BI GING 2: HNG DN S DNG EVIEWS 6.

0
ThS Phng Thanh Bnh

BI GING 2

HNG DN S
DNG EVIEWS 6.0
MC TIU BI GING:
1. Eviews l g?
2. Workfile l g?
3. Trnh by d liu trong Eviews?
4. i tng trong Eviews
5. Qun l d liu trong Eviews
6. Cc php ton v hm s g trong Eviews
7. Cc vn c bn v phn tch d liu chui v nhm
8. Xy dng hm kinh t lng trong Eviews
9. Kim nh gi thit ca m hnh hi qui trong Eviews

I TNG BI GING:
1. Ti liu bi ging cho sinh vin i hc
2. Ti liu tham kho n tp cho hc vin cao hc

NHNG VN C BN V EVIEWS
EVIEWS L G?
Eviews1 cung cp cc cng c phn tch d liu phc tp,
hi qui v d bo chy trn nn Windows. Vi Eviews ta c
th nhanh chng xy dng mt mi quan h thng k t d
liu c sn v s dng mi quan h ny d bo cc gi
tr tng lai. Eviews c th hu ch trong nhiu lnh vc
nh phn tch v nh gi d liu khoa hc, phn tch ti
1

Vit tt ca Econometrics Views

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

chnh, d bo kinh t v m, m phng, d bo doanh s,

v phn tch chi ph. c bit, Eviews l mt phn mm
rt mnh cho cc nghin cu d liu thi gian v d liu
cho vi c mu ln.
Eviews a ra nhiu cch nhp d liu rt thng dng
v d s dng nh nhp t bn phm, t cc tp tin sn c
di dng Excel hay Text. Vi Eviews, chng ta c th d
dng to ra cc chui mi t cc chui hin hnh, hoc m
rng d liu c sn. Eviews trnh by cc biu mu,
th, kt qu n tng v c th in trc tip hoc chuyn
qua cc loi nh dng vn bn khc. Eviews gip ngi s
dng d dng c lng v kim nh cc m hnh kinh t
lng. Ngoi ra, Eviews cn gip nhng ngi nghin cu
chuyn nghip c th xy dng cc tp tin bi ging trnh
cho d n nghin cu ca mnh. Eviews tn dng cc c
im hin th u vic ca nn Windows hin i nn rt
thun tin cho tt c mi ngi d dng s dng nh dng
chut, cc thanh ko, thay i giao din, thot, Nh s
dng loi ngn ng rt gn vi cc k hiu chun ca
ton, thng k, v kinh t lng, nn ngi s dng d
dng suy lun mt cch hp l khi xy dng hoc kim nh
cc m hnh hi qui trn Eviews. Nu chng trnh c
ci t thnh cng, th khi khi ng Eviews chng ta s
thy xut hin mt ca s chnh nh sau:

Title bar: Thanh tiu , Main Menu: Trnh n chnh, Command

Window: Ca s/Mn hnh lnh, Work Area: Vng lm vic, Status Line:
Dng trng thi.

Ngun: Eviews 6 Users Guide, pp.10

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ThS Phng Thanh Bnh

WORKFILE L G?
Workfile c gi chung l tp tin lm vic ca Eviews
(sau y s gi l tp tin Eviews). mt cp c bn,
mt tp tin Eviews n gin l mt tp tin cha cc i
tng ca Eviews2. Mi i tng bao gm mt tp hp cc
thng tin c lin quan n mt lnh vc phn tch c th
v d mt chui3, mt phng trnh, hay mt th. Lm
vic trn Eviews ch yu lin quan n cc i tng cha
trong mt tp tin Eviews. Cho nn, bc u tin trong
bt k mt d n no vi Eviews l cn to ra mt tp tin
mi hoc m mt tp tin c sn. Mi tp tin Eviews cha
mt hoc nhiu trang4. Mi trang cha cc i tng ring.
Trang c xem nh mt th mc con hay tp tin ph5 trong
mt tp tin. Thng thng chng ta ch lm vic trn mt
trang duy nht. Trong khi mt tp tin Eviews c thit
k cha nhiu i tng khc nhau nh cc phng
trnh, th, v ma trn, nhng mc ch chnh ca n l
cha b d liu. Mt tp hp cc quan st ca mt hoc
mt s bin c gi l b d liu, trong mi quan st
c nhn dng ring.
To mt tp tin Eviews
C nhiu cch to mt tp tin mi. Vic u tin khi to
mt tp tin Eviews l xc nh cu trc ca tp tin6. C
ba cch to tp tin khc nhau. Th nht l m t cu trc
ca tp tin Eviews. Theo cch ny, Eviews s to ra mt
tp tin mi ngi s dng nhp d liu mt cch th
cng t bn phm hoc copy v dn, v d t Excel. Th
hai l m v c d liu t mt ngun bn ngoi (khng
thuc nh dng Eviews) nh Text, Excel, Stata. Thun
tin hn nhiu so vi cc phin bn trc, Eviews 5 v 6
t ng phn tch ngun d liu, to mt tp tin, v nhp
d liu. y l cch c s dng ph bin nht. Th ba
l to mt tp tin theo hai bc ring bit. Trong bc
mt ta to ra mt tp tin mi theo mt trong hai cch
trn. Trong bc hai ta s cu trc tp tin. Bi ging
ny ch tp trung hng dn cch th nht v th hai.

Container for Eviews objects

Series
4
Page
5
Subdirectory/Subworkfile
6
Structure of the workfile
3

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ThS Phng Thanh Bnh

(i) To mt tp tin bng cch m t cu trc

m t cu trc ca tp tin Eviews, ta phi cung cp
cho
Eviews
cc
thng tin v s
quan st v cc
nhn
dng
lin
quan. to mt
tp tin mi trn
Eviews,
ta
chn
File/New Workfile,

t
thc
n
chnh m hp
thoi
Workfile
Create. gc tri
ca hp thoi l
mt hp nh m
t cu trc c bn
ca b d liu. Ta c th chn gia Dated-Regular
Frequency, Unstructured, v Balanced Panel. Ni chung, ta
c th s dng Dated-regular frequency7 nu ta c b d
liu thi gian, vi b d liu bng n gin ta s dng
Balanced Panel, v cc trng hp khc ta s dng
Unstructured8.
Sau khi ta xc nh loi cu trc d liu, Eviews
s t ng nhc ta m t c im ca b d liu nh
tn sut, ngy bt u, ngy kt thc i vi loi d
liu thi gian; s quan st i vi loi d liu cho; v
tn sut, ngy bt u, ngy kt thc, v s quan st ti
mi thi im i vi loi d liu bng.

Nu l d liu nm, th Frequency ta chn Annual; cc Start date v End date ta nhp nm bt u v
nm kt thc ca cc chui d liu. Nu d liu l qu, th Frequency ta chn Quarterly; cc Start date v
End date ta nhp qu bt u v qu kt thc ca cc chui d liu. y ta c th chn mt trong hai cch sau
(v d qu 2 nm 2005): 2005:2 hoc 2005Q2. Nu l d liu thng, th Frequency ta chn Monthly; cc
Start date v End date ta nhp thng bt u v thng kt thc ca cc chui d liu. Tng t, ta c th chn
mt trong hai cch sau (v d thng 8 nm 2008): 2008:8 hoc 2008M8. Cc t tn l ty chn (t tn tp tin
v tn trang), nhng thng thng khng cn thit.
8
S dng i vi loi d liu cho v ta ch cn nhp s quan st ca b d liu (dataset) vo Observations l
xong.

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

(ii) To mt tp tin bng c t mt ngun d liu bn

ngoi
Ta c th m trc tip mt ngun d liu bn ngoi nh
nh cch m mt tp tin
Eviews. m mt file
bn ngoi, trc ht ta
chn
File/Open/Foreign
Data as Workfile9,
n hp thoi Open, chn
Files of type, m file
cn chuyn sang tp tin
Eviews, v thc hin mt
s iu chnh nu cn
thit. Xem v d minh ha
sau y. m v chuyn
mt tp tin no sang
Eviews, trc ht phi
xc nh th mc thch
hp, ri chn tp tin
(File name v Files of
type) cn chuyn sang tp
tin Eviews. Tuy nhin,
tp tin ngun vi nh
dng khc nhau s c mt
s khai bo ring.
i
vi
tp
tin
Stata. Khi chn v m tp
tin (v d Chapter2.1.dta
trong th mc data nh
trong hp thoi), ta thy
xut hin hp thoi Table
Read Specification. Trong
, ta chn Select hoc
Unselect chn cc bin
cn thit chuyn sang dng d liu
nhin, thng thng ta chn tt c cc
mc nh ca Eviews. Ngoi ra, ta cng
li b d liu ca mnh thng qua chn
cho ph hp mc tiu nghin cu (v d

Eviews thi. Tuy

bin c sn theo
c th nh ngha
cc iu kin cn
ch chn cc quan

D nhin ta cng c th chn File/Open/Eviews Workfile nhng s bt tin mt t xu l trong types of

file s mc nh loi tp tin Eviews thi.

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

st c age>10) bng cch chn Filter Obs v nhp iu

kin vo.
i vi tp tin Text. Khi chn v m tp tin (v d
Chapter2.2.txt), ta thy xut hin hp thoi ASCII Read.
Trong Column specification c ba la chn: Delimiter ,
Fixed , v An explicit cho php ta la chn chiu rng
ca cc ct d liu hin trong tp tin. Tuy nhin, thng
thng Eviews s mc nh dng Delimiter Start
date/header ta thy Skip lines cho php ta la chn b
cc dng u tin (thng ch li dng tn cc bin),
v d y ta chn 2. iu ny ch c ngha gip ta
d dng kim tra d liu ch khng cn thit lm. Mc Row
specification cho php ta xc nh s quan st trong mt
dng (thng thng l 1). Mc ny ni chung cng khng
cn thit. Sau ta chn Next qua bc 2, v li chn
Next qua bc 3. bc 3 ta c th t li tn bin
bng cch chn bin v thay bng tn bin mong mun
(v d bin employment i thng X2). Ngoi ra, ta cng
c th m t c im ca bin (v d n v tnh, ).
Cui cng ta chn Finish.

