GVHD : Nguyn Quang Cng

MC LC
Phn I : C S L LUN.................................................................................................2
I.1.Vn nghin cu ............................................................................................2
I.2.L do chn ti.................................................................................................2
I.3.nh ngha cc bin trong kinh t hc................................................................2
Phn II : THIT LP, PHN TCH V NH GI M HNH
II.1. Xy dng m hnh .......................................................................................................3
II.2. M t s liu.................................................................................................................3
II.3. Phn tch kt qu thc nghim..........................................................................3

II.4. Thng k m hnh............................................................................................4

II.5. Kim nh gi thit v nh gi mc ph hp ca m hnh........................5
Phn III : KIM NH V KHC PHC CC HIN TNG TRONG M HNH
HI QUY...............................................................................................................7
III.1. Ma trn tng quan........................................................................................7
III.2. Kim nh s tn ti ca a cng tuyn..........................................................7
III.3. Kim nh phng sai sai s thay i.............................................................8
III.3.1.Kim nh m hnh ban u....................................................................8
III.3.2 Kim nh m hnh sau khi loi b bin.............................................8
III.4. Kim nh T tng quan..............................................................................8
III.5. Kim nh cc bin c nh hng n m hnh khng...................................9
Phn IV : KT LUN......................................................................................................11
PH LC .........................................................................................................................12

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GVHD : Nguyn Quang Cng

Phn : C S L LUN
I.1.Vn nghin cu: Th nghim xy dng m hnh kinh t lng phn tch nhng tc
ng, nh hng ca tng gi tr nhp khu,dn s, ch s gi tiu dng, t l lm pht n
tng sn phm quc ni ca 32 nc trn th gii nm 2008.
I.2.L do chn ti:
- Trc ht,cng nh nhng mn hc khc m chng em u c bi thc hnh
nhm,mn Kinh t lng cng vy.Nhn thy ti nhm mn Kinh t lng c lin quan
n lnh vc kinh t,trong lc tm hiu nhng gi tr c lin quan n nn kinh t s gip cho
chng em hiu thu o hn nhng i lng y l bn cht l nh th no,quan h vi nhau
nh th no v ng thi s gip ch cho vic nghin cu cc mn hc khc nh kinh t v
m,vi mcng nh cho cng vic sau ny.
-Vit Nam ni ring v th gii ni chung ang tin ln qu trnh hi nhp khu
vc,hi nhp quc t iu to nn s thun li v quan h quc t,hc tp pht trin v
lu thng bun bn hng ha tr nn d dng hn
- Nm 2008 l mt nm y bin ng v kinh t:khng hong ti chnh ton cu
khng nhiu th t cng chu nh hng n tng gi tr nhp khu, ch s ga tiu dng v t
l lm pht ca hu ht cc nc trn th gii
-Cui cng,nn 2008 l nm ykh khn nht ca hu ht cc nc trn th gii
trong khi vn dn s cng l nt ti nng hi.
Vic nghin cu nhng tc ng ca ca tng gi tr nhp khu,dn s, ch s gi tiu
dng v t l lm pht gip ta bit c mc nh hng ca chng n tng sn phm
quc ni l nh th no.Thng qua vic tm hiu l thuyt cng nh nhng ch tiu, hiu
c nhng c im, tnh cht v xu hng pht trin t a ra nhng nh hng,
gii php ti u nht.
l l do nhm chng em chn nghin cu ti ny.
I.3. nh ngha ca cc bin trong kinh t hc
Tng sn phm quc ni hay GDP (vit tt ca Gross Domestic Product) l gi tr
tnh bng tin ca tt c sn phm v dch v cui cng c sn xut ra trong phm vi mt
lnh th trong mt khong thi gian nht nh, thng l mt nm. GDP l s o v gi tr
ca hot ng kinh t quc gia.
tnh GDP, ngi ta s dng rt nhiu cc d liu s cp, c tp hp t cc ngun thng
k n nh khc nhau. Mc tiu ca vic tnh GDP l tp hp cc thng tin ri rc li thnh
mt con s bng thc o tin t, v d ng Vit Nam (VN) hay -la M (US Dollar) -con s ni ln gi tr ca tng th cc hot ng.

