Bi 1

a. th phn b ri ca t l tht nghip(Xt) v t l b vic(Yt)

8

TYTHATNGHIEP

3
0.8

1.2

1.6

2.0

2.4

2.8

TLBOVIEC

b.
Dependent Variable: Y
Method: Least Squares
Date: 03/19/14 Time: 08:12
Sample: 1 13
Included observations: 13
Variable

Coefficient

Std. Error

X
C

-0.286212
3.366258

0.062885 -4.551348
0.331084 10.16739

R-squared
0.653158
Adjusted R-squared 0.621627
S.E. of regression
0.322421
Sum squared resid
1.143510
Log likelihood
-2.645696
F-statistic
20.71477
Prob(F-statistic)
0.000828

t-Statistic

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

Prob.
0.0008
0.0000
1.915385
0.524160
0.714722
0.801638
0.696857
0.532092

t bng s liu ta c 1=3.366258, 2=-0.286212, SE=0.322421

c. Kim nh ph hp ca m hnh
Prob(F-statistic)=0.000828< =0.05 do m hnh ph hp thc t
d. R2 =0.653158 cho bit 65.3158% t l b vic l do t l tht nghip trong
lnh vc ch to cng nghip gy ra.
Bi 3:
a. M hnh tng tiu dng ph thuc vo tng thu nhp kh dng
CONS=1+1*YD
M hnh tiu dung ph thuc vo li sut
CONS=2+2*RR
b. c lng cc thng s m hnh 1
Dependent Variable: CONS
Method: Least Squares
Date: 03/19/14 Time: 08:45
Sample: 1 32
Included observations: 32
Variable

Coefficient

Std. Error

YD
C

0.913114
-8.793002

0.009441 96.72099
16.71981 -0.525903

R-squared
0.996803
Adjusted R-squared 0.996697
S.E. of regression
27.02244
Sum squared resid
21906.37
Log likelihood
-149.8668
F-statistic
9354.950
Prob(F-statistic)
0.000000

t-Statistic

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

Prob.
0.0000
0.6028
1540.956
470.1752
9.491674
9.583282
9.522040
1.231169

M hnh 2
Dependent Variable: CONS
Method: Least Squares
Date: 03/19/14 Time: 08:46
Sample: 1 32
Included observations: 32
Variable

Coefficient

Std. Error

t-Statistic

Prob.

RR
C

59.85887
1370.695

29.48781
115.3748

2.029953
11.88037

0.0513
0.0000

R-squared
0.120769
Adjusted R-squared 0.091461
S.E. of regression
448.1584
Sum squared resid
6025379.
Log likelihood
-239.7381
F-statistic
4.120710
Prob(F-statistic)
0.051311

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

1540.956
470.1752
15.10863
15.20024
15.13900
0.074746

1=-8.793002 khng c ngha gii thch v p-value(1)= 0.6028,

1=0.913114
2=1370.695, 2=59.85887
c. Nhn xt m hnh 1: M hnh hi quy
CONS=0,913114*YD m hnh ny c ngha gii thch. Tng tiu dng s
ph thuc vo thu nhp kh dng.
Nhn xt m hnh 2: nhn vo gi tr prob. 2 =0.0513> =0.05 do 2
khng c ngha gii thch. Hoc ta c th kim nh ph hp ca m
hnh bng cch xem xt gi tr Prob(F-sattistic)=0.051311> =0.05 do m
hnh khng ph hp gi thit ban u l khng ng tin cy.
Bi 4:
a. M hnh hi quy:
DTB=+*GTH

Dependent Variable: DTB

Method: Least Squares
Date: 03/19/14 Time: 09:21
Sample: 1 36
Included observations: 36
Variable

Coefficient

Std. Error

t-Statistic

Prob.

GTH
C

0.462810
5.066804

0.133283
0.442608

3.472383
11.44762

0.0014
0.0000

R-squared
0.261791
Adjusted R-squared 0.240079
S.E. of regression
1.269692
Sum squared resid
54.81198
Log likelihood
-58.64881
F-statistic
12.05745
Prob(F-statistic)
0.001425

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

6.416667
1.456512
3.369378
3.457351
3.400083
0.688929

= 5.066804, =0.46281
ngha m hnh im trung bnh ca sinh vin thp nht l 5.066804 tng
ng vi s gi t hc l 0 gi. Khi s gi t hc tng(gim) 1 n v th
im trung bnh tng(gim) l 0.462 im.
b.
R2 =0.261791. m hnh cho thy 26.1791% im trung bnh ca sinh vin
l do thi gian t hc quyt nh. Cht lng m hnh c th ni l tt.
Nguyn nhn m c c kt qu R2 nh vy l do ngoi yu t thi gian t
hc cn c nhng nguyn nhn khc quyt nh n kt qu hc tp ca sinh
vin.
c.
T- statistic() =0.133283 gi tr ny hon ton c ngha gii thch
mc ngha =5%
d.
thuc khong(*-SE(*)*tn-2/2; *+SE(*)* tn-2/2) thay vo ta c
(0,237;0,688)
ngha: khi s gi t hc (GTH) tng thm 1 gi th kt qu hc
tp(DTB) tng trung bnh t 0,237 ti 0,688.
Bi 5:
a.
c lng mi quan h ca bo him nhn th v thu nhp gia nh

Bo him nhn th(INSUR) l bin ph thuc

Thu nhp gia nh(INC) l bin c lp.
M hnh hi quy:
INSUR=+*INC

Dependent Variable: INSUR

Method: Least Squares
Date: 03/19/14 Time: 09:50
Sample: 1 20
Included observations: 20
Variable

Coefficient

Std. Error

t-Statistic

Prob.

