Professional Documents
Culture Documents
MS Excel 2 PDF
MS Excel 2 PDF
EXCEL NG DUNG
TRONG KINH TE
PHAN 2
Tai lieu c bien soan di dang hng dan tng bc phan mem Microsoft
Excel e giai cac bai toan trong kinh te. Tai lieu khong chu trong vao viec anh
gia, giai thch cac y ngha kinh te cua bai toan cung nh cac ly thuyet kinh te co
lien quan. Cac ban oc can tham khao them cac tai lieu ve ly thuyet e nam ro hn
cach dien giai va phan tch y ngha cac ket qua tm c bang cong cu may tnh.
- Phng phap nh lng trong quan ly, Cao Hao Thi, Nguyen Thong, Nha
xuat ban Thong ke, 1998.
- Toan ng dung trong kinh doanh, Cao Hao Thi, Chng trnh Giang day
Kinh te Fulbright, 1999.
- Thong ke ng dung trong kinh doanh, Cao Hao Thi, ai Hoc Bach Khoa
Tp. HCM, 1998.
- Ra quyet nh trong quan ly, Cao Hao Thi, ai Hoc Bach Khoa Tp. HCM,
2001.
Tai lieu c kem theo cac tap so lieu cho phan ly thuyet va bai tap. Ngoai
ra moi bai con co phan minh hoa sinh ong bang phim hy vong se giup ban oc de
tiep can van e hn.
Con nhieu van e cha c e cap en trong tai lieu, se dan c bo sung
trong thi gian sap ti. Moi gop y xin vui long gi en tac gia theo a ch sau:
Tai lieu cho phep moi ngi s dung, sao chep theo qui nh cua Chng
trnh Giang day Kinh te Fulbright.
Tp. HCM, ngay 18 thang 08 nam 2004.
Chng trnh Giang day Kinh te Fulbright Bai 1. Qui trnh lap bai toan tren bang tnh
Nhieu thap ky qua, hang trieu nha quan ly phat hien ra phng cach hieu
qua nhat e phan tch va anh gia cac phng an bang cach xay dng cac mo hnh
bai toan tren bang tnh. Mo hnh tren bang tnh la mot tap cac quan he toan hoc va
luan ly c thiet lap tren may tnh nham giai quyet cac van e trong thc te va ho
tr nha quan ly ra cac quyet nh kinh doanh. S dung mo hnh bang tnh a giup
cho nha quan ly co the phan tch cac phng an kinh doanh trc khi la chon mot
phng an e thc thi.
Phan loai va ac trng cua cac ky thuat mo hnh hoa cac bai toan quan ly:
- Mo hnh gii han: giai quyet cac bai toan ma chung ta biet trc cac gia tr
cua cac bien oc lap x1, x2, , xn hoac gia tr cua cac bien nay nam trong s
kiem soat va biet c moi quan he gia cac bien oc lap va bien phu thuoc
vi nhau. Khi o, ket qua cua bien phu thuoc Y xac nh theo ham f(x1, x2, ,
xn) se thu c mot cach chnh xac.
- Mo hnh d bao: giai quyet cac bai toan chung ta biet trc cac gia tr cua
cac bien oc lap x1, x2, , xn hoac gia tr cua cac bien nay nam trong s kiem
soat va ham f(x1, x2, , xn) cha biet trc. Khi o, ta can phai c lng
- Mo hnh mo ta: trong bai toan nay ta biet trc moi quan he gia cac bien
oc lap x1, x2, , xn va bien phu thuoc Y. Tuy nhien, gia tr cu the cua mot
hoac nhieu bien oc lap ta lai khong biet. Do vay e tnh toan ket qua cua
bien phu thuoc Y, ta can phai mo phong cac gia tr cua cac bien oc lap.
Qua trnh giai quyet bai toan thng theo cac bc sau:
Lap mo hnh
Tm li giai
Th nghiem li giai
Hnh thanh mot cau hay mot menh e ngan gon, ro rang ve cai g can phai
giai quyet. Cac kho khan khi at van e :
Van e at ra tao ra nhng mau thuan trong noi bo c quan va quyen li
cac thanh phan trai ngc nhau.
Van e giai quyet ung cham en moi mat cua c quan nen phai chon
nhng van e nao can giai quyet u tien e no em lai ket qua tong hp
cho c quan.
Nhieu khi at van e theo nh hng cua li giai cuc bo
Khi at van e va tm ra li giai th li giai a lac hau so vi thc te.
Bc 2: Lap mo hnh
Mo hnh la mot s n gian hoa thc te, c thiet ke bao gom cac ac iem
chu yeu ac trng cho s hoat ong cua he thong thc. Mo hnh can phai dien ta
c cac ban chat, cac tnh huong va cac trang thai cua he thong.
Trong phng phap nh lng, ngi ta thng dung cac mo hnh toan hoc.
Trong loai mo hnh nay co cha cac bien so va cac tham so. Bien so co the chia lam
hai loai gom bien so ieu khien c va nhng bien so khong the ieu khien c.
Du mo hnh tot nhng d lieu toi cung cho ra ket qua sai (GIGO Garbage
In Garbage Out)
Bc 4: Tm li giai
Bc 5: Th nghiem li giai
Kho khan
Thieu s ung ho cua cac nha quan ly (do lam mat quyen li cua ho)
Thieu s cam ket ieu chnh cua nhom nghien cu.
Danh sach c cau thanh t cac ban ghi (record) thng la dong trong bang
tnh Excel. Moi ban ghi cha thong tin ve mot ieu g o (v du: mot dong trong so
a ch). Moi ban ghi co nhieu trng (field), moi trng cha cac thong tin cu the:
ten, ngay sinh, a ch, ien thoai,. Trong Excel, cac trng thng c bo tr vao
cac cot va cac ban ghi thng bo tr theo dong (xem hnh 2.1 va hnh 2.2).
Hnh 2.1. Ten cac trng (field) c nhap vao dong au tien cua danh sach
chuot vao hop chia man hnh theo chieu doc va hnh chuot bien thanh mui
ten 2 chieu, gi chuot va keo xuong di dong 1 va tha chuot. Man hnh Excel
a c chia lam hai phan theo chieu doc.
B7. Vao thc n Window Freeze e lam cho dong tieu e luon luon hien th
tren man hnh.
Lu y Giai thch
Ch tao mot danh sach tren mot bang Chc nang quan ly d lieu nh: loc d
tnh (worksheet) lieu (filter) ch co the ap dung moi lan
cho mot danh sach.
Nen cha ra t nhat 1 cot hoac dong ieu nay giup Excel de dang xac nh
trong gia danh sach va cac d lieu khac danh sach khi ap dung cac chc nang
tren worksheet sap xep (sort), loc d lieu (filter) hoac
chen (insert) mot bieu thc tnh toan
dang tong.
Tranh e cac dong hoac cot trong trong e giup Excel de dang chon ung danh
danh sach sach.
Tao nhan cac trng (field) dong au Excel dung nhan e a vao cac bao cao
tien cua danh sach. va dung e tm kiem/ to chc d lieu.
Co gang chia nho cac thong tin ieu nay giup de dang sap xep, loc va
tao bao cao tong hp theo yeu cau.
Moi cot nen cha cung loai thong tin Giup danh sach de theo doi va de hieu
Khong dung trung ten trng Ten trng b trung se gay sai sot trong
nhap lieu va sap xep.
Co hai cach e nhap d lieu (ban ghi) vao danh sach: nhap trc tiep vao cac
dong ben di tieu e va nhap thong qua mau nhap lieu.
Tao mau nhap lieu (s dung worksheet ASEAN trong tap tin bai2-1.xls)
Tm d lieu
Xoa ban ghi (s dung worksheet ASEAN trong tap tin bai2-1.xls)
B1. at o hien hanh vao ni nao o trong danh sach va chon Data Form.
B2. Dung Find Next hoac Find Prev hoac at ieu kien tm bang Criteria e tm
en ban ghi can xoa (xem hnh 2.7).
B3. Nhap nut Delete, hop thoai xuat hien yeu cau ban xac nhan lenh xoa bang
cach nhap nut OK, nhap nut Cancel e huy lenh xoa (Xem hnh 2.8).
B4. Nhap nut Close e ong hop thoai va tr ve worksheet.
Chung ta thng nhap lieu vao cuoi danh sach, do vay d lieu thng khong
theo mot trnh t nao. Chung ta can sap xep lai d lieu nham thuan li trong viec
quan ly d lieu. Excel ho tr sap xep d lieu theo th t tang dan (A Z) hoac
theo th t giam dan (Z A) theo mot hoac nhieu trng can sap xep. (s dung
worksheet ASEAN trong tap tin bai2-1.xls)
Hnh 2.9. Bang d lieu can sap xep theo Ten nc va Ten ch tieu theo th t
tang dan.
