BAI TAP KINH TE LNG

Bai 1 : Cho mot mau gom cac gia tr quan sat sau :
YI
10
10
11
12
13
13
14
15
16
16
Xi
13
15
16
16
17
19
21
23
25
25
Trong o : Y la mc cung ve loai hang A ( n v : 1000
tan/thang )
X la n gia ( n v : trieu ong /tan)
Cau 1:
a) Hay lap mo hnh hoi qui tuyen tnh mau bieu dien
moi phu thuoc cua Y theo X. Neu y ngha kinh te cua
cac he so hoi quy tm c.
b) Kiem nh s phu hp cua mo hnh vi mc y
ngha 1%.
c) D bao mc cung trung bnh ve loai hang tren khi n
gia la 20 trieu ong/tan , vi o tin cay 95%.
d) Viet ham hoi qui tm c khi n v tnh cua Y la
tan/nam.
Cau 2 :Vi so lieu tren, chung ta c lng c
mo hnh sau:
Ln (YI ) = 1,798201 + 0,03962 Xi + ei
t = (22,92478) (9,815615)
2
R = 0,923332
a) Phat bieu y ngha kinh te cua he so hoi qui cua
bien X trong ham hoi qui tren.
b) Co y kien cho rang he so co gian tai iem (X, Y) la
0,855. Hay anh gia nhan nh tren . ( vi mc y
ngha 5%)
Bai 2 : Cho mot mau gom cac gia tr quan sat sau :
YI
10
6
5
8
7
8
7
7
8
9
Xi
2
3
4
2
3
3
4
3
3
2
Zi
12
9
9
10
9
11
10
9
11
11
Trong o : Y la lng khach i xe buyt (n v : 100 ngan
ngi )
X la gia ve ( n v : ngan ong )
Z la gia xang ( n v ngan ong/lt ).
Cau 1:
a) Hay lap mo hnh hoi qui tuyen tnh mau bieu dien
moi phu thuoc cua Y theo X. Neu y ngha kinh te cua
cac he so hoi quy tm c.
b) Kiem nh s phu hp cua mo hnh vi mc y
ngha 1%.

c) Tm khoang tin cay cua 2 vi o tin cay 95%.

d) anh gia nhan nh cho rang neu gia ve giam 1
ngan ong th so ngi i xe buyt trung bnh tang la
140.000 ngi. ( Vi mc y ngha 5%)
e) D bao lng lng khach i xe buyt trung bnh khi gia
ve la 3,5 ngan ong, vi o tin cay 95%.
Cau 2:Vi s liu cho , c lng m hnh Yi = 1 + 2Xi + 3Zi +Ui
bng EVIEWS ta c :
Dependent
Variable:Y
Coefficien Std. Error t-Statistic
Prob.
Variable
t
C
1.544503 2.185040 0.706853 0.5025
X
-0.863874 0.251340 -3.437074 0.0109
Z
0.837696 0.168518 4.970958 0.0016
R-squared
0.916230
Mean dependent
7.500000
var
Adjusted R-squared 0.892296
S.D. dependent
1.433721
var
S.E. of regression
0.470522
Akaike info
1.573378
criterion
Sum squared resid 1.549738
Schwarz criterion 1.664153
Log likelihood
-4.866890
F-statistic
38.28125
Durbin-Watson stat 1.620578
Prob(F-statistic)
0.000170
a)Vit ham hoi quy mau ( SRF) va neu y ngha cac he
so hoi quy rieng.
b)Xet xem gia xang co anh hng en lng khach i
xe buyt khong?
( vi mc y ngha = 3%)
c) Tm khoang tin cay cua 2 vi o tin cay 95%.
d) Trong 2 mo hnh cau 1 va cau 2 nen chon mo hnh
nao? Tai sao? Vi mc y ngha 5%.
Bai 3 : Cho mot mau gom cac gia tr quan sat sau :
YI
2
4
6
3
6
6
7
8
9
9
Xi
50
52
53
53
54
56
58
60
62
62
Zi
1
0
1
0
0
1
0
1
0
1
Trong o : Y la mc chi tieu ve loai hang A ( n v :
trieu ong/nam )
X la thu nhap cua ngi tieu dung ( n v :
trieu ong /nam)
Zi =1 neu la nam, Zi = 0 neu la n.
Cau 1:

