Huong Dan Su Dung Eviews

THC HNH EVIEWS
NG DNG GII BI TP D GI B T KINH T LUNG T LU

Nng, thng 9 nm 2006 ng, th
PHN TCH HI QUY BNG EVIEWS
KHI NG CHNG TRNH EVIEWS
T mn hnh desktop , trn thanh taskbar thc hin th hi lnh: nh:

Start\Programs\Eviews Start\ Programs\
nh hnh bn

NHP D LIU
KHI NG CHNG TRNH EVIEWS
Ca s chnh ca Eviews s xut hin nh sau :
Sau khi khi ng chng trnh eviews 3.0. Nu cha c file d liu th phi tin hnh nhp d liu :T ca s Ewiews thc hin lnh file\new\workfile khi mn hnh nh sau:

NHP D LIU

NHP D LIU
Sau khi chn xong ta nhp chut , mn hnh s xut hin ca s workfile Range nh sau :
Annual : l dng s liu theo tng nm. Semi-Annual :l dng s liu theo na nm. Quarterly : l dng s liu theo tng qu. Monthly : l dng s liu theo tng thng. Weekly : l dng s liu theo tng tun. Undated or irregular : l cc dng s liu khc.
Trong ca s ny , bn ch cn chn loi d liu

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NHP D LIU

NHP D LIU
Nu d liu ca mu l d li hn hp th ta chn Undated or irregular .Trong khung Start date s xut hin s 1 , l s th t ca quan st u tin . Nu mu c 12 quan st (tc l kch thc mu n=12) th trong khung End date ta g s 12
Sau nhp OK . Khi mn hnh s nh sau :

NHP D LIU

NHP D LIU
nhp d liu cho bi ton . T ca s Eviews ta chn Quick/Empty group .
Mt ca s s xut hin nh sau :

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NHP D LIU Trong ca s ny ct u tin ghi th t quan st T ct th hai bn c th nhp d liu ca cc bin , mi bin nhp vo mt ct Chng hn nhp d liu quan st ca bin Y vo ct th hai ta nhp chut vo u ct ny v g tn bin Y ri nhn Enter sau nhp gi tr ca bin phn di (cc pha di c ch NA) Tin hnh tng t i vi cc bin cn li ca mu X2 , X3
ph bn hng v qung co n doanh thu ca 12 doanh nghip ta c bng sau : Trong Y l doanh thu , X2 l chi ph bn hng , X3 l qung co
n Y X2 X3 1 1270 100 180 2 149 0 106 248 3 106 0 60 190 4 162 6 160 240 5 102 0 70 150 6 180 0 170 260 7 161 0 140 250 8 128 0 120 160 9 139 0 116 170 10 144 0 120 230 11 159 0 140 220 12 1380 150 150
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NHP D LIU VD 01: Quan st s nh hng ca chi
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NHP D LIU By gi chng ta tin hnh nhp d liu cho bi ton nh sau: y l loi d liu cho do trong ca s Workfile range ta chn Undated or irregular , ta c bng s liu sau:
Sau khi nhp xong d liu ta s tin hnh phn tch bi ton : 1. V TH Nu ta mun v th ca hai bin no (chng hn Y v X2 ) .T ca s ca Eviews thc hin lnh Quick\Graph, nh hnh sau :
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Trong khung Graph type gm cc kiu th: Line graph: Stacked lines: Bar Graph: Stacked bars: Mixed Bar & Line: Scatter diagram: X-Y line graph: High-low:
Mn hnh s xut hin ca s series list . Ta ch vic g tn bin a ln trc honh (X2) v tn bin a ln trc tung (Y) . Khi mn hnh nh sau :
Click ok , mn hnh s xut hin ca s Graph.15
Pie chart:
th dng line th dng line th dng Bar (ct) th dng Bar (X)-Bar (Y) th dng Bar (X) line (Y) th dng phn tn th dng line-line th dng phn tng th dng lt ( th hnh trn)
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Gi s chng ta v th phn tn ca hai bin X2 & Y th trong khung Graph type ta chn scatter diagram / sau Click OK : mn hnh s xut hin th nh sau :
Nu mun v th m t s bin thin ca mt bin no t ca s series list ta g tn bin mun v th ( v d y ta chn bin Y ) ri click Ok , mn hnh s xut hin ca s graph , trong khung Graph type ta chn line graph / ri click OK . Ta s c th sau
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Nh vy chng ta bit cch v th m t ca mt bi ton . By gi chng ta s i tm hm hi quy ca mu 2. TM HM HI QUY CA MU Nu mun tm hm hi quy tuyn tnh mu ca Y theo X2 v X3 , t ca s Eviews thc hin lnh: Quick\Estimate Equation Khi mn hnh nh sau :
2. TM HM HI QUY CA MU Sau khi chn Estimate Equation mn hnh s hin ca s Estimate Equation . Trong khung estimate equation ta g lnh : Y C X2 X3 (C l bin hng lun nhn gi tr l 1 ng vi h s tung gc) g xong lnh ny ta thy mn hnh nh sau
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2. TM HM HI QUY CA MU Click OK , kt qu phn tch hi quy s xut hin nh sau
2. TM HM HI QUY CA MU Bng ny s thng bo nhng kt qu tm tt ca phn tch hi quy nh sau: Dependent Variable : Y Method : Least Squaress (phng php bnh phng nh nht ) Date: 03/27/06 Time: 15:52 Sample: 1 12 : s th t quan st t 1 n 12 Included observations: 12 (tng s quan st ) Variable (bin s) ct ny cho bit m hnh hi quy c bao nhiu bin gii thch .H s t do (hng s C) cng c coi l mt bin gii thch
21 22
2. TM HM HI QUY CA MU Coefficient : H s hi quy
2. TM HM HI QUY CA MU t-Statistic : Gi tr ca thng k t c th l
1 = 328,1383 2 = 4,64951 3 = 2,506152

