1

NG DNG EXCEL TRONG

HI QUY TNG QUAN V D BO KINH T
Cc yu t trong mi hot ng sn xut kinh doanh lun c mi lin h
mt thit vi nhau. Xc nh tnh cht cht ch ca cc mi lin h gia cc yu
t v s dng cc s liu bit d bo s gip nh qun l rt nhiu trong
vic hoch nh cc k hoch sn xut kinh doanh hin ti cng nh trong tng
lai.
4.1 NG DNG EXCEL TRONG D BO KINH T
4.1.1 ngha ca d bo kinh t
D bo l phn on nhng s kin s xy ra trong tng lai trn c s
phn tch khoa hc cc d liu ca qu kh v hin ti nh mt s m hnh ton
hc. D bo kinh t l vic a ra cc d bo nhng s kin kinh t s xy ra
trong tng lai da trn c s phn tch khoa hc cc s liu kinh t ca qu kh
v hin ti. Chng hn, nh qun l da trn c s cc s liu v doanh thu bn
hng ca k trc v k ny a ra d bo v th trng tim nng ca doanh
nghip trong tng lai. Do , trong hot ng sn xut kinh doanh d bo em
li ngha rt ln. N l c s lp cc k hoch qun tr sn xut v
marketing to tnh hiu qu v sc cnh tranh cho cc chin lc sn xut trong
tng lai.
D bo mang tnh khoa hc v i hi c mt ngh thut da trn c s
phn tch khoa hc cc s liu thu thp c. Bi l cng da vo cc s liu
thi gian nhng ly s lng l bao nhiu, mc nhng thi gian cui nhiu
hay t s khin cho m hnh d on phn nh y hay khng y nhng
thay i ca cc nhn t mi i vi s bin ng ca hin tng. Do vy m d
bo va mang tnh ch quan va mang tnh khch quan. D bo mun chnh xc
th cng cn phi loi tr tnh ch quan ca ngi d bo.
4.1.2 Gii thiu cc phng php d bo kinh t
2
Ngy nay d bo c s dng rt rng ri trong mi lnh vc ca i
sng x hi vi nhiu loi v phng php d bo khc nhau nh phng php
ly kin ban iu hnh, phng php iu tra ngi tiu dng, phng php
Delphi Trong thng k ngi ta s dng rt nhiu phng php khc nhau
nh: phng php trung bnh gin n, phng php trung bnh di hn, phng
php san bng hm m... Chng ny cp n ba phng php l: phng
php trung bnh di hn, phng php trung bnh ng, phng php hi quy
tng quan
Phng php trung bnh di hn: S d bo bng trung bnh cng
ca cc quan st thc t trc .
Cng thc:
n
D
F
n
i
i t
t

=

+
=
1
0
1
Trong : F
t+1
l s d bo k th t + 1
D
t
l s quan st k th t
n tng s quan st
Phng php ny lm san bng s ngu nhin, n ph hp vi nhng m
hnh m cc lng tng (gim) tuyt i lin hon xp x nhau (dng yu cu
u). Tuy nhin, khi lng tnh ton nhiu v phi lu tr nhiu s liu.
Phng php trung bnh ng: S d bo k th t +1 bng trung
bnh cng ca n k trc . Nh vy, c mi k d bo li b i s liu xa nht
trong qu kh v thm vo s liu mi nht.
Cng thc:
1
...
1
1
+
+ + +
=

+
n
D D D
F
n t t t
t
Thng th ngi ta ly n l kh nh n = 3, 4, 5
y cng l phng php d bo ph hp vi nhng m hnh m cc
lng tng (gim) tuyt i lin hon xp x nhau.
3
Phn tch hi quy nghin cu mi ph thuc ca mt bin (gi l bin ph
thuc hay bin c gii thch) vi mt hay nhiu bin khc (c gi l (cc)
bin c lp hay bin gii thch c gi tr bit) nhm c lng v d bo gi
tr trung bnh ca bin ph thuc vi cc gi tr bit ca (cc) bin c lp.
+ M hnh hi quy tuyn tnh (m hnh hi quy ng thng): l m hnh
hi quy ni ln mc ph thuc tuyn tnh ca mt bin ph thuc vi mt hay
nhiu bin c lp m phng trnh ca m hnh hi quy c dng tuyn tnh i
vi cc h s.
M hnh hi quy tng th gm k bin:
Y
i
= |
1
+ |
2
X
2i
+ |
3
X
3i
+ ... + |
k
X
ki
+ U
i
Trong U
i
l sai s ngu nhin.
M hnh hi quy mu tng ng l:
y =

