Kinh t lng v d bo

GVHD: inh Kim

LI CM N

Em xin gi li cm n chn thnh ti:

-

Ban Gim Hiu v cc thy c ang cng tc ti trng i hc Cng

Nghip Thnh ph H Ch Minh to iu kin v thi gian, c s vt cht gip

chng em c c thun li trong sut qu trnh hc tp ti trng.
-

Th.S inh Kim tn tnh hng dn ch bo chng em hon thnh

ng v ni dung ca bi tiu lun qua chng em c th hc tt mn Kinh t

lng v d bo, mt trong nhng iu kin tr thnh mt nh kinh t ti gii trong
tng lai.

TP H Ch Minh, ngy 20 thng 11 nm 2011

Nguyn Th Kim Yn

Mssv: 09205301

Kinh t lng v d bo

GVHD: inh Kim

NHN XT CA GING VIN

................................................................................................................................
................................................................................................................................
................................................................................................................................
................................................................................................................................
................................................................................................................................
................................................................................................................................
................................................................................................................................
................................................................................................................................
................................................................................................................................
................................................................................................................................
................................................................................................................................
................................................................................................................................
................................................................................................................................
................................................................................................................................
................................................................................................................................
................................................................................................................................
................................................................................................................................
................................................................................................................................
................................................................................................................................
................................................................................................................................
................................................................................................................................
................................................................................................................................

Nguyn Th Kim Yn

Mssv: 09205301

Kinh t lng v d bo

GVHD: inh Kim

LI M U

Kinh t lng l mt mn khoa hc ra i trong nhng nm 30 ca th k 20. S ra

i ca kinh t lng lin quan n vic pht trin rng ri nhng php ton v thng
k trong cc lnh vc a ngnh nh: sinh vt hc, tm l hc, x hi hc, c bit vic
ton hc ha c ch trng nhiu n lnh vc kinh t.
Kinh t lng l tp hp cc cng c nhm mc ch d bo cc bin s kinh t. V
Eviews l mt cng c c u im chnh l c th cho chng ta kt qu nhanh chng
khi tin hnh c lng, phn tch v hm hi quy cho cc m hnh kinh t.
Do khi thc hin ti tiu lun s 17 lin quan ti phn tch m hnh v d bo
gi bn nh ti qun Cam bang California vi bin ph thuc l SALEPRIC v 4 bin
c lp SQFT, GARAGE, CITY, AGE, em s dng phn mm Eviews 6 cho ti
tiu lun ny. Qua cc bc t ra cc gi thit lin quan, thit lp m hnh, c lng
tham s ca m hnh, phn tch kt qu m hnh xem c ph hp hay khng v i ti
quyt nh c s dng n vo trong d bo.

Nguyn Th Kim Yn

Mssv: 09205301

Kinh t lng v d bo

GVHD: inh Kim

TL S 17

Phn I : trn Excel

S dng d liu Data BT 11 trn Excel, dng Regression trn Data Analysis c
lng hm hi quy mu c dng sau :
SALEPRIC = B1 + B2*SQFT + B3*GARAGE +B4*CITY + B5*AGE
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
Phn II : trn Eviews
a/ Hy chuyn d liu t file Excel phn 1 sang thnh d liu di dng workfile
ca Eviews v lu li di tn : Data TL 17. Sau dng cng c Eviews :
- Lp bng cc tham s thng k ca cc bin c lp, v th cc bin c lp
trn cng mt bng.
- Lp ma trn Correlation Matrix gm c bin ph thuc v tt c cc bin c lp.
- c lng phng trnh hi quy di dng nh cu phn I
b/ Hy kim nh Wald ( bin tha ) cho 4 bin c lp nu trn
c/ T m hinh cu a phn II hy kim nh White v BG cho m hnh ny
d/ Hy d bo gi tr trung bnh v gi tr c bit ca gi bn nh theo m hnh sau:
SALEPRIC = C1 + C2*SQFT + C3*GARAGE +C4*CITY + C5*AGE
Cho bit: SQFT = 7400, GARAGE = 4 ,CITY = 0, AGE = 10
V tin cy 1- = 95% .
Biu din trc quan th d bo bng cch v th khong d bo trung bnh, d
bo c bit, tng ng vi cc cn trn v cn di theo s quan st lm bin trn trc
honh chung cho cc i lng khc.

