BI TP V BI C THAM KHO

(Phng php phn tch nh lng)

PHN TCH HI QUY
Cho bng sau y v li sut (Y) v t l lm pht (X) trong nm 1988 9
nc. Gi s rng s ph thuc E(Y/X) c dng tuyn tnh. Hy c lng
hm hi quy v tnh cc c trng ca n.

1.

11.9

9.40

7.50

4.00

11.30

66.30

2.20

10.30

7.60

7.20

4.00

3.10

1.60

4.80

51.00

2.00

6.60

4.40

LI GII
Trc tin vi cch lm th cng (khng s dng cc phn mm chuyn dng)
thc hin hi quy v tm cc c trng ca m hnh, ta lp bng tnh v tnh nh sau:
Xi X

(X i X )2

Yi Y

(Yi Y ) 2

(Yi Y )( X i X )

ei

ei2

Yi

11.90

7.20

51.84

-2.21

4.89

-2.60

6.76

5.75

11.74

0.16

0.03

9.40

4.00

16.00

-5.41

29.28

-5.10

26.01

27.60

7.74

1.66

2.76

7.50

3.10

9.61

-6.31

39.83

-7.00

49.00

44.18

6.61

0.89

0.78

4.00

1.60

2.56

-7.81

61.01

-10.50

110.25

82.02

4.74

-0.74

0.55

11.30

4.80

23.04

-4.61

21.26

-3.20

10.24

14.76

8.74

2.56

6.56

66.30

51.80 2683.24

2154.30

66.46

-0.16

0.03

2.20

2.00

4.00

-7.41

54.92

-12.30

151.29

91.16

5.24

-3.04

9.25

10.30

6.60

43.56

-2.81

7.90

-4.20

17.64

11.81

10.99

-0.69

0.47

7.60

4.40

19.36

-5.01

25.11

-6.90

47.61

34.58

8.24

-0.64

0.41

0.00 3102.04

2466.14

130.50

0.00

20.83

Xi

Tng

130.50

TB

14.50

X i2

51.00 2601.00

84.70 2770.97

41.59 1729.64

0.00 1973.85

Yi

9.41

T bng tnh trn, chng ta d dng tnh c:

Cc tham s hi quy:
2 =

( X X )(Y Y ) = 2466.14 = 1.249;

1973.85
(X X )
i

1 = Y 2 X = 14.5 1.249 * 9.41 = 2.742

Hm hi quy mu:
T cc tham s hi quy trn, hm hi quy mu c c lng l:
Yi = 2.742 + 1.249 X i

SRF

chnh xc ca cc c lng:
tnh chnh xc ca cc c lng, do 2 cha bit, nn ta phi tnh c lng
khng chch ca n, c lng khng chch tnh c nh sau:

2 =

2
i

n2

20.83
= 2.975
92

T suy ra:
Var( 2 ) =

2
2.975
=
= 0.0015;
2
(X i X) 1973.85

X
Var( ) =
n (X X)

Se( 2 ) = 0.0388

2 =

2770.97
2.975 = 0.464;
9*1973.85

Se(1 ) = 0.6811

ph hp ca m hnh:
T bng kt qu, chng ta cng tnh c ph hp ca m hnh nh sau:
R2 = 1

RSS
20.83
= 1
= 0.993
TSS
3102.04

T cho thy rng 99.3% s bin i ca li sut tit kim trong mu c gii
thch bng t l lm pht.
Khong tin cy cc h s j:
Vi =0.1 => tra bng ta c t/2(n-2) = 1.895.
Vy khong tin cy vi 1 v 2 vi tin cy 90% l:
2

 1 - 1.895Se( 1 ) 1 1 + 1.895Se( 1 )
1

1.131

4.353

2 - 1.895Se( 2 ) 2 2 + 1.895Se( 2 )
2

1.158

1.341

Kim nh gi thit:
H 0 : 2 = 0
H 1 : 2 0
Gi thit H0 v mt kinh t tc l chng ta a ra gi thit bin X khng nh hng
n Y, trong th d ny c ngha l lm pht khng nh hng n li sut ngn
hng.
t=

2 2* 2 0
=
= 32.2
se( 2 ) 0.0388

Ta thy t > t /2(n-2), do bc b gi thuyt H 0, hay c th ni l mc ngha 10%

ta bc b gi thit cho rng lm pht khng nh hng n li sut ngn hng.
D bo:
Gi s chng ta mun d bo gi tr trung bnh hay gi tr c bit cho Li sut tit
kim khi chng ta bit mt gi tr c th ca T l lm pht, p dng nhng cng
thc nh trnh by trong phn 2.7 chng ta d dng tnh c cc gi tr d bo
mong mun.
Chng ta va t hc hin c lng hm hi quy v tnh cc c trng ca n bng
vic s dng nhng cng thc v lp bng tnh, hin nay c rt nhiu phn mm ng
dng hay cc phn mm phn tch d liu khc do chng ta d dng tnh c cc
tham s hi quy cng nh nhng c trng ca n m khng cn mt qu nhiu thi
gian. i vi nhng yu cu n gin, chng ta cng c th thc hin ngay trn
EXCEL, v d vi bi thc hnh trn chng ta c th thc hin mt s thao tc n
gin nh sau:
Tool Data Analysis Regression
Sau khi thc hin khai bo cc bin, chng ta s thu c kt qu hi quy nh sau:

SUMMARY OUTPUT
Regression Statistics
Multiple R
0.997
R Square
0.993
Adjusted R Square
0.992
Standard Error
1.725
Observations
9
ANOVA
df
Regression
Residual
Total

Intercept
X

1
7
8

SS
MS
F
Significance F
3081.212 3081.212 1035.543
0.000
20.828
2.975
3102.040

Coefficients Standard Error

2.742
0.681
1.249
0.039

t Stat
4.024
32.180

P-value
0.005
0.000

Lower 95% Upper 95%

1.131
4.353
1.158
1.341

Da vo kt qu hi quy trn, chng ta d dng thc hin nhng phn tch, nh gi

m hnh hi quy nhn c.

