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Ung Dung Excel Trong Phan Tich Hoi Quy Va Tuong Quan PDF
Ung Dung Excel Trong Phan Tich Hoi Quy Va Tuong Quan PDF
Ung Dung Excel Trong Phan Tich Hoi Quy Va Tuong Quan PDF
Cng thc: F t 1
Trong :
i0
Dti
n
Ft+1 l s d bo k th t + 1
Dt l s quan st k th t
n tng s quan st
Ft 1
Dt Dt 1 ... Dt n
n 1
Thng th ngi ta ly n l kh nh n = 3, 4, 5
y cng l phng php d bo ph hp vi nhng m hnh m cc
lng tng (gim) tuyt i lin hon xp x nhau.
2000
29
2001
30
2002
28
2003
31
2004
29
2005
26
Bi gii:
- Nhp s liu thu thp c vo bng tnh theo dng ct v s dng hm
EVERAGE d bo ta c:
Mt s thut ng:
Input Range: Vng a ch cha cc quan st bit
Labels in First Row: Tch vo y khng nh u tin c chn
khng cha d liu.
Interval: l n k trc k d bo.
Output Option: Khai bo vng kt xut kt qu.
Output Range: Nhp vo vng a ch cha kt qu hoc a ch u
tin pha trn bn tri ca vng cha kt qu
NewWworksheet Ply: Kt qu c xut ra trn mt sheet mi.
New Workbook: Kt qu c xut ra trn mt file Excel mi.
Chart Output: Tch vo mc ny a ra th kt qu d bo.
Standard Errors: a ra cc sai s chun ca cc d bo.
+ Nhn OK a ra kt qu d bo.
Li xt v d 4.1 trn d bo bng phng php s dng trnh ci thm
Moving Average. Cc bc thc hin nh sau:
- Nhp c s liu thu thp c vo bng tnh nh trn.
- Tools\ Data Analysis\ Moving Average, OK. Bng hp thoi xut hin ta
in cc thng tin vo nh hnh sau:
Xt v d minh ho sau:
V d 4.2: Li nhun ca doanh nghip ph thuc vo gi thnh sn phm.
Dng hm TREND d bo li nhun m doanh nghip s t c khi gi thnh
sn phm l 270.000 ng. Ta c kt qu v cng thc nh sau:
S dng hm FORECAST
- Tnh, c lng gi tr tng lai cn c vo gi tr hin ti.
- C php: =FORECAST(x, known_ys, known_xs)
- Trong : x l gi tr dng d bo.
known_ys l cc gi tr hoc vng a ch ca tp s liu ph
thuc quan st c
known_xs l cc gi tr hoc vng a ch ca tp s liu c
lp quan st c.
Xt V d 4.2 trn: Ta c kt qu v cng thc d bo li nhun (y) t
c khi gi thnh sn phm (x) l 270.000 ng bng hm FORECAST nh
sau:
= SLOPE(known_ys, known_xs)
= INTERCEPT(known_ys, known_xs)
Trong :
10
S dng hm LINEST
Ta c th s dng hm LINEST cho phng php d bo m hnh hi quy
tuyn tnh n y = ax + b v m hnh hi quy tuyn tnh bi
y=
+ phn phi F, s bc t do df
+ ssreg (regression sum of square) v ssresid (residual sum of
square).
an
an-1
a2
a1
b
sen
sen-1
se2
se1
seb
r2
sey
F
df
ssreg
ssresid
- Thay cc gi tr ca cc h s tm c v cc gi tr ca cc bin bit
vo hm hi quy tm ra gi tr cn d bo.
Xt v d 4.3: Li nhun ca doanh nghip (y) ph thuc v gi thnh sn
phm (x1), chi ph qun l (x2), chi ph bn hng (x3). D bo li nhun ca
doanh nghip t c khi x1 = 600, x2 = 35, x3 = 25 bng hm LINEST nh
hnh sau:
12
13
Mt s thut ng:
Cc la chn nhp d liu vo input:
Input Y Range: Vng a ch cha bin ph thuc Y
Input X Range: Vng a ch cha cc bin c lp X
Labels: Tch vo mc ny khng nh (cc ) u tin khng cha d
liu hi quy
Constant is Zero: Tch vo mc ny khng nh h s t do ca hm
hi quy tuyn tnh b = 0
Confidentce Level: tin cy ca hi quy (mc nh l 95%) bng 1-
vi l mc ngha hay xc sut mc sai lm loi mt bc b H0 trong khi H0
ng.
