BT KTL Daihoccq

V D - BI TP KINH T LNG S DNG CHNG TRNH EVIEWS Thng 1.
2011
V D - BI TP KINH T LNG S DNG CHNG TRNH EVIEWS4

B TR SCH BI GING KINH T LNG
Bin son: Bi Dng Hi
Tt c cc bi tp ly mc = 5% vi mi kim nh v khong tin cy.
________________________________________
CHNG 2 M HNH HI QUY HAI BIN
V d 2.2 trong sch Bi ging
Nm
1990
1991
1992
1993
1994
Phn bn (X) Nng sut (Y)

6
40
10
44
12
46
14
48
16
52
Nm
1995
1996
1997
1998
1999
Phn bn (X) Nng sut (Y)

18
58
22
60
24
68
26
74
32
80
Bng kt qu hi quy bng phn mm Eviews4, v mt s thng k nh gi v m hnh

Dependent Variable: Y
Method: Least Squares
Sample(adjusted): 1 10
Included observations: 10 after adjusting endpoints
Variable
Coefficient
Std. Error
t-Statistic
C
27.12500
1.979265
13.70458
X
1.659722
0.101321
16.38082
R-squared
0.971049 Mean dependent var
Adjusted R-squared
0.967430 S.D. dependent var
S.E. of regression
2.431706 Akaike info criterion
Sum squared resid
47.30556 Schwarz criterion
Log likelihood
-21.95960 F-statistic
Durbin-Watson stat
1.783613 Prob(F-statistic)
Prob.
0.0000
0.0000
57.00000
13.47426
4.791920
4.852437
268.3312
0.000000
Ting Anh
Sample (adjusted): 1 10
Included observations: 10
Variable
C
X
Coefficient
ngha
Bin ph thuc: Y
Phng php: Bnh phng nh nht
Mu (sau iu chnh): t 1 n 10
S quan st c s dng: 10
Bin s (cc bin c lp)
Bin hng s, C 1
Bin c lp X
c lng h s: j
Std. Error
Sai s chun ca c lng h s: Se( j )
t-Statistic
Thng k T: Tqs = j / Se( j )
Prob.
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Durbin-Watson stat
Mean dependent var
Mc xc sut (P-value) ca cp gi thuyt

H0: j = 0 ; H1: j 0
H s xc nh (bi): R2
H s xc nh iu chnh R 2
Sai s chun ca hi quy:
Tng bnh phng phn d: RSS
Thng k Durbin-Watson
Trung bnh bin ph thuc: Y
KHOA TON KINH T - I HC KINH T QUC DN
V D - BI TP KINH T LNG S DNG CHNG TRNH EVIEWS Thng 1.2011
S.D. dependent var

F-statistic
Prob (F-statistic)
lch chun bin ph thuc: SY = TSS /(n 1)
R 2 /(k 1)
Thng k F: Fqs =
(1 R 2 ) /(n 1)
Mc xc sut (P-value) ca cp gi thuyt:
H0: R2 = 0 ; H1: R2 > 0 (R2 0)
Bi tp 2.12
Cho QA l lng bn (n v: nghn lt), PA l gi bn (n v: nghn ng/lt) ca hng nc gii
kht A, thi gian t qu 1 nm 2001 n qu 4 nm 2006, v kt qu hi quy m hnh nh sau
Bng 2.12
Dependent Variable: QA
Sample: 2001Q1 2006Q4
Variable
Coefficient
C
1814.139
PA
-51.75140
R-squared
0.556943
Adjusted R-squared
0.536804
S.E. of regression
199.2530
Sum squared resid
873438.5
a.
b.
c.
d.
e.
f.
g.
h.
i.
k.
l.
Std. Error
t-Statistic
174.1613
10.41643
9.840903 -5.258806
Mean dependent var
S.D. dependent var
F-statistic
Prob(F-statistic)
Prob.
0.0000
0.0000
923.5833
292.7673
27.65504
0.000028
Vit hm hi quy tng th, hi quy mu, v gii thch ngha kt qu c lng.
Tm mt c lng im lng bn trung bnh khi gi bn l 20 nghn ng/lt.
Lng bn c thc s ph thuc vo gi bn khng?
Gim gi c lm tng lng bn khng?
Gi gim mt nghn th lng bn thay i trong khong no?
Gi tng mt nghn th lng bn gim ti a bao nhiu?
C th cho rng gi tng mt nghn th lng bn gim nhiu hn 50 nghn lt hay khng?
Tnh cc i lng TSS, ESS.
H s xc nh ca m hnh bng bao nhiu, i lng c ngha th no?
Tm c lng im v khong cho phng sai sai s ngu nhin.
D bo gi tr trung bnh v c bit ca lng bn khi gi bn l 18 nghn/lt.
Bi tp 2.13
Cho Y l sn lng, L l lng lao ng, v kt qu hi quy m hnh nh sau:
Bng 2.13
Variable
Coefficient
Std. Error
t-Statistic
C
-255.5380
99.72089 -2.562533
L
6.068681
0.745640
8.138894
R-squared
Adjusted R-squared
S.E. of regression
45.20169 F-statistic
Sum squared resid
Prob.
0.0196
0.0000
551.9000
95.17900
66.24160
0.000000
a. Vit hm hi quy tng th, hi quy mu; du cc c lng h s c ph hp vi l thuyt

