Huong Dan Su Dung Eviews 4.0 PDF

Hng
ng
dan
s
dung
ng
1
Bien soan: Thanh Phong
Bai 1. Gii thieu

Khi ong
ng, thoat
Giao dien
Cac thanh thc n
Start>Programs>Eview4>Nhap Eview4
Bai 1. Gii thieu
Man hnh au tien cua Eview 4
Bai 1. Gii thieu
Thoat khoi Eview
Chon thc n File,

sau o chon Exit
Bai 1. Gii thieu
Thc n File
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Thc n Edit
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Thc n Objects
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Thc n Quick
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Thc n Options
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10
Thc n Quick
Bai 1. Gii thieu
11
Thc n Options
Bai 1. Gii thieu
12
Thc n Windows va Help
Bai 1. Gii thieu
13
Bai 2. Eview can ban

Tao mi Workfile (New)
Lu workfile (Save)
M workfile san co (Load)
Thay oi kch thc workfile (resizing)
Sap xep cac bien cua workfile (sort)
Trch loc d lieu t workfile (extracting)
Thay oi cach
ch the hien cua workfile
Cac oi tng
ng va cac thao tac tren oi tng
ng
14
Tao mot workfile

1. Vao thc n File/New/Workfile
2. Chon loai frequency thch hp d lieu (Vd: Quaterly)
3. Tai Start date nhap thi gian cho quan sat th
nhat (Vd: 1955:1)
4. Tai End date nhap thi gian cho quan sat cuoi
cung (Vd: 2000:2)
5. Nhap OK
15
Tao mot workfile

1. Ta a tao xong 1 workfile co kha nang cha 751
quan sat t qu I nam 1955 en qu II nam 2000.
2. Hai icon oi tng C va Resid la do Eviews tao ra
trong moi workfile.
16
Cac loai Frequency

Annual: Ta nhap nam theo 4 ky t hoac 2 ky t eu
c (Vd: SD: 1930 ED: 2000)
Semi-Annual (S): 1950:2 hay 1950S2 la tng ng
nhau (Vd: SD: 1950:1 ED: 1970S2)
Quarterly (Q): Vd: SD: 1970Q1 ED: 2000:4
Monthly (M): Vd: SD: 1945:1 ED: 1970M5
Weekly va Daily: nhap vao 8:10:97 ngay 10 thang 8
nam 1997.
Undated hoac irregular: Khong theo chuoi thi gian
hoac d lieu khong eu
17
Lu mot workfile
1.
2.
3.
4.
5.
Vao thc n File/Save As hoac File/Save

Chon th muc cha workfile tai Save in
at ten cho workfile tai File name
Chon kieu cho workfile tai Save as type
Nhap nut Save e lu workfile
e mac nh th
muc lam viec trong
Eviews ta chon
18
M mot workfile san co

1.
2.
3.
4.
Vao thc n File/Open/Workfile

Tm th muc cha workfile tai Save in
Chon ten workfile can m
Nhap nut Open e m workfile
19
Thay oi kch thc workfile

1. Thay oi thi oan bat au va ket thuc cua d lieu
e loai bo cac quan sat vt ra ngoai thi oan mi.
2. Vao Procs/Change Workfile Range
3. Nhap vao khoang thi gian mi va nhap OK.
4. Nhap Yes e xac nhan thay oi
20
Sap xep cac bien cua workfile

1. Sap xep cac chuoi so lieu cua cac bien theo trat t
tang hoac giam dan
2. Vao Procs/Sort Series
3. Nhap vao ten bien can sap xep.
4. Chon loai sap xep tang hay giam dan
5. Nhap OK
Lu y: Khi sap xep cac quan sat theo chuoi thi gian
th se pha v tnh chat thi gian cua cac quan sat.
21
Sap xep cac bien cua workfile
22
Trch loc d lieu t workfile

1. Dung e tao mot tap d lieu con trong tap d lieu
ban au cua workfile.
2. Vao Procs/Extract to new workfile
3. Sa lai khoang thi gian cho chuoi so lieu neu co
4. Nhap ten bien can trch loc, neu e * se ap dung loc
cho tat ca cac bien.
5. Chon cac la chon can thiet
6. Nhap ten mi cho bien neu can thiet (neu loc 1 bien)
7. Nhap OK e chap nhan
23
Trch loc d lieu t workfile
24
Thay oi s the hien cua workfile

