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Tiểu luận môn học Kinh Tế Lượng Tên đề tài
Tiểu luận môn học Kinh Tế Lượng Tên đề tài
NHM 9
1. inh Tn t
2. Nguyn Th Hng Giang
3. Nguyn Th Kim Khnh
4. Nguyn L Hi Qunh
5. Trn Th Hng Nhung
6. L Th Nga
7. L Th Hong Yn
8. Nguyn Th Dim Trinh
9. Xaynhavong Vilayphone
Ging vin hng dn: ThS. Nguyn Tn Minh
TP. HCM, NGY 22 THNG 05 NM 2012
Trang 1
LI CM N
Em xin gi li cm n ti thy Nguyn Tn Minh, tn tnh hng dn v trang b
cho chng em nn tng kin thc mn hc, gii p nhng thc mc ca chng em v
nht l nhng thc mc trong qu trnh s dng phn mm SPSS em c th hon
thnh mt cch tt nht bi tiu lun ny
Vi thi gian tip xc vi mn hc v chng trnh SPSS cha lu v nhng hiu bit
v kin thc thng k, kim nh cn hn hp nn bi tiu lun ca em chc chn s
c nhng thiu st nht nh,rt mong nhn c s ng gp kin ca thy v cc
bn bi tiu lun ny c hon thin hn na.
Em xin chn thnh cm n.
Trang 2
MC LC
Phn 1 : C S L LUN .......................................................................................... 4
1.1.Vn nghin cu: ............................................................................................... 4
1.2.L do chn ti: .................................................................................................. 4
1.3 nh ngha ca cc bin trong kinh t hc ........................................................... 5
1.4 Phng php tnh t ng sn ph m quc ni ........................................................... 5
1.5 L thuyt a bin c lp,cc bin ph thuc vo m hnh ............................... 6
Phn 2: THIT LP, PHN TCH V NH GI M HNH ............................... 8
2.1. Xy dng m hnh................................................................................................ 8
2.2. Phn tch kt qu thc nghim ............................................................................ 9
2.3 Bng ANOVA phn tch hm hi quy ................................................................ 15
2.4 Bng Model Summary quan h gia bin c lp v bin ph thuc ................ 16
2.5 Kim nh s ph hp ca hm hi quy ............................................................. 17
Phn 3: D BO V CHNH SCH TRONG TNG LAI ................................... 18
3.1 D bo ................................................................................................................. 18
3.2 Kim nh v khc phc cc hin tng trong m hnh ..................................... 19
Phn 4 : KT LUN .................................................................................................... 19
Trang 3
Phn 1 : C S L LUN
1.1.Vn nghin cu:
Th nghim xy dng m hnh kinh t lng phn tch nhng tc ng, nh hng
ca Dn s, t ng sn ph m Nng lm ng nghip( NLNN), Cng nghip- Xy dng
(CN-XD) v Dch v (DV) n t ng thu nhp quc ni ca Vit Nam t nm 1990
n 2009.
1.2.L do chn ti:
Mi s vt, hin tng ni chung hay mt vn kinh t ni ring lun c mi
quan h logic, chu tc ng kh nhiu bi cc nhn t lin quan khc. Nhn thy
mn Kinh t lng l mn hc c ni dung lin quan n vic nghin cu cc vn
kinh t, gip cho chng em hiu thu o hn nhng i lng y c bn cht nh
th no, quan h vi nhau nh th no v ng thi gip ch cho vic nghin cu cc
mn hc khc nh kinh t vi m, v mc d dng hn cng nh trang b kin
thc c bn cho cng vic sau ny.
- Vit Nam l mt t nc c nn nng nghip tn ti v pht trin t lu i.
Nhng nm trc y thu nhp t cc ngnh Nng lm ng chim t trng ln trong
t ng thu nhp c nc. Vi cng cuc Cng nghip ha - hin i ha t nc, cc
ngnh cng nghip, dch v ngy cng c ch trng v mang li ngun thu nhp ln
cho quc gia.