2.

Khi nghin cu s ngi s d i chuyn bng xe but vi nhiu yu t nh

hng khc nhau. Ngi ta thu thp d liu cho cho 40 thnh ph khp nc
M.

BUSTRAVL

2073.0
2136.1
1878.8
937.5
7343.3
837.9
1648.0
739.1
1070.7
274.6
312.9
1879.1
1941.0
2317.6
471.4
594.3
7632.9
510.1
630.6
1650.9
1618.3
2009.8
1562.4
1139.4
13103.0
3739.6
525.7
2385.8
1698.5
544.0
1769.1
1065.0
803.1
1616.7
146.5
18.1
2056.1
470.1
242.5
3933.5

FARE

0.85
0.75
0.60
1.00
0.50
0.85
1.00
0.75
1.50
1.50
0.75
1.00
0.60
1.50
1.05
0.70
0.60
0.60
0.60
1.00
0.50
1.15
1.15
0.60
1.00
1.35
0.75
1.00
1.15
1.00
0.85
0.50
1.25
0.75
0.75
0.75
1.00
0.75
0.75
0.60

GASPRICE

0.88
1.03
0.91
0.91
0.97
0.88
0.91
0.89
0.89
0.89
0.87
0.94
0.99
0.87
0.93
0.79
0.93
0.93
0.93
1.03
0.86
0.96
0.96
0.88
1.00
0.92
0.91
0.89
0.93
0.87
0.81
0.85
0.98
0.90
0.90
0.90
0.88
0.92
0.92
0.96

INCOME

17293
17768
17823
15163
17480
15329
16141
15326
17115
17117
16127
17242
17340
15108
15809
16321
18027
18023
12349
17886
16537
13019
13019
13130
20513
17409
15944
15207
15409
17743
16309
15092
18014
21886
20744
21313
17539
17633
17643
15522

POP

537.1
787.0
587.1
338.0
3090.0
399.0
561.8
585.1
1142.4
486.5
198.7
549.8
1253.0
1603.0
741.2
490.4
3478.9
423.3
304.0
377.2
664.0
368.0
265.0
572.0
7323.3
1760.2
991.6
396.6
387.0
167.0
495.9
794.0
1027.2
753.6
376.0
698.1
548.3
295.7
259.8
693.6

DENSITY

4099
9798
12438
8070
13547
5110
7110
3234
3431
2027
4113
4975
8913
2885
2105
1551
7486
8508
4997
10994
6702
6714
5144
2832
24288
12944
3059
8147
3751
8309
8077
2318
3208
16240
6988
4422
3790
3497
4675
11068

LANDAREA

131.0
80.3
47.2
41.8
228.1
78.1
79.0
180.9
333.0
240.2
48.4
110.6
135.6
556.4
352.0
316.3
464.7
49.8
60.0
34.3
95.8
55.1
52.4
199.4
301.5
136.0
324.0
55.4
103.3
18.9
61.4
262.7
320.0
46.4
53.9
158.0
144.6
84.4
55.5
62.7

Cc bin c nh ngha nh sau:

BUSTRAVL = Mc giao thng bng xe but th tnh theo ngn hnh khch
mi gi
FARE = Gi v xe but tnh bng $
GASPRICE = Gi mt ga lng nhin liu tnh bng $
INCOME = Thu nhp bnh qun u ngi tnh bng $
POP = Dn s thnh ph tnh bng ngn ngi
DENSITY = Mt dn s tnh (ngi/dm vung)
LANDAREA = Din tch thnh ph (dm vung)
c trng tng qut ca m hnh, c xem c dng nh sau:
BUSTRAV = 1 + 2FARE + 3GASPRICE + 4INCOME + 5POP + 6DENSITY
+ 7LANAREA + u
Hy c lng m hnh v thc hin cc phn tch.
LI GII
Trc khi c lng m hnh, chng ta s xc nh du ca cc bin, mc u
tin, cho cc h s hi quy. y chng ta gi nh nhng tim n v pha cung
khng c xem l qu an trng. Bi v mt s gia tng gi v xe but c th lm
gim nhu cu i xe but, nn chng ta k vng 2 s m. Trong lnh vc di chuyn,
xe hi s l mt thay th i vi xe but, v v vy mt s gia tng gi nhin liu c
th khin mt s ngi tiu th chuyn sang i xe but, v vy chng ta k vng mt
hiu ng tch cc y; ngha l 3 s dng. Khi thu nhp tng, chng ta k vng
nhu cu i vi hng tiu dng cng tng ln, v v vy nh thng l chng ta k
vng 4 s dng. Tuy nhin, nu hng tiu dng thuc loi hng ha thp cp, th
hiu ng thu nhp (ngha l, 4) s m. Mt s gia tng dn s hay mt dn s
thng lm gia tng nhu cu di chuyn bng xe but, v vy, chng ta k vng 5 v
6 s dng. Nu din tch t tng ln, th thnh ph s tri rng ra hn v ngi
tiu th c th thch dng xe hi nh l phng tin giao thng chnh hn, nu y
l mt tnh hung th 7 c k vng s m.
Kt qu hi quy c tnh ton bi phn mm Eviews.

