TRNG I HC NHA TRANG KHOA KINH T

B MN KINH T C S

PHN TCH D LIU NGHIN CU VI PHN

MM EVIEWS 5.1

Nha Trang, thng 03 nm 2009

TRNG I HC NHA TRANG KHOA KINH T

B MN KINH T C S

Th.S. PHM THNH THI

PHN TCH D LIU NGHIN CU VI PHN

MM EVIEWS 5.1

Nha Trang, thng 03 nm 2009

1

Gii thiu

C rt nhiu phn mm x l d liu cho mn hc Kinh t lng. Cc

phn mm thng c s dng c cc tn gi nh l STATA, SPSS, EXCEL,

MINITAB, v Eviews. . . Cc phn mm ny u c im chung l gip chng ta

x l d liu mt cch nhanh chng. Tuy nhin, mi phn mm li c nhng c

im ring. STATA c th tt cho cc d liu t cc cuc iu tra ln, SPSS c

u im x l d liu m t tt di dng bng biu, EXCEL th c khp mi

my tnh PC thng thng m khng cn phi ci t g thm... Ring mn hc

kinh t lng, chng ta s ch yu s dng phn mm Evews vi phin bn 5.1.

u im chnh ca EViews l c th cho chng ta kt qu nhanh chng v hm

kinh t lng cho cc d liu cho (Cross-Section data), d liu chui thi gian

(Time series data) v d liu bng (Panel data). Ngoi ra, phn mm ny li c

chy trong mi trng Window nn rt t khi cn nh cc lnh c th.

2

Chng 1: LM VIC VI EVIEWS 5.1 1.1. Khi ng Eviews.

Biu tng ca EViews trn mn hnh Windows trng nh th ny:

Nhn p vo biu tng EViews v EViews bt u hot ng. Hy ghi

nhn menu chnh, ca s lnh, ca s chnh, v dng tnh trng (status line).

Menu chnh bao gm nhng la chn sau:

File Edit Objects View Procs Quick Options Window Help

Hy nhp vo mi mt trong nhng la chn ny v kim tra cc menu

ph xut hin pha di. Cc bn c th mun tm hiu mt s chi tit v cc

ch trong Help. Phng tin Help ca Eviews rt tuyt vi.

Di menu chnh ny l mt ca s, ngi ta gi l ca s lnh. Ca s

ny dng vit cc cu lnh v thc hin mt s cng vic khc.

Khi cc bn m EViews ln u tin, ca s chnh cn trng v cc bn

cn cha xc nh tp tin lm vic no (workfile) s dng.

1.2. M tp tin lm vic (Workfile) lu gi t trc.

3

Nhp File/Open/Workfile; mt mn hnh m ra, trn lit k cc tp tin

trong th mc mc nh (default folder). Nu th mc mc nh khng phi l

th mc m anh ch mong mun, th cc bn c th tm trong cc th mc cho ti

khi tm ra th mc m cc bn mun dng.

ch ra cc workfile trn EViews, dng "Files of type" cn xc nh

Workfile (*.wf1).

V cc bn d nh s dng th mc ny thng xuyn, nn cc bn nn

nhp chut nh du vo vung (Update default directory) gip cp nht

th mc mc nh gc tri-pha di ca s Open nh trn y. Ln sau, khi

cc bn khi ng EViews, chui File/Open/Workfile s t ng ch ti th

mc ny.

M workfile c tn bai15.wf1 bng cch nhp p vo n. Cch khc, cc

bn c th bi en n bng cch nhp n, sau nhp Open.

Vi workfile ang m , mn hnh ca cc bn c dng:

4

Thanh trn cng trn menu ca Workfile ch ton b ng dn i vi

Workfile ny; thanh tnh trng di y ca mn hnh cng ch ng dn ny,

v n ch workfile ang s dng : WF = bai15.

Menu ca workfile cha cc nt bm, bao gm:

View Procs Objects Label +/- Show Fetch Store Delete Genr Sample

Cc phm bm vi +/- l cc phm chuyn i thc hin cc chc nng bt

v tt.

Thng tin v workfile ny xut hin di thanh menu:

Range Display Filter: *

Sample

Cui cng, pha trong ca s ca workfile, chng ta thy tt c cc i

tng ang c mt trong workfile ny: cc chui (cc bin), cc nhm chui,

vector h s, vector phn d, v bt c phng trnh, th hay bng no

c t tn.

Mun ng file bai15.wf1 hy nhp vo du X gc phi pha trn ca

workfile ny.

By gi hy nhp File. Ghi nh rng cc workfile mi m gn nht s

hin ra pha di cng ca menu tri ra pha di. Nu cc bn mun m li

mt trong s , ch vic nhp vo tn ca n.

5

1.3. To mt file lm vic mi (Workfile) v nhp d liu nghin cu.

1.3.1. To file lm vic mi (New Workfile).

Sau khi khi ng Eviews cc bn c th to ra mt file lm vic mi

bng cch nhp chut vo nt File trn menu chnh, chn New/Workfile, khi

mn hnh s nh sau:

6

Nhp chut vo Workfile, mn hnh s xut hin ca s Workfile Create

nh sau:

Nhp chut vo mi tn khung Workfile structure type ta thy c 3

loi cu trc file lm vic, l:

- Date - regular frequency: Cu trc file lm vic vi d liu theo thi gian.

- Unstructure / Undated: Cu trc file lm vic vi d liu cho.

- Balanced Panel: Cu trc file lm vic vi d liu dng bng.

Nu d liu ca mu nghin cu l d liu theo thi gian th chn Date

regular frequency. Tip theo, bn nhp chut vo mi tn khung Date

specification, khi mn hnh s nh sau:

Nhn vo frequency ta chn loi d liu. Nu l d liu tng nm ta chn

Annual; nu l d liu na nm, chn Semi-annual; nu l d liu tng qu,

chn Quarterly; nu l d liu tng thng, chn Monthly, nu l d liu tun,

7

chn Weekly,Khi chn loi d liu thch hp, trong khung start date ta g

mc thi gian u tin (1995) - v d: nm bt u ca mu d liu nghin cu l

1995 v nm cui cng l 2005, v trong khung End date ta g mc thi gian

cui cng (2005) ca mu d liu. Sau khi hon tt cc th tc trn ta bm OK,

mt file lm vic mi s c to ra nh sau:

Nu d liu ca mu nghin cu l d liu cho th ta chn

Unstructure / Undated. Trong khung Data range ta g s quan st ca mu d

liu vo ch Obserations v bm OK. V d, c mu l 55 (n=55) th ta g s 55

vo. Khi , mn hnh s nh sau:

Nu d liu ca mu nghin cu l d liu dng bng th ta chn

Balanced Panel.