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

Thng thng nht l s dng d liu t cc tp tin

Excel10. Khi chn v m tp tin (v d Chapter2.3.xls)
Eviews s thc hin thng qua hai bc. Bc mt, ta thy
xut hin hp thoi Spreadsheet Read nh sau:

Bc hai, ging nh bc 3 tp tin dng Text, Eviews s

a ra cc la chn c d liu v nhng thay i theo
ngi s dng nh t li tn v nhn ca cc bin. Tuy
nhin, trong hu ht cc trng hp ngi s dng ch cn
chn Finish chp nhn nh dng mc nh.

10

Eviews 5 v 6 cho php m trc tip tt c cc tp tin dng .xls, .raw, .txt, .dta, Ngy xa ngy xa khi
cha c Eviews 5 v 6, vic chuyn mt tp tin t Excel hay Text sang Eviews l mt k tch.

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

Ni dung ca s tp tin ca Eviews

Khi m mt tp tin lm vic ca Eviews ta s thy xut
hin mt ca s nh sau:

Ngun: Eviews 6 Users Guide, pp.47

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

Ta c th trnh by dng tm tt ni dung ca tp tin

Eviews bng cch chn View/Statistics v quay tr v th
mc gc bng cch chn View/Workfile Directory. Ngoi ra,
ta cng c th xem chi tit ni dung tp tin bng cch
chn View/Name Display hoc View/Statistics
Sau khi to mt tp tin Eviews, ta nn lu
di nh dng Eviews bng cch chn File/Save As
File/Save Eviews s hin ra hp thoi Saveas, ta
tn cho tp tin , v chn mc chnh xc trong
thoi Workfile Save.

li
hay
t
hp

TRNH BY D LIU
Khi c sn tp tin Eviews, ta c th s dng cc cng
c Eviews c bn phn tch d liu ca tng chui (sau
y cng c gi l bin11) hay mt nhm cc bin theo
nhiu cch khc nhau.
Trnh by d liu ca mt chui12
xem ni dung ca mt bin no , v d M113 trong tp
tin Chapter2.3.wf1, ta nhp p vo biu tng bin M1
trong ca s ca tp tin ny, hay chn Quick/Show trong
thc n chnh, nhp M1 v chn OK. Eviews s m bin M1
v th hin di mt dng bng tnh mc nh.

11

Variable
Series statistics
13
Cung tin
12

BI GING 2: HNG DN S DNG EVIEWS 6.0

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t tn v nhn ca mt chui
Nhp p vo thc n Name, Eviews s hin th Object
Name (tn i tng), trong c phn tn bin v nhn
ca bin. Nu bin c tn nhn th khi ta lp bng hoc
v th, th trn bng hay th s hin th tn nhn.
V th
C hai cch biu din th dng Line ca bin M1. Th
nht, t Series M1 (chui M1), ta chn View/Graph/Line.
Th hai, t ca s tp tin Chapter2.3.wf1 ta chn
Quick/Graph/ ri nhp tn bin M1, chn OK, v ta s
thy xut hin hp thoi nh sau:

Nu chn Area, ta s c th sau y (nu mun copy v

dn th ny ra word, ta nhp vo th, Ctrl C, ri
dn vo word mt cch bnh thng):

10

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

M1
1,200

1,000

800

600

400

200

0
1955

1960

1965

1970

1975

1980

1985

1990

chnh sa v bin tp th, ta chn Options hay nhp

p vo th. Eviews cho php thay i hnh nn, khung
th, dng ng th, i trc14, t tn nhn
th, thay i font ch, Ngoi ra, Eviews cng cho php
ta ghi ch di dng text ln th, t tn th v
lu trong tp tin Eviews, hay c th copy v dn di
dng vn bn (nhp vo th, Ctrl C, v c th dn vo
word mt cch bnh thng). Ta cng hay quan tm n cc
dng biu th th bng cch ch Template, trong c
nhiu s la chn rt th v.

14

Eviews cng cho php v th h trc kp (thng i vi cc bin c n v tnh khc nhau nh lng c
phiu giao dch v ch s gi chng khon)

11

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Nu mun lu th (dng mt i tng trong tp tin

Eviews), ta chn Object/Freeze Output, ri chn Name
t tn th trong tp tin Eviews. T th, tr
li bng tnh d liu ta chn View/SpreadSheet.
Thng k m t15
m t d liu ca mt bin trn Eviews ta c th lm
nh sau. Th nht, t Series M1, ta chn View/Descriptive
Statistics/Histogram & Stats. Th hai, t ca s tp tin
Chapter2.3.wf1, ta chn Quick/Series Statistics/Histogram
& Stats, ri nhp tn bin M1, v chn OK. Lu ,
copy c th v kt qu tm tt thng k16, ta click vo
th hoc tm tt thng k, v copy (c th l Ctrl+C).
lu kt qu (i tng) ny trong tp tin Eviews ta
chn Freeze (hoc Object/Freeze Output v t tn. Ngoi
ra, ta cng c th chnh s th v khung ca kt qu
thng k nh cch hng dn trn. Kt qu thng k
ny c s dng rt ph bin trong thng k v kinh t
lng. c bit, t kt qu ny chng ta c th d dng
kim nh xem mt bin s no c phn phi chun hay
khng bng cch xem hai thng tin quan trng l JarqueBera v Probability. Cc ni dung ny s c trnh
by chi tit phn sau v cc bi ging sau.
40

Series: M1
Sample 1952Q1 1992Q4
Observations 164

35
30
25
20
15
10
5

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

372.0624
265.4275
1089.475
126.5370
265.0576
1.040951
2.827214

Jarque-Bera
Probability

29.82185
0.000000

0
200

300

400

500

600

700

800

900 1000 1100

15

C cc loi thng k nh: thng k m t (descriptive statistics), thng k suy lun (statistical inference),
thng k ton (mathematical statistics), thng k kinh t (economic statistics), Tm c Hong Trng, 2007,
Thng k ng dng trong kinh t x hi, NXB Thng k.
16
Cc thng k ny s c trnh by chi tit bi ging 3, hoc c th tm c Hong Trng, 2007. t bit,
thng k JB rt cn thit cho vic kim nh phn phi chun ca mt bin s.

12

BI GING 2: HNG DN S DNG EVIEWS 6.0

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Ngoi ra, ta cng c th biu din di dng th phn

phi xc sut ca gin phn phi histogram, th t
Chart Options ta chn Distribution, chn Kernel Density
v chn OK.
M1
.0024

.0020

Density

.0016

.0012

.0008

.0004

.0000
-200

200

400

600

800

1,000

1,200

1,400

Trnh by d liu ca mt nhm cc bin17

M v t tn nhm
lm vic vi mt nhm cc bin c lin quan, ta chn
ng thi cc bin v chn Open as Group, sau t
tn nhm bng cch chn Name t tn nhm v tn nhn18
ca nhm.
V th
Cch v th nhm cng tng t v th ca tng
chui d liu. Nu v th dng Line gia cc chui c
thang o khc nhau nh GDP v M1, th ta nn v th h
trc kp, trong cc bin c thang o tng t nhau ta
cho cng h trc (tri hoc phi). Cc bc tin hnh nh
sau:

17
18

Group statistics
Label

13

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

1. Quick/Graph/Line, GDP M1, OK

2. Chn Graph Options, ri chn Axes/Scales chuyn
th ca chui GDP sang phi (Right)
Ngoi ra, trong nhiu trng hp ngi nghin cu c th
chn dng th thch hp biu din mi quan h gia
cc bin. Chng hn, trng hp hay gp l trong mi quan
h gia lng c phiu giao dch v ch s gi chng
khon, th ngi ta thng biu din lng c phiu giao
dch bng th dng bar19 v ch s gi chng khon bng
th dng line. Trong Options ta chn Type v chn dng
hn hp (Mixed)20.

19
20

Thng thng l dng ct (column), nhng trng hp ny cha gp trong Eviews 5.

iu quan trng l c c mi quan h gia cc bin trn th.

14

BI GING 2: HNG DN S DNG EVIEWS 6.0

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1,000
1,200
800

800

600

400

400

200
1955

1960

1965

1970

1975

M1

1980

1985

1990

GDP

Thng k m t
Ta c th ng thi to ra mt bng thng k m t nhiu
bin
khc
nhau
bng
cch
chn
View/Descriptive
Stats/Individual
Samples
hay
Quick/Group
Statistics/Descriptive Statistics/Individual Samples.

Ngoi ra, xem xt mi quan h gia tng cp bin ta c

th to ma trn h s tng quan bng cch chn
View/Correlations/Pairwise
Samples
hay
Quick/Group
21
Statistics/Correlations .