INC
C

3.880186
6.854991

0.112125
7.383473

34.60601
0.928424

0.0000
0.3655

R-squared
0.985192
Adjusted R-squared 0.984370
S.E. of regression
14.35730
Sum squared resid
3710.375
Log likelihood
-80.61033
F-statistic
1197.576
Prob(F-statistic)
0.000000

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

236.9500
114.8383
8.261033
8.360606
8.280471
3.175965

Gi tr =6.854991 khng c ngha gii thch v P-value()=0.3655> 0.05,

gi tr =3.880186. ta c m hnh hi quy:
INSUR=3.880186* INC
b.
b.1 nu thu nhp tng thm 1000 USD th bo him nhn th(INSUR)
tng thm 3.880186 ngn USD
b.2 SE(*)=0.112125
- s dng SE() c lng khong tin cy bng cch s dng cng
thc: (*-SE(*)*tn-2/2; *+SE(*)* tn-2/2)
- dng SE() kim nh ngha bin gii thch bng cng thc:
T0=

b.3 H0: *=5000 , H1:*5000

to=

=-9.98719 khng thuc khong t kim nh nn bc

b H0.
c.
D on mc bo him nhn th cho h gia nh c thu nhp l 100 ngn
USD
Ta c: lch chun ca bin ph thuc( INSUR)=..
Trung binh bin ph thuc(INSUR)=
Suy ra ...................................................
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Bi 6
PATENTS=34.571+0.792*R&D
(5.44) (13.79)
R2=0.859, N=34, ESS=3994.3

a. Nu thu chi cho nghin cu pht trin tng thm 1 t USD th s lng bng
pht minh sng ch s tng ln 0.792 nghn pht minh.
b. Khong tin cy ca vi mc ngha 5% l :
thuc khong(*-SE(*)*tn-2/2; *+SE(*)* tn-2/2) thay vo ta c
(-27.367; 28.951).
c. Khong tin cy ca h s vi mc ngha 5% l:
thuc khong (*-SE(*)*tn-2/2; *+SE(*)* tn-2/2) thay vo ta c
(23.4625; 45.679)
d. Nu phng sai mu Sxx gim i th SE() tng ln hay ni cch khc sai s
lc ny s tng ln lm gim hiu qu kim nh.
e. Ta tin hnh kim nh cp gi thit:
H0: =500, H1: 500
Khi t0 =

=0.02117 tin hnh so snh vi gi tr kim nh

Tn-2/2 =1.679 . ta thy - Tn-2/2 < t0 < Tn-2/2 do chp nhn gi thit H0. C
th ni vi mc ngha 10% th khi tng 1 t cho S&D th s lng bng
pht minh sng ch s tng ln khong 500 pht minh.

Cu 2:
a. th phn b ri ca GDP v CPI v th phn b ri ca NYSE v CPI

700
600
500
400
NYSE
GDP

300
200
100
0
50

60

70

80

90

100

110

120

130

CPI

b.
Dependent Variable: GDP
Method: Least Squares
Date: 03/24/14 Time: 22:32
Sample: 1 15
Included observations: 15
Variable

Coefficient

Std. Error

t-Statistic

Prob.

CPI
C

1.841993
186.1833

1.215080
125.4039

1.515944
1.484670

0.1535
0.1615

R-squared
0.150220
Adjusted R-squared 0.084853
S.E. of regression
104.6939
Sum squared resid
142490.7
Log likelihood
-89.97644
F-statistic
2.298085
Prob(F-statistic)
0.153467

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

371.8193
109.4400
12.26353
12.35793
12.26252
1.076961

m hnh khng c ngha gii thch v Prob(CPI) v Prob(C)>0,05

140

Dependent Variable: NYSE

Method: Least Squares
Date: 03/24/14 Time: 22:36
Sample: 1 15
Included observations: 15
Variable

Coefficient

Std. Error

CPI
C

2.129443
-102.0606

0.230284 9.247018
23.76678 -4.294252

R-squared
0.868030
Adjusted R-squared 0.857879
S.E. of regression
19.84180
Sum squared resid
5118.059
Log likelihood
-65.02768
F-statistic
85.50734
Prob(F-statistic)
0.000000

t-Statistic

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

Prob.
0.0000
0.0009
112.5447
52.63217
8.937024
9.031431
8.936018
0.603767

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