Professional Documents
Culture Documents
MC LC
M U ........................................................................................... 3
1 S LIU DNG TRONG EVIEWS...................................... 7
2 NHP S LIU T BN PHM X L S LIU ....... 11
2.1 nh dng tn sut v nhp s liu ......................................... 12
2.2 Sa i s liu v lu s liu .................................................. 15
2.3 V th.................................................................................. 16
2.4 Thng k m t ....................................................................... 19
2.3 t bin mi ........................................................................... 21
3 C LNG M HNH HI QUY N ........................ 23
3.1 c lng m hnh................................................................. 23
3.2 Lu kt qu hi quy ................................................................ 26
3.3 Xem phn d v gi tr c lng (gi tr tng hp) ........... 26
4 HI QUY NHIU BIN C LP .................................... 28
4.1 M tp s liu c sn .............................................................. 28
4.2 nh gi chung v cc bin .................................................... 28
4.3 Hi quy m hnh nhiu bin ................................................... 29
4.4 Phng sai, hip phng sai cc c lng h s .................. 31
4.5 Kim nh b bt bin ............................................................ 31
4.6 Kim nh thm bin............................................................... 33
4.7 Kim nh v hai h s hi quy .............................................. 34
5 CC DNG M HNH ........................................................ 36
5.1 Bin xu th thi gian............................................................... 36
5.2 Hi quy vi bin tr ................................................................ 37
5.3 Hi quy m hnh dng hm m .............................................. 37
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.
Chng trnh Eviews c thit k d s dng vi con chut v bn
phm, cc kt qu thit k di dng bng, cc th c lu di
dng tp c th a vo cc vn bn hoc in ra d dng.
Cun sch ny tp trung gii thiu nhng phn thc hnh tng ng
vi chng trnh Kinh t lng c bn ging cho sinh vin bc i
hc, cc phn thc hnh nng cao dnh cho bc cao hc s gii thiu
trong cun sch khc. Vi chng trnh Eviews4, khng yu cu ci
t chng trnh, ch cn c y cc tp v nhn vo biu tng ca
Eviews l c th chy chng trnh trc tip trn my tnh. T phin
bn Eviews5 tr i, chng trnh yu cu phi ci t. Cun sch ny
s dng hnh nh ca phin bn Eviews4.
Tp chy chng trnh Eviews c biu tng l
. Nhn vo biu
Ca
s
lnh
Thanh
chc
nng
Thanh
ch
dn
Thot
khi
Eviews
:
:
[?] :
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.
Dng Program:
Dng Text File
c, ca s [Coef C] m ra, vi ct C1
Bt_Quarter.
10
58
67
11
Quarterly
(Qu)
yyyy:qStart: 1991:1
End: 2005:460 quan st theo qu, t qu 1
nm 1991 n qu 4 nm 2005Monthly
(Thng)
yyyy:mmStart: 1991:01
End: 2005:12180 quan st theo thng, t
thng 1 nm 1991 n thng
12 nm 2005Weekly
(Tun)
mm/dd/yyyyStart: 01/01/2008
End: 12/01/200849 quan st theo tun, t tun
c ngy 1 thng 1 nm 2008
n tun c ngy 1 thng 12
nm 2008Daily [5day]
(Ngy: tun 5
ngy)
mm/dd/yyyyStart: 11/12/2008
End: 12/11/200822 quan st theo ngy, t ngy
- Vi tn sut theo thi gian, ring s liu trong giai on 1930
2029, th s ch Nm c th dng bi hai ch s, v d 67 c
hiu l 1967, hoc 12 c hiu l 2012, vi giai on khc bt
buc phi 4 ch s.
- S ch Ngy, Thng vi gi tr nh hn 10 c th ch dng mt ch
s, v d s liu thng, 2000:1 v 2001:01 l nh nhau.
