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TRNG I HC THNG MI

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BI THO LUN

TI :
PHT HIN V KHC PHC HIN TNG T TNG QUAN


Gio vin hng dn:
Lp:
Lp HP:
Nhm:




H Ni, 2013
CNG

I- Bn cht hin tng t tng quan.
1.1. nh ngha
1.2. Nguyn nhn ca t tng quan
1.3. c lng bnh phng nh nht khi c t tng quan
1.4. c lng tuyn tnh khng chch tt nht khi c t tng quan
1.5. Hu qu
II Pht hin hin tng t tng quan
2.1. Phng php th
2.2. Phng php kim nh s lng
III Bin php khc phc
3.1. Khi cu trc t tng quan l bit
3.2. Khi cha bit
3.2.1. Phng php sai phn cp 1
3.2.2. c lng da trn thng k d Durbin Watson
3.2.3. Th tc lp Cochrane Orcutt c lng
3.2.4. Th tc Cochrane Orcutt hai bc
3.2.5. Phng php Durbin Watson hai bc c lng
3.2.6. Cc phng php khc c lng
IV Thc hnh trn Eviews
4.1. Thu thp v gii thch s liu
4.2. Pht hin hin tng t tng quan
4.3. Khc phc hin tng t tng quan
I - BN CHT HIN TNG T TNG QUAN
1.1. nh ngha
Thut ng t tng quan c th hiu l s tng quan gia cc thnh phn
ca chui cc quan st c sp xp theo th t thi gian (trong cc s liu chui
thi gian) hoc khng gian (trong s liu cho).
Trong phm vi hi quy, m hnh tuyn tnh c in gi thit rng khng c s
tng quan gia cc nhiu U
i
ngha l:
Cov(U
i
, U
j
) = 0 (i = j) (7.1)
Ni mt cch khc, m hnh c in gi thit rng thnh phn nhiu gn vi
mt quan st no khng b nh hng bi thnh phn nhiu gn vi mt quan
st khc.
Tuy nhin trong thc t c th xy ra hin tng m thnh phn nhiu ca cc
quan st li c th ph thuc ln nhau ngha l:
Cov(U
i
, U
j
) = 0 (i = j) (7.2)
1.2. Nguyn nhn ca t tng quan
1.2.1. Nguyn nhn khch quan
- Qun tnh:
Nt ni bt ca hu ht cc chui thi gian trong kinh t l qun tnh. Chng
ta u bit cc chui thi gian nh tng sn phm, ch s gi, tht nghip mang tnh
chu k. Chng hn nu chng ta u ca thi k khi phc kinh t tng sn phm
c xu hng i ln. V vy trong hi quy ca chui thi gian, cc quan st k tip
c nhiu kh nng ph thuc ln nhau.
- Hin tng mng nhn:
Chng hn vo u v trng lc nm nay, ngi nng dn b nh hng bi
gi mua lc nm ngoi ca cc cng ty xut khu. Cho nn cung v lc c biu hin
di dng hm:
Y
t
=
1
| +
2
| P
t 1
+ U
t
(7.3)
Gi s cui thi k t gi lc P
t
< P
t 1
, do trong thi k t + 1 nhng
ngi nng dn c th s quyt nh sn xut lc t hn thi k t. iu ny s dn
n m hnh mng nhn.
- Tr:
Chng hn khi nghin cu mi quan h gia tiu dng v thu nhp, chng ta
thy rng tiu dng thi k hin ti chng nhng ph thuc vo thu nhp hin ti
m cn ph thuc vo tiu dng thi k trc , ngha l:
Y
t
=
1
| +
2
| X
t
+
3
| Y
t 1
+ U
t
(7.4)
Trong : Y
t
: Tiu dng thi k t.
X
t
: Thu nhp thi k t.
Y
t 1
: Tiu dng thi k t 1.
U
t
: Nhiu.

1
| ,
2
| ,
3
| : Cc h s.
Chng ta c th l gii m hnh (7.4) nh sau: Ngi tiu dng thng khng
thay i thi quen tiu dng, nh vy nu ta b qua s hng tr trong (7.4), s
hng sai s s mang tnh h thng do nh hng ca tiu dng thi k trc ln
tiu dng thi k hin ti.

