2012:3
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
GI
IND
-2257.031
0.445348
0.106931
2807.746
0.172523
0.039731
-0.803859
2.581390
2.691362
0.4274
0.0146
0.0112
R-squared
Durbin-Watson stat
0.770290
2.848833
Mean dependent var

Prob(F-statistic)
23883.86
0.000000
Theo kt qu hi quy ny, gi tr d ca kim nh Durbin-Watson bng

2,848833; vi gi tr dL = 1.343 v dU = 1.584
[?] - Kim nh DW cho bit iu g v m hnh?
- Hy nu 1 cch khc phc hin tng t tng quan bc 1
da trn thng k DW?
10.2 Kim nh Breusch-Godfrey

Kim nh t tng quan bc 1 ca m hnh (10.1) bng kim nh
Breusch-Godfrey, hi quy ph l:
et 1 2GI t 3 INDt 1et 1 vt
(10.1a)
et 1 2GI t 3 INDt vt
(10.1b)
H0: 1 = 0: M hnh khng c t tng quan bc 1

66
H1: 1 0: M hnh c t tng quan bc 1
Fqs
2
2
R(10.1a
) R(10.1b)
2
(10.1a )
1 R
n(10.1a ) k(10.1a)
1
2
qs2 n(10.1a ) R(10.1a
)
M hnh (10.1a) c tr bc 1, s quan st bt i 1. Tuy nhin chng

trnh Eviews t ng thay gi tr thiu bng 0, do s quan st
vn c gi nguyn.
[Equation] View Residual Tests Residual Correlation LM
Test
Ca s [Lag specification] xc nh bc ca t tng quan,
ngm nh l 2, cn kim nh t tng quan bc 1
[Lag specification] Lags to include: 1
<Ok>
Breusch-Godfrey Serial Correlation LM Test:

F-statistic
0.007854
Obs*R-squared
0.007148
Test Equation:
Dependent Variable: RESID
Presample missing value lagged residuals set to zero.
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
1329.848
2583.488
0.514749
0.6104
GI
-0.101550
0.160154 -0.634074
0.5307
IND
0.012601
0.036226
0.347840
0.7303
RESID(-1)
-0.475989
0.167469 -2.842246
0.0079
[?] - Bc t do ca F-statistic v Obs*R-squared l bao nhiu?
67
- Kim nh v kt lun v hin tng t tng quan bc 1?

- C th ly c lng h s t tng quan bc 1 bng bao nhiu
thng qua kim nh ny?
Tng t, thc hin kim nh t tng quan n bc 2.
[?] - Vi kim nh t tng quan bc 2, hi quy ph th no?
- Thc hin kim nh c th, c t tng quan bc 1, bc 2
hay khng?
10.3 Kim nh bng hi quy ph

Kim nh t tng quan da trn vic xem xt phn d et c ph
thuc vo cc tr ca n khng.
Kim nh t tng quan bc 1
Khng c h s chn
et 1et 1 vt
(10.1c)
C h s chn
et 0 1et 1 vt
(10.1d)
[Equation] Procs Make Residual Series

[Make Residuals] Name of resid series: E
Hi quy khng c h s chn
LS E E(-1)
Dependent Variable: E
Variable
Coefficient
Std. Error
t-Statistic
Prob.
E(-1)
-0.442081
0.157660 -2.804010
0.0084
R-squared
55.83272
Hi quy ph ny khng c h s chn nn khng c kim nh F

[?] - Phn d c ph thuc tr ca n khng?
- C th ly h s t tng quan bc 1 bng bao nhiu?
Hi quy c h s chn
68
LS E C E(-1)
[?] - H s chn c ngha thng k khng?

- Kt lun g v t tng quan bc 1 ca m hnh gc?
- Cc c lng h s v sai s chun ca n trong m hnh
(10.1) c phi l c lng khng chch, c lng hiu qu?
10.4 c lng li sai s chun

M hnh COt 1 2GI t 3 INDt ut c t tng quan bc 1 m,
tnh li cc sai s chun ca h s Se( j ) bng th tc Newey-West.
LS CO C GI IND
[Equation] Estimate Ca s [Equation Specification]
[Equation Specification] Option Ca s [Estimation Option]
[Estimatio Option]
Chn Heteroskedasticity
Consistent Coefficient Covariance Chn Newey-West
<OK>
Sample: 2004:1 2012:3
Newey-West HAC Standard Errors & Covariance (lag truncation=3)
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
GI
IND
-2257.031
0.445348
0.106931
1408.430
0.154274
0.042730
-1.602516
2.886732
2.502485
0.1189
0.0069
0.0176
R-squared
Durbin-Watson stat
0.770290
2.848833
Mean dependent var