- Vi s liu tn sut theo Ngy, Tun, Eviews ngm nh s dng
quy c ca M, l Thng/Ngy/Nm (mm/dd/yyyy). C th thay
13
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 hai 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 X, cc bn di
t ng chuyn thnh NA, nhp cc gi tr ca bin X ng vi cc
nm. Tip tc vi ct bin Y.
Ti ca s [Workfile], biu tng ca hai bin X v Y xut hin.
14
15
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 X v Y, m ca s [Group]
V th cc bin theo quan st
[Group] View Graph Line
Kt qu cho th ng ca X v Y theo quan st (theo thi gian)
trn cng mt h ta
16
17
18
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
X
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
112.7500
97.00000
195.0000
53.00000
51.36523
0.402047
1.666396
274.3333
265.0000
393.0000
179.0000
66.98213
0.304621
2.030123
Thng k JB
Mc xc sut
Jarque-Bera
Probability
1.212534
0.545383
0.655918
0.720393
Tng
Tng bnh phng chnh lch
Sum
Sum Sq. Dev.
1353.000
29022.25
3292.000
49352.67
S quan st
Observations
12
12
19
X
Y
1.000000
0.982533
0.982533
1.000000
X
Y
2418.521
3098.750
3098.750
4112.722
Probability
0.0000
0.0000
Method
F-test
Siegel-Tukey
Bartlett
Levene
Brown-Forsythe
df
(11, 11)
1
(1, 22)
(1, 22)
Value
1.700511
0.086621
0.732933
0.686207
0.562284
Probability
0.3921
0.9310
0.3919
0.4164
0.4613
2.3 t bin mi
Bn cnh cc bin nhp s liu l X v Y, c th t cc bin mi
t cc bin c hoc nhp bin s mi. C mt s cch nhp bin
mi c tc dng tng ng.
V d: cn t bin mi Z = Y X
[Eviews] Quick Generates Series: m ca s [Generate Series by
Equation]
Ti Enter Equation g: Z = Y X
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 = Y X
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:
21
22
Yt
= 1 + 2 X t + ut M hnh (3.1)
Y = 1 + 2
X
Y = 1 + 2 X t + et
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.
23
t
t
Std. Error
9.439523
0.076739
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.965370
0.961907
13.07316
1709.075
-46.78007
1.035566
t-Statistic
13.75826
16.69636
Prob.
0.0000
0.0000
274.3333
66.98213
8.130011
8.210829
278.7683
0.000000
24
C(1)
C(2)
Coefficient
Std. Error
t-Statistic
Prob.
129.8715
1.281258
9.439523
0.076739
13.75826
16.69636
0.0000
0.0000
Cu lnh c lng
(vit trong ca s lnh)
Estimation Equation:
=====================
Y = C(1) + C(2)*X
Substituted Coefficients:
=====================
Kt qu c lng
Y = 129.8714549 + 1.281258345*X
25
3.2 Lu kt qu hi quy
Kt qu hi quy c th c lu gi, bin tp, in ra nh mt vn bn.
Trong ca s 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, dng
chut 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.
26
27
4.1 M tp s liu c sn
[Eviews] File Open
Chn tp s liu BT1CH1 trong th mc tng ng
Ca s [Workfile] gm cc bin s c bn ca kinh t v m Vit Nam
t nm 1980 n 1996: GDP GAP GIP EX IM, n v l t USD
tnh theo gi so snh 1994.
[?] - ngha ca cc bin s trong b s liu l g?
- nh gi xu th chung ca cc bin theo thi gian nh th no?
Cc bin c xu th tng hay khng?
- Mc xut khu tng ln t bin trong nm no? Lin h vi
thc tin, c th gii thch g v mc tng ?
- So snh gia EX v IM nh gi xem trong cc nm, nm
no c xut siu, nhp siu, c cn bng cn cn thng mi?
- So snh gia GAP v GIP nh gi gia tng sn phm nng
nghip v cng nghip.