1.2.2. Nguyn nhn ch quan
- X l s liu:
Trong phn tch thc nghim, s liu th thng c x l. Chng hn trong
hi quy chui thi gian gn vi cc s liu qu, cc s liu ny thng c suy ra
t s liu thng bng cch cng n gin 3 quan st theo thng ri chia cho 3. Vic
ly trung bnh ny lm trn cc s liu v lm gim s dao ng trong s liu
thng. Chnh s lm trn ny gy ra t tng quan.
- Sai lch do lp m hnh:
y l nguyn nhn thuc v lp m hnh. C hai loi sai lm c th gy ra
hin tng t tng quan:
Mt l: khng a cc bin vo trong m hnh
Hai l: dng hm sai c th gy ra hin tng t tng quan.
1.3. c lng bnh phng nh nht khi c t tng quan
Ta xt m hnh:
Y
t
=
1
| +
2
| X
t
+ U
t
(7.5)
Trong : t k hiu quan st thi im t (gi thit ta ang nghin cu s liu
dng chui thi gian).
Vi gi thit tng qut cov(U
t
, U
t + s
) = 0 (s = 0). Ta c th gi thit nhiu sn
sinh ra theo cch sau:
U
t
= U
t 1
+
t
c (-1 < < 1) (7.6)
Trong : gi l h s t tng quan,
t
c l nhiu ngu nhin tho mn cc
gi thit thng thng ca phng php bnh phng nh nht:
2
) var(
) 0 ( 0 ) , cov(
0 ) (
o c
c c
c
=
= =
=
+
t
s t t
t
s
E
(7.7)
Lc (7.7) gi l lc t hi quy bc nht Markov. Chng ta k hiu
lc l AR(1). Nu U
t
c dng:
U
t
=
1
U
t 1
+
2
U
t 2
+
t
c
L lc t hi quy bc 2 v k hiu AR(2).
Bng phng php bnh phng nh nht ta tnh c:

=
=
=
n
i
i
n
i
i i
x
y x
1
2
1
2

|
Nhng phng sai ca n trong lc AR(1), by gi l:

Nu khng c t tng quan th:

Ta thy: cng vi mt s hng ph thuc vo .
Nu = 0 th:
Nu tip tc dng phng php OLS v iu chnh cng thc phng sai thng
thng bng vic s dng lc AR(1) th khng cn l c lng khng
chch tt nht na.
1.4. c lng tuyn tnh khng chch tt nht khi c t tng quan
Gi s chng ta tip tc xt m hnh 2 bin v c qu trnh AR(1) bng
phng php bnh phng nh nht tng qut xt t chng trc ta thu c:
C
x x
y y x x
n
t
t t
n
t
t t t t
G
+

=

=

2
2
1
2
1
2
) (
) )( (


| (7.8)
Trong C l hiu s iu chnh c th b qua trong thc t.
V phng sai ca n c cho bi cng thc:
Var(
G
2
| ) = D
x x
n
t
t t
+

=

2
2
1
2
) (
o
(7.9)
Trong D cng l h s iu chnh m ta c th b qua trong thc hnh.
1.5. Hu qu
- c lng bnh phng nh nht thng thng khng phi l c lng
tuyn tnh khng chch tt nht na.
- Phng sai c lng c ca cc c lng bnh phng nh nht thng
thng l chch v thng thng l thp hn gi tr thc ca phng sai, do gi
tr ca thng k T c phng i ln nhiu ln.
- Cc kim nh t v F ni chung khng ng tin cy.
-
2
2
2
) (

o
o
o
k n
= cho c lng chch ca
2
o thc, v trong mt s trng hp,
n dng nh c lng thp
2
o .
- R
2
c th l o khng ng tin cy cho R
2
thc.
- Cc phng sai v sai s tiu chun ca d on tnh c cng c th
khng hiu qu.

II. PHT HIN C T TNG QUAN
2.1. Phng php th
Gi thit khng c t tng quan trong m hnh hi quy tuyn tnh c in
gn vi cc nhiu U
t
, nhng khng quan st c, ta ch c th quan st cc phn
d e
t
. Mc d e
t
khng hon ton ging nh U
t
nhng quan st cc phn d e
t
c
th gi cho ta nhng nhn xt v U
t

C nhiu cch khc nhau xem xt cc phn d. Chng hn chng ta c
th n thun v th ca e
t
theo thi gian nh hnh di:


Nhn vo th, ta thy phn d khng biu th mt kiu mu no khi thi gian
tng ln, n phn b mt cch ngu nhin xung quanh trung bnh ca chng N
ng h cho gi thit khng c s tng quan trong m hnh hi quy tuyn tnh c
in.