1. Khi lam viec vi mot workfile co qua nhieu oi
tng, bien,
2. Vao View/Display Filter
3. Nhap vao ieu kien loc tai khung trong, neu la * se
hien tat ca cac oi tng. Ta cung co the uncheck
cac checkbox e khong cho hien len cac oi tng
khong can thiet.
4. Nhap OK e chap nhan
25
Thay oi s the hien cua workfile

1. e hien cac nhan cho cac oi tng cua workfile ta
nhap vao View/Display Comments (Label +/-) e tat
hoac m
2. e nh dang cac ky t ten cua cac bien ta nhap vao
View/Name Display va chon Uppercase hoac
Lowercase cho cac ky t
26
Cac oi tng trong workfile va cac thao tac

tren oi tng
27
S lc ve: Tao mot oi tng mi

1. Trc tien ta phai m workfile cha oi tng can
tao ra.
2. T thc n chon Objects/ New Object
3. Chon loai oi tng can tao va at ten no.
4. Nhap OK e tao.
Ghi chu: oi vi mot so oi tng
se yeu cau ban cung cap
mot so thong so na.
28
Chon oi tng
1. Viec chon mot oi tng rat n gian. T ca so cua
chng trnh ta nhap chuot trc tiep len oi tng.
2. Khi muon chon nhieu oi tng:
Gi phm <Shift + nhap chuot> len cac oi tng
(khi chon cac oi tng lien tuc nhau)
Gi phm <Ctrl + nhap chuot> len cac oi tng can
chon (khi chon cac oi tng khong lien tuc nhau)
3. Chon tat ca cac oi tng trong workfile tr 2 oi
tng C va Resid ta vao: View/ Select All
4. Bo chon cac oi tng: View/ Deselect All
29
M mot oi tng
1. Chon oi tng can m trong workfile
2. Nhap vao View/ Open Selected/ chon:
One Window M ra mot ca so mi
Separate Windows M mot workfile mi cha
bien ang chon
Mot cach m khac la
chon cac oi tng
sau o nhap nut Show
va nhap nut OK.
30
M mot oi tng
1. M nhieu oi tng series vao chung mot ca so:
trc tien chon cac oi tng, nhap phai chuot e
hien thc n tat, chon Open/ As Group
2. Cac cach m khac
se khao sat sau
31
Cac chc nang i theo oi tng

Menu
Workfile Windows
Toolbar
32
Cac chc nang i theo oi tng

1. View: Thay oi cach hien th cua oi tng ang
c chon
2. Procs: Cung cap cac thu tuc, chc nang can thiet cho
oi tng
3. Objects: e quan ly oi tng ang chon (lu, oi
ten, xoa, sao chep, hoac in oi tng)
4. Print: e in noi dung ang hien th cua oi tng
5. Name: e at ten hoac oi ten oi tng
6. Freeze: e tao mot oi tng mi nh: o th, bang
bieu hoac text the hien trong mot ca so mi.
33
oi ten cho oi tng

1. Chon oi tng can oi ten
2. Nhap phai chuot va chon Rename (hoac vao
Objects/ Remane Selected). Mot hop thoai hien ra
3. Nhap vao ten mi va nhap nhan cho oi tng neu
can. Sau o nhap OK e chap nhap.
34
Xem thong tin cua workfile

1. M workfile
2. Vao View/ chon Label e xem
(Tr ve man hnh bnh thng ta chon
View/Workfile Directory)
35
Xem thong tin cua oi tng

1. M oi tng can xem (nhap nut Show)
2. Vao View/ chon Label (Chon Spreadsheet e tr ve
che o xem bnh thng)
36
Sao chep oi tng

Sao chep trong workfile
Chon oi tng can sao chep
Vao Objects/ Copy Selected
Nhap ten cho oi tng mi
Sao chep gia cac workfile
Chon oi tng can sao chep
Vao Edit/ Copy
Sang workfile khac va vao Edit/ Past
37
Tao cac oi tng mi (Freeze Output)

1. M oi tng can tao mi
2. Vao Objects/Freeze Output (hoac nhap nut Freeze)
3. Mot nhan ban cua oi tng cu a c tao
Lu y: Muc ch chnh cua chc nang nay la ket qua tao
t Freeze se co the hieu chnh c va dung e tao
cac bao cao.
38
Hieu chnh Freeze Output
39
Xoa oi tng
1. Chon oi tng can xoa
2. Vao Objects/ Delete Selected
(Hoac nhap phai chuot len oi tng va chon
Delete)
1. Hop thoai hien len
2. Xac nhan Yes e xoa oi tng
40
In an oi tng
1. Chon cac oi tng can in
2. Vao View/ Print Selected
(Neu in mot oi tng ang m ta co the nhap nut
Print hoac vao File/ Print hoac Objects/Print)
3. Chon cac thong so in can thiet va nhap OK e in
Ghi chu: Khi khong co bat ky oi tng (objects) nao
ang m, vao File/ Print se in ra danh sach cac
oi tng co trong Workfile.
41
In an oi tng
42
Mot so lenh c ban