(Trong ti liu ny ch yu trnh by cch s dng Eviews vi d liu

nghin cu theo thi gian v d liu cho, cn d liu dng bng khng c

cp. Bn c mun bit cch s dng Eviews vi d liu dng bng c th tm

c mt s sch hng dn khc hoc xem phn Help trong Eviews).

8

1.3.2. Nhp d liu nghin cu.

Sau khi to ra file lm vic mi, cc bn c th nhp d liu vo

Eviews bng nhiu cch khc nhau, sau y l mt s cch thc nhp d liu

thng c s dng.

1.3.2.1. Nhp d liu bng cch copy v dn (Copy v Paste).

Sau khi cc bin c xc nh, cc gi tr ca chng c th c nhp

vo bng cch s dng lnh copy, sau dn (Paste) vo mn hnh ca bng tnh

EViews. Cc bn c th copy v dn t nhiu ngun, bao gm c th in t. i

khi cc bn phi lu gi d liu ny trc ht nh l mt tp tin ngn ng (text

file), sau copy v dn n.

Trc khi bt u thao tc copy/paste ny, cc bn phi to ra cc bin

trong workfile mc tiu. Hy tng tng rng cc bn mun copy v dn mt

bin c tn Y vo workfile ca mnh.

u tin, hy m workfile ny, sau nhp Genr v nh my Y = NA,

sau bm OK, ng tc ny to ra mt bin c tn Y nhng tt c cc gi tr

ca n u khng c. Cc bn c th quan st cc hnh sau y.

9

M chui Y. By gi nhp Edit+/-. Lc ny, cc bn hy bi en v copy

d liu cho Y t ngun ca n (chng hn copy d liu Y t Excel), sau nhp

vo u tin ca chui Y trn EViews v nhp Edit/Paste phn menu chnh

(hoc cc bn cng c th bm chut phi, sau Paste). D liu ny ri vo v

tr m cc bn chn. Hon tt thao tc ny bng cch tt edit (nhp Edit+/-).

10

1.3.2.2. Nhp d liu t bn phm.

Gi s ta to ra mt file lm vic mi c dng nh sau:

T ca s Eviews ta chn Quick/Empty Group(Edit series), mt ca s

s xut hin nh sau:

Ca s ny c cu to ging nh mt bng tnh Excel, do chng ta c

th nhp d liu vo bng tnh ny mt cch d dng nh chng ta nhp d liu

vo Excel vy.

Nhn vo ca s trn ta thy ct th nht ghi th t cc quan st. T ct

th hai bn c th nhp d liu ca cc bin, mi ct nhp vo mt bin.

V d, nhp d liu ca mt mu quan st (n=12) gm cc bin Y, X2,

X3 ta tin hnh nh sau:

11

u tin ta nhp d liu ca bin Y trc (d nhin cc bn c th nhp d

liu ca bin X2 hoc X3 trc u c) vo ct th hai, ta nhp chut vo

u tin ca ct ny v g tn bin Y vo, sau bm Enter. Mn hnh s c

dng nh sau:

Lc ny cc bn g ln lt gi tr quan st ca bin Y vo ng khung

(bn trong c ch NA Not Available). Sau khi nhp xong d liu ca bin Y,

cc bn c th tin hnh nhp d liu ca cc bin X2, X3 mt cch tng t.

Kt qu nhp liu ca cc bin sau khi hon thnh s c th hin nh mn hnh

sau:

Sau khi nhp liu xong, ng ca s d liu bng cch nhp chut vo

c du X gc trn bn phi ca s ny.

12

1.3.2.3. Nhp d liu t cc phn mm khc.

D liu c th c nhp vo t cc tp tin Lotus, Excel, SPSS,

MINITAB hoc ASCII.

nhp c mt file s liu t Excel vo Eviews bn cn phi ghi nh:

- Tn sut (loi) ca s liu trong file ny l g? (S liu cho hay s liu

theo thi gian. Nu l s liu theo thi gian th tn sut thi gian l thng, qu,

nm, tun hay ngy,).

- Thi im bt u v thi im kt thc i vi chui thi gian, nu l

d liu cho th c bao nhiu quan st tt c (c mu l bao nhiu).

- C bao nhiu bin s v tn ca cc bin s . Bn cng cn ghi nh l

cc bin trong file Excel l ghi theo ct hay theo hng.

- S liu bt u c ghi no, c tn bin s u tin hay khng?

- S liu ghi trong file Excel c ghi sheet no? (Tn sheet?).

Chng ta biu din vi mt tp tin Excel c tn Bai18.xls cha d liu ca

ba bin gm: Y (Doanh s), X2 (Chi ph qung co), X3 (Tin lng ca nhn

vin tip th) ca 12 cng ty. D liu trong file Excel khi m ra mn hnh ca n

c dng nh sau:

13

Quan st file d liu ny ta thy d liu nghin cu l d liu cho; c

tng cng l 12 quan st; c ba bin s l Y, X2, X3; c ba bin s ny u c

ghi theo ct; s liu bt u c ghi B2, vi tn bin s l Y u tin

(B1); v tp d liu ny c ghi Sheet3. Cc bc tin hnh nh sau:

u tin cc bn phi to ra mt file lm vic (Workfile) mi. Cch to ra

mt file lm vic c trnh by phn trn. File lm vic sau khi c to ra

s c mn hnh nh sau:

Trong ca s ny ta thy c vector h s C v vector phn d Resid

c Eviews t ng to ra. Vector h s C cha cc h s hi quy c c

lng. Vector phn d Resid cha phn d. Do vy, khng c dng C v

Resid t tn cho cc bin khc.

T ca s Workfile ny bn nhp chut vo nt Proc/Import/Read Text-

Lotus-ExcelBn s c nhn thy nh mn hnh sau:

14

Sau khi chn Proc/Import/Read Text-Lotus-Excelnh ch dn hnh

trn, v bn phi ch ra ng dn v tn file. Trong v d ny file Bai18.xls c

ng dn l: D:\MYDOCUMENT\BAI TAP KINH TE LUONG\ Bai18.xls.

Khi mn hnh c m ra nh sau:

Sau khi bn nhp chut vo nt Open, ca s di y s xut hin.

15

Trong khung Data order my tnh mc nh d liu c ghi theo

ct. V vy, ta khng cn phi chn na v d liu ca file Bai18.xls c ghi

theo ct. Nu d liu ghi theo hng ta chn By Series series in rows.

Trong khung Upper - left data cell my tnh mc nh d liu c

ghi bt u v tr B2. Do , ta khng cn thay i g c v d liu ca file

Bai18.xls c ghi bt u B2. Gi s d liu bt u C2 hay A2 th ta

phi thay B2 bng C2 hay A2 cho ph hp.

Trong khung Excel 5 + sheet name chng ta phi g vo ch sheet3

v d liu ca file Bai18.xls c ghi sheet3. Nu bn khng g vo tn sheet

(sheet name) l g, khi my tnh s mc nhin ly t sheet1.