kinh t khng?
b. H s chn ca m hnh c ngha thng k khng? Nu mc ngha cn 1% th kt lun th
no?
c. Bin Sn lng c ph thuc vo bin Lao ng khng? Nu c th m hnh gii thch c

bao nhiu % s bin ng ca bin sn lng?
d. Theo kt qu ny, khi thm mt n v lao ng th sn lng thay i ti a bao nhiu?
e. C th cho rng khi gim mt n v lao ng th sn lng gim cha n 7 n v khng?
f. D bo sn lng trung bnh khi lng lao ng l 150 n v?
________________________________________
CHNG 3 HI QUY BI
V d 3.1 S liu trong sch Bi ging, c kt qu hi quy
Variable
Coefficient
Std. Error
t-Statistic
C
32.27726
6.253073
5.161823
X2
2.505729
0.328573
7.626105
X3
4.758693
0.410384
11.59572
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
-31.94615 F-statistic
Durbin-Watson stat
Prob.
0.0006
0.0000
0.0000
141.3333
23.20789
5.824358
5.945585
180.3545
0.000000
Ma trn phng sai hip phng sai

C
X2
X3
C
39.10093
-1.416429
-0.727129
X2
-1.416429
0.107960
-0.064747
X3
-0.727129
-0.064747
0.168415
Bi tp 3.5
Cho QA l lng bn (n v: nghn lt), PA l gi bn ca hng nc gii kht A, PB l gi bn
ca hng nc gii kht B cnh tranh vi hng A (n v: nghn ng/lt) v kt qu hi quy m
hnh nh sau:
Bng 3.5
Sample: 2001Q1 2006Q4
Variable
Coefficient
C
1003.407
PA
-59.05641
PB
55.63005
R-squared
0.660965
Adjusted R-squared
0.628676
S.E. of regression
178.4017
Sum squared resid
668370.4
Log likelihood
-156.8691
Durbin-Watson stat
2.489845
Std. Error
t-Statistic
355.4275
2.823098
9.269155 -6.371283
21.91590
2.538342
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
Prob.
0.0102
0.0000
0.0191
923.5833
292.7673
13.32242
13.46968
20.47028
0.000012
V hip phng sai c lng hai h s gc bng: 63.071

a.
b.
c.
d.
Gii thch c lng cc h s gc.

Khi gi hng A tng 1 nghn, gi hng B khng i th lng bn hng A thay i th no?
Khi gi hng B tng 1 nghn, gi hng A khng i th lng bn hng A thay i th no?
Khi gi ca hai hng A v B cng tng 1 nghn th lng bn ca hng A c thay i khng?
e. Nu gi ca hng B tng 1 nghn, v hng A gim gi 1 nghn, th lng bn ca hng A tng