M hnh 1:
Dependent Variable: BUSTRAVL
Method: Least Squares
Date: 06/07/08 Time: 00:05
Included observations: 40
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
FARE
GASPRICE
INCOME
POP
DENSITY
LANDAREA

2744.680
-238.6544
522.1132
-0.194744
1.711442
0.116415
-1.155230

2641.672
451.7281
2658.228
0.064887
0.231364
0.059570
1.802638

1.038994
-0.528314
0.196414
-3.001294
7.397176
1.954253
-0.640855

0.3064
0.6008
0.8455
0.0051
0.0000
0.0592
0.5260

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.921026
0.906667
742.9113
18213267
-317.3332
2.082671

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

1933.175
2431.757
16.21666
16.51221
64.14338
0.000000

Qua bng kt qu chng ta thy rng R2 hiu chnh l 0,907, c ngha rng 90,7% s
bin i ca BUSTRAVL c gii thch chung bi cc bin trong m hnh (
c iu chnh do gim bc t do ca m hnh). i vi mt nghin cu cho, R2
hiu chnh nh vy l kh cao.
Nhn vo gi tr p-value (c cho ct cui cng), khi kim nh hai pha cho thy
rng ch INCOME, POP, v DENSITY c cc h s c ngha mc 10%. Hng s
v cc h s ca FARE, GASPRICE, v LANDAREA khng c ngha v mt
thng k ngay c mc ln hn.
Kim nh ngha ca m hnh bng kim nh F, ta thy rng F = 64,14 v mc
ngha ca F, PF < 0.1 do ta c th kt lun m hnh trn l c ngha.
Nhng chng ta s phi lm g vi nhng h s khng c ngha. Quy tc chung l
b qua ngha ca hng s hoc l khng cn n. Tuy nhin, FARE, GASPRICE, v
LANDAREA cn phi xem xt loi b khi m hnh bi v khng c bng chng
chng t chng c nhng nh hng c ngha ln BUSTRAVL.
Chng ta c th thc hin mt b tt c chng, c lng mt m hnh c gii
hn, v thc hin kim nh Wald F-test nh trnh by. to thc hin vic
ny, chng ta ly ra tng bnh phng sai s v s bc t do cho m hnh khng gii
hn va mi c c lng. Tuy nhin, chng ta cng cn cn trng, v vic cng
lc loi b mt vi bin cng c th b mt nhng bin c ngha hoc l nhng
bin quan trng v mt l thuyt. Do , cch lm thn trng v nhy bn hn l loi
b dn tng bin. C mt vi l do i vi vic loi b cc bin vi cc h s khng
c ngha. Th nht, mt m hnh n gin hn d din gii hn mt m hnh phc
tp. Th hai, vic b bt mt bin lm tng bc t do v v vy ci thin s chnh
xc ca cc h s cn li. Cui cng, nh chng ta s thy trong chng tip theo,
nu cc bin gii thch c tng quan cht vi nhau n s gy kh khn cho s din
7

gii ring tng h s. Vic loi tr cc bin lm gim c hi ny sinh nhng tng
quan ny v v vy n lm cho vic din gii c ngha hn.
im bt u cho qu trnh loi b l nhn din bin c h s hi quy t c ngha
nht. iu ny c thc hin bng cch nhn vo gi tr p-value cao nht. T kt
qu m hnh A, chng ta rng h s cho GASPRICE c gi tr p-value cao nht
v v vy t c ngha nht. Do , bin ny b loi b khi c trng m hnh v
chng ta s thc hin hi quy vi nhng bin cn li. Kt qu hi quy thu c sau
khi loi b bin GASPRICE nh sau:
M hnh 2:
Dependent Variable: BUSTRAVL
Method: Least Squares
Date: 06/07/08 Time: 00:07
Sample: 1 40
Included observations: 40
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
FARE
INCOME
POP
DENSITY
LANDAREA

3215.856
-225.6595
-0.195716
1.716808
0.118216
-1.195297

1090.469
440.4936
0.063777
0.226474
0.058023
1.765554

2.949058
-0.512288
-3.068778
7.580596
2.037401
-0.677010

0.0057
0.6118
0.0042
0.0000
0.0495
0.5030

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.920934
0.909307
732.3323
18234559
-317.3565
2.079321

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

1933.175
2431.757
16.16783
16.42116
79.20400
0.000000

Ta thy rng vic loi b bin ci thin cc rng buc la chn m hnh, ci
thin chnh xc ca cc h s cn li bng cch lm cho chng c ngha nhiu
hn, d dng thy c iu ny qua gi tr p-value. Bin c h s t ngha nht
(gi tr p-value cao nht), by gi l FARE. Nhng v xe but l mt thc o gi c
m theo cch ni l thuyt kinh t l mt yu t quan trng ca nhu cu.
Do , chng ta khng nn loi b n ngay c khi gi tr p-value cho rng chng ta
c th b. Do vy bc k tip ta loi b LANDAREA, bin c gi tr p-value cao
nht k tip. Tip tc thc hin hi quy, ta thu c:

M hnh 3:
Dependent Variable: BUSTRAVL
Method: Least Squares
Date: 06/07/08 Time: 00:08
Sample: 1 40
Included observations: 40
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
FARE
INCOME
POP
DENSITY

3111.181
-295.7306
-0.202197
1.588337
0.149027

1071.067
424.8354
0.062564
0.122654
0.035713

2.904749
-0.696106
-3.231821
12.94973
4.172925

0.0063
0.4910
0.0027
0.0000
0.0002

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.919868
0.910710
726.6434
18480373
-317.6243
1.995180

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

1933.175
2431.757
16.13122
16.34233
100.4449
0.000000

Ta thy rng bin DENSITY gia tng ngha ng k. Tuy nhin, bin FARE c
gi tr p-value l 49%, qu cao khng th chp nhn c. iu ny gi rng, vi
s c mt ca cc bin khc, gi c c th khng nh hng ln nhu cu i xe but.
Ni cch khc, khi c nhu cu i xe but, ngi tiu th c th khng nhy cm lm
vi gi c.
Do vy, loi b FARE l cn thit v li tip tc hi quy vi nhng bin cn li, ta
thu c kt qu:
M hnh 4:
Dependent Variable: BUSTRAVL
Method: Least Squares
Date: 06/07/08 Time: 00:09
Sample: 1 40
Included observations: 40
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INCOME
POP
DENSITY