Trong khung Names for series or ta nhp vo tn ca cc bin s,

mi bin s cch nhau t nht mt khong trng. Trong trng hp file c nhiu

bin s th ta ch cn nhp s bin s. Trong v d ny ta nhp s bin s l 3.

Sau khi lm xong cc bc trn, bn chn OK hon tt vic nhp

liu. Khi , mt ca s s xut hin nh sau:

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Workfile ny cha c tn. Bn c th lu workfile ny bng cch nhp

vo Save, t mt tn m bn mun, lu th mc no, a no l ty bn.

y ti lu vi tn l Bai18.wf1. Lu , phn m rng ca file Eviews l wf1

my s t gn. Mt khi bn lu li ri, sau ny bn mun s dng workfile

ny bn khng cn phi nhp d liu li t u.

Bng cch nhp p chut vo tng bin, cc bn c th kim tra xem d

liu c nhp vo nh mong mun hay cha. Cc bn cng c th m nhiu

bin cng lc trn mt nhm (Group) theo th t m mnh mun bng cch bn

nhn phm Ctrl v nhp chut vo bin s mong mun. Sau khi chn xong

cc bin s, bn ch cn a chut vo bt k v tr no trong phn c nh

du ri bm chut phi, chn Open/as Group. Cc bn c th nhn thy cc

hnh sau.

17

Nh vy, ta nhp xong d liu t mt file Excel vo Eviews theo mong

mun. Trong nghin cu ngi ta thng thch nhp liu bng cch ny hn.

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Chng 2: LM VIC VI MT WORKFILE Sau khi to ra mt workfile mi v nhp d liu xong, chng ta c th

tin hnh cc phn tch nh: Tnh cc tr thng k m t, v th, c lng

hm kinh t lng, kim nh gi thuyt, d bo

2.1. La chn cc bin t mt Workfile.

Sau khi khi ng Eviews, bn hy m mt workfile c to ra t

trc bng cch nhp vo File/Open/Workfile, sau tm n file cn m (v d

y l file c tn Bai18.wf1) hy nhp p vo Bai18.wf1.

Vi mc ch la chn mt bin (hoc nhiu bin) lm vic, bn hy

bi en chng. Nu bn mun bi en nhiu bin, th hy gi phm Ctrl v nhp

vo mi bin, hoc ko con tr qua cc bin m bn mun bi en. Hy bi en

Y, X2 v X3.

Nhp p vo mt trong cc bin bi en (hoc nhp chut phi),

chn Open/ as Group, v sau c ba bin u hin trn bng tnh nh hnh

sau:

Nhp name v t tn cho nhm Y, X2, X3 vi tn nhm m bn thch.

Bn c th kim tra chui Y, X2, X3 bng cch s dng cc phm di

chuyn trn bng tnh.

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2.2. V th trong Eviews.

C nhiu cch v th trong Eviews, v Eviews cng cho php chng

ta v nhiu loi th khc nhau. Sau y trnh by hai cch v ch yu.

V th bng cch m chui di dng bng.

Nu bn mun v th m t xu hng s bin thin ca mt bin

(hay nhiu bin) no , t ca s nhm m ta m nh trn, bn nhn

View/Graph/Line nh hnh sau:

Kt qu c th hin hnh sau:

20

Lu : Nu bn ch v th cho mt bin th nn m mt bin thi. Nu

bn chn Graph th my s v th ca tt c cc bin s c trong Group trn

cng mt h trc ta , vi trc tung l bin s c chn, trc honh l th t

cc quan st (nu l d liu cho) hay thi gian (nu l d liu theo thi gian).

Cc bin s c v vi cc mu khc nhau bn d nhn bit. Nu bn chn

Multiple Graphs th mi bin s c v trn mt th ring bit.

Nu bn mun v th phn tn ca hai bin no (v d, ta v

th phn tn ca Y theo X2). v th ny trc tin bn hy m bin X2 v

Y trn cng mt nhm (ghi nh l bin s nm trn trc honh chn trc ri

mi chn bin s trn trc tung), xem hnh sau:

T ca s ny bn chn View/Graph/Scatter/simple Scatter hoc View/Graph/Scatter/ Scatter with Regression,khi th phn tn s nh sau:

21

Bn c th thy s khc nhau ca hai cch chn vi hai th khc nhau

nh hnh trn. Trn ca s Group c nhiu thc n khc nhau, mi thc n c

nhiu la chn khc nhau, y khng trnh by ht cc la chn . Bn c c

th th tng la chn mt ri xem kt qu rt ra bi hc ring cho mnh.

V th khng cn m chui di dng bng.

By gi hy tr li workfile. Hy vo menu chnh v nhp vo

Quick/Graph dng v th linh ng hn. Cch v ny khng cn phi m

chui d liu nh cch v trn.

Mt ca s m ra yu cu bn xc nh chui hoc cc nhm, bn cn

nh my X2 Y, mi bin cch nhau mt khong trng v nhn OK. Bin m bn

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lit k u tin c v trn trc honh. Hy lu ti s a dng ca cc la

chn trong menu.

2.3. Tnh cc tr thng k m t ca mu.

Gi s ta mun tnh cc tr thng k m t ca cc bin Y, X2, v X3 ta

lm nh sau:

Trc tin cc bn la chn v m cc bin cn tnh trn mt Group, sau

chn View/Descriptive Statistics/Common Sample.

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2.4. Tnh h s tng quan (ma trn tng quan) gia cc bin.

Gi s ta mun tm ma trn tng quan ca cc bin Y, X2, v X3 ta lm

nh sau:

Trc tin cc bn la chn v m cc bin cn tnh trn mt Group, sau

chn View/Correlations/Common Sample.

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2.5. La chn mu d liu (nh mu mi).

La chn mu d liu l chn giai on nghin cu trong d liu hin c

trong workfile. Chng ta thng mun tp trung phn tch vo mt mu ph ca

d liu. EViews cho php chng ta lm iu ny theo hai cch: (1) bng cch xc

nh khong mu m chng ta mun xem xt, (2) hoc l bng cch xc nh cc

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quan st tho mn mt iu kin logic (if) no . Nu chng ta s dng c hai

phng php, th mu kt qu l giao ca cc mu c to ra bi hai phng

php ny.

V d, by gi ta mun s dng mt mu mi gm 7 quan st, t quan st

th 4 n quan st th 10 trong mu ny. lm vic ny ta nhp vo nt

Sample trong bng tnh v nh vo mt mu mi: 4 10 (mi con s cch nhau t

nht mt khong trng).