1
+

2
x
2 i
+

3
x
3i
+...+

k
x
ki
+ u
i
Trong ,

1
,

2
,

3
,...,

k
l cc c lng im v khng chch ca |
1
,
|
2,
|
3
, ..., |
k
bng phng php bnh phng nh nht. N l cc i lng ngu
nhin, vi mi mu khc nhau chng c gi tr khc nhau. u
i
l cc sai s ngu
nhin gy ra sai lch ca y vi gi tr trung bnh ca n.
Trong m hnh ny ta chp nhn gi thuyt cc bin c lp, khng tng
tc v c phng sai khng thay i. Trn thc t, khi nghin cu cc trng
hp c th ngi ta tin hnh phn tch phng sai v tng quan trc thm
d dng ca mi quan h ph thuc ng thi kim tra xem c hin tng t
tng quan, a cng tuyn hay phng sai thay i khng (thng dng th tc
kim nh Dolbin Watsern).
M hnh quan h tuyn tnh trn c xy dng trn c s mi lin h
gia mt bin ph thuc Y v nhiu bin c lp X c gi l m hnh hi quy
tuyn tnh bi. Khi m hnh quan h tuyn tnh c xy dng trn c s mi
lin h gia hai bin (bin ph thuc Y v bin c lp X) th c gi l m
hnh hi quy tuyn tnh n.
Phng php hi quy tng quan:
4
Trn c s thng tin thu c trong mu thng k ta s dng phng
php bnh phng nh nht c lng cc h s ca m hnh hi quy. Tc l
da trn quan im c lng khng chch gi tr quan st ca bin gii thch
cng gn vi gi tr thc ca n hay phn d ca chng cng nh cng tt.
+ M hnh hi quy phi tuyn: l cc dng m hnh hi quy phi tuyn ni
ln mc ph thuc ca mt bin ph thuc vi mt hay nhiu bin c lp m
phng trnh ca m hnh hi quy c dng phi tnh i vi cc h s. Chng
hn, nh hm sn xut Cobb Douglas, hi quy Parabol, hi quy Hyperbol
Nh vy, da vo cc quan st c thu thp theo thi gian trong cc k
trc ta s xy dng c m hnh hi quy (cch xy dng m hnh c
hc trong mn Kinh t lng). Thay s liu ca cc bin cho trong k d bo
vo m hnh hi quy ta s cho ta kt qu cn da bo.
4.1.3 D bo bng phng php trung bnh di hn trong Excel
Quy trnh d bo:
- Nhp s liu thu thp c vo bng tnh.
- S dng hmAVERAGE tnh ra s d bo.
hiu r hn ta xt v d minh ho sau:
V d 4.1: mt a phng A ngi ta tin hnh thu thp s tr s sinh
trong 5 nm lin tip (2001-2005). Gi s rng tc tng tr s sinh hng nm
tng i n nh. Hy d bo s tr s sinh trong nm 2006 vi s liu nh
sau:
nm 2000 2001 2002 2003 2004 2005
s tr s sinh (b) 29 30 28 31 29 26
Bi gii:
- Nhp s liu thu thp c vo bng tnh theo dng ct v s dng hm
EVERAGE d bo ta c:
5
Hnh 4.1 Phng php d bo trung bnh di hn s dng hm AVERAGE
4.1.4 D bo bng phng php trung bnh ng trong Excel
Quy trnh d bo bng hm AVERAGE
- Nhp s liu thu thp c vo bng tnh.
- S dng hmAVERAGE tnh ra s d bo.
Xt v d 4.1: S dng phng php d bo trung bnh ng 3 k ta c:
Hnh 4.2 Phng php d bo trung bnh ng s dng hm AVERAGE
Ngoi quy trnh d bo s dng hm AVERAGE trn ta cn c th s
dng trnh ci thm Moving Average khng ch a ra gi tr d bo m cn
a ra c sai s chun v th d bo.
B sung cung c phn tch d liu Data Analysis vo Excel
+ Khi ng Excel
6
+ Vo thc n Tools, chn Add-Ins. Hp thoi Add-Ins xut hin tch
vo mc Analysis ToolPak v Analysis ToolPak VBA.
+ Nhn OK hon tt vic ci t. Lc ny trn thanh menu dc ca
thc n Tools xut hin mc Data Analysis.
Quy trnh d bo s dng trnh ci thm Moving Average
+ Nhp s liu thu thp c vo bng tnh
+ Chn Tools\ Data Analysis\ Moving Average, OK. Cc hp thoi ln
lt c xut hin nh hnh sau:
Hnh 4.3 B sung cng c Data Analysis
Hnh 4.4 Hp thoi cha
cc cng phn tch d
liu
Hnh 4.5 Hp thoi
Moving Average
7
Mt s thut ng:
Input Range: Vng a ch cha cc quan st bit
Labels in First Row: Tch vo y khng nh u tin c chn
khng cha d liu.
Interval: l n k trc k d bo.
Output Option: Khai bo vng kt xut kt qu.
Output Range: Nhp vo vng a ch cha kt qu hoc a ch u
tin pha trn bn tri ca vng cha kt qu
NewWworksheet Ply: Kt qu c xut ra trn mt sheet mi.
New Workbook: Kt qu c xut ra trn mt file Excel mi.
Chart Output: Tch vo mc ny a ra th kt qu d bo.
Standard Errors: a ra cc sai s chun ca cc d bo.
+ Nhn OK a ra kt qu d bo.
Li xt v d 4.1 trn d bo bng phng php s dng trnh ci thm
Moving Average. Cc bc thc hin nh sau:
- Nhp c s liu thu thp c vo bng tnh nh trn.
- Tools\ Data Analysis\ Moving Average, OK. Bng hp thoi xut hin ta
in cc thng tin vo nh hnh sau:
Hnh 4.6 Nhp cc thng s cho m hnh d bo
- Nhn OK ta c bng kt qu sau:
8
4.1.5 D bo bng hi quy tuyn tnh trong Excel
d bo hi quy tuyn tnh trong Excel ta c rt nhiu cch nh s
dng cc hm ca Excel v s dng trnh ci thmRegression.
4.1.5.1 S dng cc hm TREND, FORECAST, LINEST, SLOPE v
INTERCEPT
d bo bng phng php s dng m hnh hi quy tuyn tnh n y
= ax + b (y l bin ph thuc, x l bin c lp) khi bit c mt trong hai gi
tr ta c th s dng cc hm TREND, FORECAST, LINEST, SLOPE v
INTERCEPT.
S dng hm TREND
- Tr v gi tr dc theo ng hi quy (theo phng php bnh phng
nh nht)
- C php: =TREND(known_ys, known_xs, new_xs, const)
- Trong : known_ys, known_xs, new_xs l cc gi tr hoc vng a
ch cha gi tr bit ca x, y tng ng v gi tr mi ca x.
const l hng s. Ngm nh nu const = 1 (True) th hi quy
theo hm y = ax + b, nu const = 0 (False) th hi quy theo hm y = ax.
9
Xt v d minh ho sau:
V d 4.2: Li nhun ca doanh nghip ph thuc vo gi thnh sn phm.
Dng hm TREND d bo li nhun m doanh nghip s t c khi gi thnh
sn phm l 270.000 ng. Ta c kt qu v cng thc nh sau:
S dng hm FORECAST
- Tnh, c lng gi tr tng lai cn c vo gi tr hin ti.
- C php: =FORECAST(x, known_ys, known_xs)
- Trong : x l gi tr dng d bo.
known_ys l cc gi tr hoc vng a ch ca tp s liu ph
thuc quan st c
known_xs l cc gi tr hoc vng a ch ca tp s liu c
lp quan st c.
Xt V d 4.2 trn: Ta c kt qu v cng thc d bo li nhun (y) t
c khi gi thnh sn phm (x) l 270.000 ng bng hm FORECAST nh
