Bi tp Kinh t lng B sung kin thc

BI TP KINH T LNG - B SUNG KIN THC

Bi tp 1
Vi X l thu nhp, Y l chi tiu (n v l USD/tun)
6
8
10
12
14
X
7
9
9
10
9
Y
M hnh hi quy: Yi = 1 + 2 Xi + ui

16
12

18
13

20
17

22
18

24
16

a. Gii thch ngha cc h s ca m hnh tng th

b. c lng cc h s bng phng php bnh phng nh nht
c. Gii thch ngha cc c lng nhn c
d. Tnh cc gi tr c lng bin ph thuc, phn d v gii thch ngha
e. Tm c lng im mc chi tiu trung bnh khi thu nhp l 26
f. Tnh cc gi tr sai s ca hi quy, sai s chun cc c lng
Cho kt qu c lng:

i = 3,091 + 0,594 Xi
Se (1,311) (0,082)

n = 10
RSS = 17,588

Vi = 5%
g. Chi tiu c ph thuc vo thu nhp khng?
h. Thu nhp tng th chi tiu trung bnh c tng khng?
i. Thu nhp tng 1 USD th chi tiu trung bnh tng trong khong bao nhiu?
k. H s chn ca m hnh c ngha thng k khng?
l. Khi khng c thu nhp th chi tiu trung bnh ti thiu bao nhiu?
m. C th cho rng khuynh hng tiu dng l 0,7 hay khng?
n. Tnh h s xc nh v kim nh v s ph hp ca hm hi quy
o. D bo chi tiu trung bnh khi thu nhp l 26
Kt qu c lng bng chng trnh Eviews4. Kt qu [1]
Dependent Variable: Y
Method: Least Squares
Sample: 1 10
Included observations: 10
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
X

3.090909
0.593939

1.311036
0.081622

2.357608
7.276748

0.0461
0.0001

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

0.868747
0.852341
1.482729
17.58788
-17.01251
1.610068

Mean dependent var

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

12.00000
3.858612
3.802502
3.863019
52.95107
0.000086

p. c cc thng tin c trong bng

q. Gii cc cu (g), (k), (n) da trn cc thng tin trong bng
Bi Dng Hi Ton kinh t - i hc Kinh t Quc dn

Bi tp Kinh t lng B sung kin thc

Bi tp 2
Cho bng s sau y, vi Q l lng hng bn c (nghn chic), P l gi bn ca ca hng (USD), PC l
gi ca ca hng cnh tranh (USD) trong 24 thng.
i
1
2
3
4
5
6

P
12
12
14
15
15
17

PC
17
17
16
16
15
15

Q
190
201
168
155
157
129

i
7
8
9
10
11
12

P
15
16
14
13
12
11

PC
14
15
14
13
13
12

Q
152
148
172
181
198
204

i
13
14
15
16
17
18

P
13
14
15
17
16
15

PC
12
14
15
16
17
17

Q
179
184
179
160
190
216

i
19
20
21
22
23
24

P
18
22
24
23
22
25

PC
18
20
21
22
23
23

Q
186
147
127
154
182
139

V kt qu [2] nh sau
Dependent Variable: Q
Method: Least Squares
Sample: 1 24
Included observations: 24
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
P
PC

196.8505
-8.581141
6.886668

17.50745
1.734056
2.159923

11.24381
-4.948595
3.188386

0.0000
0.0001
0.0044

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

0.591982
0.553123
16.05614
5413.793
-99.07834
0.503434

Mean dependent var

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

170.7500
24.01856
8.506528
8.653785
15.23413
0.000082

Hip phng sai c lng hai h s gc bng ( 3,294)

a.
b.
c.
d.
e.

Vit hm hi quy v gii thch ngha cc h s gc

Gii thch ngha h s xc nh
Hm hi quy c ph hp khng?
Cc h s c ngha thng k khng?
Gi bn tng mt USD, gi ca hng cnh tranh khng i th lng bn trung bnh c gim khng?
Nu c th trong khong no?
e. Gi ca hng cnh tranh tng mt USD, gi bn khng i th lng bn trung bnh c tng khng?
Nu c th ti a bao nhiu?
f. Nu gi bn v gi ca ca hng cnh tranh cng tng mt USD th lng bn c thay i khng? Nu
c th trong khong no?
g. Kim nh gi thuyt cho rng khi gi bn tng mt USD, yu t khc khng i th lng bn trung
bnh gim 10 nghn chic?
Bi Dng Hi Ton kinh t - i hc Kinh t Quc dn

