Hng dn s dng Eviews Kinh t lng v phn tch d liu

I HC KINH T QUC DN
KHOA TON KINH T - B MN TON KINH T
_________________________________

KINH T LNG 2 CC CHUYN

HNG DN THC HNH BNG PHN MM EVIEWS
BI DNG HI
Yu cu: Eviews4, DATA_CH2014
www.mfe.edu.vn, mc Th vin / D liu phn mm ti Eviews4
www.mfe.edu.vn/buiduonghai ti DATA_CH2014
Vi ca s Series
View

Procs

Spreadsheet
Graph
Descriptive Statistic
Correlogram
Unit Root Test
Seasonal Adjustment
Moving Average Method
Exponential Smoothing
Hodrick-Prescott Filter

S liu
th
Cc thng k c trng
Lc t tng quan
Kim nh nghim n v
Hiu chnh yu t thi v
Hiu chnh theo trung bnh trt
San m n, kp, Holt-Winters
Lc chui

Vi ca s Equation
View

Procs

Representations
Estimation Output
Actual, Fitted, Residual
Gradients and Derivatives
Covarian Matrix
Coefficient Test
Residual tests
Correlogram Q-statistic
Histogram Normality test
Serial Correlation LM test
White Heterokedasticity
Stability test
Chow breakpoint test
Chow forecast test
Ramsey RESET test
Specify/Estimate
Forecast
Make residual series

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Cc cch th hin khc nhau

Bng kt qu y
Cc thng tin v phn d
Cc thng tin v Gradient v o bin
Ma trn Hip phng sai cc c lng
Cc kim nh v h s
Cc kim nh v phn d
Lc t tng quan ca phn d
th, kim nh tnh phn phi chun
Kim nh t tng quan theo B-G
Kim nh phng sai sai s thay i
Cc kim nh v dng hm
Kim nh tnh ng nht gia hai on
Kim nh nh gi d bo
Kim nh nh dng hm theo Ramsey
nh dng phng trnh, mu, phng php
t tn chui c lng, nh gi d bo
t tn chui phn d

Hng dn s dng Eviews Kinh t lng v phn tch d liu

1. NHP S LIU
Nhp s liu t file Excel
B s liu DATA_VD
[1.1]

File New Workfile : M ca s Workfile Range

Annual Start date: 2000 End date: 2013 OK: M ca s Workfile: UNTITLED
Range: 2000 2013
Sample: 2000 2013
c
resid

[1.2]

[Eviews] Quick Empty Group (Edit Series): M ca s Group: UNTITLE

Copy s liu gm c tn bin GDP v PPP t nm 2000 n 2013
GDP
31.176
32.524

155.565
170.565

PPP
159.786
174.695

443.911
474.95

Dn (paste) s liu, bt u t dng obs trong ca s Group

Thm hai bin:
GDP
PPP
________________________________________

2. X L S LIU
M b s liu VN2004_09_GSO. y l s liu theo thng.
V th
[2.1]

Chn ring hai bin EX v IM Chut phi Open as Group: M ca s Group

[Group] View Graph Line: th hai bin theo thi gian

[2.2]

[Group] View Graph Scatter Simple Scatter : th im ca hai bin theo nhau
Thng k m t

[2.3]

[Group] View Descriptive Stats Common Sample: Cc thng k m t c bn

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

EX
3599.028
3500.000
6250.000
1650.000
1160.214
0.137923
2.033731

IM
4342.778
4025.000
8000.000
1820.000
1590.665
0.405903
2.104203

Jarque-Bera
Probability

3.029301
0.219885

4.384443
0.111668

Sum
Sum Sq. Dev.

259130.0
95572832

312680.0
1.80E+08

Observations

72

72

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Hng dn s dng Eviews Kinh t lng v phn tch d liu

Jarque-Bera Kim nh cp gi thuyt:

[2.4]

H0: Bin phn phi Chun

H1: Bin khng phn phi Chun

[Group] View Correlations Common Sample: H s tng quan gia hai bin
[Group] View Covariances Common Sample: Phng sai, hip phng sai ca hai bin
t bin mi

[2.5]

[Ca s lnh] GENR NX = EX IM

T = @TREND

EX1 = EX(1)

________________________________________

3. C LNG M HNH HI QUY

M hnh :
[3.1]

E X 1 2 G IC 3 G IL u

(MH 3.1)

[Ca s lnh] LS EX C GIC GIL

c kt qu c lng :
Dependent Variable: EX
Method: Least Squares
Sample(adjusted): 2004:01 2009:08
Included observations: 68 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
GIC
GIL

1161.943
0.102649
0.490855

218.8752
0.079698
0.058174

5.308703
1.287974
8.437663

0.0000
0.2023
0.0000

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

0.675160
0.665165
666.0811
28838165
-537.0497
0.630795

Mean dependent var

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

3525.735
1151.096
15.88381
15.98173
67.54919
0.000000

[?] Gii thch ngha kt qu ?

- Phn tch ngha thng k cc h s
- H s xc nh v ngha ?
Xem phn d v gi tr c lng
[3.2]

[Equation] View Actual, Fitted, Residual Actual, Fitted, Residual Table

[Equation] View Actual, Fitted, Residual Actual, Fitted, Residual Graph
[?] Qu no c gi tr thc t gn nht, xa nht gi tr c lng?
Xem phng sai, hip phng sai cc c lng

[3.3]

[Equation] View Covariance Matrix

C
GIC
GIL

C
47906.35
-2.176187
-8.396374

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GIC
-2.176187
0.006352
-0.002796

GIL
-8.396374
-0.002796
0.003384

Hng dn s dng Eviews Kinh t lng v phn tch d liu

Kim nh v cc h s: Gi thuyt GIC = GIL

[3.4]

[Equation] View Coefficient Test Wald Coefficient Restrictions : Ca s Wald Test

[Wald Test] G: C(2) = C(3) OK
Wald Test:
Equation: Untitled
Null Hypothesis: C(2) = C(3)
F-statistic
Chi-square

9.831723
9.831723

Probability
Probability

0.002575
0.001715

[?] Kt lun nh th no v gi thuyt hai h s gc bng nhau?

M hnh Logarit logarit
M hnh:
EX = e1 GIC2 GIL3 eu
(MH 3.2)
Dng logarit : ln(EX) = 1 + 2ln(GIC) + 3ln(GIL) + u
[3.5]

[Ca s lnh] LS LOG(EX) C LOG(GIC) LOG(GIL)

Dependent Variable: LOG(EX)
Method: Least Squares
Sample(adjusted): 2004:01 2009:08
Included observations: 68 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
LOG(GIC)
LOG(GIL)

2.299025
0.074172
0.633237

0.383492
0.068880
0.068550

5.994975
1.076832
9.237615

0.0000
0.2855
0.0000

R-squared
Adjusted R-squared
Durbin-Watson stat

0.785417
0.778815
0.667135

Mean dependent var

S.D. dependent var
Prob(F-statistic)

8.112417
0.341624
0.000000

[?] Phn tch kt qu c lng nh th no?