sau:
10
Nh vy, d s dng hm TREND hay hm FORECAST u cho ta cc
kt qu ging nhau.
S dng hm SLOPE v INTERCEPT
Ngoi vic s dng hai hm trn d bo ta cng c th s dng kt hp
hai hm SLOPE tnh h s gc a va hm INTERCEPT tnh h s t do b
ca hm hi quy tuyn tnh n y=ax+b. Thay cc h s a, b ny vo hm s vi
gi tr bit ca x hoc y ta s tm ra gi tr cn li cn d bo.
- C php: = SLOPE(known_ys, known_xs)
= INTERCEPT(known_ys, known_xs)
Trong : known_ys l cc gi tr hoc vng a ch ca tp s liu ph
thuc quan st c
known_xs l cc gi tr hoc vng a ch ca tp s liu c
lp quan st c.
Xt V d 4.2 trn: S dng hmSLOPE v hmINTERCEPT d bo
mc li nhun (y) t c khi gi thnh sn phm (x) l 270.000 ng nh
trong hnh sau:
11
S dng hm LINEST
Ta c th s dng hm LINEST cho phng php d bo m hnh hi quy
tuyn tnh n y = ax + b v m hnh hi quy tuyn tnh bi y =
a
1
x
1
+ a
2
x
2
++ a
n
x
n
+ b (*).
- C php: =LINES((known_ys, known_xs, const, stats)
- Nhp xong c kt thc bng t hp phm Ctrl + Shift + Enter.
- Trong : known_ys, known_xs, l cc gi tr hoc vng a ch cha
gi tr bit ca x v y tng ng.
const l hng s. Ngm nh nu const = 1 (True) th tnh
ton h s t do b, nu const = 0 (False) b qua b (b = 0).
stats l cc tham s thng k. Ngm nh nu stats = 1 th
tnh cc tham s thng k, nu stats = 0 th b qua. Cc tham s thng k nu
c tnh bao gm:
+ cc h s ca a thc c sp xp theo th t gim dn
m
n
, m
n-1
,, m
2
, m
1
, b tc l a
n
, a
n-1
,, a
2
, a
1
, b ca m hnh (*).
+ cc sai s chun ca cc h s se
n
, se
n-1
,, se
2
, se
1
, se
b
(se
b
= #N/A khi const = False).
+ h s xc nh r
2
, sai s ca gi tr y se
y
.
12
+ phn phi F, s bc t do df
+ ss
reg
(regression sum of square) v ss
resid
(residual sum of
square). Bng stats c b tr nh sau:
a
n
a
n-1
a
2
a
1
b
se
n
se
n-1
se
2
se
1
se
b
r
2
se
y
F df
ss
reg
ss
resid
- Thay cc gi tr ca cc h s tmc v cc gi tr ca cc bin bit
vo hm hi quy tm ra gi tr cn d bo.
Xt v d 4.3: Li nhun ca doanh nghip (y) ph thuc v gi thnh sn
phm (x
1
), chi ph qun l (x
2
), chi ph bn hng (x
3
). D bo li nhun ca
doanh nghip t c khi x
1
= 600, x
2
= 35, x
3
= 25 bng hm LINEST nh
hnh sau:
13
Ch : Trong trng hp c hai bin ta cng tin hnh tng t nh
trng hp c nhiu bin trn.
4.1.5.2 S dng trnh ci thm Regression hi quy v d bo
Ngoi vic s dng cc hm d bo cho m hnh hi quy tuyn tnh
nh trnh by phn trn, ta c th s dng trnh ci thm Regression trong
b phn tch d liu Data Analysis.
Quy trnh lp bng hi quy tuyn tnh trong Excel
- Nhp s liu vo bng tnh ng thi theo tng ct hoc ng thi theo
tng dng.
- Chn Tools\ Data Analysis\ Regression, OK . Cc bng hp thoi ln
lt c xut hin nh sau:
Hnh 4.7 Hp thoi cha
cc cng c phn tch
d liu
Hnh 4.8 Hp thoi khai
bo cc thng s ca m
hnh hi quy
14
Mt s thut ng:
Cc la chn nhp d liu vo input:
Input Y Range: Vng a ch cha bin ph thuc Y
Input X Range: Vng a ch cha cc bin c lp X
Labels: Tch vo mc ny khng nh (cc ) u tin khng cha d
liu hi quy
Constant is Zero: Tch vo mc ny khng nh h s t do ca hm
hi quy tuyn tnh b = 0
Confidentce Level: tin cy ca hi quy (mc nh l 95%) bng 1-o
vi o l mc ngha hay xc sut mc sai lm loi mt bc b H
0
trong khi H
0
ng.
Cc la chn kt xut kt qu Output Option:
Output Range: Vng hoc pha trn bn tri ca vng cha kt qu
New Worksheet Ply: In kt qu ra mt sheet khc
New Workbook: In kt qu ra mt file Excel mi
Cc la chn khc Residuals: Tch vo cc mc ny a ra
Residuals: Sai s do ngu nhin
Standardardlized Residuals: Chun ho sai s
Residuals Plots: th sai s
Line Fit Plots: th hm hi quy tuyn tnh
Xc sut phn phi chun Normal Probability:
Normal Probability Plots: th xc sut phn phi chun
- Nhn OK a ra kt qu hi quy.
Thay cc h s ca m hnh hi quy tnh c v cc gi tr cho trong
k d bo vo hm hi quy ta s tnh c gi tr cn d bo.
Li xt v d 4.3 trn: Li nhun ca doanh nghip (y) ph thuc v gi
thnh sn phm (x
1
), chi ph qun l (x
2
), chi ph bn hng (x
3
). D bo li
nhun ca doanh nghip t c khi x
1
= 600, x
2
= 35, x
3
= 25 bng cng c
Regression ta lm nh sau:
15
- Nhp s liu vo bng tnh nh phn trn
- Chn Tools\ Data Analysis\ Regression, OK. Bng hp thoi Regression
xut hin ta in cc thng tin nh trong hnh sau:
Hnh 4.9 Khai bo cc thng s ca m hnh
- Nhn OK ta c bng kt qu sau:
16
Mt s thut ng trong bng kt qu:
+ Bng tm tt SUMMARY OUTPUT:
Regression Statistics: Cc thng s ca m hnh hi quy
Multiple R: H s tng quan bi (0<=R<=1). Cho thy mc cht ch
ca mi lin h tng quan bi.
R Square: H s xc nh. Trong 100% s bin ng ca bin ph thuc
Y th c bao nhiu % s bin ng l do cc bin c lp X nh hng, cn li
l do sai s ngu nhin.
Adjusted R: H s xc nh mu iu chnh. L h s xc nh c tnh n
ln hay nh ca bc t do df.
Standard Error: Sai s chun ca Y do hi quy.
Observation: S quan st hay dung lng mu.
+ Bng phn tch phng sai ANOVA (Analysis of variance):
Regression: Do hi quy
Residual: Do ngu nhin
Total: Tng cng
Df (Degree of freedom): S bc t do
SS (Sum of Square): Tng bnh phng ca mc ng (sai lch) gia cc
gi tr quan st ca Y (k hiu l Y
i
) v gi tr bnh qun ca chng
MS (Mean of Square): Phng sai hay s bnh qun ca tng bnh phng
sai lch k trn
TSS ( Total Sum of Square): Tng bnh phng ca tt c cc mc sai
lch gia cc gi tr quan st Y
i
v gi tr bnh qun ca chng Y
Do hi quy Regression ESS (Explained Sum of Square) l tng bnh
phng cc sai lch gia cc gi tr ca bin ph thuc Y nhn c t hm hi
quy mu (k hiu Y*
i
). ln ca ESS phn nh mc giao ng ca cc gi
tr c bit ca m hnh vi gi tr trung bnh mu hm hi quy.
17
( )
2
*