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GVHD : Nguyn Quang Cng

Phn II: THIT LP, PHN TCH V NH GI M HNH

II.1. Xy dng m hnh
M hnh gm 4 bin:
- Bin ph thuc :
- Bin c lp :

Tng sn phm quc ni GDP (n v tnh: t la M)

+ Tng gi tr nhp khu IP (n v tnh : t la m)
+ Dn s P (n v tnh : Ngn ngi)
+ Ch s gi tiu dng I ( n v tnh: % )
+ T l lm pht K ( n v tnh : % )

GDPi = 1 + 2 IPi +3Pi + 4Ii + 5Ki +Vi

II.2. M t s liu
- S liu tm c t cc trang web : http://vi.wikipedia.org/wiki/Danh_s
%C3%A1ch_qu%E1%BB%91c_gia_theo_GDP_(PPP)_n%C4%83m_2008
https://www.cia.gov/library/publications/the-world-factbook/geos/nl.html
http://en.wikipedia.org/wiki/Corruption_Perceptions_Index
http://en.wikipedia.org/wiki/List_of_countries_by_population
- Bng s liu :( Xem bng 1 phn ph lc)
- Mi quan h gia cc bin (Xem biu 1,2,3 phn ph lc)
II.3. Phn tch kt qu thc nghim
Kt qu chy m hnh t phn mm Eviews (Xem bng 2 phn ph lc )
M hnh hi quy tng th :
(PRF)

GDPi = 1+ 2 IPi+ 3 Pi+ 4Ii + 5Ki +Vi

M hnh hi quy mu:

P + I + K + e ( e l c lng ca V )
(SRF) GDPi = 1 + 2 IPi +
3
i
5 i
i
i
i
4 i

(SRF) GDPi = - 520.0262 + 5.537833 IPi + 0.001936Pi - 85.67018 Ii + 35.41931 Ki + ei

ngha ca cc h s hi quy:

o i vi 1 = - 520.0262 c ngha l tng gi tr nhp khu,dn s, ch s gi

tiu dng, t l lm pht ng thi bng 0 th GDP t gi tr ln nht l
520.0262 t la M/nm.
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GVHD : Nguyn Quang Cng

o i vi 2 = 5.537833 c ngha l khi dn s, ch s gi tiu dng, t l lm

pht khng i v nu tng gi tr nhp khu tng (gim) 1 t la M/nm th

GDP tng (gim) 5.537833 t la M/nm.

o i vi 3 = 0,001936 c ngha l khi tng gi tr nhp khu, ch s gi tiu

dng, t l lm pht khng i v nu dn s tng (gim) 1 ngn ngi/nm
th GDP tng (gim) 0,001936 t la M/nm.

o i vi 4 = - 85.67018 c ngha l khi tng gi tr nhp khu, dn s, t l

lm pht khng i v nu ch s gi tiu dng tng (gim) 1 %/nm th GDP

gim (tng) 85.67018 t la M/nm.

o i vi 5 = 35.41931 c ngha l khi tng gi tr nhp khu, dn s, ch s

gi tiu dng khng i v nu t l lm pht tng (gim) 1%/nm th GDP

tng (gim) 35.41931 t la M/nm.
II.4. Thng k m hnh
Cc s liu thu thp c nhm thng k li bng Eviews nh sau:

II.5. Kim nh gi thit v nh gi mc ph hp ca m hnh

II.5.1. H s thu c t hm hi quy c ph hp vi l thuyt kinh t khng ?
-H s chn:
Kim nh gi thit :
Tiu chun kim nh :

H 0 : 1 = 0

H 1 : 1 0

1 1 - 520,0262 - 0
=
t=
= -0,553629
939,3487
se( 1 )

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GVHD : Nguyn Quang Cng

5 )
t( 32
= t 0(.27025) =2,05183
/2

( 32 5 )
= t0( .27025) = 2,05183
< t

t =0,553629

/2

Chp nhn H 0 1 = 0 H s chn khng c ngha

-H s gc :
Kim nh gi thit:

H 0 : 2 0

H1 : 2 < 0

Tiu chun kim nh :

t=

2 2

S e( 2 )

5 ,537 833
-0
= 11,381720
0 ,486 555

)
t( 32 5) = t0( 27
, 05 =

1,703288
( 32 5 )
t = 11,381720 > - t

)
= t 0( 27
, 05 =

1,703288

chp nhn H 0 2 0 Khng ph hp vi l thuyt kinh t (Khi nhp khu tng

=> GDP s gim)