28
= 1 + 2 GAPt + 3 GIPt + ut
= 1Ct + 2 GAPt + 3 GIPt + ut
Std. Error
1.571602
0.199663
0.092429
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.997573
0.997227
0.492409
3.394535
-10.42806
1.205284
t-Statistic
-1.523944
7.288738
7.299395
Prob.
0.1498
0.0000
0.0000
28.42353
9.350102
1.579772
1.726809
2877.499
0.000000
Vi kt qu hi quy trn:
[?] - Gii thch ngha cc c lng h s? Kt qu c ph hp
vi l thuyt kinh t khng?
- H s chn c ngha thng k khng? Kt qu kim nh ny
c ngha nh th no?
- Cc h s gc c ngha thng k khng? iu ny c ngha
nh th no?
- Theo m hnh ny, GAP v GIP gii thch c bao nhiu % s
bin ng ca GDP?
- Qua c lng im cc h s gc, GDP tng trng theo bin
no nhiu hn?
- Tng bnh phng phn d v sai s chun ca hi quy bng
bao nhiu?
30
C
GAP
GIP
GAP
GIP
2.469931
-0.308582
0.135627
-0.308582
0.039865
-0.018113
0.135627
-0.018113
0.008543
= 1 + 2 GAPt + 3 GIPt + ut
GDPt
= 1 + 2 GAPt
= 1 + 2 GAPt + ut
31
(4.2)
(RSS(4.2) RSS(4.1) ) / m
RSS(4.1) /(n k(4.1) )
2
2
<Ok>
Probability
Probability
Test Equation:
Dependent Variable: GDP
Method: Least Squares
Date: . Time: .
Sample: 1980 1996
Included observations: 17
Variable
Coefficient
C
-13.10596
GAP
2.885761
Std. Error
1.191955
0.080939
0.000004
0.000000
t-Statistic
-10.99535
35.65346
Prob.
0.0000
0.0000
32
(R(4.1) RSS(4.2) ) / m
(1 R(4.1) ) /(n k(4.1) )
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.988337
0.987560
1.042863
16.31345
-23.77156
0.753159
28.42353
9.350102
3.031948
3.129973
1271.169
0.000000
33
Omitted Variables: EX IM
F-statistic
10.78774
Log likelihood ratio
17.49112
Probability
Probability
Test Equation:
Dependent Variable: GDP
Method: Least Squares
Date: 08/14/09 Time: 23:00
Sample: 1980 1996
Included observations: 17
Variable
Coefficient
C
0.845611
GAP
1.232316
GIP
0.606301
EX
1.181808
IM
-0.436874
Std. Error
1.687898
0.219174
0.130161
0.259626
0.175753
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.999133
0.998844
0.317965
1.213219
-1.682500
1.720441
0.002084
0.000159
t-Statistic
0.500985
5.622535
4.658088
4.551961
-2.485723
Prob.
0.6254
0.0001
0.0006
0.0007
0.0287
28.42353
9.350102
0.786176
1.031239
3455.873
0.000000
34
H0: 2 = 3
H1: 2 3
Probability
Probability
0.017831
0.007291
35
5 CC DNG M HNH
(Tip theo 4)
Tip tc vi b s liu BT1CH1, b s liu theo thi gian, cc bin s
c xu th tng theo thi gian.
Coefficient
-1.894304
1.397422
0.683579
0.025211
0.997577
3.389751
Std. Error
4.039848
0.474727
0.116234
0.186117
t-Statistic
-0.468905
2.943631
5.881087
0.135460
F-statistic
Prob(F-statistic)
Prob.
0.6469
0.0114
0.0001
0.8943
1783.829
0.000000
36
Coefficient
-2.463898
0.795588
0.317487
0.556071
Std. Error
1.350701
0.272947
0.110062
0.153006
0.998853
0.940028
t-Statistic
-1.824162
2.914805
2.884625
3.634316
F-statistic
Prob(F-statistic)
Prob.