=
i
i Y Y ESS
Do ngu nhin Residual RSS (Residual Sum of Square) l tng bnh
phng ca tt c cc sai lch gia cc gi tr quan st ca Y (Y
i
) v cc gi tr
nhn c t hm hi quy Y
*
i
( )
2
* 2

= =
i i
i
i
Y Y e RSS
Ta c th kim tra cho nh sau:
TSS = ESS + RSS
R
2
= ESS/ TSS
SD
2
= VAR = MSS of RSS
F-stat: Tiu chun F dng lm cn c kim nh tin cy v mt
khoa hc (thng k) ca ton b phng trnh hi quy
Significance F: F l thuyt
+ Bng phn tch hi quy:
Coefficients: Ct gi tr ca cc h s hm hi quy:
- Intercept: H s t do b. H s ny cho thy xut pht im ca ng
hi quy
- X Variable 1, X Variable 2, X Variable 3l cc h s gc ca cc bin
tng ng x
1
, x
2
, x
3

Standard Error: (se) lch chun ca mu theo bin x

i
t-stat: Tiu chun t dng lm cn c kim nh tin cy v mt khoa
hc (thng k) ca co gin a
i
(i = 1,2,3,n) tc l ca mi lin h gia X v
Y.
P-value: Xc sut t > t-stat, dng kim nh tin tin cy v mt khoa
hc (thng k) ca co gin a
i
(i = 1,2,3,n) tc l ca mi lin h gia X v
Y.
Lower 95%, Upper 95%, Lower 98%, Upper 98%: l cn di v cn trn
ca khong c lng cho cc tham s vi tin cy 95% v tin cy 98%.
- Nhn xt: Da vo bng kt qu trn ta c phng trnh hi quy:
18
y = 0.204 * x
1
+ 3.321 * x
2
+ 0.482 * x
3
+ 322.917
Nh vy khi x
1
= 600, x
2
= 35, x
3
= 25 th gi tr d bo ca y tnh c
l: y = 0.204 * 600 + 3.321 * 35 +0.452 * 25 + 322.917 = 573.731. Tc l li
nhun s t c l 573.731.000 ng.
Ngoi ra, da vo bng kt qu ta cng thy:
+ Nu chi ph qun l x
2
v chi ph bn hng x
3
khng i th c tng 1
nghn ng gi thnh n v x
1
s lm cho li nhun y tng ln 0.204 tr ng.
+ Nu gi thnh n v x
1
v chi ph bn hng x
3
khng i th c tng 1
triu ng chi ph qun l x
2
s lm cho li nhun y tng ln 3.321 tr ng.
+ Nu gi thnh n v x
1
v chi ph qun l x
2
khng i th c tng 1
triu ng chi ph bn hng x
3
s lm cho li nhun y tng ln 0.482 tr ng.
+ im xut pht ca m hnh b = 322.917 cho thy cc nhn t khc
lm tng li nhun l 322.917 tr ng.
+ Multiple R = 0.61 cho thy mi quan h gia cc bin l tng i
cht ch.
+ R
2
= 0.37 cho thy trong 100% s bin ng ca li nhun th c 37%
bin ng l do gi thnh n v, chi ph qun l v chi ph bn hng, cn 63%
l do cc yu t ngu nhin v cc yu t khc khng c trong m hnh.
4.1.5.3 Kim nh cc h s hi quy v m hnh hi quy
ng vi mi mu quan st, sau khi chy m hnh hi quy ta s tm c
dng ca m hnh tng th. Tuy nhin, vi xc sut mc sai lm cho php cn
xc nh m hnh liu c ph hp hay khng? khng nh c i hi phi
kim nh s ph hp ca m hnh, cc h s hi quy v c lng cc h s
ny vi tin cy cho php.
Kim nh s ph hp ca m hnh
c kt lun chnh xc v s ph hp ca m hnh (tn ti hay khng
mi quan h (s tng quan) gia cc bin) ta tin hnh kim nh mt trong
cc cp gi thuyt sau:
19
H
0
: R
2
= 0 (khng c mi quan h gia cc bin)
H
1
: R
2
= 0 ( c mi quan h gia cc bin)
Hoc:
H
0
:
1
=
2
= ... =
k
= 0;
H
1
: Tn ti t nht mt h s
i
khc 0.
Tiu chun kim nh c dng l: F =
) /( ) 1 (
) 1 /(
2
2
k n R
k R


Nu H
0
ng th F c phn phi f

(k-1,n-k) cho nn min bc b i vi

gi thit H
0
l:
W
o
=
)
`

>


= ) ; 1 ( ;
) /( ) 1 (
) 1 /(
2
2
k n k f F
k n R
k R
F
qs qs
i vi m hnh tuyn tnh n ta lun c R
2
= r
2
XY
.
Ch : ) ; 1 ( k n k f

c th tnh c bng cch s dng hmFINV

C php: =FINV(probability, deg_freedom1, deg_freedom2)
Trong : probability l mc ngha, deg_freedom1, deg_freedom2 l
cc s bc t do th nht (k-1) v th hai (n-k) (vi k l s bin c lp v n l
s quan st ca m hnh hi quy)
Xt tip v d 4.3: Tin hnh kim nh s s ph hp ca m hnh hi
quy mu ta lm nh sau:
Kim nh cp gi thuyt:
H
0
: R
2
= 0 khng c s ph thuc gia cc bin
H
1
: R
2
= 0 tn ti t nht mt mi ph thuc gia cc bin
Nhn vo bng kt qu ta thy F
qs
=0.99 v tnh c f
0.02
(3,6) theo cng
thc =FINV(0.02,3,6) = 7.29 nn F
qs
> f
0.02
(3,6) do F
qs
thuc min bc b
W
0.02
. Do bc b H
0
v chp nhn H
1
tc l c s tng quan hay tn ti mi
quan h gia cc bin ca m hnh (m hnh hi quy ny l ph hp).
20
Ch : Ta cng c th kim nh bng cch so snh gi tr F-crit
(significance F) ca m hnh vi mc ngha o.
Kim nh gi thuyt vi cc h s hi quy
Sau khi tin hnh kim nh s ph hp ca m hnh ta cng cn phi
kim tra tng h s c th trong m hnh hi quy khng nh s tn ti hoc
c th nhn mt gi tr c th no ca cc h s.
Kim nh cp gi thuyt: H
0
:
i
= |
0
v H
1
:
i
= |
0
Tiu chun kim nh: T = ) (
)

0
k n T
Se
i
i
~

.
Vi min bc b i vi H
0
l: W
o
=

> = ) ( | | ;
)

2 /
k n t T
Se
T
qs
i
i
qs

Ch : ) (
2 /
k n t

c th tnh c bng cch s dng hmTINV

C php: =TINV(probability, deg_freedom)
Trong : probability l mc ngha (o/2)
deg_freedom l s bc t do (n k)
Xt v d 4.3 trn: Tin hnh kim nh cc h s hi quy ca m hnh
hi quy mu vi mc ngha o = 0.05 ta lm nh sau:
Kim nh cp gi thuyt: H
0
: a
1
= 0 v H
1
: a
1
= 0
T bng kt qu ta c: T
qs
= 0.81 v tnh c t
0.025
(6) theo cng thc
=TINV(0.025,6) = 2.97 nn - t
0.025
(6) <T
qs
< t
0.025
(6). Do , cha c c s bc
b H
0
tc l mc ngha 5% cha th khng nh c s nh hng ca gi
thnh n li nhun
Tng t nh vy ta s tin hnh kim nh i vi ba h s cn li ca
m hnh trong cc trng hp kim nh tri v kim nh phi.
c lng cc h s hi quy
Khi xy dng c m hnh hi quy mu ta cn phi c lng cc h
s ca hm hi quy suy rng cho tng th.
21
Ta c thng k: T =
)

i
i i
Se

~ T(n-k) vi (i=1,k).
Da vo thng k ny v cc gi tr ti hn Student ta c th xy dng
c khong tin cy cha h s hi quy tng th nh sau:
Vi tin cy 1-o cho trc v gi tr ti hn ca quy lut phn phi
Student ta lun tmc xc sut :
P

=
|
|
.
|

\
|
<

1 ) (
)