Sau khi nh vo mt mu mi theo mong mun, bn chn OK, cng vic

s hon tt. kim tra mu d liu mi c ng nh mong mun khng, bn

hy m cc bin ra theo nhm s thy mn hnh c kt qu nh sau:

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Nu mu mi ca bn ch gm nhng quan st c Y ln hn 120 chng

hn, khi bn g vo khung IF condition (optional): Y > 120. Hoc nu mu

ca bn ch gm nhng quan st tha X2 bng 18, th khi bn nh my vo

khung IF condition (optional): X2 = 18.

2.6. M rng Workfile lm vic.

Hy tng tng rng chng ta mong mun nhn c d liu b sung

ca 8 quan st na cho workfile ny. Chng ta c th m rng workfile ny vi

mc ch b sung thm d liu ny.

Nhp Proc/Structure Resize Current Page v nh my vo khung Data

range ch observations con s 20 (V workfile c hin c 12 quan st, ta mun

b sung thm 8 quan st na nn c tng cng l 20 quan st). Bn c cn lu ,

nu d liu nghin cu l d liu theo thi gian th bn ch cn nh my mt

End Date (d liu cui) mi.

27

Sau khi bn chn OK th cng vic hon tt. Tip tc m nhm gm 3

bin Y, X2, v X3 ta s c kt qu nh sau:

Nhn vo bng tnh ta thy t quan st th 13 n 20 u khng c d

liu. By gi bn c th bin tp bng tnh ny b sung thm d liu mi bng

cch nhp bng tay t bn phm hoc copy v dn thm d liu mi t mt tp

tin Excel c sn chng hn. Nn nh l khi nhp d liu b sung bn cn phi

m chc nng Edit trong Eviews nh.

2.7. To cc bin mi, cc tr, cc sai phn, xu hng v cc bin gi.

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2.7.1. To cc bin mi.

Nu chng ta mun to ra bin mi l mt hm s ca cc bin hin c,

th chng ta s dng chc nng Genr trn Eviews. V d, to ra Z nh mt

logarit t nhin ca X2 chng ta s nhp vo Genr trn menu ca workfile, sau

nh my Z = log(X2). Bn cng c th to ra bt k bin mi no theo yu

cu ca bn. Menu Genr c chc nng ging nh mt my tnh con, v cn hn

th na.

Lu rng khng bt buc phi to ra cc bin m bn nh s dng trong

mt php hi qui (hoc qui trnh khc), biu thc c th c a trc tip vo

phn xc nh phng trnh hi qui. c tnh ny gip ta gi li mt workfile

nh b.

Chn OK l bn hon tt cng vic ca mnh. My tnh s to ra bin Z

ngay trn Workfile ca bn. Bn m chui Z ra v chn View/Descriptive

Statistics/Histogram and Stats., khi mn hnh s nh sau:

29

30

iu ny cho thy chng ta c th kim tra phn b xc sut ca mt bin

n nh th no. Kt qu trn cho ta thy bin Z c phn phi chun, v thng k

JB = 1.1749, vi xc sut (P-value) = 0.5557 rt ln nn ta khng bc b gi

thuyt phn phi chun ca Z. Ca s ny s rt hu ch khi chng ta xem xt cc

phn d hi qui.

to s thun li cho cc bn khi thc hin cc php bin i, sau y l

mt s hm thng dng trong Eviews m ta thng s dng. EViews c mt s

ln cc chc nng m bn c th khm ph di a ch Help/Function

Reference.

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2.7.2. To bin tr v sai phn.

Trong nhiu ng dng chui thi gian chng ta s dng cc bin c

tr, cc sai phn bc 1 (v bc cao hn), cc bin gi c tnh ma v (hoc theo

thng, qu,), v cc xu hng thi gian. EViews c cc lnh rt d to ra

chui theo mun.

gip bn c c th thc hin mt s cng vic trong thc hnh mt

cch d dng, sau y l mt s hm c bn trong Eviews.

Mt s hm trong Eviews ngha

X(-1) tr ca bin X (to ra chui d liu ca Xt-1)

D(X) Sai phn bc 1 ca X (D(X)=Xt-Xt-1)

D(X,n) Sai phn bc n ca X

LOG(X) Ln(X)

EXP(X) eX (Hm eX)

ABS(X) Gi tr tuyt i ca X

SQR(X) Cn bc hai ca X

@SUM(X) Tng ca X

@SUMSQ(X) Tng ca X2

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@MEAN(X) Trung bnh ca X

@VAR(X) Phng sai ca X

@COV(X,Y) Hip phng sai gia X v Y

@COR((X,Y) H s tng quan gia X v Y

@TREND(d) Bin xu th theo thi gian c chun ha v 0

thi k d.

@SEAS(d) Bin gi theo ma bng 1 khi qu hoc thng

bng d, bng 0 nu khc d.

@ABS(@QTDIST(, df)) Gi tr ti hn ca i lng ngu nhin t (phn

phi student) vi mc ngha v bc t do df.

@TDIST(|tj|, df) Cho ta P-value ng vi 2 pha ca thng k t.

@QCHISQ(, df)

Cho ta gi tr ti hn ca chi-bnh phng vi

mc ngha v bc t do df. (lu : trong

Eviews cc gi tr ti hn c tnh theo ui

bn tri, ngc li vi Excel).

20@CHISQ( ,df)

Cho ta P-value ca chi-bnh phng theo cng

thc P-value = . 2 20P( )

@QFDIST(, df1,df2)

Cho ta gi tr ti hn ca i lng ngu nhin

Fisher vi mc ngha v bc t do ca t s

l df1, bc t do ca mu l df2. (lu : trong

Eviews cc gi tr ti hn c tnh theo ui

bn tri, ngc li vi Excel).

@FDIST(FC, df1,df2) Cho ta P-value ca phn phi FISHER theo

cng thc P-value = P(F > Fc).

MATRIX(5x5) X To ma trn c 5x5 ly tn l X

MATRIX C = a+b Cng 2 ma trn (hai ma trn cng kch thc) matrix(3,4) a matrix(3,4) b

MATRIX C = a-b Tr 2 ma trn (hai ma trn cng kch thc) matrix(3,4) a matrix(3,4) b

MATRIX C = a*b Nhn 2 ma trn (ma trn a cp nxm v b cp

33

mxq) matrix(5,9) a matrix(9,10) b

MATRIX W = @TRANSPOSE(Y) Chuyn v ca ma trn Y MATRIX W = @INVERSE(Y) Nghch o ca ma trn Y MATRIX C = 3.14159*A MATRIX Z = A/3 Nhn, chia mt s (scalar) vo ma trn tn A

@DET(A) nh thc ca ma trn A

Scalar X (scalar_name) =

Scalar (single number). Cha mt gi tr no do ta nhp vo hay l kt qu tnh ton t mt biu thc no . Vd: Scalar pi = 3.14159 Scalar x = 3*y + 4

Workfile CAHOIBIENMOI.wf1 c cha d liu v nhu cu c hi (Qt),

gi ca c hi (Pt), thu nhp bnh qun u ngi (It), Vit Nam.