21

Thng k h s tng quan s c trnh by bi ging 3

15

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CC VN C BN V I TNG TRONG EVIEWS

i tng l tp hp cc thng tin v cc thao tc c
lin quan vi nhau c nhm li thnh mt n v nhm
mc ch to ra s tin li trong vic s dng. Hu nh
tt c cc cng vic thc hin trn Eviews c lin quan
n s dng nhiu i tng khc nhau. Eviews gi tt c
cc i tng ca n trong cc i tng cha 22. Ta c th
hnh dung i tng cha ging nh cc t h s23 trong
mi ngn t l mt i tng ring. i tng cha quan
trng nht trong Eviews l tp tin Eviews.
i tng l g?
Thng tin trong Eviews c lu tr trong cc i tng.
Mi i tng gm tp hp cc thng tin c lin quan nhau
v mt lnh vc phn tch nht nh. V d, i tng
chui l tp hp cc thng tin lin quan n cc quan st
ca mt bin s nht nh; i tng phng trnh l l
tp hp cc thng tin lin quan n mi quan h gia mt
tp hp cc bin s. Lu , mt i tng khng nht
thit ch cha ng mt thng tin duy nht. V d, i
tng phng trnh c lng khng ch cha cc h s c
lng ca phng trnh24, m cn m t dng m hnh, ma
trn phng sai-hip phng sai25 ca cc h s c lng,
v nhiu thng k khc na.
D liu ca i tng
Mi i tng cha ng nhiu loi thng tin khc nhau.
V d, cc i tng chui, ma trn, vect v tch v
hng26 hu nh ch cha thng tin s27. Ngc li, cc i
22

Object container
Filling cabinet
24
Estimated equation object
25
Variance-Covariance matrix of the coefficient estimates
26
Scalar object
23

16

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tng phng trnh v h thng cha ng cc thng tin v

dng m hnh, v cc k qu c lng cng nh cc tham
chiu v ngun d liu c s dng c lng. Cc i
tng th v biu bng cha c cc thng tin s, ch,
v nh dng. Do cc i tng cha ng cc loi d liu
khc nhau nn ta s lm vic vi cc i tng khc nhau
theo cc cch khc nhau.
Cc hin th i tng28
C nhiu cch khc nhau phn tch d liu trong mt
i tng. Cc hin th l cc ca s dng biu bng hay
th cung cp cho ta nhiu cch khc nhau xem xt d
liu trong mt i tng. V d, mt i tng chui c
th c cc cch hin th bng tnh, th ng thng,
th thanh, thng k v biu tn sut, gin t
tng quan29, th phn phi, Mt i tng phng
trnh c th c cc hin th dng m hnh ca phng
trnh, kt qu c lng, hin th gi tr thcgi tr
c lng-phn d30 (k c cc th). Mt hin th hip
phng sai cha ma trn hip phng sai ca cc h s c
lng,
Cc hin th ca mt i tng c trnh by trong
ca s i tng31. Ch mt ca s c th c m cho mi
i tng v ti mt thi im mi ca s ch trnh by
mt hin th duy nht ca mt i tng. D nhin, ta c
th thay i hin th ca mt i tng. Lu , thay i
hin th ch thay i nh dng ca d liu32 ch khng
khng th thay i d liu trong i tng.
Cc th tc ca i tng33
Hu ht cc i tng ca Eviews u c cc th tc.
Ging nh hin th, th tc thng trnh by cc bng
biu v th trong ca s i tng. Tuy nhin, khc
hin th ch th tc c th thay i d liu trong bn
thn i tng hoc mt i tng khc. Nhiu th tc c
th to ra cc i tng mi. V d, mt i tng chui
c th cha cc th tc lm trn34 hay iu chnh yu t
27

Numeric information
Object view
29
Correlogram
30
Actual-Fitted-Residual view
31
Object window
32
Data display format
33
Object procedure/procs
34
Smoothing
28

17

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

ma trong chui thi gian v to ra mt chui mi cha d

liu c lm trn hay iu chnh. i tng phng
trnh c cc th tc to ra cc chui mi cha phn d,
gi tr c lng, hay gi tr d bo t phng trnh c
lng.
Cc loi i tng
Cc i tng ph bin nht trong Eviews l chui v
phng trnh. Tuy nhin, c rt nhiu cc i tng khc
nhau v mi loi i tng c mt chc nng nht nh.
Hu ht cc i tng c biu hin bng mt biu tng 35
ring. Di y l cc biu tng i tng c bn:

Cc thao tc c bn v i tng36
To i tng
to mt i tng trc ht ta phi m tp tin cha v
ca s tp tin cha ang ch lm vic37, ri chn
Object/New Object thc n chnh. Khi ta thy xut
hin mt hp thoi New Object, sau chn loi i
tng.
Chn i tng
Cch d nht chn i tng l ch vo-v-nhp chut.
Hn na, nt View trong thanh cng c ca tp tin Eviews
c th gip ta chn tt c hoc khng chn tt c bng
cch chn Select All hay Deselect All.
35

Icon
Basic object operation
37
Active
36

18

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ThS Phng Thanh Bnh

M i tng
Sau khi chn i tng hay mt s i tng, chc chn
ta s mun m hoc to ra mt i tng mi cha cc i
tng chn. Tht n gin, ta ch cn nhp p vo i
tng . Nu l mt nhm cc i tng, ta phi chn
View/Open as One Window
Xem i tng38
Mt cch khc chn v m i tng l chn Show
thanh cng c39 hay chn Quick/Show t thc n v nhp
tn i tng vo hp thoi. Nt Show cng c th c s
dng hin th cc phng trnh ca cc chui.
Ca s i tng
Ca s i tng l ca s c hin th khi ta m mt
i tng hay mt cha i tng. Mt ca s i tng s
cha hoc mt hin th ca i tng hoc cc kt qu ca
mt th tc ca i tng. Eviews cho php m cng lc
nhiu ca s i tng.
Cc thnh phn ca mt ca s i tng
y l minh ha ca s phng trnh t kt qu hi qui
theo phng php OLS. Mt s im cn lu nh sau:

Ngun: Eviews 6 User Guide, pp.69

38
39

Show
Toolbar

19

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

Th nht, y l mt ca s chun v ta c th ng, thay

i kch c, phng to, thu nh, v ko ln xung hay qua
li. Khi c nhiu ca s khc ang m, nu ta mun ca s
no ch lm vic th ta ch cn nhp vo thanh tiu
hay bt k u trong ca s . Lu , ca s ang
ch lm vic c biu hin vi thanh tiu c mu
m. Th hai, thanh tiu ca ca s i tng cho bit
loi i tng, tn i tng, v tp tin cha. Nu i
tng cng chnh l i tng cha th thng tin cha
c thay bng thng tin th mc.Th ba, trn nh ca s
c mt thanh cng c cha mt s nt gip ta d dng lm
vic.
Cc thc n v thanh cng c ca i tng

Ngun: Eviews 6 User Guide, pp.71

Lm vic vi i tng

t tn v tn nhn ca i tng

Cc i tng c th c t tn hoc khng c

t tn. Khi ta t tn cho i tng, th tn i
tng s xut hin trong th mc ca tp tin
Eviews, v i tng s c lu nh mt phn ca
tp tin khi tp tin c lu. Ta phi t tn i
tng nu mun lu li cc kt qu ca i tng.
20

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

Nu ta khng t tn, i tng s c gi l

UNTITLED. Cc i tng khng c t tn s
khng c lu cng vi tp tin, nn chng s b
xa khi ng tp tin.
i tn i tng, trc ht phi m ca s
i tng, sau n nhp vo nt Name trn ca s
i tng v nhp tn (v tn nhn) vo. Nu c
t tn nhn th tn nhn s xut hin trong cc
bng biu th, nu khng Eviews s dng tn i
tng. Lu , y l nhm mc nh v khng
c s dng cho tn i tng: ABS, ACOS, AND,
AR, ASIN, C, CON, CNORM, COEF, COS, D, DLOG,
DNORM, ELSE, ENDIF, EXP, LOG, LOGIT, LPT1, LPT2,
MA, NA, NOT, NRND, OR, PDL, RESID, RND, SAR, SIN,
SMA, SQR, v THEN.

Copy v dn i tng

C hai phng php to ra bn sao cc thng tin

cha trong i tng: Copy v Freeze.
Nu ta chn Object/Copy t thc n, Eviews s
to ra mt i tng mi ging y nh i tng gc
(d nhin phi khc tn). Ta cng c th copy i
tng t ca s tp tin bng cch ch ra i tng
v chn Object/Copy Selected sau xc nh tn
ch40 cho i tng mi c copy.
Nu ta chn Object/Freeze Output hay chn nt
Freeze trn thanh cng c ca i tng, mt i
tng dng bng hay th c to ra ging y nh
hin th hin hnh ca i tng gc. Freeze hin
th to ra mt bn copy ca hin th v to ra mt
i tng c lp hon ton. Tnh cht c bn ca
vic Freeze mt i tng l cc bng biu v
th c to ra c th c chnh s cho mc ch
trnh by hay bo co.

40

Destination name, khc vi original name

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BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

Ngoi ra, Eviews cn cho php ta xa, in n, lu

tr, cp nht, i tng.
QUN L D LIU
C ba vn c bn lin quan n qun l d41 liu trong
Eviews l chui, nhm, v mu42. Mu l mt s cc quan
st trong tp tin Eviews c s dng cho cc mc ch
phn tch.
Mt chui trong Eviews l mt s cc quan st v mt
bin bng s, trong
mi quan st bao gm
ngy hoc tn quan st.
to mt chui, t
ca s tp tin Eviews
ta
chn
Object/New
Object/Series
v
t
tn cho chui . Chui
mi c to ra cha c
gi tr bng s v
Eviews mc nh bng k
hiu NA. Ngoi ta, ta
cng
c
th
chn
Quick/Generate
Series
v trong hp thoi Enter Equation ta t tn chui mi,
v d Y=NA. nh dng mt chui d liu trong Eviews,
v d M1, trc ht ta phi chn v m chui M1, sau
c th chn Properties nh dng chui, chn Name
t tn v tn nhn, chn Edit+/- iu chnh d liu,
chn InsDel b hoc chn mt quan st ngay ti du
nhc hin hnh.
Khi lm vic ng thi vi nhiu chui khc nhau nh
v th, tnh ma trn tng quan, kim nh, ta
thng to mt nhm ring bng cch chn Object/New
Object trong Main Menu hay Workfile Toolbar, chn
Group, nu cn c th t tn cho nhm. Sau , ta phi
nhp tn cc chui trong nhm, v d, GDP v M1, cc
chui cch nhau bng mt khong trng, cui cng chn OK.
Lu , ta c th a tn nhm, cng thc, hay hm s vo
trong hp thoi. Ngoi ra, ta c th chn Quick/Show

41
42

Data handling
c gi chung l cc i tng d liu (data objects)

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BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

ri nhp tn cc chui, cng thc, hm s vo, ri chn

Name t tn nhm.
Mu l mt tp hp cc quan st trong tp tin Eviews
c s dng cho vic m t d liu hoc thc hin cc
qui trnh thng k. Cn phn bit hai khi nim, Workfile
Range - ton b cc quan st sn c ca mt b d liu,
vi Workfile Sample - ch cc quan st c s dng cho
mc ch phn tch nht nh.