Vic nghin cu nhng tc ng ca t ng gi tr Nng lm ng nghip, Cng
nghip, Dch v v ch s dn s gip ta bit c mc nh hng ca chng n
t ng sn ph m quc ni l nh th no. Thng qua vic tm hiu l thuyt cng nh
nhng ch tiu, hiu c nhng c im, tnh cht v xu hng pht trin t
a ra nhng nh hng, gii php ti u nht.
l l do nhm chng em chn nghin cu ti ny.
Trang 4
Trang 5
1.4.2 Ph
t sn xut (lng, tin li cho vay, thu nh v li nhun), dng lm chi ph sn xut
ra nhng sn ph m cui cng ca x hi.
1.4.3 Ph
GDP =
Vi VAi = xut lng ca doanh nghip i chi ph trung gian ca doanh nghip i
1.5 L thu t a bin c lp,cc bin ph thu c vo m h nh
1.5.1 Dn s
Nhng nm gn y th gii ang i mt vi hin tng bng n dn s, c th nm
2010 dn s th gii ln n con s 7 t. Vit nam cng l mt trong nhng nc
c s dn ln, khi dn s tng nhanh th thu nhp u ngi cng thp. Ngc li,
mc thu nhp bnh qun u ngi c tc ng nht nh n t l sinh v t ca dn
s.
Trang 6
Trang 7
Nm
GDP
1
2
3
4
5
6
7
8
9
10
11
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
39284
72620
106757
134913
174017
228677
269654
308600
352836
392693
435319
Dn s
66016.7
67242.4
68450.1
69644.5
70824.5
71995.5
73156.7
74306.9
75456.3
76596.7
77630.9
Tng sn
phm NLNN
16252
31058
37513
41895
48968
62219
75514
80826
93073
101723
108356
Trang 8
Tng sn phm
CNXD
9513
18252
30135
40535
51540
65820
80876
100595
117299
137959
162220
Tng sn phm
dch v
16190
27397
42884
57828
78026
100853
115646
132202
150645
160260
171070
12
13
14
15
16
17
18
19
20
2001
2002
2003
2004
2005
2006
2007
2008
2009
474855
527056
603688
701906
822432
951456
1108752
1436955
1567553
78621.0
79538.7
80468.4
81437.7
82393.5
83313.0
84221.1
85122.3
86024.6
111858
123383
138285
155992
175984
198798
232586
329886
346786
183515
206197
242126
287616
344224
404697
474423
591608
667323
185922
206182
233032
271699
319003
370771
436706
563544
644280
Adjusted
Model R
1
a.
1.000
Predictors:
R Std.
Error
R Square
Square
the Estimate
1.000
1.000
5515.23401
(Constant),
TONGSPDICHVU,
of
DANSO,
TONGSPCONGNGHIEPXAYDUNG,
TONGSPNONGLAMNGUNGHIEP
Trang 9
Model Summary
Adjusted
Model R
a
1
a.
1.000
Predictors:
R Std.
Error
R Square
Square
the Estimate
1.000
1.000
5515.23401
(Constant),
TONGSPDICHVU,
of
DANSO,
TONGSPCONGNGHIEPXAYDUNG,
TONGSPNONGLAMNGUNGHIEP
b. Dependent Variable: TONGTHUNHAPQUOCDAN
ANOVA
Sum
Model
1
a.
of
Squares
df
Mean Square F
Sig.
Regression
3.713E12
9.282E11
.000
Residual
4.563E8
15
3.042E7
Total
3.713E12
19
Predictors:
(Constant),
3.052E4
TONGSPDICHVU,
DANSO,
TONGSPCONGNGHIEPXAYDUNG, TONGSPNONGLAMNGUNGHIEP
b. Dependent Variable: TONGTHUNHAPQUOCDAN
Unstandardized Coefficients
Standardized
Coefficients
B
Lower
Model
1
B
(Constant)
Std. Error
Beta
Sig.
