HNG DN THC HNH

I. Thc hnh trn Excel

1. x l s liu bng excel, chng ta cn ci t cng c Analysis Toolpak bng cch:
(1) Lp da ngun ci t Office gc vo CD-ROM hoc DVD.
(2) M mt file Excel bt k
(3) Tools -> Add-Ins -> Nhp vo hp kim chn Analysis Toolpak -> OK
(4) Hp thoi yu cu lp a Office xut hin -> ln lt nhp OK theo hng
dn ci t.
2. Cc ng dng chnh ca Analysis Toolpak
Tnh cc tr thng k m t:
ng dn: Tools -> Data Analysis -> Descriptive Statistics
V d : Tnh cc tr thng k m t ca GDP trong workbook thuchanh.xls (trong th
mc //gui SV/data)
Input range-Nhp s liu:
Input range: Qut vng gi tr ca GDP k c nhn GDP
Khai bo: Labels in the first row (Khai bo nhn GDP l tn bin)
Chn mc nh : Grouped by column
Output range-Chn vng xut d liu:
Output range: nhp vo u tin m chng ta mun t kt qu.
New worksheet ply: a kt qu ra trang mi c tn m chng ta t. Nu
khng t tn th Excel t ng t tn sheet!4 nu trc c sheet!3 .
New workbook: a kt qu ra mt workbook mi. Chng ta khng cn n
cp ny.
Chn tr thng k cn bo co: Summary statistics.

1 / 24

Chng ta c kt qu nh sau:
GDP
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count

1270.006
45.74627
1245.75
#N/A
250.5626
62781.63
-1.16974
-0.02911
864.32
833.28
1697.6
38100.18
30

Tnh ma trn tng quan

ng dn: Tools -> Data Analysis -> Correlation
Input Range: qut vng d liu k c nhn
Labels in the first row: khai bo nhn hng th nht chnh l tn bin.
Grouped by column: trng thi mc nh
Output options: ngha nh th tc Descriptive statistics
Kt qu ta nhn c ma trn tng quan ca GDP v Expenditure nh sau:
GDP
GDP
Expenditure

1
0.997797

Expenditur
e
1

c lng m hnh hi quy

ng dn: Tools -> Data Analysis ->Regression
Input Y Range: Qut d liu bin ph thuc
Input X Range: Qut d liu bin c lp

2 / 24

V thu c kt qu nh sau:

3. V th
Bc 1- Chn loi th

3 / 24

Bc 2: Nhp liu

Bc 3: t tn cho th v cc trc

4 / 24

Bc 4: Lu th

V c kt qu

TI LIU THAM KHO

Ban bin dch First News. EXCEL ton tp. Nh Xut Bn Tr-2001.

II. Thc hnh trn Eviews 5

1. Khi ng Eviews 5
a. T Start:
Window XP:
Start - >All Programs ->Eviews -> Eviews
Window 98/2000:
Start -> Programs -> Eviews -> Eviews
b. T biu tng ca Eviews
5 / 24

Mt s my c biu tng ca Eviews trn mn hnh desktop nh sau

EViews 5.lnk

Nhp p chut tri vo biu tng Eviews 5.

2. Cc menu chnh ca Eviews 5

Anh (Ch) th tm hiu cc menu ca Eviews bng cch nhp chut vo menu
chnh thy cc menu ph.
3. M tp tin lm vic (workfile) c lu tr t trc.

Hp thoi m workfile nh sau:

6 / 24

4. ng tp tin
File ->Close hoc nhp vo biu tng

Lu tp tin thnh mt workfile khc: File -> Save as -> Chn ng dn v

t tn mi.
5. M mt workfile mi : File -> New -> Workfile

Hp thoi m workfile nh sau:

Cu trc ca Workfile (workfile structure type)

Unstructured/Undated: s dng cho loi d liu cho

7 / 24

Observations: s quan st ca s liu

Dated-regular frequency: s dng cho loi d liu chui thi gian

Annual: d liu theo nm

Semi-annual: d liu theo 6 thng
Quarterly: d liu theo qu
Monthly: d liu thng
Weekly: d liu tun
Daily (5 day week): d liu tun nhng ch tnh ngy lm vic
Daily (7 day week): d liu tun
D liu chui thi gian c nhp theo ngy ca quan st u tin v ngy
ca quan st cui cng.
Balanced Panel: s dng cho loi d liu bng

Start date: ngy bt u

End date: ngy kt thc
Number of cross sections: s lng n v kinh t
Names: t tn cho workfile
8 / 24

D liu y l d liu nm nn chng ta chn Annual, bt u l 1970, kt thc

l nm 1999.