2.2. Phng php kim nh s lng
2.2.1. Kim nh cc on mch
Kim nh cc on mch l mt php kim nh thng k gip ta xc nh
xem c th coi mt dy cc k hiu, cc khon mc hoc cc s liu c phi l kt
qu ca mt qu trnh mang tnh ngu nhin hay khng.
2.2.2. Kim nh
2
_ v tnh c lp ca cc phn d
kim nh
2
_ v tnh c lp ca cc phn d ta s dng bng lin tip.
Bng lin tip m chng ta s dng y gm mt s dng v mt s ct, c th l
bng lin tip 2 dng v 2 ct.
2.2.3. Kim nh d.Durbin Watson
L kim nh da vo gi tr tnh ton, thng k d c nh ngha nh sau:
d =

=
=

n
t
t
n
t
t t
e
e e
1
2
2
2
1
) (
(7.10)
d ~ 2(1 - ) (7.11)
Trong :

=
=

=
n
t
t
n
t
t t
e
e e
1
2
2
1
(7.12)
V -1 s s 1 nn 0 s s d 4.
Nu = -1 th d =4: t tng quan ngc chiu
Nu = 0 th d = 2: khng c t tng quan
Nu = 1 th d = 0: tn ti t tng quan thun chiu
(1) (2) (3) (4) (5)
0 d
l
d
u
2 4-d
u
4-d
l
4
d e (1): tn ti t tng quan thun chiu
d e (2): khng xc nh
d e (3): khng c t tng quan
d e (4): khng xc nh
d e (5): tn ti t tng quan ngc chiu
Kim nh Durbin Watson ch nhn dng c hin tng tng quan chui bc
1. i khi Kim nh Durbin Watson khng cho kt lun.
2.2.4. Kim nh Breusch Godfrey (BG)
n gin ta xt m hnh gin n: Y
t
=
t t
U X + +
2 1
| |
Trong : U
t
=
t p t p t t
U U U c + + + +

...
2 2 1 1
,
t
c tho mn cc gi thit ca
OLS.
Gi thit: H
0
: 0 ...
2 1
= = = =
p

Kim nh nh sau:
Bc 1: c lng m hnh ban u bng phng php OLS. T thu c cc
phn d e
t
.
Bc 2: c lng m hnh sau y bng phng php OLS:
e
t
=
t p t p t t t
v e e e X + + + + + +

| | ...
2 2 1 1 2 1

T kt qu c lng m hnh ny thu c R
2

Bc 3: Vi n ln, (n - p)R
2
c phn b xp x
2
_ (p).
Nu (n - p)R
2
>
2
o
_ (p) th H
0
b bc b, ngha l t nht tn ti t tng quan
mt bc no . Trong trng hp ngc li khng tn ti t tng quan.

2.2.5. Kim nh Durbin h
Ta xt m hnh: Y
t
=
t t t
u X X + + +
1 2 1 0
o o o
Thng k kim nh ny c gi l thng k h v c tnh theo cng thc
sau:
h =
) ( 1
2
o nVar
n

(7.13)
Trong n l c mu, Var(
2
o ) l phng sai ca h s ca bin tr Y
t-1
.
l c lng ca tng quan chui bc nht t phng trnh:

=
=

=
n
t
t
n
t
t t
e
e e
1
2
2
1

Khi n ln, Durbin ch ra rng nu = 0 th thng k h tun theo phn phi
chun ho N(0,1).
Trong thc hnh khng cn tnh v c th tnh c xp x bng cng
thc:
2
1
d
~
Trong d l thng k d thng thng. Thay biu thc ca vo ta c
cng thc cho thng k h nh sau:
h )
2
1 (
d
~
) ( 1
2
o nVar
n

(7.14)
Vy p dng thng k h phi:
- c lng m hnh Y
t
=
t t t
V Y X + + +
1 2 1 0
o o o bng phng php bnh
phng b nht.
- Tnh Var(
2
o ).
- Tnh
2
1
d
= .
- Tnh h theo cng thc h )
2
1 (
d
~
) ( 1
2
o nVar
n

.
- Quy tc quyt inh: V h ~ N(0,1) nn P(-1,96 s s h 1,96) = 0,95.