0.0931
0.0130
0.0137
0.0034
3483.029
0.000000
(5.3)
Logarit hai v
37
GDPt = et 1GAP
2 GIPt 3
t
Std. Error
0.231645
0.164321
0.079742
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Theo kt qu ny
0.996969
0.996536
0.018859
0.004980
45.03095
1.101466
t-Statistic
1.620189
4.900835
3.856333
Prob.
0.1275
0.0002
0.0017
3.298273
0.320444
-4.944817
-4.797780
2302.593
0.000000
GDP = e0.37531GAP0.80531GIP0.30751
38
6 M HNH VI BIN GI
S dng tp BT1CH1 trong th mc SOLIEU
Xt mi quan h nhp khu ph thuc vo GDP c dng
IM = [H s chn] + [H s gc]GDP + u
6.1 Xc nh yu t nh tnh
V th im ca IM theo GDP
Ca s chnh [Eviews] Quick Graph Scatter GDP IM
12
10
8
6
4
2
0
15
20
25
30
35
40
45
50
grossdomesticproducts
2GDP
Giai on u:
IM =
+u
Giai on sau:
IM = (1 + 3) + (2 + 4)GDP + u
import of goodsandservices
39
6.2 t bin gi
Trong chng trnh Eviews, tn bin D khng c chp nhn, do
s dng tn l D1
Lnh: GENR D1 = 0
Dependent Variable: IM
Sample: 1980 1996
Included observations: 17
Variable
C
D1
GDP
D1*GDP
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Coefficient
-1.084655
-11.19851
0.137484
0.325480
Std. Error
1.342126
2.071545
0.060219
0.073081
L
o
g
lik
eli
t-Statistic
-0.808162
-5.405872
2.283088
4.453671
hood
DurbinWatson stat
Prob.
0.4335
0.0001
0.0399
0.0007
0.944354
0.931513
0.679590
6.003951
-15.27519
1.409782
Mean
dependent
var
S.D.
dependent
var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
40
3.251176
2.596830
2.267670
2.463720
73.54055
0.000000
17.24819
22.02697
Probability
Probability
Test Equation:
Dependent Variable: IM
Included observations: 17
Variable
Coefficient
C
-3.794962
GDP
0.247898
Std. Error
0.964703
0.032334
R-squared
Sum squared resid
F-statistic
Prob(F-statistic)
0.796695
21.93584
0.000220
0.000016
t-Statistic
-3.933813
7.666868
Prob.
0.0013
0.0000
58.78087
0.000001
41
GDP C EX IM NX
ut
(7.2)
Lnh: LS GDP
42
Std. Error
5.731684
1.000746
0.322092
0.035942
0.006913
R-squared
Durbin-Watson stat
F-statistic
Prob(F-statistic)
0.998026
1.447594
t-Statistic
0.051529
1.133988
1.068381
0.786800
0.348937
Prob.
0.9598
0.2789
0.3064
0.4467
0.7332
1517.112
0.000000
Xt v quan h ton hc, bin GIP v GIP2, bin GAP v GAP2 khng
c quan h cng tuyn, nhng do thi k ly mu cha nn hin
tng a cng tuyn gia cc s liu vn xy ra.
Trong trng hp ny, cn b hai bin GAP2, GIP2 khi m hnh, hin
tng mu thun gia cc kim nh s khng cn.
Kim nh b bt bin GAP2, GIP2 cho kt qu sau, theo nn b hai
bin khi m hnh
Redundant Variables: GAP^2 GIP^2
F-statistic
1.377907 Probability
Log likelihood ratio
3.514419 Probability
0.289273
0.172526
43
LS GDP
C GAP GIP
Std. Error
1.571602
0.199663
0.092429
R-squared
Durbin-Watson stat
F-statistic
Prob(F-statistic)
0.997573
1.205284
t-Statistic
-1.523944
7.288738
7.299395
Prob.