Cc la chn kt xut kt qu Output Option:
Output Range: Vng hoc pha trn bn tri ca vng cha kt qu
New Worksheet Ply: In kt qu ra mt sheet khc
New Workbook: In kt qu ra mt file Excel mi
Cc la chn khc Residuals: Tch vo cc mc ny a ra
Residuals: Sai s do ngu nhin
Standardardlized Residuals: Chun ho sai s
Residuals Plots: th sai s
Line Fit Plots: th hm hi quy tuyn tnh
Xc sut phn phi chun Normal Probability:
Normal Probability Plots: th xc sut phn phi chun
- Nhn OK a ra kt qu hi quy.
Thay cc h s ca m hnh hi quy tnh c v cc gi tr cho trong
k d bo vo hm hi quy ta s tnh c gi tr cn d bo.
Li xt v d 4.3 trn: Li nhun ca doanh nghip (y) ph thuc v gi
thnh sn phm (x1), chi ph qun l (x2), chi ph bn hng (x3). D bo li
nhun ca doanh nghip t c khi x1 = 600, x2 = 35, x3 = 25 bng cng c
Regression ta lm nh sau:
14
15
16
ESS i Y * i Y
RSS i e 2 i Yi Y * i
18
= 2 = ... =
= 0;
R 2 /( k 1)
(1 R 2 ) /( n k )
W= Fqs
R 2 /(k 1)
; Fqs f (k 1; n k )
2
(1 R ) /(n k )
19
i 0
T (n k ) .
Se( )
i
Vi min bc b i vi H0 l: W= Tqs
i
; | Tqs | t / 2 (n k )
Se( i )
20
Ta c thng k: T =
i i
~ T(n-k) vi (i=1,k).
Se( )
i
i i
t / 2 ( n k ) 1
Se( )
i
bin i tng ng v rt ra c:
Khong tin cy cho tng th l:
t / 2 (n k ) Se( i ); i t / 2 (n k ) Se( i )
(2)
22
f(a,b,c) =
(Y
i 1
Do :
aX i2 bX i c) 2 min
f
f
f
0;
0;
0;
a
b
c
Hay : a X i4 + b X i3 + c X i2 =
2
i i
a X i3 + b X i2 + c X i =
a X i2 + b X i + cn =
Yi
a
b + ui
X
(i=1, 2,,n).
f(a,b) =
(Y
i 1
Hay : a
a
f
f
b) 2 min Do :
0;
0;
Xi
a
b
Y
1
1
1
b
i v a
bn Yi
2
Xi
Xi
Xi
Xi
23
b
b
b1
b
2 3 ... n
X1 X 2 X 3
Xn
Y e b 0 b1 X 1 b 2 X 2 ... b n X n
25
X=
26
S dng hm LOGEST
- Dng hi quy phi tuyn theo m hnh:
Y = b * m1 X1 * m2 X2 ** mn Xn
Cch s dng hm LOGEST ging nh hm LINEST
- C php: =LOGEST(known_ys, known_xs, const, stat)
Trong : known_ys, known_xs, stat ging nh hm LINEST.
const l hng s. Nu const = 1 (True) tnh h s t do b (ngm
nh), nu const = 0 (False) b qua h s b (b = 1).
Nu b qua gi tr ca X th gi thit X = {1, 2, 3} vi s
phn t bng s phn t ca Y.
V d 4.6: Gi s gia ba i lng Y, X1 v X2 c mi quan h hm m:
Y = b* m1 X1 * m2 X2 . Vi s liu cho ta nhp vo bng tnh v tin hnh d
bo Y khi X1 = 12 v X2 = 25 nh trong hnh sau:
27
4.1.7 S dng th d bo
Ngoi vic s dng trnh ci thm Moving Average ta c th d bo trong
Excel bng cch to ng xu hng nh sau:
+ Chn vng s liu thu thp c (gi l dng c s)
+ Khi ng Chart Wizard v lm theo cc bc v th dng Line
+ Sau khi v c th, kch phi ln series d liu v chn Add
Strendline\ Moving Average, OK hon tt.
