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Bi 1.

Cho kt qu hi quy sau, vi MR l cu v tin (t), R l li sut (%), GDP l tng sn phm quc
ni (t). Cho = 5%.
Dependent Variable: MR - Method: Least Squares
Included observations: 31 after adjusting endpoints
Variable
Coefficient
Std. Error t-Statistic
Prob.
C
102.5835
8.652193 11.85635
0.0000
R
-7.387650
1.555809 -4.748431
0.0001
GDP
0.081544
0.006189 13.17416
0.0000
GDP(-1)
0.070892
0.065113 1.088758
0.2859
R-squared
0.995095 Mean dependent var
369.7000
Durbin-Watson stat
0.740335 Prob(F-statistic)
0.000000

1. Vit hm hi quy mu. Gii thch ngha kt qu c lng cc h s gc ca m hnh.


2. Bin c lp no thc s gii thch cho s bin ng ca cu tin.
3. Hm hi quy c ph hp khng?
4. Nu li sut tng 1% th cu tin gim trung bnh ti a bao nhiu?
5. Nu GDP cng thi k tng 1 t th cu tin tng trong khong no?
6. Phi chng li sut tng 1% th cu tin gim nhiu hn 6 t.
7. H s xc nh ca m hnh c lng c bng bao nhiu? ngha con s ?
8. C th ni GDP nm trc khng tc ng ti cu tin nm nay?
9. Nhn xt v kin cho rng GDP c tc ng thun chiu ti cu v tin.
10. Nu b bt bin GDP(-1) ra khi m hnh th c m hnh mi c h s xc nh l
0.8874. Vy c nn b bin ny khng?
11. Cho bit kt qu sau y dng lm g, cho kt lun g?
Ramsey RESET Test:
F-statistic
Log likelihood ratio

0.429809
0.508275

Probability
Probability

0.517842
0.475886

12. Cc thng k dng kim nh di y c tnh nh th no, kt lun g v m hnh


ban u qua thng tin ny?
Cross terms

White Heteroskedasticity Test:


F-statistic
Obs*R-squared

1.093254
2.345513

Probability 0.375808
Probability 0.309513

Bi 2.
Cho kt qu hi quy (1) sau, vi GDP l tng sn phm quc ni, K l tng lng vn u t, L l
tng lc lng lao ng. = 5%
Dependent Variable: LOG(GDP)
Method: Least Squares
Included observations: 31 after adjusting endpoints
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
0.114270
0.120685
0.946840
0.3518
LOG(K)
1.165264
0.030192
38.59463
0.0000
LOG(L)
0.347990
0.044254
7.863503
0.0000
R-squared
0.994209 Mean dependent var
7.415479
Durbin-Watson stat
0.879920 Prob(F-statistic)
0.000000

1. Vit hm hi quy mu.


2. Vit hm hi quy mu vi cc bin ban u. Gii thch ngha kt qu c lng cc h s.
3. Nu lao ng tng thm 1%,cc yu t khc khng i th GDP tng t nht bao nhiu %?
4. Vn tng ln c lm cho GDP tng ln hay khng?
5. C th ni vn tng thm 1% th GDP tng hn 1% hay khng (GDP tng nhanh hn tng
vn)
6. M hnh c t tng quan bc 1 khng?
7. Phi chng cc bin c lp u khng tc ng ti bin ph thuc?
8. Nu vn v lao ng cng tng 1% th GDP c tng trong khong no? Bit hip phng sai
ca c lng 2 h s gc l 0,025.
9. Phi chng y l qu trnh sn xut c hiu qu khng i theo quy m?
10. Kt qu di y cho bit iu g v m hnh ban u? Nu cch tnh thng k F.
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
6.261164 Probability
Obs*R-squared
10.07707 Probability

0.006031
0.006483

11. M hnh di y dng lm g, cho kt lun g v m hnh ban u?


Dependent Variable: LOG(K)
Included observations: 31 after adjusting endpoints
Variable
Coefficient
Std. Error
t-Statistic
C
0.114270
0.120685
0.946840
LOG(L)
0.347990
0.044254
7.863503

