A.

L THUYT:

I.GII THIU V A CNG TUYN:

Thng thng cc bin c lp khng c mi quan h tuyn tnh, nu quy tc
ny b vi phm s c hin tng a cng tuyn. Nh vy, a cng tuyn l hin
tng cc bin c lp trong m hnh ph thuc ln nhau v th hin c di
dng hm s
II.

CC CCH PHT HIN HIN TNG A CNG TUYN

1.
R cao nhng t s t thp
Trong trng hp R 2 cao (thng R 2 > 0,8) m t s t thp th chnh l du
hiu ca hin tng a cng tuyn .
2

2.
Tng quan cp gia cc bin gii thch cao
Nu h s tng quan cp gia cc bin gii thch cao (vt 0,8) th c kh nng
c tn ti a cng tuyn. Tuy nhin tiu chun ny thng khng chnh xc. C
nhng trng hp tng quan cp khng cao nhng vn c a cng tuyn. Th d,
ta c 3 bin gii thch X 1 , X 2 , X 3 nh sau
X 1 = (1,1,1,1,1, 0,0,0,0,0, 0,0,0,0,0, 0,0,0,0,0)
X 2 = (0,0,0,0,0, 1,1,1,1,1, 0,0,0,0,0, 0,0,0,0,0)
X 3 = (1,1,1,1,1, 1,1,1,1,1, 0,0,0,0,0, 0,0,0,0,0)
R rng X 3 = X 2 + X 1 ngha l ta c a cng tuyn hon ho, tuy nhin tng
quan cp l:
r 12 = -1/3 ; r 13 = r 23 =0,59
Nh vy a cng tuyn xy ra m khng c s bo trc cu tng quan cp
nhng du sao n cng cung cp cho ta nhng kim tra tin nghim c ch.
3.
Xem xt tng quan ring
V vn c cp n da vo tng quan bc khng. Farrar v Glauber
ngh s dng h s tng quan ring. Trong hi quy ca Y i vi cc bin X 2
2
2
2
2
, X 3 ,X 4 . Nu ta nhn thy rng r 1, 234 cao trong khi r 12,34 ; r 13, 24 ; r 14, 23
tng i thp th iu c th gi rng cc bin X 2 , X 3 v X 4 c tng
quan cao v t nht mt trong cc bin ny l tha.
D tng quan ring rt c ch nhng n cng khng m bo rng s cung cp
cho ta hng dn chnh xc trong vic pht hin ra hin tng a cng tuyn.

4.

Hi quy ph
Mt cch c th tin cy c nh gi mc ca a cng tuyn l hi quy
ph. Hi quy ph l hi quy mi mt bin gii thch X i theo cc bin gii thch
cn li. R 2 c tnh t hi quy ny ta k hin R i2 (x1=x2 x3 x4..)
Mi lin h gia F i v R i2 :
Ri2 /( k 2)
F=
(1 Ri2 ) /( n k + 1)

F i tun theo phn phi F vi k 2 v n-k +1 bc t do. Trong n l , k l s

bin gii thch k c h s chn trong m hnh. R i2 l h s xc nh trong hi quy
ca bin X i theo cc bin X khc. Nu F i tnh c vt im ti hn F i (k-2,nk+1) mc ngha cho th c ngha l X i c lin h tuyn tnh vi cc bin X
khc. Nu F i c ngha v mt thng k chng ta vn phi quyn nh liu bin
X i no s b loi khi m hnh. Mt tr ngi ca k thut hi quy ph l gnh
nng tnh ton. Nhng ngy nay nhiu chng trnh my tnh c th m
ng c cng vic tnh ton ny.
5.