2 /
k n t
Se
i
i i
bin i tng ng v rt ra c:
Khong tin cy cho | tng th l:
( ) )

( ) (

);

( ) (

2 / 2 / i i i i
Se k n t Se k n t

+
Ch : Ta c th da vo kt qu ca Lower(1-o)% v Upper(1-o)% trn
bng kt qu bit khong tin cy cho cc h s hi quy.
Xt v d 4.3 trn: p dng cng thc trn ta c lng h s gc a
1
cho m hnh tng th vi tin cy 1-o = 98% nh sau:
t
0.01
(6) = 3.707
0.204 3.707*0.252 = -0.73 v 0.204 + 3.707*0.252 = 1.138
nn -0.73 < a
i
< 1.138
Vy vi tin cy 98% h s hi quy gia gi thnh v li nhun trong
tng th vng nghin cu giao ng trong khong : (-0.73 , 1.138)
Tng t nh trn ta ln lt tin hnh c lng cho cc h s cn li
ca m hnh hi quy mu ri suy rng cho tng th.
4.1.6 D bo bng hi quy phi tuyn
Cc m hnh phi tuyn sau khi a c v dng m hnh tuyn tnh ta s
tin hnh hi quy, kim nh v d bo nh m hnh tuyn va nghin cu
phn trn.
22
4.1.6.1 Cc m hnh phi tuyn c th bin i v m hnh tuyn tnh
bin i cc m hnh phi tuyn v m hnh tuyn tnh ta c th s
dng phng php logarit hai v ca phng trnh, t n phSau y l mt
s m hnh phi tuyn c th bin i v m hnh tuyn tnh:
Hm sn xut Cobb Douglas (CD)
Dng hm: Y = AX
1
b1
X
2
b2
X
i
bi
X
n
bn
(1)
Trong : Y l kt qu sn xut. X
1
b1
, X
2
b2
,,X
i
bi
,,X
n
bn
l mc u t
cc yu t sn xut (t ai, lao ng, cng ngh) cho sn xut.
y l mt hm rt ph hp vi l thuyt kinh t v quy lut u t thm
canh. Tnh ton n gin v c th a v dng tuyn tnh bng cch logarit ho
hai v ca (1):
LnY = Ln A + b
1
LnX
1
+ + b
2
LnX
2
++ b
i
LnX
i
++ b
n
LnX
n
Ta c th vit li l:
LnY = b
0
+ b
1
LnX
1
+ + b
2
LnX
2
++ b
i
LnX
i
++ b
n
LnX
n
(2)
y chnh l dng m hnh tuyn tnh vi cc bin l LnY (bin ph
thuc) , LnX
1
, LnX
2
,, LnX
i
,, LnX
n
(cc bin c lp).
Phn tch cc tham s ca hm CD:
+ Hiu sut ca mt n v yu t i: c Y/ c X
i
= b
i
*
i
X Y / ( i=1,2,...,n)
C ngha l nu u t thm 1 n v ca yu t sx i s mang li thm c
Y/ c X
i
n v sn phm, vi gi thit l mc u t cc yu t khc khng thay
i.
+ co gin ca sn lng theo yu t i: q
Y Xi
= (c Y/ Y ) / (c X
i
/
i
X ) = b
i
(
i=1,2,...,n). C ngha l sn lng tng thm b
i
% khi yu t sx i tng thm 1% ,
vi gi thit l mc u t cc yu t khc khng thay i.
Hi quy Parabol
Hm hi quy Parabol l dng phng trnh ca mt tam thc bc 2:
Y = aX
2
+bX + c + U
i
vi i = 1,2,,n
23
gii c bi ton ny s c hai cch:
+ c lng cc tham s cu dng hi quy Parabol theo phng php
bnh phng nh nht:
f(a,b,c) = min ) (
2 2
1
>

=
c bX aX Y
i i
n
i
i
Do : ; 0 =
c
c
a
f
; 0 =
c
c
b
f
; 0 =
c
c
c
f
Hay :

4
i
X

3
i
X

2
i
X
i i
Y X

2
a

3
i
X + b

2
i
X + c
i
X =
i i
Y X

2
i
X + b
i
X + cn =
i
Y

Gii h phng trnh ta xc nh c cc h s ca m hnh. Sau khi xc

nh xong cc h s ca m hnh ta s vit c m hnh hi quy.
+ t X
2
= X
2
= X*X ri tin hnh c lng nh i vi m hnh hi
quy tuyn tnh.
Hi quy Hyperbol n
Hm hi quy Hyperbol n c dng:
Y = b
X
a
+ + u
i
(i=1, 2,,n).
gii c bi ton ny s c hai cch:
+ c lng cc tham s cu dng hi quy Hyperbol theo phng php
bnh phng nh nht:
f(a,b) = min ) (
2
1
>

=
b
X
a
Y
i
n
i
i
Do : ; 0 =
c
c
a
f
; 0 =
c
c
b
f
Hay :