ti a bao nhiu?
f. Gi s cha c kt qu v h s R2, hy nu cc cch tnh c kt qu t cc thng tin
khc trong bng.
g. Bit rng khi hi quy QA theo PA v h s chn th h s xc nh bng 0,557 v tng bnh
phng phn d bng 873438,5; hy nu cc cch c th kim nh xem c nn b bin PB
ra khi m hnh hay khng?
Bi tp 3.6
Cho kt qu hi quy vi Y l sn lng, K l vn, L l lao ng; LOG l logarit t nhin ca cc
bin tng ng.
Bng 3.6
Dependent Variable: LOG(Y)
Variable
Coefficient
Std. Error
t-Statistic
C
0.764682
0.713780
1.071314
LOG(K)
0.510023
0.126959
4.017220
LOG(L)
0.599932
0.248400
2.415183
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Prob.
0.2990
0.0009
0.0273
6.298380
0.180753
86.17079
0.000000
Hip phng sai c lng hai h s gc bng: 0,027736

a. Vit hm hi quy tng th, hi quy mu vi cc bin Y, K, L v gii thch ngha kt qu c
lng cc h s hi quy
b. Phi chng c hai bin c lp u gii thch cho s bin ng ca bin ph thuc?
c. Khi vn tng thm 1%, lao ng khng i th sn lng tng ti a bao nhiu?
d. Khi lao ng tng thm 1%, vn khng i th sn lng tng ti thiu bao nhiu?
e. Khi vn v lao ng cng tng 1% th sn lng thay i nh th no?
f. Tng vn 1% ng thi gim lao ng 1% th sn lng c thay i khng?
g. C th cho rng qu trnh sn xut c hiu qu tng theo quy m hay khng?
h. Khi b bin logarit ca lao ng khi m hnh th h s xc nh cn 0,8794 v tng bnh
phng phn d bng 0,07486. Vy c nn b bin khng?
________________________________________
CHNG 4 HI QUY VI BIN GI
Bi tp 4.4
Cho kt qu hi quy, vi QA l lng bn (nghn lt), PA l gi bn (nghn ng/lt) ca hng nc
gii kht A, H nhn gi tr bng 1 nu quan st vo ma lnh, v bng 0 nu vo ma nng.
Bng 4.4
Sample: 2001Q1 2006Q4
Variable
Coefficient
C
1972.7741
PA
-57.15100
H
-885.5565
H*PA
27.11565
R-squared
0.676992
Sum squared resid
636775.7
Std. Error
t-Statistic
Prob.
723.6264
2.726233
0.0130
9.466111 -6.037430
0.0000
221.6018 -3.996161
0.0001
10.98241
2.469006
0.0227
F-statistic
13.97265
Prob(F-statistic)
0.000038
Cho hip phng sai c lng hai h s ca PA v H*PA bng: 12,89

a.
b.
c.
d.
e.
f.
g.
Vit hm hi quy tng th, hi quy mu cho hai ma nng v lnh.

Tm c lng im lng bn ca hng khi gi bn l 20 nghn vo hai ma nng v lnh.
H s chn ca m hnh c khc nhau gia hai ma khng?
H s gc c khc nhau gia hai ma khng? Nu c th chnh lch trong khong no?
Vo ma no th vic gim gi s c tc ng n lng bn nhiu hn?
Vo ma lnh, khi gim gi mt nghn th lng bn tng trong khong no?
nh gi vic a yu t ma nng - lnh vo m hnh, bit rng hi quy QA theo PA v h s
chn th h s xc nh bng 0,557 v tng bnh phng phn d bng 873438,5.
h. C kin cho rng t u nm 2006 v sau, do b cnh tranh mnh, nn yu t gi c c tc
ng n lng bn mnh hn so vi trc . Hy nu xy dng m hnh c th kim tra
v nh gi v kin .
________________________________________
CHNG 5 A CNG TUYN
Bi tp 5.4
Cho kt qu hi quy sau, vi QA l lng bn ca hng nc gii kht A, PA l gi ca hng A,
PB l gi ca hng B, QB l lng bn ca hng B
Bng 5.4
Sample: 2001Q1 2006Q4
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
13265.76
28173.04
0.470867
0.6428
PA
-58.18860
9.661317 -6.022844
0.0000
PB
-434.7366
1126.757 -0.385830
0.7037
QB
-6.111723
14.04066 -0.435288
0.6680
R-squared
923.5833
Adjusted R-squared
13.18329
Durbin-Watson stat
0.000056
a. Vit hm hi quy mu. So snh vi kt qu bng 3.5, nhn xt g v du v gi tr ca cc c