Nhn t phng i phng sai

Mt thc o khc ca hin tng a cng tuyn l nhn t phng i phng
sai gn vi bin X i , k hiu l VIF(X i ).
VIF(X i ) c thit lp trn c s ca h s xc nh R i2 trong hi quy ca bin
X i vi cc bin khc nhau nh sau:
1

VIF(X i ) = 1 R 2
(5.15)
i
Nhn vo cng thc (5.15) c th gii thch VIF(X i ) bng t s chung ca
phng sai thc ca 1 trong hi quy gc ca Y i vi cc bin X v phng sai
ca c lng 1 trong hi quy m X i trc giao vi cc bin khc. Ta coi
tnh hung l tng l tnh hung m trong cc bin c lp khng tng quan
vi nhau, v VIF so snh tnh hung thc v tnh hung l tng. S so snh ny
khng c ch nhiu v n khng cung cp cho ta bit phi lm g vi tnh hung
. N ch cho bit rng cc tnh hung l khng l tng.
th ca mi lin h ca R i2 v VIF l

V IF

100
50

R
10

0,9 1

2
i

Nh hnh v ch ra khi R i2 tng t 0,9 n 1 th VIF tng rt mnh. Khi

R i2 =1 th VIF l v hn.
C nhiu chng trnh my tnh c th cho bit VIF i vi cc bin c lp
trong hi quy.

6. o Theil
Kha cnh ch yu ca VIF ch xem xt n tng quan qua li gia cc bin gii
thch. Mt o m xem xt tng quan ca bin gii thch vi bin c gii
thch l o Theil. o Theil c nh ngha nh sau:
k

m = R 2 - ( R 2 - R 2i )
i =2

Trong R 2 l h s xc nh bi trong hi quy ca Y i vi cc bin X 2 , X 3

X k trong m hnh hi quy:
Y = 1 + 2 X 2i + 3 X 3i + . + k X ki + U i

R 2i l h s xc nh bi trong m hnh hi quy ca bin Y i vi cc bin X 2 ,

X 3 , ,X i 1 , X i +1 , ,X k
i lng R 2 - R 2i c gi l ng gp tng thm vo vo h s xc nh
bi. Nu X 2 , X 3 X k khng tng quan vi nhau th m = 0 v nhng ng
gp tng thm cng li bng R 2 . Trong cc trng hp khc m c th nhn gi
tr m hoc dng ln.
thy c o ny c ngha, chng ta xt trng hp m hnh c 2 bin
gii thch X 2 v X 3 . Theo k hiu s dng chng trc ta c:
2
2
m = R 2 - ( R 2 - r 12
) (R 2 r 13
)
2
2
T s t lin h vi tng quan ring r 12, 3 , r 13, 2
Trong phn hi quy bi ta bit:
2
2
2
R 2 = r 12
+ (1- r 12
) r 13, 2
2
2
2
R 2 = r 13
+ (1- r 13
) r 12 ,3
Thay 2 cng thc ny vo biu thc xc nh m ta c:
2
2
2
2
2
2
2
2
m = R 2 - (r 12
+ (1- r 12
) r 13, 2 - r 12
) - ( r 13
+ (1- r 13
) r 12 ,3 - r 13
)
2
2
2
2
2
= R - ((1- r 12 ) r 13, 2 + (1- r 13 ) r 12 ,3 )
2
2
t 1- r 12
= w 2 ; 1- r 13
= w 3 v gi l cc trng s. Cng thc (5.16) c
vit li
di dng
2
2
m = R 2 - (w 2 r 13, 2 + w 3 r 12, 3 )
Nh vy o Theil bng hiu gia h s xc nh bi v tng c trng s ca
cc h s tng quan ring.
Nh vy chng ta bit mt s o a cng tuyn nhng tt c u c ngha
s dng hn ch. Chng ch cho ta nhng thng bo rng s vic khng phi l l
tng.
Cn mt s o na nhng lin quan n gi tr ring hoc thng k Bayes
chng ta khng trnh by y.
III.