Workfile mi ca chng ta c tn BT1 nh sau

Workfile ny c 2 bin c thit k sn

Resid (residuals) : Phn d. Khi chng ta cha hi quy th gi tr ca n l NA (Not
available- Khng c)
C : S ban u l 0.
Workfile ny sn sng cho chng ta nhp liu.
6. Nhp s liu vo Eviews
a. Nhp bng bn phm
S dng workfile BT1 u tin chng ta to bin.
To bin GDP
Objects : hp thoi new object nh sau

9 / 24

Chn i tng mi l bin- Type of Object: Series

Tn i tng l GDP Name of Object: GDP

Chng ta cng c th to bin GDP bng cch vo Generate

Lc ny trn ca s ca workfile BT1 c bin GDP (gdp l ch thng d

chng ta vit ch hoa trong phn t bin). Bin GDP cha c gi tr v
kim chng chng ta nhp p vo tn bin GDP.

10 / 24

 nhp s liu cho bin GDP chng ta nhp vo Edit +/- v bt u nhp.

Sau khi nhp xong, chng ta nhp vo Edit +/- kt thc. Chng ta c th
nhp s liu cho Expenditure theo cch tng t. Tuy nhin, nhp d liu bng
bn phm trn Eviews l mt qu trnh bt tin. Thng thng ngi ta nhp
liu bng phn mm khc, sau chuyn d liu sang Eviews.
b. Nhp bng Copy v dn
Chng ta c s liu file thuchanh trn EXCEL.
Nhp p bin NSLT -> Edit +/- dn.
M tp tin(workbook) thuchanh.XLS ca EXCEL.
Copy dy s liu ca bin GDP : sheet1!B2:B31
Chuyn sang workfile BT1 -> Dn (Ctrl+V) vo GDP -> Edit +/- kt thc.
Lm tng t vi bin Expenditure.
c. Nhp d liu t phn mm khc t th tc Import
M tp tin thuchanh.XLS.
Ghi ch im khi u ca d liu: B2.
S bin chng mun nhp l : 2 vi th t ca bin l GDP v Expenditure.
11 / 24

ng tp tin thuchanh.XLS v Eviews ch c c d liu t mt tp tin Excel

ang ng.
Procs -> Import -> Read Text-Lotus-Excel

Hp thoi tm tp tin c d liu ngun nh sau:

Sau khi nhp Open chng ta c hp thoi nhp liu nh sau

12 / 24

By observations-series in column: Theo quan st-bin xp theo ct

im bt u : B2
Tn trang d liu: Excel 5+sheet name: sheet1
Tn bin: Name of series. : GDP Expenditure hoc n gin l nhp s 2
ch 2 bin.
C mu: Sample to import : Workfile range.
7. Tr thng k m t
M workfile BT1.wf1. M GDP. Trng thi mc nh ca bin l
View/Spreadsheet. Cc ty chn khc nh sau:
View -> Line graph

View -> Bar graph

13 / 24

View -> Descriptive statistics -> Histogram and Stats

8. Quan h gia cc bin s

Nhm cc bin s thnh 1 Group. Gi Ctrl v nhp ln lt vo GDP v
Expenditure. Nhp chut phi, chn as Group.

14 / 24

Sau khi thnh mt group, dng mc nh ca group nh

(View/spreadsheet)

sau.

Ma trn tng quan: View -> Correlations-> Common Samples

Ma trn hip phng sai: View -> Covariances -> Common Samples

9. th
Chng ta ang lm vic vi mt group. lu group gm GDP v Expenditure
va kho st trn, ta chn Name v t tn group. Tn c ngh l
GROUP01 nhng bn c th t tn khc.

15 / 24

Chng ta ang lm vic vi GROUP01.

th:
View -> Scatter -> Simple Scatter: th phn tn.
View -> Scatter -> Simple Scatter: th phn tn vi ng hi quy.

Gi s chng ta chn Scatter with regression, kt qu hin th nh sau:

th ny t ng thay i khi chng ta cp nht s liu.

10. Lu li mt bng tnh hay th : Freeze
Lnh ny lu gi mt bn th nguyn dng nh lc chng ta nhp vo
lnh Freeze. Khi cc thay i ca d liu khng tc ng ln th. Bn
th gc vn c gi nguyn v vn cp nht s thay i ca d liu sau
ny.

16 / 24

GROUP01: Biu gc
UNTITLED: Biu b lm ng.
11. Hi quy
T menu Procs ca chng trnh chnh hoc t menu Procs ca GROUP01:
Procs -> Make equation
T chng trnh chnh: Quick -> Estimate equation

Kt qu hi quy nh sau.