Kim nh gi thit

H 0 : 3 0

H1 : 3 < 0

Tiu chun kim nh :

t=

3 3

Se( 3 )

0,001936- 0
= 2,670348
0,000725

)
t( 32 5) = t 0( 27
, 05 =

1,703288
( 27 )
V
t = 2,670348 > - t 0 , 05 =1,703288
Chp nhn H 0 3 0 Ph hp vi l thuyt kinh t

Kim nh gi thit

H 0 : 4 0

H1 : 4 > 0

Tiu chun kim nh :

t=

4 *4
Se( 4 )

( 32 5 )

85,67018
= 0,763150
112,2586

)
= t 0( 27
, 05 =1,703288

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GVHD : Nguyn Quang Cng

( 32 5 )

= t 0, 05 = 1,703288
V
t = 0,763150 < t
Chp nhn H 0 4 0 Ph hp vi l thuyt kinh t
( 27 )

H 0 : 5 0
H : < 0
1 5

Kim nh gi thit

5 5 3 5 ,4 1 9- 03 1
= 0,699308
t= =
S e( 5 ) 5 0 ,6 4 9 1 2

Tiu chun kim nh :

)
t( 32 5) = t 0( 27
, 05 =

1,703288
( 27 )
V
t = 0,699307 > - t 0,05 =1,703288
Chp nhn H 0 5 0 Ph hp vi l thuyt kinh t
II.5.2 o ph hp ca m hnh
R2=0,881281 (theo bng 1 ph lc)
+ M hnh c ph hp khng ?

H0 : R2 = 0
Kim nh gi thit :

2
H1 : R > 0
( H 0 : M hnh khng ph hp ; H 1 : M hnh ph hp )
Tiu chun kim nh: F =

nk
R2

= 50,106948
k 1 1 R 2

F ( k 1; n - k) = F0,05 (4;27) = 2,727765

F > F ( k 1; n - k)

V :

Bc b

H0 ,

tc l m hnh hi quy l ph hp

Phn III : KIM NH V KHC PHC CC HIN TNG TRONG

M HNH HI QUY
III. 1. Ma trn tng quan: (Xem bng 3 phn Ph Lc)

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GVHD : Nguyn Quang Cng

Xem xt qua ma trn tng quan ca cc bin :

- Tng quan gia ch s gi tiu dng (I) v t l lm pht (K) l thp nht,mang du
m -0,650480 (tc c mi quan h t l nghch vi nhau).
- Tng quan gia tng gi tr nhp khu (X2) v Dn s (P) l cao nht 0,327865.
III.2. Kim nh s tn ti ca a cng tuyn
Hi qui m hnh IP ph thuc vo dn s(P),ch s gi tiu dng (I) v t l lm pht
(K) kim nh m hnh ban u c hin tng a cng tuyn khng.
M hnh hi quy ph:
IPi = 1 + 3 Pi + 4Ii+ 5Ki +Vi
Hi qui m hnh hi quy ph theo IP ( Xem bng 4 phn ph lc) R22 = 0,311678
Ta c k= k-1= 4, n = 32
2
R2
n k'

F=
= 4,226212
k '1 1 R2 2
F0,05(4,28) = 2.714076
F > F (k-1; n-k)
Vy m hnh ban u c tn ti hin tng a cng tuyn.
Bin php khc phc:

Loi b bin P hoc I khi m hnh ban u.

Hi quy li m hnh trong loi b bin P: (Xem bng 5 phn Ph lc)
M hnh hi quy loi b P :
GDPi = 323.5583+ 6.052403IPi - 205.8484Ii + 21.67287Ki + Vi
R2loi P = 0,849927

Hi quy li m hnh trong loi b bin I: (Xem bng 6 phn Ph lc)

M hnh hi quy loi I :

GDPi = -1173.288+ 5.483870IPi + 0.002158Pi +59.29650Ki +Vi

=>R2loi K = 0,878720
So snh R2 2 m hnh hi quy li ta thy R2loi P < R2loi I
Vy loi b bin I ra khi m hnh th m hnh s tt hn .
III.3. Kim nh phng sai sai s thay i:( Dng kim nh White)
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GVHD : Nguyn Quang Cng

III.3.1.Kim nh m hnh ban u (Xem bng 7 phn Ph lc)

Gi s Ho : Phng sai ca sai s khng i.