C bn cch xc nh mt mu tp tin Eviews: Th nht,

nhp vo Sample trn Workfile Toolbar; Th hai, nhp p
vo mu hin trong ca s tp tin Eviews; Th ba, chn
Proc/Sample t thc n chnh ca tp tin Eviews; Th
t, dng lnh smpl trong ca s lnh.
m rng mt tp tin Eviews, ta chn Proc/Change
Workfile Range , nhp vo cc Start date v End date
khong thi gian mi. Khi , cc quan st mi ca tt c
cc chui s l NA.
Ngoi ra, Eviews cho php ta c th nhp v xut d
liu t cc ngun bn ngoi nh Excel, Lotus, hay ASCII
sang Eviews v ngc li. bit chi tit, ta c th
tham kho chng 5, Eviews 6 Users Guide.

PHP TON V HM S TRONG EVIEWS

Phn ny s gii thiu cc nguyn tc c bn khi s dng
cc php tnh ton hc trong Eviews v hng dn cch s
dng cc php ton ny khi lm vic vi cc d liu chui
v nhm.
Cc php ton s hc43
Cc php tnh trong Eviews c th l cc ton t 44 cho cc
php ton s hc thng thng. Trong Eviews, cc ton t
43

Numeric expression

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ThS Phng Thanh Bnh

cng, tr, nhn, chia, v ly tha ln lt s l +, -,

*, /, v ^. Cc php so snh trong Eviews c qui c
nh sau: ln hn (>), nh hn (<), ln hn hoc bng
(>=), nh hn hoc bng (<=), v bng (=).
Cc php ton chui
Eviews cho php ta tnh ton hoc to mt chui mi t
mt hoc nhiu chui c sn bng cc ton t thng
thng nh trn. V d:
2*y+3
x/y+z
Cc hm chui
Hu ht cc hm trong Eviews u bt u bng k hiu @,
v d @mean(y) ngha l ly gi tr trung bnh ca chui
y cho ton b mu hin hnh. C ba nhm hm chui hay s
dng trong Eviews: hm ton (mathematical functions), hm
tp tin Eviews (workfile functions), v hm dy s
(string functions). tm hiu thm v cc hm ny, ta
c th tham kho Help/Command & Programming Reference,
hoc Help/Quick Help Reference, y ch trnh by mt
s hm hay s dng trong cun sch ny.
BNG 2.1: Cc hm ph bin trong Eviews

44

Tn hm

Thao tc

H s tng quan gia X v Y

Hip phng sai gia X v Y
S quan st ca bin X
S quan st ca hi qui
Gi tr trung bnh ca X
Gi tr trung v ca X
Gi tr nh nht ca X
Gi tr ln nht ca X
lch chun ca X
Phng sai ca X
nghing ca X
nhn ca X
Gi tr tng ca X
Gi tr tng bnh phng ca X
Tng bnh phng phn d
Gi tr tuyt i ca X

@cor(x,y)
@cov(x,y)
@obs(x)
@regobs
@mean(x)
@median(x)
@min(x)
@max(x)
@stdev(x)
@var(x)
@skew(x)
@kurt(x)
@sum(x)
@sumsq(x)
@sse
@abs(x)

Operator

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BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

Antilog ca X (eX)
Hm nghch o ca X (1/X)
Hm logarith t nhin ca X (ln(X))
Cn bc hai ca X
To bin xu th
Lm trn s
Ly tha ca X

@exp(x)
@inv(x)
@log(x) hoc log(x)
@sqrt(x) hoc
sqrt(x)
@trend(base date)
@round(x)
x^2, x^3,

Ngun: Eviews 6 User Guide

to mt v hng trn Eviews, v d tnh h s tng
quan gia X v Y, ta tin hm nh sau. T ca s lnh, ta
nhp vo nh sau:
Scalar rxy=@cor(x,y)

Khi trong tp tin Eviews s c mt i tng mi dng

tch v hng l RXY. V hng c s dng kh ph bin
trong cun sch ny, c bit l cc ni dung kim nh
gi thit.
Bin tr, ti, sai phn45, ma v, v bin xu th
Khi lm vic vi d liu chui thi gian, ta thng x l
d liu bng cch chuyn ha sang dng tr, ti, sai
phn, hoc to thm cc bin gi ma v.
45

Lead: ti, Lag: tr, v Difference: Sai phn

25

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

Bin tr, ti v sai phn

Bin tr mt giai on (Xt-1): x(-1)
Bin tr k giai on (Xt-k): x(-k)
Bin ti mt giai oi (Xt+1): x(1)
Bin ti k giai on (Xt+k): x(k)
Sai phn bc mt (X = Xt Xt-1): d(x)
Sai phn bc k (kX = Xt Xt-k): d(x,k)
Sai phn bc mt ca bin tr dng log t nhin:
dlog(x)
Trung bnh trt k giai on: @movav(x,k)
Ngoi ra, ta c th ng thi kt hp nhiu ton t
nhau, v d dlog(x), dlog(x,4), to mt bin mi
d sai phn ca X) ta c th chn mt trong hai cch
y. Th nht, trn ca s lnh ta nhp genr dx=d(x).
hai, ta c th nhp vo genr trn thanh cng c ca
s tp tin Eviews v nhp dx=d(x).

vi
(v
sau
Th
ca

Bin gi ma v
To ra mt bin gi theo qu c gi tr l 1 i vi
qu 2 v gi tr l 0 i vi cc qu khc: @seas(2)
To ra mt bin gi theo thng c gi tr l 1 i
vi thng 2 v gi tr 0 i vi cc thng khc:
@month(2)

Bin xu th
Bin xu th l mt bin c gi tr t 1 n n, trong
1 i din cho quan st u tin trong d liu v
n i din cho quan st cui cng trong d liu.
To bin xu th i vi d liu theo nm, v d bt
u t nm 1990 n 2008, ta lm nh sau: Trn ca s
lnh ta nhp genr t=@trend(1989).
To bin xu th i vi d liu theo qu, v d bt
u t 2000Q2 n 2008Q3, ta lm nh sau: Trn ca s
lnh ta nhp genr t=@trend(2000Q1).
To bin xu th i vi d liu theo thng, v d bt
u t 2002M3 n 2008M2, ta lm nh sau: Trn ca s
lnh ta nhp genr t=@trend(2002M2).

26

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ThS Phng Thanh Bnh

Tuy nhin, khi phn tch d liu v hi qui, ta khng cn

phi to thm cc bin mi nh vy m thng s dng trc
tip cc hm t cc d liu gc. V d, ta c th hi qui
trc tip nh sau: y c x @trend(1989) hoc log(y) c
log(x). L do ta khng cn to thm bin mi l cho
tp tin Eviews c n gin v d qun l hn.

PHN TCH D LIU VI EVIEWS

PHN TCH CHUI
Khi m mt chui d liu, nu
chn View ta thy xut hin mt
thc n dng drop-down nh hnh
bn cnh. Thc n nay chia thnh
bn block ring. Block th nht
m t d liu di dng bng tnh
hay th. Block th hai v th
ba cung cp cc cng c thng k
c bn v chui, trong block
th ba ch yu s dng cho cc
chui thi gian. Block th t cho
bit cc thuc tnh, v tn nhn
ca chui.
Lu rng cc phn phi xc
sut ca mt bin ngu nhin s
c trnh by mt cch chi tit bi ging 3.
Thng k m t
Thng k m t gm c bn ni dung: th tn sut v
thng k (Histogram and Stats), Bng thng k (Stats
Table), Thng k theo nhm (Stats by Classification ),
v th hnh hp theo nhm (Boxplots by Classification
).