Nguyn Th Kim Yn

Mssv: 09205301

Kinh t lng v d bo

GVHD: inh Kim

BNG S LIU
S liu c cho nh sau:
SALEPRIC: Gi bn tnh bng nghn USD
SQFT:Din tch nh tnh bng feet vung
GARAGE: S ch u xe hi
CITY: =1 nu nh city Ct de Caza, = 0 nu Dove Canyon
AGE: Tui th ca nh tnh bng nm
obs
1
2
3
4
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

SALEPRIC SQFT GARAGE CITY AGE

350
2583
3
0
5
360
3308
3
0
3
365
2926
3
0
2
372
3050
3
0
8
373
3528
3
0
3
373
2830
3
0
4
375
3521
3
0
7
349
3003
3
0
4
380
3230
3
0
8
380
3230
3
0
7
380
3230
3
0
7
380
2900
3
0
7
380
3080
3
0
3
370
3080
3
0
3
380
3525
3
0
4
385
3050
3
0
7
385
3050
3
0
8
389
3528
3
0
4
390
2680
3
0
3
390
3500
3
0
8
390
3521
3
0
7
390
2700
3
0
2
392
2662
3
0
4
392
3371
3
0
3
392
3371
3
0
4
393
3371
3
0
3
395
2900
3
0
4
395
3275
3
0
8
399
3080
3
0
2
400
3155
3
0
3
400
3155
3
0
3

Nguyn Th Kim Yn

Mssv: 09205301

Kinh t lng v d bo
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73

400
399.9
400
401
402.5
405
405
407
410
410
412
412
415.984
416
418
419.95
425
425
426
430
430
432
432
434
435
439.402
440
440
565
605
609.9
620
653
670
440
445
459.9
449.96
450
450
459.5
460

Nguyn Th Kim Yn

GVHD: inh Kim

3308
3371
3050
2789
3275
3180
3512
3275
3512
2789
3371
3275
3155
3757
3275
3879
3275
3515
3700
3110
3770
3512
3371
3367
3700
3515
3770
3413
3500
3757
3757
3879
4035
4035
3525
3308
3528
3515
3371
3528
3757
2600

3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
2
8

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

7
2
7
4
7
8
8
6
8
4
3
6
3
2
7
2
5
2
5
9
9
7
2
8
5
2
7
2
3
2
7
3
2
2
4
6
4
2
4
4
2
3
Mssv: 09205301

Kinh t lng v d bo
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115

549.95
460
462
449.9
464.82
464.9
465
457.325
449.95
475
475
419.95
479.95
480
482.75
489.95
490
495
497.5
499.9
500
510
510
514.9
514.9
527.5
535
535
539
539
547
552
556.7
480
485
485
487
490
492
495
504
505

Nguyn Th Kim Yn

GVHD: inh Kim

2879
4000
3757
3500
3515
3308
3100
3879
3515
3929
4000
3879
4136
3512
3879
3879
4035
3500
3770
4035
3800
4035
3500
4018
3308
3757
4035
3879
3854
3500
4035
4136
3700
2865
3384
3568
3384
3305
3227
3295
3259
3668

3
3
3
4
3
3
3
3
3
3
3
3
3
3
3
3
3
4
3
3
3
3
4
3
3
3
3
3
3
3
3
3
4
3
3
3
3
3
3
3
3
3
9

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
1
1
1
1
1
1
1
1

3
5
2
3
2
6
8
2
3
5
6
2
2
9
2
2
2
4
8
2
8
2
4
8
8
2
2
3
3
4
2
3
3
11
5
8
4
9
4
8
5
7
Mssv: 09205301

Kinh t lng v d bo
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157

517
520
525
526
529
530
530
531.05
532.5
535
535
535
540
540
545
547.5
571
550
555
555
560
560
560
562
565
565
570
570
570
575
575
575
580
580
583
585
589
590
591
597.5
600
600

Nguyn Th Kim Yn

GVHD: inh Kim

3685
3350
2800
3170
3300
3475
3380
3620
3305
3475
3305
3900
4389
3305
3500
3369
3485
3920
3475
3781
2735
3390
3700
3668
4089
4170
2812
4010
3379
3920
3865
4579
3968
3750
4000
3457
3400
3427
4500
3970
4818
4600

3
3
3
3
3
3
3
3
3
2
3
3
3
3
3
3
3
3
3
3
3
3
3
3
2
3
3
3
3
3
3
3
4
4
3
3
3
3
3
3
3
3
10

1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1

9
3
11
8
9
11
9
1
9
19
8
8
8
9
11
10
11
6
10
8
11
8
9
7
8
1
10
9
9
5
12
8
2
8
8
9
9
2
8
9
10
6
Mssv: 09205301