Std. Error : lch chun
t1 t2 t3
1 S e (
=
1
) =
3 2 8 ,1 3 8 3 = 4,558023 7 1, 9 9 1 3 6 4,64951 = 9,910592 0,469146 2,560152 = 6,7477 0,379411
S e ( 1 ) = 7 1, 9 9 1 3 6 S e ( 2 ) = 0 , 4 6 9 1 4 6 S e ( ) = 0 , 3 7 9 4 1 1
3
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2 S e ( ) 2 3 S e ( )
3
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2. TM HM HI QUY CA MU Prob : Xc sut , c th l
P( T > 4, 558023) = 0, 0014 P( T > 9, 940592) 0, 0000 P( T > 6, 7477) = 0, 0001

Trong T l i lng ngu nhin phn phi theo quy lut Student vi n-k bc t do
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2. TM HM HI QUY CA MU R-squared : H s xc nh R2 Adjusted R-squared: R- squared: H s xc nh iu chnh i ch
Sum squared resid : RSS Log likelihood : Ln hm hp l c i Durbin-Watson stat : Thng k Durbin-watson Mean dependent var : Trung bnh bin ph thuc S.D. dependent var : lch chun bin ph thuc Akaike info criterion : Tiu chun Akaike
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2. TM HM HI QUY CA MU Schwarz criterion : Tiu chun Schwarz F-statistic : Thng k F Prob(F-statistic) : Xc sut ca thng k F T kt qu phn tch trn ta c m hnh hi quy mu :
3 . MT S HM TRONG EVIEWS
+ Cng , - Tr , * Nhn , ^ Lu tha ,> Ln hn , < Nh hn , <> Khc ,<= Nh hn hoc bng , >= Ln hn hoc bng D(x) sai phn bc 1 , D(x)=Xt-Xt-1 D(x,n) :sai phn bc n log(x) : Ln(x) ; EXP(x) : ex ABS(x) :gi tr tuyt i ca x SQR(x) cn bc hai ca x Sum(X) tng ca X Var(X) phng sai ca X Cov(X) hip phng sai ca X
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Y = 1 + 2 X 2 + 3 X 3 Y = 324,5417 + 4,6619X 2 + 2,5686X 3

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3. MT S HM TRONG EVIEWS Trend(d) bin xu th thi gian chun ho v 0 thi k d Seas(d) bin gi theo ma bng 1 khi qu hoc thng bng d , bng 0 nu thng khc d 4. MT S DNG HM HI QUY Gi s c s liu v cc bin Y, X .Nu tm hm hi quy ca Y theo X v Yt-1(bin tr) th cu lnh cn g l Y C X Y(-1) Gi s c s liu v bin Y & X ta cn tm hm hi quy ca Ln(Y) theo Ln(X) th thc hin cu lnh nh sau: Log(Y) C Log(X)
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4. MT S DNG HM HI QUY Gi s ta c cc s liu ca bin Y v X . Ta cn tm hm hi quy ca Y theo X v X2 th thc hin theo lnh nh sau : Y C X X^2 Nu ta cn tm hm hi quy nhng khng s dng ht cc quan st ca mu , chng hn ta tm hm hi quy ca Y theo CS nhng mu ch gm cc quan st t qu 1 nm 1997 n qu n qu 4 nm 2005 ( li 8 quan st cui ) . Khi cu lnh c m t bng hnh sau: ch : i vi s liu kiu nay th trong khung range prequency ta phi chn Quarterly
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4. MT S DNG HM HI QUY
5 . TM MA TRN TNG QUAN Gi s ta c mu gm cc bin Y , X2 , X3 . tm ma trn tng quan ca cc bin ny ta m d liu ca ba bin ny (theo nhm ) ri chn View\ Correlations . Khi mn hnh s nh sau :
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5 . TM MA TRN TNG QUAN Sau nhp chut mn hnh s nh sau :
5 . TM MA TRN TNG QUAN T kt qu trn ta c th biu din di dng ma trn nh sau :
1.000000 0.477206 0.895856 A = 0.477206 1.000000 0.784293 0.895856 0.784293 1.000000