27

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

Thng k JB (Jarque-Bera)
y l mt thng k thng c s dng kim nh xem
mt bin c phn phi chun hay khng. Trong hi qui
tuyn tnh c in, thng k ny rt quan trng cho vic
kim nh phn d ca m hnh hi theo phng php OLS c
phn phi chun hay khng.
Gi thit H0: Chui (bin) c phn phi chun

N k 2 (K 3) 2
Cng thc: JB
S

6
4

(2.1)

Trong , S l nghing ca phn phi, K l nhn ca

phn phi, N l s quan st, v k l s h s lng c
s dng to ra chui d liu (N-k l bc t do)46. Khi
mt chui c phn phi chun th S = 0 v K = 3, nn JB =
0. Chng ta s bit bi ging 3 rng thng k JB c
phn phi Chi bnh phng vi s bc t do l 2 (2(2))47.
Xc sut c bo co km theo gi tr thng k JB l xc
sut m thng k JB ln hn gi tr quan st di gi
thit khng (H0), y l s 0. Gi tr xc sut cng nh
th kh nng bc b gi thit H0 cng cao.
Thng k theo nhm
Thng k theo nhm cho php ta tnh cc thng k m t
ca mt chui theo cc phn nhm khc nhau trong mu phn
tch. Nu ta chn View/Descriptive Statistics/Stats by
Classification , th mt hp thoi sau y s xut hin:
Cc la chn Stattistics bn tri cho php ta chn cc
tiu ch thng k mun tnh ton. Trong Series/Group
for classify ta nhp tn chui hay nhm xc nh cc
phn nhm. Nu ta chn nhiu chui th mi chui cch
nhau mt khong trng. mc Output Layout, nu ta chn
cc Margins th bng kt qu c trnh by thng k ca
tt cc cc quan st trong cng mt nhm cng nh ca
ton b mu phn tch.
V d, s dng file Chapter2.4.wf1 thng k m t
bin LWAGE (log t nhin48 ca lng tun) theo hai bin
CONSTRUC (= 1 nu lm vic trong ngnh xy dng v = 0
nu lm trong cc ngnh khc) v MARRIED (= 1 nu c
46

S c gii thch bi ging 3 v 4. C th tham kho thm ca Hong Trng, 2007.

S c gii thch bi ging 4
48
Log t nhin c k hiu l ln, nhng ton t trong Eviews l log
47

28

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

gia nh v = 0 nu cha c gia nh). Kt qu thng k

bin LWAGE vi bn tiu ch thng k l trung bnh, trung
v, lch chun, v s quan st c trnh by nh bng
bn cnh. Nhn vo bng kt qu ta c th so snh c s
khc bit gia cc nhm hay khng. Tuy nhin, chc
chn s khc bit c ngha v mt thng k hay
khng, ta cn da vo loi kim nh thng k thch hp.

Cc kim nh cho thng k m t49

Kim nh gi thit n gin
Khi
chn
View/Tests
for
Descriptive
Stats/Simple
Hypothesis Tests th s xut hin
mt hp thoi nh sau:
Trong hp thoi ny c ba
loi kim nh c bn l kim nh
trung bnh, kim nh phng sai,
v kim nh trung v.
Kim nh trung bnh
Gi s chui X c gi tr trung bnh mu l X v gi tr
trung bnh tng th l . Gi s ta c cc gi thit sau
y:
49

C th tham kho thm trong Hong Trng, 2007.

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ThS Phng Thanh Bnh

H0 : = m
H1 : m
Nu ta khng bit gi tr lch chun ca X, Eviews s
cho kt qu gi tr thng k t 50tnh ton nh sau:

Xm
s/ N

(2.2)

Trong , s l lch chun ca mu v N l s quan st

trong mu. Nu X c phn phi chun, th vi gi thit H 0,
thng k t s theo phn phi t vi bc t do l N-1.
Nu ta bit gi tr lch chun ca X, Eviews s
cho kt qu gi tr thng k z51 tnh ton nh sau:

Xm
/ N

(2.3)

Trong , l lch chun tng th ca X. Nu X c

phn phi chun vi lch chun l , th vi gi thit
H0, thng k z c phn phi chun ha. Lm sao to bin
z trong Eviews?
Nu gi tr t (z) tnh ton ln hn gi tr t (z) ph
phn mt mc ngha xc nh (), ta bc b gi thit
H0 v ngc li.
Kim nh phng sai
Thc hin kim nh gi thit H0 cho rng phng sai ca
chui X bng mt gi tr 2 nht nh, ta c cc gi thit
nh sau:
H0: var(X) = 2
H1: var(X) 2
Eviews s cho kt qu thng k chi bnh phng tnh ton
nh sau:

50
51

( N 1)s 2
2

S c gii thch bi ging 5

Khc bit gia thng k z v thng k t s c gii thch bi ging 5

30

(2.4)

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

Vi gi thit H0 v gi nh rng X c phn phi chun,

th thng k chi bnh phng s theo phn phi chi bnh
phng vi N-1 bc t do.
Kim
nhm

nh

ngang

bng

theo

y l cc kim nh xem cc
gi tr trung bnh, phng sai
v trung v cc phn nhm
trong cng mt chui c bng
nhau
hay
khng.
Khi
chn
View/Tests
for
Descriptive
Stats/Equality
Tests
by
Classification s thy xut
hin mt hp thoi nh hnh bn. Trc tin ta phi chn
loi kim nh: trung bnh, phng sai, hay trung v, sau
chn cc phn nhm mun so snh.
Xc nh gi thit:
i vi kim nh trung bnh
H0: Trung bnh ca cc nhm bng nhau
H1: Trung bnh ca cc nhm khc nhau
i vi kim nh phng sai
H0: Phng sai ca cc nhm bng nhau
H1: Phng sai ca cc nhm khc nhau
quyt nh, ta so
vi gi tr thng k
tnh ton ln hn gi
ngha nht nh, ta

snh gi tr thng k F 52 tnh ton

F ph phn. Nu gi tr thng k F
tr thng k F quan st ti mt mc
bc b gi thit H0 v ngc li.

Lp bng tn sut mt chiu

lp bng
Tabulation

tn

sut

mt

chiu

ta

chn

View/One-Way

Biu t tng quan

Mc ch ca biu t tng quan l gip ta kim nh
xem mt chui thi gian dng hay khng dng53. Trong cc
m hnh d bo chui thi gian v d bo bng phng php
52

S c gii thch bi ging 4 v 5

y l mt ni dung rt quan trng khi phn tch chui thi gian v c bit c ngha rt ln trong vic la
chn m hnh d bo thch hp trong cc phng php d bo nh lng vi d liu chui thi gian. Ni dung
ny s c trnh by chi tit bi ging 14.
53

31

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ThS Phng Thanh Bnh

hi qui cc chui thi gian, th vic cc chui thi gian

dng hay khng dng c ngha rt quan trng trong vic
chn m hnh d bo thch hp. Hai phng php kim nh
tnh dng thng c s dng l biu t tng quan
(da vo thng k t v thng k Q) v kim nh nghim
n v54 (da vo thng k tau ca Dickey-Fuller).
Biu t tng quan l mt th biu din mi
quan h gia h s t tng quan bc k vi tr k tng
ng. H s t tng quan bc k (k hiu l rk) c xc
nh theo cng thc sau y:
n

(Yt - Y)(Yt - k - Y)

rk t k 1 n
2
(Yt - Y)

(2.5)

t 1

Trong , Y
tr, n l
nh xem h
khng: Thng

l
s
s
k

gi tr trung bnh mu ca chui Yt, k l

quan st ca mu. C hai phng php kim
t tng quan c ngha thng k hay
t, v Thng k Q55.

Thng k t
Gi k l h s t tng quan tng th (rk l c lng
khng chch ca k), ta c cc gi thit sau y:
H0: k = 0
H1: k 0
Nu mt
quan l
bnh l
ca h

chui thi gian ngu nhin th cc h s t tng

mt bin ngu nhin c phn phi chun vi trung
0 v phng sai l 1/N. Nh vy, vi sai s chun
1 N , ta c th xy
s t tng quan se(rk) l

dng khong tin cy cho k hoc tm c gi tr thng k

t tnh ton mt mc ngha xc nh. Nu k nm ngoi
khong tin cy hoc gi tr t tnh ton ln hn gi
tr t quan st ta bc b gi thit H0.

54

Unit root test l mt loi kim nh rt mnh v c s dng ph bin. Ni dung ny s c trnh by chi
tit bi ging 14.
55
C th tham kho thm trong John E.Hanke & Dean W.Wichern, (2005), Business Forecasting, 8th Edition.

32

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ThS Phng Thanh Bnh

Thng k Q
Hai ct cui trong biu t tng quan l thng k Q
ca Ljung-Box v gi tr xc sut tng ng. Thng k Q
kim nh gi thit ng thi l tt c cc h s k cho
ti mt tr ng thi bng khng. Gi tr thng k Q
tnh ton theo cng thc sau y:
m

Q n 2k
k 1

(2.6)

Vi c mu ln, Q c phn phi theo Chi bnh phng vi

bc t do bng s tr. Nu gi tr thng k Q tnh
ton ln hn gi tr thng k Q quan st mt mc
ngha xc nh, ta bc b gi thit H0.
Trong Eviews, ta lp biu t tng quan bng cch
chn View/Correlogram , xc nh biu t tng quan
ca chui gc hay chui sai phn bc mt v bc hai, v
cui cng l xc nh tr k. V d, chui GDP trong
Chapter2.3.xls c biu t tng quan nh sau:

Da vo biu t tng quan xc nh mt chui thi

gian dng hay khng nh sau. C th tm tt tng chnh
nh sau. Nu h s t tng quan u tin khc khng
nhng cc h s t tng quan tip theo bng khng mt
cch c ngha thng k, th l mt chui dng. Nu
mt s h s t tng quan khc khng mt cch c ngha
thng k th l mt chui khng dng.
Kim nh nghim n v
Kim nh nghim n v l mt kim nh c s dng kh
ph bin kim nh mt chui thi gian dng hay khng
33

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

dng. Ni dung chi tit phn kim nh nghim n v s

c trnh by Bi ging 15 v cc m hnh hi qui
chui thi gian. Tuy nhin, hiu qui trnh kim nh
nghim n v trn Eviews, ta nn xem qua mt s tng
c bn v mt l thuyt. Trc ht, cn lu rng c
nhiu khi nim cha c hc nn ngi c khng nht
thit phi hiu ngay ni dung kim nh nghim n v
bi ging ny.
Gi s ta c phng trnh hi qui t tng quan nh sau:
Yt = Yt-1 + ut

(-1 1)

(2.7)