2815.703
-0.201273
1.576575
0.153421

976.3007
0.062101
0.120612
0.034898

2.884053
-3.241076
13.07148
4.396311

0.0066
0.0026
0.0000
0.0001

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.918759
0.911989
721.4228
18736228
-317.8993
1.878671

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

1933.175
2431.757
16.09497
16.26386
135.7080
0.000000

Qua kt qu ta thy rng m hnh ny c cc tr thng k la chn m hnh thp nht

v tt c cc h s u c ngha rt ln. Hn na, cc h s i vi INCOME, POP,
v DENSITY khng khc vi cc h s gia m hnh 3 v m hnh 4. V vy c th
kt lun vic loi b FARE khng qu nghim trng.
Da trn tt c cc rng buc, m hnh 4 dng nh l tt nht v c chn nh
l m hnh cui cng cho vic din dch.
Cc h s ca thu nhp, kch thc dn s, v mt dn s c ngha rt ln. L
thuyt kinh t chun cho rng nh hng thu nhp ln nhu cu i vi bt c hng
ha no u dng, nhng h s c lng ca INCOME th l i m. iu ny,
khng gy ngc nhin, gi rng i xe but l mt loi hng ha thp cp. Khi
thu nhp tng ln, ngi ta c khuynh hng s dng xe hi di chuyn, v v vy
lng i xe but s gim xung. Nu thu nhp u ngi tng ln khong 100 la,
th v trung bnh, i xe but c k vng gim khong khong 20,13 ngn ngi
mi gi. H s ca POP v DENSITY dng hay c th ni khi dn s hay mt
dn s tng ln, th c nhiu ngi di chuyn bng xe but hn.
Mc d vy, thc s c nhng kt lun tht tho ng, chng ta cn phi thc
hin nhng kim nh v phn tch su hn na.

10

BI C THAM KHO 1

PHN TCH HI QUY TRONG THNG MI

QUNG TY ASEAN V TNG TRNG GDP QUNG TY
I. La chn s liu mu v to m hnh
S liu nm v mc giao dch xut nhp khu Qung Ty Asean (X) v
GDP Qung Ty (Y) t nm 1998 n nm 2004, v biu ri, sau tnh ton
cc con s lin quan v tin hnh phn tch hi quy.
Ch thch: Nm 2004, th ch ng oi hi c nhiu ci cch ln, t gi hi oi
ng NDT c hp nht v dn n nh, lin tc gi mc t l t 1/8,3124 n
1/8,2770 (USD/NDT). S liu GDP tnh theo USD trong bng sau c cn c vo
t gi hi oi trung bnh nm t 1998 2004 quy t GDP Qung Ty tnh bng
NDT sang GDP Qung Ty tnh bng USD.
Bng 1 S liu v thng mi Qung Ty Asean v GDP Qung Ty

Nm
1998
1999
2000
2001
2002
2003
2004

Tng
mc
XNK
0,39659
0,36883
0,43950
0,41906
0,62726
0,82619
1,00100

XK

NK

GDP(t
NDT)

0,31861
0,28872
0,31011
0,25914
0,44238
0,55235
0,63600

0,07798
0,08011
0,12939
0,15991
0,18488
0,21384
0,36500

190,304
195,327
205,015
223,119
245,536
273,513
332,010

Y
X

n v: t USD
T gi
GDP(USD)
bnh
qun nm
22,98607
8,2791
23,59506
8,2783
24,76505
8,2784
26,95651
8,2770
29,84514
8,2770
33,04494
8,2770
40,11188
8,2771

Bng 2 H s tng quan

Y
X
1,000000
0,976391
0,976391
1,000000

T Bng 2 c th thy, h s tng quan gia mc thng mi Qung Ty v

GDP Qung Ty nm 1998 2004 l 0,976391, l m
t mc tng quan rt cao,
thng mi XNK Qung Ty Asean c vai tr quy
t nh trong thc y tng
trng kinh t Qung Ty, ni mt cch khc tng trng GDP Qung Ty ph
thuc rt nhiu vo thng mi XNK Qung Ty Asean, gia chng c th lp ra
mt m hnh tuyn tnh.
11

II. Lp m hnh v tin hnh phn tch hi quy

V ch phn tch tnh tng quan gia thng mi Qung Ty Asean v
GDP Qung Ty, c th gi nh l cc nhn t khc nh hng n tng trng
GDP u bnh n, do c th s dng m hnh hi quy tuyn tnh n phn
tch. Dng Y biu th GDP Qung Ty, dng X biu th mc thng mi Qung Ty
Asean, lp mt m hnh hi quy tuyn tnh n.
Y = + X + u
Cn c vo cc s liu ca Bng 1 t nm 1998-2004, vn dng phn mm
kinh t s lng Eviews, s dng phng php nh tha nh nht (OLS), tin hnh
phn tch hi quy i vi X v Y, ta c kt qu nh sau:
T nhng kt qu t c t phn mm Eviews, ta c phng trnh hi quy
tng ng nh sau:
Y =

14,53003 + 24,41980X
(9,612073) (10,10718)
(0,0002)

R2 = 0,953339

(0,0002)
F = 102,1550

Prob(F statistic) = 0,000162

Kim nghim: kim nghim ngha kinh t, thng qua quan st tr s ca h

s c lng, c th thy ngha kinh t ph hp ca m hnh ny. H s ca X l
24,41980 cho thy, trong nm 1998 2004, thng mi Qung Ty Asean hng
nm tng thm 0,1 t USD, v kt qu l GDP khu vc tng thm khong 2,441890
t USD.
Thng k kim nghim: R2 = 0,953339 cho thy, xc sut i km ca kim
nghim T i vi h s hng thng s v h s hi quy ln lt l 0,0002 v
0,0002, cho thy chng u c th thng qua c kim nghim vi xc sut di
5%, t ph nhn gi thuyt ban u l h s =0.
T F = 102,1550
Prob(F statistic) = 0,000162 c th thy, khng cn tra
Bng cng c th bit chc phng trnh thng qua, c ngha l tnh r rng ca
phng trnh rt tt, ni ln tnh tng quan cao gia 2 bin lng tng trng GDP
Qung Ty v mc thng mi Qung Ty Asean.
T kim nghim trn c th rt ra, mc d c rt nhiu nhn t nh hng n
tng trng GDP Qung Ty, nhng trong mc thng mi XNK Qung
Ty Asean c vai tr quyt nh thc y tng trng kinh t Qung Ty.