a) Hay lap mo hnh hoi qui tuyen tnh mau bieu dien
moi phu thuoc cua chi tieu vao thu nhap cua ngi
tieu dung. Neu y ngha kinh te cua cac he so hoi quy
tm c. (M H1)
b) Kiem nh s phu hp cua mo hnh vi mc y
ngha 5%.
c) D bao mc chi tieu trung bnh ve loai hang tren cua
ngi co thu nhap la 55 trieu ong/nam , vi o tin
cay 95%.
Cau 2 :Vi so lieu tren, chung ta c lng c
mo hnh (2) sau:
YI = -113,1141 + 29,6103 ln(X i ) + ei
( MH
2)
Se =
(15,340)
(3,8128)
2
R = 0,8829
a) Phat bieu y ngha kinh te cua cac he so hoi qui tm
c trong ham hoi qui.
b) Co y kien cho rang khi thu nhap tang 1% th chi tieu
ve loai hang nay tang la 0,312 trieu ong /nam.
Hay cho y kien tren co con phu hp vi tap so
lieu tren khong ? ( vi mc y ngha 5%)
c) Tm khoang tin cay cua 2 vi o tin cay 95%.
Cau 3 :T bang so lieu tren ta co mo hnh (3) sau:
YI = -112,9641 + 29,5461 ln(Xi ) + 0,2165 Zi +
ei ( MH 3)
Se =
(16,2462)
(4,0404)
(0,5847)
R2 = 0,88514
a) Neu y ngha kinh te cua cac he so hoi qui.
b) Xet xem chi tieu ve loai hang tren co s khac nhau
gia nam va n khong? ( vi = 5%)
c) Hay cho biet d bao Y nen s dung mo hnh (1), (2)
hay (3)? V sao ? Vi mc y ngha 5%.
Bai 4 : Cho mot mau gom cac gia tr quan sat sau :
Na 199 199 199 199 200 200 200 200 200 200
m
6
7
8
9
0
1
2
3
4
5
YI
20
21
22
23
24
23
25
24
25
23
X2 45
43
42
43
41
40
40
42
41
43
X3 50
52
51
53
52
53
51
53
54
53
Trong o : Y la lng tht heo tieu thu trung bnh cua
mot ca nhan (10g/ngi/ngay )

X2 la gia ban le trung bnh cua tht heo ( n v

1000 ong /kg )
X3 la gia ban le trung bnh cua tht bo ( n v :
1000 ong/kg ).
Cau 1:
a) Hay lap mo hnh hoi quy tuyen tnh mau mo ta quan
he gia lng tht heo tieu thu trung bnh cua mot ca
nhan theo gia tht heo. Neu y ngha kinh te cua cac he
so hoi quy tm c.
b) Tnh he so xac nh va xem xet gia tht heo co anh
hng en lng tht heo tieu thu c hay khong? Vi
mc y ngha 5%.
c) Hay cho biet tai iem (X 2 , Y) khi gia tht heo giam 1%
th lng tht heo tieu thu trung bnh cua mot ngi
tang la bao nhieu % ?
d) Hay viet ham hoi quy khi n v tnh cua lng tht heo
tieu thu la kg/ngi/thang. ( coi 1 thang co 30 ngay)
e) D bao lng tht heo tieu thu trung bnh khi gia tht heo
la 44.000 ong/kg vi o tin cay 95%.
Cau 2 : Vi so lieu tren ta co mo hnh :
Yi = 151,3822 34,3538 ln(x2i) + ei
Se = (36,54)
(9,7773)
2
R = 0,6068
Hay cho biet tai iem (X 2 , Y) khi gia tht heo giam 1% th
lng tht heo tieu thu trung bnh cua moat ngi tang bao
nhieu %?
Cau 3 :Vi so lieu tren, chung ta c lng c
mo hnh sau:
YI = 30,2766 - 0,7021 X2i + 0,4255 X3i + ei
t =
(1,4681)
(-3,0656)
(1,4608)
2
R = 0,7039
a) Phat bieu y ngha kinh te cua cac he so hoi qui
trong ham hoi qui.
b) Kiem nh s phu hp cua mo hnh, vi mc y
ngha 5%.
c) Tm khoang tin cay cua 2 vi do tin cay 95%.
d) Cho biet nen chon mo hnh nao trong 3 mo hnh cau 1,
cau 2 va cau 3? Tai sao ?
( vi =5%)