Quan st u tin l 1998M01 (thng 01 nm 1998) v quan st cui cng

l 2006M12 (thng 12 nm 2006).

Gi tr c tr ca nhu cu c hi (Qt) c th c to ra bng cch

nhp Genr, sau nh my vo phng trnh: DOTREQt = Qt(-1).

34

to ra sai phn th nht ca cu c hi (Qt), hy nhp Genr, v nh

my vo phng trnh: SAIPHAN1Qt = D(Qt).

Bi en Qt, DOTREQt v SAIPHAN1Qt v kim tra dng bng tnh ca

chng, rt d thy cc mi tng quan gia chng.

35

Cc tr c di j c th c to ra bng cch s dng Qt(-j) v cc

sai phn bc j c th c to ra bng cch s dng: SAIPHANjQt = Qt- Qt(-j).

Cc sai phn bc cao hn c to ra bi ton t sai phn D(Qt, j). V d

nu j = 2, th ton t ny s to ra sai phn ca cc sai phn bc nht.

D(Qt,2) = [Qt - Qt(-1)] - [Qt(-1) - Qt(-2)]

Cng thc to bin mi chi tit trong Eviews:

Nhm i xa hn na cc cng thc to bin phc tp, nu khng c hng

dn ca gio vin hoc cc chuyn gia phn mm Eviews cc bn cn s dng

lnh sau y: Help / EViews Help Topics / Index

Sau nh vo Expressions. Khi ch Expessions c bi en, nhn

Display v c cc ch dn hin ra.

36

2.7.3. To bin gi v bin xu hng.

EViews c mt s chc nng c bit to ra cc bin gi c tnh ma

v v cc xu hng thi gian. Nhn Genr trn menu ca workfile, sau nh

my phng trnh: D1 = @SEAS(1)

Vic ny to ra mt bin gi theo thng (D1) c gi tr l 1 i vi thng

th nht ca mi nm v gi tr 0 i vi cc thng khc. To D2, D3, D4,bng

cch s dng cng phng php y nh vy.

to ra bin xu hng ta lm nh sau: Nhp Genr trn menu ca

workfile, sau nh vo phng trnh: T = @TREND(1989:12)

37

Vic ny to ra mt xu hng thi gian c gi tr l 1 trong thng u ca

nm 1998 v tng thm 1 sau mi thng. Khi bn s dng ton t @TREND(d),

tham s d ch ra giai on m i vi n gi tr ca bin xu hng bng zero.

kim tra xem cc bin gi theo thng v bin xu hng c to ra

nh th no, bn hy bi en D1, D2, D3, D4, D5, D6, v T, ri kim tra dng

bng tnh ca nhm ny.

trn ta ni vic tao ra cc bin gi c tnh thi v hoc theo thi

gian. Tuy nhin, Eviews cng c th to ra cc bin gi cho d liu cho v cc

bin gi c s dng i din cho s c mt hoc l vng mt ca cc thuc

tnh nh lng hoc nh tnh.

38

V d, ta mun to ra mt bin gi c tn l DUM xc nh nhng quan

st (thng) m c nhu cu (Qt) ln hn 50 chng hn. lm vic ny bn chn

Genr trn menu ca workfile v nh vo phng trnh: DUM = Qt > 50.

Vic ny to ra mt bin gi c gi tr bng 1 khi nhu cu c hi ln hn

50 (Qt > 50) v bng 0 nu khng phi nh vy.

Cc bn c th m bin Qt v DUM theo nhm kim tra xem c ng

nh vy khng nh.

By gi, ta ly mt v d v d liu cho minh ha cho vic to ra cc

bin gi.

nghin cu nhu cu ca mt loi hng ha, ngi ta tin hnh kho

st gi c v lng hng tiu th c 10 ca hng nh sau:

39

Lng hng bn c

(Y - tn/thng) Gi bn

(X - 1000/kg) Khu vc

bn 30,0 2,0 Nng thn 29,5 2,1 Thnh th 29,2 2,2 Nng thn 28,2 2,3 Thnh th 28,9 2,4 Thnh th 28,5 2,5 Nng thn 28,2 2,6 Nng thn 27,7 2,7 Thnh th 27,3 2,8 Thnh th 27,5 2,9 Nng thn

Hy xy dng bin gi cho bin "khu vc", vi thnh th l phm tr iu

khin.

D liu ca v d trn c nhp vo Eviews, mn hnh nh sau:

Lu : Bin KHUVUC khng phi l mt chui s m l mt chui va

l k s va l k t (Alphanumeric).

xy dng bin gi cho bin khu vc, vi thnh th l phm tr iu

khin, c ngha l thnh th s nhn gi tr bng 0.

40

T ca s Workfile bn chn Genr ri nh vo cu lnh sau:

DUM=KHUVUC= Nng thn.

Vic ny to ra mt bin gi c tn l DUM vi Nng thn nhn gi tr

bng 1, v bng 0 nu khng phi l Nng thn. By gi bn m hai bin

KHUVUC v DUM ra thnh mt nhm v kim tra chng.

2.8. c lng m hnh hi quy:

thun li cho cc bn trong vic thc hin php c lng m hnh hi

quy, sau y l mt s dng hm hi quy thng dng v cu lnh tng ng dng

c lng m hnh.

41

MT S DNG HM HI QUY CU LNH Y = 1 + 2X2 ++ KXK + U LS Y C X2.XK Ln(Y) = 1 + 2Ln(K) + 3Ln(L) + U LS Log(Y) C Log(K) Log(L)Ln(Y) = 1 + 2Xt + U LS Log(Y) C X Y = 1 + 2Ln(X) +U LS Y C Log(X) Y = 1 + 21/X + U LS Y C 1/X Y = 0 + 1X + 2X2 + + KXK + U LS Y C X X^2 .X^K

Ln(ei2) = 1 + 2Ln(Xi) + vi LS Log(Resid^2) C Log(X) | ei| = 1 + 2Xi + vi LS ABS(Resid) C X | ei| = 1 + 2 X + vi LS ABS(Resid) C Sqr(X) | ei| = 1 + 2 1/X + vi LS ABS(Resid) C 1/X | ei| = 1 + 2 1/ X + vi LS ABS(Resid) C 1/Sqr(X)

Ghi ch: ei l phn d (trong eviews c k hiu l Resid).

LS: Vit tt ch Least Square (Phng php OLS).

C: Vector h s - tng ng vi h s tung gc.

Nh vy, trong phn cu lnh chng ta thy vi m hnh hi quy nh th

no th cu lnh c vit tng ng. u tin l chng ta khai bo phng php

c lng bnh phng b nht LS, k n l bin ph thuc, vector h s (C),

ri n cc bin c lp. Mi bin cch nhau t nht mt khong trng.

2.8.1. c lng m hnh hi quy n.