12

BI C THAM KHO 2

M hnh kinh t lng ng dng trong nghin cu

th trng du lch Vit Nam
Ngnh Du lch Vit Nam v ang c ng v Nh nc ta la chn
pht trin v xy dng l ngnh kinh t mi nhn. Du lch Vit Nam ni chung v du
lch quc t n Vit Nam ni ring, ng vai tr quan trng trong vic to ra ngn
sch cho ngnh du lch Vit Nam. Nu t nm 1990 du lch quc t ng gp cho
ngnh khong 109 triu la, th nm 2002 du lch quc t ng gp cho ngnh
khong 1,017 t la (tng ng 5,3 triu tn go xut khu). Mt cng vic do
ngnh du lch trc tip to ra, c th to ra c t (1-3) cng vic gin tip khc
cho cc ngnh sn xut trong nc: ngnh cng nghip, nng nghip, giao thng vn
ti v cc ngnh dch v khc. Nh vy nu y mnh pht trin c th trng du
lch Vit Nam, s to c nhiu c hi cho pht trin kinh t ca cc vng v a
phng c ti nguyn du lch, mc d ni c th rt xa xi ho lnh. Trn th gii
cng nh thc tin Vit Nam cho thy nhiu ni pht trin i ln t du lch.
pht trin ngnh du lch Vit Nam thc s tr thnh ngnh kinh t mi
nhn, mt trong nhng yu cu trc tin l phi hiu bit v nm vng c th
trng du lch trong nc cng nh th trng du lch quc t. Vi t cch l nhng
nh cung ng, ngnh du lch Vit Nam qung b cc yu t hp d n ti khch du
lch trong v ngoi nc, v cung ng cc hng ho dch v cho khch du lch. Cu
v hng ho dch v du lch, c th l khch trong nc hay ngoi nc. Vi iu
kin v v th ca Vit Nam, thu ht ngun khch quc t n Vit Nam, c vai tr
quan trng trong chin lc pht trin du lch, v to c hi cho th trng du lch
Vit Nam pht trin.
Vn t ra cn phi c c s khoa hc hiu bit v nm c th trng
khch quc t n Vit Nam, c nh vy mi c nhng quyt nh ng n. Trong
qun l kinh t hin i, ngoi s hiu bit v mt nh tnh cc yu t v cc mi
quan h ca th trng, ngi ta cn cn nh lng c cc yu t v cc mi
quan h gia cc yu t.
hiu bit c cc yu t nh hng v nh lng c nhng yu t nh
hng ti lng khch du lch quc t, hin nay ngi ta thng s dng m hnh
kinh t lng. Mt khi xy dng c m hnh kinh t lng, vic tin hnh d
bo th trng nh lng cu, xc nh co gin cu v.v, hoc cn ra quyt nh
trong nhng tnh hung vi mc tin cy nht nh, th m hnh kinh t lng t ra c
u th.
Thng thng, ngi ta hay tin hnh d bo quy m th trng. Tng cu th
trng c biu th di dng s lt khch du lch quc t s n thm t mt

13

nc xut pht ti mt im n nc ngoi, hoc bng khon tiu dng du lch ca

khch tham quan t nc xut pht n t nc du lch.
Khi tin hnh d bo quy m th trng bng m hnh kinh t lng, ngi ta
s dng phn tch hi quy c lng mi quan h gia bin d bo gi l bin
ph thuc (hay bin c gii thch), vi mt hay nhiu bin c lp (hoc bin gii
thch) khc. c lng tin hnh da vo cc d liu c trc, gi tr d bo
tng lai l gi tr ngu nhin xc nh trn c s s dng m hnh hi quy xy
dng.
Bc u tin trong vic xy dng m hnh d bo quy m th trng l cn xc
nh cc bin c lp c th gy nh hng ti cu du lch quc t.
Gi s hm cu th trng c dng:
Y = f (X1, X2,..., Xk ) (1)
Trong :
Y : Cu i vi du lch quc t ni xut pht c th ti im n kho st.
X1, X2, ..., Xk : L cc bin c lp hay cc bin gii thch.
Bin d bo:
Cu du lch c o bng lng khch du lch ti thm hoc gi tr tiu dng du
lch, m c xem xt di dng tin.
Thu nhp:
Thu nhp thc t tnh bng tin, ti t nc du khch sinh sng, thng c s
dng lm bin gii thch m hnh (1). Nu chuyn i vi mc ch ngh ngi, thm
hi gia nh bn b th s dng l dng thu nhp c th s dng c; cn nu
chuyn i vi mc ch kinh doanh, th s dng dng thu nhp chung (nh thu nhp
quc gia chng hn).
Gi c hng ho dch v:
Yu t gi c cng c thng xuyn a vo lm bin gii thch trong hm cu.
Vi du lch quc t, cn lu c hai yu t gi c - lin quan n cc chi ph vn
chuyn ti c im n v cc chi ph khi ti im n. Cc chi ph vn
chuyn c th c tnh qua gi v my bay, hoc cc ph vn chuyn ng b t
im xut pht ca du khch ti im n du lch.
C th tnh chi ph du lch ti im n theo mc chi ph ring cho khch du lch.
Ngoi ra, ch s gi tiu dng im n c kh nng s dng thay th bin chi ph
du lch. T gi hi oi cng c th c a vo nh mt bin gii thch trong m
hnh (1).
14