0.1498
0.0000
0.0000
2877.499
0.000000
(7.4)
Coefficient
7.740618
0.454364
0.963363
0.623993
Std. Error
0.368769
0.022878
t-Statistic
20.99044
19.86005
Prob.
0.0000
0.0000
14.39118
0.000000
44
M i = 1 + 2Yi + 3P +
Ri + ui
(MH 8.1)
Bng kt qu hi quy.
Dependent Variable: M
Sample: 1963 1987
Included observations: 25
Variable
Coefficient
C
-52.33310
Y
0.288936
P
40.70030
R
-2.480736
Std. Error
14.97030
0.067958
7.712388
0.442728
R-squared
S.E. of regression
Durbin-Watson stat
0.957870
5.024448
0.887349
t-Statistic
-3.495794
4.251667
5.277263
-5.603290
Prob.
0.0022
0.0004
0.0000
0.0000
26.55516
159.1525
0.000000
ca hi quy).
45
15
10
-5
-10
1965
1970
1975
1980
1985
M Residuals
qs2
= nR2
so snh vi F( k 1 ,nk )
so snh vi
(k 1)
46
R n
1 R k 1
Probability
Probability
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: Time:
Sample: 1963 1987
Included observations: 25
Variable
Coefficient
C
840.8150
Y
-6.521801
Y^2
0.012623
P
-148.9686
P^2
62.13170
R
3.522892
R^2
-0.011481
Std. Error
665.8814
5.591946
0.008874
219.8589
192.4990
43.76667
1.786478
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.572173
0.429564
29.26626
15417.25
-115.7780
1.799271
0.010027
0.026415
t-Statistic
1.262710
-1.166285
1.422498
-0.677565
0.322764
0.080493
-0.006426
Prob.
0.2228
0.2587
0.1720
0.5067
0.7506
0.9367
0.9949
21.20586
38.74929
9.822244
10.16353
4.012181
0.010027
47
48
49
i2
Pi ln ei =
2
+ 2 ln Pi + vi
50
i2
( E (M i
))
i2
M i 1 Yi
P P P
Ri
P
Pi
(8.3)
R/P
Coefficient
-13.38787
0.082868
54.34015
-1.055670
0.391639
0.576960
Std. Error
6.008009
0.032222
4.307226
0.303220
t-Statistic
-2.228337
2.571759
12.61604
-3.481534
Prob.
0.0369
0.0178
0.0000
0.0022
52.40034
0.013650
51
= 1 +2
i
+ 3 +
i
+i
0.071356
0.086125
0.067065
0.100047
P R u
Yi
Yi Yi Yi
Yi
LS M/Y 1/Y C
P/Y
(8.4)
R/Y
Ri
M i
u
M i
(8.5)
cc h s?
52
+ 2 + 3i +
4 i
Mi 1 Y P
= 1
+ 2
M i i M M i
+ 4 +
Mi
+i
(9.1)
CSt = 1 + 2 Yt + ut
<Start>
Bng kt qu hi quy.
Dependent Variable: CS
Sample: 1960 1986
Included observations: 27
Variable
Coefficient
C
155.2239
Y
0.597069
Std. Error
203.4712
0.060594
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.795240
0.787050
364.1989
3316021.
-196.5103
0.462830
t-Statistic
0.762879
9.853648
Prob.
0.4527
0.0000
2037.449
789.2231
14.70446
14.80045
97.09438
0.000000
53
( 1 +
( 1 +
2Yt
2Yt
)
)
+ 1et 1 + vt
(9.2)
+ vt
(9.3)
Fqs =
2
2
<Ok>
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: Time:
Presample missing value lagged residuals set to zero.
Variable
Coefficient
Std. Error
t-Statistic
C
-60.84700
133.6292
-0.455342
Y
0.021511
0.039844
0.539890
RESID(-1)
0.777523
0.132732
5.857844
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.588437
0.554140
238.4630
1364750.