lng h s hi quy?
b. C nhn xt g v ngha thng k ca bin PB, so snh vi bng 3.5 trn.
c. Nghi ng m hnh c a cng tuyn, hy nu mt cch kim tra iu .
d. Cho hai kt qu hi quy ph sau trn cng b s liu, hy cho bit hai kt qu dng lm
g, v c kt lun g v hin tng a cng tuyn qua tng hi quy ph ?
Bng 5.5
Dependent Variable: PA
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
-597.0432
622.8575 -0.958555
0.3487
PB
24.76408
24.86943
0.995764
0.3307
QB
0.299889
0.310308
0.966426
0.3448
R-squared
1.636949
Durbin-Watson stat
0.218443
Bng 5.6
Dependent Variable: QB
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
2006.367
5.633796
356.1306
0.0000
PA
0.141990
0.146923
0.966426
0.3448
PB
-80.23378
0.347384 -230.9659
0.0000
R-squared
29441.88
Durbin-Watson stat
0.000000
e. M hnh QA ph thuc PA, PB, QB v h s chn c hin tng a cng tuyn khng? a
cng tuyn ny l hon ho hay khng hon ho?
f. Hy nu mt cch khc phc n gin hin tng a cng tuyn trong cu trn
g. Khi b bin QB khi m hnh, hi quy QA theo PA, PB v h s chn (bng 3.5) th m hnh
ny c chc chn khc phc c hin tng a cng tuyn khng? Nu khng, hy nu mt
cch kim nh c th s dng.
h. Khi hi quy PB theo PA v h s chn, th thu c c lng h s gc bng 0,131 v sai s
chun tng ng l 0,086. Qua hi quy ph ny, c th kt lun g v m hnh QB ph thuc
PA, PB?
________________________________________
CHNG 6 PHNG SAI CA SAI S THAY I
Bi tp 6.5
Cho kt qu hi quy vi Y l sn lng, L l lng lao ng, K l lng vn
Bng 6.5
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
-41.51425
82.67264 -0.502152
0.6220
L
2.208128
0.981281
2.250251
0.0380
K
1.780819
0.386295
4.609999
0.0002
R-squared
0.000000
a. Vi phn d thu c ca m hnh ban u k hiu l RESID, hy vit m hnh hi quy ph

trong bng 6.6 v cho bit kt qu dng lm g? Kt lun g thu c?
Bng 6.6
White Heteroskedasticity Test Cross terms
F-statistic
3.972746 Probability
0.018776
Obs*R-squared
0.038657
Test Equation: Dependent Variable: RESID^2
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
-27854.36
293672.6 -0.094848
0.9258
L
2857.590
8260.616
0.345929
0.7345
L^2
-35.55875
60.76231 -0.585211
0.5677
L*K
38.06234
50.11640
0.759479
0.4602
K
-2063.946
3473.158 -0.594256
0.5618
K^2
-7.627837
10.22040 -0.746335
0.4678
R-squared
0.018776
b. Vi kt qu ti bng 6.7, hy vit m hnh v thc hin kim nh c kt lun?

Bng 6.7
White Heteroskedasticity Test No Cross terms
F-statistic
Obs*R-squared
0.009471
0.022505
c. Cho bit kt qu hi quy di y dng lm g, c kt lun g v m hnh gc ban u, bit

RESID l phn d, v ABS l hm ly gi tr tuyt i
Bng 6.8
Dependent Variable: ABS(RESID)
Variable
Coefficient
C
-433.5278
L
3.893503
R-squared
0.411951
20 observations
Std. Error
t-Statistic
Prob.
146.6376 -2.956457
0.0084
1.096448
3.551013
0.0023
Prob(F-statistic)
0.002283
6
d. Khi hi quy ln ca bnh phng E theo ln ca bin K, c h s chn, th h s xc nh ca m