Gi hng ho dch v thay th:

Kinh t hc chng t rng hng ha v dch v thay th c th ng vai tr quan
trng xc nh cu. Khch du lch tim nng c th so snh gi c ca nhng k
ngh nc ngoi vi cc gi k ngh trong nc, trc khi h quyt nh mua.
Tt nhin, h cng so snh cc chi ph k ngh cc nc khc nhau. Nh th, chi
ph l hnh thay th v chi ph tiu dng du lch c th ng vai tr quan trng
xc nh cu du lch quc t ti im n cho t mt ni xut pht c th. Gi
thay th c th a vo m hnh (1) bao gm: trung bnh trng s chi ph phng
tin vn ti thay th v trung bnh trng s chi ph tiu dng du lch. Cc trng s
phi phn nh c s lin quan ca n vi tnh hp dn ca im n, ti cc khch
du lch mt cch r rng v thng da trn c s th phn c trc .
Hot ng xc tin:
Cc t chc du lch quc gia thng tiu dng kh nhiu tin cho vic xc tin du
lch nc ngoi, nhm thu ht khch ti t nc mnh. Do vy, vic chi ph cho
xc tin du lch mong mun ng vai tr quan trng trong vic xc nh mc cu du
lch quc t, v th chi ph xc tin du lch cn c a vo nh mt bin gii thch
trong hm cu (1).
Bin tr ph thuc:
Nhm phn nh nhng thi quen s trung thnh ca cu v s chm tr cng nhc
ca cung, ngi ta c th a vo cc bin tr ph thuc. Chng hn c ln khch
du lch n thm mt im n no m h cm thy thch th v hi lng, h s
c xu hng thch quay tr li . Ngoi ra, s hi lng v hiu bit v im n s
tip tc c qung b ti nhng du khch tim nng hc thng qua cc cu chuyn
hp dn v nhng bc nh c ghi li, t s lm gim bt s ri ro khi h la
chn im n. Nhng iu dng nh lm ko di s trung thnh vi im n.
Ngoi ra, s cung cp cc dch v cng kh c th gia tng nhanh chng trong thi
gian ngn. Tt c cc vn trn, s c th hin thng qua s c mt ca bin tr
ph thuc trong m hnh (1).
Dng m hnh ton thng dng nht thng c la chn biu din hm cu du
lch quc t l dng hm loga tuyn tnh:

Trong :Y l cu i vi du lch quc t, l bin ph thuc.

X1, ... , Xk l cc bin gii thch, hay bin c lp. k
u l sai s ngu nhin.

15

a, b1, ... , bk l cc tham s.

e = 2,781 l s lgarit t nhin.
c th c lng c biu thc (2), tin hnh loga ho biu thc (2):
ln Y = ln a + b1ln X1 + b2ln X2 + ... + bk ln Xk + u (3)
Xt c th vic xy dng mt m hnh kinh t lng nhm nh gi cu du lch quc
t th trng trng im ti im n du lch Vit Nam.
Cn c vo cc ngun d liu t asean centre, ngun ca Tng cc du lch,
tham kho kin ca cc chuyn gia du lch. Chng ti tin hnh xy dng m
hnh hm cu khch du lch Nht Bn m ngnh du lch Vit Nam v ang xc
tin thu ht cho im n du lch Vit Nam.
Qua qu trnh nghin cu, chng ti thy ngun du khch Nht B n l ngun
khch kh hp dn i vi cc nc Asean, trong Thi Lan v Singapo l hai
nc dn u v thu ht khch Nht. Nm 2001, khch Nht Bn ti Asean l trn
16,2 triu. Thi lan n 1,18 triu khch chim 7,2%, cn Singapo n 0,755 triu
khch chim 4,6%, Vit Nam n 0,204 triu khch chim 1,2%. Phi chng do gi
tour n Vit Nam cao hn cc nc trong khu vc, v u t cho chnh sch xc
tin ca Vit Nam cn qu yu, nn lng khch Nht vo Vit Nam cn rt nh b
so vi tim nng. c th kim nh nhng phn on trn, chng ti la chn
dng m hnh ton cho hm cu khch Nht Bn ti Vit Nam c dng di y :
Y = a. PVNb1. XTb2. eu

(4)

Trong :
Y : S lng khch du lch trong nm t th trng Nht Bn ti im n Vit
Nam.
PVN: Mc gi tour trn gi trung bnh ca k ngh trong nm t Nht Bn ti Vit
Nam.
XT: Ngn sch xc tin trong nm ca ngnh du lch Vit Nam ti th trng Nht
Bn.
u : Sai s ngu nhin.
Tin hnh ln hai v biu thc (4) ta c :
ln Y = ln a + b1 ln PVN + b2 ln XT + u

(5)

Vi cc d liu trong bng 1, bng s h tr ca phn mm tnh ton Eviews, kt

qu c lng c c cc tham s ca m hnh (5) nh sau, xem bng 2 :
16

ln Y = 14,67446 - 1,785864. ln PVN + 0,873611. ln XT + u

(6)