17 / 24

12. To bin tng tc

to bin tng tc (tch s gia 1 bin nh lng v 1 bin gi) th chng ta
vo Genn -> [tn bin tng tc] = [tn bin nh lng] *[tn bin gi]
13. Kim nh a cng tuyn: khng c php kim nh chnh thc
14. Kim nh phng sai thay i
Dng phng php th

18 / 24

Kim nh White
Chng ta ang lm vic trn Equation: View -> residual Tests -> White
Heterokedasticity (cross terms hoc no cross terms)

Chng ta thu c kt qu nh sau:

19 / 24

Da vo kt qu trn chng ta chp nhn H 0 (H0: Phng sai ca sai s khng i).
nh vy trong m hnh hi quy ny khng tn ti hin tng phng sai thay i.
15. Kim nh t tng quan: da vo gi tr d trong kt qu hi quy
16. Kim nh phn phi chun
View -> Residual Test -> Histogram-Normality Test

Da vo kt qu trn chng ta chp nhn H0 (H0: ui c phn phi chun)

Nu Anh(Ch) mun tm hiu nhiu ng dng khc na ca Eviews th hy nhp
vo: Help

20 / 24

Ti liu tham kho:

(1) Daniel Westbrook Applied Econometrics with Eviews, Fulbright Economics
Teaching Program, 2002.
(2) Nguyn Trng Hoi, Phn tch s liu bng phn mm Eviews, Chng trnh
ging dy Kinh t Fulbright, 2003.
(3) Eviews 5, UserGuide, Quantitative Micro Software, 2004.
(4) Nguyn Quang Dong, Bi tp Kinh t lng vi s tr gip ca phn mm
Eviews, NXB Khoa hc v k thut, 2002.

21 / 24

MT S GI TR t THNG C S DNG

Bc t do
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
>30

1%
63,656
9,925
5,841
4,604
4,032
3,707
3,499
3,355
3,250
3,169
3,106
3,055
3,012
2,977
2,947
2,921
2,898
2,878
2,861
2,845
2,831
2,819
2,807
2,797
2,787
2,779
2,771
2,763
2,756
2,750
2,576

Mc ngha
5%
10%
12,706
6,314
4,303
2,920
3,182
2,353
2,776
2,132
2,571
2,015
2,447
1,943
2,365
1,895
2,306
1,860
2,262
1,833
2,228
1,812
2,201
1,796
2,179
1,782
2,160
1,771
2,145
1,761
2,131
1,753
2,120
1,746
2,110
1,740
2,101
1,734
2,093
1,729
2,086
1,725
2,080
1,721
2,074
1,717
2,069
1,714
2,064
1,711
2,060
1,708
2,056
1,706
2,052
1,703
2,048
1,701
2,045
1,699
2,042
1,697
1,960
1,645

20%
3,078
1,886
1,638
1,533
1,476
1,440
1,415
1,397
1,383
1,372
1,363
1,356
1,350
1,345
1,341
1,337
1,333
1,330
1,328
1,325
1,323
1,321
1,319
1,318
1,316
1,315
1,314
1,313
1,311
1,310
1,282

Ngun: Hm Tinv ca Excel.

22 / 24

MT S GI TR F TI HN TRN THNG C S DNG

Mc ngha = 5%

F/2

df1
df2
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

18.51
10.13
7.71
6.61
5.99
5.59
5.32
5.12
4.96
4.84
4.75
4.67
4.60
4.54
4.49
4.45
4.41
4.38
4.35
4.32
4.30
4.28
4.26
4.24
4.23
4.21
4.20
4.18
4.17
4.16
4.15
4.14
4.13
4.12
4.11
4.11
4.10
4.09
4.08

19.00
9.55
6.94
5.79
5.14
4.74
4.46
4.26
4.10
3.98
3.89
3.81
3.74
3.68
3.63
3.59
3.55
3.52
3.49
3.47
3.44
3.42
3.40
3.39
3.37
3.35
3.34
3.33
3.32
3.30
3.29
3.28
3.28
3.27
3.26
3.25
3.24
3.24
3.23

19.16
9.28
6.59
5.41
4.76
4.35
4.07
3.86
3.71
3.59
3.49
3.41
3.34
3.29
3.24
3.20
3.16
3.13
3.10
3.07
3.05
3.03
3.01
2.99
2.98
2.96
2.95
2.93
2.92
2.91
2.90
2.89
2.88
2.87
2.87
2.86
2.85
2.85
2.84

