Chng Trnh Ging Dy Kinh T Fulbright

Nin Kha 2007 - 2008

Cc phng php phn tch
Phn tch d liu bng phn
mm EViews

Nguyn Trng Hoi 1
Da theo M Daniel Wrestbrook


Phn tch d liu bng phn mm EViews

Gii thiu
C rt nhiu phn mm x l d liu cho mn hc Phn tch d liu ca chng ta. Cc phn mm
thng c ngi ta s dng c cc tn gi nh l STATA, SPSS, EXCEL, MINITAB, v EViews
. . . Cc phn mm ny u c im chung l gip chng ta x l d liu mt cch mau chng. Tuy
nhin mi phn mm li c nhng c im ring. STATA c th tt cc d liu t cc cuc iu tra
ln, SPSS c u im x l d liu m t tt di dng bng biu, EXCEL th c khp mi my
tnh PC thng thng m khng cn phi ci t g thm . . . Ring kho hc phn tch d liu ca
chng ca chng ta s ch yu x dng phn mm Evews vi phin bn th 4. u im chnh ca
EViews c th l cho chng ta kt qu nhanh chng v hm kinh t lng cho cc d liu cho, d
liu chui thi gian v d liu bng, ngoi ra phn mm ny li c chy trong mi trng Window
nn rt t khi cn nh cc lnh c th.
EViews 4.0
EViews l mt sn phm c ng k bn quyn ca Quantitative Micro Software, Inc.

Cc ni dung chnh trong phn ny:

1) Khi ng v copy d liu
2) Gii thiu menu chnh trong ca s EViews
3) Workfile
4) Nhp d liu t phn mm khc
5) Nhp d liu bng Copy v Paste
6) Nhp d liu bng bn phm
7) V th
8) Tm cc thng k m t d liu
9) Tnh h s tng quan gia cc bin
10) Chn mu nghin cu
11) M rng Workfile nhp d liu mi
12) To cc bin mi
13) Xy dng hm kinh t lng
14) Kim nh gi thit

Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 2
Da theo M Daniel Wrestbrook

Khi ng
Copy d liu

S dng Windows Explorer, hy copy th mc d liu t th mc trn mng
L:\Econometrics\Data

vo th mc c nhn ca Anh/Ch trn a Y(tn Anh/Ch):\. Trong kho hc ny, Anh/Ch s lun
lu gi kt qu ca Anh/Ch trong th mc c nhn ca mnh. Xin hy ng lu gi kt qu ca
mnh vo bt k th mc no khc. Hy thn trng ng sa i hay vit ln cc tp tin
c lu gi trn a L: ca mng.

Khi ng EViews
Biu tng ca EViews trn mn hnh Windows trng nh th ny :









Nhn p vo biu tng EViews v EViews bt u hot ng. Hy ghi nhn menu chnh, ca s
lnh, ca s chnh, v dng tnh trng (status line).


Menu chnh bao gm nhng la chn sau:

File Edit Objects View Procs Quick Options Window Help

Hy nhp vo mi mt trong nhng la chn ny v kim tra cc menu ph xut hin pha di.
Anh/Ch c th mun tm hiu mt s chi tit v cc ch trong Help. Phng tin Help ca
Eviews rt xut sc.

Khi Anh/Ch m EViews ln u tin, ca s chnh cn trng v Anh/Ch cn cha xc nh tp tin
lm vic no (workfile) s dng .


Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 3
Da theo M Daniel Wrestbrook





M tp tin lm vic (Workfile) lu gi t trc


Nhp File/Open/Workfile; mt mn hnh m ra, trn lit k cc tp tin trong th mc mc nh
(default folder). Nu th mc mc nh khng phi l th mc m anh ch mong mun, th Anh/Ch
c th tm trong cc th mc cho ti khi tm ra th mc m Anh/Ch mun dng






Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 4
Da theo M Daniel Wrestbrook




ch ra cc workfile trn EViews, dng "Files of type" cn xc nh Workfile (*.wf1).