M hnh (6) l m hnh c la chn "tt nht", cc h s c lng l

tin cy v ph hp, gi tr R2 l kh cao (R2 = 0,999) chng t quan h gia cc bin
l lin quan cht, hai bin c lp PVN v XT gii thch c ti 99,9% gi tr
ca bin ph thuc Y. M hnh cng khng c nhng khuyt tt.
S dng m hnh (6) ta c th xc nh c lng cu Y ph thuc vo nhng yu
t no. Khi tin hnh d bo lng khch t th trng Nht Bn n Vit Nam, ch
cn c c nhng thng tin trong nm d bo: Mc gi trung bnh ca cc tour trn
gi t th trng Nht Bn ti Vit Nam, ngn sch xc tin du lch ca ngnh du
lch Vit Nam u t cho th trng Nht Bn.
Ngoi ra m hnh (6), cn cho ta bit cc thng tin v cc loi h s: co gin
cu theo gi (b1=1,785864), co gin cu theo xc tin du lch (b 2=0,873611). ngha
ca h s co gin cu b1 l: khi gi tour trn gi tng 1%, th lng cu s gim
1,785864%. Cng tng t, vi h s co gin cu theo xc tin b 2, khi tng ngn
sch xc tin ln 1%, th lng cu s tng 0,873611%.
xc nh tnh chnh xc ca m hnh (6), m hnh cn c tip tc kim
nghim qua thc tin, thng qua lin tip cc bc lp, ta s c c mt m hnh
ng n v hon ton tin cy.
Trn y l nhng nghin cu bc u v ng d ng m hnh kinh t lng
trong nghin cu th trng du lch ca Vit Nam. M hnh xc nh c cc
yu t nh hng chnh ti lng cu du lch ti Vit Nam ca th trng du khch
Nht Bn. M hnh cng nh lng c mi quan h ca cc yu t nh hng .
cc nh qun tr c th da vo m hnh ra cc quyt nh cn thit. Hy vng,
vic ng dng m hnh kinh t lng s c ph bin rng ri vi cng tc nghin
cu th trng ca Vit Nam ni chung v ca ngnh du lch ni ring.
Bng 1: S lt khch Nht n Vit Nam, gi tour trn gi, Ngn sch xc tin
(Ngun Asean Centre, Tng cc du lch Vit Nam)
Y

PVN

XT

(Lt khch)

( la)

( la)

Nm

1998

95258.00

1200.000

50000.00

1999

113514.0

1190.000

60000.00

2000

152725.0

1160.000

80000.00

2001

204860.0

1149.000

110000.0

2002

275000.0

1135.000

150000.0

17

Bng 2 : Bn bo co ca chng trnh Eview

Dependent Variable: LY
Method: Least Squares
Sample: 1998 2002
Included observations: 5
Variable

Coefficient

Std. Error

t-Statistic

0.873611

0.006248

139.8119

0.0001

-1.785864

0.118404

-15.08278

0.0044

14.67446

0.905715

16.20207

0.0038

R - squared

0.999997

Mean dependent var

11.95901

Adjusted R- squared

0.999994

S.D. dependent var

0.430251

S.E. of regression

0.001067

Akaike info criterion

-10.56371

Sum squared resid

2.28E-06

Schwarz criterion

-10.79804

Log likelihood

29.40927

F-statistic

325028.0

Durbin - Watson stat

2.713355

Prob(F-statistic)

0.000003

LXT
LPVN

Prob.

18

D BO NH LNG
1.

2.

Hy xy dng mt d bo c ho thi k tip theo vi d liu di y, s dng

trung bnh tr t 3 thi k,
Thi k

Nhu cu (Yt)

19

20

18

19

17

Thi k

Nhu cu
(Yt)

11

81

12

75

13

82

Xem xt d liu sau:

a. Xc nh d bo khng i theo thi gian cho thi k 14.

b. S dng san m gin n vi = 0.2 v d on c san m gin n cho
thi k 12 = 80, d on cho thi k 14 l bao nhiu?
3.

Ca hng kem AZ ghi li nhu cu i vi mi v c bit trong sut 7 ngy

ca thng 8.
Ngy

Doanh thu thc t (Yt)

Thng 8. 1

56

64

63

56

68

59

64

D bo doanh thu cho ngy th 8 ca thng 8, s dng (a) mt trung bnh trt 5
ngy v (b) mt trung bnh trt 3 ngy.
19

4.

5.

Xy dng d bo cho thi k 6 vi =0. 4 v gi tr thi k 1 lm d bo gc

Thi k

S lng khiu ni ca khch hng

45

34

35

42

48

Chui thi gian sau cho bit doanh s ca mt sn phm trong 12 thng qua:
Thng

Doanh s

Thng

Doanh s

105

145

135

140

120

100

105

10

80

90

11

100

120

12

110

Tnh gi tr san m gin n cho chui thi gian v MSE (Gi thit = 0.5).

GI TR LI
1. (18+19+17)/3 = 18
2.
(a)

M hnh khng i theo thi gian: 82

(b)

Y'13 = Y12 + (1 - ) Y'12=(0.2)(75) + (0.8)(80) = 79

Y'14 = Y13 + (1 - ) Y'13 = (0.20)(82) + (0.80)(79) = 16.4 + 63.2
= 79.6

3.
a. S dng trung bnh trt 5 ngy

Y8 =

63+56+68+59+64
=62
5

Trong Y' = gi tr c tnh

20

b. S dng trung bnh trt 3 ngy

Y8 =

68+59+64
=63.6
3

4.
Thi
k

S lng khiu ni ca ngi

tiu dng

45

34

45

35

0.4(34)+0.6(45)=40.6

42

0.4(35)+0.6(40.6)=38.4

48

0.4(42)+0.6(38.4)=39.8

D bo = Y't+1 = Yt + ( 1 - ) Y't

i vi giai on 6: 0.4(48)+0.6(39.8) =43.1

5.
D bo

Sai s

Bnh
phng

135

105

30

900

120

0.5(135)+0.5(105)=120

105

0.5(120)+0.5(120)=120

-15

225

90

0.5(105)+0.5(120)=112.50

-22.5

506.25

120

0.5( 90)+0.5(112.5)=101.25

18.75

351.56

145

0.5(120)+0.5(101.25)=110.63

34.37

1181.30

140

0.5(145)+0.5(110.63)=127.81

12.19

148.60

100

0.5(140)+0.5(127.81)=133.91

-33.91

1149.89

10

80

0.5(100)+0.5(133.91)=116.95

-36.95

1365.30

11

100

0.5( 80)+0.5(116.95)= 98.48

1.52

2.31

12

110

0.5(100)+0.5( 98.48)= 99.24

10.76

115.78

Sai s
Thng

Doanh s

105

5945.99
2

MSE = e / (n - 1)= 5945.99/(12 -1) = 540.54

21

M HNH TON V BI TON TI U

1.