hnh ny bng 0,105. Hy cho bit kt qu dng lm g, c kt lun g thu c?
e. Hi quy bnh phng phn d E theo bnh phng gi tr c lng bin ph thuc trong m
hnh gc, c h s chn; th thu c c lng im h s gc bng 0,852 v sai s chun
tng ng bng 0,126. Hy cho bit kt qu dng lm g, da trn gi thit no, c kt
lun g thu c v m hnh gc?
f. Da trn kt lun cu trn, hy nu mt cch khc phc hin tng pht hin c?
g. Hi quy bnh phng ca E theo bnh phng ca L, c h s chn, th h s xc nh bng
0,722. Kt qu dng lm g, c kt lun g? Qua hy nu mt cch khc phc hin
tng pht hin c?
h. Cho kt qu sau y, hy cho bit kt qu dng lm g, v t mc ch cha?
Bng 6.9
Dependent Variable: Y/L
Variable
Coefficient
Std. Error
t-Statistic
Prob.
1/L
-56.81014
72.62494 -0.782240
0.4448
C
2.430546
0.931296
2.609852
0.0183
K/L
1.696025
0.393030
4.315255
0.0005
R-squared
0.000075
F-statistic
Obs*R-squared
0.417838
0.354799
i. Vi bng kt qu trn, vit li m hnh vi cc bin Y, L, K. Khi nu lao ng tng mt n

v th sn lng tng ti a bao nhiu?
k. Vi bng kt qu di y, vit hi quy ph ca kim nh, thc hin kim nh v kt lun v
c lng thu c.
Bng 6.10
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
0.764682
0.713780
1.071314
0.2990
LOG(L)
0.599932
0.248400
2.415183
0.0273
LOG(K)
0.510023
0.126959
4.017220
0.0009
R-squared
0.000000
F-statistic
Obs*R-squared
0.181710
0.169265
l. Vi RESID v FITTED l gi tr c lng bin ph thuc thu c t bng 6.10, c kt

qu hi quy trong bng 6.11. Hy cho bit kt qu dng lm g, kt lun g v m hnh
bng 6.10 ?
Bng 6.11
Dependent Variable: RESID^2
Sample: 1 20
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
FITTED^2
57497.17
-0.020171
31461.63
0.029780
1.827533
-0.677318
0.0842
0.5068
R-squared
Durbin-Watson stat
0.024853
2.202629
Mean dependent var

Prob(F-statistic)
37163.64
0.506817
CHNG 7 T TNG QUAN

Bi tp 7.5
Bng 7.5
Variable
Coefficient
C
1814.139
PA
-51.75140
Std. Error
174.1613
9.840903
R-squared
Adjusted R-squared
Log likelihood
Durbin-Watson stat
Mean dependent var

S.D. dependent var
F-statistic
Prob(F-statistic)
0.556943
0.536804
-160.0802
0.480522
t-Statistic
10.41643
-5.258806
Prob.
0.0000
0.0000
923.5833
292.7673
27.65504
0.000028
a. Dng kim nh Durbin-Watson kim nh v hin tng t tng quan bc 1 ca m hnh?

b. Cho kt qu kim nh t tng quan bc nht - AR(1) - di y. Hy vit m hnh hi quy
ph kim nh, cho bit s quan st trn l thuyt l bao nhiu, v s quan st thc t l bao
nhiu? Thc hin kim nh v kt lun.
Bng 7.6
Breusch-Godfrey Serial Correlation LM Test AR(1)
F-statistic
0.003724
Obs*R-squared
0.004496
Test Equation: Dependent Variable: RESID
Presample missing value lagged residuals set to zero.
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
43.95483
89.61990
0.490458
0.6289
PA
-2.595093
5.069180 -0.511935
0.6140
RESID(-1)
0.587992
0.180241
3.262259
0.0037
R-squared
0.013505
c. Cho kt qu sau, hy cho bit m hnh c t tng quan bc hai khng?

Bng 7.7
Test Equation: Dependent Variable: RESID
Presample missing value lagged residuals set to zero.
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
30.29069
92.52208
0.327389
0.7468
PA
-1.804521
5.238252 -0.344489
0.7341
RESID(-1)
0.678521
0.220174
3.081753
0.0059
RESID(-2)
-0.165000
0.225132 -0.732902
0.4721
R-squared
0.030162
d. Vi cc kt qu kim nh trn, hy nu mt cch khc phc khuyt tt ca m hnh gc da

trn thng k Durbin-Watson?
e. Cho kt qu c lng sau, cho bit kt qu ny dng lm g, t mc ch cha?
Bng 7.8
Dependent Variable: QA-0.76*QA(-1)
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
367.4280
46.56235
7.891097
0.0000
PA-0.76*PA(-1)
-48.2352
11.88927 -4.057035
0.0006
R-squared
186.7652
Durbin-Watson stat
0.000567
Breusch-Godfrey Serial Correlation LM Test AR(1)