V Anh/Ch d nh s dng th mc ny thng xuyn, nn Anh/Ch nn nhp chut nh du
vo vung gip cp nht th mc mc nh gc tri-pha di ca s Open nh trn y. Ln
sau, khi Anh/Ch khi ng EViews, chui File/Open/Workfile s t ng ch ti th mc ny.

M workfile c tn cons_inc.wf1 bng cch nhp p vo n. Cch khc, Anh/Ch c th bi en
n bng cch nhp n, sau nhp Open.

Vi workfile ang m , mn hnh ca Anh/Ch c dng:













Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 5
Da theo M Daniel Wrestbrook





Thanh trn cng trn menu ca Workfile ch ton b ng dn i vi Workfile ny; thanh tnh
trng di y ca mn hnh cng ch ng dn ny, v n ch workfile ang s dng : WF =
cons_inc.

Menu ca workfile cha cc nt bm dnh cho

View Procs Objects Label +/- Show Fetch Store Delete Genr Sample

Cc phm bm vi +/ - l cc phm chuyn i thc hin cc chc nng bt v tt.

Thng tin v workfile ny xut hin di thanh menu :

Range Filter Default Equation
Sample
Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 6
Da theo M Daniel Wrestbrook


Cui cng, phi trong ca s ca workfile, chng ta thy tt c cc i tng ang c mt trong
workfile ny : cc chui (cc bin ), cc nhm chui , vector h s , vector phn d, v bt c
phng trnh, th hay bng no c t tn.


By gi hy ng cons_inc.wf1 bng cch nhp vo du gc phi pha trn ca workfile ny.

By gi hy nhp File. Ghi nh rng cc workfile mi m gn nht s hin ra pha di cng ca
menu tri ra pha di. Nu Anh/Ch mun m li mt trong s , ch vic nhp vo tn ca n.



Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 7
Da theo M Daniel Wrestbrook

Nhp d liu t cc phn mm khc

D liu c th c nhp vo t cc tp tin Lotus, Excel, SPSS, MINITAB hoc ASCII. Trong mi
trng hp u dng phng php nh nhau; chng ta biu din vi mt tp tin ASCII c cha d
liu sn xut dnh cho SIC 33: Cc kim loi s cp (Ngun : Phn tch Kinh t lng, in ln th ba,
ca William Greene) SIC l M Cng nghip Chun ca Hoa k.

D liu ny nm trong mt tp tin ASCII c tn pm.txt. Anh/Ch c th thy d liu ny bng cch
nhp File/Open/Text File v sau nhp p vo pm.txt.



Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 8
Da theo M Daniel Wrestbrook


















Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 9
Da theo M Daniel Wrestbrook


Anh/Ch cn thm tra tp tin ny xc nh (1) c bao nhiu bin, (2) c phi cc tn ca bin xut
hin phi trn ca tp tin khng , (3) (cc) ranh gii gia cc ct d liu , v (4) c bao nhiu quan
st. Hy xem ri sau ng tp tin ny li.

Tr li vi menu chnh : nhn File/New/Workfile. Bng vic nhp New trong chui ny chng ta
bo cho EViews rng chng ta c nh pht trin mt workfile mi. Vic ny lm cho EViews m
ra mt hp thoi chng ta xc nh cc thuc tnh nht nh ca d liu. Trong trng hp ny,
d liu l d liu cho , nn chng ta nhp vo dnh cho "undated," v chng ta nh my 27 vo
"last observation."

Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 10
Da theo M Daniel Wrestbrook













Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 11
Da theo M Daniel Wrestbrook




By gi hy nhp OK. Mt workfile mi xut hin.

Nhn Procs/Import/Read Text-Lotus-Excel... v mt hp thoi xut hin m cc tp tin. Hy
m bo l dng files of type ch Text-ASCII. Excel v Lotus cng l nhng la chn c sn. Hy
a v pm.txt v nhp m n.
Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 12
Da theo M Daniel Wrestbrook



Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 13
Da theo M Daniel Wrestbrook


Mt hp thoi khc phc tp hn xut hin. a danh sch cc bin vo theo th t Firm
VA L K . Chng l : M s hng, Gi tr gia tng, Lao ng, v Vn. Hy ch ra rng nhng bin
ny trong cc ct. Kim tra li cc la chn cn li (bn khng cn bt c la chn no trong s
ny i vi bi tp ny, nhng hy xem qua).












Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 14
Da theo M Daniel Wrestbrook






Nhn OK v d liu c nhp vo.
Xem v kim tra d liu: x dng phm Ctrl v nhp chut vo cc bin FIRM VA L K sau nhp
p vo vng nh du bng d liu s c hin ra nh sau:
Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 15
Da theo M Daniel Wrestbrook



Lu gi EViews workfile mi ny l mt hay. Nhp File/Save As v lu gi tp tin ny di tn
pm . EViews t ng b sung thm phn ui .wf1 ca workfile.
Nhp d liu bng cch copy v dn (Copy v Paste)

Sau khi cc bin c xc nh, cc gi tr ca chng c th c thu vo bng cch s dng lnh
copy, sau dn vo hnh ca bng tnh EViews.

Anh/Ch c th copy v dn t nhiu ngun, bao gm c th in t. i khi Anh/Ch phi lu gi
d liu ny trc ht nh l mt tp tin ngn ng (text file), sau copy v dn n.

Trc khi bt u thao tc copy/paste ny, Anh/Ch phi to ra cc bin trong workfile mc tiu.
Hy tng tng rng Anh/Ch mun copy v dn mt bin c tn X vo workfile ca mnh.



Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 16
Da theo M Daniel Wrestbrook


u tin, hy m workfile ny, sau nhp Genr v nh my X = NA; ng tc ny to ra mt
bin c tn X nhng tt c cc gi tr ca n u khng c .






M chui X . By gi nhp Edit+/- . Lc ny, Anh/Ch hy bi en v copy d liu cho X t ngun
ca n, sau nhp vo u tin ca chui X trn EViews v nhp Edit/Paste phn menu chnh.
D liu ny ri vo v tr v Anh/Ch hon tt thao tc ny bng cch tt edit (nhp Edit+/-).

Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 17
Da theo M Daniel Wrestbrook


Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 18
Da theo M Daniel Wrestbrook


Nhp d liu qua bn phm

Phng php ny n gin nhng phin phc; nu vic np d liu cn c thc hin bng tay th
ngi ta thch lm bng cch s dng mt chng trnh bng tnh (nh l Excel), sau nhp vo
EViews.


Lm vic trong mt Workfile
Lm vic trong mt Workfile l thc hin cc mc tiu nh thng k m t, v th, xy dng
hm kinh t lng . . .
La chn cc i tng t mt Workfile

Nhp File/Open/Workfile sau nhp p vo cons_inc.wf1.

Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 19
Da theo M Daniel Wrestbrook

Vi mc ch la chn mt i tng (hoc nhiu i tng) lm vic, Anh/Ch hy bi en
chng. Nu Anh/Ch mun bi en nhiu i tng, th hy gi phm Ctrl v nhp vo mi mc ,
hoc ko con tr qua cc mc m bn mun bi en. Hy bi en cons v inc.

Nhp p vo mt trong cc mc bi en (hoc nhp chut phi), chn Open Group, v sau
c hai mc u hin trn bng tnh. Nhp name v tn t tn cho nhm cons_inc; ng bng tnh
li.


Nhp vo nhm cons_inc; by gi n c bi en. Nhn p vo n, v n m ra thnh dng
bng tnh.

Xem v bin tp cc hng mc vo Workfile

Kim tra chui cons v inc. Hy s dng cc phm di chuyn trn bng tnh.

Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 20
Da theo M Daniel Wrestbrook



V th trong EViews





Nhn View/Graph/Line trn menu ca nhm. Cons v inc c cc xu hng tng t nhau, nhng
inc c mt im d bit vo nm 1968. Kim tra d liu gc cho thy rng s liu a vo cho inc
trong nm 1968 cn phi l 3466.1 thay cho 346.61
Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 21
Da theo M Daniel Wrestbrook




Chng ta s thay i d liu ca nm 1968 cho chui inc ny. EViews cp nht nng ng cc th
v bng tnh cho ph hp vi cc thay i trong d liu. Nu chng ta mun bo lu th ny nh
mt ghi nhn cho d liu gc, th chng ta c th nhp vo phm Freeze, sau t cho th ny
tn gi : Graph_1 (hay bt c tn no bn mun). Lu rng khi chng ta Freeze (ng bng)
th ny, cc la chn trong menu mi s sn sng. Chng ta s tr li vi chng sau. ng th c
tn Graph_1. Khi Anh/Ch Freeze mt bng tnh, n c lu gi nh l mt bng.
Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 22
Da theo M Daniel Wrestbrook


Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 23
Da theo M Daniel Wrestbrook


Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 24
Da theo M Daniel Wrestbrook



By gi, trn th cha c tn hy nhp View/Spreadsheet. Nhn Edit+/- bt chc nng hiu
chnh th.

Nhp vo 346.61 v nh my gi tr chnh xc : 3466.1.

Nhn Edit+/- tt chc nng bin tp.
Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 25
Da theo M Daniel Wrestbrook








By gi hy biu din th ny mt ln na bng cch nhn View/Graph/Line trn menu ca
nhm; hy so snh n vi th Graph_1. Nhn vo th l mt cch tt pht hin cc sai st.
Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 26
Da theo M Daniel Wrestbrook



Anh/Ch c th nhn p vo th ny bin i cc la chn khi v th; chng ta s s dng
c im ny sau .













Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 27
Da theo M Daniel Wrestbrook


Anh/Ch cng c th nhn thy rng khng c s liu cho cons trong nm 1997. L do l d liu
gc cho thy s liu nm 1982 b b qua v iu ny lm thiu d liu nm 1997. D liu gc cho
bit cons c gi tr 3275.5. Gii php ca chng ta l:


ng nhm ny li, sau ch m cons theo dng bng. Nhp InsDel, thay i n thnh 1982, sau
nhn OK. EViews nh v N/A trong dnh cho nm 1982 v y tt c mi quan st cn
li xung di.
Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 28
Da theo M Daniel Wrestbrook




By gi nhn Edit+/- chuyn sang chc nng bin tp.
Nhn vo N/A
nh my 3275.5
Nhn Edit+/- chuyn khi chc nng bin tp.

ng nhm ny li .

By gi hy nhn p vo cons_inc v kim tra bng tnh. N cng c sa li.

By gi hy kim tra mt s dng khc:




Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 29
Da theo M Daniel Wrestbrook

Nhp View/Multiple Graphs/Line

C cng dng v th tng chui theo thi gian














Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 30
Da theo M Daniel Wrestbrook

Tm cc tiu thc thng k ca mu

Nhp View/Descriptive Statistics/Common Sample


Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 31
Da theo M Daniel Wrestbrook


















Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 32
Da theo M Daniel Wrestbrook

Tnh h s tng quan gia cc bin trong EViews

Nhp View/Correlations




Nu my vi tnh ca Anh/Ch c kt ni vi mt my in, th Anh/Ch c th in mi mt trong
nhng dng ny bng cch nhp vo Print.








Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 33
Da theo M Daniel Wrestbrook

V th khng cn m chui di dng bng

By gi hy tr li workfile. Hy vo menu chnh v nhp vo Quick/Graph dng v th linh
ng hn. Cch v ny khng cn phi m chui d liu nh cch v trn.