Bi tp Kinh t lng B sung kin thc

h. Khi b bin PC khi m hnh th RSS ca m hnh mi l 8034,534. Bng kim nh thu hp hi quy,
c nn b bin PC khng?
g. Khi b bin P khi m hnh th R2 ca m hnh mi bng 0,116. Vy c nn b bin P i khng?
h. Thm 2 bin PA, PB vo m hnh th h s xc nh R2 bng 0,62. Vy c nn thm 2 bin khng?
Bi tp 3
Cho kt qu hi quy [3] sau, so snh vi [2] v nhn xt v du hiu ca a cng tuyn th hin th no?
Dependent Variable: Q
Method: Least Squares
Sample: 1 24
Included observations: 24
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
P
PC
QC

877.4331
-8.487751
-15.58412
-2.274491

522.9046
1.707528
17.38572
1.746586

1.677998
-4.970784
-0.896375
-1.302249

0.1089
0.0001
0.3807
0.2076

R-squared
Log likelihood
Durbin-Watson stat

0.623874
-98.10167
0.691119

Mean dependent var

F-statistic
Prob(F-statistic)

170.7500
11.05790
0.000170

Bi tp 4
Vi kt qu hi quy m hnh bng [1] trong bi tp 1
Dependent Variable: Y
Included observations: 10
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
X

3.090909
0.593939

1.311036
0.081622

2.357608
7.276748

0.0461
0.0001

R-squared
Durbin-Watson stat

0.868747
1.610068

Mean dependent var

Prob(F-statistic)

12.00000
0.000086

nh gi v hin tng phng sai sai s thay i qua kt qu sau

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

0.861009
1.974334

Probability
Probability

0.463110
0.372631

Test Equation:
Dependent Variable: RESID^2
Included observations: 10
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
X
X^2

-2.102259
0.414102
-0.009110

4.651929
0.678822
0.022312

-0.451911
0.610031
-0.408314

0.6650
0.5611
0.6952

R-squared

0.197433

Bi Dng Hi Ton kinh t - i hc Kinh t Quc dn

Prob(F-statistic)

0.463110

Bi tp Kinh t lng B sung kin thc

nh gi v hin tng t tng quan qua kt qu sau

Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared

0.165679
0.231212

Probability
Probability

0.696139
0.630626

Test Equation:
Dependent Variable: RESID
Presample missing value lagged residuals set to zero.
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
X
RESID(-1)

0.088812
-0.007401
0.165022

1.402337
0.088138
0.405421

0.063331
-0.083970
0.407037

0.9513
0.9354
0.6961

R-squared

0.023121

Prob(F-statistic)

0.921388

Probability
Probability

0.482618
0.384646

nh gi v nh dng hm qua kt qu sau

Ramsey RESET Test: 1 fitted term
F-statistic
Log likelihood ratio

0.549568
0.755802

Test Equation:
Dependent Variable: Y
Included observations: 10
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
X
FITTED^2

5.121144
0.096490
0.034898

3.053119
0.676264
0.047074

1.677348
0.142682
0.741329

0.1374
0.8906
0.4826

R-squared

0.878302

Prob(F-statistic)

0.000629

Bi tp 5
nh gi kt qu ca m hnh [2]
Dependent Variable: Q
Included observations: 24
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
P
PC

196.8505
-8.581141
6.886668

17.50745
1.734056
2.159923

11.24381
-4.948595
3.188386

0.0000
0.0001
0.0044

R-squared
Durbin-Watson stat

0.591982
0.503434

Mean dependent var

Prob(F-statistic)

170.7500
0.000082

White Heteroskedasticity Test: no cross term

F-statistic
Obs*R-squared

1.343864
5.292656

Probability
Probability

0.290249
0.258565

Breusch-Godfrey Serial Correlation LM Test: AR(1)

F-statistic
Obs*R-squared

21.98971
12.56863

Probability
Probability

0.000141
0.000392

Probability
Probability

0.048432
0.028623

Ramsey RESET Test: 1 fitted term

F-statistic
Log likelihood ratio

4.418040
4.790159

Bi Dng Hi Ton kinh t - i hc Kinh t Quc dn

Bi tp Kinh t lng B sung kin thc

Bi tp 6
Cho kt qu m hnh [3], kim nh v cc khuyt tt ca m hnh
Dependent Variable: Q
Sample(adjusted): 2 24
Included observations: 23 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
P
P(-1)
Q(-1)

-19.30369
-13.32081
-14.19590
1.062326

25.88916
1.205515
1.539375
0.108963

-0.745628
-11.04989
-9.221857
9.749392

0.4650
0.0000
0.0000
0.0000

R-squared
Adjusted R-squared
Durbin-Watson stat

0.905194
0.890225
1.636795

Mean dependent var

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

169.9130
24.19788
0.000000

White Heteroskedasticity Test: no cross term

F-statistic
Obs*R-squared

0.565484
4.023988

Probability
Probability

0.751766
0.673430

Breusch-Godfrey Serial Correlation LM Test: AR(1)