F-statistic
Obs*R-squared
0.511130
0.477982
f. Vi kt qu c lng trn, cho bit c lng im h s chn, h s gc trong m hnh hi

quy QA theo PA, vit hm hi quy mu? T c lng mc thay i ca lng bn khi gi
tng 1 n v?
g. Vi kt qu c lng bng phng php Cochrane-Orcutt trong bng 7.9, cho bit phng
php hi t sau bao nhiu bc lp? c lng im h s t tng quan bc 1 c c
lng bng bao nhiu?
Bng 7.9
Convergence achieved after 4 iterations
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
1792.880
200.4069
8.946201
0.0000
PA
-50.66567
11.17339 -4.534492
0.0002
AR(1)
0.682252
0.445339
1.531981
0.1398
R-squared
905.1304
Durbin-Watson stat
0.000766
h. Khi thm tr bc 1 ca bin QA vo m hnh gc, c kt qu sau; hy kim nh hin tng t

tng quan bc 1 ca m hnh ny? Cho bit kim nh B-G c thc hin nh th no?
Bng 7.10
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
990.5671
402.1343
2.463274
0.0230
PA
-56.55842
10.25072 -5.517509
0.0000
QA(-1)
54.23958
24.38371
2.224419
0.0378
R-squared
905.1304
Durbin-Watson stat
0.000084
Breusch-Godfrey Serial Correlation LM Test: AR(1)
F-statistic
Obs*R-squared
0.224029
0.183935
________________________________________
CHNG 8 CHN M HNH V KIM NH VIC NH DNG M HNH
Bi tp 8.1
Bng 8.1
Variable
Coefficient
C
1814.139
PA
-51.75140
R-squared
0.556943
Durbin-Watson stat
0.480522
Std. Error
t-Statistic
Prob.
174.1613
10.41643
0.0000
9.840903 -5.258806
0.0000
Mean dependent var
923.5833
Prob(F-statistic)
0.000028
a. Hy nu cch kim nh dng hm hi quy, s thiu bin ca m hnh?
b. Cho kt qu kim nh Ramsey RESET di y, vit li hi quy ph, thc hin kim nh
cho kt lun v nh dng ca m hnh?
Bng 8.2
Ramsey RESET Test: number of fitted term: 1
F-statistic
Log likelihood ratio
Test Equation:
Variable
Coefficient
C
2921.071
PA
-58.87232
FITTED^2
-16395.22
R-squared
0.670538
Durbin-Watson stat
2.522139
0.013685
0.007667
Std. Error
t-Statistic
Prob.
439.1535
6.651594
0.0000
9.079991 -6.483743
0.0000
6092.986 -2.690834
0.0137
Mean dependent var
923.5833
Prob(F-statistic)
0.000009
c. Cho kt qu di y, vi RESID l phn d t m hnh gc. Hy cho bit kt qu dng

lm g, c kt lun g v m hnh gc?
Bng 8.3
Dependent Variable: RESID
Sample: 1 24
Variable
Coefficient
C
1106.932
PA
-7.120926
FITTED^2
-16395.22
R-squared
0.256389
Durbin-Watson stat
2.522139
Std. Error
t-Statistic
Prob.
439.1535
2.520604
0.0199
9.079991 -0.784244
0.4417
6092.986 -2.690834
0.0137
Mean dependent var
-4.87E-13
Prob(F-statistic)
0.044579
d. Khi thm bin PB vo m hnh, c kt qu di y, hy vit cc hi quy ph ng vi cc

kim nh Ramsey, v thc hin kim nh cho kt lun?
Bng 8.4
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
1003.407
355.4275
2.823098
0.0102
PA
-59.05641
9.269155 -6.371283
0.0000
PB
55.63005
21.91590
2.538342
0.0191
R-squared
923.5833
Durbin-Watson stat
0.000012
Ramsey RESET Test: number of fitted terms: 1
F-statistic
0.097342
0.065963