Bin php khc phc

1. S dung thng tin tin nghim

Mt trong cac cach tip cn giai quyt vn a cng tuyn la phai tn dung
thng tin tin nghim hoc thng tin t ngun khac c lng cac h s ring.
Thi du : ta mun c lng ham san xut cua 1 qua trinh san xut nao o co dang :
Qt =AL

Trong o Qt la lng san phm c san xut thi ky t ; Lt lao ng thi ky t ; Kt

vn thi ky t ; Ut la nhiu ;A , , la cac tham s ma chung ta cn c lng .Ly
ln ca 2 v (5.17) ta c :
LnQt = LnA + lnLt + Kt Ut
t

LnQt = Q*t ; LnA = A* ; LnLt = L*t

Ta c

Q*t

= A* + L*t + K*t + Ut

(5.18)

Gia s L|K va L co tng quan rt cao di nhin iu nay se dn n phng

sai cua cac c lng cua cac h s co gian cua ham san xut ln .
Gia s t 1 ngun thng tin co li theo quy m nao o ma ta bit c rng
nganh cng nghip nay thuc nganh cso li tc theo quy m khng i nghia la
+ =1 .Vi thng tin nay ,cach x ly cua chung ta se la thay = 1 - vao (5.18)
va thu c :
Q*t

Q*t K*t = A* + (L*t K*t ) + Ut

T o ta c
t

= A* + L*t + ( 1 - )K*t + Ut (5.19)

Q*t K*t = Y*t va L*t K*t = Z*t ta c

Y*t

= A* + Z*t + Ut

Thng tin tin nghim a giup chung ta giam s bin c lp trong m hinh
xung con 1 bin Z*t
Sau khi thu c c lng cua thi tinh c t iu kin = 1
2. Thu thp s liu hoc ly thm mu mi
Vi a cng tuyn la c trng cua mu nn co th co mu khac lin quan n
cung cac bin trong mu ban u ma a cng tuyn co th khng nghim trong
na. iu nay co th lam c khi chi phi cho vic ly mu khac co th chp nhn
c trong thc t .

i khi chi cn thu thp them s liu , tng c mu co th lam giam tinh
nghim trong cua a cng tuyn .
3. Bo bin
Khi co hin tng a cng tuyn nghim trong thi cach n gian nht la bo
bin cng tuyn ra khoi phng trinh. Khi phai s dung bin phap nay thi cach
thc tin hanh nh sau :
Gia s trong m hinh hi quy cua ta co Y la bin c giai thich con X2 .X3
Xk la cac bin giai thich . Chung ta thy rng X2 tng quan cht che vi X3
.Khi o nhiu thng tin v Y cha X2 thi cung cha X3 .Vy nu ta bo 1 trong
2 bin X2 hoc X3
Khoi m hinh hi quy , ta se giai quyt c vn a cng tuyn nhng se mt i
1 phn thng tin v Y .
Bng phep so sanh R 2 va R 2 trong cac phep hi quy khac nhau ma co va khng
co 1 trong 2 bin chung ta co th quyt inh nn bo bin nao trong bin X2 va X3
khoi m hinh .
Thi du R2 i vi hi quy cua Y i vi tt ca cac bin X1X2X3 Xk la 0.94;
R2 khi loai bin X2 la 0.87 va R2 khi loai bin X3 la 0.92 ;nh vy trong trng
hp nay ta loai X3
Chung ta lu y 1 han ch cua bin phap nay la trong cac m hinh kinh t co nhng
trng hp oi hoi nht inh phai co bin nay hoc bin khac trong m hinh
.Trong trng hp nh vy vic loai bo 1 bin phai c cn nhc cn thn gia
sai lch khi bo 1 bin cng tuyn vi vic tng phng sai cua cac c lng h s
khi bin o trong m hinh .
4. S dung sai phn cp 1

Thu tuc c trinh bay trong chng 7 t tng quan .Mc du bin phap nay
co th giam tng quan qua lai gia cac bin nhng chung cung co th c s
dung nh 1 giai phap cho vn a cng tuyn .
Thi du Chung ta co s liu chui thi gian biu thi lin h gia cac bin Y va cac
bin phu thuc X2 va X3 theo m hinh sau :
Yt = 1 + 2 X 2t + 3X 3t+ U t

(5.20)

Trong o t la thi gian . Phng trinh trn ung vi t thi cung ung vi t-1 nghia
la :
Yt-1 = 2 + 2 X 2t-1 + 3X 3t-1 + U t-1 (5.21)
T (5.20) va (5.21) ta c :
Yt Yt-1 = 2 (X 2t - X 2t-1 ) + 3 (X 3t - X 3t-1) + U t - U t-1