________________________________________

4. M HNH VI BIN GI
Vi b s liu VN2004_09_GSO
Xt bin gi D07 bng 1 vi giai on t nm 2007 tr i, bng 0 vi giai on trc .
M hnh:
EX = 1 + 2GIL + 1D07 + 2D07*GIL + u
Trc 2007 : EX = 1 + 2GIL + u
T 2007 :
EX = (1 + 1) + (2 + 2)GIL + u
t bin gi
[4.1]

[Ca s lnh] GENR D07 = 0

SMPL 2007:1 @LAST

D07 = 1

SMPL @ALL

c lng m hnh:
[4.2]

[Ca s lnh] LS EX C GIL D07 D07*GIL

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Hng dn s dng Eviews Kinh t lng v phn tch d liu

Dependent Variable: EX
Method: Least Squares
Date: 10/31/14 Time: 00:12
Sample(adjusted): 2004:01 2009:08
Included observations: 68 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
GIL
D07
D07*GIL

1281.144
0.428895
2245.891
-0.251542

269.5721
0.081421
499.9426
0.108681

4.752511
5.267629
4.492297
-2.314491

0.0000
0.0000
0.0000
0.0239

R-squared
Durbin-Watson stat

0.803147
0.535081

Mean dependent var

Prob(F-statistic)

3525.735
0.000000

[?] Gii thch ngha kt qu?

- H s chn c thc s khc nhau gia hai giai on khng? Nu c th h s chn giai
on no ln hn ?
- H s gc c thc s khc nhau gia hai giai on khng? Nu c th h s gc giai
on no ln hn ?
Bin gi ma v
t bin gi M12 = 1 tng ng vi thng 12, bng 0 vi cc thng khc
[4.3]

[Ca s lnh] GENR M12 = @SEAS(12)

LS EX C GIL

M12

LS EX C GIL

@SEAS(12)

Hoc

5. KIM NH CC HIN TNG

Xt m hnh : EX = 1 + 2GIC + 3GIL + u (MH 5.1)
[5.1]

[Ca s lnh] LS EX C GIC

GIL

Kim nh dng hm ng sai, thiu bin hay khng

[5.2]

[Equation] View Stability Tests Ramsey RESET Test : Ca s RESET Specification

[RESET]: Number of fitted terms: 1 OK
Ramsey RESET Test:
F-statistic
Log likelihood ratio

15.19905
14.48952

Probability
Probability

0.000234
0.000141

Kim nh phng sai sai s thay i

[5.3]

[Equation] View Residual Tests White Heteroskedasticity (no cross terms)

White Heteroskedasticity Test:
F-statistic
Obs*R-squared

3.313042
11.81799

Probability
Probability

0.015830
0.018757

[Equation] View Residual Tests White Heteroskedasticity (cross terms)

White Heteroskedasticity Test:
F-statistic
Obs*R-squared

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2.658946
12.00670

Probability
Probability

0.030546
0.034696

Hng dn s dng Eviews Kinh t lng v phn tch d liu

Kim nh tnh phn phi chun ca sai s

[5.4]

[Equation] View Residual Tests Histogram Normality Test

Jarque-Bera 13.77391 Probability

0.001021

Kim nh t tng quan

[5.5]

[Equation] View Residual Tests Serial Correlation LM Tests: Ca s Lag

[Lag Specification] Lag to include: 1 OK
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared

78.40533
37.43935

Probability
Probability

0.000000
0.000000

nh gi mc a cng tuyn
[5.6]

[Ca s lnh] LS GIC C GIL

[?] nh gi v cc hin tng thng qua cc kim nh v hi quy ph?

________________________________________

6. M HNH C BIN TR
S dng b s liu VN2004_09_GSO, s liu thng

M hnh c tr phn phi

Thc hin cc hi quy tr phn phi v nhn xt
[6.1]

[Ca s lnh] LS EX C IM IM(-1)

LS EX C IM IM(-1)

IM(-2)

LS EX C IM IM(-1)

IM(-2) IM(-3)

M hnh t hi quy
[6.2]

[Ca s lnh] LS EX C IM EX(-1)

Gii thch ngha kt qu :

Dependent Variable: EX
Sample(adjusted): 2004:02 2009:12
Included observations: 71 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
IM
EX(-1)

226.3650
0.304670
0.577825

97.38035
0.044698
0.061060

2.324545
6.816175
9.463215

0.0231
0.0000
0.0000

R-squared
Durbin-Watson stat

0.953721
1.921959

Mean dependent var

Prob(F-statistic)

3626.479
0.000000

Tr a thc
Xt m hnh tr bc 9:

EX

j IM

t- j

ut

j0

Gi thit h s tr c dng a thc bc 2:

[6.3]

[Ca s lnh] LS EX C PDL(IM,9,2)

0 1 j 2 j

Dependent Variable: EX

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Hng dn s dng Eviews Kinh t lng v phn tch d liu

Sample(adjusted): 2004:10 2009:12

Included observations: 63 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
PDL01
PDL02
PDL03

560.8040
0.023716
-0.024704
0.007260

124.5773
0.016683
0.003564
0.002103

4.501656
1.421554
-6.931929
3.452429

0.0000
0.1604
0.0000
0.0010

R-squared
Durbin-Watson stat

0.927807
1.173777

Lag Distribution of
IM
.
.
*
.
*
. *
.*
.*
*
.*
. *
. *

Mean dependent var

Prob(F-statistic)
i Coefficien
t

*|
|
|
|
|
|
|
|
|
|

0
1
2
3
4
5
6
7
8
9
Sum of
Lags

[6.4]

3830.476
0.000000

Std. Error

T-Statistic

0.23868
0.16316
0.10216
0.05568
0.02372
0.00627
0.00335
0.01494
0.04106
0.08169

0.02889
0.01371
0.00862
0.01323
0.01668
0.01667
0.01318
0.00850
0.01362
0.02885

8.26268
11.9010
11.8537
4.20749
1.42155
0.37627
0.25392
1.75802
3.01362
2.83159

0.73071

0.02707

26.9924

Kim nh nhn qu Granger

Chn EX v IM thnh Group, m ca s Group
[Group] View Granger Causality : Chn bc ca tr = 2
Pairwise Granger Causality Tests
Sample: 2004:01 2010:12
Lags: 2
Null Hypothesis:
IM does not Granger Cause EX
EX does not Granger Cause IM

Obs

F-Statistic

Probability

70

5.58722
0.03811

0.00577
0.96262

________________________________________

7. HI QUY H PHNG TRNH

S dng b s liu VN2004_09_GSO.
M hnh gm hai phng trnh
EX t

IM t

1 2 IM

3G ILt

1 2 E X t 3 IM

t 1

4EX

t 1

u 1t

( 7 .1 )

u 2t

( 7 .2 )

[?] c lng hai phng trnh bng LS thng thng v lu li kt qu so snh

[7.1]

[Ca s lnh] LS EX C IM GIL

LS IM C EX IM(-1) EX(-1)
Cc bin ni sinh: EX, IM; cc bin ngoi sinh: C, GIL, IM(-1), EX(-1)
[?] nh dng hai phng trnh trong h bng iu kin Hng v iu kin Th bc.