F-statistic
Obs*R-squared

0.152323
0.193001

Probability
Probability

0.700906
0.660430

Probability
Probability

0.545353
0.488230

Ramsey RESET Test: 1 fitted term

F-statistic
Log likelihood ratio

0.379939
0.480425

Bi tp 7
Cho kt qu hi quy sau ca Canada, vi UNE l t l tht nghip (%), CPI l ch s gi, GGDP l t l
tng trng GDP (%)
Dependent Variable: UNE
Sample(adjusted): 1981 2009
Included observations: 29 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
CPI
GGDP

14.44504
-0.059433
-0.165055

1.299015
0.013358
0.118250

11.12000
-4.449196
-1.395812

0.0000
0.0001
0.1746

R-squared
Durbin-Watson stat

0.440045
0.557480

Mean dependent var

Prob(F-statistic)

8.693897
0.000532

White Heteroskedasticity Test: no cross term

F-statistic
Obs*R-squared

2.380082
8.236480

Probability
Probability

0.080001
0.083290

Breusch-Godfrey Serial Correlation LM Test: AR(1)

F-statistic
Obs*R-squared

34.22426
16.75840

Probability
Probability

0.000004
0.000042

Probability
Probability

0.025765
0.015299

Ramsey RESET Test: 1 fitted term

F-statistic
Log likelihood ratio

5.621197
5.881683

Bi Dng Hi Ton kinh t - i hc Kinh t Quc dn

Bi tp Kinh t lng B sung kin thc

a. Gii thch ngha c lng cc h s gc

b. Bin c lp no thc s gii thch cho bin ph thuc?
c. M hnh gii thch bao nhiu % s bin ng ca t l tht nghip?
d. Khi CPI tng thm 1 n v th t l tht nghip c gim khng? Nu c th gim trong khong no?
e. Kim nh v cc khuyt tt ca m hnh bng tt c cc kim nh
f. Hy cho bit kim nh White c tnh c th nh th no?
g. Hy cho bit kim nh BG c thc hin trn hi quy ph no
h. Kim nh Ramsey RESET thc hin th no?
Bi tp 8
Cho kt qu sau ca US, vi CAB l cn cn ti khon vng lai (t USD), GDP (t USD), CPI l ch s gi.
Dependent Variable: CAB
Method: Least Squares
Sample(adjusted): 1981 2009
Included observations: 29 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
GDP
CPI
CAB (-1)

189.6890
-0.196670
17.72435
0.587901

77.48779
0.038687
3.812472
0.102526

2.447986
-5.083645
4.649043
5.734177

0.0217
0.0000
0.0001
0.0000

R-squared
Durbin-Watson stat

0.957045
1.357637

Mean dependent var

Prob(F-statistic)

-270.1782
0.000000

White Heteroskedasticity Test: no cross term

F-statistic
Obs*R-squared

4.677365
16.25636

Probability
Probability

0.003293
0.012442

Breusch-Godfrey Serial Correlation LM Test: AR(1)

F-statistic
Obs*R-squared

1.085045
1.254385

Probability
Probability

0.307952
0.262717

Probability
Probability

0.000821
0.000203

Ramsey RESET Test: 1 fitted term

F-statistic
Log likelihood ratio

14.62459
13.79922

a. Gii thch ngha c lng cc h s gc v h s xc nh

b. Hm hi quy ph hp khng?
c. Tng trng kinh t c lm tng thm ht ti khon vng lai khng?
d. Tng trng kinh t 1 t USD lm thay i cn cn ti khon vng lai trong khong no?
e. Ch s gi tng 1 n v th cn cn ti khon vng lai c tng khng? Nu c th ti thiu bao nhiu?
f. Cn cn nm trc tng 1 t USD th nm nay hi vng s tng ti a bao nhiu?
g. Hy kim nh v cc khuyt tt ca m hnh
h. Nu m hnh hi quy ph kim nh cc khuyt tt?
i. Nu cch khc phc cc khuyt tt (nu c)

Bi Dng Hi Ton kinh t - i hc Kinh t Quc dn

Bi tp Kinh t lng B sung kin thc

Bi tp 9
Cho kt qu sau, vi AGR l gi tr gia tng ngnh Nng nghip (triu USD), IM l nhp khu (triu
USD), EXG l t gi (VND/USD). Ngun: World Bank. Cho = 5%.
Dependent Variable: AGR
Sample(adjusted): 1986 2008
Included observations: 23 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
IM
EXG