Bound
Upper Bound
-5.186
.000
-257071.359 -107304.623
182187.99 35132.602
1
DANSO
2.732
.497
.039
5.498
.000
1.673
3.791
GLAMNGUNG 1.300
.200
.273
6.514
.000
.874
1.725
TONGSPNON
HIEP
Trang 10
TONGSPCON
GNGHIEPXAY 1.119
.087
.492
12.870
.000
.934
1.305
.157
.202
3.241
.005
.175
.846
DUNG
TONGSPDICH
.510
VU
a. Dependent Variable: TONGTHUNHAPQUOCDAN
2.2.3 Kt qu hi qu
GDP =
Se
-182187.991
35132.602
2.732*DS
0.497
1.3*NLNN
0.2
1.119*CNXD 0.51*DICHV
U
0.087
0.157
UL
(-257069,6249;
-107306,3691)
(1,6727;
3.7913)
(0.8737;
1.7263)
(0.9336;
1.3044)
(0.1754;
0.8446)
-5.186
5.498
6.514
12.870
3.241
Sig
0.000
0.000
0.000
0.000
0.000
R2
1.000
3.052x104
Sig = 0.000
Kt lun hm hi quy:
Y = -182187.991 + 2.732 DS + 1.3 NLNN + 1.119 CNXD + 0.51 DV
Hay:
GDP = -182187.991 + 2.732 DN S + 1.3 NNG LM NG + 1.119 CNXD
+ 0.51 DCH V
Trang 11
ngha ca cc h s hi qu :
Constant: l h s 1 = -182187.991 ngha l, khi mc dn s, gi tr NLNN,
CNXD, DV u bng 0 th GDP c gi tr l -182187.991 nghn t VN.
o 2 = 2.732: khi dn s tng 1 n v th gi tr t ng thu nhp trong nc GDP
ca mi quc gia s tng 2.732 nghn t VN vi iu kin cc yu t khc
khng thay i v ngc li.
o 3 = 1.3: khi gi tr Nng Lm Ng nghip tng 1 VN th gi tr t ng thu nhp
trong nc GDP ca mi quc gia s tng 1.3 VN vi iu kin cc yu t
khc khng thay i v ngc li.
o 4 =1.119 : khi gi tr Cng nghip Xy dng tng 1 VN th gi tr t ng thu
nhp trong nc GDP ca mi quc gia s tng 1.119 VN vi iu kin cc
yu t khc khng thay i v ngc li.
o 5 = 0.51: khi gi tr Dch v tng 1VN th gi tr t ng thu nhp trong nc
GDP ca mi quc gia s tng 0.51 VN vi iu kin cc yu t khc khng
thay i v ngc li.
Trang 12
1.7263
0.8446
ngha:
Vi nhng iu kin khc khng i khi gi tr Nng Lm Ng nghip, Cng
nghip, Dch v v dn s
257069.6249; -107306.3691]
Khi dn s tng ln 1 n v v cc yu t khc khng thay i th GDP hng nm
s tng ln trong khong 1.6727; 3.7913
Khi gi tr Nng Lm Ng nghip tng ln 1 VN v cc yu t khc khng i
th t ng thu nhp GDP hng nm s tng ln trong khong 0.8737; 1.7263
Khi gi tr Cng nghip Dch v tng ln 1 VN v cc yu t khc khng i
th t ng thu nhp GDP hng nm s tng ln trong khong 0.9336; 1.3044]
Khi gi tr Dch v tng ln 1 VN v cc yu t khc khng i th t ng thu nhp
GDP hng nm s tng ln trong khong [0.1754; 0.8446]
Trang 13
2.2.6 Kim nh cc h s hi qu
t(/2;15) = 2.1314
Sig. l mc ngha ca cc h s hi quy Sig < 0.025 l h s c chp nhn.
+) Kim nh h s hi qu 1
Gi thit:
H0: 1 = 0
H1: 1 0
Ta c:
t=
= -5.186
Ta c:
t=
= 5.498
Ta thy: t = 5.498 > t(/2;15): Bc b gi thit H0, chp nhn gi thit H1.