1. Tao workfile mi
workfile <ten workfile>
2. Lu workfile trong th muc mac nh
save <ten workfile>
43
Bai 3. Mot vong Eview

To mot workfile va nhap lieu cho workfile t
mot bang
ng tnh Excel
Kiem tra d lieu va thc thi mot so phan tch
thong
ng ke n gian
S dung
ng phan tch hoi qui trong mo hnh va d
bao cac quan he thong
ng ke
Kiem nh gia thuyet
D bao
44
Tao mot workfile

1. Tao mot workfile mi
File/ New/ Workfile
2. Nhap vao thong tin nh hnh tren e tao mot workfile

co kha nang cha chuoi so lieu t qu I nam 1952 en
qu IV nam 1996. Sau o nhap OK
45
Nhap lieu cho Workfile t mot bang tnh

Excel
3. Thong thng ngi ta thch nhap lieu cho Workfile
t mot nguon d lieu o (pho bien la Excel). t khi
nhap lieu trc tiep vao workfile. (V du: dung bang
tnh Demo.xls
46

Excel
4. Vao Procs/ Import/ Read Text Lotus Excel
5. Mot hop thoai hien ra, chon bang tnh Demo.xls va
nhap nut Open.
47

Excel
6. Eviews m mot hop thoai yeu cau ban cung cap
thong so e nhap lieu
O au tien cha
d lieu
So bien trong
bang tnh la 4
48

Excel
7. Nhap Ok e chap nhan.
Ket qua tao ra 4 oi tng (series) mi tng ng vi
4 cot d lieu trong bang tnh Excel.
49
Nhap lieu cho Workfile trc tiep t ban phm

1. Cach khac e tao d lieu cho workfile la nhap lieu
trc tiep t ban phm.
2. e thc hien ta hay tao mot workfile nh tren, thay
v nhap lieu t Excel ta hay tao mot oi tng Series
mi co ten la GDP theo cach:
Objects/ New Object
Chon oi tng la Series
va nhap ten la GDP
Nhap nut OK e tao.
50

3. oi tng GDP a c tao, nhap chuot 2 lan len
GDP e m oi tng.
51

4. e nhap lieu cho oi tng ta nhap vao nut Edit+/e bat che o nhap lieu
5. Di chuyen vao cac o va nhap lieu. Xong nhap vao
nut Edit+/- e khoa
che o chnh sa
hoac nhap lieu.
52
Sao chep d lieu t Excel va dan vao

Workfile
1. Mot cach khac e tao d lieu cho Workfile la tao oi
tng mi trong workfile, sau o Copy vung d
lieu t Excel va Paste va oi tng.
2. e thc hien, trc tien hay tao workfile nh phan
trc va tao oi tng Series mi GDP.
3. M oi tng GDP, nhap nut Edit+/4. M bang tnh Demo.xls trong Excel va quet vung d
lieu GDP (B2:B182) va nhap lenh Copy.
5. Tr qua Eviews, chon o au (o 1592:1) cua oi tng
GDP va vao Edit/ chon Paste (hoac nhap phai chuot
va chon Paste). Nhap nut Edit+/- sau khi lam xong.
53
Kiem tra d lieu va chay cac phan tch n

gian
1. Viec au tien sau khi nhap d lieu la kiem tra d lieu
nhap vao. Hay gi phm <Ctrl> trong luc chon cac
bien GDP, M1, PR, RS.
2. Nhap phai chuot va chon Open Group e m ca 04
bien trong cung so
54

gian
3. Nhn qua kiem tra 04 bien, co the so sanh vi d lieu
goc (so vi d lieu ben bang tnh Excel).
4. Kiem tra s phan bo cua cac bien (Series):
View/
Multiple Graphs/
Line
55

gian
5. Xem mot cac thong so thong ke mo ta cua 04 bien
View/ Descriptive Stats/ Individual Samples
56

gian
6. Xem ma tran tng quan (Correlation matrix) cua 04
bien (Series) ta vao:
View/ Correlations/ Common Samples
57