Hnh 2.10. Bang d lieu a c sap xep theo Ten nc va Ten ch tieu theo
th t tang dan.
Hnh 2.11. Hop thoai Sort, sap xep u tien 1 la Ten nc sau o mi sap xep
Ten ch tieu
B1. at o hien hanh vao ni nao o trong danh sach va chon thc n Data Sort
B2. Chon Ten nc tai Sort by va chon Ascending e sap xep tang dan.
B3. Chon Ten ch tieu tai Then by va chon Ascending e sap xep tang dan.
B4. Chon Header row do danh sach co dong tieu e.
B5. Nhap nut OK e sap xep.
Sap xep theo dong (s dung worksheet Row_sort trong tap tin bai2-1.xls)
Hnh 2.12. Toc o tang trng GDP hang nam cua Viet Nam
Hnh 2.13. Toc o tang trng GDP hang nam cua Viet Nam sau khi a sap xep
theo th t giam dan
Hnh 2.14. Hop thoai chon la che o sap xep theo cot hoac dong
Hnh 2.15. Hop thoai Sort, chon sap xep dong th 3 theo th t giam dan
B1. at o hien hanh vao ni nao o trong danh sach va chon thc n Data Sort
B2. Nhap nut Option va chon Sort left to right t hop hoi thoai mi xuat hien.
Nhap nut OK e tr ve hop thoai Sort.
B3. Chon Row 3 tai Sort by va chon Descending e sap xep giam dan.
B4. Nhap nut OK e hoan tat viec sap xep.
oi khi chung ta ch can lay ra mot so ban ghi trong mot danh sach, Excel ho
tr chc nang loc d lieu t danh sach theo mot hoac nhieu ieu kien loc va ch cac
ban ghi thoa cac ieu kien th mi c hien th. (s dung worksheet ASEAN trong
tap tin bai2-1.xls)
Hnh 2.16. Danh sach trc khi loc d lieu ve nc Viet Nam
Hnh 2.17. Danh sach sau khi loc d lieu ve nc Viet Nam
B1. at o hien hanh vao ni nao o trong danh sach va chon Data Filter
AutoFilter t thc n
B2. Tai cot ten nc, chon Vietnam t mui ten hng xuong tai .
Danh sach luc nay se ch hien th cac thong tin ve nc Viet Nam.
B3. e hien th lai tat ca d lieu th chon Data Filter Show All hoac chon
(All) t .
B4. Thoat khoi chc nang AutoFilter vao chon Data Filter AutoFilter t
thc n.
Hnh 2.18. Chon 10 dong tai cot 1990 co gia tr ln nhat bang (Top 10)
Hnh 2.19. Ket qua loc dung (Top 10) dang Items tra ve 10 dong co gia tr ln
nhat tai cot nam 1990.
Hnh 2.19. oi Items sang Percent th ket qua ch con 4 dong (v tong so dong trong
danh sach la 47 dong)
B1. at o hien hanh vao ni nao o trong danh sach va chon Data Filter
AutoFilter t thc n (neu cha chon).
B2. Chon (Top 10) t mui ten hng xuong tai .
B3. Chon Top (can tren), chon 10, va chon Items (dong, neu chon Percent th hien
th 10% so dong trong danh sach) nh hnh tren.
B4. Nhap OK e hien th ket qua (xem cac hnh 2.17, 2.18 va 2.19)
S dung (Custom)
Hnh 2.20. Dung (Custom) e loc thong tin ve hai nc Vietnam va Singapore
B1. at o hien hanh vao ni nao o trong danh sach va chon Data Filter
AutoFilter t thc n (neu cha chon).
B2. Chon (Custom) t cot .
B3. Khai bao cac thong tin nh hnh 2.20
B4. Nhap OK e hien th ket qua.
Advanced Filter la chc nang manh me va linh hoat trong viec loc d lieu t
danh sach trong bang tnh. Advanced Filter giup tao cac ieu kien loc phc tap va
xuat ket qua loc en mot ni ch nh trong bang tnh. e s dung Advanced Filter
trc tien ta phai tao vung ieu kien tai mot vung trong nao o trong bang tnh. Ta
sao chep dong tieu e cua danh sach va dan vao ni lam vung ieu kien, sau o at
cac ieu kien ben di cac tieu e nay (Xem hnh 2.21).
Hnh 2.21. Lap vung ieu kien va at cac ieu kien loc cho danh sach
Hnh 2.23. Ket qua loc d lieu cho hien th ngay trong danh sach
B1. Chen danh sach xuong di vai dong, sau o sao chep dong tieu e cua danh
sach len tren va at cac ieu kien nh hnh 2.21.
B2. at o hien hanh vao ni nao o trong danh sach va chon Data Filter
Advanced Filter t thc n.
B3. Khai bao danh sach, vung ieu kien va cac tuy chon nh hnh 2.22.
B4. Nhap OK e hien th ket qua loc.
Dung ket qua cua mot cong thc vao lam ieu kien loc
Hnh 2.24. Advanced Filter co dung cong thc trong ieu kien.
B2. at o hien hanh vao ni nao o trong danh sach va chon Data Filter
Advanced Filter t thc n.
B3. Khai bao danh sach, vung ieu kien va cac tuy chon nh hnh 2.25.
B4. Nhap OK e hien th ket qua loc.
Chc nang Data Validation giup ngi s dung nhap chnh xac d lieu vao
bang tnh. Chc nang nay se kiem tra kieu d lieu, gia tr nhap vao mot o nao o
trong bang tnh va canh bao ngi dung khi nhap sai.
Tao danh sach xo xuong (drop-down list) e ch cho phep ngi dung chon
t danh sach nay. Trong phan nay hng dan tao drop-down list cho cot Ten
nc.
Hnh 2.28. Chon cac ieu kien trong hop thoai Data Validation
B1. Lap danh sach ten cac nc tai mot vung trong nao o trong bang tnh.
B2. Chon ca cot B, chon Data Validation t thc n.
B3. Tai Allow chon List, tai Source chon vung a ch cha danh sach Ten nc
B4. Nhap OK e hoan tat qua trnh tao kiem tra ieu kien cho cot Ten nc
Tng t nh tren, ta co the tao kiem soat nhap lieu cac tat ca cac o trong
bang tnh. Moi cot trong danh sach co the cha cac gia tr khac nhau: dang so, ngay
thang, do vay can la chon tai Allow trong hop thoai Data Validation cho phu
hp vi kieu gia tr can nhap.
3. Loc tat ca cac dong trong danh sach co gia tr cot 1990 nam trong khoang t 20
trieu en 120 trieu va gia tr cot 2000 nam trong khoang t 50 trieu en 150
trieu.
4. Loc tat ca cac dong trong danh sach vi cac ieu kien sau:
Cot Ten nc lay cac dong co ky t bat au la v hoac ky t sau cung la a
Cot 1995 lay cac dong co gia tr ln hn hoac bang 1 trieu
Cot 2000 lay cac dong co gia tr ln hn 10 trieu va nho hn 100 trieu
2. Loc tat ca cac dong trong danh sach cha d lieu ve nc Thailand va co gia tr
cot 1990 nam trong khoang t 10 trieu en 50 trieu.
3. Loc tat ca cac dong ma ten cot Ten ch tieu co oan van ban la female va gia
tr tai cot 2000 tr cho gia tr cot 1990 la ln hn 500.000.
Hnh 3.2. PivotTable tong hp so lieu lay Tong gia tr xuat khau theo qu va nam
Hnh 3.3. Chon nguon d lieu cho PivotTable va chon loai bao cao
Microsoft Excel list or database: Nguon d lieu la mot danh sach trong Excel
External data source: Nguon d lieu ben ngoai Excel, thong thng la cac
c s d lieu cha trong ODBC cua may cuc bo.
Multiple consolidation ranges: Nguon d lieu la nhieu danh sach tai mot
hoac nhieu worksheet trong Excel.
Chon nguon d lieu t mot PivotTable hay mot PivotChart khac
B3. Trong bai nay minh hoa chon nguon d lieu la Microsoft Excel list or
database. Nhap nut Next
B4. Chon vung a ch cha danh sach can tong hp va nhap nut Next
B5. Chon ni cha PivotTable la New worksheet (tao worksheet mi cha ket
qua), sau o nhap nut Finish.
B6. Keo tha cac trng t danh sach PivotTable Field List vao v tr phu hp
Keo tha Thang vao vung Row Fields
Keo tha United States, Canada, Australia, Japan va New Zealand vao
vung Data Items.