Ta c cc gi thit:
H0: = 1 (Yt l chui khng dng)
H1: < 1 (Yt l chui dng)
Phng
trnh (2.7) tng ng vi phng trnh (2.8)
sau y:
Yt - Yt-1

=
=

Yt

Yt-1 - Yt-1 + ut
( 1)Yt-1 + ut
=

Yt-1 + ut

(2.8)

Nh vy cc gi thit trn c th c vit li nh

sau:
H0: = 0 (Yt l chui khng dng)
H1: < 0 (Yt l chui dng)
Dickey v Fuller cho rng gi tr t c lng ca h s
Yt-1 s theo phn phi xc sut (tau statistic, = gi
tr c lng/sai s ca h s ). Kim nh thng k
cn c gi l kim nh Dickey Fuller (DF). Kim nh
DF c c lng vi 3 hnh thc:
Khi Yt l mt bc ngu nhin khng c hng s:
Yt

Yt-1 + ut

(2.9)

Khi Yt l mt bc ngu nhin c hng s:

Yt

1 + Yt-1 + ut

(2.10)

Khi Yt l mt bc ngu nhin vi hng s xoay quanh

mt ng xu th ngu nhin:
Yt

1 + 2TIME + Yt-1 + ut

34

(2.11)

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

kim nh H0 ta so snh gi tr thng k tnh ton

vi gi tr thng k tra bng DF (cc phn mm kinh t
lng u cung cp gi tr thng k ). Tuy nhin, do c
th c hin tng tng quan chui gia cc ut do thiu
bin, nn ngi ta thng s dng kim nh DF m rng l
ADF (Augmented Dickey Fuller Test). Kim nh ny c
thc hin bng cch a thm vo phng trnh (2.11) cc
bin tr ca sai phn bin ph thuc Yt:
Yt

1 + 2TIME + Yt-1 + i Yt-i + t

(2.12)

tin hnh kim nh nghim n v trn Eviews ta chn

View/Unit Root Test , s xut hin hp thoi Unit Root
Test.

la
chn
Test for unit root
in, chn level nu
mun
kim
nh
chui gc c phi
l mt chi dng
hay khng, chn 1st
difference
nu
mun
kim
nh
chui sai phn bc
mt c phi l mt
chui
dng
hay
khng. la chn
Include
in
test
equation,
chn
intercept nu dng
phng
trnh
(2.10), chn trend and intercept nu dng phng trnh
(2.11), chn None nu dng phng trnh (2.9), chn trend
and intercept v xc nh tr la chn Lag length
nu dng phng trnh (2.12).

35

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

PHN TCH NHM

Khi m mt nhm, nu chn View ta
thy xut hin thc n dng dropdown nh hnh bn cnh. Block th
nht cung cp cc cch khc nhau
m t d liu trong nhm. Block
th hai trnh by cc thng k c
bn. Block th ba chuyn v cc
thng k ca chui thi gian.
Block th t l tn nhn nhm cung
cp cc thng tin v nhm. Trong
phn ny ta ch xem xt mt s ni
dung quan trng thng c s
dng trong kinh t lng.
Thng k m t
Trong thng k m t ta thy c ba
loi
nh
sau:
Common
Sample,
Individual Sample, v Boxplots.
Common Sample ch tnh cc thng
k cc quan st c y gi tr
tt c cc chui d liu trong
nhm. Individual Sample tnh cc
thng k ca cc quan st c y
gi tr mi chui d liu.
Kim nh ng lin kt56
Chng ta s c bit bi ging 14 rng khi hi qui cc
chui thi gian khng dng thng dn n kt qu hi
qui gi mo57. Tuy nhin, Engle v Granger58 (1987) cho
rng nu kt hp tuyn tnh ca cc chui thi gian khng
dng c th l mt chui dng v cc chui thi gian
khng dng c cho l ng lin kt. Kt hp tuyn
tnh dng c gi l phng trnh ng lin kt v c
th c gii hch nh mi quan h cn bng di hn gia
cc bin. Ni cch khc, nu phn d trong m hnh hi
qui gia cc chui thi gian khng dng l mt chui
dng, th kt qu hi qui l thc v th hin mi quan h
cn bng di hn gia cc bin trong m hnh. Mc ch
ca kim nh ng lin kt l xc nh xem mt nhm cc
56

Cointegration test
Spurious regression
58
ot gii Nobel kinh t nm 2003
57

36

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

chui khng dng c ng lin kt hay khng. C hai cch

kim nh.
Kim nh nghim n v phn d
Gi s GDP v M1 l hai chui thi gian khng dng v ta
c m hnh hi qui nh sau:
GDPt = 1 + 2M1t + ut

(2.13)

Nu phn d ut l mt chui dng th kt qu hi qui gia

GDP v M1 l thc v ta vn s dng mt cch bnh
thng. Ni cch khc, GDP v M1 c quan h ng lin kt
v 2 c gi l h s hi qui ng lin kt. Cc bc
thc hin trn Eviews nh sau:
1) c lng m hnh GDPt = 1 + 2M1t + ut
2) Kim nh nghim n v chui ut
Kim nh ng lin kt da trn phng php VAR ca
Johasen
Eviews thc hin kim nh ng lin kt trn c s
phng php lun VAR ca Johasen (1991, 1995a). Lu ,
kim nh ny ch c hiu lc khi ta ang xt cc chui
thi gian khng dng. Gi s ta mun kim nh ng lin
kt gia GDP v M1 trong Chapter2.3.xls theo phng php
lun ca Johasen, ta chn View/Cointegration Test s
thy xut hin mt hp thoi nh sau:

37

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

la chn Deterministic trend in data c nm gi nh v

cc chui thi gian ang xem xt. Nh s c trnh by
bi ging 14, mt chui thi gian c th dng sai phn
hoc dng xu th, trong c th c xu th xc nh v
xu th ngu nhin. Tng t, cc phng trnh ng lin
kt c th c
h s ct v
xu
th
xc
nh.
Trn
thc
t,
trng
hp
1
v 5 t khi
c s dng.
Nu
ta
khng
chc
chn
v
cc
gi
nh
xi th, ta nn
chn
trng
hp 6. Nu m
hnh
c
cc
bin
ngoi
sinh
th
ta
a vo exog variables. Ngoi ra, ta c th xc nh
tr ca bin ph thuc trong m hnh Lag intervals v
mc ngha MHM. Kt qu kim nh mi quan h ng
lin kt gia GDP v M1 nh bng bn cnh. y c hai
gi thit H0: (i) None, ngha l khng c ng lin kt
(y l gi thit ta quan tm nht); (ii) At most 1,
ngha l c mt mi quan h ng lin kt. Lu , ty vo
s bin trong m hnh (v d k bin) m ta c k-1 s
phng trnh ng lin kt. Khi , ta c thm s gi
thit v s phng trnh ng lin kt. quyt nh bc
b hay chp nhn gi thit H0, ta so snh gi tr Trace
Statistic vi gi tr ph phn (critical value) mc
ngha xc nh MHM ( y ta chn l 5%).
Nu Trace Statistic < Critical Value, ta chp nhn
gi thit H0
Nu Trace Statistic > Critical Value, ta bc b
gi thit H0

38

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

Nhn qu Granger
kim nh liu c tn ti mi quan h nhn qu
Granger59 gia hai chui thi gian Y v X trn Eviews, ta
xy dng hai phng trnh sau:
Yt = 0 + 1Yt-1 + + lYt-l + 1Xt-1 + + lXt-l + t
Xt = 0 + 1Xt-1 + + lXt-l + 1Yt-1 + + lYt-l + t

(2.14)
(2.15)

xem cc bin trn ca X c gii thch cho Y (X tc

ng nhn qu Granger ln Y) v cc bin tr ca Y c
gii thch cho X (Y tc ng nhn qu Granger ln X) hay
khng ta kim nh gi thit sau y cho mi phng
trnh:
H0: 1 = 2 = = l = 0

(2.16)

kim nh gi thit ng thi ny, ta s dng thng k

F ca kim nh Wald60 v cch quyt nh nh sau: Nu gi
tr thng k F tnh ton ln hn gi tr thng k F ph
phn mt mc ngha xc nh ta bc b gi thit H 0 v
ngc li. C bn kh nng nh sau:
Nhn qu Granger mt chiu t X sang Y nu cc
bin tr ca X c tc ng ln Y, nhng cc bin
tr ca Y khng c tc ng ln X.
Nhn qu Granger mt chiu t Y sang X nu cc
bin tr ca Y c tc ng ln X, nhng cc bin
tr ca X khng c tc ng ln Y.
Nhn qu Granger hai chiu gia X v Y nu cc
bin tr ca X c tc ng ln Y v cc bin tr
ca Y c tc ng ln X.
Khng c quan h nhn qu Granger gia X v Y nu
cc bin tr ca X khng c tc ng ln Y v cc
bin tr ca Y khng c tc ng ln X.
kim nh nhn qu Granger trn Eviews ta chn
View/Granger Causality s xut hin mt hp thoi v
tr ti u. Khi xc nh tr ti u v chn OK, ta c
kt qu nh sau:

59
60

Granger causality
Kim nh tp hp rng buc tuyn tnh s c trnh by bi ging 7

39

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

Lu , cc tr ca X v Y c th khc nhau v c th
c xc nh bng mt s tiu ch thng k khc nhau.

XY DNG HM KINH T LNG TRN EVIEWS

Trong ti liu ny ta ch xt phn tch hi qui n
phng trnh. Phn ny trnh by cc k thut phn tch
hi qui c bn nh xc nh v c lng mt m hnh hi
qui, kim nh gi thit, v s dng kt qu c lng
cho cc mc ch d bo.