Bai 5 : Cho mot mau gom cac gia tr quan sat sau :
YI
18
17
16
15
14
15
16
14
13
12

X2i
2
3
4
5
5
6
7
8
9
11
X3i
10
9
8
8
6
7
8
6
4
4
Trong o : Y la tong so von au ty ( n v 10 ty
ong/nam )
X2 la ty le lai suat ngan hang ( n v : %
/nam)
X3 la toc o tang trng GDP ( n v %/nam )
.
Cau 1:
a) Hay hoi qui Y theo X3 Neu y ngha kinh te cua cac he
so hoi quy tm c.
b) Kiem nh s phu hp cua mo hnh vi mc y
ngha 1%.
c) Hay anh gia nhan nh cho rang neu toc o tang
trng GDP tang them 1%/nam th tong von au t
trung bnh se tang 10 ty ong /nam (vi mc y ngha
5%).
d) D bao tong so von au t trung bnh khi toc o tang
trng GDP la 7,5%/nam, vi o tin cay 95%.
e) Hoi quy ln (e2I ) theo ln (X3i ) ta c ket qua:
ln (e2I ) = -1,699079 - 4,081581 ln (X3i ) + ei
Se =
(47,86394)
(23,2756)
2
R = 0,003829
Dung kiem nh Park ( vi mc y ngha 5%) e phat
hien mo hnh tm c cau a) co xay ra hien tng
phng sai thay oi khong?
Cau 2 :Vi so lieu tren, chung ta c lng c
mo hnh sau:
YI = 9,85051 - 0,072727 X2i + 0,79798 X3i + ei
Se = (1,91345)
(0,12412)
(0,17308)
2
R = 0,950572
d = 1,811785
a) Phat bieu y ngha kinh te cua cac he so hoi qui tm
c trong ham hoi qui.
b) Kiem nh gia thiet cho rang he so hoi qui cua X2
trong mo hnh hoi qui tong the bang khong vi mc
y ngha 5%.
c) Tm khoang tin cay cua he so hoi qui bien X3 vi o
tin cay 95%.
d) Mo hnh tren co t tng quan khong? Vi mc y
ngha 5%.
e) T bang so lieu tren, hoi qui X2 theo X3 ta co ket qua
sau:

X2i = 14,75 - 1,25 X3i + ei

Se = (1,5847) (0,2185)
2
R = 0,80351
Hay xet xem mo hnh hoi qui 3 bien tren co
xay ra hien tng a cong tuyen khong? V sao? Vi
mc y ngha 5%.
Bai 6 : Cho mot mau gom cac gia tr quan sat sau :
YI
0,3 0,5 0,4 0,55 0,5 0,6 0,58 0,62 0,6 0,65
Xi
1,5 1,8
2
2,1
2,5 2,8
3
3,2 3,4
4
Zi
0
1
0
1
0
1
0
1
0
1
Trong o : Y la mc chi tieu ve loai hang A ( n v :
trieu ong/thang )
X la thu nhap cua ngi tieu dung ( n v :
trieu ong /thang)
Zi =1 neu la nam, Zi = 0 neu la n.
Cau 1:
a) Hay lap mo hnh hoi qui tuyen tnh mau bieu dien
moi phu thuoc cua chi tieu vao thu nhap cua ngi
tieu dung. Neu y ngha kinh te cua cac he so hoi quy
tm c.
b) Tnh he so xac nh. Xet xem thu nhap co anh hng
en chi tieu cua loai hang A khong ? (vi mc y
ngha 5%.)
c) Tnh he so co gian cua chi tieu loai hang a theo thu
nhap tai iem (X, Y) va neu y ngha cua he so o.
d) D bao mc chi tieu trung bnh ve loai hang tren cua
ngi co thu nhap la 2,4 trieu ong/thang , vi o
tin cay 95%.
Cau 2 :T bang so lieu tren ta co mo hnh sau:
YI = 0,07 + 0,332 Zi + 0,164 Xi - 0,098 Xi Zi +
ei
t = (1,947 ) (6,608)
(11,658)
(-5,303 )
2
R = 0,974
d= 0,8293
a) Neu y ngha kinh te cua cac he so hoi qui.
b) Xet xem chi tieu ve loai hang tren co s khac nhau
gia nam va n khong? ( vi = 1%)
c) Mo hnh co t tng quan khong? Vi mc y ngha
5%.
d) Viet ham hoi qui khi n v tnh cua chi tieu va n
v tnh cua thu nhap la ngan ong/thang.
Bai 7 : Cho mot mau gom cac gia tr quan sat sau :
Nam
2000
2001
2002
2003
2004
2005

GDP TL

122725 115536 126877 142919 161688 176602

,2
,5
,8
,1
,2
GDP VN 31172, 32685, 35058, 39671, 45210, 52408,
52
22
22
67
45
34
T
1
2
3
4
5
6
Trong o : GDP TL la GDP cua Thai Lan; GDP VN la GDP
cua Viet nam
T = nam - 1999
Goi Y la bien GDP ( trieu
USD/nam )
Di = 1 neu GDP cua Viet Nam; Di = 0 neu GDP
cua Thai Lan
a) T so lieu tren ta co mo hnh bieu dien moi phu
thuoc GDP cua VN theo thi gian :.
ln (Yi ) = 10,194 + 0,106Ti + ei
Hay neu y ngha cua he so bien T
b) D bao gia tr trung bnh cua GDP Viet Nam trong nam
2006?
c) Gia s ta lap c mo hnh:
YI = 141058,1333 - 101690,4 Di + ei
Hay neu y ngha cua cac he so hoi qui tm c trong
ham hoi qui tren.
d) Dung kiem nh BG oi vi mo hnh cau a) e
kiem nh t tng quan bac nhat. Hay a ra ket luan
(vi = 5%) da vao bang ket qua sau:
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
0.179475 Probability 0.700364
Obs*R-squared 0.338688 Probability 0.560587
e) Dung kiem nh RESET cua Ramsey oi vi mo hnh
cau a) . Hay a ra ket luan (vi = 5%) da vao
ket qua sau:
Ramsey RESET Test:
F-statistic
77.98418 Probability 0.012661
Log likelihood
26.21549 Probability 0.000002
ratio
Bai 1:
Trong o : Y la lng khach i xe buyt (n v : 100 ngan
ngi )
X la gia ve ( n v : ngan ong )
Z la gia xang ( n v ngan ong/lt ).