Hnh 3.6. Giao dien cua mot PivotTable cha co thong tin
B7. Nhom Month thanh cac qu va nam: chon o Month (A3), vao thc n
Data Group and Outline Group Chon ca ba loai la Months, Quarters
va Years. Nhap OK e chap nhan. (xem hnh 3.7)
Phan trc a minh hoa cac bc tao mot PivotTable. Phan nay se trnh bay
cach hieu chnh bang d lieu tong hp e co c cac thong tin theo yeu cau.
Hnh 3.9. PivotTable: Trung bnh Tong gia tr xuat khau theo qu va nam
B1. Nhap phai chuot len trng United States va chon Field Setting
Hnh 3.10. Hieu chnh cach tnh cho cac trng d lieu
B2. Chon Average t danh sach Summarize by. Nhap OK e chap nhan
B3. Thc hien lai hai bc tren cho cac trng can thay oi cach tnh.
oi khi chung ta khong can hien th tat ca thong tin trong bang bao cao.
PivotTable cung co ho tr chc nang che giau cac thong tin khong can hien th.
B2. Bo chon cac nam khong can hien th (V du: bo chon nam 2003). Nhap nut OK
e chap nhan. (xem hnh 3.13).
B1. Chon mot o trong PivotTable, sau o chon Chart Wizard t thanh cong cu
PivotTable (xem hnh 3.14).
B2. Chon Chart Chart Type. Chon kieu o th nh hnh 3.15 ben di. Sau o
nhap nut OK e chap nhan.
B4. An cac nut lenh cua PivotChart: nhap phai chuot len bat ky nut lenh nao (V du:
Years) va chon Hide PivotChart Field Button.
Chung ta a hoc cach tong hp d lieu e rut ra cac thong tin hu ch bang
PivotTable, trong phan nay trnh bay mot cach nhanh hn va de hn trong viec tong
hp va tom tat d lieu o la chc nang subtotals cua Excel.
Hnh 3.17. Danh sach can tong hp thanh tien theo ngi mua
B1. Sap xep danh sach trc khi dung Subtotals. Sap xep cot Ngi mua
B3. Chon Ngi mua tai At each change in, chon Sum tai Use function va
chon Thanh tien tai Add subtotal to (xem hnh 3.18).
Cac ham d lieu thc hien viec tnh toan cho cac dong thoa ieu kien. Tat ca
ham d lieu s dung cung cu phap:
= Function(database, field, criteria)
Trong o:
Database: la vung a ch cua danh sach hoac c s d lieu
Field: Xac nh cot dung trong ham. Ta tham chiem cac cot bang nhan va at
trong dau ngoac kep . Cung co the tham chieu en cot thong qua so
th t cot cua no trong danh sach.
Criteria: Tham khao en a ch cac o xac nh ieu kien cua ham.
danh sach.
DCOUNTA Tra ve so o khac rong trong cot cua danh sach cha gia tr
thoa ieu kien. Neu bo trong tham so tai field th em tat
ca o cua danh sach.
DGET Tra ve gia tr cua o trong cot thuot danh sach thoa ieu kien.
DMAX Tra ve gia tr ln nhat trong cot cua danh sach thoa ieu kien
DMIN Tra ve gia tr nho nhat trong cot cua danh sach thoa ieu kien
DPRODUCT Nhan cac gia tr trong cot cua danh sach thoa ieu kien
DSTDEV c lng o lech chuan tong the da vao mau cac gia tr
trong cot cua danh sach thoa ieu kien.
DSTDEVP c lng o lech chuan tong the da vao tap hp chnh cac
gia tr trong cot cua danh sach thoa ieu kien.
DSUM Tong cac gia tr trong cot cua danh sach thoa ieu kien
DVAR c lng phng sai tong the da vao mau cac gia tr trong
cot cua danh sach thoa ieu kien.
DVARP c lng phng sai tong the da vao tap hp chnh cac gia
tr trong cot cua danh sach thoa ieu kien.
GETPIVOTDATA Tra ve d lieu cha trong PivotTable
Cac bai tap s dung tap tin bai3-2.xls kem theo. Trong tap tin co s dung
ham WEEKNUM(serial_num,return_type) e tra ve so th t tuan trong nam cua ngay
khai bao trong serial_num. Return_type= 1 : tuan bat au la ngay Chu nhat,
Return_type=2 : tuan bat au la ngay Th hai.
b. em cac o cua cot Gi thoa cac ieu kien: gi lam viec cua cong nhan B,
trong tuan th 20, ke ca cac o trong.
c. Tm so gi lam viec cao nhat cua cong nhan C t ngay 17/05/1996 en ngay
21/05/1996 thuoc tuan th 21.
Trong hoat ong san xuat kinh doanh, cau hoi thng at ra la san xuat hay
ban bao nhieu san pham e can bang gia thu nhap va chi ph, ngha la khi o
doanh nghiep c hoa von. Di ay la tom tat ly thuyet:
So lieu can co
F: nh ph
v: bien ph n v
r: gia ban n v
Bien
Q: san lng
r*Q (F + v*Q) = 0
F
iem hoa von QBE =
r v
e giai bai toan iem hoa von ta can: xac nh cac d lieu, cac bien, ham
muc tieu va cac moi quan he gia cac bien.
Bai toan co cac so lieu tom tat nh sau: nh ph la 5trieu ong, gia ban san
pham la 14.000 ong va chi ph e san xuat mot n v san pham la 6.000 ong.
Xac nh iem hoa von va ve o th.
Bai nay se gii thieu hai cach giai (dung tap tin bai4-1.xls).
F
Cong thc tnh iem hoa von la QBE =
r v
Ta co: F = 5.000.000 VND
r = 14.000 VND
v = 6.000 VND
5.000.000
Thay vao cong thc QBE = = 625 n v san pham.
14.000 6.000
B1. Lap bai toan tren Excel: nhap cac bien, thiet lap ham muc tieu va cac quan he
nh hnh 4.1.
B2. Chon o co a ch B12, sau o chon Tools Goal Seek Khai bao cac thong
so nh hnh 4.2 ben di.
B3. Nhap nut OK e chay Goal Seek. Ket qua can tm se hien th tai o B7 (san
lng) va gia tr cua ham muc tieu li nhuan tai B12 luc nay bang 0.
Lap cong thc cho cac o B16:H20 theo cac quan he trnh bay phan tom
tat ly thuyet va xem phan ghi chu trong hnh 4.3.
B2. Chon vung a ch A15:H20, sau o chon Insert Chart . Chon kieu o th
Scatter nh hnh 4.4. Nhap nut Next qua bc tiep theo.
B3. Chon vung d lieu cho cac o th, sau o nhap nut Next.
B4. Thiet lap cac tuy chon cho o th: ten o th, ten cac truc, ng ke ngang/ doc,
chu thch, Nhap nut Next qua bc tiep theo.
B1. Xac nh bien, ham muc tieu va lap mo hnh tren bang tnh
Tai o A6 va A7 nhap cac gia tr khi ong bat ky cho bien x
Tai o B6 va B7 nhap cac cong thc theo phng trnh e cho e tnh f(x)
B2. Chon o B6, sau o chon Tools Goal Seek va khai bao nh hnh 5.2. Nhap nut
OK e chay Goal Seek.
B3. Sau qua trnh chay Goal Seek th hop thoai thong bao xuat hien. Nhap OK e
chap nhan ket qua hoac nhap Cancel e huy ket qua chay Goal Seek.
Hnh 5.3. Ket qua chay Goal Seek lan th nhat va tm c nghiem x1=1
B4. Phng trnh bac hai co toi a hai nghiem, do vay ta can chay Goal Seek lan
na e tm nghiem th hai x2.
Ghi chu: e tranh lan chay Goal Seek th hai tra ve cung ket qua vi lan chay th
nhat, ta hay cho gia tr khi ong x2 mot con so am rat nho (V du: -10000) roi chay
Goal Seek. Neu ket qua trung vi lan chay au tien th hay cho lai gia tr khi ong
x2 mot con so dng ln (V du: 10000) roi chay lai Goal Seek.
B5. Cho lai gia tr khi ong tai o A7 la -10000, chon o B7 va chon Tools Goal
Seek. Khai bao nh hnh 5.4.
B6. Sau qua trnh chay Goal Seek th hop thoai thong bao xuat hien. Nhap OK e
chap nhan ket qua hoac nhap Cancel e huy ket qua chay Goal Seek.
B1. Xac nh cac bien, cac ham muc tieu va lap mo hnh tren bang tnh
Cac o trong mang A26:C28 nhap cac he so cua cac phng trnh (moi
phng trnh nhap mot dong).