Khai bo h phng trnh

C nhiu cch hi quy mt h phng trnh, t tn h l EX_IM

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Hng dn s dng Eviews Kinh t lng v phn tch d liu

[7.1]

[7.1]

Cch 3: [Eview] Object > New Object > System

Ca s [System] v biu tng ca h ( EX_IM ) trong Workfile.
Trong ca s [System], khai bo cc bin cng c v cc phng trnh. Lu bin cng c bao
gm c h s chn, v cc h s ca phng trnh k hiu l C,

INST C GIL IM(-1) EX(-1)

Cch 1: Ca s lnh: SYSTEM EX_IM

Cch 2: [Workfile] Objects > New Object > System

EX = C(11) + C(12)*IM + C(13)*GIL

IM = C(21) + C(22)*EX + C(23)*IM(-1) + C(24)*EX(-1)
[System] Estimate Ca s [System Estimation]

Nu chn OLS: kt qu ging nh hi quy ring hai phng trnh

Nu chn 2SLS: kt qu c lng bng phng php bnh phng nh nht hai bc
Nu chn 3SLS: kt qu c lng bng phng php bnh phng nh nht ba bc
thay i cc phng trnh chn [System] View > Specification hoc [System] Spec
Xem ma trn hip phng sai: [System] View > Coefficient Covarian Matrix
Kim nh v cc h s: [System] View > Wald Coefficient Test
[?] Thm vo phng trnh (7.1) bin GILt 1, v c lng li h phng trnh.
[?] Khng thm bin GILt 1 vo (7.1), m thay vo l bin EXt1 , khi xc nh li
bin cng c v c lng h phng trnh.
________________________________________

8. M HNH C BIN PH THUC L NH TNH

S dng b s liu BINARY_CAR trong th mc DATA4.
Vi YD l thu nhp kh dng c nhn, GEN l gii tnh, CONS l chi cho tiu dng, CAR th hin
s hu t ring.

M hnh LPM
M hnh
[8.1]

p i P r C A R 1 | Y D i E ( C A R | Y D i ) 1 2Y D i

(8.1)

LS CAR C YD
[?] c lng kh nng c t ring khi thu nhp l 120?
Xem gi tr c lng: [Equation] View > Actual, Fitted, Residuals

M hnh Logit
M hnh
[8.2]

pi P r C A R 1 | YDi

L o g it 1 2 Y D i

e x p ( 1 2Y D i )
1 e x p ( 1 2Y D i )

Logit CAR C YD
(Hoc [Eviews] Quick > Estimate Equation > [Equation Specification] Method : Binary > Logit)
Dependent Variable: CAR

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Hng dn s dng Eviews Kinh t lng v phn tch d liu

Method: ML - Binary Logit (Quadratic hill climbing)

Sample: 1 40
Convergence achieved after 4 iterations
Variable
Coefficient
Std. Error
z-Statistic
Prob.
C
-5.986968
1.941467 -3.083734
0.0020
YD
0.052696
0.017302
3.045689
0.0023
Mean dependent var
0.450000 S.D. dependent var
0.503831
LR statistic (1 df)
13.34465 McFadden R-squared
0.242405
Probability(LR stat)
0.000259

[?] Vit li m hnh c lng v phn tch ngha kt qu? c lng kh nng c t
ring khi thu nhp l 120? c lng mc thay i khi thu nhp tng thm 1 n v?
[?] c lng v gii thch ngha m hnh: Logit CAR C GEN
[?] c lng v gii thch ngha m hnh: Logit CAR C YD GEN GEN*YD ; khi
c lng chnh lch kh nng c t ca nam v n khi thu nhp l 120?

M hnh Probit
M hnh
[8.3]

p i P r C A R 1 / Y D i P r o b it 1 2 Y D i 1 2 Y D i

Probit CAR C YD
(Hoc [Eviews] Quick > Estimate Equation > [Equation Specification] Method : Binary > Probit)
Dependent Variable: CAR
Method: ML - Binary Probit (Quadratic hill climbing)
Included observations: 40
Convergence achieved after 3 iterations
Variable
Coefficient
Std. Error
z-Statistic
Prob.
C
-3.455582
1.020164 -3.387279
0.0007
YD
0.030425
0.009115
3.337726
0.0008
Mean dependent var
0.450000 S.D. dependent var
0.503831
LR statistic (1 df)
13.09888 McFadden R-squared
0.237940
Probability(LR stat)
0.000295

[?] Vit li m hnh c lng v phn tch ngha kt qu? c lng kh nng c t
ring khi thu nhp l 120? c lng mc thay i khi thu nhp tng thm 1 n v?
[?] c lng v gii thch ngha m hnh: Probit CAR C YD GEN GEN*YD ; khi
c lng chnh lch kh nng c t ca nam v n khi thu nhp l 120?
[?] c lng v gii thch ngha m hnh: Probit CAR C 1/YD
________________________________________

9. LM TRN V NGOI SUY CHUI THI GIAN

S dng b s liu VN_Quaterly trong th mc DATA4. Phn tch cho chui GDP

Ngoi suy gin n

Hi quy GDP theo bin thi gian, t bin xu th thi gian, bt u t 0 vi quan st u tin
Hi quy xu th thi gian tuyn tnh
[9.1]

LS GDP C @TREND

Lu li chui c lng vi tn GDP1. Xem cc tiu ch nh gi d bo

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Hng dn s dng Eviews Kinh t lng v phn tch d liu

[9.2]

[Equation] Forecast t tn, xem RMSE, MAE, MAPE

[?] D bo gi tr ca GDP trong 1 nm tip theo?
[?] Hi quy cc m hnh ngoi suy sau, so snh nh gi, v d bo cho 1 nm tip theo
G D Pt 1 2 ln t u t

G D Pt e

1 2 ln t u t

G D Pt e 1 t

ut

Trung bnh trt (MA)

Hm trung bnh trt: @movav(X,3) =

X ( 2 ) X ( 1) X
3

tnh trung bnh trt trung tm 3 thi k ca GDP:

G D Pt 1 G D Pt G D Pt 1
3

[9.3]

Genr

GDP_MA3 = @movav(GDP(+1),3)

[?] t chui GDP_MA9 l trung bnh trt trung tm 9 thi k ca GDP, so snh trn
th cc chui GDP, GDPMA3, GDP_MA9, so snh trung bnh, ti a, ti thiu, lch
chun ca cc chui.

San m (Exponential Smoothing)

M hnh san m n
[9.4]

G D P1

SE

G D P1

G D Pt

SE

G D Pt (1 ) G D Pt 1

SE

Chn GDP, m ca s Series.

[Series] Procs Exponential Smoothing
[Exponential Smoothing] Single, v t tn chui l GDP_ESS (trong Smoothed series)
Sample: 1990:1 2008:4
Included observations: 76
Method: Single Exponential
Forecast Series: GDP_ESS
Parameters:
Sum of Squared Residuals
Root Mean Squared Error
End of Period Levels:

M hnh san m kp
[9.5]

G D Pt

DE

G D Pt

SE

Alpha

0.3120
1.03E+10
11647.74
126704.1

Mean
(1 ) G D Pt 1

DE

[Exponential Smoothing] Double, v t tn chui l GDP_ESD

Method: Double Exponential
Forecast Series: GDP_SED
Parameters: Alpha
Sum of Squared Residuals
Root Mean Squared Error
End of Period Levels:

Mean
Trend

0.0800
7.69E+09
10060.49
124898.5
1685.333

[?] Vi kt qu san m kp, vit cng thc d bo, v d bo GDP trong nm sau?

Hiu chnh yu t ma v
[9.6]

C hai m hnh: theo dng Nhn v theo dng Cng

Chn GDP, m ca s Series.
[Series] Procs Seasonal Adjustment Moving Average Method
M hnh dng Nhn:

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Hng dn s dng Eviews Kinh t lng v phn tch d liu

[Seasonal Adjustment] Ratio to moving average Multiplicative

t tn chui sau khi hiu chnh l GDP_SAM
Ratio to Moving Average
Adjusted Series: GDP_SAM
Scaling Factors:
1
2
3
4

[9.7]

0.834067
1.093575
0.976339
1.122923

M hnh dng Cng:

[Seasonal Adjustment] Difference from moving average Additive,
t tn chui l GDP_SAD
Difference from Moving Average
Adjusted Series: GDP_SAD
Scaling Factors:
1
2
3
4

-12361.31
5603.803
-1644.939
8402.446

[?] So snh chui GDP, GDP_SAM, GDP_SAD v nhn xt v s hiu chnh ma v.