Bn c th c lng m hnh bng nhiu cch khc nhau, sau y l hai

trong cc cch c c lng m hnh hi quy.

Hy khi ng EViews v m workfile Bai18.wf1 ra. Workfile ny cha

d liu ca ba bin gm: Y (Doanh s), X2 (Chi ph qung co), X3 (Tin lng

ca nhn vin tip th) ca 12 cng ty.

Cch 1:

Gi s ta mun c lng m hnh hi quy tuyn tnh mu ca Y (doanh

s) theo X2 (chi ph qung co). M hnh c dng nh sau: SRF: 1 2i iY X = + 2 .

42

Trn ca s lnh ca menu chnh bn nh vo cu lnh: LS Y C X2 nh

hnh trn ri g Enter. Kt qu c lng s nh sau:

43

Cch 2:

Bn bi en bin Y v X2(chn bin ph thuc trc, ri n cc bin c

lp), sau a chut ti ch nh du ri bm chut phi, chn Open/ as

Equation Bn c th nhn thy hnh sau.

Khi bn chn as Equationmt mn hnh s xut hin nh sau:

Trong khung Equation specification, bn nh cu lnh vo. Ghi nh l

bin u tin bao gi cng l bin ph thc, tip theo l cc bin c lp. H s

44

tung gc c Eviews ngm nh l C. Vector h s C c th sau cng

hoc ngay sau bin ph thuc u c.

Trong khung Estimation Settings, bn cn phi khai bo vo ch

Method phng php dng c lng. y ta s dng phng php OLS

nn ta chn LS Least square. La chn Sample cho ta bit mu c

lng ca ta l t quan st th 1 n quan st th 12. Nu bn mun c lng

m hnh nhng khng s dng ht cc quan st ca mu th bn c th iu chnh

cho ph hp vi mu m bn mun. Chng hn, bn mun c m hnh nhng

ch vi cc quan st t quan st th 4 n quan st th 10 th bn thay i 1 12

thnh 4 10.

Sau khi khai bo xong, bn chn OK, kt qu c lng hin ra trong

bng sau:

Bn c th t tn cho m hnh ny phn bit vi cc m hnh khc

c lng hoc sau ny tip tc s dng n n. Mun vy, trn menu Equation

bn chn Name, my s t ng to ra mt tn khc vi tn cc phng trnh

c trc , theo th t t nh n ln: EQ01, EQ02,D nhin, bn c th t

mt tn no m bn thch. y ti t tn l MOHINH1.

45

Ca s Equation: MOHINH1 cho ta kt qu tm tt ca phn tch hi

quy. Cc bn gii thch kt qu c lng ny v lin h n vi bi hc ca mnh

trn lp nh.

Dependent Variable: Y - Bin ph thuc Y Method: Least Squares Phng php bnh phng nh nht (OLS) Date: 05/13/09 Time: 15:19 Ngy, gi thc hin hi quy ny. Sample: 1 12 Mu c lng t quan st th 1 n quan st th 12. Included observations: 12 Tng s quan st l 12

Variable (Ct Bin c lp)

Coefficient (Ct h s hi quy)

Std. Error (Sai s chun c lng ca cc h s hi

quy)

t-Statistic (Thng k t)

Prob. (P-value

ca t)

X2 4.394118 1.175133 3.739251 0.0039 C 56.51176 22.76141 2.482788 0.0324

R-squared: 0.583021 (H s xc nh R2)

Mean dependent var: 140.0000 (Trung bnh ca bin ph thuc)

Adjusted R-squared: 0.541323 ( R2 hiu chnh)

S.D. dependent var: 22.62340 ( lch chun ca bin ph thuc)

S.E. of regression 15.32186 (Sai s chun ca hm hi quy mu)

Akaike info criterion: 8.447450 (Tiu chun Akaike AIC)

Sum squared resid: 2347.594 ( Tng bnh phng cc phn d - RSS)

Schwarz criterion: 8.528268 (Tiu chun Schwarz SC)

Log likelihood: -48.68470 ( Ln hm hp l)

F-statistic: 13.98200 (Thng k F)

Durbin-Watson stat: 1.913594 (Thng k Durbin-Watson)

Prob(F-statistic): 0.003851 (P-value ca F)

2.8.2. c lng m hnh hi quy bi.

By gi, ta mun c lng m hnh hi quy tuyn tnh mu ca Y

(doanh s) theo X2 (chi ph qung co) v X3 (tin lng ca nhn vin tip th).

Khi m hnh hi quy bi c dng nh sau: SRF: 1 2 2 3i iY X = + + 3iX .

Vi mc ch c lng phng trnh ny, bn c th lm ging nh khi

ta c lng m hnh hi quy n. Bn ch vic g thm bin c lp X3 vo

hp xc nh phng trnh (Equation Specification) nh sau: Y C X2 X3.

46

Chn OK kt qu nh sau:

Cc bn c th gii thch kt qu ny tng t nh bng kt qu trong m

hnh hi quy n.

47

2.9. Tm ma trn hip phng sai ca cc h s hi quy v mt s gi tr

khc nh phn d(ei), gi tr Yi,...

Sau khi c lng m hnh hi quy xong, chng ta c th xc nh ma

trn hip phng sai ca cc h s hi quy nh sau.

T ca s Equation: MOHINH2 bn chn View/Covariance Matrix, khi

mn hnh nh sau:

Nhp chut, kt qu tm c l ma trn hip phng sai ca cc h s hi

quy nh sau:

Nu bn chn View/Actual, Fitted, Residual, khi mn hnh s nh

sau:

48

Nhp chut tng la chn mt, cc bn s thy kt qu v t rt ra bi

hc cho mnh. Mt kt qu tm c nh sau:

Bng ny cho ta bit gi tr quan st tht (Actual - Yi), gi tr c lng

(Fitted - ), phn d (Residual ei), v biu phn d ( Residual Plot). iY

Trn ca s Equation bn bm vo thc n View, sau la chn

tng mn c trong thc n xem kt qu l g nh. ng s! y l cch

hc rt hiu qu khi khng c s hng dn ca gio vin hay cc chuyn gia

phn mm Eviews.

49

Chng 3: KIM NH CC GI THUYT CA M

HNH HI QUY TUYN TNH C IN BNG EVIEWS 3.1. Kim nh gi thuyt v phn phi chun ca sai s ngu nhin Ui.

Gi thuyt: H0: Ui tun theo phn phi chun

H1: Ui khng tun theo phn phi chun.

Gi thuyt Ui N(0,2) ca m hnh hi quy tuyn tnh c in c th

c kim nh bng thng k Jarque Bera (JB) nh sau:

T ca s Equation: MOHINH2 bn chn View/Residual

Tests/Histogram Normality Test, khi mn hnh nh sau:

Nhp chut, kt qu tm c nh sau:

50

Kt qu trn cho ta thy JB = 0.5469 v P-value = 0.7607. Gi tr P-value

ny qa ln nn ta khng bc b gi thuyt H0. Kt lun Ui c phn phi chun.