Cac o D26, D27, D28 lan lt cha gia tr khi ong cua cac bien x, y, z
Cac o F26, F27, F28 lan lt cha cac gia tr ve phai cua cac phng
trnh (1), (2) va (3).
Cac o E26, E27, E28 c tnh bang cach nhan cac he so cua phng
trnh vi cac gia tr khi ong cua x, y, z (xem cong thc minh hoa trong
hnh 5.6).
Ghi chu: Cach khac e tnh nhanh Ve trai cua cac phng trnh la dung ket hp
ham Sumproduct (array1, array2) va ham Transpose (array). Cach lam nh sau:
1. Chon 3 o E26 va nhap vao cong thc sau:
=SUMPRODUCT(A26:C26,TRANSPOSE($D$26:$D$28))
2. Sao chep cong thc cho 2 o con lai E27 va E28.
B2. Vao thc n Tools Solver. Neu cha thay chc nang Solver tren thc n
Tools th ta can bosung chc nang nay vao Excel. Cac bc e bo sung chc
nang Solver cho Excel:
1. Vao thc n Tools Add-Ins
Hnh 5.7. Hop thoai Add-Ins cha cac chc nang m rong cua Excel
Sau khi thc hien lenh Tools Solver, hop thoai Solver xuat hien. Ta can
khai bao cac thong so cho Solver nh sau:
Neu bai toan can nhieu rang buoc hn th thc hien lai hai bc tren
e nhap them cac rang buoc khac.
B3. Nhap nut Solve chay tm li giai. Hop thong bao sau se xuat hien:
B4. Chon Keep Solver Solution e lu ket qua tren bang tnh. Chon Restore
Original Values e huy ket qua Solver va tm c va tra cac bien ve tnh
trang ban au. Chon Save Scenario e lu ket qua va tm c thanh mot
tnh huong e co xem lai sau nay. Ngoai ra con co 3 loai bao cao la Answer,
Sensitivity va Limits.
A * X = B
1 2 3 x 25
Nghiem cua he la X = A-1*B
2 1 1 * y = 14
1 4 2 z 10
B1. Xac nh cac bien, cac ham muc tieu va lap mo hnh tren bang tnh
Cac o B75:D77 nhap vao he so cua cac phng trnh (1), (2) va (3)
Cac o F75, F76, F77 la nhan cac nghiem x, y, z
Cac o H75, H76, H77 la cac con so ve phai cua cac phng trnh.
Lu y: Viec tnh toan tren day so lieu (array) co mot so tnh chat sau:
1. Khi nhap, xoa, chnh sa cong thc phai thc hien tren toan bo day, do vay
can chon ca day trc khi thc hien nhap, xoa hay chnh sa.
2. Nhan phm F2 e vao che o chnh sa
3. Nhan to hp phm Ctrl + Shift + Enter khi hoan tat.
e s dung tot Solver ta can nam vng cac yeu cau thong so can phai khai
bao cho Solver:
Set Target Cell: Ni ay ta can nhap vao a ch cua ham muc tieu.
Equal To: Ham muc tieu muon at ti Max, Min hay Value of (bang mot
gia tr mong muon nao o th nhap gia tr vao.)
By Changing Cell: Nhap vao a ch cha cac bien cua bai toan can giai.
Subject to the constraints: Nhap vao cac rang buoc cua bai toan.
Cach lam cua Solver la thay oi gia tr cac bien tai By Changing Cell en
luc nao o lam cho gia tr ham muc tieu tai Set Target Cell at mot gia tr qui nh
tai Equal To (Max, Min hoac Value of) va ong thi phai thoa mam tap cac rang
buoc tai Subject to the constraints.
Thiet lap cac thuoc tnh cho Solver ta nhap chuot vao nut Options, hop thoai
Solver Options xuat hien:
Estimates Chon phng phap cho Solver dung e c lng cac bien:
Tangent: S dung cach xap x tuyen tnh bac nhat.
Quadratic: S dung cach xap x bac bon
Derivatives Chon cach e c lng ham muc tieu va cac rang buoc
Forward: c dung rat pho bien hn, khi o cac gia tr cua rang
buoc bien oi cham.
Central: Dung khi cac gia tr cua rang buoc bien oi nhanh va
c dung khi Solver bao khong the cai tien ket qua thu c.
Search Qui nh giai thuat tm kiem ket qua cho bai toan:
Newton: la phng phap mac nh, no s dung nhieu bo nh hn
va co so lan lap t hn phng phap Conjugate.
Conjugate: Can t bo nh hn phng phap Newton nhng so lan
lap th nhieu hn. Dung phng phap nay cho cac bai toan phc
tap va bo nh th co gii han.
Save Model Chon ni lu mo hnh bai toan. c dung khi can lu nhieu hn
mot mo hnh tren mot worksheet. Mo hnh au tien a c lu
t ong.
Load Model Xac nh vung a ch cua mo hnh bai toan can nap vao
5.4. Ma tran
Kch thc ma tran c xac nh theo so dong vao so cot cua ma tran, ma
tran n x m oc la n dong va m cot.
Hai ma tran ch nhan c vi nhau khi so dong cot cua ma tran ng trc
bang vi so dong cua ma tran ng sau. V du ma tran co kch thc n x p th co the
nhan vi ma tran co kch thc p x m. Di ay la cong thc nhan hai ma tran ac
biet co kch thc 1 x n va n x 1:
b1
b
[a1 a2 L a a ]. 2 = a1b1 + a2b2 + + anbn
M
bn
Cong thc tong quat xac nh gia tr cua phan t cij trong ma tran ket qua:
n
cij = aik bkj (i la so dong; j la so cot)
k =1
Vi i, j, k, m, n Z
Cac ky hieu c1, c2, cn la cac he so cua ham muc tieu. Chung co the bieu th
cho li nhuan (hoac chi ph).
Ky hieu aij la cac he so cua cac phng trnh trong tap rang buoc. Cac
phng trnh co dang bat ang thc hoac ang thc.
Mot tap hp X = (X1, X2, Xn) goi la li giai chap nhan c khi no thoa tat
ca rang buoc.
Mot tap hp X* = (X*1, X*2, X*n) goi la li giai toi u neu gia tr ham muc
tieu tai o tot hn gia tr ham muc tieu tai cac phng an khac.
B2. Chon o D4 va chon Tools Solver, sau o khai bao cac thong so cho Solver
a ch ham muc tieu D4 c a vao Set Target Cell
Chon Max tai Equal To e cho Solver tm li giai cc ai choham muc
tieu, ngha la toi a hoa li nhuan.
B3. Nhap B3:C3 tai By Changing Cells: la vung a ch cac bien quyet nh (tng
trng lng san pham X1 va X2 can phai san xuat).
Nhap nut Add va khai bao tiep cac rang buoc ve can di cho X1 va X2
nh hnh 6.5. Nhap OK sau khi hoan tat.
B5. Nhap nut Solve e chay Solver, sau o hop thoai ket qua xuat hien
Hnh 6.8. Ket qua bai toan toi u mot muc tieu. Li nhuan at $66.100 khi o can
san xuat 122 san pham X2 va 78 san pham X2.
Phan tch bai toan toi u khi cac yeu to au vao thay oi
T ket qua cua tren ta thc hien phan tch tiep theo:
Hnh 6.11. Phan tch ham muc tieu trong trng hp cac yeu to au vao thay oi
Spider Plot
70,000
69,000
68,000
R1
67,000
Cell D4
66,000
R2
65,000
64,000
R3
63,000
62,000
61,000
88% 92% 96% 100% 104% 108% 112%
% of Original
- am bao khong au t qua 25% cua tong so tien vao mot loai trai phieu nao
o. (25%*750.000 = 187.500). Ta co 6 rang buoc sau:
X1 , X2 , X3 , X4 , X5 , X6 187.500
- Phai au t t nhat 50% tien vao cac trai phieu dai han
(50%*750.000=375.000). Cac trai phieu co so nam ao han ln hn hay
bang 10 nam la X1, X2, X4 va X6.
X1 + X2 + X4 + X6 375.000
B2. Chon o ham muc tieu D10, sau o chon Tools Solver. Khai bao cac tham so
nh hop thoai ben di:
B3. Nhap nut Solve e chay Solver. Chon loai bao cao va nhap OK e hoan thanh
giai bai toan.
Phng an tren hnh 6.11 trnh bay li giai toi t cho bai toan au t cua Ch
Pheo. Cac so tien au t vao cac loai trai phieu nh minh hoa trong hnh ben tren.