= +
i
i
i i
X
Y
X
b
X
a
1 1
2
v

= +
i
i
Y bn
X
a
1
Gii h phng trnh ta tm c cc h s a v b ri thay tr li phng
trnh hi quy.
24
+ n gin cho vic c lng trong Excel ta t Z = 1/X ri tin hnh
c lng tng t nh m hnh tuyn tnh vi hai n Y v Z.
Hi quy Hyperbol bi
Hm hi quy Hyperbol bi c dng:
Y =
n
n
X
b
X
b
X
b
X
b
b + + + + + ...
3
3
2
2
1
1
0
chuyn v dng hi quy tuyn tnh ta t Z
i
=1/X
i
ta c phng trnh
c vit li l:
Y = b
0
+ b
1
Z
1
+ b
2
Z
2
+ ...+ b
n
Z
n
.
Vi m hnh tuyn tnh ny ta tin hnh cc bc nh m hnh tuyn tnh
nghin cu phn trn.
Hi quy m
Hm hi quy m c dng:
n n
X b X b X b b
e Y
+ + + +
=
...
2 2 1 1 0
Logarit c s e cho c hai v ta c:
LnY = b
0
+ b
1
X
1
+ b
2
X
2
+ ... + b
n
X
n
.
y l m hnh hi quy tuyn tnh vi bin ph thuc LnY v cc bin
c lp X
1
, X
2
,, X
n
.
Hi quy dng y =ba
x
L dng hm m. Ta logarit c s e cho c hai v ta c:
LnY = X.lna + lnb.
T s liu iu tra thc t ta tnh c cc gi tr Ln s tr thnh m hnh
hi quy tuyn tnh n vi bin ph thuc LnY v bin c lp X.
Xt v d 4.4: Ngi ta kho st v thm d mi quan h ca nm i
lng Y, X
1
, X
2
, X
3
, X
4
c bit rng mi ph thuc ca chng c dng
phng trnh sau: Y = b + a
1
* X
1
+ a
2
* LnX
2
+ a
3
* X
3
2
+ a
4
* 1/X
4
. Vi cc s
liu cho hy hi quy m hnh v d bo Y khi X
1
= 20, X
2
= 15, X
3
= 50, X
4
= 8 vi o=0.05
Bi gii: Ta tin hnh theo cc bc sau:
- Nhp, t v tnh n ph cho cc bin nh trong hnh sau:
25
- Chn Tools\ Data Analysis\ Regression, OK. Bng hp thoi Regression
xut hin ta in cc thng tin nh trong hnh sau:
Hnh 4.10 Nhp cc thng s cho m hnh
- Nhn OK ta c bng kt qu sau:
26
4.1.6.2 S dng cc hm GROWTH v LOGEST
Ngoi vic s dng trnh ci thm Regression cho m hnh hi quy phi
tuyn ta cn c th s dng hm GROWTH v hm LOGEST.
S dng hm GROWTH
- Dng hi quy phi tuyn theo m hnh Y = b * m
X
- C php: =GROWTH(known_ys, known_xs, new_xs, const)
Trong : known_ys, known_xs, new_xs l cc gi tr hoc vng a ch
cha gi tr bit ca x, y tng ng v gi tr mi ca x.
const l hng s. Nu const = 1 (True) tnh h s t do b (ngm
nh), nu const = 0 (False) b qua h s b (b = 1).
V d 4.5: Gi s gia hai i lng X v Y c mi quan h hm m: Y
= b* m
X
. Vi s liu cho ta nhp vo bng v tin hnh d bo Y khi X =
20 nh trong hnh sau:
27
S dng hm LOGEST
- Dng hi quy phi tuyn theo m hnh:
Y = b * m
1
X1
* m
2
X2
** m
n
Xn
Cch s dng hmLOGEST ging nh hm LINEST
- C php: =LOGEST(known_ys, known_xs, const, stat)
Trong : known_ys, known_xs, stat ging nh hmLINEST.
const l hng s. Nu const = 1 (True) tnh h s t do b (ngm
nh), nu const = 0 (False) b qua h s b (b = 1).
Nu b qua gi tr ca X th gi thit X = {1, 2, 3} vi s
phn t bng s phn t ca Y.
V d 4.6: Gi s gia ba i lng Y, X
1
v X
2
c mi quan h hm m:
Y = b* m
1
X1
* m
2
X2
. Vi s liu cho ta nhp vo bng tnh v tin hnh d
bo Y khi X
1
= 12 v X
2
= 25 nh trong hnh sau:
28
4.1.7 S dng th d bo
Ngoi vic s dng trnh ci thm Moving Average ta c th d bo trong
Excel bng cch to ng xu hng nh sau:
+ Chn vng s liu thu thp c (gi l dng c s)
+ Khi ng Chart Wizard v lm theo cc bc v th dng Line
+ Sau khi v c th, kch phi ln series d liu v chn Add
Strendline\ Moving Average, OK hon tt.
V d 4.1 trn: V th d bo s tr s sinh a phng A theo cc
bc sau:
+ Chn vng s liu thu thp C21:C26
+ Nhp ln biu tng Chart Wizard trn thanh cng c hoc chn t
thanh menu chnh Insert\ ChartBng hp thoi Chart Wizard step 1 of 4
Chart Type xut hin chn loi th Line trong mc Standard Types ri nhn
Next.
+ Hp thoi Chart Wizard step 2 of 4 Chart Source Data (ngun d
liu ca th) xut hin chn Columns trong Tab Data Range. Trong Tab
Series ta in cc thng tin v tn ng th Name, cc gi tr (a ch) ca
trc X Category (X) axis labels vo th nh trong hnh sau:
29
Hnh 4.11 Hp thoi khai bo ngun d liu
+ Nhn Next chuyn sang hp thoi tip theo Chart Wizard step 3 of
4 Chart Options gm cc la chn cho th sau: Titles (tiu ), Axes (cc
trc), Gridline ( li), Legend (v tr cc ch thch), Data Labels (cc nhn d
liu) v Data Table (bng d liu). Ta t tn cho cc tiu trong tab Titles
nh trong hnh sau:
Hnh 4.12 Hp thoi cha cc la chn ca th
+ Nhn Next chuyn sang hp thoi la chn v tr th c hin th
Chart Wizard step 4 of 4 Chart Location, tch vo As new sheet cho th
hin th vo mt trang mi cn tch vo As object in th hin th vo ng
trang lm vic. Nhn chut vo As object in nh hnh sau:
Hnh 4.13 Hp thoi xc nh v tr cha th
+ Nhn Finish ta c th nh hnh sau:
30
+ xut hin ng d bo ta kch phi vo ng th ri chn Add
Strendline, hp thoi Strendline xut hin ta chn loi th Moving Average
vi 3 k trong tab Type nh hnh sau:
Hnh 4.14 Hp thoi cha cc loi th
+ Nhn OK ta c th sau:
31
D bo s tr s sinh
29
30
28
31
29
27
25
26
27
28
29
30
31
32
2000 2001 2002 2003 2004 2005
nm
s
t
r

s

s
i
n
h
Li nhun
3 per. Mov. Avg. (Li
nhun)
4.2 PHN TCH TNG QUAN TRONG EXCEL
4.2.1 Nhc li kin thc v tng quan
Khi nghin cu mi ph thuc, nu xt theo trnh cht ch ca mi ph
th c 2 loi ph thuc sau y:
Ph thuc hm (mi lin h hm s): Hai bin ngu nhin X v Y c
gi l ph thuc hm s nu tn ti f sao cho Y=f(X) tc l khi i lng X bin
i th theo mt quy tc no c th xc nh c gi tr tng ng i lng
Y. y l s ph thuc hon ton cht ch.
Ph thuc thng k (mi lin h tng quan): Hai bin ngu nhin X v
Y c gi l ph thuc thng k nu mi gi tr ca X ta u c th xc nh
c quy lut phn phi xc sut c iu kin ca Y: F(y/X=x) = P(Y>y/X=x).
y l s ph thuc khng hon ton cht ch tc l khi mt hin tng bin i
th lm cho hin tng lin quan bin i nhng n khng c nh hng hon
ton quyt nh n s bin i ny.
Phn tch tng quan ch yu da trn c s phn tch hai c trng c
bn l h s tng quan (trng hp hai bin ngu nhin), h s tng quan bi
v h s tng quan ring phn (trng hp c nhiu hn hai bin ngu nhin).
4.2.1.1 H s tng quan
nh ngha
32
H s tng quan o lng mc quan h tuyn tnh gia hai bin m
khng phn bit bin no l bin ph thuc bin no l bin gii thch.
Gi s X v Y l hai bin ngu nhin c V(X) > 0 v V(Y) > 0, th h s
tng quan ca hai bin X v Y c xc nh nh sau:

XY
=
| |
) ( ). (
)) ( ))( ( (
Y V X V
Y E Y X E X E
(5.1)
(*) tc l
XY
c tnh bng k vng ton ca s chnh lch gia 2 bin
X v Y vi k vng ton ca chng chia cho trung bnh nhn ca 2 phng sai
ca 2 bin
Tnh cht ca h s tng quan
(1).
XY
=
YX
(2).
XY
< 1
(3).
XY
= 0 nu X v Y c lp vi nhau.
(4).
XY
= + 1 khi v ch khi X v Y c mi quan h ph thuc tuyn tnh.
(5).
XY
>0 nu X v Y c mi tng quan thun