III - BIN PHP KHC PHC T TNG QUAN
3.1. Khi cu trc ca t tng quan l bit
V cc nhiu
t
U khng quan st c nn tnh cht ca tng quan chui
thng l vn suy on hoc l do nhng i hi cp bch ca thc tin. Trong
thc hnh, ngi ta thng gi s rng
t
U theo m hnh t hi quy bc nht ngha
l:
t t t
U U c + =
1
(7.15)
Trong 1 < v
t
c tho mn cc gi thit ca phng php bnh phng
nh nht thng thng ngha l: Trung bnh bng 0, phng sai khng i v
khng t tng quan. Gi s (7.15) l ng th vn tng quan chui c th
c gii quyt tho ng nu h s t tng quan l bit. lm sng t vn
ta quay li m hnh hai bin:
t t t
U X Y + + =
2 1
| | (7.16)
Nu (7.16) ng vi t th cng ng vi t 1 nn:
1 1 2 1 1
+ + =
t t t
U X Y | | (7.17)
Nhn hai v (7.17) vi ta c:
1 1 2 1 1
+ + =
t t t
U X Y | | (7.18)
T (7.16) cho (7.18) ta c:
t t t
t t t t t t
X X
U U X X Y Y
c | |
| |
+ + =
+ + =


) ( ) 1 (
) ( ) ( ) 1 (
1 2 1
1 1 2 1 1
(7.19)

t ) 1 (
1
*
1
| | =
;

2
*
2
| | =

1
*

=
t t t
Y Y Y
1
*

=
t t t
X X X
Th phng trnh (7.19) c th vit li di dng:
t t t
X Y c | | + + =
* *
2
*
1
*
(7.20)
V
t
c tho mn cc gi thit ca phng php bnh phng nh nht thng
thng i vi cc bin
*
Y v
*
X v cc c lng tm c c tt c cc tnh cht
ti u ngha l c lng tuyn tnh khng chch tt nht.
Phng trnh hi quy (7.19) c gi l phng trnh sai phn tng qut.
3.2. Khi cha bit
3.2.1. Phng php sai phn cp 1
Nh ta bit 1 1 s s ngha l nm gia (-1,0) hoc (0,1) cho nn ngi
ta c th bt u t cc gi tr cc u mt ca cc khong . Ngha l ta c th
gi thit rng:
0 = tc l khng c tng quan chui
1 = ngha l c tng quan dng hoc m hon ton.
Trn thc t khi c lng hi quy ngi ta thng gi thit rng khng c t
tng quan ri sau tin hnh kim nh Durbin Watson hay cc kim nh
khc xem gi thit ny c ng hay khng. Tuy nhin nu 1 = th phng
trnh sai phn tng qut (7.17) quy v phng trnh sai phn cp 1:
t t t t t t t t t
X X U U X X Y Y c | | + = + =

) ( ) ( ) (
1 2 1 1 2 1

Hay
t t t
X Y c | + A = A
2
(7.21)
Trong A l ton t sai cp 1. c lng hi quy (7.21) th cn phi lp
cc sai phn cp 1 ca bin ph thuc v bin gii thch v s dng chng lm
nhng u vo trong phn tch hi quy.
Gi s m hnh ban u l:
t t t
U t X Y + + + =
3 2 1
| | | (7.22)
Trong t l bin xu th cn U
t
theo s t hi quy bc nht.
Thc hin php bin i sai phn cp 1 i vi (7.22) ta i n
t t t
X Y c | | + + A = A
3 2
(7.23)
Trong
1
= A
t t t
Y Y Y v X
t
= X
t
- X
Nu 1 = ngha l c tng quan chui m hon ton, phng trnh sai phn
by gi c dng:
t t t t t
X X Y Y c | | + + + = +