Prob.
0.3518
0.0000

Bi 3.
Cho kt qu hi quy (1) sau vi Y l GDP, FDI l u t trc tip nc ngoi, RES l u t cho
nghin cu pht trin, cc bin c n v l t ng. = 5%
Dependent Variable: Y
Method: Least Squares
Sample: 1 30
Included observations: 30
Variable
Coefficient
C
6.818210
FDI
0.320012
RES
0.123140
R-squared
0.246119
Adjusted R-squared
0.190276
Durbin-Watson stat
2.245781

Std. Error
t-Statistic
Prob.
1.684174
4.048401
0.0004
0.107807
2.968379
0.0062
0.056221
2.190176
0.0373
Mean dependent var
8.373533
S.D. dependent var
2.841277
Prob(F-statistic)
0.022059

1. Vit phng trnh c lng. Gii thch ngha kt qu cc h s c lng.


2. Kt qu c lng c ph hp vi l thuyt khng?
3. Tm c lng im ca GDP khi vn u t trc tip nc ngoi l 5000 t v u t cho
nghin cu pht trin l 1000 t.
4. Khi u t trc tip tng ln 1 t ng th GDP thay i nh th no, cho tin cy l
0,95.
5. Vi mc ngha 5% c th cho rng nu u t cho gio dc o to tng 1 t th GDP
tng t nht l 0,1 t ng.
6. Khi cc yu t khc khng i, nu u t nc ngoi gim 1 t ng th GDP gim ti a
bao nhiu?
7. Cc bin c lp gii thch c bao nhiu % s bin ng ca GDP?
8. Cc kt lun trn c ng tin cy hay khng?
9. Hm hi quy c ph hp hay khng?
Bi 4.

Cho kt qu hi quy, vi QA l lng bn (nghn lt), PA l gi bn (nghn ng/lt) ca


hng nc gii kht A, D l bin nhn gi tr bng 1 nu quan st vo ma h, v H bng 0 nu
quan st vo thi gian khc trong nm.

Dependent Variable: QA
Method: Least Squares
Sample: 2001Q1 2006Q4
Included observations: 24
Variable
Coefficient
C
972.7741
PA
-57.15100
D
85.55651
D*PA
27.11565
R-squared
0.676992
Sum squared resid
636775.7

Std. Error
t-Statistic
Prob.
356.8199
2.726233
0.0130
9.466111 -6.037431
0.0000
85.88635
0.996160
0.3311
10.98241
2.469006
0.0227
F-statistic
13.97265
Prob(F-statistic)
0.000038

Cho hip phng sai c lng hai h s ca PA v D*PA bng: 32,89


a. Vit hm hi quy tng th, hi quy mu cho ma h v thi gian khc.
b. Tm c lng im lng bn ca hng khi gi bn l 5 nghn vo ma h v thi gian khc.
c. H s chn ca m hnh c khc nhau gia hai thi k khng?
d. H s gc c khc nhau gia hai thi k khng? Nu c th chnh lch trong khong no?
e. Phi chng vo ma h vic tng gi s c tc ng n lng bn t hn so vi thi gian khc?
f. Vo ma h, khi gim gi mt nghn th lng bn tng trong khong no?
g. nh gi vic a yu t ma h-thi gian khc vo m hnh, bit rng hi quy QA theo PA v
h s chn th h s xc nh bng 0,557 v tng bnh phng phn d bng 873438,5.
h. C kin cho rng t u nm 2006 v sau, do b cnh tranh mnh, nn yu t gi c c tc
ng n lng bn mnh hn so vi trc . Hy nu xy dng m hnh c th kim tra v
nh gi v kin .
Bi 5.
Vi NX l bin nh phn, NX = 1 nu c lm pht cao, NX = 0 nu ngc li, hi quy m
hnh Logit sau:
Dependent Variable: NX
Method: ML - Binary Logit (Quadratic hill climbing)
Covariance matrix computed using second derivatives
Variable
Coefficient
Std. Error
z-Statistic
C
-0.351871
1.035516 -0.339802
GDP
0.006161
0.000397
15.49797

Prob.
0.7340
0.0000

1. Vit kt qu hi qui mu xc nh xc sut c lm pht cao trong nn kinh t v phn tch


ngha.
2. Khi GDP = 1500 t th kh nng c lm pht cao l bao nhiu ?
3. Vi gi thit cu (2.), nu GDP tng thm 1 t th kh nng c lm pht cao thay i th no?