[?] Vi chui GDP_SAM, hi quy theo xu th thi gian, so snh vi kt qu trong phn 9.1;
t kt qu hi quy v cc h s hiu chnh ma v, d bo cho nm tip theo.

San m Holt-Winters
[9.8]

Chn GDP, m ca s Series.

Holt-Winters c xu th, khng c tnh ma v
[Series] Procs > Exponential Smoothing
[Exponential Smoothing] Holt-Winters No seasonal, t tn chui l GDP_HN
Method: Holt-Winters No Seasonal
Forecast Series: GDP_HN
Parameters: Alpha
Beta
Sum of Squared Residuals
Root Mean Squared Error
End of Period Levels:
Mean
Trend

[9.9]

0.0300
0.8001
6.72E+09
9401.643
126136.5
2971.115

Holt-Winters c xu th, c ma v, dng Cng

[Exponential Smoothing] Holt-Winters Additive , t tn chui l GDP_HA
Method: Holt-Winters Additive Seasonal
Forecast Series: GDP_HA
Parameters: Alpha
Beta
Gamma
Sum of Squared Residuals
Root Mean Squared Error
End of Period Levels:
Mean
Trend
Seasonals: 2008:1
2008:2
2008:3

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0.1800
0.4799
1.0000
3.02E+08
1994.939
126761.2
2052.432
-24705.60
5717.984
-290.4307

11

Hng dn s dng Eviews Kinh t lng v phn tch d liu

2008:4

19278.05

Holt-Winters c xu th, c ma v, dng Nhn

[9.10] [Exponential Smoothing] Holt-Winters Mutiplicative , t tn chui l GDP_HM
Method: Holt-Winters Multiplicative Seasonal
Original Series: GDP
Forecast Series: GDP_HM
Parameters: Alpha
Beta
Gamma
Sum of Squared Residuals
Root Mean Squared Error
End of Period Levels:
Mean
Trend
Seasonals: 2008:1
2008:2
2008:3
2008:4

0.3101
0.6000
1.0000
63598622
914.7808
125568.7
1665.087
0.790690
1.047565
1.000662
1.161083

[?] Vi ba m hnh trn, hy d bo gi tr ca GDP trong nm tip theo.

[?] So snh tt c cc kt qu d bo tnh theo cc m hnh
________________________________________

10. QU TRNH NGU NHIN V TNH DNG

B s liu EXCHANGE_WEEK trong th mc DATA4.
Xt chui EX1
[10.1] M chui EX1 thnh mt ca s Series
[Series] View Graph Line
Nhn xt v th: C h s chn? C xu th?
Kim nh nghim n v
[10.1] [Series] View Unit Root Test : Ca s Unit Root Test
[Unit Root Test] ADF
Test for unit root in Level
Include in test equation Intercept
Lagged differences: 0
ADF Test Statistic

-3.289673

1% Critical Value*
5% Critical Value
10% Critical Value

-3.5625
-2.9190
-2.5970

[?] Kt lun nh th no v tnh dng ca chui?

[?] Thay Lagged differences = 2 th kt lun th no?
[?] Thm xu th thi gian th kt lun th no?
Kim nh nghim n v cho chui sai phn
[10.1] [Series] View Unit Root Test Test for unit root in 1st difference
Include in test equation Intercept

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12

Hng dn s dng Eviews Kinh t lng v phn tch d liu

Lagged differences: 2
Kt lun th no v chui sai phn? Kt lun th no v chui EX1
Lc t tng quan
Lc ca chnh chui EX1
[10.1] [Series] View Correlogram Level

[?] Nu EX1 l chui dng th kt lun g v chui EX1 qua lc ny?

Lc ca chui sai phn
[10.1] [Series] View Correlogram 1st difference
________________________________________

11. M HNH ARIMA

B s liu VNQ_GDP. Xt chui GIP
Cc bc thc hin:
Kim nh nghim n v xc nh chui dng
Xt lc tng quan ca chui dng xc nh bc AR, MA
Hi quy, xt tnh kh nghch
Kim nh: ngha thng k, phn d nhiu trng (dng, khng t tng quan)
nh gi kh nng d bo
D bo
[11.1] M chui GIP thnh ca s [Series: GIP]
[Series] View Graph Line : C xu th tng ln
[Series] View Unit Root Test
[Unit Root Test] Level Intercept: GIP Khng dng
[Unit Root Test] Level Trend and Intercept: GIP Dng xu th (khng dng)
[Unit Root Test] 1st diference Intercept: D(GIP) dng
Vy chui GIP khng dng nhng sai phn l dng: GIP ~ I(1)
[11.2] [Series] View Correlogram 1st diference

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13

Hng dn s dng Eviews Kinh t lng v phn tch d liu

Nhn thy AR c th 1, 2, 3 v MA c th 1, 4. Tuy nhin c AR(1) th khng dng MA(1)

[11.3] [Ca s lnh] LS D(GIP) C AR(1) AR(2) AR(3) MA(4)

Dependent Variable: D(GIP)

Method: Least Squares
Sample(adjusted): 2005:1 2012:3
Included observations: 31 after adjusting endpoints
Convergence achieved after 11 iterations
Backcast: 2004:1 2004:4
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
AR(1)
AR(2)
AR(3)
MA(4)

7366.400
-0.801064
-0.796963
-0.815397
0.878367

1557.688
0.142305
0.160992
0.168226
0.078332

4.729059
-5.629196
-4.950328
-4.847035
11.21337

0.0001
0.0000
0.0000
0.0001
0.0000

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

0.834764
0.809343
16167.25
6.80E+09
-341.6738
1.899408

Mean dependent var

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

7092.677
37026.24
22.36605
22.59734
32.83764
0.000000

Inverted AR Roots
Inverted MA Roots

.05 -.95i
.68 -.68i

.05+.95i
.68+.68i

-.68 -.68i

-.91
-.68+.68i

Tnh kh nghch c tha mn, cc h s c ngha thng k.

[11.4] [Equation] Procs Make Residual Series OK
[Series: RESID] View Unit Root Test Level None: Phn d dng
[Equation] View Residual Tests Correlogram - Q-statistics OK: Khng t tng quan
[Equation] View Residual Tests Serial Correlation LM Test 1:
Phn d l nhiu trng, m hnh tha mn iu kin.
M hnh cho chui GIP l ARIMA(p = 1,2,3 ; d= 1; p = 4)
[11.5] [Equation] Forecast GIP
Dynamic
Forecast name: GIPF1
Forecast sample: 2011:4 2012:3
OK

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14

Hng dn s dng Eviews Kinh t lng v phn tch d liu

340000
Forecast: GIPF
320000

Actual: GIP
Forecast sample: 2012:1 2012:3

300000

Included observations: 3

280000
260000
240000
220000

Root Mean Squared Error

5706.756

Mean Absolute Error

4925.596

Mean Abs. Percent Error

1.811828

Theil Inequality Coefficient

0.010552

Bias Proportion

0.008226

Variance Proportion

0.940036

Covariance Proportion

0.051738

200000
180000
2012:01

2012:02

2012:03

GIPF

Sai s d bo MAPE l 1.8%

d bo cho nm 2013 phi m rng khong s liu
[11.4] Chn ca s Workfile
[Eviews] Procs Change Workfile Range Start date: 2004:1
End date: 2013:4 OK
Hi quy li m hnh LS D(GIP) C AR(1) AR(2) AR(3) MA(4)

[Equation] Forecast Forecast name: GIPF1

Forecast sample: 2012:4 2013:4
[Workfile] M xem bin GIPF1
Year
2012:4
2013:1
2013:2
2013:3
2013:4

GIPF1
362463.4
281102.5
295564.4
332497.2
382872.2

Lu : Thay v c lng
LS D(GIP) C AR(1) AR(2) AR(3) MA(4)
c th dng:
LS D(GIP) C D(GIP(-1)) D(GIP(-2)) D(GIP(-3)) MA(4)
th c lng cc h s gc ging nh c nhng h s chn l khc. Qu trnh d bo tnh tay phi
theo phng trnh ny. Nu dng AR th my t ng d bo.