) ( 2
1 2 1 1

Hay
2 2 2
1
2 1
1 t t t t t
X X Y Y c
| | +
+
+ =
+

(7.24)
M hnh ny c gi l m hnh hi quy trung bnh trt (2 thi k) v chng ta
hi quy gi tr ca mt trung bnh trt i vi mt trung bnh trt khc.
Php bin i sai phn cp 1 gii thiu trc y rt ph bin trong kinh t
lng ng dng v n d thc hin.
3.2.2. c lng da trn thng k d Durbin Watson
Trong phn kim nh d chng ta thit lp c cc cng thc:
) 1 ( 2 ~ d (7.25)
Hoc
2
1
d
~ (7.26)
ng thc ny gi cho ta cch thc n gin thu c c lng ca t
thng k d. T (7.24) ch ra rng gi thit sai phn cp 1 vi 1 = ch ng khi d
=0 hoc xp x bng khng. Cng vy khi d = 2 th 0 = v khi d = 4 th 1 = .
Do thng k d cung cp cho ta mt phng php sn c thu c c lng
ca .
Nhng lu rng quan h (7.26) ch l quan h xp x v c th khng ng
vi cc mu nh.
Khi c c lng th c th bin i tp s liu nh ch ra (7.20)
v tin hnh c lng theo phng php bnh phng nh nht thng thng. Khi
ta s dng mt c lng thay cho gi tr ng, th cc h s c lng thu c t
phng php bnh phng nh nht c thuc tnh ti u thng thng ch tim cn
c ngha l c thuc tnh trong cc mu ln. V vy trong cc mu nh ta phi
cn thn trong khi gii thch cc kt qu c lng.
3.2.3. Th tc lp Cochrane Orcutt c lng
Phng php ny s dng cc phn d e
t
c c lng thu c
thng tin v cha bit.
Ta xt phng php ny thng qua m hnh hai bin sau:
t t t
U X Y + + =
2 1
| | (7.27)
Gi s U
t
c sinh ra t lc AR(1) c th l
t t t
U U c + =
1
(7.28)

Cc bc tin hnh nh sau:
Bc 1: c lng m hnh 2 bin bng phng php bnh phng nh nht thng
thng v thu c cc phn d e
t
.
Bc 2: S dng cc phn d c lng c lng hi quy:

t t t
v e e + =
1
(7.29)
Bc 3: S dng thu c t (7.29) c lng phng trnh sai phn tng
qut (7.29) c th l phng trnh:
) ( ) ( ) 1 (
1 1 2 1 1
+ + =
t t t t t t
U U X X Y Y | |
Hoc t
2
*
2 1
*
1 1
*
); 1 ( ; | | | | = = =
t t
Y Yt Y
Ta c lng hi quy (7.30)

* * *
2
*
1
*
t t t
e X Y + + = | | (7.30)
Bc 4: V chng ta cha bit trc rng thu c t (7.29) c phi l c lng
tt nht ca hay khng, ta th gi tr ) 1 (

1
*
1
| | = v
*
2

| thu c t (7.30) vo
hi quy gc ban u (7.27) v thu c cc phn d mi chng hn e
**


t t
X Yt e
*
2
*
1
* *

| | = (7.31)
Cc phn d c th tnh d dng.
c lng phng trnh hi quy tng t vi (7.29)
+ =

* *
1
* *

t t
e e W
t
(7.32)

l c lng vng 2 ca .
Th tc ny tip tc cho n khi cc c lng k tip nhau ca khc nhau
mt lng rt nh chng hn b hn 0,01 hoc 0,005.
3.2.4. Th tc Cochrane Orcutt hai bc
y l mt kiu rt gn qu trnh lp. Trong bc 1 ta c lng t bc
lp u tin ngha l t php hi quy (7.27) v trong bc 2 ta s dng c lng
ca c lng phng trnh sai phn tng qut.
3.2.5. Phng php Durbin Watson 2 bc c lng
minh ho phng php ny chng ta vit li phng trnh sai phn tng
qut di dng sau:
t t t t t
Y X X Y c | | | + + + =
1 1 2 2 1
) 1 ( (7.33)
Durbin xut th tc 2 bc c lng

:
Bc 1: Coi (7.33) nh l mt m hnh hi quy bi, hi quy Y
t
theo X
t
, X
t-1
v Y
t-1

v coi gi tr c lng c ca h s hi quy ca Y
t-1
(= ) l c lng ca .
Mc d l c lng chch nhng ta c c lng vng ca .
Bc 2: Sau khi thu c , hy i bin
1
*


=
t t t
Y Y Y v
1
*


=
t t t
X X X v c
lng hi quy bng phng php bnh phng nh nht thng thng trn cc
bin bin i nh l (7.20).
Nh vy theo phng php ny th bc 1 l c lng cn bc 2 l
thu c cc c lng tham s.
3.2.6. Cc phng php khc c lng
Ngoi cc phng php c lng trnh by trn cn c mt s
phng php khc na. Chng hn ta c th dng phng php hp l cc i
c lng trc tip cc tham s ca (1) m khng cn dng n mt s th tc lp
tho lun. Nhng phng php c lng hp l cc i lin quan n th tc
c lng phi tuyn (i vi cc tham s) v th tc tm kim ca Hildreth Lu
nhng th tc ny tn nhiu thi gian v khng hiu qu so vi phng php c
lng hp l cc i nn ngy ny khng c dng nhiu
Tm li cc phng php trnh by trn v c bn l cc th tc 2 bc:
Bc 1 thu c c lng ca cha bit, bc 2 s dng c lng
i bin c lng phng trnh sai phn tng qut. Nhng v chng ta s dng
thay cho thc, nn tt c cc phng php c lng ny c coi l phng
php bnh phng nh nht tng qut c lng c hoc chp nhn c.