Kinh t lng v d bo
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199

600
600
610
620
625
625
627.5
629.9
640
645
651
657
663
675
690
695
700
700
710
712.95
720
730
730
740
749
750
750
760
765
774.95
780
795
814
842
880
885
920
925
925
925
944
981

Nguyn Th Kim Yn

GVHD: inh Kim

3685
3457
3700
4100
4300
3820
4160
3712
4200
4000
4500
3818
3885
3968
4839
3637
4335
4300
4870
4459
3741
4400
4500
4579
3450
4402
4350
4400
4600
4024
3900
3900
4000
4569
4581
5000
5000
4650
4300
4400
4387
4970

3
3
3
3
3
3
3
3
3
3
3
3
4
3
3
3
3
3
3
4
3
3
3
3
3
3
3
3
3
4
3
3
3
3
3
3
5
4
3
3
4
4
11

1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1

8
11
8
1
2
5
1
1
7
7
9
13
2
2
9
2
2
3
7
0
10
8
2
8
8
9
6
8
2
0
2
4
7
7
2
6
8
2
9
7
1
1
Mssv: 09205301

Kinh t lng v d bo
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224

985
994
2600
2900
1010
1100
1100
1112
1120
1135
1235
1350
1380
1395
1400
1400
1425
1475
1520
1600
1625
1750
1775
1800
2500.5

5126
5076
8685
11000
5517
5500
4900
5800
8300
5506
6000
5475
6649
5400
10000
5862
7000
6338
6593
7000
8300
7338
9500
7948
9000

GVHD: inh Kim

3
4
5
3
4
3
3
3
3
4
5
4
3
4
4
4
3
4
5
5
4
4
4
5
7

1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1

9
1
16
9
1
2
2
2
7
1
5
2
5
9
3
2
9
8
2
5
8
1
8
1
11

Phn 1: Trn Excel

c lng hm hi quy trn Excel ta vo Tools Data Analysis Regression
OK ta c bng kt qu nh sau:

Nguyn Th Kim Yn

12

Mssv: 09205301

Kinh t lng v d bo

GVHD: inh Kim

Da vo bng trn ta c :
B1 = -752.9956 ; B2 = 0.220565
B3 = 135.4504 ; B4 = 87.24892
B5 = 6.214612
Vy hm hi quy mu l:
SALEPRIC = -752.9956+ 0.220565*SQFT + 135.4504*GARAGE
+87.24892*CITY + 6.214612*AGE
ngha ca hm hi quy:
Nguyn Th Kim Yn

13

Mssv: 09205301

Kinh t lng v d bo
-

GVHD: inh Kim

Trong iu kin cc yu t khc khng i, khi din tch cn nh tng ln 1 feet

vung th gi bn nh ti qun Cam bang California tng ln 0,220565 nghn
USD.
Trong iu kin cc yu t khc khng i nu s ch u xe tng ln 1 th gi
bn nh ti qun Cam bang California tng ln 135,45 nghn USD.
Trong iu kin cc yu t khc khng i nu nh Coto de Caza th gi bn
nh ti qun Cam bang California tng ln 87,25 nghn USD.
Trong iu kin cc yu t khc khng i nu tui ca cn nh tng ln 1 th
gi bn ca cn nh tng ln 6, 215 nghn USD.

Phn 2 : Trn Eviews

a) Chuyn d liu t file Excel sang d liu d liu Workfile ca Eviews v lu
li di tn: Data DL 17.

Bng cc tham s thng k ca cc bin c lp

Nguyn Th Kim Yn

14

Mssv: 09205301

Kinh t lng v d bo

GVHD: inh Kim

Mean : Gi tr trung bnh.

Median : Trung v.
Maximum : Gi tr ln nht.
Minimum : Gi tr nh nht.
Std.Dev. (Standard Deviation) : lch chun.
Skenewness : bt cn xng.
Kurtosis : nhn.
Jarque-Bera : gi tr phn phi Jarque-Bera dng kim nh phn phi chun.
Probability : Gi tr xc sut ti hn.
Sum : Tng cc gi tr.
Sum Sq.Dev. (Sum Square Deviation) : Tng bnh phng cc sai s chun.
Observations : S quan st.
Nhn xt:
lch chun ca bin SQFT l ln (1275.312), cho thy phn tn ca n xung
quanh gi tr trung bnh cao, t gi tr nh nht l 2583 n gi tr ln nht l 11000.
Do bin SQFT trong cc quan st khng c mc tng ng cao, m ri rc
rt nhiu gi tr rt khc nhau.
lch chun ca bin GARAGE = 0.519634, CITY = 0.500400 v AGE = 3.254414
th tng i nh cho thy phn tn ca cc bin xung quanh gi tr trung bnh thp.
Da vo gi tr Min, Max l thy rng cc bin ny trong cc quan st c mc
tng ng.
th cc bin c lp:

Nguyn Th Kim Yn

15

Mssv: 09205301

Kinh t lng v d bo

GVHD: inh Kim

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

Nhn xt:
Quan st ta thy bin c lp SQFT gii thch rt tt cho bin SALEPRIC, 91.93%.
Bin c lp GARAGE gii thch tng i tt cho bin SALEPRIC, 65.36%.Bin
Nguyn Th Kim Yn
16
Mssv: 09205301

Kinh t lng v d bo

GVHD: inh Kim

c lp CITY gii thch tng i tt cho bin SALEPRIC,50.33%. Bin AGE gii
thch khng tt lm cho bin SALEPRIC, 8.999%.
Mc tng quan gia bin SQFT v cc bin GARAGE v CITY tng i kh ln
ln lt l 58.18% v 42.75%.
c lng phng trnh hi quy:

M hnh hi quy l:
SALEPRIC = -752.9956 + 0.220565 * SQFT + 135.4504 * GARAGE + 87.24892 *
CITY + 6.214612 * AGE
Nhn xt bng hi quy:
H s xc nh R2 l 0.884225 tc l cc bin c lp gii thch c cho bin
ph thuc ti 88.44225%. ph hp ca m hnh ny l kh cao.
Gi tr kim nh Fisher l 418.1480 tng i ln nn ta c th kt lun m
hnh c tnh hp l v bn vng cao.
P-value ca tt c cc bin c lp u nh hn 0.05 nn ta c th ni ph
hp (c mt) ca cc bin c lp l rt tt.
Vy y l m hnh tt v bn vng.
Nguyn Th Kim Yn

17

Mssv: 09205301

Kinh t lng v d bo

GVHD: inh Kim

b) Kim nh Wald (bin tha) cho 4 bin c lp:

Nhn xt:
Da vo bng kt qu trn, ta thy gi tr p-value = 0.0000 < 0.05 (mc ngha
=5%) nn ta bc b gi thit. Ngha l c 4 bin c lp SQFT, GARAGE, CITY,
AGE u ng thi nh hng n bin ph thuc SALEPRIC, iu c ngha
hm hi quy mu ph hp.

Kim nh Wald (bin tha) cho bin c lp: SQFT

Nguyn Th Kim Yn

18

Mssv: 09205301

Kinh t lng v d bo

GVHD: inh Kim

Nhn xt:
T bng kt qu trn, ta thy P-value = 0.0000 < 0.05 (mc ngha = 5%) nn ta bc
b gi thit. => Bin SQFT thc s l mt bin cn thit cho m hnh.

Nguyn Th Kim Yn

19

Mssv: 09205301

Kinh t lng v d bo

GVHD: inh Kim

Kim nh Wald (bin tha) cho bin c lp: GARAGE

Nhn xt:
T bng kt qu trn cho thy: gi tr P-value = 0.0000 < 0.05 (mc ngha = 5%)
nn ta bc b gi thit.
Bin GARAGE thc s l mt bin cn thit cho m hnh.

Kim nh Wald (bin tha) cho bin c lp: CITY

Nguyn Th Kim Yn

20

Mssv: 09205301

Kinh t lng v d bo

GVHD: inh Kim

Nhn xt:
T bng kt qu trn cho thy: gi tr P-value = 0.0000 < 0.05 (mc ngha = 5%)
nn ta bc b gi thit.
Bin CITY thc s l mt bin cn thit cho m hnh.