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6 . TM MA TRN HIP PHNG SAI tm ma trn hip phng sai ca cc h s hi quy , trc ht ta tm hm hi quy mu , sau chn View\Covariance matrix . Mn hnh nh sau :
6 . TM MA TRN HIP PHNG SAI Sau nhp chut , ma trn hip phng sai s xut hin nh sau :
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6 . TM MA TRN HIP PHNG SAI T kt qu trn ta c th biu din i dng ma trn nh sau :
5246.275 9.539053 19.18079 H = 9.539053 0.223540 0.085921 19.18079 0.085921 0.145022

37
7 . D BO tm d bo im cho gi tr trung bnh ca bin ph thuc , chng hn vi s liu vd 01 ta cn tm d bo im cho doanh s bn trung bnh (Y) khi chi ph bn hng l 165 v chi ph qung co l 200 triu ng . Ta cn thc hin cc bc sau : 1- Tm hm hi quy tuyn tnh mu ca Y theo X2 (chi ph bn hng ) v X3 ( chi ph qung co ) 2- Nhp thm d liu ca X2 l 165 v ca X3 l 200 vo quan st th 13
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7 . D BO Ta thc hin nh sau : T ca s workfile:vidu01 chn Procs\Change workfile range . Mn hnh khi s nh sau
7 . D BO Nhp chut sau iu chnh s 12 thnh s 13 trong khung end date :
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7 . D BO
7 . D BO 3 -Tr v ca s equation :Untitled
Sau nhp OK tr v ca s workfile v m bng d liu nhm gm X2 v X3 bng cch double click X2 v nhp thm 165 vo quan st th 13 , lm tng t i vi X3
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Ri chn forecast name ta c th t tn bin dubao doanhso ; Trong khung sample range forecast ta iu chnh 12 thnh 13 . Mn hnh khi nh sau 42
7 . D BO
Ca s forecast
7 . D BO
Sau click OK . Mn hnh s xut hin nh sau :
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7 . D BO
7 . D BO T ca s workfile : vidu01 ta m file dubaodoanhso v nhn vo quan st th 13 ta thy d bo im ca doanh s bn khi chi ph bn hng l 165 triu v chi phi qung co l 200 triu l 1607.461 triu
D bo doanh s chnh l Y . c tnh theo cng thc

Y =
+
1
X
2
) ...... + X
k
tm d bo khong tin cy cho gi tr trung bnh ca bin ph thuc vi tin cy 1 ta p dng cng thc :
45
) [Y t
/2
) ) ) (n k )se(Y );Y + t / 2 (n k )se(Y )
46

7 . D BO

7 . D BO
Trong Y tm c trn , t / 2 ( n k ) Tm bng cch tra bng hoc dng hm )tivn(...) trong excel . Nh vy ta ch cn tm se (Y ) ) tm se (Y ) t ca s Equation : untiled chn forecast trong khung SE(optional) ta c th dt tn ) bin l SE1 , se1 chnh l se ( Y Y ) ; Trong khung sample range for forecast iu chnh 12 thnh 13 . Mn hnh khi nh sau
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7 . D BO

7 . D BO Nhn vo bng d liu quan st th 13 ta thy s ) 52.74932 y chnh l gi tr ca se (Y Y ) ) Tip theo ta tnh se ( Y ) ) ) )2 var( Y Y ) = var( Y ) + T cng thc Trong 2
Sau nhp OK , bin SE1 c tnh v nhp vo file d liu . xem gi tr ca bin ny ta doudle click vo SE1 mn hnh s nh sau :
= RSS /( n k )
RSS c tnh bng kt qu .(tm hm hi qui)
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7 . D BO i vi v d dang xt th RSS=19264.29 Vy suy ra
se ( Y ) = var( Y ) =
7 . D BO Sau nhp OK .Mn hnh nh sau :