Mt ca s m ra yu cu Anh/Ch xc nh chui hoc cc nhm; n ch ra cons_inc; Anh/Ch cn
nh my cons inc v nhn OK. Mt ca s m ra cho php Anh/Ch la chn nhiu phng n
v th khc nhau. Nhn vo phm ? pha di Graph Type, chn Scatter Diagram, v nhn
OK. Bin m Anh/Ch lit k u tin c v trn trc honh. Hy lu ti s a dng ca cc la
chn trong menu.
Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 34
Da theo M Daniel Wrestbrook



Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 35
Da theo M Daniel Wrestbrook



Nhp Add Text v nh my

Aggregate Consumption and Income
1959 - 1997

vo khong trng cho. Nhn OK. By gi, nhp Name v nhp OK dnh cho GRAPH1;
GRAPH1 c b sung vo workfile ca Anh/Ch.
Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 36
Da theo M Daniel Wrestbrook



Nhp Objects/Freeze Output trong menu th v t cho th tn Graph_2. By gi workfile
ca Anh/Ch cha hai th lu di: Graph_1 (phn nh d liu gc) v Graph_2 phn nh cc
hiu chnh.

By gi nhn File/Save v ng workfile ny.


La chn mu d liu
La chn mu d liu l chn giai on nghin cu trong d liu hin c trong workfile

Chng ta thng mun tp trung phn tch vo mt mu ph ca d liu. EViews cho php chng
ta lm iu ny theo hai cch: (1) bng cch xc nh khong mu m chng ta mun xem xt, (2)
hoc l bng cch xc nh cc quan st tho mn mt iu kin logic (if) no . Nu chng ta s
dng c hai phng php, th mu kt qu l giao ca cc mu c to ra bi hai phng php ny.
Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 37
Da theo M Daniel Wrestbrook


Nhp File/Open/Workfile sau nhp p vo cons_inc.wf1.

Nhp nt Sample trong bng tnh v nh vo mt mu mi: 1965 1985.



Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 38
Da theo M Daniel Wrestbrook

M cons_inc thnh bng tnh, sau nhp View/Graph/Line. Hy so snh th ny vi th c
tn Graph_2 .

ng th ny v nhp Sample trn menu ca workfile v khi phc ton b mu 1959 1997.

Chng ta cng c th mun xc nh cc quan st tha mn mt tiu ch no . V d, chng ta c
th mun la chn tp hp d liu con trong cons ln hn 3000. Trong trng hp ny, chng ta
nhp Sample trn menu ca workfile ny; sau trong ca s c tn If condition nh my cons
> 3000 v nhp OK.


Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 39
Da theo M Daniel Wrestbrook


By gi hy kim tra ca s tnh trng ca workfile, dng ca bng tnh dnh cho cons_inc, v th
dng ng ca cons v inc.

M rng Workfile

Hy tng tng rng chng ta mong mun nhn c d liu b sung ca 3 nm cho workfile ny.
Chng ta c th m rng workfile ny vi mc ch b sung thm d liu ny.
Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 40
Da theo M Daniel Wrestbrook


Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 41
Da theo M Daniel Wrestbrook



Nhp Proc/Change Workfile Range v nh my mt End Date (d liu cui) mi. By gi
Anh/Ch c th bin tp bng tnh ny b sung thm d liu mi. Nn nh rng khi mun nhp
thm d liu b xung, th sau lnh ny chng ta cng cn m rng thm c phm vi mu bng lnh
sample
Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 42
Da theo M Daniel Wrestbrook





Copy v dn d liu mi

Hy tng tng rng chng ta c c mt tp tin Excel c tn Cons_Inc.xls bao gm d liu t
1959 - 2000.

Hy m tp tin ny, bi en d liu dnh cho nm 1998, 1999, v 2000, sau nhp Ctrl -C, sau
m chc nng Edit trong EViews, t con tr vo trn cng bn tri ca d liu MI, sau dn
(Ctrl-V).

D liu mi ny nhy vo cc mong mun.

Lu rng cc ct phi trong th t chnh xc.
Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 43
Da theo M Daniel Wrestbrook

To cc bin mi, cc tr, cc sai phn v cc bin gi

To cc bin mi

Nu chng ta mun to ra bin mi l mt hm s ca cc bin hin hu, th chng ta s dng chc
nng Genr trn Eviews. V d, to ra Y nh mt logarit t nhin ca x chng ta s nhp vo
Genr trn menu ca workfile, sau nh my Y = log(x). EViews c mt s ln cc chc nng
m Anh/Ch c th khm ph di a ch Help/Function Reference.



Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 44
Da theo M Daniel Wrestbrook


Chng Trnh Ging Dy Kinh T Fulbright

Cc phng php phn tch
Phn tch d liu bng
phn mm EViews

Nguyn Trng Hoi 45
Da theo M Daniel Wrestbrook





Lu rng Anh/Ch khng bt buc phi to ra cc bin m Anh/Ch nh s dng trong mt php
hi qui (hoc qui trnh khc); biu thc c th c a trc tip vo phn xc nh phng trnh
hi qui. c tnh ny gip ta gi li mt workfile nh b. Chng ta s sm minh ha iu ny.

Gi s chng ta quan tm ti t l nhn cng/vn i vi 27 hng to thnh tp hp d liu cc loi
kim s cp.

Hy m pm.wf1
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Nhp Genr v nh my L_K_Ratio = L / K
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Nhp p vo L_K_RATIO v chn View / Descriptive Statistics / Histogram and Stats.

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iu ny cho thy chng ta c th kim tra phn b xc sut ca mt bin n nh th no; ca s
ny s rt hu ch khi chng ta xem xt cc phn d hi qui .
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To bin tr , sai phn v xu hng

Trong nhiu ng dng chui thi gian chng ta s dng cc bin c tr, cc sai phn bc I (v
bc cao hn), cc bin gi c tnh ma v (hoc theo thng, qu ), v cc xu hng thi gian .
EViews c cc lnh rt d to ra chui theo mun.

Workfile tsdata.wf1 c cha d liu v gi ca mt s mt hng nng sn ca Vit Nam.
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Quan st u tin l 1990:01 v quan st cui cng l 1999:12.

Gi tr c tr ca tm c th c to ra bng cch nhp Genr, sau nh my vo phng
trnh:

LAGSHRIMP = SHRIMP(-1)
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Tt nhin, Anh/Ch c th t cho bin ny bt c tn no m Anh/Ch thch ; Ti chn mt tn
gi gi cho ti nh ti nh ngha ca bin ny.

to ra sai phn th nht ca gi tm, hy nhp Genr, v a vo :

DIF1SHRIMP = D(SHRIMP)

Hoc l

DIF1SHRIMP = SHRIMP - SHRIMP(-1)

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Bi en SHRIMP, LAGSHRIMP v DIF1SHRIMP v kim tra dng bng tnh ca chng; rt
d thy cc mi tng quan gia chng.


Cc tr c di j c th c to ra bng cch s dng SHRIMP(-j) v cc sai phn bc j c
th c to ra bng cch s dng

DjSHRIMP = SHRIMP - SHRIMP(-j).

Cc sai phn bc cao hn c to ra bi ton t sai phn D(SHRIMP, j). V d nu j = 2, th ton
t ny s to ra sai phn ca cc sai phn bc nht.

D(SHRIMP,2) = [SHRIMP - SHRIMP(-1)] - [SHRIMP(-1) - SHRIMP(-2)]




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Cng thc to bin mi chi tit trong EViews
Nhm i xa hn na cc cng thc to bin phc tp, nu khng c hng dn ca gio vin hoc
cc chuyn gia phn mm Eviews anh (ch) cn s dng lnh sau y:
Help / EViews Help Topics / Index

Sau nh vo Expressions. Khi ch Expessions c bi en, nhn Display v c cc ch dn
hin ra.

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EViews c mt s chc nng c bit to ra cc bin gi c tnh ma v v cc xu hng thi
gian. Nhn Genr trn menu ca workfile, sau nh my phng trnh

M2 = @month(2)

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Vic ny to ra mt bin gi theo thng c gi tr l 1 i vi thng th hai ca mi nm v gi tr 0
i vi cc thng khc.