1)Dependent Variable: Y
Method: Least Squares
Sample: 1 10
Included observations: 10
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
11.93878
1.262505
9.456417
0.0000
X2
-1.530612
0.423193 -3.616821
0.0068
R-squared
0.620518
Mean dependent var 7.500000
Adjusted R-squared
0.573083
S.D. dependent var
1.433721
S.E. of regression
0.936777
Akaike info criterion
2.884113
Sum squared resid
7.020408
Schwarz criterion
2.944630
Log likelihood
-12.42057
F-statistic
13.08140
Durbin-Watson stat
1.648137
Prob(F-statistic)
0.006814
a)Hay viet mo hnh hoi qui mau ( goi MH1)
b) Tm khoang tin cay cua 2 vi o tin cay 95%.
c) anh gia nhan nh cho rang neu gia ve giam 1 ngan
ong th so ngi i xe buyt trung bnh tang la 140.000
ngi. ( Vi mc y ngha 5%)
2)Dependent Variable: Y
Method: Least Squares
Date: 03/03/11 Time: 05:32
Sample: 1 10
Included observations: 10
Variable
Coefficient
Std. Error
t-Statistic
C
12.00166
1.248570
9.612327
LOG(X2)
-4.351496
1.173532 -3.708034
R-squared
0.632176
Mean dependent var
Adjusted R-squared
0.586198
S.D. dependent var
S.E. of regression
0.922276
Akaike info criterion
Sum squared resid
6.804749
Schwarz criterion
Log likelihood
-12.26456
F-statistic
Durbin-Watson stat
1.449104
Prob(F-statistic)
Hay viet mo hnh hoi qui mau ( goi MH2)

Prob.
0.0000
0.0060
7.500000
1.433721
2.852913
2.913430
13.74952
0.005973

3)Dependent Variable: Y
Method: Least Squares
Sample: 1 10
Included observations: 10
Variable
Coefficient
C
3.241935
1/X2
11.61290

Std. Error
1.195903
3.161866

t-Statistic
2.710869
3.672800

Prob.
0.0266
0.0063

R-squared
0.627724
Mean dependent var 7.500000
Adjusted R-squared
0.581190
S.D. dependent var
1.433721
S.E. of regression
0.927840
Akaike info criterion
2.864942
Sum squared resid
6.887097
Schwarz criterion
2.925459
Log likelihood
-12.32471
F-statistic
13.48946
Durbin-Watson stat
1.301050
Prob(F-statistic)
0.006284
a)Hay viet mo hnh hoi qui mau ( goi MH3)
b)Trong 3 mo hnh (1), (2), (3) chon mo hnh nao? Tai sao? Vi
mc y ngha 5%.
c)Vi mo hnh a chon neu y ngha kinh te cua he so
goc:
4)Dependent Variable: Y
Method: Least Squares
Sample: 1 10
Included observations: 10
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
1.544503
2.185040
0.706853
0.5025
X2
-0.863874
0.251340 -3.437074
0.0109
X3
0.837696
0.168518
4.970958
0.0016
R-squared
0.916230
Mean dependent var 7.500000
Adjusted R-squared
0.892296
S.D. dependent var
1.433721
S.E. of regression
0.470522
Akaike info criterion
1.573378
Sum squared resid
1.549738
Schwarz criterion
1.664153
Log likelihood
-4.866890
F-statistic
38.28125
Durbin-Watson stat
1.620578
Prob(F-statistic)
0.000170
a)Hay viet mo hnh hoi qui mau ( goi MH4). Neu y ngha
kinh te cua cac he so hoi qui rieng.
b) Hay cho biet Y co phu thuoc vao bien X2 ? Vi mc y
ngha 5%
c) Hay cho biet Y co phu thuoc vao bien X3 ? Vi mc y
ngha 5%
d) Kiem nh s phu hp cua mo hnh vi muc y ngha 1%.
e) e d bao Y nen s dung mo hnh nao trong cac mo
hnh tren? Tai sao? Vi mc y ngha 5%
Bai 2 :
Trong o : Y la mc chi tieu ve loai hang A ( n v :
trieu ong/nam )
X la thu nhap cua ngi tieu dung ( n v :
trieu ong /nam)
Zi =1 neu la nam, Zi = 0 neu la n.
1)Dependent Variable: Y
Method: Least Squares