11. M HNH VAR

Hai chui GDP v GI l dng sai phn, xt m hnh ca GDPt v GIt

VAR tr bc 2 c dng:
G D Pt 1 0 1 1 G D Pt 1 1 2 G D Pt 2 1 1 G I t 1 1 2 G I t 2 u 1 t
G It

2 0 2 1 G D Pt 1 2 2 G D Pt 2 2 1 G I t 1 2 2 G I t 2 u 2 t

[12.1] [Eviews] Quick Estimate VAR

[Var Specification] Basics: Unrestricted VAR ; Endogenous Var.: D(GDP) D(GI)
Lag Intervals for Endogenous: 1 2 Exogenous Variables: C OK
Xc nh tr
[12.2] [Var] View Lag Structure Lag Length Criteria 7
Theo cc tiu chun FPE, SE, HQ th chn lag = 3; theo AIC th chn lag = 7.

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15

Hng dn s dng Eviews Kinh t lng v phn tch d liu

BI TP TNG HP
Cc bi tp thc hin vi = 5%

Bi s 1
S dng b s liu US_Y trong th mc DATA0810. Trong GDP l Tng sn phm quc ni, M2
l cn i tin M2, R l li sut, DEF l thm ht ngn sch.
1. Cn i tin M2 tng quan vi bin no cht ch nht, cng chiu hay ngc chiu?
2. Hi quy M2 theo GDP v R (m hnh [1]), th hai bin c lp c thc s gii thch cho s bin
ng ca bin ph thuc khng? Gii thch c bao nhiu phn trm s bin ng?
3. Dng kim nh Durbin-Watson cho bit m hnh [1] c t tng quan bc 1 hay khng? So snh
kt qu vi kim nh Breusch-Godrey? Kim nh hin tng phng sai sai s thay i bng cc
4.

7.

8.
9.

kim nh, v kim nh v dng hm ca m hnh.

C kin cho rng M2 ph thuc vo GDP v R khng ch cng k m cn t k trc v k trc
na. Hy thc hin hi quy (m hnh [2]) v cho bit kin c ng khng? Da trn kt qu
hi quy, c th nhn thy du hiu ca hin tng a cng tuyn trong m hnh khng?
Gi thit rng M2 ph thuc GDP v R di dng tr v hn, v theo gi thit ca Koyck, thc hin
m hnh t hi quy M2 theo GDP, R v tr bc mt ca M2 (m hnh [3]). Khi phn tch tc
ng ngn hn, di hn ca GDP v R n M2?
Vi m hnh [3], dng Durbinh kim nh t tng quan bc 1, v so snh vi kim nh
Breusch-Godfrey.
Xt m hnh hiu chnh sau: Cn i tin k vng l hm ca Tng sn phm quc dn v Li sut:
lo g M 2 t c 1 lo g G N Pt 2 lo g R t u t
*

hiu chnh qua phng trnh:

; chnh lch gia cn i tin k ny v k trc c

lo g ( M 2 t / M 2 t 1 )

lo g M

2 t lo g M 2 t 1
*

. Thc hin bin i v

c lng m hnh t hi quy phn tch; tnh c lng h s hiu chnh, v c lng cc h s
tc ng ca GDP v R n cn i tin k vng.
10. Xt h phng trnh: [a] M2t = a1 + a2 GDPt + a3Rt + a4DEFt + u1t
[b]
GDPt =
b1
+ b2 Rt + b3 GDPt 1
+ u2t
[c]
DEFt =
c1
+ c2 M2t + c3 DEFt 1
+ u3t
Thc hin nh dng cc phng trnh bng iu kin cn v . c lng h bng phng php
bnh phng nh nht hai bc v phn tch kt qu. Khi nhng h s no khng c ngha
thng k, phng trnh hi quy no c h s xc nh l ln nht?

Bi s 2
Vi b s liu Data_Quarterly trong th mc DATA3
Xt m hnh gm cc phng trnh sau
IM

1 2 G D Pt 3 G D Pt 1 4 E X

t 1

EX

1 2 G D Pt 3 G D Pt 1 4 IM

G D Pt 1 2 G D Pt 1 3 E X

t 1

5t

u 1t
u 2t
u 3t

1. Hy nh dng cc phng trnh trong h bng iu kin Hng v iu kin Th bc.

2. Nu cch c lng ph hp vi h phng trnh trn?
3. Hy c lng h bng phng php bnh phng nh nht hai bc v ba bc

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16

Hng dn s dng Eviews Kinh t lng v phn tch d liu

4. Khi thm vo phng trnh th ba bin tr bc 1 ca IM th nh dng cc phng trnh th no? Nu

c hy c lng h bng 2SLS v 3SLS.

Bi s 3
S dng b s liu US_Y trong th mc DATA0810
1. t bin gi D71 = 1 nu thi gian t nm 1971 tr i (giai on sau), v D = 0 vi thi k trc
(giai on u). Nu hi quy M2 theo D71 (m hnh [1]), xt v trung bnh th giai on sau cn i
tin M2 c nhiu hn giai on u khng? Nu c th ti a bao nhiu?
2. Hi quy M2 theo GDP, R, D71, D71*R (m hnh [2]). Vit hm hi quy mu vi hai giai on, tm
c lng im ca M2 khi GDP = 10000, R = 5. H s chn ca m hnh c khc nhau gia hai
giai on khng? Giai on no h s chn ln hn, ln hn bao nhiu?
3. Vi m hnh [3], khi li sut tng 1(%), th cn i tin M2 giai on no thay i nhiu hn, nhiu
4.

5.

6.
7.

hn ti a bao nhiu?
t bin Y = 1 nu c ct gim trong li sut, Y = 0 nu ngc li (tc l nu li sut k hin ti
thp hn li sut k trc R < R(-1) th Y = 1). Hi quy m hnh xc sut tuyn tnh ca Y theo sai
phn ca GDP (tng trng tuyt i ca GDP). Theo kt qu ny, nu tng trng tuyt i GDP
tng 1 t USD th kh nng c ct gim li sut thay i th no?
Hi quy kh nng c ct gim li sut theo tng trng kinh t tuyt i bng m hnh Logit. Hy
c lng kh nng c ct gim li sut khi tng trng l 45 t USD, nu mc tng trng tng
thm 1 t USD na th kh nng c ct gim li sut thay i th no?
Tr li cu hi trn nhng vi m hnh Probit.
Hi quy kh nng c ct gim li sut theo tng trng kinh t v tng trng cung tin M2 (sai
phn ca M2) bng m hnh Logit. c lng kh nng c ct gim li sut khi tng trng 50 t
USD v tng trng cung tin l 35 t. Khi nu tng trng cung tin tng thm 1 t th kh nng
c ct gim li sut thay i th no? Nu m hnh i thnh Probit th kt qu chnh lch so vi
m hnh Logit bao nhiu?