Kim nh Wald (bin tha) cho bin c lp: AGE

Nguyn Th Kim Yn

21

Mssv: 09205301

Kinh t lng v d bo

GVHD: inh Kim

Nhn xt:
T bng kt qu trn cho thy: gi tr P-value = 0.0270 < 0.05 (mc ngha = 5%)
nn ta bc b gi thit.
Bin AGE thc s l mt bin cn thit cho m hnh.
Qua vic thc hin kim nh Wald cho 4 bin ri ln lt cho tng bin, ta nhn thy
c 4 bin SQFT, GARAGE, CITY, AGE u cn thit cho m hnh, khng tha v
khng gy nh hng khng tt cho m hnh.

c) Kim nh White

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GVHD: inh Kim

T bng kt qu trn ta thy:

Obs*R-squared =nR2 = 165.7949 > X2(df) = X20.05(13)= 22.3620324948
ta bc b gi thit Ho, tc l m hnh hi quy xy ra hin tng phng sai
thay i.
Do ta khc phc hin tng phng sai thay i, ta dng phng php FGL
hi quy li phn d sau kim nh li phng sai gim ti a phng
sai thay i.
Kim nh BG

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GVHD: inh Kim

T bng c lng ta chn View / Residual Tests/ Serial Correlation LM Test.

V trong ca s Lag Speciffication, mc Lags to includeta chn p=1 (p l bc tng
quan hay cn gi l tr trong tng quan). Chn OK ta c bng kt qu sau y.

Theo bng kt qu trn (n-p)R2 = 1.844992 c xc sut (p-value) l 0.1744 ln

hn mc ngha = 0.05, nn ta chp nhn gi thit Ho, tc l khng c t tng
quan bc nht.

D bo gi tr trung bnh v gi tr c bit ca gi bn nh theo m hnh

SALEPRIC = C1 + C2*SQFT + C3*GARAGE +C4*CITY + C5*AGE
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GVHD: inh Kim

B1: Ta c lng m hnh hi quy

B2: To thm bin quan st th (n+1) in cc gi tr ca cc bin c lp

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GVHD: inh Kim

B3: Ta ln lt t tn bin d bo cho bin ph thuc (SALEPRIC) l Salepricf, cho

bin sai s d bo (sai s d bo SE(Yo)) l Se_1dubao, v vi SE (Yo^) l Se_2dubao,
tip n tnh tr s tra bng t/2(n-k) c t tn l Tinv.
C th trn ca s Equation c cha phng trnh hi quy, chn Forecast

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GVHD: inh Kim

Lp bin Se_2dubao thng qua Se_1dubao v Sigma c lng

tnh gi tr t/2(n-k) vi n-k=224-5=219, /2= 2.5%.Ta vo dng trng dng thao

tc lnh trn Workfile chnh, g Scalar Tinv=@qtdist(0.975,219).
B4: Thit lp cc cn trn (Upper) v cn di (Lower) cho cc khong d bo trung
bnh(TB) v c bit (CB)
Ta vo dng trng dng thao tc lnh trn Workfile chnh, ln lt to cc lnh
Genr UpperTB=salepricf + tinv*Se_2dubao
Genr LowerTB=salepricf - tinv*Se_2dubao
Genr UpperCB=salepricf + tinv*Se_1dubao
Genr LowerCB=salepricf - tinv*Se_1dubao

T bng gi tr cc bin trn y cho ta bit :

Gi tr ca khong d bo gi tr trung bnh ca gi bn nh ti qun Cam California
tng ng vi din tch nh SQFT = 7400 feet vung, s ch u xe hi GARAGE =
4, nh Dove Canyon CITY =0, tui th AGE = 10 nm l: [ 1410.144; 1556.127 ]
V khong d bo c bit tng ng l: [ 1221.441; 1744.830 ]
B5: V th
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GVHD: inh Kim

D bo gi tr trung bnh

th biu din khong d bo gi tr trung bnh

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GVHD: inh Kim

Nhn xt:
th biu din kh trc quan, ta c th nhn thy cc gi tr trung bnh rt gn vi
gi tr thc ca n => d bo rt ng tin cy.
th gi tr trung bnh ny c khong cch gia cn trn v cn di kh ngn nn
vic d bo chnh xc s tt hn trong ngn hn nhng s gp kh khn trong di hn.

D bo gi tr c bit

th biu din khong d bo gi tr c bit

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GVHD: inh Kim

Nhn xt: th gi tr c bit ny c khong cch gia cn trn v cn di xa hn

so vi trong d bo trung bnh nhng vic d bo s tt hn trong di hn.
KT LUN CHUNG
Cc kim nh v d bo cho ta thy cc bin SQFT, GARAGE, CITY, AGE l nhng
bin tht s cn thit v c tc ng, nh hng n SALEPRIC (gi bn nh ti qun
Cam bang California).
y l mt m hnh tng i bn vng v hp l. Ta c th da vo kt qu kho st
v d bo a vo d n thc t.

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Nguyn Th Kim Yn

GVHD: inh Kim

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