XY
<0 nu X v Y c mi tng quan nghch
(6).
XY
cng gn vi 1 th mi ph thuc thng k cng cht ch hay mi
quan h tuyn tnh cng r
Nh vy ta c th dng
XY
o lng s ph thuc tuyn tnh ca hai
bin ngu nhin.
H s tng quan mu:
Gi s ta c { } ) , (
i i
Y X vi i=1;n l mt mu ngu nhin hai chiu, m
i
l tn
s xut hin ca cp (X,Y) c m t nh sau:
33
X: X
1
, X
2
, ... X
k
Y: Y
1
, Y
2
, ... Y
k
m
i
: m
1
, m
2
, ... m
k
trong n m
k
i
i
=

=1
H s tng quan mu c xc nh theo cng thc:
r =
n Y Y n X X
n Y Y X X
i
i
i
i
k
i
i i
/ ) ( / ) (
/ ) )( (
2 2
1
(

=
=
2
2
2
2
) ( ) (
.
Y Y X X
Y X XY


(5.2)
Trong :
n X m X
k
i
i i
/ ) (
1

=
= n Y m Y
k
i
i i
/ ) (
1

=
=
n X m X
k
i
i i
/ ) (
1
2
2

=
= n Y m Y
k
i
i i
/ ) (
1
2
2

=
=

=
=
k
i
i i i
n y x m XY
1
/ ) (
Cho nn:
r
xy
=
|
|
|
|
.
|

\
|

|
|
|
|
.
|

\
|

=
=
=
=
=
= =
k
i
k
i
i
i i
k
i
k
i
i i
i i
k
i
k
i
k
i
i i i i
i i i
n
y m
n y m
n
x m
n x m
n
y m x m
n y x m
1
2 1 2
1
2 1 2
1
2
1 1
) ( / ) ( ) ( / ) (
/
(5.3)
34
Nh vy, c th vit li cng thc tnh r
XY
trong trng hp cc tn s m
i
= 1 nh sau:
r
xy
=
|
|
|
|
.
|

\
|

|
|
|
|
.
|

\
|

=
=
=
=
=
= =
k
i
k
i
i
i
k
i
k
i
i
i
k
i
k
i
k
i
i i
i i
n
y
n y
n
x
n x
n
y x
n y x
1
2 1 2
1
2 1 2
1
2
1 1
) ( / ) ( ) ( / ) (
/
( 5.4 )
Nhng nhn xt i vi gi trca r (*)
Trs r Mc quan h ca cci lng
r=0
r=1
0.0 < r < 0.3
0.3 < r < 0.5
0.5 < r < 0.7
0.7 < r < 0.9
0.9 < r < 1
X, Y hon ton c lp vi nhau
X, Y c quan h tuyn tnh vi nhau
Mc tng quan yu
Mc tng quan trung bnh
Mc tng quan tng i cht
Mc tng quan cht
Mc tng quan rt cht
4.2.1.2 H s tng quan bi v h s tng quan ring phn
H s tng quan bi: nh gi mc cht ch ca mi lin h gia
mt tiu thc (thng l tiu thc kt qu) vi cc tiu thc cn li (thng l
tiu thc nguyn nhn) c iu kin loi tr nh hng ca cc tiu thc nguyn
nhn khc
( )
( )

=
2
2
... x
... x
2 1
2 1
1
y y
y y
R
n
n
x x
x x y (5.5)
35
V d 5.9: i vi trng hp nh gi s ph thuc gia 3 bin vi Y l
bin kt qu v X
1 ,
X
2
l bin nguyn nhn ta c th tnh theo cng thc sau:
( )
( )

=
2
2
x
x
2 1
2 1
1
y y
y y
R
x
x y
(5.6)
Hoc c th tnh theo cng thc sau:
2
x
x x x
2
x
2
x
x
2 1
2 1 2 1 2 1
2 1
1
. . 2
x
x y y y y
x y
r
r r r r r
R

+
= (5.7)
Trong ,
1
x y
r ,
2
x y
r ,
2 1
x x
r l cc h s tng quan c tnh theo cng thc
(5.3).
Nhn xt:
+ 1 0 s s R
+ R = 0 khng c mi quan h tuyn tnh, cc bin c lp vi nhau.
+ R cng gn n 1 th mi quan h cng cht ch.
+ R = 1 th c mi quan h hm s.
H s tng quan ring phn: dng nh gi trnh cht ch ca
mi lin h gia tiu thc kt qu vi tng tiu thc nguyn nhn vi iu kin
loi tr nh hng ca cc tiu thc nguyn nhn khc. Nh trong trng hp
c mi lin h gia Y vi X
1
v X
2
c th tnh:
+ H s tng quan ring gia Y v X
1
(loi tr nh hng ca X
2
)
( )
( )( )
2
x
2
x
x x x
x
2 1 2
2 1 2 1
2 1
1 . 1
.
x y
x y y
x y
r r
r r r
r


= (5.8)
+ H s tng quan ring gia Y v X
2
(loi tr nh hng ca X
1
)
( )
( )( )
2
x
2
x
x x x
x
2 1 1
2 1 1 2
1 2
1 . 1
.
x y
x y y
x y
r r
r r r
r