Bi 6.
Vi bin GDP trn, Y = 1 nu c thng d ngn sch, Y = 0 trong trng hp ngc li,
hi quy c kt qu sau:
Dependent Variable: Y
Method: ML - Binary Probit (Quadratic hill climbing)
Variable
Coefficient
Std. Error
z-Statistic
C
-0.526434
0.399498 -1.317740
GDP
0.000290
0.000160
1.811060

Prob.
0.1876
0.0701

1. Vit phng trnh hi qui mu xc nh xc sut c thng d ngn sch v phn tch ngha.
2. Tnh kh nng c thng d ngn sch khi GDP l 1000 n v.
3. Nu GDP tng t 1000 ln 1001 n v th kh nng c thng d ngn sch thay i th no?
Bi 7.

Da trn gi thit ca bin i Koych v m hnh tr phn phi v hn, hi quy m hnh
t hi quy
Dependent Variable: GDP - Method: Least Squares - observations: 31
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
-106.7104
61.63163 -1.731422
0.0948
K
0.740684
0.056222
13.17416
0.0000
L
0.170697
0.054364
3.139841
0.0041
GDP(-1)
0.935133
0.088391
10.57946
0.0000
R-squared
0.999122 Mean dependent var
2185.546
Durbin-Watson stat
1.653123 Prob(F-statistic)
0.000000

1. Cho bit tc ng trong di hn ca bin K v L n GDP bng bao nhiu?


2. C th dng kim nh DW kim nh t tng quan khng, ti sao
Bi 8.
Da trn bin i Koych v tr v hn, c kt qu sau y
Dependent Variable: GDP
Variable
Coefficient
C
10.45760
K
1.383621
GDP(-1)
0.803223

Std. Error
1.723856
0.007849
0.189671

t-Statistic
6.066400
17.62774
4.234804

Prob.
0.0000
0.0000
0.0014

1. Tm tc ng ngn v di hn ca vn n GDP?
2. T cch xy dng m hnh tr phn phi v kt qu trn, tm tc ng ca vn u t t 2
nm trc n GDP trong nm hin ti
Bi 9.
Cho h phng trnh sau y:
(a)
GDP = 11 + 12 K + 13 L + 14 GDP(-1) + 15 K(-1) + u1
(b)
K
= 21 + 22 GDP + 33 GDP(-1)
+ u2

1. Dng iu kin cn nh dng cho tng phng trnh trong h trn.


2. Dng iu kin nh dng cho phng trnh (b).
3. Nu cch s dng phng php hi qui hai bc c lng h phng trnh trn.
Bi 10.
Vi cc bin AD l chi ph qung co, B l thng cho nhn vin bn hng, M l chi ph
qun l, cho h
(a)
Y = 11 + 12P + 13 AD + 14 B + 15 M + u1
(b)
P = 21 + 22Y + 13 AD
+ u2
(c)
B = 31 + 32 Y
+ u3
1. Dng iu kin cn nh dng cho cc m hnh trn
2. Dng iu kin nh dng cho phng trnh (c)
3. C th dng phng php c lng no c lng cc phng trnh trn?
Bi 11.
Cho kt qu san m bng Holt-Winters khng c yu t thi v ca GDP
Date: 8/27/08 Time: 07:23
Sample: 1970:1 1991:4
Method: Holt-Winters No Seasonal
Original Series: GDP
Parameters: Alpha
Beta
End of Period Levels:
Mean
Trend

1.0000
0.2799
4868.000
4.722234

1. D bo gi tr ca GDP vo qu 1 nm 1992, qu 4 nm 1992.


2. Vit cng thc d bo tng qut gi tr ca GDP cho cc thi k sau.
Bi 12.
Cho kt qu san m bng Holt-Winters c yu t thi v ca GDP, m hnh nhn
Sample: 1970:1 1991:4
Method: Holt-Winters Multiplicative Seasonal
Original Series: GDP
Parameters: Alpha
Beta
Gamma
End of Period Levels:
Mean
Trend
Seasonals: 1991:1
1991:2
1991:3
1991:4

1. D bo gi tr ca GDP vo qu 4 nm 1992.
2. Vit cng thc d bo tng qut cho qu 3 hng nm.

1.0000
0.2600
0.0000
4872.932
6.310281
1.000316
1.000424
1.000273
0.998988

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