To M3, M4, M5 v M6 bng cch s dng cng phng php y nh vy, sau nhp Genr
trn menu ca workfile, sau a vo phng trnh

TT = @trend(1989:12)

Vic ny to ra mt xu hng thi gian c gi tr l 1 trong thng u ca nm 1990 v tng thm 1
sau mi qu. Khi Anh/Ch s dng ton t @trend(p) , tham s p ch ra giai on m i vi n
gi tr ca bin xu hng bng zero.

Hy bi en M2, M3, M4, M5, M6 v TT, ri kim tra dng bng tnh ca nhm ny.


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Cc bin gi

Cc bin gi c s dng i din cho s c mt hoc l vng mt ca cc thuc tnh nh lng.
Trong phn tip theo, chng ta s dng mt bin gi xc nh cc quan st m i vi gi go np
(sticky rice) gim so vi gi tr trc ca n.

M dng th ca seafish


Chng ta mun kim nh rng gi c xu hng tng trong giai on 90-95, do chng ta c th to
ra bin gi nh sau
DUM = SEAFISH>7000
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Vic ny to ra mt bin c gi tr bng 1 khi gi SEAFISH > 7000 v BNG zero nu khng phi
nh vy.
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c lng php hi qui n bin trn d liu cho
Hm sn xut

Trong phn ny chng ta s xem xt kt qu ca mt hm sn xut n bin c c lng bng
cch s dng tp hp d liu cc kim loi s cp. Hin thi chng ta trnh php hi qui chui thi
gian, v cc hi qui chui thi gian i hi vic kim nh thc tin i vi gi thit v tnh dng, l
iu m chng ta cn cha sn sng.

Chng ta hy vit mt hm sn xut nh sau, trong sn lng l mt hm s ca nhn cng v
vn: ) K , L ( f q = .

Mt dng ph bin ca hm f ny c tn l hm sn xut Cobb-Douglas:

ln(K) ) L ln( ln(q)
3 2 1
+ + =
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Gi thuyt v li th kinh t khng i theo qui m (CRS) hm rng 1
3 2
= + , n cho php ta
thay
2 3
- 1 = v vit li phng trnh ny nh sau :

) K / L ln( ) K / ln(q
2 1
+ =

Ni cch khc, log(t l sn lng /vn ) l mt hm tuyn tnh ca log (t l nhn cng/vn) .

hon tt phn xc nh v mt kinh t lng cho m hnh ny, chng ta t mt ch s cho cc
quan st, v chng ta b sung thm s hng nhiu ngu nhin, . Chng ta gi nh rng tho
mn cc gi nh chun c in.

M hnh kinh t lng ny l :


i i i 2 1 i i
) K / L ln( ) K / ln(q + + =

Vi cc nh ngha Y = ln(q / K) v X = ln(L / K) chng ta c th vit m hnh ny nh trong
sch gio khoa :


i i 2 1 i
X Y + + = .



D liu ca chng ta v ngnh cng nghip kim loi s cp bao gm mt s o sn lng (gi tr gia
tng), mt s o nhp lng nhn cng, v mt s o nhp lng vn.

Hy khi ng EViews v m workfile cc kim loi s cp pm.wf1.
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Hy to ra cc bin mi bng cch s dng hm GENR : Y = LOG(VA / K) v X = LOG(L /
K).

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Hy nhn vo lc phn b im ri rc ca X v Y. Bi en X trc ri sau l Y, sau
nhp p vo vng bi xanh. Trn bng tnh, nhp View / Graph / Scatter / Scatter with
Regression.
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Kt qu trng nh th ny:


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Sau khi chim ngng th ca mnh, Anh/Ch sn sng chy mt php hi qui n bin.


c lng php hi qui n bin

Nhp Quick / Estimate Equation. Khi xc nh phng trnh (Equation Specification) m ra,
hy nh my Y C X
v nhp OK.
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Kt qu hi qui xut hin!

















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Hy gii thch tng mc trong bng trn v lin h n vi phn ghi bi ging ca Anh/Ch.


c lng php hi qui bi

Nu hm sn xut ca chng ta khng c li th kinh t khng i theo qui m, th rng buc
1
3 2
= + khng hiu lc, v chng ta khng th n gin ho hm sn xut Cobb-Douglas nh
chng ta lm trn. Thay vo , chng ta c th vit phn xc nh kinh t lng nh sau:

i i 3 i 2 1 i
) ln(K ) L ln( ) ln(q + + + =

trong q = VA.