3.2. Kim nh gi thuyt v tnh a cng tuyn.

bit c hin tng a cng tuyn hay khng, bn c th s dng ma

trn tng quan gia cc bin c lp trong m hnh v xem xt mnh gia

cc bin. Cch thc tin hnh trn Eviews ti gii thiu phn trn.

Ngoi ra, bn cng c th s dng mt s phng php khc nh: M

hnh hi quy ph, tha s tng phng sai (VIF),

3.3. Kim nh gi thuyt v phng sai thay i ca sai s ngu nhin Ui.

pht hin phng sai ca sai s c thay i khng ta c nhiu cch

thc khc nhau.

V d: Cho cc s liu quan st v chi tiu cho tiu dng (Y) v thu nhp

(X) hng thng ca 20 h gia nh mt vng nng thn (n v: 10.000).

Y X Y X Y X 19,9 31,2 31,8 12,1 40,7 6,1 38,6

22,3 32,3 33,6 12,1 42,3 6,2 44,7

25,5 10,3 38,8 8,0 33,1 33,5 13,1

26,1 10,3 40,2 8,1 34,5 38,0 14,1

14,8 21,6 29,3 25,0 17,9 19,8

16,4 24,1 30,1 28,3 18,2 20,1

a) V th phn d. Cho nhn xt?

b) Kim nh Park? Cho nhn xt?

c) Kim nh Glejser? Cho nhn xt?

d) Kim nh White (dng c tch cho v khng c tch cho).

u tin cc bn m workfile ny ra (nu lu t trc) hoc cc bn

phi to ra file lm vic cho v d ny.

51

Cch 1: Phng php th.

v th phn tn ca phn d theo bin c lp X, trc ht bn phi

c lng hm hi quy Y theo X. t tn cho hm ny l EQ01. Kt qu c

lng nh sau:

Sau khi c lng xong, bn c th to ra chui gi tr cho Y c lng

( ) bng cch chn Forecast trn ca s EQ01. Mt ca s mi c to ra nh

sau:

iY

52

Trong khung Forecast name bn thy my tnh t ng to ra mt

chui d bo c tn l yf ( d nhin bn c th thay i tn ny v t tn mi ty

thch). y chnh l chui gi tr Y c lng ( ). Chn OK l hon tt. iY

Hy ng ca s EQ01 li. Gi bn hy m phn d (resid) ra. T ca s

Resid, chn Object/Copy ObjectLa chn ny cho php bn copy ra mt

chui phn d mi. T chui mi ny bn vo Name v t tn cho n ( y ti

t tn cho n l RESIDEQ01), v ghi nh y l phn d c to ra t

phng trnh hi quy gc (EQ01). Sau ny nu chng ta cn n phn d gc

thc hin mt s kim nh th bn chn vo RESIDEQ01 nh, v vector phn

d (Resid) do my to ra nhm cha phn d ca mt m hnh va mi c

lng sau cng. Do , vector phn d resid s thay i khi ta c lng

nhiu phng trnh khc nhau. Gi th bn hiu ti sao ti khuyn bn nn copy

ra mt chui phn d mi v t tn cho n ri ch!

53

T ca s Workfile, bn c th v th phn tn ca phn d theo bin

c lp X (cho hi quy n), nu l hi quy bi bn v theo tng bin c lp

hoc theo gi tr Y c lng ( ). th phn d theo bin c lp v theo gi

tr c dng nh sau:

iY

iY

54

Lu : Trong hi quy n nu bn v th phn d theo bin c lp X

hoc theo th hnh dng ca n ging nhau. iY

Nhn vo th trn ta thy c hin tng phng sai ca sai s thay i.

Tuy nhin, phng php th ch cho ta ci nhn trc quan t phn on xem

c hin tng phng sai thay i hay khng thi, n khng thay th c cc

kim nh.

Cch 2: Pht hin phng sai thay i bng cc kim nh.

- Kim nh Park:

Kim nh Park i hi bn phi c lng m hnh sau:

Ln(ei2) = 1 + 2Ln(Xi) + vi Sau khi c lng m hnh trn, bn phi i kim nh gi thuyt:

H0: 2 = 0 Phng sai ca sai s khng i.

H1: 2 0 Phng sai ca sai s thay i i.

Kt qu c lng m hnh trn nh sau:

55

Kt qu kim nh Park cho ta kt lun c hin tng phng sai ca sai

s thay i. V P-value(2) = 0.0000 qu nh. Ta kt lun bc b H0.

- Kim nh Glejser:

Kim nh Glejser i hi bn phi c lng cc m hnh sau:

| ei| = 1 + 2Xi + vi (1)

| ei| = 1 + 2 X + vi (2)

| ei| = 1 + 2 1/X + vi (3)

| ei| = 1 + 2 1/ X + vi (4)

Sau khi c lng cc m hnh trn, bn phi i kim nh gi thuyt:

H0: 2 = 0 Phng sai ca sai s khng i.

H1: 2 0 Phng sai ca sai s thay i i.

Kt qu c lng cc m hnh trn nh sau:

M hnh 1:

56

M hnh 2:

M hnh 3:

57

M hnh 4:

Kt qu c lng 4 dng m hnh m Glejser xut u cho kt qu

bc b gi thuyt H0. C ngha l c hin tng phng sai ca sai s thay i.

- Kim nh White:

58

Kim nh White c lp trnh sn trn Eviews, do bn khng phi

mt thi gian c lng nh kim nh Park v Glejser. thc hin kim

nh ny bn lm nh sau:

T ca s Workfile bn m phng trnh hi quy gc (EQ01) ra. Trn

ca s EQ01 bn chn View/Residual Tests/White Heteroskedasticity (no

cross terms) dng khng c tch cho v View/Residual Tests/White

Heteroskedasticity (cross terms) dng c tch cho.

Kt qu kim nh White (dng khng c tch cho) nh sau:

59

Nhn vo kt qu trn cho ta thy: 2 = nR2 = 12.59517 (Obs*R-squared =

12.59517) v P-value = 0.00841 (Prob. Chi-Square(2) = 0.001841). Kt lun bc

b H0, c ngha l c phng sai thay i.

Ngoi cc kim nh trn, cn c mt s kim nh khc na nh kim

nh Nhn T Larrange (LM). t trng tng qut m hnh hi quy bi l:

Yi = 1 + 2X2i + 3X3i + + kXki + Ui

Cc phng trnh hi quy ph sau y bao qut hu ht cc trng hp

gi thuyt v nguyn nhn gy ra phng sai ca sai s thay i.

