THI KINH T LNG

Thi gian: 90 pht

( gm 2 trang)
Cu 1:
Nghin cu v tiu dng ca h gia nh ti 1 khu vc, ngi ta thu c kt qu sau: C: Tiu dng ca
h gia nh (USD); I: Thu nhp (USD); = 5%.
Ordinary Least Squares Estimation
Dependent variable is C
28 observations used for estimation from 2004M1 to 2006M4
Regressor
I
INPT

Coefficient
0.8872

T-Ratio [Prob]
134.4240 [ ]
0.3024 [ ]

11.0394

R-Squared
0.9985
R-Bar-Squared
Residual Sum of Squares
S.D. of Dependent Variable

Standard Error

Test Statistic

A:Serial Correlation
B:Functional Form
C:Normality

6163.647

F-statistic F(1,26)
[]
S.E. of Regression
15.3968
Mean of Dependent Variable 1434.829
Maximum of Log-likelihood
-115.2494
Diagnostic Test
LM Version

*CHI-SQ(1)=[,]
*CHI-SQ(1)=
[,]
*CHI-SQ(2)= 4.2189 [,]

*
*
*
*

F Version

F(,)= [,] *
F(1,25)= 6.3097 [,] *
Not applicable *

1. Vit hm hi quy tng th, hm hi quy mu v cho bit kt qu c lng c ph hp vi l

thuyt kinh t khng? V sao?
2. Thc t, tiu dng khng ph thuc vo thu nhp c ln hn khng hay khng?
3. Sai s ngu nhin ca m hnh khng c phn b chun?

4. Gi tr F(1,25) mc B:Functional Form s dng lm g? Cho kt lun tng ng. Gi tr

trong cng thc bng bao nhiu?
5. D bo gi tr trung bnh ca tiu dng khi thu nhp l 1000 USD?
Cu 2:
Ngi ta cho rng tiu dng cn ph thuc vo tiu dng k trc. c lng m hnh thu c kt
qu sau:
[2]Ordinary Least Squares Estimation
Dependent variable is C
27 observations used for estimation from 2004M1 to 2006M4
Regressor
C(-1)
I
INPT

Coefficient
0.1988
0.7136
6.2936

Standard Error
0.10693

T-Ratio [Prob]
[]
[]
[]

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R-Squared
R-Bar-Squared
Residual Sum of Squares
S.D. of Dependent Variable
390.4358
DW statistic
1.0984

Test Statistic

A:Serial Correlation
B:Functional Form
C:Normality
D:Heteroscedasticity

F-statistic F(1,24)
[]
S.E. of Regression
14.83616
Mean of Dependent Variable 1455.607
Maximum of Log-likelihood
-109.5421
Durbins h-statistic
Diagnotic Test
LM Version

*CHI-SQ(1)=
[,]
*CHI-SQ(1)=
[,]
*CHI-SQ(2)=
[,]
*CHI-SQ(1)=6.0467 [,]

*
*
*
*

Ma trn hip phng sai ca cc h s tng ng vi cc bin

INPT
I
134.8954 0.354218
= )(0.354218 0.008889
0.320971 0.010057
1. Tnh cc gi tr RSS, ESS, R2,
2. Tin hnh hi quy c bng kt qu sau:

F Version

F(,)= [,] *
F(,)= [,] *
Not applicable
F(1,25)= 7.2146[,] *

C(-1)
0.320971
0.010057
0.011434

Dependent variable is C(-1)

Regressor
I
INPT

Coefficient
0.879552
-28.07162

Standard Error
0.012395
20.98543

T-Ratio [Prob]
[]
[]

C kt lun g v hin tng a cng tuyn ca m hnh [2]

3. Hy nh gi hin tng t tng quan ca m hnh [2] bng kim nh Durbin-h.
4. C th cho rng m hnh [2] c hin tng phng sai sai s thay i khng?
Nu c hy nu bin php khc phc ph hp.
5. c lng khong tin cy i xng cho tiu dng bin ngn hn ca h gia nh.
()

()

()

()

()

Cho bit: . = 2.069; . = 2.064; . = 2.06; . = 2.056; . = 2.052;

()

()

()

()

()

. = 1.714; . = 1.711; . = 1.708; . = 1.706; . = 1.703;

. (1,23) = 4.28; . (1,24) = 4.26; . (1,25) = 4.24; . (1,26) = 4.23

()

()

()

. = 3.8414; . = 5.9914; . = 7.8147; . = 1.96; . = 1.645

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 thi kinh t lng s 2

Thi gian 90 pht
Cho cc bin s Q: Mc tiu th TV SONY (ngn chic); PS: Gi 1 chic TV Sony (triu VND); PH: Gi 1
chic TV Hitachi (triu VND); = 5%; D = 0 t 1974 n 1995, D = 1 t 1996 n 2007. Kt qu c
lng thu c nh sau:
Dependent Variable: Q
Method: Least Squares
Date: 03/24/10 Time: 12:16
Sample: 1974 2007
Included observations: 34
Variable

Coefficient

INPT
PS
PH
DPS
DPH

-0.99396
0.68526
0.2903
0.0167

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

Test Statistic

A:Serial Correlation
B:Functional Form
C:Normality
D:Heteroscedasticity

0.39564
4.539399
-15.1473
11.85912

Std. Error

t-Statistic

2.9655

1.3365
-6.9783

Prob.