Trong Excel cach giai bai toan qui hoach nguyen tuyen tnh cung giong nh
cac giai bai toan qui hoach tuyen tnh. Ban ch can them ieu kien nguyen cho cac
bien bat buoc la so nguyen va hieu chnh mot so tuy chon trong Options..
Cach giai bai toan giong nh phan 6.1, tuy nhien them rang buoc sau vao bc 4 e
qui nh X1 va X2 la so nguyen:
Hieu chnh Tolerance trong tuy chon Options cua Solver va nhap Tolerance la 0
(khong sai so).
Sau khi nhan nut Solve, chon loai bao cao va nhap nut OK Ket qua bai toan qui
hoach nguyen nh sau:
Xem cach thiet lap cac thong so, cong thc va cac ham bai toan trong tap tin
Bai7-1.xls kem theo.
Phan tch o nhay: La dang phan tch nham tra li cau hoi ieu g se xay ra
neu nh (what if). Phan tch nay xem xet yeu to au vao nao la quan trong
nhat (yeu to mang tnh chat rui ro) anh hng en ket qua bai toan (li nhuan hoac
chi ph). Trong Excel ho tr phan tch o nhay 1 chieu va hai chieu, ngha la ch
anh gia c toi a 2 yeu to rui ro. Tuy nhien bo sung th vien Sensitivity.xla
them vao Excel se giup chung ta phan tch c o nhay nhieu chieu cho cac bai
toan co dung Solver. Phan tch o nhay khong xet en moi quan he tng quan gia
cac bien.
B1. Nhap cac thong so bai toan va cac o C2:C8 vi cac nhan tng ng.
B2. Lap bang bao cao ngan lu cho d an trong 5 nam. Vi:
- Thu nhap = gia n v * so lng D13=$C$4*$C$5sau o chep cong thc
cho cac o E13:H13.
- Gia tr thanh ly at tai o I15 chnh la tham chieu o C2
- Gia tr thanh ly Nha xng tai o I16 chnh la tham chieu o C7
- Ngan lu vao t nam 1 en nam 6 - thanh ly chnh la tong cua Thu nhap, gia tr
thanh ly at, gia tr thanh ly Nha xng hang nam tng ng.
C17=SUM(C11:C16) sau o chep cong thc cho cac o D17:I17
- Chi ph au t at tai o C21 chnh la tham chieu o C2
- Chi ph au t Nha xng tai o C22 chnh la tham chieu o C6.
- Chi ph van hanh = Chi ph n v * So lng D23=$C$3*$C$5 sau o chep
cong thc cho cac o E23:H23.
- Ngan lu ra t nam 1 en nam 6 thanh ly chnh la tong cua Chi ph au t at,
Nha xng va Chi ph van hang hang nam tng ng. C24=SUM(C20:C23) sau
Gia tr NPV tren la $3275 mc chiet khau 10%. Gia tr nay c phan tch
da tren gia thuyet gia tr cua cac yeu to au vao khong oi suot thi ky hoat ong
cua d an. Do vay, gia tr n le cua NPV thu c t phan tch xac nh la gia tr
khong thc bi v gia tr rieng biet nay se khong bao gi co c.
Cai tien phan tch xac nh tren bang viec kiem tra o nhay cua NPV oi vi
s thay oi cua mot bien au vao Gia n v va phan tch NPV oi vi s thay
oi cua hai bien au vao Gia n v va Chi ph n v bang cong cu phan tch
o nhay mot chieu va hai chieu cua Excel.
Tai ay xet s thay oi cua mot yeu to Gia n v au vao tac ong en
ket qua NPV. Gia n v dao ong t $48 en $53 va moi lan dao ong 1 n v.
B1. Tao vung cha cac gia tr co the co cua Gia n v tai cac o D34:I34, lan
lt nhap cac con so t 48 en 53.
B2. Tai o C35 tham chieu en a ch o can phan tch o NPV: C26
B3. at them cac nhan cho yeu to au vao va nhan cho gia tr can phan tch giup
bai toan c ro rang hn.
B4. anh dau chon ca vung C34:I35
B5. Chon thc n Data Table
B6. Khai bao tai Row input cell a ch cua o cha Gia n v o C4 (nhap
vao Row input cell do cac gia tr cua yeu to au vao Gia n v c bo tr
theo dong).
Hnh 7.3. Ket qua phan tch o nhay mot chieu mot yeu to rui ro.
B1. Tao vung cha cac gia tr co the co cua Gia n v tai cac o D43:I43, lan
lt nhap cac con so t 48 en 53.
B2. Tao vung cha cac gia tr co the co cua Chi ph n v tai cac o C44:C54,
lan lt nhap cac con so t 45 en 55.
B3. Tai o C43 tham chieu en a ch o can phan tch o NPV: C26
B4. at them cac nhan cho cac yeu to au vao va nhan cho gia tr can phan tch
giup bai toan c ro rang hn.
B5. anh dau chon ca vung C43:I54
B6. Chon thc n Data Table
B7. Khai bao tai Row input cell a ch cua o cha Gia n v o C4 (nhap
vao Row input cell do cac gia tr cua yeu to au vao Gia n v c bo tr
theo dong). Khai bao tai Column input cell a ch cua o cha Chi ph n
v o C3 (nhap vao Column input cell do cac gia tr cua yeu to au vao chi
ph n v c bo tr theo cot)
Hnh 7.5. Ket qua phan tch o nhay hai chieu hai yeu to rui ro.
Qua phan tch o nhay, ta thay rang bien dang cua NPV la co bien oi theo
Gia n v va Chi ph n v.
Phan tch tnh huong: Cung la dang phan tch what-if, phan tch tnh
huong tha nhan rang cac bien nhat nh co quan he tng ho vi nhau. Do vay,
mot so t bien so co the thay oi theo mot kieu nhat nh tai cung mot thi iem.
Tap hp cac hoan canh co kha nang ket hp lai e tao ra cac trng hp hay cac
tnh huong khac nhau la:
Ghi chu: Phan tch tnh huong khong tnh ti xac suat cua cac trng hp xay ra
A. Chap thuan d an neu NPV > 0 ngay ca trong trng hp xau nhat
C. Neu NPV oi luc dng, oi luc am, th cac ket qua la khong dt khoat.
Khong may, ay se la trng hp hay gap nhat.
Cac ket qua khao sat ve tnh hnh chi ph nguyen vat lieu va gia san pham
cua d an tren nh sau:
Hnh 7.7. Khai bao cac thong so cho tnh huong Tot nhat
Hnh 7.8. Nhap cac gia tr cho tnh huong Tot nhat
B5. Nhap nut Add e them Tnh huong khac, (nhap nut OK e tr ve bang quan ly
cac tnh huong). Trong bai nay hay nhap nut Add
at ten cho Tnh huong la Trung bnh tai khung Scenario name
Tai khung Changing cells chon a ch hai o cha Chi ph n v va
Gia n v la C3:C4.
B7. Tiep tuc nhap nut Add e tao Trng hp xau nhat. at nhan va chon a ch
cac o can thay oi.
B10. e xem ket qua cua tnh huong nao th chon ten tnh huong trong danh sach
va nhap nut Show. Tng t cho viec tao them, hieu chnh va xoa tnh huong th
nhap tng ng cac nut Add, Edit va Delete.
B11. Tao bao cao tong hp ve cac tnh huong nhap nut Summary
Nhap a ch o ket qua (NPV cua d an) C26 tai khung Result cells
Chon kieu bao cao la Scenario summary hoac Scenario PivotTable
Report.
Hnh 7.14. Tao bang bao cao tong hp ve cac tnh huong
Ham Index
Chung ta co the van dung cac ham tham chieu trong viec phan tch tnh
huong. Cac ham tren tham chieu en mot o hay mot day cac o, hay la gia tr cua
mot o trong mot mang, hay la mot mang cac gia tr t mot mang ln hn. Cu phap
co hai dang:
Dang 1: Ham au tien tra ve tham chieu en mot o hay mot day cac o.
Trong o:
Reference: tham chieu en mot hay nhieu mang so lieu. Neu cac
mang nam khong lien ke nhau th at cac mang trong cap ngoac tron.
Neu mang ch co mot dong hoac mot cot th cac oi so row_num hoac
column_num cho ham la tuy chon (nhap hay bo trong eu c).
Row_num: la so hang trong vung Reference tren can xac nh a
ch tra ve.
Column_num: la so cot trong vung Reference tren can xac nh a
ch tra ve.
Area_num: xac nh so mang trong vung Reference tren s dung
cho tham chieu. Neu bo trong xem nh la ap dung tham chieu cho
mang th 1 trong vung Reference.