Prob(F-statistic)
23883.86
0.000000
So vi bng kt qu mc 10.1, cc sai s chun c tnh ton li.
69
10.5 Khc phc t tng quan

S dng phng trnh sai phn tng qut
Phng trnh sai phn tng qut ca m hnh (10.1) l
COt COt 1 1 (1 ) 2 (GIt GI t 1 )
3 ( INDt INDt 1 ) ut ut 1
(10.2)
Qua thng k DW v hi quy ph (10.1c), (10.1d), c lng h s

tng quan bc nht 0, 44 , thay vo phng trnh sai phn tng
qut c:
COt 0, 44COt 1 1 (1 0, 44) 2 (GIt 0, 44GI t 1 )
3 ( INDt 0, 44 INDt 1 ) vt
LS (CO+0.44*CO(-1)) C (GI+0.44*GI(-1)) (IND+0.44*IND(-1))
Dependent Variable: CO+0.44*CO(-1)
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
GI+0.44*GI(-1)
IND+0.44*IND(-1)
-1620.712
0.418240
0.104762
2693.379
0.147785
0.032270
-0.601739
2.830067
3.246449
0.5517
0.0081
0.0028
R-squared
Durbin-Watson stat
0.876555
2.084425
Mean dependent var

Prob(F-statistic)
34663.45
0.000000
M hnh (10.2) c c lng h s chn l 1620.7 do c lng

h s chn ca m hnh (10.1) s l 1620.7 /1.44 1125.5 , c
1
lng h s gc ca m hnh gc 2 0.41824; 3 0.104762 .

[?] - Dng kim nh Durbin-Watson chng t m hnh (10.2)
khng cn t tng quan.
- Ti sao c lng h s chn 1 ca m hnh (10.1) li phi ly
c lng h s chn ca m hnh (10.2) chia cho 1.44?
- Khi sai s chun Se( ) s bng bao nhiu?
1
70
Dng kim nh Breusch-Godfrey kim nh m hnh (10.2), c:

F-statistic
Obs*R-squared
0.742737
0.724816
[?] - Cho bit m hnh (10.2) c t tng quan bc 1 hay khng?

S dng phng php c lng nhiu bc phng php lp
AR(1)
K hiu t tng quan hoc t hi quy l AR (Autoregression), thc
hin khc phc t tng quan bc 1, thm AR(1) vo sau phng trnh
LS CO C GI
IND
AR(1)
Convergence achieved after 8 iterations
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
GI
IND
AR(1)
-1115.426
0.417874
0.104767
-0.455065
1886.725
0.152362
0.033086
0.166619
-0.591197
2.742644
3.166531
-2.731175
0.5588
0.0102
0.0035
0.0105
R-squared
Durbin-Watson stat
0.807906
2.057495
Mean dependent var

Prob(F-statistic)
24427.62
0.000000
Inverted AR Roots
-.46
F-statistic
Obs*R-squared
0.316799
0.367405
Probability
Probability
0.577864
0.544422
Phng php dng li sau 8 bc lp, c lng h s t tng quan

bc nht l 0,455. Kim nh B-G:
Breusch-Godfrey Serial Correlation LM Test: AR(1)
F-statistic
Obs*R-squared
0.577864
0.544422
71
[?] - Bng kim nh DW v kim nh BG cho bit mc ch

khc phc t tng quan t c cha?
- Vit phng trnh sai phn tng qut ng vi bc cui cng
ca m hnh. Khi c lng h s chn ca phng trnh sai
phn tng qut bng bao nhiu?
10.6 M hnh c bin tr

B s liu s dng theo qu cha hiu chnh ma v, do vic a
bin tr c th c li v m hnh nh a cng tuyn cao, dao ng ca
cc bin lin tc i chiu. Nhng thc hnh sau c tnh tham kho v
phng php, phn tch v kinh t cn c nhiu bc hiu chnh.
Tr ca bin c lp
COt 1 2GIt 3 INDt 4GI t 1 5 INDt 1 ut
LS CO C GI IND
GI(-1)
(10.3)
IND(-1)
Sample(adjusted): 2004:2 2012:3
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
-1163.076
2856.413 -0.407181
0.6869
GI
0.465494
0.167217
2.783766
0.0094
IND
0.211045
0.061237
3.446372
0.0018
GI(-1)
0.091127
0.168552
0.540649
0.5929
IND(-1)
-0.142473
0.059598 -2.390577
0.0235
R-squared
24427.62
Durbin-Watson stat
0.000000
[?] - Gii thch ngha c lng h s ca hai bin tr

- Theo kt qu ny, CO ph thuc bin tr no?
Kim nh B-G cho thy c t tng quan bc 1

F-statistic
Obs*R-squared
0.005047
0.003650
72
Vic cho thm cc tr bc 2, bc 3 gy ra a cng tuyn cao.