2
( se ( Y Y ))
) Ta t tn cho bin se(Y ) l SE chng hn . Khi ta thc hin cng vic nh sau :T ca s workfile : Vidu 1 chn genr ri g vo khung enter Equation lnh nh sau : se =sqr(SE1^2-19264.29/9) Trong khung sample ta iu chnh s 12 thnh 13
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7 . D BO Bin s c tnh ton v nhp vo file d liu . Ta c th m file ny xem kt qu bng cch double click vo se trong ca s workfile khi mn hnh nh sau :
7 . D BO Kt qu trn mn hnh cho thy se ( Y ) = 25 . 72742 Vy t cc kt qu tm c ta c khong tin cy ca gi tr trung bnh ca bin ph thuc l:
t = Y t / 2 ( n k ) se (Y ); Y + t / 2 ( n k ) se (Y )
t = [1607 .461 2.262157 * 25 .72742 ;1607 .461 + 2.262157 * 25 .72742 ] t = [1549.262;1 665.66 ]
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7 . D BO tm cn trn v cn di ca d bo khong ta cng tin hnh tng t nh i vi se . Vi lu l t0.025(9)=TINV(0.05,9)=2.262157 (excel) Vy tm cn di ca khong d bo ta lm nh sau : T ca s workfile sau khi chon genr trong khung enter equation ta g lnh nh sau : canduoi=dubaodoanhso-2.262157*se V trong khung sample ta phi iu chnh s 12 thnh 13
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7 . D BO Khi mn hnh nh sau :
Sau nhp OK
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7 . D BO tm cn trn ca khong d bo ta cng lm tng t nh i vi cn di v cu lnh nh sau : cantren=dubaodoanhso+2.262157*se Sau khi thc hin xong cc lnh trn ta m bin canduoi bng cch doudble click vo bin . V cng lm tng t nh trn m d liu ca cn trn (Trong ca s Workfile )
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7 . D BO
Mn hnh s xut hin nh sau :
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7 . D BO
7 . D BO
Nhn vo quan st th 13 ca bng s liu ta thy cn di ca d bo khong l 1550.143 M d liu ca cn trn ta thy :
Nhn vo quan st th 13 ca bng d liu ta thy cn trn ca d bo khong l 1664.780 Nh vy ta tm c khong tin cy cho doanh s bn trung bnh khi chi ph qung co l 200 v lng nhn vin bn hng l 165 vi tin cy 95% l
[1550
. 143 ;1664 . 780
59
(Gn ng vi cch tnh bng cng thc)
60
10
7 . D BO
8 . NH MU C nhiu trng hp ta khng s dng ht cc s liu ca mu ban u m ch s dng mt phn d liu ban u , khi ta cn nh mu tin cho cho qu trnh s dng s liu . nh mu , t ca s Workfile chn sample, ca s sample s xut hin nh sau :
Sau khi tm c cn trn v cn di ca d bo khong cho gi tri trung bnh ca bin ph thuc , ta c th v th cho cn trn cn di gi tr d bo cng nh cc gia tr quan st ca bin ph thuc
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8 . NH MU Trong khung sample range pairs ta iu chnh s quan st ca mu thnh phn cho thch hp.Trong khung IFcondition(optional) ta a iu kin m mu thnh phn phi tho mn . Chng hn vi s liu cho vid01 .Nu ch xt mu gm nhng quan st t 1 n 10 th ta iu chnh 12 thnh 10 . Nu mu ch gm nhng quan st thuc trng chi ph qung co th trong khung if ta s g tn bin vo (X3). Lm nh hnh sau :
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8 . NH MU
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9. TNH CC THNG K M T
9. TNH CC THNG K M T Sau nhp chut , ca s series list s xut hin . Trong ca s ny ta g tn cc bin cn tnh cc thng k m t (chng hn Y, X2, X3 ) nh hnh sau :
tnh cc gi tr trung bnh , trung v , lch chun ca cc bin c trong file d liu , sau khi m file d liu , t ca s Eviews chn Quick / Group statistics / Descriptive statistics / Common sample nh hnh di :
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Sau nhp OK bng kt qu sau s xut hin :
Trong : Mean : Gi tr trung bnh Median :S trung v Maximum: Gi tr ln nht ca bin Minimum :Gi tr nh nht ca bin Skewness : lch Kurtosis :
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10. KIM NH WHITE thc hin kim nh white bng Eviews , sau khi c lng m hnh m hnh hi quy gc t ca s Equation:untitled chn view/residual test / white heteroskedasticity (cross terms) (c cc tch hp cho gia cc bin c lp ).Nu ta mun khng c cc tch hp cho gia cc bin c lp trong m hnh hi quy b sung th chn white heteroskedasticity (no cross terms) . Khi mn hnh nh sau :
69
10. KIM NH WHITE
70
10. KIM NH WHITE
10. KIM NH WHITE Nu chn white heteroskedasticity (no cross terms)
Sau nhp chut , ta c bng kt qu ca kim nh nh sau :
71
Ta nhn thy trong danh sch cc bin c lp trong m hnh hi quy khng c bin c lp X2*X3 72
12
11 . KIM NH S C MT CA BIN KHNG CN THIT
kim nh s c mt ca mt bin no l khng cn thit i vi m hnh ang xt , ta lm nh sau - M file d liu ca bi ton ang xt - Tm hm hi quy trong c c bin khng cn thit (bin d)
i vi v d 2 ta tm hm hi quy ca Y theo X v Z -Chn View/Cofficient tests /Redundant variable Likelihood ratio . Mn hnh nh sau :
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74