(5.22)

t yt = Yt Yt-1
x2t = X 2t - X 2t-1
x3t = X 3t - X 3t-1
Vt = U t - U t-1
Ta c : yt = 2 x2t + 3 x3t + Vt

(5.23)

M hinh hi quy dang (5.23) thng lam giam tinh nghim trong cua a cng
tuyn vi du X2 va X3 co th tng quan cao nhng khng co ly do tin nghim
nao chc chn rng sai phn cua chng cung tng quan cao.
Tuy nhin bin i sai phn bc nht sinh ra 1 s bn chng han nh s hang
sai s Vt trong (5.23) co th khng thoa man gia thit cua m hinh hi quy tuyn
tinh c in la cac nhiu khng tng quan .Vy thi bin phap sa cha nay co th
lai con ti t hn cn bnh .
5.Giam tng quan trong hi quy a thc

Net khac nhau cua hi quy a thc la cac bin giai thich xut hin vi luy tha
khac nhau trong m hinh hi quy .Trong thc hanh giam tng quan trong hi
quy a thc ngi ta thng s dung dang lch .Nu vic s dung dang lch
ma vn khng giam a cng tuyn thu ngi ta co th phai xem xet n ky thut
a thc trc giao .
6. Mt s bin phap khac
Ngoai cac bin phap a k trn ngi ta con s dung 1 s bin phap khac na
cu cha cn bnh nay nh sau :
- hi quy thanh phn chinh
- S dung cac c lng t bn ngoai
Nhng tt ca cac bin phap a trinh bay trn co th lam giai phap cho vn
a cng tuyn nh th nao con phu thuc vao ban cht cua tp s liu va tinh
nghim trong cua vn a cng tuyn.

B. V D MINH HA
Bi ton: Cho bng s liu sau.
Trong :
Y: sn lng du th (n v: nghn tn)
X: kim ngch xut khu du th (n v: nghn tn)
Z: vn u t khai thc (n v trm triu ng)
Yu cu: Hy pht hin hin tng a cng tuyn v tm bin php khc phc. Cho
= 5%.
2.9975
3.2615
3.9534
5.3669
6.0973
7.2072
7.8243
8.1796
9.5359

13.0394
13.2836
13.6048
13.937
14.3781
14.5893
15.2548
15.7597
15.9621

26.444
71.3427
129.8
230.7305
341.7524
481.4634
601.2952
696.9732
863.8135

10.7118
11.9966
13.9931
15.9544
17.1974
18.4503

16.1865
16.8256
17.6121
18.2776
18.8364
18.8881

1003.6598
1144.594
1287.8756
1420.5488
1569.5317
1814.2707

Tin hnh c lng hm hi quy mu ta c

Dependent Variable: Y
Method: Least Squares
Date: 05/06/10 Time: 19:25
Sample: 1 15
Included observations: 15
Variable
C
X
Z
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

Coefficient
12.47549
0.228322
0.001431
0.990379
0.988776
0.210776
0.533118
3.743892
1.650553

Std. Error
0.301090
0.105322
0.000924

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

I/ Pht hin hin tng a cng tuyn

Ta c hm hi quy mu:
Yi = 12.47549+0.228322X i + 0.001431Zi
12
t( n/2 k ) = t0.025
= 2.179

Cch 1: H s xc nh bi R 2 cao nhng t thp.

Nhn xt:
R 2 = 0.990379 > 0.8

Thng k t ca h s ng vi bin X
T = 2.167852 < 2.179

t-Statistic
41.43445
2.167852
1.547751

Prob.
0.0000
0.0510
0.1476
15.76234
1.989505
-0.099186
0.042424
617.6576
0.000000

Thng k t ca h s ng vi bin Z
T = 1.547751 < 2.179
Vy R 2 cao nhng t thp. Suy ra c hin tng a cng tuyn.
Cch 2: H s tng quan cp gia cc bin gii thch cao
Ta c.