-184.5250
1.846319
0.000005
0.000067
Prob.
0.6530
0.5942
0.0000
-2.97E-13
357.1264
13.89074
14.03473
17.15717
0.000024
55
et =
(9.5)
+ 1et 1 +
vt
Cn lu li phn d
[Equation] View Estimation Output
[Equation] Procs Make Residual Series
[Make Residuals] Name of resid series: E
Hi quy khng c h s chn
Lnh:
LS
E E(-1)
0.586418
0.586418
233.4985
1363039.
-178.1651
Prob.
0.0000
-5.380974
363.0810
13.78193
13.83032
1.801323
56
Hi quy c h s chn
LS E C E(-1)
Coefficient
143.8042
0.465693
Std. Error
123.0936
0.141126
t-Statistic
1.168251
3.299833
0.312102
0.283440
234.1170
1315458.
-177.7032
1.720759
Prob.
0.2542
0.0030
520.6781
276.5709
13.82332
13.92010
10.88890
0.003013
57
0.518829
0.490052
Dependent Variable: CS
Method: Least Squares
Sample(adjusted): 1961 1986
Included observations: 26 after adjusting endpoints
Convergence achieve d after 39 iterations
Variable
Coefficient
Std. Error
C
1290.375
864.3354
Y
0.320087
0.180066
AR(1)
0.895753
0.097838
R-squared
Adjusted R-squared
0.917399
0.910216
t-Statistic
1.492910
1.777612
9.155465
Prob.
0.1491
0.0887
0.0000
2068.732
787.5967
58
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Inverted AR Roots
235.9953
1280957.
-177.3577
1.884378
.90
13.87367
14.01883
127.7230
0.000000
0.787839
0.767495
59
10 NH DNG M HNH
Bi thc hnh s 10 trnh by kim nh v dng hm trong mt m
hnh hi quy bng kim nh RamseyRESET v kim nh nhn t
Lagrange. Bi thc hnh ny cng tng hp mt s phng php khc
phc khuyt tt nhng bi trc nhm tm c nhng c lng tt
nht trn mt b s liu. hiu c ni dung ca bi thc hnh, cn
nm c cc k thut kim nh, mc ch, ngha v kt lun ca
n. Phn khc phc khuyt tt tng hp yu cu nm vng cc khi
nim, k thut trong tt c cc bi thc hnh trc.
S dng b s liu BT7NCY trong th mc SOLIEU
CSt = 1 + 2Yt + ut
(10.1)
LS CS C Y
Bng kt qu hi quy.
Dependent Variable: CS
Included observations: 27
Variable
Coefficient
C
Y
R-squared
Durbin-Watson stat
155.2239
0.597069
0.795240
0.462830
Std. Error
t-Statistic
Prob.
203.4712
0.060594
0.762879
9.853648
0.4527
0.0000
F-statistic
Prob(F-statistic)
97.09438
0.000000
60
(10.2)
CSt =
+1 Y2 t
+ 1C St + ut
Fqs =
2
2
( 1 n, k( 1 0 .2 ))
0.348918
0.389707
Probability
Probability
Test Equation:
Dependent Variable: CS
Method: Least Squares
Sample: 1960 1986
Included observations: 27
Variable
Coefficient
C
-268.6193
Y
0.954119
FITTED^2
-0.000152
Std. Error
746.5686
0.607571
0.000257
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.798175
0.781356
369.0360
3268502.
-196.3154
0.428978
0.560248
0.532453
t-Statistic
-0.359805
1.570384
-0.590693
Prob.