19.25
9.12
6.39
5.19
4.53
4.12
3.84
3.63
3.48
3.36
3.26
3.18
3.11
3.06
3.01
2.96
2.93
2.90
2.87
2.84
2.82
2.80
2.78
2.76
2.74
2.73
2.71
2.70
2.69
2.68
2.67
2.66
2.65
2.64
2.63
2.63
2.62
2.61
2.61

10

19.30 19.33 19.35 19.37 19.38 19.40

9.01
8.94 8.89 8.85 8.81 8.79
6.26
6.16 6.09 6.04 6.00 5.96
5.05
4.95 4.88 4.82 4.77 4.74
4.39
4.28 4.21 4.15 4.10 4.06
3.97
3.87 3.79 3.73 3.68 3.64
3.69
3.58 3.50 3.44 3.39 3.35
3.48
3.37 3.29 3.23 3.18 3.14
3.33
3.22 3.14 3.07 3.02 2.98
3.20
3.09 3.01 2.95 2.90 2.85
3.11
3.00 2.91 2.85 2.80 2.75
3.03
2.92 2.83 2.77 2.71 2.67
2.96
2.85 2.76 2.70 2.65 2.60
2.90
2.79 2.71 2.64 2.59 2.54
2.85
2.74 2.66 2.59 2.54 2.49
2.81
2.70 2.61 2.55 2.49 2.45
2.77
2.66 2.58 2.51 2.46 2.41
2.74
2.63 2.54 2.48 2.42 2.38
2.71
2.60 2.51 2.45 2.39 2.35
2.68
2.57 2.49 2.42 2.37 2.32
2.66
2.55 2.46 2.40 2.34 2.30
2.64
2.53 2.44 2.37 2.32 2.27
2.62
2.51 2.42 2.36 2.30 2.25
2.60
2.49 2.40 2.34 2.28 2.24
2.59
2.47 2.39 2.32 2.27 2.22
2.57
2.46 2.37 2.31 2.25 2.20
2.56
2.45 2.36 2.29 2.24 2.19
2.55
2.43 2.35 2.28 2.22 2.18
2.53
2.42 2.33 2.27 2.21 2.16
2.52
2.41 2.32 2.25 2.20 2.15
2.51
2.40 2.31 2.24 2.19 2.14
2.50
2.39 2.30 2.23 2.18 2.13
2.49
2.38 2.29 2.23 2.17 2.12
2.49
2.37 2.29 2.22 2.16 2.11
2.48
2.36 2.28 2.21 2.15 2.11
2.47
2.36 2.27 2.20 2.14 2.10
2.46
2.35 2.26 2.19 2.14 2.09
2.46
2.34 2.26 2.19 2.13 2.08
2.45
2.34 2.25 2.18 2.12 2.08

Ngun: Hm Finv ca Excel.

MT S GI TR TI HN TRN THNG C S DNG
2

23 / 24

Mc ngha = 5%

0
df
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

1%

5%
9,21
11,34
13,28
15,09
16,81
18,48
20,09
21,67
23,21
24,73
26,22
27,69
29,14
30,58
32,00
33,41
34,81
36,19
37,57
38,93
40,29
41,64
42,98
44,31
45,64
46,96
48,28
49,59
50,89
52,19
53,49
54,78
56,06
57,34
58,62
59,89
61,16
62,43
63,69

10%
5,99
7,81
9,49
11,07
12,59
14,07
15,51
16,92
18,31
19,68
21,03
22,36
23,68
25,00
26,30
27,59
28,87
30,14
31,41
32,67
33,92
35,17
36,42
37,65
38,89
40,11
41,34
42,56
43,77
44,99
46,19
47,40
48,60
49,80
51,00
52,19
53,38
54,57
55,76

20%
4,61
6,25
7,78
9,24
10,64
12,02
13,36
14,68
15,99
17,28
18,55
19,81
21,06
22,31
23,54
24,77
25,99
27,20
28,41
29,62
30,81
32,01
33,20
34,38
35,56
36,74
37,92
39,09
40,26
41,42
42,58
43,75
44,90
46,06
47,21
48,36
49,51
50,66
51,81

3,22
4,64
5,99
7,29
8,56
9,80
11,03
12,24
13,44
14,63
15,81
16,98
18,15
19,31
20,47
21,61
22,76
23,90
25,04
26,17
27,30
28,43
29,55
30,68
31,79
32,91
34,03
35,14
36,25
37,36
38,47
39,57
40,68
41,78
42,88
43,98
45,08
46,17
47,27

Ngun: Hm Chiinv ca Excel

24 / 24