Bi s 4
S dng b s liu US_1947_2005 trong th mc DATA2.
Vi bin D1 nhn gi tr bng 1 nu c thng d trong ti khon vng lai (gi tt l thng d), v bng 0
nu ngc li.
1.
2.
3.
4.

5.

S dng m hnh LPM c lng kh nng c thng d theo GDP, gii thch ngha kt qu?
Khi i sang m hnh Logit, vit m hnh v kt qu hi quy mu. c lng kh nng c thng d
khi GDP bng 4000? Phn tch tc ng ca GDP n kh nng ny, v tnh t l u th?
Vi m hnh Probit, c lng kh nng c thng d khi GDP bng 4000 l bao nhiu? Tc ng
ca GDP n kh nng c thng d so vi m hnh Logit th no?
Vi m hnh Logit, tc ng ca GDP n kh nng c thng d c ging nhau gia thi k ng
Dn ch v ng Cng ho nm quyn hay khng? (Bin D2 l bin gi xc nh ng nm quyn).
Hy c lng kh nng c thng d khi GDP bng 4000 gia hai trng hp.
Kt qu trong cu 4 s th no nu m hnh l Probit?

Bi s 5
S dng b s liu Binary_Health_Insurance trong th mc DATA4
Vi HI l bin th hin vic h gia nh c mua bo him y t.

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17

Hng dn s dng Eviews Kinh t lng v phn tch d liu

1.

Phn tch tc ng ca thu nhp h gia nh n kh nng mua bo him bng hai m hnh Logit v
Probit.

2.
3.
4.

Phn tch tc ng ca gii tnh ch h n kh nng mua bo him bng hai m hnh.
Phn tch tc ng ng thi ca gii tnh ch h v hc vn ch h n kh nng mua bo him?
Vi hai m hnh, c th cho rng vi cng mc thu nhp th ch h tt nghip c kh nng mua
bo him nhiu hn ch h khc hay khng? Nu c th khong bao nhiu nu thu nhp l 850?
Phn tch tc ng ca yu t tui ch h n kh nng mua bo him?

5.

Bi s 6
S dng b s liu VN_Quarterly trong th mc DATA4.
1. Hy c lng CPI theo GDP v nhn xt v kt qu hi quy?
2. Hi quy trung bnh trt trung tm 5 thi k ca CPI theo trung bnh trt trung tm 5 thi k ca
GDP v nhn xt v kt qu, so snh vi m hnh trong cu trn.
3. S dng cc m hnh ngoi suy gin n d bo v CPI trong nm tip theo
4. S dng san m kp d bo v CPI trong nm tip theo
5. Hi quy chui san m kp ca CPI theo chui san m kp ca GDP, so snh vi cc kt qu trc.
6. Phn tch tnh ma v ca chui CPI qua hai m hnh Nhn v Cng, m hnh no ph hp hn?
7. Hi quy chui hiu chnh ma v ca CPI theo chui hiu chnh ma v ca GDP (c hai dng) v
phn tch kt qu.
8. S dng Holt-Winters dng Cng v Nhn phn tch chui CPI v d bo cho nm tip theo.
9. T kt qu m hnh Holt-Winters dng Cng ca CPI, tch yu t ma v, v nhn xt so snh
chui kt qu vi chui cng dng trong cu (6). Thc hin tng t vi kt qu m hnh nhn.
10. San bi Holt-Winters dng Nhn cho CPI v GDP, ri hi quy kt qu chui CPI theo GDP, v so
snh nhn xt vi cc m hnh thc hin.

Bi tp 7
S dng b s liu Data_Quarterly trong th mc DATA3, xt bin GDP
1. V th v nhn xt v xu th ca chui
2. S dng lc t tng quan phn on v bc ca t tng quan
3. Kim nh nghim n v vi chui trong trng hp c v khng c xu th?
4. Kim nh nghim n v vi sai phn ca chui?
5. S dng m hnh AR(1), v m hnh AR(1) AR(2) c lng chui c ph hp khng?
6. Xt chui sai phn t l DGDP, nhn xt lc t tng quan?
7. c lng m hnh AR(1) AR(2) AR(3) cho chui sai phn v nhn xt kt qu?
8. a ra m hnh t hi quy ph hp nht
9. c lng m hnh MA(1) MA(2) v nhn xt kt qu?
10. c lng m hnh ARMA(1,1) v nhn xt kt qu?

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18

Hng dn s dng Eviews Kinh t lng v phn tch d liu

Ph lc 1

BNG GI TR HM LOGISTIC

L(z)

1 e

L ( z ) 1 L ( z )

0.00

0.01

0.02

0.03

0.04

0.05

0.06

0.07

0.08

0.09

0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
2.0
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
3.0
3.1
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
4.0
4.1
4.2
4.3
4.4
4.5
4.6
4.7
4.8
4.9
5.0

0.5000
0.5250
0.5498
0.5744
0.5987
0.6225
0.6457
0.6682
0.6900
0.7109
0.7311
0.7503
0.7685
0.7858
0.8022
0.8176
0.8320
0.8455
0.8581
0.8699
0.8808
0.8909
0.9002
0.9089
0.9168
0.9241
0.9309
0.9370
0.9427
0.9478
0.9526
0.9569
0.9608
0.9644
0.9677
0.9707
0.9734
0.9759
0.9781
0.9802
0.9820
0.9837
0.9852
0.9866
0.9879
0.9890
0.9900
0.9910
0.9918
0.9926
0.9933

0.5025
0.5275
0.5523
0.5769
0.6011
0.6248
0.6479
0.6704
0.6921
0.7130
0.7330
0.7521
0.7703
0.7875
0.8038
0.8191
0.8334
0.8468
0.8594
0.8710
0.8818
0.8919
0.9011
0.9097
0.9176
0.9248
0.9315
0.9376
0.9432
0.9483
0.9530
0.9573
0.9612
0.9648
0.9680
0.9710
0.9737
0.9761
0.9783
0.9804
0.9822
0.9839
0.9854
0.9867
0.9880
0.9891
0.9901
0.9911
0.9919
0.9927
0.9934

0.5050
0.5300
0.5548
0.5793
0.6035
0.6271
0.6502
0.6726
0.6942
0.7150
0.7350
0.7540
0.7721
0.7892
0.8053
0.8205
0.8348
0.8481
0.8606
0.8721
0.8829
0.8928
0.9020
0.9105
0.9183
0.9255
0.9321
0.9382
0.9437
0.9488
0.9535
0.9577
0.9616
0.9651
0.9683
0.9713
0.9739
0.9763
0.9785
0.9805
0.9824
0.9840
0.9855
0.9869
0.9881
0.9892
0.9902
0.9912
0.9920
0.9928
0.9934

0.5075
0.5325
0.5572
0.5818
0.6059
0.6295
0.6525
0.6748
0.6964
0.7171
0.7369
0.7558
0.7738
0.7908
0.8069
0.8220
0.8362
0.8494
0.8618
0.8732
0.8839
0.8938
0.9029
0.9113
0.9191
0.9262
0.9328
0.9388
0.9443
0.9493
0.9539
0.9581
0.9619
0.9654
0.9686
0.9715
0.9742
0.9766
0.9788
0.9807
0.9825
0.9842
0.9857
0.9870
0.9882
0.9893
0.9903
0.9913
0.9921
0.9928
0.9935