ABC Boutique bn mi sn phm vi mc gi $20. Tng chi ph sn xut Q

n v c th hin trong hm: TC = 40 + 4Q +0.02Q2. Cn phi sn xut bao
nhiu n v ti a ha li nhun?Li nhun ti a mc sn lng ny l
bao nhiu?

2.

Jon Electronics hot ng vi hm TR v TC sau:

TR = $200Q - $0.5Q2 v TC = $1,000 - $40Q + $0.5Q2
a. Xc nh sn lng Q (sn lng u ra) ti a ha doanh thu.
b. Xc nh sn lng Q ti thiu ha chi ph.
c. Xc nh sn lng Q ti a ha li nhun.
d. Chng minh rng MR bng MC ti sn lng Q lm ti a ha li nhun.
S dng phng php L tm im cc tr

3.

Ti a ha

z = xy

Rng buc

x+y=6

Cng ty Carson sn xut hai loi sn phm, X v Y. Li gp l tng ng l $50

v $90. Mi sn phm i t heo 3 quy trnh: ct, hon thin, v sn. S gi cn
thit cho mi qu trnh i vi mi sn phm v cng sut sn sng cho di
bng sau:

4.

S gi cn cho mi quy trnh

Sn phm

Ct

Hon thin

Sn

Cng sut tnh theo gi

300

500

250

Xy dng hm mc tiu v cc rng buc xc nh kt hp sn phm ti u

Mt cng ty ch to v lp rp 2 loi sn phm: A v B. Cn 3 pht ch to
mt sn phm A v 6 pht ch to mt sn phm B. Thi gian lp rp mi sn
phm A l mt pht, mi sn phm B l 9 pht. C 600 pht cho ch to v
1,800 cho lp rp. Cng ty c li gp l $2 mi sn phm A bn c, v $1 mi
sn phm B.

5.

Biu din bi ton nh l mt m hnh tuyn tnh.

Gii bi ton. Nn sn xut bao nhiu sn phm A v B ti a ho li nhun?

Li nhun thu c cc mc sn xut ny l bao nhiu?

22

6.

Cng ty Ho phm Zenico sn xut cht ty ra cng nghip lm sch thm. Hn

hp ho cht ny lm t hn hp 2 ho cht khc cng cha cht lm sch LIM
v cht lm sch LOOM. Sn phm ny phi cha 175 n v cht LIM v 150
n v cht LOOM v phi cn nng t nht 100 pound (1 pound = 0.454 kg).
Ho cht A c gi $8 mi pound, trong khi ha cht B c gi $6 mi pound.
Ha cht A cha mt n v cht LIM v mt n v cht LOOM. Xy dng bi
ton dng quy hoch tuyn tnh v gii bi ton.

GI TR LI
1.
Tng li nhun ()

= Tng doanh thu (TR) tng chi ph (TC)

= $20Q - (40 + 4Q + 0.02Q2) = -40 + 16Q - 0.02Q2

Ly o hm theo Q v t n bng 0 ta c,
d/dQ = 16 - 0.04Q = 0, tm c Q* = 40.
Li nhun ti a ti Q* = 40 l:
* = -40 + 16Q - 0.02Q2 = -40 + 16(40) - 0.02(40)2 = 568.
2.
a. t dTR/dQ = $200 - Q = 0; Q = 200
b. t dTC/dQ = -$40 + Q = 0; Q = 40
c. Tng li nhun
$0.5Q2)

()

= TR - TC = $200Q - $0.5Q2 - ($1,000 - $40Q +

= -$1,000 + $240Q - Q2

t d/dQ = $240 -2Q = 0; Q =120

d. Ti Q*=120, ch rng:
MR = dTR/dQ = $200 - Q = $200 - 120 = $80
MC = dTC/dQ = -$40 + Q = -$40 + 120 = $80
3.
Hm L l:
L(x, y, ) = xy + (6 - x - y)
Ly o hm bc nht ln lt theo x, y, v ta c:
L/x = y - = 0
L/y = x - = 0
L/= 6 - x - y = 0
ng thi gii cc o hm ta c: x = 3, y = 3, v = 3.
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4.
Cho

X = S sn phm X c sn xut
Y = S sn phm Y c sn xut

Th, bi ton LP nh sau:

Ti a ha:

Z =

Rng buc

$50X + $90Y
2X + 1Y < 300
4X + 6Y < 500
3X + 2Y < 250
X,Y > 0

5.
t A = S n v sn phm A s sn xut
t B = S n v sn phm B s sn xut
Ti a ho Z =

$2A + $1B

Rng buc

3A + 6B < 600 (ch to)

1A + 9B < 1,800 (l p rp)
A, B > 0

Do vy nn sn xut 200 n v sn phm A v khng sn xut mt n v sn phm B

no. Li nhun mc sn xut ny l $400.

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6.
Xc nh:

A = S pound ha cht A s sn xut

B = S pound ha cht B s sn xut

Th, dng thc LP ca bi ton ti thiu ha chi ph l:

Ti thiu ho

$8A + $6B

Rng buc:

A + 7B > 175
3A + B > 150
A + B > 100
A, B > 0

Hn hp c chi ph nh nht ca hai ho cht A v B l: A = 25 pounds, B = 75

pounds.

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