Date: 03/03/11 Time: 05:40

Sample: 1 10
Included observations: 10
Variable
Coefficient
Std. Error
t-Statistic
C
-23.34940
3.898953 -5.988633
X
0.524096
0.069441
7.547404
R-squared
0.876854
Mean dependent var
Adjusted R-squared
0.861460
S.D. dependent var
S.E. of regression
0.894680
Akaike info criterion
Sum squared resid
6.403614
Schwarz criterion
Log likelihood
-11.96077
F-statistic
Durbin-Watson stat
3.017047
Prob(F-statistic)
Hay viet mo hnh hoi qui mau ( goi MH1)

Prob.
0.0003
0.0001
6.000000
2.403701
2.792154
2.852672
56.96331
0.000066

2)Dependent Variable: Y
Method: Least Squares
Date: 03/03/11 Time: 05:42
Sample: 1 10
Included observations: 10
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
-113.1141
15.34024 -7.373686
0.0001
LOG(X)
29.61030
3.812778
7.766070
0.0001
R-squared
0.882890
Mean dependent var 6.000000
Adjusted R-squared
0.868251
S.D. dependent var
2.403701
S.E. of regression
0.872476
Akaike info criterion
2.741894
Sum squared resid
6.089720
Schwarz criterion
2.802411
Log likelihood
-11.70947
F-statistic
60.31184
Durbin-Watson stat
3.105702
Prob(F-statistic)
0.000054
a)Hay viet mo hnh hoi qui mau ( goi MH2)
b) Phat bieu y ngha kinh te cua cac he so hoi qui tm
c trong ham hoi qui.
c) Co y kien cho rang khi thu nhap tang 1% th chi tieu ve
loai hang nay tang la 0,312 trieu ong /nam. Hay cho
y kien tren co con phu hp vi tap so lieu tren
khong ? ( vi mc y ngha 5%)
d) Tm khoang tin cay cua 2 vi o tin cay 95%.
3)Dependent Variable: Y
Method: Least Squares
Date: 03/03/11 Time: 05:43
Sample: 1 10
Included observations: 10
Variable
Coefficient
C
-23.38043
X
0.522947

Std. Error
4.139651
0.073796

t-Statistic
-5.647924
7.086400

Prob.
0.0008
0.0002

Z
0.190821
0.601334
0.317330
0.7602
R-squared
0.878600
Mean dependent var 6.000000
Adjusted R-squared
0.843914
S.D. dependent var
2.403701
S.E. of regression
0.949647
Akaike info criterion
2.977872
Sum squared resid
6.312802
Schwarz criterion
3.068647
Log likelihood
-11.88936
F-statistic
25.33030
Durbin-Watson stat
2.955335
Prob(F-statistic)
0.000623
Hay viet mo hnh hoi qui mau ( goi MH3). Neu y ngha kinh
te cua cac he so hoi qui rieng.
4)Dependent Variable: Y
Method: Least Squares
Date: 03/03/11 Time: 05:44
Sample: 1 10
Included observations: 10
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
-112.9641
16.24616 -6.953282
0.0002
LOG(X)
29.54611
4.040409
7.312654
0.0002
Z
0.216528
0.584746
0.370293
0.7221
R-squared
0.885140
Mean dependent var 6.000000
Adjusted R-squared
0.852323
S.D. dependent var
2.403701
S.E. of regression
0.923713
Akaike info criterion
2.922495
Sum squared resid
5.972725
Schwarz criterion
3.013271
Log likelihood
-11.61248
F-statistic
26.97185
Durbin-Watson stat
3.047654
Prob(F-statistic)
0.000514
a)Hay viet mo hnh hoi qui mau ( goi MH 4).Neu y ngha kinh
te cua cac he so hoi qui.
b) Xet xem chi tieu ve loai hang tren co s khac nhau gia
nam va n khong? ( vi = 5%)
c) Hay cho biet d bao Y nen s dung mo hnh (1), (2), (3)
hay (4)? V sao ? Vi mc y ngha 5%.