V d 4.1 trn: V th d bo s tr s sinh a phng A theo cc
bc sau:
+ Chn vng s liu thu thp C21:C26
+ Nhp ln biu tng Chart Wizard trn thanh cng c
hoc chn t
28
+ Nhn Next chuyn sang hp thoi tip theo Chart Wizard step 3 of
4 Chart Options gm cc la chn cho th sau: Titles (tiu ), Axes (cc
trc), Gridline ( li), Legend (v tr cc ch thch), Data Labels (cc nhn d
liu) v Data Table (bng d liu). Ta t tn cho cc tiu trong tab Titles
nh trong hnh sau:
29
+ Nhn OK ta c th sau:
30
D bo s tr s sinh
s
tr
s sinh
32
31
30
29
28
27
26
25
31
30
Li nhun
29
29
28
27
2000
2001
2002
2003
2004
2005
nm
31
E ( X E ( X ))(Y E (Y ))
V ( X ).V (Y )
(5.1)
32
X:
Y:
mi:
m
i 1
r=
k
( X i X )(Yi Y ) / n
i 1
2
2
( X i X ) / n (Yi Y ) / n
i
XY X .Y
X (X )
Y (Y )
(5.2)
2
Trong :
k
X ( mi X i ) / n
Y ( mi Yi ) / n
i 1
i 1
X ( mi X i2 ) / n
2
Y ( mi Yi 2 ) / n
2
i 1
i 1
XY ( mi xi y i ) / n
i 1
Cho nn:
k
mi x i y i / n
rxy =
i 1
m x m y
i 1
i 1
2
m
x
m yi
k
i i
k
2
2
2
i 1
( m x 2 ) / n ( i 1
) ( mi y i ) / n (
)
i i
i 1
n
n
i 1
(5.3)
33
x
rxy =
i 1
yi / n
xi y i
i 1
i 1
n2
k
k
x
yi
k
i
k
2
2
2
i 1
( x 2 ) / n ( i 1
) ( y i ) / n (
)
i
i 1
n
n
i 1
( 5.4 )
Mc quan h ca cc i lng
r=0
r=1
Mc tng quan yu
y y
1
y y
R yx 1 x 2 ... x n
x 1 x 2 ... x n
2
(5.5)
34
y y
1
y y
2
R yx1x2
x1 x2
(5.6)
(5.7)
1 2
(5.3).
Nhn xt:
+ 0 R 1
+ R = 0 khng c mi quan h tuyn tnh, cc bin c lp vi nhau.
+ R cng gn n 1 th mi quan h cng cht ch.
+ R = 1 th c mi quan h hm s.
H s tng quan ring phn: dng nh gi trnh cht ch ca
mi lin h gia tiu thc kt qu vi tng tiu thc nguyn nhn vi iu kin
loi tr nh hng ca cc tiu thc nguyn nhn khc. Nh trong trng hp
c mi lin h gia Y vi X1 v X2 c th tnh:
+ H s tng quan ring gia Y v X1 (loi tr nh hng ca X2)
ryx1 x2
1 r . 1 r
2
yx 2
2
x1 x2
(5.8)
r yx 2 x1
r yx 2 r yx 1 .rx 1 x 2
1 r . 1 r (5.9)
2
yx 1
2
x1 x2
35
bng vic s dng trnh ci thm Correlation trong Data Analysis tnh h s
tng quan trong Excel.
4.2.2 Lp bng tnh h s tng quan trong Excel
lp bng tnh h s tng quan trong Excel ta thc hin theo hai bc
sau:
Bc 1: T chc d liu trn bng tnh
Bc 2: Tin hnh phn tch tng quan
4.2.2.1 T chc d liu trn bng tnh Excel phn tch tng quan
S liu quan st ca mi bin phi c b tr ng thi theo tng dng
hoc ng thi theo tng ct. Vi mi cch b tr theo dng v theo ct s khin
ta c nhng cch tin hnh cng nh cc la chn khc nhau trong qu trnh
phn tch.
i vi nhng tp s liu c tn s ging nhau ta c th coi chng u c
tn s l 1 (mi = 1) m vn cho cng mt kt qu.
i vi nhng tp s liu c tn s l khc nhau ta nn a v cch b tr
s liu c cng tn s hoc c tn s u l 1 trnh hiu lm v tin cho qu
trnh phn tch v Excel hiu rng mi hng (ct, dng) u cha s liu ca
cng mt bin.