=
(5.9)
Vic tnh ton th cng p dng cng thc l rt vt v v thm ch rt d
sai st. khc phc iu ny chng ta c th thc hin mt s thao tc n gi
36
bng vic s dng trnh ci thm Correlation trong Data Analysis tnh h s
tng quan trong Excel.
4.2.2 Lp bng tnh h s tng quan trong Excel
lp bng tnh h s tng quan trong Excel ta thc hin theo hai bc
sau:
Bc 1: T chc d liu trn bng tnh
Bc 2: Tin hnh phn tch tng quan
4.2.2.1 T chc d liu trn bng tnh Excel phn tch tng quan
S liu quan st ca mi bin phi c b tr ng thi theo tng dng
hoc ng thi theo tng ct. Vi mi cch b tr theo dng v theo ct s khin
ta c nhng cch tin hnh cng nh cc la chn khc nhau trong qu trnh
phn tch.
i vi nhng tp s liu c tn s ging nhau ta c th coi chng u c
tn s l 1 (m
i
= 1) m vn cho cng mt kt qu.
i vi nhng tp s liu c tn s l khc nhau ta nn a v cch b tr
s liu c cng tn s hoc c tn s u l 1 trnh hiu lm v tin cho qu
trnh phn tch v Excel hiu rng mi hng (ct, dng) u cha s liu ca
cng mt bin.
V d 4.7: Cch b tr s liu khi c cc tn s khc nhau c m t
trong hnh sau:
37
S liu sau khi c t chc trn bng tnh ta tin hnh phn tch tng quan.
4.2.2.2 Tin hnh phn tch tng quan
C hai phng php lp bng tnh h s tng quan trong Excel: tnh
ton th cng s dng cc hm trong Excel v s dng trnh ci thm
Correlation
a. Phng php tnh ton th cng s dng cc hm trong Excel.
Trng hp tnh h s tng quan cho hai bin c cc tn s m
i
l
khc nhau
tnh h s tng quan cho hai bin trong trng hp cc tn s khc
nhau ta s dng hm SUMPRODUCT v hmSQRT.
V d 4.8: C s liu v tui ngh (nm) v nng sut lao ng (sn
phm) ca 100 cng nhn ti mt x nghip c lp vi nhau. Hy cho bit gia
tui ngh v nng sut lao ng c mi ph thuc ln nhau hay khng
Bi gii: Nhp s liu quan st c vo bng tnh v s liu tnh ton
c trnh by trong bng sau:
38
Hnh 4.15 Tnh h s tng quan s dng hm SUMPRODUCT v hm SQRT
Nhn xt: r = 0.88909252 thy mi ph thuc gia tui ngh v nng sut
lao ng l mi ph thuc thng k (mi lin h tng quan) thun v cht. Tc
l, khi tui ngh tng th nng sut lao ng cng tng tng ng.
Trng hp tnh h s tng quan cho hai bin c cc tn s m
i
l
bng nhau
tnh h s tng quan ta s dng cc hm SQRT, CORREL v RSQ.
+ HmSQRT c nghin cu trong chng 1.
+ HmCORREL: Tnh h s tng quan gia hai chui s liu.
C php: =CORREL(array1, array2)
Vi array1, array2 l cc chui s liu.
39
+ HmRSQ: Tnh bnh phng h s tng quan gia hai chui s liu.
C php: =RSQ(array1, array2)
Vi array1, array2 l cc chui s liu.
Xt v d 4.9: Gi s c ti liu v tui ngh (nm) v nng sut lao ng
(sn phm) ca 10 cng nhn ti mt x nghip. Hy xc nh xem gia tui
ngh ca cng nhn v nng sut lao ng ca h c mi lin h vi nhau
khng?
Bi gii: xc nh tnh cht mi quan h gia tui ngh v nng sut
lao ng vi trng hp tn s m
i
l bng nhau (m
i
= 1) ta tin hnh tnh h s
tng quan gia chng s dng cc hmSQRT, CORREL v RSQ nh sau:
- Nhp s liu vo bng tnh
- S dng cng thc tnh h s tng quan
Cch nhp s liu v tnh ton nh trong bng sau:
Hnh 4.16 Tnh h s tng quan s dng hm SQRT, CORREL v RSQ
40
Nhn xt: r = 0.9091648 nn c th kt lun mi ph thuc gia tui
ngh v nng sut lao ng l mi ph thuc thng k (mi lin h tng quan)
thun v cht. iu ny c ngha l, khi tui ngh tng ln th nng sut lao
ng cng tng ln tng ng.
Nh vy, d c tnh n tn s xut hin hay khng khi chng ta tin hnh
trnh by s liu nhp di dng khng c tn s th vn c th s dng mt
trong 2 hmRSQ v CORREL tnh h s tng quan cho tp s liu.
b. Phng php s dng trnh ci thm Correlation
Chn Tools/ Data Analysis/ Correlation, OK, hp thoi xut hin v tin
hnh thc hin nh sau:
Hnh 4.17 Hp thoi la chn cng c phn tch d liu v hp thoi khai bo cc
thng s lp bng tnh h s tng quan
Mt s thut ng
+ Input Range: Khai bo vng d liu phn tch.
+ Grouped by : nh hng nghin cu theo:
+ Columns: X l theo ct
+ Rows: X l theo hng
+ Labels in First row: Dng u tin trong vng ly lm tiu .
+ Output Range: Khai bo vng kt xut kt qu.
41
Li xt v d 4.9: S liu sau khi c b tr vo bng tnh nh mc trn
ta tin hnh phn tch tng quan p dng trnh ci thm Correlation trong
Excel nh sau:
- Trn thanh thc n thc hin lnh Tools/ Data Analysis/ Correlation,
OK. Bng hp thoi Correlation xut hin ta nhp vo cc thng tin nh trong
hnh sau:
Hnh 4.18 Khai bo cc thng s ca m hnh
- Nhn OK ta c bng kt qu sau:
- Nhn xt: : r = 0.90916 c cng kt qu nh khi tin hnh phn tch
bng phng php th cng phn trn.
42
Xt v d 4.8 trn: Sau khi b tr s liu v dng c cng tn s l 1
(nm trong vng a ch N3:O103) ta tin hnh phn tch tng quan bng cng
c Correlation nh sau:
- Tools/ Data Analysis/ Correlation, OK.
- Nhp vo thng tin bng hp thoi Correlation nh trong hnh sau:
Hnh 4.19 Khai bo cc thng s ca m hnh
- Nhn OK ta c bng kt qu sau:
- Nhn xt: D lm theo phng php th cng p dng cc hm hay theo
phng php s dng Correlation th u cho cng mt kt qu r=0.8876539.
Tc l gia tui ngh v nng sut lao ng l mi lin h tng quan thun v
cht.
V d 4.10:C ti liu v nng sut lao ng (n v tnh l triu ng),
phn trm chi ph nguyn vt liu chnh trong gi thnh n v sn phm v gi
thnh n v sn phm (n v tnh l 1000 ng) ca x nghip cng sn xut
mt loi sn phm nh sau:
43
Th t Gi thnh v NSL %NVL chnh
x nghip Y X
1
X
2
1 44 20 52
2 43 21 51
3 42 23 51
4 40 25 50
5 41 26 51
Bi gii:
- Nhp s liu vo bng tnh theo dng ct C13:F17 nh hnh sau:
Hnh 4.20 T chc s liu trn bng tnh
- Tools/ Data Analysis/ Correlation, OK.
- Nhp vo thng tin bng hp thoi Correlation nh trong hnh sau:
Hnh 4.21 Khai bo cc thng s ca m hnh
- Nhn OK ta c bng kt qu sau:
44
Do :
( ) ( ) ( )
( )
985 . 0
69 . 0 1
69 . 0 . 89 . 0 . 94 . 0 . 2 89 . 0 94 . 0
2
2 2
x
2 1
=

+
=
x y
R
-Nhn xt:
Qua bng phn tch tng quan ta thy mi quan h gia gi thnh n v
sn phm Y vi nng sut lao ng X
1
v phn trm nguyn vt liu chnh trong
gi thnh X
2
l rt cht (
2 1
x x y
R 985 . 0 = ) (*) hoc nhn vo cc h s tng quan
1
x y
r = - 0.93026051,
2
x y
r = 0.894427191 v bng (*) trang 5. Trong mi quan h
ny th nng sut lao ng X
1
t l nghch vi gi thnh n v sn phm Y, cn
t l gi tr nguyn vt liu chnh X
2
t l thun vi gi thnh n v sn phm
Y.
Bng tnh h s tng quan ny cng cho ta thy c s tng quan gia cc
X
i
hay khng. C th nhn vo bng kt qu ta thy
2 1
x x
r = - 0.6933752 cho nn
khi gi thnh n v ca sn phm khng i gia nng sut lao ng X
1
v t l
phn trm nguyn vt liu chnh trong gi thnh X
2
c mi quan h tng quan
tng i cht v chng t l nghch vi nhau.