V du: Cac mang so lieu va cac cong thc minh hoa ham Index
Dang 2: Ham th hai tra ve gia tr cua mot o hay la day cac o trong mot mang.
Trong o:
Array: mang a ch cac o. Neu mang ch co mot dong hoac mot cot
th cac oi so row_num hoac column_num cho ham la tuy chon (nhap
hay bo trong eu c). Neu mang co nhieu cot hoac nhieu dong ma
ch khai bao mot trong hai oi so row_num hoac column_num th ham
Index se tra ve ca day cua dong hoac cot.
Row_num: chon so hang can lay gia tr tra ve.
Column_num: chon so cot can lay gia tr tra ve.
Mot trong hai oi so Row_num, Column_num phai co trong ham
Mot s m rong t nhien cua phan tch o nhay va phan tch tnh huong
ong thi co tnh ti cac phan phoi xac suat khac nhau va cac mien gia tr
tiem nang khac nhau oi vi cac bien chnh cua d an.
Cho phep co tng quan (cung bien thien) gia cac bien
Tao ra mot phan phoi xac suat cho cac ket qua cua d an (cac ngan lu,
NPV) thay v ch c tnh mot gia tr n le.
Phan phoi xac suat cua cac ket qua d an co the ho tr cac nha ra quyet nh
trong viec lap ra cac la chon, nhng co the co cac van e ve giai thch va s
dung.
Trong suot phan nay trnh bay phng phap phan tch rui ro bang mo phong
tren mot yeu to rui ro la gia san pham theo 4 mo hnh:
Gia trong suot thi ky hoat ong cua d an khong thay oi vi phan phoi chuan:
P (t ) = P (t 1) = P (t 2) = ... = P (t n) = M + e Pt = Ptb + e
V du: Gia thiet ta biet trong qua kh gia san pham tuan theo phan phoi chuan co
trung bnh la 50 va gia thap nhat la 44 va cao nhat la 56.
Hnh 7.18. Lap bai toan tren bang theo mo hnh 1 a tnh ra Thu nhap
B2. Bien gia san pham la bien rui ro can phan tch, vi cac thong tin sau:
Gia tr ln nhat la: 56
Gia tr thap nhat la : 44
Gia tr trung bnh la: 50
B3. Khai bao cac bien gia thuyet (gia san pham thc chat la gia tr cua e thay oi)
va bien ket qua (ket qua can phan tch rui ro - NPV) cho phan mem mo phong
Crystal Ball.
Chon o D10, sau o chon thc n Cell Define Assumption
Tai Mean (gia tr trung bnh) nhap vao 0 va tai Std Dev (o lech chuan)
nhap vao 2. Nhap nut OK sau khi hoan tat.
Chon o C27 va chon thc n Cell Define Forecast
Nhap vao NPV tai Forecast Name va nhap ky hieu n v tnh cho NPV la
$ tai Units. Nhap nut OK sau khi hoan tat.
B5. Chay mo phong, vao thc n Run Run va ch ket qua chay. Nhap OK sau
khi hoan tat chay mo phong.
Forecast: NPV
1,000 Trials Frequency Chart 996 Displayed
.026 26
.020 19.5
.013 13
.007 6.5
Mean = 3,337
.000 0
-16,938 -7,193 2,552 12,297 22,042
Certaintyis 68.40%from0 to +Infinity$
Hnh 7.24b. Bieu o tan suat cua NPV co the hien % NPV dng am
Forecast: NPV
1,000 Trials Cumulative Chart 996 Displayed
1.000 1000
.750 750
.500 500
.250 250
Mean = 3,337
.000 0
-16,938 -7,193 2,552 12,297 22,042
Certaintyis 31.60%from-Infinityto0 $
Gia oc lap oi vi thi ky hoat ong cua d an vi gia hang nam co phan
phoi chuan.
Pt = Ptb + et
V du: Gia thiet gia san pham cua moi nam cua d an se co cung phan phoi chuan
(50, 2), nhng gia cua nam nay se oc lap vi gia cua nam khac.
Hnh 7.25. Lap bai toan tren bang theo mo hnh 2 a tnh ra Thu nhap
B2. Gia san pham cua cac nam thay oi oc lap theo phan phoi chuan (50, 2)
B3. Khai bao cac bien gia thuyet (gia san pham thc chat la gia tr cua e thay oi)
va bien ket qua (ket qua can phan tch rui ro - NPV).
Tai Mean (gia tr trung bnh) nhap vao 0 va tai Std Dev (o lech chuan)
nhap vao 2. Nhap nut OK sau khi hoan tat.
Lam tng t cho cac o E10, F10, G10, H10 vi cac phan phoi va ten tng
ng la e2(0, 2), e3(0,2), e4(0,2) va e5(0,2). Cach nh ngha nhanh cac bien
gia thuyet giong nhau la nh ngha bien au tien D10, sau o chon D10 roi
vao thc n Cell Copy Data, sau o chon vung a ch cac o E10:H10
va vao thc n Cell Paste Date.
Forecast: NPV
1,000 Trials Frequency Chart 987 Displayed
.027 27
.020 20.25
.014 13.5
.007 6.75
Mean = 3,129
.000 0
-5,310 -1,086 3,138 7,362 11,586
Certaintyis 82.70%from0 to +Infinity$
Hnh 7.29b. Bieu o tan suat cua NPV co the hien % NPV dng am
Forecast: NPV
1,000 Trials Cumulative Chart 987 Displayed
1.000 1000
.750 750
.500 500
.250 250
Mean = 3,129
.000 0
-5,310 -1,086 3,138 7,362 11,586
Certaintyis 17.30%from-Infinityto0 $
Gia thay oi hang nam tuan theo phan phoi chuan va gia cua nam sau se
bang gia cua nam trc o cong them dao ong ngau nhien.
Pt = P(t-1) + et
V du: Gia thiet gia san pham thay oi hang nam, gia nam sau bang gia nam trc
cong dao ong ngau nhien. Dao ong ngau nhien tuan theo phan phoi chuan co
trung bnh la 0 va o lech chuan la 2 e(0, 2).
B1. Lap mo hnh bai toan tren bang tnh (xem hnh 7.30 ben di)
B2. Gia nam t bang gia nam (t-1) cong dao ong ngau nhien cua nam t
Lu y: Mo hnh bai toan hnh 7.30, s thay oi cua gia a c tnh trc tiep
ra thu nhap khong qua bc trung gian.
Hnh 7.30. Lap bai toan tren bang theo mo hnh 3 a tnh ra Thu nhap
B3. Khai bao cac bien gia thuyet (gia san pham thc chat la gia tr cua e thay oi)
va bien ket qua (ket qua can phan tch rui ro - NPV).
Tai Mean (gia tr trung bnh) nhap vao 0 va tai Std Dev (o lech chuan)
nhap vao 2. Nhap nut OK sau khi hoan tat.
Lam tng t cho cac o E10, F10, G10, H10 vi cac phan phoi va ten tng
ng la e2(0, 2), e3(0,2), e4(0,2) va e5(0,2). Cach nh ngha nhanh cac bien
gia thuyet giong nhau la nh ngha bien au tien D10, sau o chon D10 roi
vao thc n Cell Copy Data, sau o chon vung a ch cac o E10:H10
Nhap vao NPV tai Forecast Name va nhap ky hieu n v tnh cho NPV la
$ tai Units. Nhap nut OK sau khi hoan tat.
B4. Khai bao so lan th la 1000 lan trong Run Run Reference
B5. Chay mo phong Run Run. Nhap OK sau khi chay xong.
Forecast: NPV
1,000 Trials Frequency Chart 995 Displayed
.031 31
.023 23.25
.016 15.5
.008 7.75
Mean = 3,196
.000 0
-22,317 -8,496 5,326 19,148 32,969
Certaintyis 62.60%from0 to +Infinity$
Hnh 7.31b. Bieu o tan suat cua NPV co the hien % NPV dng am
Forecast: NPV
1,000 Trials Cumulative Chart 995 Displayed
1.000 1000
.750 750
.500 500
.250 250
Mean = 3,196
.000 0
-22,317 -8,496 5,326 19,148 32,969
Certaintyis 37.40%from-Infinityto0 $
Gia cua nam nay cao th gia nam tiep theo se cao, va ngc lai. Ngha la gia
cua nam nay c quan he vi gia nam ke tiep. Trong mo hnh nay gia thiet la
gia cua san lng ch tuy thuoc vao gia cua nam trc.