V d 4.7: Cch b tr s liu khi c cc tn s khc nhau c m t
trong hnh sau:
36
S liu sau khi c t chc trn bng tnh ta tin hnh phn tch tng quan.
4.2.2.2 Tin hnh phn tch tng quan
C hai phng php lp bng tnh h s tng quan trong Excel: tnh
ton th cng s dng cc hm trong Excel v s dng trnh ci thm
Correlation
a. Phng php tnh ton th cng s dng cc hm trong Excel.
Trng hp tnh h s tng quan cho hai bin c cc tn s mi l
khc nhau
tnh h s tng quan cho hai bin trong trng hp cc tn s khc
nhau ta s dng hm SUMPRODUCT v hm SQRT.
V d 4.8: C s liu v tui ngh (nm) v nng sut lao ng (sn
phm) ca 100 cng nhn ti mt x nghip c lp vi nhau. Hy cho bit gia
tui ngh v nng sut lao ng c mi ph thuc ln nhau hay khng
Bi gii: Nhp s liu quan st c vo bng tnh v s liu tnh ton
c trnh by trong bng sau:
37
Nhn xt: r = 0.88909252 thy mi ph thuc gia tui ngh v nng sut
lao ng l mi ph thuc thng k (mi lin h tng quan) thun v cht. Tc
l, khi tui ngh tng th nng sut lao ng cng tng tng ng.
Trng hp tnh h s tng quan cho hai bin c cc tn s mi l
bng nhau
tnh h s tng quan ta s dng cc hm SQRT, CORREL v RSQ.
+ Hm SQRT c nghin cu trong chng 1.
+ Hm CORREL: Tnh h s tng quan gia hai chui s liu.
C php: =CORREL(array1, array2)
Vi array1, array2 l cc chui s liu.
38
+ Hm RSQ: Tnh bnh phng h s tng quan gia hai chui s liu.
C php: =RSQ(array1, array2)
Vi array1, array2 l cc chui s liu.
Xt v d 4.9: Gi s c ti liu v tui ngh (nm) v nng sut lao ng
(sn phm) ca 10 cng nhn ti mt x nghip. Hy xc nh xem gia tui
ngh ca cng nhn v nng sut lao ng ca h c mi lin h vi nhau
khng?
Bi gii: xc nh tnh cht mi quan h gia tui ngh v nng sut
lao ng vi trng hp tn s mi l bng nhau (mi = 1) ta tin hnh tnh h s
tng quan gia chng s dng cc hm SQRT, CORREL v RSQ nh sau:
- Nhp s liu vo bng tnh
- S dng cng thc tnh h s tng quan
Cch nhp s liu v tnh ton nh trong bng sau:
39
Hnh 4.17 Hp thoi la chn cng c phn tch d liu v hp thoi khai bo cc
thng s lp bng tnh h s tng quan
Mt s thut ng
+ Input Range: Khai bo vng d liu phn tch.
+ Grouped by : nh hng nghin cu theo:
+ Columns: X l theo ct
+ Rows: X l theo hng
+ Labels in First row: Dng u tin trong vng ly lm tiu .
+ Output Range: Khai bo vng kt xut kt qu.
40
41
42
Th t Gi thnh v
x nghip
Y
1
44
2
43
3
42
4
40
5
41
NSL
X1
20
21
23
25
26
%NVL chnh
X2
52
51
51
50
51
Bi gii:
- Nhp s liu vo bng tnh theo dng ct C13:F17 nh hnh sau:
43
Do :
R yx1x2
-Nhn xt:
Qua bng phn tch tng quan ta thy mi quan h gia gi thnh n v
sn phm Y vi nng sut lao ng X1 v phn trm nguyn vt liu chnh trong
gi thnh X2 l rt cht ( R yx x 0.985 ) (*) hoc nhn vo cc h s tng quan
1 2
44