9083.415
0.228889
-0.481061

1048.336
0.026562
0.107606

8.664606
8.617149
-4.470574

0.0000
0.0000
0.0002

R-squared
Durbin-Watson stat

0.791099
1.066533

Mean dependent var

Prob(F-statistic)

8279.859
0.000000

Cho hip phng sai c lng hai h s gc xp x bng 0

a. Gii thch c lng cc h s gc v h s xc nh?
b. Nhp khu tng 1 n v th AGR c tng khng? Nu c th ti a bao nhiu?
c. T gi gim 1 n v th AGR c tng khng? Nu c th ti a bao nhiu?
d. Khi IM v EXG cng tng 1 n v ca chng, th AGR c thay i khng?
e. C th cho rng khi EXG tng 1 n v th AGR gim 0,8 n v khng?
f. nh gi v cc khuyt tt ca m hnh thng qua kt qu di y? Nu mc ngha l 10% th kt
lun c thay i khng?
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
5.258519 Probability
Obs*R-squared
4.985710 Probability
White Heteroskedasticity Test:
F-statistic
2.641215 Probability
Obs*R-squared
8.506668 Probability
Ramsey RESET Test:
F-statistic
2.119907 Probability
Log likelihood ratio
2.432873 Probability

0.033418
0.025557
0.067814
0.074685
0.161722
0.118815

Khi thm bin EXG(-1) t gi thi k trc vo m hnh, c kt qu sau y:

Dependent Variable: AGR
Included observations: 22 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
IM
EXG
EXG(-1)

10810.67
0.213351
-1.702752
1.175416

1172.582
0.023458
0.402307
0.374620

9.219542
9.095076
-4.232473
3.137619

0.0000
0.0000
0.0005
0.0057

R-squared
0.863910 Mean dependent var
Durbin-Watson stat
1.149906 Prob(F-statistic)
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
2.331073 Probability
Obs*R-squared
2.652911 Probability
White Heteroskedasticity Test:
F-statistic
1.232676 Probability
Obs*R-squared
7.265262 Probability
Bi Dng Hi Ton kinh t - i hc Kinh t Quc dn

8200.552
0.000000
0.145205
0.103360
0.344010
0.297011

Bi tp Kinh t lng B sung kin thc

Ramsey RESET Test:
F-statistic
Log likelihood ratio

0.220225
0.283167

Probability
Probability

0.644831
0.594633

g. Dng kim nh thu hp hi quy, nh gi xem c nn thm bin mi vo m hnh khng?

h. Kt qu m hnh mi c tt hn m hnh trc hay khng? Ti sao?
Bi tp 10
Cho kt qu sau ca Vit Nam vi GDP l tng sn phm quc ni, AGR l gi tr gia tng ngnh Nng
nghip, IND l gi tr gia tng ngnh Cng nghip (n v: triu USD, gi so snh 2000, ngun: World
Bank). Cho = 5%.
Dependent Variable: LOG(GDP)
Method: Least Squares
Sample(adjusted): 1986 2008
Included observations: 23 after adjusting endpoints
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
LOG(AGR)
LOG(IND)

1.792441
0.323991
0.608307

0.118698
0.026277
0.016270

15.10080
12.32971
37.38819

0.0000
0.0000
0.0000

R-squared
Adjusted R-squared
Durbin-Watson stat

0.998482
0.998330
0.617030

Mean dependent var

F-statistic
Prob(F-statistic)

10.15456
6575.953
0.000000

Hip phng sai c lng hai h s gc xp x bng 0

a. Vit hm hi quy tng th, hi quy mu vi cc bin s GDP, AGR, IND
b. Gii thch ngha c lng cc h s gc.
c. Cc bin c lp c gii thch cho s bin ng ca bin ph thuc khng?
d. Khi AGR tng thm 1% th GDP tng ti a bao nhiu %?
e. Phi chng IND tng 1% th GDP tng cha n 1%?
f. C th ni khi AGR v IND cng tng 1% th GDP tng 1%?
Cho cc kt qu sau y vi cng m hnh trn
White Heteroskedasticity Test:
F-statistic
0.853000 Probability
Obs*R-squared
3.665048 Probability
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
14.02489 Probability
Obs*R-squared
9.767555 Probability
Ramsey RESET Test:
F-statistic
0.008663 Probability
Log likelihood ratio
0.010484 Probability

0.510369
0.453230
0.001372
0.001776
0.926819
0.918445

g. Hy kim nh hin tng t tng quan bng tt c cc kim nh c th

h. M hnh c phng sai sai s thay i hay khng i?
i. C th cho rng m hnh thiu bin, dng hm sai hay khng?
Bi Dng Hi Ton kinh t - i hc Kinh t Quc dn