Sau click chut mn hnh s xut hin khung one or mero tests series nh sau :
Mn hnh s xut hin ca s sau :
Sau g tn bin khng cn thit vo khung one or more test series (trong v d 2 ta chon bin Z) ri click OK
75
Theo bng kt qu ta thy thng k F=104291 c xc sut p=0.750677 nn ta chp nhn gi thit cho rng bin Z khng cn thit trong m hnh hi quy ca Y theo X v Z .
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12 . KIM NH BIN B B ST kim nh mt bin no b b st i vi m hnh ang xt ta thc hin theo cc bc sau : - M file d liu ca bi ton (V d3) - Tm hm hi quy khng c bin b st . i vi v d3 ta chn bin X3 . Tc ta tm hm hi quy ca Y theo X2 - Chn View/Cofficient test/Omitted Variable Likelihood Ratio khi mn hnh nh sau :
77
12 . KIM NH BIN B B ST
Sau g tn bin b b st vo khung one or test series (i vi v d ny ta g X3) .

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13
Sau nhp OK .Mn hnh s xut hin nh sau :

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Theo kt qu th X3 l bin b b st tc l ta chp nhn gi thit (i vi m hnh hi quy ca Y theo X2) v 80 xc sut =0
81
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Huong Dan Su Dung Eviews

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THC HNH EVIEWS

NG DNG GII BI TP D GI B T KINH T LUNG T LU

PHN TCH HI QUY BNG EVIEWS

KHI NG CHNG TRNH EVIEWS

T mn hnh desktop , trn thanh taskbar thc hin th hi lnh: nh:

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS

KHI NG CHNG TRNH EVIEWS

Ca s chnh ca Eviews s xut hin nh sau :

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS

Trong ca s ny , bn ch cn chn loi d liu

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS

Sau nhp OK . Khi mn hnh s nh sau :

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS

nhp d liu cho bi ton . T ca s Eviews ta chn Quick/Empty group .

Mt ca s s xut hin nh sau :

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS

NHP D LIU VD 01: Quan st s nh hng ca chi

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS

Click ok , mn hnh s xut hin ca s Graph.15

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS

2. TM HM HI QUY CA MU Click OK , kt qu phn tch hi quy s xut hin nh sau

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS

2. TM HM HI QUY CA MU Coefficient : H s hi quy

2. TM HM HI QUY CA MU t-Statistic : Gi tr ca thng k t c th l

1 = 328,1383 2 = 4,64951 3 = 2,506152

3 2 8 ,1 3 8 3 = 4,558023 7 1, 9 9 1 3 6 4,64951 = 9,910592 0,469146 2,560152 = 6,7477 0,379411

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS

2. TM HM HI QUY CA MU Prob : Xc sut , c th l

P( T > 4, 558023) = 0, 0014 P( T > 9, 940592) 0, 0000 P( T > 6, 7477) = 0, 0001

2. TM HM HI QUY CA MU R-squared : H s xc nh R2 Adjusted R-squared: R- squared: H s xc nh iu chnh i ch

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS

Y = 1 + 2 X 2 + 3 X 3 Y = 324,5417 + 4,6619X 2 + 2,5686X 3

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS

5 . TM MA TRN TNG QUAN Sau nhp chut mn hnh s nh sau :

5 . TM MA TRN TNG QUAN T kt qu trn ta c th biu din di dng ma trn nh sau :

1.000000 0.477206 0.895856 A = 0.477206 1.000000 0.784293 0.895856 0.784293 1.000000

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS

5246.275 9.539053 19.18079 H = 9.539053 0.223540 0.085921 19.18079 0.085921 0.145022

PHN TCH HI QUY BNG EVIEWS

PHN TCH HI QUY BNG EVIEWS