gian
7. Chung ta cung co the khao sat ac tnh cua tng bien
(Series) rieng biet.
8. Phan tch hoi qui the hien ro theo ham logarithm.
V du khao sat bien M1: log(M1)
Quick/ Show
Nhap vao log(M1)
Va nhap OK.
Eviews hien ca so cha
cac gia tr cua log(M1)
58

gian
9. Sau o ta vao:
View/ Descriptive Statistics/ Histogram and Stats
e xuat ket qua cac thong so thong ke mo ta log(M1)
59

gian
10. Xem o th che o trn (smooth)
View/ Distribution Graphs/ Kernel Density Graph
va nhap len OK e chap nhap cac thong so mac nh
60
c lc mo hnh hoi qui n bien & a bien

1. c lng mo hnh hoi qui cho M1 dung d lieu thi
oan 1952:1 1992:4 va dung mo hnh nay e d
bao cho thi oan 1993:1 2003:4. Mo hnh nh sau:
log(M1t) = 1 + 2logGDPt + 3RSt + 4logPRt + t
log(M1) la log cua cung cap tien (money supply)
log(GDP) la log cua thu nhap (income)
RS la lai suat ngan han (interest rate)
log(PR) la log cua chenh lech nho nhat (tng
ng ty le lam phat)
61

2. Nhap phng trnh vao may
Quick/ Estimate Equation
va nhap vao cong thc nh hnh di
log dlog
o la danh sach cac bien oc lap, cac bien cach nhau

bang khoang trang
62

3. c lng s dung phng phap LS Least Squares
(tong bnh phng nho nhat) cho mau 1952:1-1996:4
Ta nen thay tap mau thanh tap con: 1952:1-1992:4
Ket qua hoi qui
Giam mau la do
63

4. Xem o th cac gia tr (actual and fitted) cua bien phu
thuoc:
View/
Actual, Fitted,
Residual/
Actual, Fitted,
Residual Graph
64
Kiem nh gia thuyet thong ke

1. Cac he so cua phng trnh hoi qui nh sau
View/ Representation
2. Cac he sap theo th t xuat hien cua cac bien, he so

cua PR la C(4). V du hay kiem nh gia thuyet he
so PR term (price term) = 2 dung Wald test.
65

3. Kiem nh s gii han cua C(4) vao
View/Coefficient Test/ Wald-Coefficient
Restrictions
va nhap vao c(4) = 2
Ket qua Wald test nh sau:
Xac xuat thap chng to gia

thuyet H0 C(4) = 2 la b bac
bo manh
66

4. Tuy nhien khong nen voi ket luan ngay ma ta can
phai phan tch sau them. Gia tr thong ke DurbinWatson tren rat thap ch ra rang co cac bien tng
quan lan nhau trong mo hnh (phng trnh). Neu co
tng quan trong phng trnh cac c lng sai
lam cua standard error va lam cac suy luan thong ke
ve cac he so trong phng trnh b sai theo. Gia tr
Durbin-Watson rat kho e dien dch.
5. Ta can chay kiem nh Breusch-Godfrey oi vi s
tng quan cua cac bien trong phng trnh.
View/ Residual Tests/ Serial Correlation LM Test
67

6. Nhap vao so 1
Obs*R-squared la gia tr
LM test oi vi gia thuyet
H0 (khong co tng quan
gia cac bien).
Xac suat = 0 ch ra rang
cac bien trong mo hnh
la co tng quan nhau.
68
Hieu chnh phng trnh hoi qui (mo hnh)

Lam tre pha cac bien
1. Ket qua tren chung ta can hieu chnh mo hnh
tranh s tng quan cua cac bien
2. Co mot phng phap la lam tre pha cac bien.
e them cac bien vao phng trnh hien co hay nhap
vao nut Estimate:
log(m1) c log(gdp) rs dlog(pr) log(m1(-1))
log(gdp(-1)) rs(-1) dlog(pr(-1))
Them (-1) sau ten bien e lam tre pha
3. Nhap OK e xuat ket qua
69

Lam tre pha cac bien
Eviews t ong hieu chnh

mau e tng thch vi cac
bien mi them vao. Lu ket
qua lai nhap vao nut Name
va at ten la EQLAGS.
70

Them AR va/hoac MA vao mo hnh
1. AR (autoregressive) MA (moving average)
2. Trc tien hay copy ket qua cua phng phap
trc thanh mot ban mi bang cach vao Objects/
Copy Object Eviews tao ra mot oi tng
equation mi cha tat ca thong tin cua oi tng cu.
3. Sau o nhap nut Estimate va nhap vao equation nh
hnh di. Nhap OK
e xuat ket qua
71