0.45964
0.0454
0.0072
Mean dependent var
S.D. dependent var

4.6677

Durbin-Watson stat

1.1597

Diagnotic Test
LM Version

*CHI-SQ(1)=6.2890[ ]
*CHI-SQ(1)=0.55945[.454]
*CHI-SQ(2)=5.7747[ ]
*CHI-SQ(1)=0.55300 [.457]

*
*
*
*
*

F Version

F(1, )=6.8085 [ ] *
F(1, )=0.50189 [ ] *
Not applicable
F( , )=0.52907 [.472] *

1. Vit hm hi quy mu cho tng giai on v cho bit kt qu c ph hp vi l thuyt khng?

2

2. Tnh TSS, ESS, R v cho bit ngha ca R .

3. T giai on 1995 tr v trc, khi gi TV Sony gim 0.7 triu ng 1 chic th lng
4.
5.
6.
7.
8.

tiu th TV Sony s bin ng trong khong no?

Hm hi quy c c coi l ph hp?
C th ni rng t 1996, nu gi TV Hitachi tng thm 1 triu ng s lm cho lng
tiu th TV Sony tng thm 800 chic hay khng?
Trong m hnh c hin tng tng quan bc nht hay khng?
Trong thng tin F(1, ) = 0.50189[ ], thng k F tnh nh th no v kt lun thu c lin
quan n thng tin ny.
Khi hi quy m hnh Q ch ph thuc vo PS, PH v cso h s chn thu c RSS bng
8.45625. Cho bit kt qu ny dng lm g v kt lun thu c.
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9. Th no l cc bin ngu nhin phn phi chun c lp. Trong m hnh ang xt c

hin tng khng?

10. Hi quy m hnh thu c cc phn d ei. T ta c kt qu hi quy m hnh |ei|=
0.233 + 0.9252PSi + Vi vi sai s chun h s ca PS bng 0.852. Hy cho bit m hnh
trn dng lm g, da trn gi thit no v cho kt lun v m hnh ban u. Cho hip
phng sai gia hai h s hi quy ca PH v DPH l 0.5634
()

()

()

Cho bit: . = 2.045; . = 1.699; . = 2.042;

()

()

. (4,29) = 2.70; . (1,28) = 4.2; . (2,29) = 3.33; . = 5.991; . = 3.84146

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Hc vin Ngn hng

Khoa HTTTKT

thi kt thc hc phn

Mn: Kinh t lng

p dng cho h: i hc chnh quy

Ngi ra : B mn ton
Ngy ra : 20/05/2009
Ngy chn 25/05/2009

Thi gian lm bi: 90 pht

Ngi duyt :
i din phng o to
s: 01
( gm 2 trang)

Cu 1:
Nghin cu v lng cung giy thnh phm trn mt khu vc, ngi ta thu c kt qu sau:
SPA: Lng cung giy thnh phm (ngn tn); PR(-1): Gi k trc (trm USD/tn); =5%
[1]
Dependent Variable: SPA
Method: Least Squares
Date: 03/24/10 Time: 12:57
Sample: 2004M1 to 2006M6
Included observations: 29
Variable
PR(-1)
INPT
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
F-statistic
Prob(F-statistic)

Coefficient

Std. Error

t-Statistic

56.6578

7.4856
53.7150

2.8757

Mean dependent var

S.D. dependent var

Prob.

3163.872
89.5381

72.3860

Durbin-Watson stat

.
1. Tnh TSS, RSS, R2,
2. D bo gi tr trung bnh ca lng cung khi gi k trc l 800 USD.
3. Sp xp cc quan st theo gi tr ca bin PR(-1) tng dn. B bt 5 quan st chnh gia. c
lng m hnh theo 12 quan st pha u c RSS = 35257.788 v 12 quan st pha chui thu
c 88756.454. Cho kt lun ph hp.
,
c h s
. Hi quy SPA theo PR(-1),
4. Sau khi hi quy m hnh thu c gi tr

chn, thu c h s xc nh bng 0.5619. Kt qu dng lm g. Cho kt lun tng ng.

5. C ngi cho rng do bt giy nguyn liu ca khu vc ch yu l nhp khu nn ngoi gi k
trc th lng cung giy cn chu nh hng ca thu sut thu nhp khu bt giy. Trong
nh hng ca thu sut thay i theo 3 trng thi ca nn kinh t: n nh, lm pht cao v
gim pht. Hy xy dng m hnh v nu cch kim tra.
Cu 2:
M rng m hnh [1], ngi ta thu c kt qu sau: TAX: Thu (trm USD/tn); = 5%.

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[2]
Dependent Variable: SPA
Method: Least Squares
Date: 03/24/10 Time: 13:24
Sample: 2004M1 2006M6
Included observations: 29
Variable

Coefficient

PR(-1)
SPA(-1)
TAX
INPT

1.3967

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

-2.1558

0.8728

Std. Error

t-Statistic

0.1206
0.8128
275.8661

Prob.

3.9437
6.3581
4.6592

Mean dependent var

S.D. dependent var

25497.3894
Durbin-Watson stat

1.6193

Hip phng sai ca h s tng ng vi cc bin PR(-1) v TAX bng -0.0867

1. C nn m rng m hnh hay khng?
2. Khi lng cung k trc khng i, gi bn k trc tng thm 400USD/tn ng thi thu tng
50USD/tn th lng cung giy k ny tng trong khong no?
3. Khi gim thu 100USD/tn c kch thch lng cung giy tng nhiu hn 3 ngn tn?
4. Vi thng tin c th nn kim nh t tng quan ca m hnh bng phng php no? Ti
sao? Cho kt lut ph hp.
5. Hi quy m hnh theo 2 giai on 2004M1 2005M4 v 2005M5 2006M6 thu c tng bnh
phng cc phn d tng ng l 8598.225 v 11965.287. M hnh thc s c khc bit gia 2
giai on?

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