Tr ca bin ph thuc (m hnh t hi quy)
COt 1 2GI t 3 INDt 4COt 1 ut
LS CO C GI IND
(10.4)
CO(-1)
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
-1042.395
2749.436 -0.379130
0.7073
GI
0.374147
0.164674
2.272045
0.0304
IND
0.167408
0.043855
3.817320
0.0006
CO(-1)
-0.297965
0.115738 -2.574475
0.0152
R-squared
24427.62
Durbin-Watson stat
0.000000
Kim nh B-G
F-statistic
Obs*R-squared
0.065875
0.051122
[?] - Gii thch ngha c lng h s ca bin tr

- Theo kt qu ny, CO c ph thuc tr ca chnh n khng?
- M hnh c t tng quan bc 1 khng? Nu mc ngha l
10% th kt lun th no?
10.7 M hnh vi cc chui sai phn

Thc hin kim nh tnh dng vi cc chui CO, GI, IND c kt
qu chui CO dng mc ngha 5% nhng khng dng vi mc
1%, sai phn ca n dng mi mc ngha. Chui GI, IND khng
73
dng nhng sai phn dng mi mc ngha. Do hi quy m hnh

sai phn cc chui theo nhau.
M hnh:
COt 1 2 GIt 3 INDt ut
(10.5)
LS D(CO) C D(GI) D(IND)
Dependent Variable: D(CO)
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
D(GI)
D(IND)
-1893.533
0.585601
0.373346
1819.165
0.171817
0.079726
-1.040880
3.408277
4.682884
0.3060
0.0018
0.0001
R-squared
Durbin-Watson stat
0.590589
3.493292
Mean dependent var

Prob(F-statistic)
1164.353
0.000001
[?] - Gii thch ngha c lng cc h s gc

- Kim nh hin tng t tng quan bng DW v B-G?
M hnh c hin tng t tng quan, c th thc hin cc thay i

vi m hnh c lng chnh xc v ph hp hn:
- Thc hin c lng li cc sai s chun trong iu kin c t
tng quan?
- Thm vo m hnh bin tr ca bin c lp, tr ca bin ph
thuc?
- Khc phc theo phng php c lng nhiu bc.
74
BI TP TNG HP
Bi tp 1. S dng b s liu HANOI_HH_2009 vi cc bin s v
chi tiu-thu nhp ca mt s h gia nh ti H Ni nm 2009 (ngun:
iu tra VHLSS).
(a) Xem ngha cc bin, bin no l bin nh tnh, bin no l nh
lng. Bin nh lng no phn phi chun?
(b) H s tng quan gia CONSUM (chi tiu) v INCOME (Thu
nhp) bng bao nhiu?
Hi quy Chi tiu theo Thu nhp c h s chn (m hnh 1).
(c) Khi c lng im tiu dng t nh v khuynh hng tiu
dng cn bin bng bao nhiu? H s xc nh bng bao nhiu,
hm hi quy c ph hp khng?
(d) Phn d v gi tr c lng vi quan st u tin bng bao nhiu?
(e) Kim nh gi thuyt khuynh hng tiu dng bin bng 0.5?
(f) Kim nh vic thm c hai bin SIZE v AGE vo m hnh?
(g) M hnh c phng sai sai s thay i hay khng i? Nu c hy
c lng li sai s chun ca cc h s.
(h) Vi kim nh Ramsey thm mt bin, hm hi quy c xc nh
c ng khng?
i m hnh sang dng hm Cobb-Douglas (m hnh 2)
(i) c lng im mc thay i tng i ca chi tiu khi thu nhp
tng tng i 1%
(j) M hnh 2 cn cc khuyt tt m m hnh 1 mc phi hay khng?
Vi bin gi URBAN = 1 vi khu vc thnh th, = 0 vi khu vc nng
thn, thm bin gi vo m hnh 1 theo cc yu cu sau:
75
(k) Hi quy m hnh chi tiu ph thuc thu nhp, bin gi tc ng n