0.5100
0.5349
0.5597
0.5842
0.6083
0.6318
0.6548
0.6770
0.6985
0.7191
0.7389
0.7577
0.7756
0.7925
0.8085
0.8235
0.8375
0.8507
0.8629
0.8744
0.8849
0.8947
0.9038
0.9121
0.9198
0.9269
0.9334
0.9393
0.9448
0.9498
0.9543
0.9585
0.9623
0.9658
0.9689
0.9718
0.9744
0.9768
0.9790
0.9809
0.9827
0.9843
0.9858
0.9871
0.9883
0.9894
0.9904
0.9913
0.9922
0.9929
0.9936

0.5125
0.5374
0.5622
0.5866
0.6106
0.6341
0.6570
0.6792
0.7006
0.7211
0.7408
0.7595
0.7773
0.7941
0.8100
0.8249
0.8389
0.8520
0.8641
0.8754
0.8859
0.8957
0.9047
0.9129
0.9206
0.9276
0.9340
0.9399
0.9453
0.9503
0.9548
0.9589
0.9627
0.9661
0.9692
0.9721
0.9747
0.9770
0.9792
0.9811
0.9829
0.9845
0.9859
0.9873
0.9885
0.9895
0.9905
0.9914
0.9922
0.9930
0.9936

0.5150
0.5399
0.5646
0.5890
0.6130
0.6365
0.6593
0.6814
0.7027
0.7231
0.7427
0.7613
0.7790
0.7958
0.8115
0.8264
0.8402
0.8532
0.8653
0.8765
0.8870
0.8966
0.9055
0.9137
0.9213
0.9282
0.9346
0.9405
0.9458
0.9507
0.9552
0.9593
0.9630
0.9664
0.9695
0.9723
0.9749
0.9772
0.9794
0.9813
0.9830
0.9846
0.9861
0.9874
0.9886
0.9896
0.9906
0.9915
0.9923
0.9930
0.9937

0.5175
0.5424
0.5671
0.5915
0.6154
0.6388
0.6615
0.6835
0.7047
0.7251
0.7446
0.7631
0.7807
0.7974
0.8131
0.8278
0.8416
0.8545
0.8665
0.8776
0.8880
0.8975
0.9064
0.9145
0.9220
0.9289
0.9352
0.9410
0.9463
0.9512
0.9556
0.9597
0.9634
0.9668
0.9698
0.9726
0.9752
0.9775
0.9796
0.9815
0.9832
0.9848
0.9862
0.9875
0.9887
0.9897
0.9907
0.9916
0.9924
0.9931
0.9938

0.5200
0.5449
0.5695
0.5939
0.6177
0.6411
0.6637
0.6857
0.7068
0.7271
0.7465
0.7649
0.7824
0.7990
0.8146
0.8292
0.8429
0.8557
0.8676
0.8787
0.8889
0.8984
0.9072
0.9153
0.9227
0.9296
0.9358
0.9416
0.9468
0.9517
0.9561
0.9601
0.9637
0.9671
0.9701
0.9729
0.9754
0.9777
0.9798
0.9817
0.9834
0.9849
0.9863
0.9876
0.9888
0.9898
0.9908
0.9917
0.9925
0.9932
0.9938

0.5225
0.5474
0.5720
0.5963
0.6201
0.6434
0.6660
0.6878
0.7089
0.7291
0.7484
0.7667
0.7841
0.8006
0.8161
0.8306
0.8442
0.8569
0.8688
0.8797
0.8899
0.8993
0.9080
0.9161
0.9234
0.9302
0.9364
0.9421
0.9473
0.9521
0.9565
0.9605
0.9641
0.9674
0.9704
0.9731
0.9756
0.9779
0.9800
0.9818
0.9835
0.9851
0.9865
0.9878
0.9889
0.9899
0.9909
0.9918
0.9925
0.9932
0.9939

Bi Dng Hi NEU www.mfe.edu.vn/buiduonghai

19

Hng dn s dng Eviews Kinh t lng v phn tch d liu

Ph lc 2

BNG GI TR HM

(z)

z
exp

2
2

( z) ( z)

0.00

0.01

0.02

0.03

0.04

0.05

0.06

0.07

0.08

0.09

0.0

0.3989
0.3970
0.3910
0.3814
0.3683
0.3521
0.3332
0.3123
0.2897
0.2661
0.2420
0.2179
0.1942
0.1714
0.1497
0.1295
0.1109
0.0940
0.0790
0.0656
0.0540
0.0440
0.0355
0.0283
0.0224
0.0175
0.0136
0.0104
0.0079
0.0060
0.0044
0.0033
0.0024
0.0017
0.0012
0.0009
0.0006
0.0004
0.0003
0.0002
0.0001
0.0001
0.0001

0.3989
0.3965
0.3902
0.3802
0.3668
0.3503
0.3312
0.3101
0.2874
0.2637
0.2396
0.2155
0.1919
0.1691
0.1476
0.1276
0.1092
0.0925
0.0775
0.0644
0.0529
0.0431
0.0347
0.0277
0.0219
0.0171
0.0132
0.0101
0.0077
0.0058
0.0043
0.0032
0.0023
0.0017
0.0012
0.0008
0.0006
0.0004
0.0003
0.0002
0.0001
0.0001
0.0001

0.3989
0.3961
0.3894
0.3790
0.3653
0.3485
0.3292
0.3079
0.2850
0.2613
0.2371
0.2131
0.1895
0.1669
0.1456
0.1257
0.1074
0.0909
0.0761
0.0632
0.0519
0.0422
0.0339
0.0270
0.0213
0.0167
0.0129
0.0099
0.0075
0.0056
0.0042
0.0031
0.0022
0.0016
0.0012
0.0008
0.0006
0.0004
0.0003
0.0002
0.0001
0.0001
0.0001

0.3988
0.3956
0.3885
0.3778
0.3637
0.3467
0.3271
0.3056
0.2827
0.2589
0.2347
0.2107
0.1872
0.1647
0.1435
0.1238
0.1057
0.0893
0.0748
0.0620
0.0508
0.0413
0.0332
0.0264
0.0208
0.0163
0.0126
0.0096
0.0073
0.0055
0.0040
0.0030
0.0022
0.0016
0.0011
0.0008
0.0005
0.0004
0.0003
0.0002
0.0001
0.0001
0.0001

0.3986
0.3951
0.3876
0.3765
0.3621
0.3448
0.3251
0.3034
0.2803
0.2565
0.2323
0.2083
0.1849
0.1626
0.1415
0.1219
0.1040
0.0878
0.0734
0.0608
0.0498
0.0404
0.0325
0.0258
0.0203
0.0158
0.0122
0.0093
0.0071
0.0053
0.0039
0.0029
0.0021
0.0015
0.0011
0.0008
0.0005
0.0004
0.0003
0.0002
0.0001
0.0001
0.0000

0.3984
0.3945
0.3867
0.3752
0.3605
0.3429
0.3230
0.3011
0.2780
0.2541
0.2299
0.2059
0.1826
0.1604
0.1394
0.1200
0.1023
0.0863
0.0721
0.0596
0.0488
0.0396
0.0317
0.0252
0.0198
0.0154
0.0119
0.0091
0.0069
0.0051
0.0038
0.0028
0.0020
0.0015
0.0010
0.0007
0.0005
0.0004
0.0002
0.0002
0.0001
0.0001
0.0000

0.3982
0.3939
0.3857
0.3739
0.3589
0.3410
0.3209
0.2989
0.2756
0.2516
0.2275
0.2036
0.1804
0.1582
0.1374
0.1182
0.1006
0.0848
0.0707
0.0584
0.0478
0.0387
0.0310
0.0246
0.0194
0.0151
0.0116
0.0088
0.0067
0.0050
0.0037
0.0027
0.0020
0.0014
0.0010
0.0007
0.0005
0.0003
0.0002
0.0002
0.0001
0.0001
0.0000