F-statistic
0.200905
0.131694
e. Sau khi hi quy m hnh trong bng 8.4 thu c phn d v gi tr c lng. Hi quy phn
d theo PA, PB v bnh phng gi tr c lng th thu c kt qu c h s xc nh bng
0,088. Hy cho bit kt qu dng lm g, v c kt lun g thu c?
10
Bi tp 8.2
a. Cho kt qu sau y, cho bit m hnh c khuyt tt no trong s cc hin tng: phng sai
sai s thay i, t tng quan, nh dng hm sai, a cng tuyn? Nu mc = 10% th c kt
lun no thay i khng?
Bng 8.5
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
2065.538
461.0943
4.479644
0.0003
PA
-2.665663
36.10606 -0.073829
0.9419
PA(-1)
-58.63268
43.50711 -1.347658
0.1936
QA(-1)
-0.134511
0.240824 -0.558546
0.5830
R-squared
905.1304
Durbin-Watson stat
0.001214
White Heteroskedasticity Test: Cross terms
F-statistic
Obs*R-squared
0.009471
0.022505

F-statistic
Obs*R-squared
0.443298
0.383562

F-statistic
0.132154
0.084436
b. Vi cc bng kt qu 8.6, 8.7, 8.8 sau y, thc hin cc kim nh v cc khuyt tt c th c,

v nhn xt v tnh cht ca cc c lng?
Bng 8.6
Variable
Coefficient
Std. Error
t-Statistic
C
2.319090
0.347622
6.671290
LOG(K)
0.779698
0.068054
11.45703
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
White Heteroskedasticity Test:
F-statistic
10.84391
Obs*R-squared
11.21171
Prob.
0.0000
0.0000
6.298380
0.180753
-2.550009
-2.450436
131.2634
0.000000
Probability
Probability
0.000921
0.003676
Breusch-Godfrey Serial Correlation LM Test:

F-statistic
Obs*R-squared
0.165019
0.126337
Ramsey RESET Test:

F-statistic
0.044538
0.027061
4.705379
4.886936
Probability
Probability
11
Bng 8.7
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
0.764682
0.713780
1.071314
0.2990
LOG(K)
0.510023
0.126959
4.017220
0.0009
LOG(L)
0.599932
0.248400
2.415183
0.0273
R-squared
6.298380
Durbin-Watson stat
0.000000
F-statistic
Obs*R-squared
0.044312
0.053386

F-statistic
Obs*R-squared
0.155262
0.118162

F-statistic
0.790522
0.762912
Bng 8.8
Dependent Variable: LOG(Y/L)
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
1.289333
0.025077
51.41567
0.0000
LOG(K/L)
0.567178
0.099110
5.722710
0.0000
R-squared
1.413279
Durbin-Watson stat
0.000020
F-statistic
Obs*R-squared
0.417684
0.376774

F-statistic
Obs*R-squared
0.129384
0.104806

F-statistic
0.488489
0.445791
c. Vi cc kim nh, hy vit phng trnh hi quy ph ca cc kim nh ?

d. Hy so snh 3 bng kt qu hi quy 8.6, 8.7, 8.8, v nu ra nhn xt v mi quan h gia cc
bin Sn lng, Vn, Lao ng?
12

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V D - BI TP KINH T LNG S DNG CHNG TRNH EVIEWS Thng 1.

V D - BI TP KINH T LNG S DNG CHNG TRNH EVIEWS4

Phn bn (X) Nng sut (Y)

Phn bn (X) Nng sut (Y)

Bng kt qu hi quy bng phn mm Eviews4, v mt s thng k nh gi v m hnh

Sai s chun ca c lng h s: Se( j )

Thng k T: Tqs = j / Se( j )

Mc xc sut (P-value) ca cp gi thuyt

KHOA TON KINH T - I HC KINH T QUC DN

V D - BI TP KINH T LNG S DNG CHNG TRNH EVIEWS Thng 1.2011

S.D. dependent var

lch chun bin ph thuc: SY = TSS /(n 1)

a. Vit hm hi quy tng th, hi quy mu; du cc c lng h s c ph hp vi l thuyt

V D - BI TP KINH T LNG S DNG CHNG TRNH EVIEWS Thng 1.2011

c. Bin Sn lng c ph thuc vo bin Lao ng khng? Nu c th m hnh gii thch c

Ma trn phng sai hip phng sai

V hip phng sai c lng hai h s gc bng: 63.071

Gii thch c lng cc h s gc.