S dng kim nh White: n.R2= 25,86588
n.R2 = 25,86588 >
sai

2
(0.05,14)

= 23,6848 : Bc b H0 , ngha l c tn ti phng sai ca

s thay i.

III.3.2 Kim nh m hnh sau khi loi b bin (Xem bng 8 phn Ph lc)

Gi s Ho : Phng sai ca sai s khng i.

S dng kim nh White: n.R2= 23,32217
n.R2 = 23,32217 >

2
(0.05,9)

= 16,919 : Chp nhn Ho, ngha l c phng sai ca sai

s thay i.

III.4. Kim nh T tng quan

Kim nh Durbin Watson

Xt m hnh hi quy :
E(GDP/IP,P,I,K) = 1+ 2 IPi+ 3 Pi+ 4Ii + 5Ki +Vi
Gi thit H0 : Khng c t tng quan dng hoc m.
Ta c:
d=
vi

n=32 ; = 5%

(e e
e
i

i 1

)2

= 1,757226

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GVHD : Nguyn Quang Cng

k = 5 k' = 5 - 1= 4
Tra bng ta c:
d L =1,177
dU = 1,732
dU

4 dU

dU < d < 4-dU

=> theo quy tc kim nh th ta khng bc b H0
M hnh khng c t tng quan dng hoc m.

III.5. Kim nh cc bin c nh hng n m hnh khng

Xt s cn thit ca cc bin:
*IP:
H 0 : 2 = 0
H1 : 2 0

KGT :

t=

Ta c :

2 2

S e( 2 )

5,537 833
-0
= 11,381720
0,486555

5 )
t( 32
= t 0(.27025) =2,05183
/2
( 27 )

t > t 0 , 025
=>
bc b H 0 bin IP c nh hng n m hnh.Khng c b i bin IP trong
m hnh.

*Bin P:
KGT :

H 0 : 3 = 0

H1 : 3 0

Ta c :

t=

3 3

Se( 3 )

0,001936- 0
= 2,670348
0,000725

5 )
t( 32
= t 0(.27025) =2,05183
/2

( n k )
> t
2

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GVHD : Nguyn Quang Cng

Bc b H 0 bin P c nh hng n m hnh.Khng c b i bin P trong

m hnh
*Bin I
H 0 : 4 = 0

H1 : 4 0

KGT :

t=

Ta c :

4 4

Se( 4 )

85,67018
= 0,763150
112,2586

5 )
t( 32
= t 0(.27025) =2,05183
/2

=>

( n k )
< t
2

=> chp nhn H0 , tc l bin I khng nh hng n m hnh, c th b i trong

trng hp cn thit.
*Bin K
KGT :

H 0 : 5 = 0

H1 : 5 0

t=

Ta c :

5 5

Se( 5 )

35,41931- 0
= 0,699308
50,64912

5 )
t( 32
= t 0(.27025) =2,05183
/2

=>

( n k )
< t
2

=> chp nhn H0 , tc l bin K khng nh hng n m hnh, c th b i trong

trng hp cn thit.

Phn IV : KT LUN
1.T nhng kim nh trn ta c th rt ra mt s kt lun sau:
- Tng gi tr nhp khu,dn s, ch s gi tiu dng, t l lm pht nh hng n tng
sn phm quc ni ca 32 nc trn th gii nm 2008
- M hnh la chn ph hp vi l thuyt kinh t
- IP, P, I, K xc nh c 88,1281 % s bin ng ca GDP

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GVHD : Nguyn Quang Cng

M hnh ban u c hin tng a cng tuyn v l hin tng a cng tuyn
khng hon ho, khc phc bng cch loi b bin P v I khi m hnh (trong b I
tt hn ).
- M hnh c hin tng phng sai sai s thay i
- M hnh khng c hin tng t tng quan dng hoc m.
- Khng th b bin IP, P ra khi m hnh
- C th b bin I, K ra khi m hnh trong trng hp cn thit.
2. Hng m rng
Theo quan im ca nhm tng GDP trong mt nc th phi hn ch nhp khu,
khuyn khch ngi dn tiu dng hng trong nc.
-