X
1.00000
0

0.994412

0.994412

1000000

r12 = 0.994412 > 0.8

=> Nh vy ta cng c c s kt lun c hin tng a cng tuyn trong m hnh

trn
Cch 3: Hi quy ph
Ta hi quy bin X theo bin Z c kt qu nh sau:
Dependent Variable: X
Method: Least Squares
Date: 05/06/10 Time: 21:05
Sample: 1 15
Included observations: 15
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
Z

2.717476
0.008727

0.246174
0.000257

11.03884
33.96160

0.0000
0.0000

R-squared
Adjusted R-squared

0.988854
0.987997

Mean dependent var

S.D. dependent var

9.515147
5.066274

S.E. of regression

0.555048

Akaike info criterion

1.784043

Sum squared resid

4.005022

Schwarz criterion

1.878449

F-statistic

1153.390

Prob(F-statistic)

0.000000

Log likelihood

-11.38032

Durbin-Watson stat

0.703053

Ta c = 0.05 ta i kim nh gi thit

H 0 : X khng c hin tng a cng tuyn vi Z
H1 : X c hin tng a cng tuyn vi Z
Nhn xt:
Ta thy gi tr p-value ca thng k F l 0.000000 < =0.05
=> bc b gi thit H 0 chp nhn gi thit H1
Vy cng c c s khng nh m hnh trn c hin tng a cng tuyn
Cch 4: o Theil
Ta c cc h s tng quan gia cc bin Y v X,Z nh
Y
X
Z

Y
1.000000
0.994213
0.993283

X
0.994213
1.000000
0.994412

Z
0.993283
0.994412
1.000000
2

tnh c o Theil ta phi tnh c R 2 , r12,3v,r13,2 . Theo cng thc bit

chng hai ta c
2
2
r13,2
= r12,3
=

(r13 r12 r23 ) 2

(0.993283 0.994213 0.994412) 2
=
0.16636
(1 r122 )(1 r232 )
(1 0.9942132 )(1 0.9944122 )

r132 = (0.993283) 2 0.98661

2
R 2 = r122 + (1 r122 )r13,2
= (0.994213)2 + (1 0.9942132 )0.16636 0.99038

2
2
2
2
2
Vy m = R (1 r12 )r13,2 + (1 r13 )r12,3

] = 0.99038 2(1-0.98846)0.16636=0.98654

m khc 0 nn chng t c hin tng a cng tuyn sy ra. V mc a cng

tuyn l 0.98654
II/ Khc phc hin tng a cng tuyn
Cch 1: B bin

Bc 1: hi quy Y theo X => R12 , R12

Dependent Variable: Y
Method: Least Squares
Date: 05/06/10 Time: 22:44
Sample: 1 15
Included observations: 15
Variable
C
Z
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

Coefficient
13.09595
0.003423
0.986612
0.985582
0.238892
0.741904
1.265315
1.580353

Std. Error
0.105953
0.000111

t-Statistic
123.6014
30.95139

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

Prob.
0.0000
0.0000
15.76234
1.989505
0.097958
0.192365
957.9883
0.000000

Bc 2: hi quy Y theo Z => R22 , R22

Bc 3: so snh R 2 v R 2 trong cc hi quy trn
Bc 4: kt lun.

* Bc 1 : Hi quy Y theo X
Dependent Variable: Y
Method: Least Squares
Date: 05/06/10 Time: 22:42
Sample: 1 15
Included observations: 15
Variable
C
X
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

* Bc 2 Hi quy Y theo Z

Coefficient
12.04740
0.390423
0.988459
0.987571
0.221801
0.639543
2.378807
1.323845

Std. Error
0.125199
0.011701

t-Statistic
96.22580
33.36762

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

Prob.
0.0000
0.0000
15.76234
1.989505
-0.050508
0.043899
1113.398
0.000000

* Bc 3 :
T kt qu hi quy trn ta c:
R = 0.988776

R 2 = 0.990379
R12 = 0.988459

R12 = 0.987571

R22 = 0.986612

R22 = 0.985582

* Bc 4:
Ta tin hnh so snh. V kt lun trong trng hp ny loi bin Z
Cch 2: S dng sai phn cp 1
Chng ta c s liu chui thi gian biu th lin h gia bin Y v cc bin ph
thuc X,Z theo m hnh sau
Yt = 1 + 2 X + 3 X + U t