I TNG PHNG TRNH

c lng hi qui n phng trnh trn Eviews c thc
hin bng cch s dng i tng phng trnh. to ra
mt i tng phng trnh ta chn Object/New Object
/Equation hay Quick/Estimate Equation t thc n
chnh, hay n gin ch cn nh equation trong ca s
lnh. K tip, ta s xc nh dng phng trnh trong hp
son tho Specification ca hp thoi Equation Estimation
v chn phng php c lng Method. Cc kt qu c
lng c lu tr nh mt phn ca i tng phng
trnh.

Xc nh phng trnh hi qui

Khi to ra mt i tng phng
trnh s thy xut hin mt hp
thoi Equation Estimation v ta
cn xc nh ba vic sau: dng
phng trnh, phng php c
lng, v mu c s dng c
lng. Trong hp son tho dng
phng trnh ta nhp cc bin ph
thuc v gii thch theo th t t
tri qua phi v lu xc nh

40

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

dng hm. C hai cch xc nh dng phng trnh c

lng: lit k cc bin v cng thc. Phng php lit k
d hn nhng ch c th s dng gii hn cc dng m
hnh tuyn tnh. Phng php cng thc tng qut hn v
phi c s dng xc nh cc dng m hnh phi tuyn
v cc m hnh c rng buc tham s.
Xc nh phng trnh theo phng php lit k
Cch n gin nht xc nh mt phng trnh tuyn
tnh l lit k cc bin trong phng trnh. Trc ht,
nhp tn bin ph thuc hay cng thc ca bin ph thuc,
sau nhp tn cc bin gii thch. V d, s dng
Chapter2.3.xls xc nh phng trnh hi qui GDP theo
cung tin M1, ta nhp vo hp thoi son tho dng phng
trnh nh sau:
GDP c M1

(2.17)

Lu c hin din ca chui C trong danh sch cc bin

gii thch. y l mt chui mc nh sn trong Eviews
c dng xc nh hng s trong phng trnh hi qui.
Eviews khng t ng a hng s vo phng trnh hi qui
v ty thuc vo m hnh c h s ct hay khng nn ta
phi a vo khi xc nh phng trnh hi qui. C l mt
i tng c xc nh trc trong bt k mt tp tin
Eview no. y l mt vect h s mc nh khi ta xc
nh phng trnh bng cch lit k tn cc bin, Eviews
s lu gi cc h s c lng trong vect ny theo th
t xut hin trong danh sch cc bin. Trong v d trn,
hng s s c lu trong C(1) v h s ca M1 s c
lu trong C(2).
Nu m hnh c bin tr mt giai on ca bin ph
thuc th ta lit k cc bit trong hp thoi son tho
ny nh sau:
GDP GDP(-1) c M1

(2.18)

Nh vy h s ca bin tr bin GDP l C(1), h s ca

hng s l C(2), v h s ca M1 l C(3).
Nu m hnh c nhin bin tr lin tc ca bin GDP
th thay v phi nhp tng bin tr GDP(-1) GDP(-2) GDP(3) GDP(-4), Eviews cho php thc hin nh sau:
GDP GDP(1 to 4) c M1

(2.19)

Tuy nhin, nu ta khng a s 1 v du ngoc n th

Eviews s hiu l s 0. V d:
41

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

GDP c M1(to 2) M1(-4)

(2.20)

Th Eviews s hiu ta hi qui GDP theo hng s C, M1,

M1(-1), M1(-2), v M1(-4). Ngoi ra, ta cng c th a
cc chui iu chnh vo nhm cc bin gii thch. V d
ta hi qui GDP theo hng s, bin tr ca GDP, v bin
trung bnh di ng hai giai on ca M1 nh sau:
GDP GDP(-1) c ((M1+M1(-1))/2)

(2.21)

Xc nh phng trnh theo phng php cng thc

Mt cng thc phng trnh trong Eviews l mt biu thc
ton v cc bin v h s. xc nh mt phng trnh
bng cng thc, n gin l ta nhp biu thc vo hp
thoi son tho. V d, hi qui m hnh dng log t nhin
nh sau:
log(GDP) c log(GDP(-1)) log(M1)

(2.22)

Hai l do ch yu ta phi s dng phng php cng thc

ny l c lng cc m hnh rng buc v phi tuyn.

c lng mt phng hi qui

Phng php c lng
Sau khi xc
nh
phng
trnh,
ta
cn
chn phng php
c
lng
bng
cch
nhp
vo
Method v s thy
xut hin mt hp
thoi dng dropdown lit k cc phng php c lng.
Phng php s dng ph bin nht i vi hi qui n
phng trnh l phng php bnh phng b nht61. Trong
bi ging trnh kinh t lng cn bn ca cun sch ny,
ta ch s dng hai phng php l LS - Least Squares62 v
BINARY Binary choice63. Hai phng php ny s c
trnh by chi tit vo cc bi ging sau.

61

Least squares/Ordinary least squares

K c phng php WLS (Weighted least squares) v GLS (Generalized least squares)
63
Hai loi m hnh s c trnh by bi ging 15 l Logit v Probit
62

42

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

Mu c lng
Ta nn xc nh mu s dng cho vic c lng m hnh.
Theo mc nh, Eviews a ra mu ca tp tin Eviews hin
hnh, nhng ta c th thay i mu theo mc ch c
lng bng cch nhp vo hp thoi Sample. Thay i mu
y khng nh hng g n mu ca tp tin Eviews hin
hnh. Nu c quan st khng c gi tr64, Eviews tm thi
iu chnh mu c lng loi b cc quan st ra
khi mu phn tch.

Ngoi ra, nu trong m hnh c cc bin tr hay bin iu

chnh th Eviews cng iu chnh s mu c lng.
Cc la
lng

chn

Khi chn Options ta

s thy xut hin
hp thoi Equation
Estimation. Cc ni
dung trong phn la
chn c lng nh
Heteroskedastiscity
consistent
coefficient
covariance v
Weighted LS/TSLS s
c trnh by chi
tit bi ging 12
v 13. y l mt
phng php x l hin tng t tng quan rt ph bin
i vi c mu ln (gi l phng php Newey-West).

64

Missing value

43

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

Kt qu c lng
Sau khi hon thnh cc bc trn ta chn OK trong hp
thoi Equation Estimation, Eviews s hin th ca s
phng trnh v hin th kt qu c lng. Trong kt qu
c lng ca Eviews gm ba phn chnh: Tm tt cc c
im ca m hnh hi qui (bin ph thuc, phng php c
lng,
thi
im thc hin
c lng, mu
c lng, v
s
quan
st
c s dng
cho c lng
kt qu); Kt
qu h s (tn
cc bin gii
thch, gi tr
c lng cc
h s hi qui,
sai s chun,
thng k t, v
gi
tr
xc
sut); v Tm
tt thng k
(h s xc nh R2, R2 iu chnh, sai s chun ca hi
qui, tng bnh phng phn d (RSS), thng k d DurbinWatson, AIC, SIC, thng k F, ). Sau khi hc xong bi
ging trnh kinh t lng cn bn t nht ta s hiu mt
cch h thng tt c cc thng tin trong bng kt qu c
lng ny.

Phn tch kt qu hi qui

Cc hin th ca phng trnh hi qui
Cc hnh thc biu din phng trnh
hi qui65. Biu din phng trnh hi
qui di ba hnh thc: hnh thc lnh
c lng trong mn hnh lnh ca
Eviews, hnh thc phng trnh i s
di dng cc k hiu, v hnh thc
phng trnh vi cc gi tr c lng
cc h s.
65

Representation

44

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

Estimation Command:
=====================
LS GDP GDP(-1) C M1
Estimation Equation:
=====================
GDP = C(1)*GDP(-1) + C(2) + C(3)*M1
Substituted Coefficients:
=====================
GDP = 1.02348388*GDP(-1) + 3.375294154 - 0.0171476024*M1

Kt qu c lng. Nh trnh by trn.

Gi tr thc t, gi tr c lng, v phn d. C cc
cch trnh by nh sau:

Cc kim nh v h s hi qui, phn d, v s n nh.

y l cc ni dung rt quan trng trong phn tch hi
qui v s c trnh by cc phn
sau.
Cc th tc ca phng trnh hi qui
C nhiu th tc lin quan n kt
qu c lng phng trnh hi qui,
nhng hai th tc hay s dng l
Specify/Estimate ngha l gip quay
li hp thoi Equation Estimation mt
cch nhanh chng nu ta c bt k
iu chnh no v m hnh hi qui, v Forecast ngha l
nu m hnh c lng tt ta c th dng cho mc ch d
bo v th tc ny gip ta xc nh c gi tr d bo
im, xy dng th khong d bo, v cc tiu chnh
thng k v chnh xc ca d bo.
Phn d t phng trnh hi qui
Phn d t phng trnh hi qui c lu gi trong mt
i tng chui c tn mc nh l RESID. RESID l mt
chui thng thng ch c to ra do kt qu ca phng
trnh hi qui va mi c thc hin. Cho nn, nu mun
phn tch phn d ta nn lu phn d vi mt tn gi
khc. Khi va c lng m hnh, nu ta chn Resids
Equation ta s c th h trc kp nh sau:

45

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

2000
1500
1000
30
500

20
10

0
-10
-20
-30
55

60

65

70

Residual

75

80

Actual

85

90

95

Fitted

Bin gi trong Eviews

a bin gi vo m hnh hi qui, thay v phi to ra
cc bin ny, Eviews a ra cng thc h tr rt hu ch
nh sau:
@EXPAND(D1, D2, )

(2.23)

V d s dng Chapter2.4.wf1 hi qui bin wage theo cc

bin gio dc, nm kinh nghim, gii thch, ngnh xy
dng, v ngnh dch v nh sau:

46

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

Kt qu c lng nh sau:

Mt s kim nh hi qui c bn
Mi th tc kim nh c trnh by di y lin quan
n mt gi thit khng (H0) nht nh. Trong mi kt qu
kim nh thng gm c mt hoc mt s thng k kim
nh v gi tr xc sut, p-value (cng thp th kh nng
bc b H0 cng cao). Tuy nhin, hiu cc kim nh ta
cn hiu cc phn phi xc sut c bn cng nh ni dung
ca kim nh. Cho nn, cc kim nh ny s c p dng
ngay sau ni dung bi ging lin quan cc bi ging
sau.