0.7221
0.1294
0.5602
2037.449
789.2231
14.76410
14.90809
47.45732
0.000000
61
so snh vi F
(10.3)
Tng qut
m+1
+ vt (10.4)
Trng hp n gin
n gin
(10.5)
62
CSt =
+1 2Y
)t +
1C St + 2 C St + ut
et =
+ 12Y
et =
+1 Y2
)t +
)t +
1CSt + ... +
1C St + vt
CSt
Hi quy ph
Lnh: LS E C Y CSF^2
Dependent Variable: E
Included observations: 27
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
Y
CSF^2
-423.8432
0.357051
-0.000152
746.5686
0.607571
0.000257
-0.567722
0.587669
-0.590693
0.5755
0.5622
0.5602
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
[?] - Tnh
0.014330
-0.067809
369.0360
3268502.
-196.3154
0.428978
qs2
-2.97E-13
357.1264
14.76410
14.90809
0.174459
0.840967
bao nhiu?
- Theo kim nh ny, m hnh gc c dng hm ng hay
khng?
- Thc hin kim nh vi hi quy ph sau v cho kt lun
2
(10.6)
63
et =
+1 Y2
)t +
1C St + 2 C St + vt
Dependent Variable: CS
Sample: 1960 1986
Included observations: 27
Variable
Coefficient
C
155.2239
Y
0.597069
Std. Error
203.4712
0.060594
R-squared
Durbin-Watson stat
2037.449
0.000000
Probability
Probability
0.006503
0.009789
0.795240
0.462830
t-Statistic
0.762879
9.853648
Prob.
0.4527
0.0000
0.000005
0.000067
0.560248
0.532453
Dependent Variable: CS
Sample(adjusted): 1961 1986
Included observations: 26 after adjusting endpoints
Variable
C
Y
CS(-1)
Coefficient
3.962031
0.207495
0.695319
Std. Error
122.4302
0.064345
0.094013
64
t-Statistic
0.032362
3.224707
7.396025
Prob.
0.9745
0.0038
0.0000
R-squared
Durbin-Watson stat
0.937124
1.919159
2068.732
0.000000
Probability
Probability
0.034049
0.043502
0.832923
0.816670
0.197454
0.156478
1.766355
2.007940
Probability
Probability
+ 3
C St 1 + ut
C St
CS t
Lu li gi tr c lng
[Equation] Forecast Forecast name: CSM
LS CS/CSM 1/CSM Y/CSM CS(-1)/CSM
(10.8)
Coefficient
23.65519
0.254084
0.609406
Std. Error
79.66907
0.059616
0.098079
t-Statistic
0.296918
4.262025
6.213392
Prob.
0.7692
0.0003
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
0.325043
0.266351
0.087196
0.174871
28.13101
65
CSt
1 Y
= 1 2
1.001633
0.101801
-1.933155
-1.787990
1.687418
Probability
Probability
0.135595
0.137504
0.406335
0.365127
0.872215
0.859623
0.026481
0.031277
Probability
Probability
Yt
CSt 1
CSt 1
C St 1
+ 3 +
ut
CSt 1
(10.9)
0.470931
0.194990
1.728394
t-Statistic
0.494269
4.429221
5.459150
Prob.
0.6258
0.0002
0.0000
1.038130
10.23630
0.000661
Probability
Probability
0.187270
0.173547
0.553661
0.638264
Probability 0.464700
Probability 0.424340
Ramsey RESET Test:
F-statistic
Log likelihood ratio
2.380814
2.671606
Probability
Probability
66
= 1
0.137097
0.102153
Trng hp 3
Khc phc phng sai sai s thay i bng cch chia cho Y
Yt Yt
CS t 1
Yt
Yt
(10.10)
0.666755
0.072154
1.636999
t-Statistic
-0.033295
4.170761
6.564513
Prob.
0.9737
0.0004
0.0000
0.649882
23.00917
0.000003
Probability
Probability
0.248651
0.225282
0.336544
0.295845
0.482943
0.440476
0.509304
0.595043
Probability
Probability
C St 1
= 1
+ 3
+67t
68
69
70