KHOA TON KINH T - I HC KINH T QUC DN

V D - BI TP KINH T LNG S DNG CHNG TRNH EVIEWS Thng 1.2011

e. Nu gi ca hng B tng 1 nghn, v hng A gim gi 1 nghn, th lng bn ca hng A tng

Hip phng sai c lng hai h s gc bng: 0,027736

Cho hip phng sai c lng hai h s ca PA v H*PA bng: 12,89

V D - BI TP KINH T LNG S DNG CHNG TRNH EVIEWS Thng 1.2011

Vit hm hi quy tng th, hi quy mu cho hai ma nng v lnh.

a. Vit hm hi quy mu. So snh vi kt qu bng 3.5, nhn xt g v du v gi tr ca cc c

KHOA TON KINH T - I HC KINH T QUC DN

V D - BI TP KINH T LNG S DNG CHNG TRNH EVIEWS Thng 1.2011

a. Vi phn d thu c ca m hnh ban u k hiu l RESID, hy vit m hnh hi quy ph

b. Vi kt qu ti bng 6.7, hy vit m hnh v thc hin kim nh c kt lun?

c. Cho bit kt qu hi quy di y dng lm g, c kt lun g v m hnh gc ban u, bit

V D - BI TP KINH T LNG S DNG CHNG TRNH EVIEWS Thng 1.2011

d. Khi hi quy ln ca bnh phng E theo ln ca bin K, c h s chn, th h s xc nh ca m

i. Vi bng kt qu trn, vit li m hnh vi cc bin Y, L, K. Khi nu lao ng tng mt n

l. Vi RESID v FITTED l gi tr c lng bin ph thuc thu c t bng 6.10, c kt

KHOA TON KINH T - I HC KINH T QUC DN

Mean dependent var

V D - BI TP KINH T LNG S DNG CHNG TRNH EVIEWS Thng 1.2011

CHNG 7 T TNG QUAN

Mean dependent var

a. Dng kim nh Durbin-Watson kim nh v hin tng t tng quan bc 1 ca m hnh?

c. Cho kt qu sau, hy cho bit m hnh c t tng quan bc hai khng?

d. Vi cc kt qu kim nh trn, hy nu mt cch khc phc khuyt tt ca m hnh gc da

KHOA TON KINH T - I HC KINH T QUC DN

V D - BI TP KINH T LNG S DNG CHNG TRNH EVIEWS Thng 1.2011

Breusch-Godfrey Serial Correlation LM Test AR(1)

f. Vi kt qu c lng trn, cho bit c lng im h s chn, h s gc trong m hnh hi

h. Khi thm tr bc 1 ca bin QA vo m hnh gc, c kt qu sau; hy kim nh hin tng t

a. Hy nu cch kim nh dng hm hi quy, s thiu bin ca m hnh?

KHOA TON KINH T - I HC KINH T QUC DN

V D - BI TP KINH T LNG S DNG CHNG TRNH EVIEWS Thng 1.2011

c. Cho kt qu di y, vi RESID l phn d t m hnh gc. Hy cho bit kt qu dng

d. Khi thm bin PB vo m hnh, c kt qu di y, hy vit cc hi quy ph ng vi cc

Ramsey RESET Test: number of fitted terms: 2

KHOA TON KINH T - I HC KINH T QUC DN

V D - BI TP KINH T LNG S DNG CHNG TRNH EVIEWS Thng 1.2011

Breusch-Godfrey Serial Correlation LM Test: AR(1)

Ramsey RESET Test: number of fitted terms: 1

b. Vi cc bng kt qu 8.6, 8.7, 8.8 sau y, thc hin cc kim nh v cc khuyt tt c th c,

Breusch-Godfrey Serial Correlation LM Test:

Ramsey RESET Test:

KHOA TON KINH T - I HC KINH T QUC DN

V D - BI TP KINH T LNG S DNG CHNG TRNH EVIEWS Thng 1.2011