Pt = 1Pt-1 + (1 - 1)Ptb + et
Phi cang cao th chng to co s tng quan manh cua gia gia cac nam (V
du: 0.9)
Tng quan yeu cua gia gia cac nam th co the cho Phi la 0.4
V du: Gia nam 0 co gia tr trung bnh la 50, gia gia cac nam dao ong va tng
quan vi nhau theo he so = 0.8. Dao ong ngau nhien cua gia tuan theo phan
phoi chuan co trung bnh la 0 va o lech chuan la 2 e(0, 2).
B1. Lap mo hnh bai toan tren bang tnh (xem hnh 7.32 ben di)
B2. Tnh gia cua cac nam tai cac o D11 : H11 (xem hnh 7.32 ben di)
B3. Khai bao cac bien gia thuyet (gia san pham thc chat la gia tr cua e thay oi)
va bien ket qua (ket qua can phan tch rui ro - NPV).
Tai Mean (gia tr trung bnh) nhap vao 0 va tai Std Dev (o lech chuan)
nhap vao 2. Nhap nut OK sau khi hoan tat.
Lam tng t cho cac o E10, F10, G10, H10 vi cac phan phoi va ten tng
ng la e2(0, 2), e3(0,2), e4(0,2) va e5(0,2). Cach nh ngha nhanh cac bien
gia thuyet giong nhau la nh ngha bien au tien D10, sau o chon D10 roi
vao thc n Cell Copy Data, sau o chon vung a ch cac o E10:H10
va vao thc n Cell Paste Date.
Nhap vao NPV tai Forecast Name va nhap ky hieu n v tnh cho NPV la
$ tai Units. Nhap nut OK sau khi hoan tat.
B4. Khai bao so lan th la 1000 lan trong Run Run Reference
B5. Chay mo phong Run Run. Nhap OK sau khi chay xong.
Forecast: NPV
1,000 Trials Frequency Chart 989 Displayed
.028 28
.021 21
.014 14
.007 7
Mean = 3,200
.000 0
-17,341 -7,147 3,047 13,240 23,434
Certaintyis 65.00%from0 to +Infinity$
Hnh 7.33b. Bieu o tan suat cua NPV co the hien % NPV dng am
Forecast: NPV
1,000 Trials Cumulative Chart 989 Displayed
1.000 1000
.750 750
.500 500
.250 250
Mean = 3,200
.000 0
-17,341 -7,147 3,047 13,240 23,434
Certaintyis 65.00%from0 to +Infinity$
8.1. Thong ke
Mau (Sample): Mau la tap hp con cua tap hp chnh. Mau gom mot so hu
han n phan t. So n c goi la c mau.
Tan so (Frequency): Goi xi la cac gia tr quan sat c cua bien ngau nhien
X (i = 1, 2, l). So lan xuat hien cua gia tr xi trong khoi d lieu c goi la tan so
l
cua xi va c ky hieu la fi. Ta co fi = n
i =1
vi n la c mau
Tan so tch luy (Cumulative Frequency): Tan so tch luy cua mot gia tr xi la
tong so tan so cua gia tr nay vi tan so cua cac gia tr nho hn xi.
Cac so phan tan (Measure of Dispersion): So phan tan dung e the hien s
khac biet gia cac so trong khoi D lieu oi vi so nh tam: Khoang (Range), o
lech chuan (Standard deviation) va phng sai (variance).
x i
x = i =1
n
So trung v (Median) MEDIAN(number1, So trung v cua khoi D lieu la so ma
number2,...) phan na gia tr quan sat c cua khoi
D lieu nho hn no va phan na gia tr
quan sat a ln hn no.
So yeu v (Mode) MODE(number1, So yeu v cua khoi D lieu la so co tan
number2,...) so ln nhat.
Phng sai mau VAR(number1, Phng sai la so trung bnh so hoc cua
(Sample variance) number2,...) bnh phng cac o lech gia cac lng
n
(x i x ) 2 bien va so trung bnh so hoc cua cac
S= i =1 lng bien o.
n 1
Phng sai tap hp VARP(number1, Phng sai la so trung bnh so hoc cua
chnh (Population number2,...) bnh phng cac o lech gia cac lng
variance) bien va so trung bnh so hoc cua cac
lng bien o.
N
(x i )2
= i =1
N
o lech tuyet oi AVEDEV(number1, La so trung bnh so hoc cua cac sai lech
trung bnh number2,...) tuyet oi gia cac lng bien va so
n
trung bnh so hoc cua cac lng bien o
(x
i =1
i x)
d=
n
Tong bnh phng DEVSQ(number1, Tra le tong bnh phng cac sai lech
cac sai lech number2,...) gia cac lng bien va so trung bnh so
DEVSQ= ( xi x ) hoc cua cac lng bien o
2
o lech chuan mau STDEV(number1, o lech chuan la can bac 2 cua phng
(Sample Standard number2,...) sai.
Deviation)
S= 1
n 1
( x i x) 2
o lech chuan tap STDEVP(number1, o lech chuan la can bac 2 cua phng
hp chnh (Population number2,...) sai.
Standard Deviation)
1
= 2 = (x )
2
i
N
Hang so (Range) Range = XMax XMin La sai biet gia lng bien ln nhat va
lng bien nho nhat cua day so.
Gia tr nho nhat MIN(number1, Gia tr nho nhat cua lng bien
(Min) number2,...)
Gia tr ln nhat MAX(number1, Gia tr ln nhat cua lng bien
(Max) number2,...)
So t phan (Quartile) QUARTILE(array, Trong 1 khoi d lieu xep th t ln dan,
Q2 la so trung v quart) cac so t phan la cac so Q1, Q2, Q3 chia
Hang so t phan Quart = 0..4 khoi d lieu lan lt thanh 4 phan co
R = Q 3 - Q1 Quart = 0 So Min tan so bang nhau.
Quart = 1 Phan v th nhat
o lech t phan Quart = 2 So trung v
Q = (Q3-Q1)/2 Quart = 3 phan v th ba
Quart = 4 So Max
Xep hang theo phan PERCENTRANK Tra ve hang cua mot gia tr trong tap d
tram (Percentrank) (array, x,significance) lieu theo phan tram trong tap d lieu.
Array: tap so lieu
X: gia tr can biet hang
Significance: so le can thiet
V du: Xet tap so lieu Bai8-1.xls, lap bang cac thong so thong ke mo ta cho bien
Age cua cac quan sat thu thap c.
B4. Nhap nut OK sau khi hoan tat khai bao cac thong so.
AGE
Mean 27.61881188
Standard Error 0.643512917
Median 24
Mode 19
Standard Deviation 9.146036989
Sample Variance 83.64999261
Kurtosis -0.546178807
Skewness 0.847086069
Range 33
Minimum 18
Maximum 51
Sum 5579
Count 202
Confidence Level(95.0%) 1.268900994
Hnh 8.3. Cac thong so thong ke mo ta cua bien Age
V du: Xet tap so lieu Bai8-1.xls, tao bang tan suat va ve bieu o tan suat cho bien
Age cua cac quan sat thu thap c theo cac khoang tuoi: tuoi 20, 20< tuoi
30, 30 < tuoi 40, 40 < tuoi.
B1. Lap bang cac khoang tuoi tai ni trong tren bang tnh G1:G4
V du: Xet tap so lieu Bai8-1.xls, xep th t va tnh phan tram theo nhom cua bien
Age trong tap quan sat thu c.
Hnh 8.8. Mot phan cua bao cao Rank and Percentile
Bien ngau nhien: Bien ngau nhien la nhng bien ma gia tr cua no c xac nh
mot cach ngau nhien. Bien ngau nhien c chia lam hai loai bien ngau nhien ri
rac (Discrete Random Variable) va bien ngau nhien lien tuc (Continuous Random
Variable).
Phan phoi xac suat: phan phoi xac suat ri rac va phan phoi xac suat lien tuc
Phan phoi xac suat nh thc (Binomial Probability Distubutions)
Phan phoi Poisson (Poisson Distributions)
Phan phoi hnh hoc (Geometric Distributions)
Phan phoi sieu boi (Hypergeometric Distributions)
Phan phoi chuan (Normal Distributions)
Phan phoi chuan chuan hoa (Standard Normal Distribution)
Giai thch cac tuy chon trong hop thoai Random Number Generation:
V du: Phat 100 so ngau nhien cho mot bien X tuan theo phan phoi chuan vi trung
bnh la 50 va o lech chuan la 4.
B1. Chon Tools Data Analysis
B2. Chon Random Number Generation va nhap OK
Tai Number of Variables nhap vao so 1 ch can tao mot bien X
Tai Number of Random Numbers nhap vao 100 phat 100 so ngau
nhien.