- Breusch-Pagan: 2i = 1 + 2Z2i + 3Z3i + + pZpi + vi

- Glejser: | i | = 1+ 2Z2i + 3Z3i + + pZpi + vi

- Harvey-Godfrey: ln( 2i ) = 1 + 2Z2i + 3Z3i + + pZpi + vi

Tuy nhin, trong phm vi ti liu ny cc kim nh trn khng c gii

thiu y. Bn c c th t thc hin cc kim nh trn theo trnh t cc bc

m chng ta hc trn lp.

3.4. Kim nh gi thuyt v t tng quan ca sai s ngu nhin Ui.

pht hin c tng quan chui gia cc nhiu hay khng, ta c

th tin hnh theo mt s cch sau:

Cch 1: Phng php th.

- Cch 2: Kim nh Durbin Watson:

- Cch 3: Kim nh nhn t Larrange (LM) Kim nh BG.

- Cch 4: S dng gin tng quan (correlogram).

V d: File DATA-02.wf1 sau y cha d liu v Chi Ph Bo Tr Xe

(COST) v Tui Th Xe (AGE). S dng Eviews :

a. Thc hin mt m hnh hi qui n gin xc nh rng COST l mt hm

tuyn tnh theo AGE. Vit phng trnh hi qui mu ca m hnh ny. S dng

kim nh da trn gi tr P-value, hy xc nh xem c mi quan h tuyn tnh

c ngha v mt thng k vi mc ngha 5% gia hai bin COST v AGE hay

khng.

b. V th phn d ca m hnh hi qui cu a theo AGE. Da vo th ni

trn. Anh/Ch c kin g v vn tng quan chui.

60

c. Tt nhin, vi d liu chui thi gian chng ta nghi ng rng thnh phn sai s

c th c tng quan chui bc 1. Hy trnh by kim nh Durbin-Watson xem

phn d ca phng trnh hi qui ni trn c tng quan chui bc 1 hay khng?

d. Mt sinh vin kha 49 ngh nn da vo gin tng quan (correlogram)

kim nh phn d c tng quan chui bc 1 hay khng vi mc ngha 5%.

Anh/Ch hy da vo gin tng quan ca phn d ca php hi qui ni trn

xc nhn s tn ti ca tng quan chui bc 1.

e. Mt sinh vin kha 50 ngh nn dng kim nh nhn t Lagrange kim

nh phn d c tng quan chui bc 1 hay khng vi mc ngha 5%.

Anh/Ch hy tin hnh kim nh nhn t Lagrange xc nhn s tn ti ca

tng quan chui bc 1.

f. Hy gii thch cc hu qu ca vic tn ti tng quan chui i vi hm c

lng OLS. Hy ngh gii php khc phc tng quan chui (nu c) trong

php hi qui ni trn.

File d liu trn sau khi m ra c dng nh sau:

a) Trc tin bn phi c lng m hnh COST theo AGE. Kt qu c

lng cho bng sau:

61

Bn hy lu phng trnh ny vi tn EQ01. Kt qu trn cho thy AGE

c nh hng n COST v P-value = 0.0000 < 5%.

b) Phng php th.

Sau khi c lng m hnh, bn c th v th phn d nhn nh c

t tng quan hay khng. trn ti hng dn cc bn cch v th, do vy

vic v cc th sau y khng phi l qu kh i vi bn!

V th phn d et (hoc et2 ) theo AGE.

62

V th phn d et theo et-1 (cn gi l lc t tng quan bc nht

- AR(1)

V th phn d chun ha ( te

) theo thi gian.

T ca s EQ01, bn chn View/Actual/Fitted/Residual/Standardized

Residual Graph. Khi , th phn d chun ha nh sau:

63

Cc th trn u cho kt qu c t tng quan gia cc nhiu Ui. c) Kim nh Durbin Watson cho tng quan chui bc 1:

Kt qu c lng cho ta thy thng k Durbin Watson l:

Durbin-Watson stat 0.237982

Ta thy, d = 0.237982

64

Trong khung Lags to include nhp vo s 1(Nu mun kim tra t

tng quan bc 2 th nhp s 2, bc 3 nhp s 3,.). Bm OK, kt qu nh sau:

Kt lun c tng quan chui v thng k 2 v thng k F u cho kt

qu P-vlue = 0.00000 < 5%. Nn bc b gi thuyt cho rng khng c tng

quan chui.

Khc phc t tng quan:

C nhiu cch khc phc hin tng t tng quan. y, ch gii

thiu cch khc phc bng phng php lp Cochrane Orcutt trn Eviews (v

Eviews lp trnh sn phng php ny). Cc phng php khc khng c

lp trnh sn nn bn c thc hin mt cch th cng theo trnh t cc bc

chng ta tho lun trn lp, v nn lm trn Eviews s nhanh hn. Cc bn c

th xem phn help trong Eviews v cch khc phc theo phng php Cochrane

Orcutt.

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s dng phng php lp Cochrane Orcutt, ta quay li th tc c

lng m hnh gc. v phi ca m hnh ta khai bo bc ca t tng quan

bng cch nh my vo AR(k), vi k l bc ca t tng quan. Lu l bn cn

phi khai bo mt cch y bc ca t tng quan nh. Chng hn, nu bc

ca t tng quan l 1, 2, v 4 th cc bn phi nh vo bn phi ca m hnh l

AR(1), AR(2), AR(4). Nhng s hng ny cch nhau t nht mt khong trng.

v d trn, bc ca t tng quan l bc 1 nn ta khai bo l AR(1). Cc bn c

th nhn thy cch lm hnh sau:

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Sau khi khai bo xong, bn chn OK, kt qu s nh sau:

Kt qu c lng trn c hiu l kt qu c lng bc cui

cng ca phng php lp Cochrance Orcutt. Ta c hm hi quy sau:

COST = -670.4549779 + 7.283446361*AGE + [AR(1)=0.8588899523]

AR(1)=0.8588899523 c ngha l et = 0.8588899523et-1 + t Cc thng tin khc trong bng kt qu trn c hiu mt cch bnh

thng.

67

TI LIU THAM KHO

1. Appendix A, EViews 5.1 Command and Programming Reference, Quantitative

Micro Software.

2. Eviews 5.1 Users Guide, Quantitative Micro Software.

3. Nguyn Quang Dong (2002) Bi tp kinh t lng vi s tr gip ca phn

mm Eviews. H Ni: NXB Khoa hc v K thut.

4. Phm Tr Cao - V Minh Chu (2006) Kinh T lng ng dng. TP. HCM:

NXB Lao ng X hi.

5. Ramu Ramanathan (2002) Nhp Mn Kinh T Lng. NXB Harcourt, (Bn

dch ting Vit ca Chng trnh ging dy kinh t Fulbright).

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Chng 4. PHN TCH NHN DNG V LA CHN M HNH.

69

Chng 5: NG DNG PHN TCH HI QUY VN D BO