Them AR va/hoac MA vao mo hnh
4. Ket qua dung AR(1) (error specification) cung tng
ng vi phng
phap lam tre pha cac
bien (lag model)
Cac gia tr Akaike
va Schwarz cao hn
so vi lag model
72
D bao t mot phng trnh c lng

1. Chung ta nen s dung mot tap con d lieu (1952:11992:4) trong tap d lieu co c (1952:1-1996:4) e
co the so sanh ket qua d bao vi cac so lieu thc
giai oan 1993:1-1996:4
2. M lai phng trnh EQLAGS
3. Nhap nut Forecast e m hop thoai Forecast
4. at mau d bao (forecast sample) trong giai oan
1993:1 1996:4 va at ten cho ket qua d bao
(forecast) se lu trong oi tng m1f va sai so d
bao chuan (forecast standard error) lu trong m1se
5. Chon d bao cho log(m1) va chon output la bang
thong ke va ca o th va chon Dynamic. Nhap OK
73
74

5. So sanh gia tr thc cua log(m1) vi cac gia tr d bao
vi o tin cay 95%.
6. Trc tien ta tao mot nhom mi
cha cac gia tr nay:
Quick/ Show
7. ien thong so nh hnh ben
8. Nhap OK
Hai bieu thc au la gii han tren va di bang cach lay
gia tr d bao + hoac i 2 lan sai so chuan (vi o tin
cay 95%). Bieu thc th 3 la gia tr thc log(m1)
75

9. Ca so nhom hien ra. ay trc khi ve o th ta
nen thay oi vung d lieu sao cho ch ve phan d bao
vao Quick/ Sample , nhap lai khoang va nhap OK.
76

10. e ve o th ta vao View/ Graph/ Line
Gia tr that cua log(m1) nam trong khoang d bao
cho hau het cac thi oan,
nhng ri ra ngoai
khoang gii han
au qu I nam 1996
vi o tin cay 95%
77

11. e xem o th di dang khac ta vao View/ Graph/
Error Bar
o th nay mo ta rat ro
d bao bao cua log(m1)
78

12. Kiem tra ket qua d bao khi d bao cho M1.
13. M EQLAGS, nhap nut Forecast.
14. Nhap ten lu ket qua d bao vao M1LEVEL
15. Nhap OK.
79

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Hng

Bien soan: Thanh Phong

Bai 1. Gii thieu

Bien soan: Thanh Phong

Bai 1. Gii thieu

Bien soan: Thanh Phong

Man hnh au tien cua Eview 4

Bai 1. Gii thieu

Bien soan: Thanh Phong

Thoat khoi Eview

Chon thc n File,

Bai 1. Gii thieu

Bien soan: Thanh Phong

Bai 1. Gii thieu

Bien soan: Thanh Phong

Bai 1. Gii thieu

Bien soan: Thanh Phong

Bai 1. Gii thieu

Bien soan: Thanh Phong

Bai 1. Gii thieu

Bien soan: Thanh Phong

Bai 1. Gii thieu

Bien soan: Thanh Phong

Bai 1. Gii thieu

Bien soan: Thanh Phong

Bai 1. Gii thieu

Bien soan: Thanh Phong

Thc n Windows va Help

Bai 1. Gii thieu

Bien soan: Thanh Phong

Bai 2. Eview can ban

Bien soan: Thanh Phong

Tao mot workfile

Bai 2. Eview can ban

Bien soan: Thanh Phong

Tao mot workfile

Bai 2. Eview can ban

Bien soan: Thanh Phong

Cac loai Frequency

Bien soan: Thanh Phong

Vao thc n File/Save As hoac File/Save

Bien soan: Thanh Phong

M mot workfile san co

Vao thc n File/Open/Workfile

Bai 2. Eview can ban

Bien soan: Thanh Phong

Thay oi kch thc workfile

Bai 2. Eview can ban

Bien soan: Thanh Phong

Sap xep cac bien cua workfile

Bai 2. Eview can ban

Bien soan: Thanh Phong

Sap xep cac bien cua workfile

Bai 2. Eview can ban

Bien soan: Thanh Phong

Trch loc d lieu t workfile

Bien soan: Thanh Phong

Trch loc d lieu t workfile

Bai 2. Eview can ban

Bien soan: Thanh Phong

Thay oi s the hien cua workfile

Bai 2. Eview can ban

Bien soan: Thanh Phong