3. Hn ch ca bi
C th a thm mt s bin na vo m hnh ph hp ca m hnh tng
ln, tuy nhin lm nh vy m hnh s phc tp hn, c th s c nhiu khuyt tt hn
gy kh khn trong vic kim nh .
Do nng lc bn thn ca mi thnh vin trong nhm cn hn ch, nn ti
khng trnh khi nhng thiu st. Nhm rt mong nhn c nhng ng gp kin v
ph bnh ca thy c v cc bn chng ti kp thi nm bt v cng c kin thc.
4. Li cm n
Nhm chng em xin chn thnh cm n thy Nguyn Quang Cng tn
tnh gip v trang b cho chng em nhng kin thc, k nng cn thit chng em
hon thnh ti ny.
5.Ti liu tham kho
- Gio trnh Kinh t lng, hng dn bo co ti, hng dn s dng cc phn
mm thng k kinh t ca thy Nguyn Quang Cng- i hc Duy Tn.
- Cc website : www.wikipedia.org
www.cia.gov

PH LC
Biu 1 : Mi quan h gia ch s gi tiu dng(X4) v t l lm pht (X5)

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GVHD : Nguyn Quang Cng

Biu 2: Mi quan h gia tng gi tr nhp khu (X2) v t l lm pht (X5)

Biu 3: Mi quan h gia tng gi tr nhp khu (X2) v dn s (X3)

Bng 1- Bng s liu v GDP, Sn lng nhp khu(IP), Dn s(P), Ch s gi

tiu dng(I), T l lm pht(K) ca 32 nc nm 2008

STT
1
2
3
4

Tn nc
Spain
Netherlands
Italy
United Kingdom

GDP(Yi)
1378
670.2
1821
2231

IP(X2i)
444.9
485.3
566.8
645.7
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P(X3i)
45929.476
16551.237
60114.021
61634.599

I(X4i)
6.5
8
4.8
7.7

K(X5i)
4.1
2.1
3.4
3.6

GVHD : Nguyn Quang Cng

5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32

Japan
France
Vietnam
Cambodia
Denmark
China
Indonesia
Czech Republic
Malaysia
Sweden
Brazil
Thailand

Nauy
Australia
Turkey
Switzerland
Germany
Poland
Singapore
Taiwan
India
Russia
Mexico

Hungary
Hong Kong
South Korea
Canada
United States

4348
2097
241.8
27.95
204.9
7800
915.9
266.3
386.6
348.6
1990
553.4
0.004672
800.5
906.5
309.9
2863
667.4
240
738.8
3267
2225
1559
0.010076
307.6
40
1307
14290

696.2
833
79.37
6.424
120.7
1156
128.8
141.4
156.2
166.6
176
179
93.21
187.2
204.8
212.8
1202
213.9
219.5
236
287.5
302
305.9
107.5
387.9
435
436.7
2190

127540
65073.482
85789.573
14805
5519.441
1333480
229965
10476.543
28310
9316.256
191986
63389.73
4839.6
21938
71517.1
7745.9
82002
38100.7
4987.6
23069.345
1170100
141882
107550.7
10031.208
7008.9
48333
33808
307682

7.3
6
2.7
1.8
9.3
3.6
2.6
5.2
5.1
9.3
2.5
3.5
7.9
8.1
4.6
9
7.9
4.6
9.2
5.7
3.4
2.1
3.6
5.1
8.1
5.6
8.7
7.3

1.4
2.8
24.4
19.7
3.4
5.9
9.9
6.3
5.4
3.5
5.7
5.5
3.8
4.4
10.4
2.4
2.7
4.2
6.5
3.5
8.3
14.1
5.1
6.1
4.3
4.7
2.1
3.8

Bng 2: M hnh hi
quy

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Bng 3: Ma trn tng quan

Bng 4: Hi quy m
hnh hi quy ph theo
IP (X2)

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Bng 5 : M hnh hi quy loi b bin P(X3)

Bng 6 M hnh hi quy loi b bin I(X4)

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Bng 7: KIM NH PHNG SAI SAI S THAY I (m hnh ban u )

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Bng 8 : Kim nh phng sai sai s thay i sau khi loi b bin I(X4)

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