Chuong 8 - Gioi Thieu Phan Mem SPSS

1
KINH T LNG
Chng 8: SPSS - Chui thi gian & HQTT
PGS. TS. Nguyn Thng
TRNG CAO NG KINH T K THUT SI GN
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/
Tl. (08) 38 640 979 - 098 99 66 719
KINH T LNG
PGS. TS. Nguyn Thng
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
KINH T LNG
PGS. TS. Nguyn Thng
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
KINH T LNG
PGS. TS. Nguyn Thng
NI DUNG
Hng dn s dng SPSS:
Phn tch chui thi gian
(Phng php phn r)
Hi quy tuyn tnh.
KINH T LNG
PGS. TS. Nguyn Thng
PHN T PHN T CH CH
CHU CHU I TH I TH I GIAN I GIAN
Phng Phng ph ph p p
phn phn r r
PGS. TS. Nguyn Thng
KINH T LNG
PGS. TS. Nguyn Thng
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.
2
KINH T LNG
PGS. TS. Nguyn Thng
Chun b s liu
Chn cc tham s trong cc
Option
M SPSS
File
Data_SPSS/ChuoiThoiGian
2.sav
KINH T LNG
PGS. TS. Nguyn Thng
KINH T LNG
PGS. TS. Nguyn Thng
CHU CHU N B N B
S S LI LI U U
KINH T LNG
PGS. TS. Nguyn Thng
S LIU
PGS. TS. Nguyn Thng
Nhp s liu
quan trc (c
th dng Excel
v copy pass)
KINH T LNG
PGS. TS. Nguyn Thng
NH NGHA
CHNG TRNH
NHN BIT (CA)
L CHUI THI GIAN
KINH T LNG
PGS. TS. Nguyn Thng
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
3
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PGS. TS. Nguyn Thng PGS. TS. Nguyn Thng
KINH T LNG
Kt qu
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PGS. TS. Nguyn Thng
TRNH BY TH
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PGS. TS. Nguyn Thng
KINH T LNG
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Chn Option phn
tch chui thi gian
trong SPSS
Analyze\Forcasting\Create Model
4
KINH T LNG
PGS. TS. Nguyn Thng
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.
KINH T LNG
PGS. TS. Nguyn Thng
Click
tip tc

KINH T LNG
PGS. TS. Nguyn Thng
KINH T LNG
PGS. TS. Nguyn Thng
CH
Chn:
Winter Aditive ?
Or Winter Multiplicative ?
KINH T LNG
PGS. TS. Nguyn Thng
Cng tnh
(Aditive)
Y
t
KINH T LNG
PGS. TS. Nguyn Thng
Nhn tnh
(Multiplicative)
Y
t
5
KINH T LNG
PGS. TS. Nguyn Thng
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.
KINH T LNG
KINH T LNG
PGS. TS. Nguyn Thng
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.
KINH T LNG
KINH T LNG
PGS. TS. Nguyn Thng
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
ban mun luu lai cc gi trj d
bo vo file d liu th tip tc
bm Tab Save.
KINH T LNG
PGS. TS. Nguyn Thng
6
KINH T LNG
KINH T LNG
KINH T LNG
PGS. TS. Nguyn Thng
K K T QU T QU
D D B B O O
KINH T LNG
PGS. TS. Nguyn Thng
KINH T LNG
PGS. TS. Nguyn Thng
KINH T LNG
PGS. TS. Nguyn Thng
7
KINH T LNG
PGS. TS. Nguyn Thng
KINH T LNG
PGS. TS. Nguyn Thng
H H I QUY I QUY
TUY TUY N T N T NH NH
V V I SPSS I SPSS
KINH T LNG
PGS. TS. Nguyn Thng
CHUN B S LIU (C TH DNG EXCEL)
PGS. TS. Nguyn Thng
KINH T LNG
PGS. TS. Nguyn Thng
LOI THANG O GI TR
Scale bin nh lng
Ordinal bin quy i ra
thang (Linker 5, 7..)
Nominal Bin nh tnh
(0,1)
VARIABLE VIEWS
KINH T LNG
Loi
bin
KINH T LNG
PGS. TS. Nguyn Thng
Khi ng
HQTT
8
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Click xc nh Option
KINH T LNG
KINH T LNG
KINH T LNG
KINH T LNG
PGS. TS. Nguyn Thng
K K T QU T QU
KINH T LNG
9
KINH T LNG
PGS. TS. Nguyn Thng
H S TNG QUAN GIA CC BIN
KINH T LNG
PGS. TS. Nguyn Thng
Kim nh tnh t tng
quan ca gi tr thng d
KINH T LNG
PGS. TS. Nguyn Thng
a cng tuyn (<2)
H s m hnh
c ngha (< 5%)
H s m hnh
lch chun
hs. m/hnh
KINH T LNG
PGS. TS. Nguyn Thng
MMM
KINH T LNG
PGS. TS. Nguyn Thng
MMM
KINH T LNG
PGS. TS. Nguyn Thng
H H T T

Chuong 8 - Gioi Thieu Phan Mem SPSS

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