Tai Distribution chon Normal (phan phoi chuan)
Tai Parameters, nhap so 50 vao hop Mean (gia tr trung bnh) va nhap so 4
vao hop Standard deviation (o lech chuan).
Random seed co the nhap so hat giong nao o hay bo trong.
Chon New worksheet Ply va at ten la RNGen.
B3. Nhap OK sau khi khai bao cac thong so. Excel se tao ra worksheet mi la
RNGen e cha bang ket qua.
Hnh 8.9. Mot phan bang so ngau nhien theo phan phoi chuan (50, 4)
CHIDIST(x, degrees_freedom) Tra ve xac suat mot pha cua phan phoi chi-squared.
X: la gia tr dung e anh gia phan phoi Phan phoi chi-quared gan vi kiem nh chi-quared
degrees_freedom: la so o t do dung e so sanh gia tr quan sat vi gia tr ky vong.
CHIDIST tnh P(X>x) vi X la bien ngau
nhien.
CHIINV(probability, Tra ve nghch ao cua xac suat mot pha cua phan phoi
degrees_freedom) chi-quared. Dung e so sanh ket qua quan sat vi ket
Probability: xac suat mot pha cua phan qua ky vong e quyet nh chap nhan hay bac bo gia
phoi chi-quared thuyet H0.
degrees_freedom: o t do
CRITBINOM(trials, probability_s, Tra ve gia tr nho nhat ma tai o phan phoi nh phan
alpha) tch luy la ln hn hay bang gia tr ieu kien. Thng
Trials: So lan th Bernoulli dung trong am bao chat lng. Dung ham CritBiNom
Probability_s: xac suat thanh cong cua e xac nh lng san pham co khuyet tat ln nhat cho
mot lan th phep trong mot lo hang.
Alpha: gia tr ieu kien
EXPONDIST(x, lambda, Tra ve xac suat cua phan phoi xac suat mu.
cumulative)
x: gia tr cua ham mu
lamda: thong so lamda
cumulative: la True tra ve ham phan
phoi tch luy, la False tra ve ham mat o
xac suat.
FDIST(x, degrees_freedom1, Tra ve xac suat phan phoi xac suat F. Dung e xac
degrees_freedom2) nh xem co s bien ong khac biet gia 2 tap so lieu
X: la gia tr e c lng ham hay khong. V du: anh gia s bien ong khac nhau
degrees_freedom1: bac t do cua t so gia iem thi cua nam va n vao mot trng hoc.
degrees_freedom2: bac t do cua mau so
GAMMADIST(x, alpha, beta, Tra ve xac suat cua phan phoi Gamma.
cumulative)
X: la gia tr e anh gia phan phoi
Alpha: thong so cua phan phoi
Beta: thong so cua phan phoi, Beta=1 th
ham GammaDist tra ve xac suat cua
phan phoi Gamma chuan.
FISHER(x) Chuyen oi Fisher cho mot gia tr. Dung ham nay e
X: la gia tr muon chuyen oi kiem nh gia thuyet oi vi he so tng quan
V du: =FISHER(0.75) la 0.972955075
FISHERINV(y) Nghch ao cua chuyen oi Fisher.
Y la gia tr muon chuyen oi V du: =FISHERINV(0.972955) 0.75
LOGNORMDIST(x, mean, Tra ve xac suat cua tch luy cua phan phoi chuan log
standard_dev)
X: la gia tr can tnh xac suat
Mean: la trung bnh cua ln(x)
Standard_dev: o lech chuan cua ln(x)
LOGINV(probability, mean, Tnh x khi biet xac suat oi vi phan phoi chuan log
standard_dev)
Probability: xac suat xuat hien cua x
Mean: Trung bnh cua ln(x)
Standard_dev: o lech chuan ln(x)
NORMDIST(x, mean, Tra ve xac suat xuat hien cua x trong phan phoi chuan
standard_dev, cumulative)
X: gia tr can tnh xac suat
Mean: trung bnh
Standard_dev: o lech chuan
Cumulative: True tnh xac suat tch luy
cua x; va False tnh mat o xac xuat tai
iem x
NORMINV(probability, mean, Tnh x khi biet xac suat xuat hien trong phan phoi
standard_dev) chuan
Probability: xac suat xuat hien cua x
Mean: trung bnh
Standard_dev: o lech chuan
NORMSDIST(z) Tm xac suat tch luy cua z trong phan phoi chuan
Z: la gia tr can tnh xac suat chuan hoa co trung bnh la 0 va o lech chuan la 1.
V du: =NORMSDIST(1.333333) la 0.908789
Tm xac suat e z 1.333333
NORMSINV(probability) Tm gia tr z khi biet xac suat xuat hien
Probability: xac suat cua gia tr V du: =NORMSINV(0.908789) la 1.333333
POISSON(x, mean, cumulative) Tra ve xac suat cua phan phoi Poisson
X: gia tr can tnh xac suat
Mean: gia tr ky vong
Cumulative: True tnh xac suat tch luy;
PROB(x_range, prob_range, Tra ve xac suat xuat hien cua nhom cac bien co
lower_limit, upper_limit) (x_range) nam gia hai gii han. Neu gii han
X_range: la nhom cac gia tr tren bo trong th xem nh nhom cac bien co la
Prob_range: la xac suat xuat hien tng ng
bang vi can di.
vi cac gia tr thuoc x-range.
Lower_limit: can di
Upper_limit: can tren
TDIST(x, degrees_freedom, tails) Tra ve xac suat cua phan phoi Student.
X: la gia tr can tnh
Degrees_freedom: bac t do
Tails: so au. Tails=1 th tra ve phan
phoi mot au, Tails=2 th tra ve phan
phoi hai au.
Alpha: he so alpha
Beta: he so beta
Cumulative: True th tra ve ham phan
phoi tch luy; False th tra ve ham mat o
xac suat.
Khi alpha=1 th WeiBull tr thanh phan
phoi xac suat mu
FORECAST(x, known_y's, Tnh, c lng gia tr tng lai can c vao gia tr hien
known_x's) tai.
x: la gia tr dung e d bao
Known_ys: tap so lieu phu thuoc
Known_xs: tap so lieu oc lap
He so tng quan
V du: Xet tap so lieu Bai8-1.xls, lap bang he so tng quan (Correlation) cho cac
bien AGE, SEX, WEIGHT va HEIGHT.
Giong nh trng hp Correlation nhng no khong gii han trong [-1, 1].
V du: Xet tap so lieu Bai8-1.xls, lap bang ong phng sai (Covariance) cho cac
V du: Tm phng trnh hoi qui bac nhat n gian ve moi quan he gia chieu cao
(Height) va trong lng (Weight).
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.19631
R Square 0.03854
Adjusted R Square 0.03373
Standard Error 16.94777
Observations 202
ANOVA
Significance
df SS MS F F
Regression 1 2302.5109 2302.5109 8.0163 0.0051
Residual 200 57445.4099 287.2270
Total 201 59747.9208
Weight - Height
120
100
y = 0.2246x + 21.434
80 R2 = 0.0385
60
Weight
40
20
0
-50 0 50 100 150 200 250
-20
Height
Phu Luc
at ten vung
B4. Nhap OK e hoan tat. Ke t luc nay khi tnh toan ta co the goi ten vung ch
khong can phai chon lai vung nay.
Nhap ky t ac biet: nhan phm F2 e vao che o chnh sa, nhap Num Lock tren ban
phm e bat cac phm so.
Phm Giai thch
ALT+0162 Nhap ky t
ALT+0163 Nhap ky t
ALT+0165 Nhap ky t
ALT+0128 Nhap ky t
Hieu chnh:
Phm Giai thch
F2 Vao che o hieu chnh
ALT+ENTER Xuong dong trong o
BACKSPACE Xoa o hoac xoa ky t ng trc khi ang che o hieu
chnh
DELETE Xoa ky t ben phai sau v tr dau nhac hoac xoa vung ang
chon.
CTRL+DELETE Xoa dong van ban
F7 Hien th hop kiem tra loi chnh ta
SHIFT+F2 Hieu chnh ghi chu cho o
ENTER Hoan thanh nhap lieu cho o va nhay en o ben di
CTRL+Z Huy lenh va thc hien
ESC Huy noi dung anh nhap
CTRL+SHIFT+Z Huy/ phuc hoi lenh cua AutoCorrect va thc hien
nh dang d lieu:
Phm Giai thch
ALT+' Goi hop Style
CTRL+1 Goi hop Format Cells
CTRL+SHIFT+~ Dung nh dang so tong quat
CTRL+SHIFT+$ Dung nh dang tien vi 2 so thap phan, so am trong ngoac
CTRL+SHIFT+% Dung nh dang % khong so le