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Vi mc ch c tnh phng trnh ny, hy nhp Quick / Estimate Equation v sau nh my
vo hp Xc nh phng trnh (Equation Specification) nh sau :

log(VA) C log(L) log(K)

Hy lu ti s khc bit gia iu chng ta lm y vi iu chng ta lm trong v d
trc. Trong v d trc, ti mun s dng k hiu ng nh cc k hiu trong bi ging, nn ti
to ra cc bin mi c tn l X v Y. Tuy nhin, chng ta khng cn phi lm iu trn EViews.
Vic ny c mt li im ln. Trong kt qu nu ra sau y, nhng bin i ny ca cc bin c
ch r !





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Gii thch kt qu .

Cui cng, xt gi thit v li th kinh t khng i theo qui m. Chng ta c th pht biu iu ny
nh l :

1 : H
3 2
= +
0




Cch tt nht kim nh gi thit ny trn EViews l thc hin mt kim nh Wald. S trnh by
n gin nht ca kim nh Wald gi nh rng cc gi nh chun c in l ng.

S p t mt rng buc bt buc (gi thit ) ln mt php hi qui lm tng tng cc bnh phng
phn d (ESR). Nu gia tng ny ln, th chng ta c th phn quyt rng nhng rng buc ny l
khng tng hp vi d liu, v th chng ta cn phi bc b gi thit ny. Cu hi t ra l mt gia
tng ln l ln ti mc no?

xy dng kim nh Wald, hy chy hai php hi qui : mt php khng c gii hn v mt php
c gii hn. Nhng php ny thu c tng cc bnh phng phn d khng c gii hn (ESR
U
) v
tng cc bnh phng phn d c gii hn (ESR
R
). Tr thng k kim nh i vi kim nh Wald
c xc nh nh sau :


( )
) k - n /( SSR
q / SSR - SSR
F

u U
U R
=

y , q, bc t do ca t s , bng s cc rng buc . N c th c tnh nh l chnh lch gia
cc bc t do ca cc php hi qui c gii hn v khng c gii hn. Bc t do ca mu s bng s
bc t do ca php hi qui khng c gii hn.

Cc gi tr ln ca F

xy ra khi nhng rng buc ny dn ti mt gia tng ln trong ESR Quy tc

quyt nh l bc b gi thuyt khng nu F vt qu gi tr ti hn ph hp hoc nu gi tr Prob
i vi kim nh ny nh hn mc ngha la chn trc y.

S th hin ny cho ta mt cm nhn trc gic no , nhng trn EViews khng cn thit phi chy
hai php hi qui vi mc ch thc hin kim nh Wald ny.

Tr li vi hm hi qui ca Anh/Ch log(Y) C log(L) log(K)

By gi hy nhp View / Coefficient Tests / Wald - Coefficient Restrictions. Trong hp thoi m
ra , nh my nhng rng buc bng cch s dng k hiu lin quan ti vic t tn ni b cho cc
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h s trong EViews:

c(2) + c(3) = 1





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Kt qu nh sau xut hin :








Lin kt gia k hiu ca EViews v k hiu trn lp l :
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k
2
1

) k ( c

) ( c

) ( c
=
=
=
M
2
1



Trong trng hp ny tr thng k kim nh l 0.115754 F

= v gi tr prob l 0.7366. Quyt

nh ca chng ta l Khng Bc B c Gi Thit Ny.



EViews cn ng dng nhiu hn na

Nh vy chng ta thy rng Eviews rt hiu qu trong vic s dng phn tch d liu. Chng ta s s
dng EViews cho nhiu tnh hung khc na trong cc bi ging ca mn hc ny v trong thc t.

Chc cc anh ch vui v v thch th khi tm ti nhiu iu mi l v th v trong EViews