h s chn. Khi h s chn c thc s khc nhau gia hai khu
vc khng? Nu c th tiu dng t nh khu vc no cao hn, cao
hn bao nhiu?
(l) Hi quy m hnh chi tiu ph thuc thu nhp c bin gi tc ng
n h s gc. Khi h s gc c thc s khc nhau khng?
Khuynh hng tiu dng cn bin khu vc no cao hn, cao hn
bao nhiu?
(m) Hi quy m hnh chi tiu ph thuc thu nhp c bin gi tc ng
n c hai h s. Khi cc bin mi c ngha thng k khng?
So snh vi trng hp cu (k), (l), c th gii thch th no v
hin tng .
(n) Kim nh v cc hin tng phng sai sai s thay i, dng hm
trong m hnh cc cu (k), (l), (m).
(o) Hi quy Chi tiu bnh qun u ngi theo Thu nhp bnh qun
u ngi, c h s chn. Khi m hnh gii thch c bao
nhiu % s bin ng ca bin ph thuc, m hnh c khuyt tt
no khng?
Bi tp 2. S dng b s liu HANOI_SALES_2009 vi cc bin s
ca mt s doanh nghip mua bn xe my t trn ti H Ni nm
2009 (ngun: iu tra doanh nghip). Cc doanh nghip ny thuc 4
loi: Nh nc trung ng, Nh nc a phng, T nhn, C vn
u t nc ngoi, c m ha trong bin OWNERSHIP.
(a) Xem ngha cc bin, bin no th hin kt qu hot ng ca
doanh nghip, bin c phn phi chun khng?
(b) Bin GO (Sn lng) tng quan vi bin no cht nht, lng
nht? H s tng quan tng ng bng bao nhiu?
76
Hi quy GO theo ASSET (c hiu l vn) v LABOR (lao ng) c

h s chn (m hnh 1)
(c) Gii thch ngha cc c lng h s gc v h s xc nh, hip
phng sai c lng hai h s gc bng bao nhiu?
(d) Kim nh v cc khuyt tt ca m hnh
(e) Khi thm bin Tin cng (WAGE) vo m hnh, c nhn xt g v
m hnh mi, c nn dng m hnh ny khng?
(f) Hi quy nng sut lao ng theo vn bnh qun cho mt lao ng,
c h s chn, v phn tch kt qu
Hi quy GO theo ASSET v LABOR di dng hm Cobb-Douglas
(f) Phn tch ngha v nh gi kt qu.
(g) Theo c lng im, qu trnh sn xut c hiu qu tng, gim,
hay khng i theo quy m? Kim nh gi thuyt qu trnh sn
xut hiu qu khng i theo quy m?
t cc bin gi so snh cc loi doanh nghip, ly doanh nghip t
nhn lm gc. Vi m hnh Cobb-Douglas, phn tch s tc ng ca
bin gi n cc h s gc.
(h) So snh vi doanh nghip t nhn, tc ng ca vn n sn lng
ca doanh nghip nh nc trung ng c khc bit khng?
(i) So snh vi doanh nghip t nhn, tc ng ca lao ng n sn
lng ca doanh nghip c vn nc ngoi c khc bit khng?
Bi tp 3. S dng b s liu VNM_EXIM vi s liu theo thng
(ngun: Tng cc thng k).
(a) t bin gi M6 bng 1 nu vo thng 6, bng 0 nu vo thng
khc, v tng t l cc bin M7, M8 cho thng 7, thng 8.
77
(b) Hi quy EX (xut khu) theo xu th thi gian, M6, M7, M8. Xut
khu trung bnh c khc bit gia thng 6, thng 7, thng 8 vi cc
thng cn li khng? Nu c th cao hn hay thp hn bao nhiu?
(c) Kim nh t tng quan bc 1 ca m hnh bng kim nh DW
v kim nh Breusch-Godfrey
(d) Hi quy EX theo GIC (u t t trung ng), GIL (u t a
phng) c h s chn, c m hnh 1. Khi bin c lp no
gii thch cho EX?
(e) M hnh 1 c t tng quan bc 1 khng? Nu c hy c lng
li cc sai s chun ca cc h s.
(f) M hnh 1 cn khuyt tt no na khng?
(g) Thm bin tr bc 1 ca GIL vo m hnh 1, bin mi thm c
ngha thng k khng? M hnh cn t tng quan bc 1 khng?
(h) Thm bin tr bc 1 ca EX vo m hnh 1, m hnh mi c tt
hn m hnh trc khi thm hay khng?
(i) Hi quy m hnh EX ph thuc GIL, ba bin gi M6, M7, M8 tc
ng n h s gc. Khi h s gc ca thng no l thc s
khc vi cc thng cn li? Kim nh cc khuyt tt ca m hnh
mi ny.
Bi tp 4. S dng b s liu VNY_WB_IMF vi s liu theo nm
(ngun: World Bank v IMF). Vi bin IM (nhp khu) l bin ph
thuc, xy dng m hnh kinh t lng vi cc bin c lp l cc bin
ph hp. Khi nh gi kt qu c lng, nu c cc khuyt tt th
thc hin cc bc khc phc c c kt qu tt nht trong phm
vi c th. Vi kt qu phn tch v mi quan h, nu cc nhn xt
kinh t nh gi v Nhp khu Vit Nam giai. C th thay i thi k
ly mu t 1992 ph hp vi thc t kinh t Vit Nam.
HT.
78

