BÀI TẬP VỀ NHÀ BUỔI 1

YÊU CẦU: Viết mô hình hồi quy mẫu và tính R2, RSS, Fqs của các
bài sau:
Bài 1:
Dependenent Variable: LOG(EX)
Method: Least Squares
Sample: 2010Q1 2015Q4
included observations: 24
Variable coefficient std. error t-statistic Prob.
LOG (ER) 4,989383   6,433678  
LOG(PEX)   0,623784 4,020709  
C   4,462033 -2,980662  
R-squared   Mean dependent var 13,16039
adjusted R-squared 0,639149 S.D. dependent var 0.505013
S.E. of regression   Prob ( F-statistic)  
Sum squared resid   F- statistic  
    Durbin-Watson stat 2,050855

Bài 2:

Dependenent Variable: Q
Method: Least Squares
Sample: 2008Q1 2011Q3
included observations: 15
Variable coefficient std. error t-statistic Prob.
C   0.050087 60.50902 0.0000
P   0.059121 13.67396 0.0000
ER 0.202537 0.047228   0.0011
R-squared   Mean dependent var   111.915
adjusted R-squared S.D. dependent var   1.933531
S.E. of regression   Prob ( F-statistic)   0.00000
Sum squared resid F- statistic 13989.75
log likelihood   Durbin-Watson stat   0.596165
 Bài 3:
Dependent Variable: LOG(LN)
Method: Least Squares
Sample(adjusted): 1994:1 2010:4
Included observations: 68
Variable coefficient std. error t-statistic Prob.
LOG (Q) 0.006375 138,4175
C   0.072036 14.89929
D -0.402875 -2.744759 
D* LOG(Q) 0.036478 2.760059
R-squared   Mean dependent var 10.96015 
S.E. of regression   S.D. dependent var  0.767558 
Sum squared resid 0.097405 Durbin-Watson stat 1.836494 

Bài 4:
Dependent Variable: LOG(I)
Method: Least Squares
Sample (adjusted): 1988 2006
Included observations:
Variable coefficient std. error t-statistic Prob.
LOG(X2)  1.221643 43.861781
X3 -0.012295  -3.930607
C 0.376611 -10.17905 
R-squared   Mean dependent var 11.05015 
adjusted R-squared S.D. dependent var 1.541890 
S.E. of regression 0.090320  F-statistic  
log likelihood   Durbin-Watson stat 1.256376