(*)
Vi t l thi gian. Phng trnh trn ng vi t th cng ng vi t-1 ngha l :
Yt 1 = 1 + 2 X 2 t 1 + 3 X 3t 1 + U t 1 (**)

Tr (* ) cho (** ). V t

yt = Yt Yt 1
xt = X t X t 1
zt = Z t Z t 1

zt

Ta thu c bng s liu mi

zt

yt

xt

zt

0.2442
0.3212
0.3322
0.4411
0.2112
0.6655
0.5049
0.2024
0.2244
0.6391
0.7865
0.6655
0.5588
0.0517

0.264
0.6919
0.14135
0.7004
1.1099
0.6171
0.3553
1.3563
1.1759
1.2848
1.9965
1.9613
1.243
1.2529

44.8987
58.4573
100.9305
111.0219
139.711
119.8318
95.678
166.8403
139.8463
140.9342
143.2816
132.6732
148.9829
244.739

Hi quy sai phn cp 1

Dependent Variable: Y
Method: Least Squares
Date: 05/07/10 Time: 00:26
Sample: 1 14
Included observations: 14
Variable
C
X
Z

Coefficient
0.492919
0.253956
-0.002599

Std. Error
0.156868
0.118246
0.001415

t-Statistic
3.142245
2.147699
-1.836880

Prob.
0.0094
0.0549
0.0934

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.318112
0.194132
0.199640
0.438416
4.380378
1.895777

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.417764
0.222390
-0.197197
-0.060256
2.565840
0.121737

Ta c h s tng quan gia cc bin gii thch

xt

zt

xt

1.000000

0.582640

zt

0.582640

1.000000

Hi quy ph ca bin sai phn xt theo zt ta c

Dependent Variable: X
Method: Least Squares
Date: 05/07/10 Time: 00:52
Sample: 1 14
Included observations: 14
Variable
C
Z
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

Coefficient
0.120602
0.006971
0.339469
0.284425
0.487384
2.850513
-8.724231
1.094455

Std. Error
0.381380
0.002807

t-Statistic
0.316226
2.483386

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

Nhn xt R 2 =0.318112< 0.8

r12 = 0.582640 <0.8

Prob.
0.7573
0.0288
1.010761
0.576160
1.532033
1.623327
6.167204
0.028779

Khi ta tin hnh hi quy ph xt theo zt , mc d vn cn hin tng a cng tuyn

nhng mc cng tuyn gim v Pvalue =0.028778 gn vi =0.05 hn. Tuy
nhin ta thy, khi s dng sai phn cp 1 mc ph hp ca m hnh b suy
gim.
B bin sai phn
Hi quy Y theo bin X
Dependent Variable: Y
Method: Least Squares
Date: 05/07/10 Time: 07:51
Sample: 1 14
Included observations: 14
Variable
Coefficient
C
0.288988
X
0.127405
R-squared
0.108950
Adjusted R-squared
0.034696
S.E. of regression
0.218498
Sum squared resid
0.572895
Log likelihood
2.507636
Durbin-Watson stat
1.736288

Std. Error
t-Statistic
0.121294
2.382547
0.105180
1.211307
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

Prob.
0.0346
0.2491
0.417764
0.222390
-0.072519
0.018774
1.467265
0.249092

Hi quy Y theo bin Z

Dependent Variable: Y
Method: Least Squares
Date: 05/07/10 Time: 07:55
Sample: 1 14
Included observations: 14
Variable
Coefficient
C
0.523546
Z
-0.000828
R-squared
0.032177
Adjusted R-squared
-0.048475
S.E. of regression
0.227716
Sum squared resid
0.622256
Log likelihood
1.929093
Durbin-Watson stat
1.210672

Std. Error
t-Statistic
0.178189
2.938155
0.001311 -0.631636
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

