Professional Documents
Culture Documents
Cac Dang Bai Tap KTL
Cac Dang Bai Tap KTL
Cho kt qu hi quy sau, vi MR l cu v tin (t), R l li sut (%), GDP l tng sn phm quc
ni (t). Cho = 5%.
Dependent Variable: MR - Method: Least Squares
Included observations: 31 after adjusting endpoints
Variable
Coefficient
Std. Error t-Statistic
Prob.
C
102.5835
8.652193 11.85635
0.0000
R
-7.387650
1.555809 -4.748431
0.0001
GDP
0.081544
0.006189 13.17416
0.0000
GDP(-1)
0.070892
0.065113 1.088758
0.2859
R-squared
0.995095 Mean dependent var
369.7000
Durbin-Watson stat
0.740335 Prob(F-statistic)
0.000000
10.
11.
0.429809
0.508275
Probability
Probability
0.517842
0.475886
1.093254
Probability 0.375808
Obs*R-squared
2.345513
Probability 0.309513
Bi 2.
Cho kt qu hi quy (1) sau, vi GDP l tng sn phm quc ni, K l tng lng vn u t, L l
tng lc lng lao ng. = 5%
Dependent Variable: LOG(GDP)
Method: Least Squares
Included observations: 31 after adjusting endpoints
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
0.114270
0.120685
0.946840
0.3518
LOG(K)
1.165264
0.030192
38.59463
0.0000
LOG(L)
0.347990
0.044254
7.863503
0.0000
R-squared
0.994209 Mean dependent var
7.415479
Durbin-Watson stat
0.879920 Prob(F-statistic)
0.000000
1.
2.
cc h s.
3.
Nu lao ng tng thm 1%,cc yu t khc khng i th GDP tng t nht bao
nhiu %?
4.
5.
hn tng vn)
6.
7.
8.
Nu vn v lao ng cng tng 1% th GDP c tng trong khong no? Bit hip
10.
0.006031
0.006483
Prob.
0.3518
0.0000
Bi 3.
Cho kt qu hi quy (1) sau vi Y l GDP, FDI l u t trc tip nc ngoi, RES l u t cho
nghin cu pht trin, cc bin c n v l t ng. = 5%
Dependent Variable: Y
Method: Least Squares
Sample: 1 30
Included observations: 30
Variable
Coefficient
C
6.818210
FDI
0.320012
RES
0.123140
R-squared
0.246119
Adjusted R-squared
0.190276
Durbin-Watson stat
2.245781
Std. Error
t-Statistic
Prob.
1.684174
4.048401
0.0004
0.107807
2.968379
0.0062
0.056221
2.190176
0.0373
Mean dependent var
8.373533
S.D. dependent var
2.841277
Prob(F-statistic)
0.022059
Dependent Variable: QA
Method: Least Squares
Sample: 2001Q1 2006Q4
Included observations: 24
Variable
Coefficient
C
972.7741
PA
-57.15100
D
85.55651
D*PA
27.11565
R-squared
0.676992
Sum squared resid
636775.7
Std. Error
t-Statistic
Prob.
356.8199
2.726233
0.0130
9.466111 -6.037431
0.0000
85.88635
0.996160
0.3311
10.98241
2.469006
0.0227
F-statistic
13.97265
Prob(F-statistic)
0.000038
Prob.
0.7340
0.0000
Bi 6.
Vi bin GDP trn, Y = 1 nu c thng d ngn sch, Y = 0 trong trng hp ngc li,
hi quy c kt qu sau:
Dependent Variable: Y
Method: ML - Binary Probit (Quadratic hill climbing)
Variable
Coefficient
Std. Error
z-Statistic
C
-0.526434
0.399498 -1.317740
GDP
0.000290
0.000160
1.811060
Prob.
0.1876
0.0701
1. Vit phng trnh hi qui mu xc nh xc sut c thng d ngn sch v phn tch ngha.
2. Tnh kh nng c thng d ngn sch khi GDP l 1000 n v.
3. Nu GDP tng t 1000 ln 1001 n v th kh nng c thng d ngn sch thay i th no?
Bi 7.
Da trn gi thit ca bin i Koych v m hnh tr phn phi v hn, hi quy m hnh
t hi quy
Dependent Variable: GDP - Method: Least Squares - observations: 31
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
-106.7104
61.63163 -1.731422
0.0948
K
0.740684
0.056222
13.17416
0.0000
L
0.170697
0.054364
3.139841
0.0041
GDP(-1)
0.935133
0.088391
10.57946
0.0000
R-squared
0.999122 Mean dependent var
2185.546
Durbin-Watson stat
1.653123 Prob(F-statistic)
0.000000
Std. Error
1.723856
0.007849
0.189671
t-Statistic
6.066400
17.62774
4.234804
Prob.
0.0000
0.0000
0.0014
1. Tm tc ng ngn v di hn ca vn n GDP?
2. T cch xy dng m hnh tr phn phi v kt qu trn, tm tc ng ca vn u t t 2
nm trc n GDP trong nm hin ti
Bi 9.
Cho h phng trnh sau y:
(a)
GDP = 11 +
(b)
K
= 21 +
K + 13 L + 14 GDP(-1) +
22 GDP + 33 GDP(-1)
12
15
K(-1)
+ u1
+ u2
1.0000
0.2799
4868.000
4.722234
1. D bo gi tr ca GDP vo qu 4 nm 1992.
2. Vit cng thc d bo tng qut cho qu 3 hng nm.
1.0000
0.2600
0.0000
4872.932
6.310281
1.000316
1.000424
1.000273
0.998988