0.3980
0.3932
0.3847
0.3725
0.3572
0.3391
0.3187
0.2966
0.2732
0.2492
0.2251
0.2012
0.1781
0.1561
0.1354
0.1163
0.0989
0.0833
0.0694
0.0573
0.0468
0.0379
0.0303
0.0241
0.0189
0.0147
0.0113
0.0086
0.0065
0.0048
0.0036
0.0026
0.0019
0.0014
0.0010
0.0007
0.0005
0.0003
0.0002
0.0002
0.0001
0.0001
0.0000

0.3977
0.3925
0.3836
0.3712
0.3555
0.3372
0.3166
0.2943
0.2709
0.2468
0.2227
0.1989
0.1758
0.1539
0.1334
0.1145
0.0973
0.0818
0.0681
0.0562
0.0459
0.0371
0.0297
0.0235
0.0184
0.0143
0.0110
0.0084
0.0063
0.0047
0.0035
0.0025
0.0018
0.0013
0.0009
0.0007
0.0005
0.0003
0.0002
0.0001
0.0001
0.0001
0.0000

0.3973
0.3918
0.3825
0.3697
0.3538
0.3352
0.3144
0.2920
0.2685
0.2444
0.2203
0.1965
0.1736
0.1518
0.1315
0.1127
0.0957
0.0804
0.0669
0.0551
0.0449
0.0363
0.0290
0.0229
0.0180
0.0139
0.0107
0.0081
0.0061
0.0046
0.0034
0.0025
0.0018
0.0013
0.0009
0.0006
0.0004
0.0003
0.0002
0.0001
0.0001
0.0001
0.0000

0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
2.0
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
3.0
3.1
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
4.0
4.1
4.2

Bi Dng Hi NEU www.mfe.edu.vn/buiduonghai

20

Hng dn s dng Eviews Kinh t lng v phn tch d liu

BNG GI TR HM 0 ( z )

Ph lc 3

( z ) d z 0 .5

0 ( z ) 0 ( z )

( z ) 0 ( z ) 0 .5

0.00

0.01

0.02

0.03

0.04

0.05

0.06

0.07

0.08

0.09

0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
2.0
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
3.0
3.1
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
4.0

0.0000
0.0398
0.0793
0.1179
0.1554
0.1915
0.2257
0.2580
0.2881
0.3159
0.3413
0.3643
0.3849
0.4032
0.4192
0.4332
0.4452
0.4554
0.4641
0.4713
0.4772
0.4821
0.4861
0.4893
0.4918
0.4938
0.4953
0.4965
0.4974
0.4981
0.4987
0.4990
0.4993
0.4995
0.4997
0.4998
0.4998
0.4999
0.4999
0.5000
0.5000

0.0040
0.0438
0.0832
0.1217
0.1591
0.1950
0.2291
0.2611
0.2910
0.3186
0.3438
0.3665
0.3869
0.4049
0.4207
0.4345
0.4463
0.4564
0.4649
0.4719
0.4778
0.4826
0.4864
0.4896
0.4920
0.4940
0.4955
0.4966
0.4975
0.4982
0.4987
0.4991
0.4993
0.4995
0.4997
0.4998
0.4998
0.4999
0.4999
0.5000
0.5000

0.0080
0.0478
0.0871
0.1255
0.1628
0.1985
0.2324
0.2642
0.2939
0.3212
0.3461
0.3686
0.3888
0.4066
0.4222
0.4357
0.4474
0.4573
0.4656
0.4726
0.4783
0.4830
0.4868
0.4898
0.4922
0.4941
0.4956
0.4967
0.4976
0.4982
0.4987
0.4991
0.4994
0.4995
0.4997
0.4998
0.4999
0.4999
0.4999
0.5000
0.5000

0.0120
0.0517
0.0910
0.1293
0.1664
0.2019
0.2357
0.2673
0.2967
0.3238
0.3485
0.3708
0.3907
0.4082
0.4236
0.4370
0.4484
0.4582
0.4664
0.4732
0.4788
0.4834
0.4871
0.4901
0.4925
0.4943
0.4957
0.4968
0.4977
0.4983
0.4988
0.4991
0.4994
0.4996
0.4997
0.4998
0.4999
0.4999
0.4999
0.5000
0.5000

0.0160
0.0557
0.0948
0.1331
0.1700
0.2054
0.2389
0.2704
0.2995
0.3264
0.3508
0.3729
0.3925
0.4099
0.4251
0.4382
0.4495
0.4591
0.4671
0.4738
0.4793
0.4838
0.4875
0.4904
0.4927
0.4945
0.4959
0.4969
0.4977
0.4984
0.4988
0.4992
0.4994
0.4996
0.4997
0.4998
0.4999
0.4999
0.4999
0.5000
0.5000

0.0199
0.0596
0.0987
0.1368
0.1736
0.2088
0.2422
0.2734
0.3023
0.3289
0.3531
0.3749
0.3944
0.4115
0.4265
0.4394
0.4505
0.4599
0.4678
0.4744
0.4798
0.4842
0.4878
0.4906
0.4929
0.4946
0.4960
0.4970
0.4978
0.4984
0.4989
0.4992
0.4994
0.4996
0.4997
0.4998
0.4999
0.4999
0.4999
0.5000
0.5000

0.0239
0.0636
0.1026
0.1406
0.1772
0.2123
0.2454
0.2764
0.3051
0.3315
0.3554
0.3770
0.3962
0.4131
0.4279
0.4406
0.4515
0.4608
0.4686
0.4750
0.4803
0.4846
0.4881
0.4909
0.4931
0.4948
0.4961
0.4971
0.4979
0.4985
0.4989
0.4992
0.4994
0.4996
0.4997
0.4998
0.4999
0.4999
0.4999
0.5000
0.5000

0.0279
0.0675
0.1064
0.1443
0.1808
0.2157
0.2486
0.2794
0.3078
0.3340
0.3577
0.3790
0.3980
0.4147
0.4292
0.4418
0.4525
0.4616
0.4693
0.4756
0.4808
0.4850
0.4884
0.4911
0.4932
0.4949
0.4962
0.4972
0.4979
0.4985
0.4989
0.4992
0.4995
0.4996
0.4997
0.4998
0.4999
0.4999
0.4999
0.5000
0.5000

0.0319
0.0714
0.1103
0.1480
0.1844
0.2190
0.2517
0.2823
0.3106
0.3365
0.3599
0.3810
0.3997
0.4162
0.4306
0.4429
0.4535
0.4625
0.4699
0.4761
0.4812
0.4854
0.4887
0.4913
0.4934
0.4951
0.4963
0.4973
0.4980
0.4986
0.4990
0.4993
0.4995
0.4996
0.4997
0.4998
0.4999
0.4999
0.4999
0.5000
0.5000

0.0359
0.0753
0.1141
0.1517
0.1879
0.2224
0.2549
0.2852
0.3133
0.3389
0.3621
0.3830
0.4015
0.4177
0.4319
0.4441
0.4545
0.4633
0.4706
0.4767
0.4817
0.4857
0.4890
0.4916
0.4936
0.4952
0.4964
0.4974
0.4981
0.4986
0.4990
0.4993
0.4995
0.4997
0.4998
0.4998
0.4999
0.4999
0.4999
0.5000
0.5000

Bi Dng Hi NEU www.mfe.edu.vn/buiduonghai

21