Nhn vo khong 2 ta kt lun 2 chp nhn c. Vy yu t dn s c nh
hng n t ng thu nhp GDP
) Kim nh h s hi qu 3
H0: 3 = 0
H1: 3 0
Ta c:
t=
=6.514
Trang 14
Ta c:
t=
= 12.870
Ta c:
t=
= 3.241
Model
1
of
df
Mean Square F
Regression 3.713E12
9.282E11
Residual
4.563E8
15
3.042E7
Total
3.713E12
19
a.
Predictors:
(Constant),
TONGSPDICHVU,
TONGSPCONGNGHIEPXAYDUNG,
TONGSPNONGLAMNGUNGHIEP
Trang 15
Sig.
3.052E4 .000a
DANSO,
ANOVAb
Sum
Squares
Model
1
of
df
Mean Square F
Regression 3.713E12
9.282E11
Residual
4.563E8
15
3.042E7
Total
3.713E12
19
Sig.
3.052E4 .000a
1.000a
R
Square
Adjusted
Square
1.000
1.000
R Std. Error of
the Estimate
5515.23401
Trang 16
2.5 Kim nh s ph hp ca hm hi qu
F l phn phi chu n F vi tin cy 95%,
G thit:
H0: R2 = 0
H1: R2 0
Vi F =
3.052x104
Ta c F0.05;(4,15) = 3.0556
V F > F(0.05;4,15) : bc b H0.
Sig l mc ngha ca hm s hi quy sig < 0.05 l hm s c chp nhn.
Chp nhn hm hi quy. Nh kinh t c th dng hm hi quy d bo kinh t.
Trang 17
3.1 D bo
Cho s liu d bo sau:
Dn s = 87000.0
Nng lm ng = 335430.0
Cng nghip Xy dng = 687930.5
Dch v = 653942.1
Residuals Statisticsa
Minimum Maximum Mean
Predicted Value
Std. Predicted Value
Standard
Error
Predicted Value
Adjusted
Value
of
Predicted
Residual
Std.
Deviation
3.8172E4 1.5790E6
5.3550E
4.42058E5
5
20
-1.125
.000
20
2.361
1.000
5.3480E
4.41210E5
5
20
20
8.30612E
1.14463E
.00000
3
4
4900.41401
20
Std. Residual
-2.075
1.506
.000
.889
20
Stud. Residual
-3.626
3.401
.031
1.364
20
Deleted Residual
4.23657E 6.98334
3.49327E
13409.96411 20
4
E2
4
6.870
-.103
2.876
20
Mahal. Distance
1.373
14.325
3.800
3.460
20
Cook's Distance
.000
9.488
.773
2.375
20
Centered
Value
.072
.754
.200
.182
20
Leverage
Qua bng kt qu ta c:
Trang 18
Trang 19
Phn 4 : KT LUN
4.1 Kt lun m h nh
GDP = -182187,991 + 2,732 DS + 1,3 NLNN+1,119 CNXD +0,510 DV
T m hnh hi quy, ta c th kt lun t ng sn ph m quc ni GDP ca mt
quc gia chu s tc ng, nh hng ca cc yu t dn s, t ng sn ph m nng lm
ng nghip, t ng sn ph m cng nghip xy dng, t ng sn ph m dch v. Nhng
mc tc ng, nh hng ca mi yu t li khc nhau.
4.2 H ng m r ng
Theo kt qu nghin cu, h s ca dn s cao nht l 2,732 nh vy chng t
dn s Vit Nam tng nhanh khi t ng thu nhp tng ln. Thc t dn s nc ta
hin nay cng ang tng rt nhanh, tuy tng dn s tc ng n thu nhp, nhng
tng dn s nhanh nhng yu t sn xut trong nn kinh t thp th nn kinh t vn
chm pht trin. V vy chnh sch kinh t hin nay cn a ra l gim t l dn s,
gia tng sn xut cc khu vc kinh t: Nng Lm Ng nghip, Cng nghip- Xy
dng, Dch v.
Trang 20
Trang 21