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Tiu lun kinh t lng v d bo TL 18

GVHD: Th.S inh Kim

1. Gii thiu: S dng phn mm Eviews tin hnh c lng, phn tch v hm hi quy cho m hnh cha d liu cho l gi bn nh ti qun Cam, bang California (SALEPRIC) vi cc bin c lp l SQFT (din tch nh), GARAGE (s ch u xe hi trong garage), CITY (v tr cn nh), AGE (tui th cn nh). C hm hi mu c dng nh sau: SALEPRIC = B1 + B2*SQFT + B3*GARAGE +B4*CITY + B5*AGE 2. Ni dung: 2.1. Bng s liu thng k: Vi: SALEPRIC: gi bn nh ti qun Cam,bang California (nghn USD). SQFT: din tch nh tnh bng feet vung. GARAGE: s ch u xe hi trong garage. CITY: = 1 i vi nh Coto de Caza, = 0 nu Dove Canyon. AGE: tui th cn nh tinh theo nm.

SVTH: Trn Nht An

Tiu lun kinh t lng v d bo TL 18

GVHD: Th.S inh Kim

SVTH: Trn Nht An

Tiu lun kinh t lng v d bo TL 18

GVHD: Th.S inh Kim

SVTH: Trn Nht An

Tiu lun kinh t lng v d bo TL 18

GVHD: Th.S inh Kim

SVTH: Trn Nht An

Tiu lun kinh t lng v d bo TL 18

GVHD: Th.S inh Kim

SVTH: Trn Nht An

Tiu lun kinh t lng v d bo TL 18

GVHD: Th.S inh Kim

SVTH: Trn Nht An

Tiu lun kinh t lng v d bo TL 18

GVHD: Th.S inh Kim

2.2.

Ni dung ti:

2.2.1. Phn 1: Thc hin trn Excel Ta dng Regression trn Data Analysis c lng hm hi quy mu c dng : SALEPRIC = B1 + B2*SQFT + B3*GARAGE +B4*CITY + B5*AGE. Ta c bng sau:

Ta c cc kt qu sau: Gi tr h s chn B1(Intercept): Gi tr h s hi quy ring B2 (bin SQFT): Gi tr h s hi quy ring B3 (bin GARAGE): Gi tr h s hi quy ring B4 (bin CITY): Gi tr h s hi quy ring B5 (bin AGE): Suy ra phng trnh hi quy nh sau: SALEPRIC = -752.9955638 + 0.2205653SQFT + 135.4504308GARAGE + 87.24891989CITY + 6.214611589AGE
SVTH: Trn Nht An 7

-752.9955638. 0.2205653. 135.4504308. 87.24891989. 6.214611589.

Tiu lun kinh t lng v d bo TL 18

GVHD: Th.S inh Kim

2.2.2.

Phn 2: Thc hin trn Eviews. 2.2.2.1. Bng cc tham s thng k ca cc bin c lp:

2.2.2.2.

th cc bin c lp:

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Tiu lun kinh t lng v d bo TL 18

GVHD: Th.S inh Kim

2.2.2.3.

Ma trn Correlation Matrix gm c bin ph thuc v tt c cc bin c lp:

2.2.2.4. c lng phng trnh hi quy di dng: SALEPRIC = B1 + B2*SQFT + B3*GARAGE +B4*CITY + B5*AGE

Chy hi quy s dng phng php bnh phng nh nht (Least Squarees) vi bin ph thuc l SALEPRIC v ba bin gii thch l din tch (SQFT); ch u xe hi (GARAGE); thnh ph (CITY); tui th cn nh (AGE) v hng s c. S lng bin quan st l 224 ta c cc kt qu sau:

SVTH: Trn Nht An

Tiu lun kinh t lng v d bo TL 18

GVHD: Th.S inh Kim

H s hi quy thu c (Coefficient):

B1 = 752.9956, B 2 = 0.220565, B 3 = 135.4504, B 4 = 87.24892, B 5 = 6.214612


Vy phng trnh hi quy c dng: SALEPRIC = -752.9956 + 0.220565SQFT + 135.4504GARAGE + 87.24892CITY + 6.214612AGE 2.2.2.5. Kim nh Wald cho 4 bin SQFT, GARAGE, CITY, AGE: Kim nh wald cho 2 bin SQFT v GARAGE:

T kt qu bng trn ta thy gi tr p-value (xc sut Prob) = 0.0000 < = 0.05 cho nn hai bin kim nh trn l SQFT v GARAGE khng phi l 2 bin tha.

SVTH: Trn Nht An

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Tiu lun kinh t lng v d bo TL 18

GVHD: Th.S inh Kim

Kim nh wald cho 2 bin CITY v AGE:

T kt qu bng trn ta thy gi tr p-value(xc sut Prob) = 0.0000 < = 0.05 cho nn hai bin CITY v AGE kim nh trn khng phi l bin tha

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Tiu lun kinh t lng v d bo TL 18

GVHD: Th.S inh Kim

2.2.2.6.

Kim nh White:

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Tiu lun kinh t lng v d bo TL 18

GVHD: Th.S inh Kim

T kt qu bng trn ta thy:


2 Obs*R-squared = nR2 = 165.7949 > x0.05 (5) = 22.3620324948

Vy c th kt lun phng sai thay i.

2.2.2.7.

Kim nh BG cho cc bin c lp:

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Tiu lun kinh t lng v d bo TL 18

GVHD: Th.S inh Kim

Theo bng kt qu trn th (n-p)R2 = 1.844992 c xc sut (p-value) l 0.174367 ln hn mc ngha = 0.05 nn chp nhn gi thit H0 tc l khng c s tng quan bc nht.

2.2.2.8.
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D bo gi tr trung bnh v gi tr c bit ca gi bn nh:


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Tiu lun kinh t lng v d bo TL 18

GVHD: Th.S inh Kim

SVTH: Trn Nht An

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Tiu lun kinh t lng v d bo TL 18

GVHD: Th.S inh Kim

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Tiu lun kinh t lng v d bo TL 18

GVHD: Th.S inh Kim

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Tiu lun kinh t lng v d bo TL 18

GVHD: Th.S inh Kim

SVTH: Trn Nht An

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Tiu lun kinh t lng v d bo TL 18

GVHD: Th.S inh Kim

Theo bng trn ta c kt qu: Khong d bo gi tr trung bnh l: [1810.899 ; 2031.671] Khong d bo gi tr c bit l: [1646.802 ; 2195.768] 2.2.2.9. th biu din khong d bo gi tr trung bnh ca gi nh:

th biu din khong d bo gi tr c bit ca gi nh:


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SVTH: Trn Nht An

Tiu lun kinh t lng v d bo TL 18

GVHD: Th.S inh Kim

3. Kt lun:

Sau khi kim nh m hnh v gi bn nh qun Cam,bang California. Ta thy cc ch tiu gii thch hon ton c lp vi nhau v c kh nng gii thich i vi gi nh, qua c th kt lun rng m hnh trn hon ton c th s dng d bo v gi nh hin ti cng nh trong tng lai. Trong , ta nn quan tm c bit n ch tiu gii thch v din tch nh khi thu thp s liu v n c ngha ln n kt qu d bo sau ny.

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