Prob.
0.0124
0.5395
0.417764
0.222390
0.010130
0.101423
0.398964
0.539472

T kt qu hi quy ca yt theo xt v yt theo zt ta s chn loi b bin zt khi m

hnh
Mt khc ta li c
t l s quan st. Phng trnh cng ng vi t quan st th cng ng vi t-1 quan
st
* Ta c m hnh hi quy gc ban u l:
Yi = 12.47549+0.228322X i + 0.001431Zi (1)
* Xy dng hm hi quy th 2 m khi ta b i quan st u tin
Dependent Variable: Y
Method: Least Squares
Date: 05/07/10 Time: 08:23
Sample: 1 14
Included observations: 14
Variable
Coefficient
C
12.53141
X
0.222474
Z
0.001445
R-squared
0.989091
Adjusted R-squared
0.987107
S.E. of regression
0.216974
Sum squared resid
0.517854
Log likelihood
3.214701
Durbin-Watson stat
1.705403

Std. Error
t-Statistic
0.311569
40.22029
0.108643
2.047760
0.000958
1.509363
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

Prob.
0.0000
0.0652
0.1594
15.95684
1.910897
-0.030672
0.106269
498.6660
0.000000

Ta c hm hi quy mi sau khi b i quan st u tin

Yi =12.53141 +0.222474 X i +0.001445 Z i (2)

Ly hiu ca (1) tr i (2) ta c mi hnh sai phn cp 1

Yi = -0.05592+0.00585 X i - 0.000014 Z i

M hnh ny cng cng c th lm gim a cng tuyn ca cc bin dc lp

Kt lun.

C nhiu cch pht hin v khc phc hin tng a cng tuyn khc nhau. Mi
phng php c nhng hn ch nht nh. V vy, khi p dng mt phng php
no ta cn cn nhc k lng mang li kt qu tin cy nht.

CNG HA X HI CH NGHA VIT NAM

c lp T do Hnh phc

BIN BN HP NHM THO LUN

Thi gian: 8 gi 30 pht ngy 28/4/2010
a im: Sn th vin trng i hc Thng Mi
Thnh phn tham gia
1. Nguyn Xun Cm Vn

5. inh Th Hong Yn
6. Hi Yn

2. ng Tin Vng
7. Phm Th Vn
3. o c Vit
8. Trng Vit
4. Phm Hi Yn
Thnh vin vng mt: khng c thnh vin vng mt

Ni dung hop: Phn chia cng vic cho mi thnh vin. Tho lun v ni dung
ti.
Bui hp kt thc vo lc 10 gi 30 pht cng ngy.
H Ni, ngy 28 thng 4 nm 2010.
Th k

Nhm trng

K tn

K tn

CNG HA X HI CH NGHA VIT NAM

c lp T do Hnh phc

BIN BN HP NHM THO LUN

Thi gian: 8 gi 30 pht ngy 5/5/2010
a im: Sn th vin trng i hc Thng Mi
Thnh phn tham gia
1. Nguyn Xun Cm Vn

5. inh Th Hong Yn
6. Hi Yn

2. ng Tin Vng
7. Phm Th Vn
3. o c Vit
8. Trng Vit
4. Phm Hi Yn
Thnh vin vng mt: khng c thnh vin vng mt
Ni dung hp: Np bi tho lun. Tng hp ni dung ti nhm. Phn cng nh
my, ngi thuyt trnh.
Bui hp kt thc vo lc 10 gi 30 pht cng ngy.
H Ni, ngy 5thng 5nm 2010.
Th k

Nhm trng

K tn

K tn

BN NH GI IM C NHN
1.
2.
3.
4.
5.
6.
7.
8.

H v tn
Phm Th Vn
Nguyn Xun Cm Vn
inh Th Hong Yn
Hi Yn
Trng Vit
o c Vit
Phm Hi Yn
ng Tin Vng

nh gi
Kh
Tt
Tt
Kh
Kh
Tt
Kh
Kh

Th k
K tn

Xp loi
B
A
A
B
B
A
B
B
Nhm trng
K tn

BN NH GI IM CA C GIO
H v tn

im

Ghi ch

1. Phm Th Vn
2. Nguyn Xun Cm Vn
3. inh Th Hong Yn
4. Hi Yn
5. Trng Vit
6. o c Vit
7. Phm Hi Yn
8. ng Tin Vng