Cc kim nh h s
Kim nh Wald
y l mt kim nh rt quan trng trong phn tch hi
qui bi bng cch tnh mt thng k kim nh da trn
hi qui khng b rng buc. Thng k Wald cho bit mc
cc c lng khng b rng buc tha mn cc rng buc
nh th no di gi thit khng. Nu cc rng buc thc
s l ng, th cc c lng khng b rng buc s tha
mn cc rng buc.

47

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

thc hin kim nh Wald (v rng buc h s) trn

Eviews ta xem v d sau y (tp tin Chapter2.5.wf1). Gi
s ta c hm sn xut Cobb-Dougle c dng:
Y = AK2L3eui

(2.24)

Trong :
Y l sn lng, K l vn c nh, L l lao ng, 2 v 3
ln lt l h s co gin ca sn lng theo vn v lao
ng, v 2 + 3 l tnh (li th) kinh t theo/nh qui m
(return to scale). Theo l thuyt kinh t ta bit:
Li th kinh t tng theo qui m khi 2 + 3 > 1
Li th kinh t khng i theo qui m khi 2 + 3 =
1
Li th kinh t gim theo qui m khi 2 + 3 < 1
Nu ly log t nhin hai v ca phng trnh (2.24) ta
c:
log(Y) = log(A) + 2log(K) + 3log(L) + ui

(2.25)

t 1 = log(A) v A = e1, vy ta c phng trnh tng

ng sau y:
log(Y) = 1 + 2log(K) + 3log(L) + ui

(2.26)

Kt qu c lng phng trnh (2.25) nh trong bng sau:

Tng cc h s hi qui ca log(K) v log(L) dng nh ln

hn 1, nhng c kt lun tin cy ta cn kim nh gi
48

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ThS Phng Thanh Bnh

thit H0: 2 + 3 = 1. thc hin kim nh Wald ta chn

View/Coefficient Tests/Wald Coefficient Restrictions
v nhp iu kin rng buc vo hp thoi son tho nh
sau:

Lu , nu c nhiu rng buc khc nhau, th mi rng

buc cch nhau bng mt du phy. Eviews s cho kt qu
kim nh nh sau:

Cc gi tr thng k s c gii thch bi ging m

hnh hi qui bi. Ngoi ra, ta c th a ra cc iu
kin rng buc khc ty vo pht biu gi thit.
quyt nh bc b hay chp nhn H0, nu l m hnh
hi qui tuyn tnh ta so snh gi tr F tnh ton vi gi
tr F ph phn mt mc ngha xc nh. Ngc li, nu
m hnh hi qui phi tuyn ta so snh gi tr chi bnh
phng tnh ton vi gi tr chi bnh phng ph phn vi
s bc t do bng s rng buc.

49

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

Kim nh b st bin
y l mt ni dung quan trng trong kim nh sai dng
m hnh. tng ca kim nh ny l khi ta a thm
bin vo m hnh v mun bit cc bin ny c ng gp c
ngha vo vic gii thch s thay i ca bin ph
thuc hay khng. Gi thit khng ca kim nh ny l cc
bin mi a thm vo m hnh ng thi khng c ngha.
Gi s, vi Chapter2.3.xls, lc u ta ch c lng m
hnh nh sau:
log(GDPt) = B1 + B2log(M1t) + B3log(RSt) + ut

(2.27)

Hai im lu vi kim nh ny:

-

S quan st trong hai m hnh phi bng nhau.

p dng cho mi phng php c lng min l phng

trnh hi qui c xc nh bng cch lit k cc
bin ch khng phi bng cng thc.

thc
hin
kim
nh
b
st
bit
ta
chn
View/Coefficient Tests/Omitted Variables Likelihood
Ratio v nhp tn cc bin nghi l b b st cn c
kim nh (gi s l TIME v PR) vo hp thoi son
tho v c kt qu sau y:

50

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

quyt nh bc b hay chp nhn H0, nu l m hnh hi

qui tuyn tnh ta so snh gi tr F tnh ton vi gi tr
F ph phn mt mc ngha xc nh. Ngc li, nu m
hnh hi qui phi tuyn ta so snh gi tr LR vi gi tr
chi bnh phng ph phn vi s bc t do bng s rng
buc.
Kim nh tha bin
y cng l mt ni dung trong kim nh sai dng m
hnh. Kim nh ny cho php ta kim nh xem mt nhm
bin a vo m hnh c ngha thng k hay khng. Ni
cch khc, y l kim nh xem cc h s ca mt nhm
bin a vo m hnh c ng thi bng khng hay khng
quyt nh c nn loi chng ra khi m hnh hay khng.
Cc iu kin p dng kim nh ny cng tng t nh
kim nh b st bin. Gi s lc u ta c m hnh nh
sau:
log(GDPt) = B1 + B2log(M1t) + B3log(RSt) + B4PRt + B5TIME + ut

(2.28)

thc hin kim nh tha bin ta chn View/Coefficient

Tests/Redundant Variables Likelihood Ratio v nhp
cc bin cho rng khng cn thit (v d PR v TIME) vo
hp thoi son tho v c kt qu sau:

quyt nh bc b hay chp nhn H0, nu l

qui tuyn tnh ta so snh gi tr F tnh ton
F ph phn mt mc ngha xc nh. Ngc
hnh hi qui phi tuyn ta so snh gi tr chi
51

m hnh hi
vi gi tr
li, nu m
bnh phng

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

tnh ton vi gi tr chi bnh phng ph phn vi bc t

do bng s rng buc.

Kim nh phn d
Eviews cung cp cc kim nh cc gi thit rt quan
trng lin quan n phn d nh phn d c phn phi
chun, khng c tng quan chui, v phng sai ng
nht.
Kim nh phn phi chun ca phn d
Nh ta s bit bi ging 7 v phn tch hi qui n,
mt gi nh quan trng trong cc m hnh hi qui tuyn
tnh c in l cc hn nhiu ngu nhin trong m hnh
hi qui tng th (v v th phn d - i din ca hn
nhiu ngu nhin trong m hnh hi qui mu) theo phn
phi chun.
Gi thit H0: Phn d ca m hnh hi qui c phn phi
chun
Phng php: Thng k Jarque Bera. Nh trnh by
thng k JB c phn phi Chi bnh phng vi s bc t do
l 2 (2(2)).
Thc hin trn Eviews: T kt qu c lng chn
View/Residual tests/Histogram Normality test, ri so
snh gi tr JB vi gi tr Chi bnh phng vi s bc t
do l 2.
Biu t tng quan - thng k Q
Trong m hnh hi qui tuyn tnh c in c gi nh rng
cc hn nhiu khng c tng quan vi nhau. Ngoi thng
k d Durbin-Watson, ta c th s dng biu t tng
quan v thng k Q kim nh chui phn d ca m
hnh hi qui c tng quan vi nhau khng. Biu t
tng quan c trnh by phn x l d liu chui.
thc hin kim nh phn d c t tng quan hay khng
ta chn View/Residual Tests/Correlogram Q Statistics
Kim nh nhn t Lagrange
y l mt cch kim nh khc vi kim nh Q kim
nh tng quan chui. Kim nh ny s c trnh by
bi ging 13 v la chn dng m hnh. Trn Eviews ta
thc him kim nh ny bng cch chn Views/Residual
Tests/Serial Correlation LM Test

52

JB

Nk
6

2 (K - 3) 2
S

BI GING 2: HNG DN S DNG EVIEWS 6.0

ThS Phng Thanh Bnh

Kim nh White v phng sai thay i

Tng t, m hnh hi qui tuyn tnh c in cng gi
nh cc hn nhiu c phng sai ng nht. xem phng
sai ca nhiu c ng nht hay khng ta c th s dng
cc kim nh Park, kim nh Glejser, kim nh White,
Ni dung cc kim nh ny s c trnh by bi ging
11 v phng sai thay i. Trn Eviews ta thc hin kim
nh White bng cch chn hoc View/Residual Tests/White
Heteroskedasticity (no cross terms) hoc View/Residual
Tests/White Heteroskedasticity (cross terms).

Kim nh s n nh
Kim nh Chow
Mc ch ca kim nh Chow l
xem liu c s thay i v mt
cu trc ca m hnh hi qui
(i vi hi qui chui thi
gian) gia cc giai on khc
nhau (do thay i chnh sch
hoc c sc kinh t) hay khng.
Ni dung ca kim nh ny s
c trnh by bi ging 8 v
phn tch hi qui bi. Ta xt
v d trong Chapter2.6.txt. Sau
khi ta hi qui tit kim theo
thu nhp v thc hin kim nh nh sau View/Stability
Tests/Chow Breakpoint Test v ta nhp mc thi gian vo
hp thoi son tho c kt qu nh sau:

.
Kim nh RESET ca Ramsay
Mc ch ca kim nh ny l xem c b st bin quan
trng trong m hnh hi qui hay khng (nht l khi khng
c s liu v bin b st ). Ni dung ca kim nh ny
s c trnh by bi ging 8 v la chn dng m hnh.
Sau khi c lng, kim nh xem liu m hnh c st
bin hay khng ta chn View/Stability Tests/Ramsay RESET
Test

53