IV - THC HNH VIWS
4.1. Thu thp v gii thch s liu
Stt Y X Z
1 15274100 948000 233000
2 15270300 996000 209000
3 15272200 1060000 217000
4 15269350 1221000 241000
5 15267450 1221000 418000
6 15269350 1221000 337000
7 15295950 1188000 393000
8 15252700 1269000 402000
9 15263650 1317000 418000
10 15261750 1269000 434000
11 15259850 1317000 482000
12 15260800 1478000 522000
13 15257950 1702000 506000
14 15258900 1879000 514000
15 15256050 2040000 610000
16 15251300 2152000 867000
17 15249400 2441000 931000
18 15247500 2521000 940000
19 15245600 1333000 163000
20 15244650 1429000 273000
21 15243700 1574000 209000
22 15241800 1991000 225000
23 15242750 2313000 402000
24 15240850 2554000 265000
25 15238950 2811000 177000
26 15237050 2521000 241000
27 15238950 2955000 177000
28 15236100 3373000 193000
29 15237050 3822000 257000
30 15234200 3822000 249000
y
Y: Bin ph thuc Gi Laptop (VN ng)
X: Bin gii thch Gi Mainboard (VN ng)
Z: Bin gii thch Ram(VN ng)
Ta la chn dng m hnh hi quy nh sau:
Y =
1 +

2
X
+

3
Z

Chy Eviews hi quy Y theo X v Z ta thu c bng sau:
.

Hi quy 1.

Ta c m hnh hi quy
i = 15277421 - 0.01366Xi + 0.00748Zi
4.2. Pht hin t tng quan
T bng eview ta c D=1.2491
Vi k=3. k=2, n=30 ta c
Ta c D
L
=1.281 D
u
=1.567
Ta c 0dD
L
nn c hin tng t tng quan bc nht




im nh G

Nhn vo phn trn ca bng kt qu ta c: Pvalue =0.0492
Vi o = 0,05 > 0.0492 ta bc b gi thit cho rng khng c t tng quan
bc 1, hay ni cch khc, ta kt lun tn ti hin tng t tng quan bc 1.
4.3. hc phc t tng quan
Ta c d=1.2491 nn p^= 1-d/2=0.37545
Ta c phng trnh sai phn tng qut
Y1
t
=Y
t
Y
t-1
*0.37545
X1
t
=

X
t
- X
t-1
*037545
Z1
t
= Zt- Z
t-1
*037545

Ta c bng s liu mi nh sau
y1t x1t z1t
9535639 640073.4 121520.2
9538966 686051.8 138531
9535403 823023 159527.4
9534573 762575.6 327516.6
9537186 762575.6 180061.9
9563073 729575.6 266473.4
9509836 822965.4 254448.2
9537024 840554 267069.1
9531013 774532.4 277061.9
9529826 840554 319054.7
9531489 983532.4 341033.1
9528283 1147085 310015.1
9530303 1239984 324022.3
9527096 1334529 417018.7
9523416 1386082 637975.5
9523299 1633032 605484.9
9522113 1604527 590456.1
9520926 386490.6 -189923
9520689 928525.2 211801.7
9520096 1037482 106502.2
9518553 1400042 146531
9520216 1565479 317523.8
9517960 1685584 114069.1
9516773 1852101 77505.75
9515586 1465610 174545.4
9518200 2008491 86516.55
9514636 2263545 126545.4
9516656 2555607 184538.2
9513450 2387030 152509.4
c lng m hnh vi cc bin Y1
T
, X1
T
, Z1
T
ta c



Ta c d=2.22554
K=3. K=2, n=29
Nn D
L
=1.270 v D
u
=1.563
Ta thy 2d4-D
u
nn khng c hin tng t tng quan bc 1=> khc phc
thnh cng
im tra bng kim nh G

Nhn vo phn trn ca bng kt qu ta c: Pvalue =0.5264
Vi o = 0,05 < 0.5264 ta chp nhn gi thit cho rng khng c t tng
quan bc 1, hay ni cch khc, ta kt lun khng tn ti hin tng t tng
quan bc 1.

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