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HNG DN THC HNH EVIEWS 4 BI DNG HI HKTQD 2014

HNG DN THC HNH EVIEWS 4 BI DNG HI HKTQD 2014

Chng trnh Eviews4 c th ti v ti trang mng Khoa Ton

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HNG DN THC HNH EVIEWS 4 BI DNG HI HKTQD 2014

C th khng cn s dng chut m dng bn phm chn la cc

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HNG DN THC HNH EVIEWS 4 BI DNG HI HKTQD 2014

Thao tc, thc hin thao tc yu cu.

HNG DN THC HNH EVIEWS 4 BI DNG HI HKTQD 2014

1 S LIU DNG TRONG EVIEWS

Trong la chn Open, c bn dng nh dng tp c th m:

HNG DN THC HNH EVIEWS 4 BI DNG HI HKTQD 2014

Chn dng Workfile, l dng thng thng nht tnh ton x l

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Nhn p chut tri vo

HNG DN THC HNH EVIEWS 4 BI DNG HI HKTQD 2014

2 NHP S LIU T BN PHM X L S LIU

Thc hin nhp b s liu trn v lu li di dng mt tp chuyn

2.1 nh dng tn s v nhp s liu

HNG DN THC HNH EVIEWS 4 BI DNG HI HKTQD 2014

HNG DN THC HNH EVIEWS 4 BI DNG HI HKTQD 2014

Vi b s liu v d trn l s liu cho, s quan st t 1 n 12.

Frequency: Undated or irregular Start date: 1 End date:

HNG DN THC HNH EVIEWS 4 BI DNG HI HKTQD 2014

Trong ca s ny, trng trn l tn bin, trng bn di nhp

2.2 Sa i s liu v lu s liu

HNG DN THC HNH EVIEWS 4 BI DNG HI HKTQD 2014

V th cc bin theo quan st

v th ca bin ny theo bin kia, mi bin trn mt trc ta ,

HNG DN THC HNH EVIEWS 4 BI DNG HI HKTQD 2014

CHI TIEU vs. LUONG

HNG DN THC HNH EVIEWS 4 BI DNG HI HKTQD 2014

Thng k JB v P-value dng kim nh v cp gi thuyt:

HNG DN THC HNH EVIEWS 4 BI DNG HI HKTQD 2014

Phng sai - hip phng sai

Kim nh so snh cc bin

Kim nh s bng nhau ca hai phng sai: Variance

[?] - C th cho rng trung bnh ca X2 v Y l bng nhau khng?

HNG DN THC HNH EVIEWS 4 BI DNG HI HKTQD 2014

HNG DN THC HNH EVIEWS 4 BI DNG HI HKTQD 2014

3 C LNG M HNH HI QUY N

Nu xt bin hng s C lun bng 1, c th vit m hnh (3.1):

Dng phng php Bnh phng nh nht (Least Squares - LS) vi b

3.1 c lng m hnh

HNG DN THC HNH EVIEWS 4 BI DNG HI HKTQD 2014

Khai bo phng trnh hi quy

Vi m hnh hi quy Y theo X2 c h s chn, c hai kiu khai bo:

HNG DN THC HNH EVIEWS 4 BI DNG HI HKTQD 2014

Nu s dng cch khai bo th nht: Y = C(1) + C(2)*X2 th kt qu

Cc thng tin khc vn gi nguyn

Phng trnh hi quy

[Equation] View Estimation Output : bng kt qu chi tit

HNG DN THC HNH EVIEWS 4 BI DNG HI HKTQD 2014

3.3 Xem phn d v gi tr c lng (gi tr tng hp)

HNG DN THC HNH EVIEWS 4 BI DNG HI HKTQD 2014

[?] - Quan st no c gi tr thc t v gi tr c lng gn nhau

C th xem th ca gi tr thc t, gi tr c lng, v phn d trn

HNG DN THC HNH EVIEWS 4 BI DNG HI HKTQD 2014