Professional Documents
Culture Documents
I. L thuyt
C s liu t qu 1 nm 1993 n qu 4 nm 2005 v mt s bin kinh t sau:
GDP: tng sn phm quc ni
SL: tng lao ng trong cc ngnh dch v
SW: lng bnh qun trong cc ngnh dch v
IW: lng bnh qun trong cc ngnh sn xut
1. Ngi ta nhn thy lng bnh qun trong cc ngnh dch v ph thuc vo tng s lao ng, tng sn
phm quc ni v lng trong ngnh sn xut theo dng hm m, v h s co dn ca lng ngnh
dch v theo tng sn phm quc ni bng 1,5. Hy xy dng m hnh kinh t lng v nu cch phn
tch nhn nh trn.
2. Da vo m hnh xy dng cu (1), nu mun c tnh mc thay i (tnh theo %) ca lng trong
ngnh dch v khi tng sn phm quc ni v s lao ng trong ngnh dch v cng tng 2% th cn
c nhng thng tin g, cng thc tnh th no?
3. C kin cho rng mc lng trong ngnh dch v cn ph thuc vo lng trung bnh ca qu trc.
Hy nu cch xy dng m hnh phn tch kin .
II. Bi tp
Cho kt qu hi quy vi GOLD l gi vng, JPY l gi ng Yn Nht, USD l gi ng la M, EUR l
gi ng Euro. Ly = 5 %. Cho kt qu hi quy m hnh [1] nh sau:
Dependent Variable: GOLD
Method: Least Squares
Date: 12/18/06 Time: 02:24
Sample: 1 24
Included observations: 24
Variable
C
JPY
EUR
USD
R-squared
Sum squared resid
Durbin-Watson stat
Coefficient
Prob.
0.192
0.252
35.5080
0.000
4.5476
= 0,05, n = 24, k ' = 1 : d L = 1,273, d U = 1,446; k ' = 2 : d L = 1,188, d U = 1,546; k ' = 3 : d L = 1,101, d U = 1,656
Trng b mn
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t
I. L thuyt
Coefficient
1,5076
1.0810
-0.62654
161.5894
Std. Error
0.19380
0.058441
0.052753
Mean dependent var
F-statistic
Prob(F-statistic)
t-Statistic
7.7791
18.4980
Prob.
0.000
0.000
14.5476
1654.2
0.000
3.
4.
5.
6.
7.
Cho cc gi tr ti hn:
)
( 20 )
( 21)
( 22 )
(19 )
( 20 )
( 21)
( 22 )
t 0(19
, 05 = 1,729; t 0 , 05 = 1,725; t 0 , 05 = 1,721; t 0, 05 = 1,717; t 0, 025 = 2,093; t 0 , 025 = 2,086; t 0 , 025 = 2,080; t 0, 025 = 2,074
F0(,105,19 ) = 4,38; F0(,105, 20 ) = 4,35; F0(,105, 21) = 4,32; F0(,105, 22 ) = 4,3; F0(,205,18) = 3,55; F0(,205,19 ) = 3,52; F0(,205, 20 ) = 3,49; F0(,205, 21) = 3,47
F0(,305,18) = 3,16; F0(,305,19 ) = 3,12; F0(,305, 20 ) = 3,1; F0(,305, 21) = 3,07; F0(,405,18 ) = 2,93; F0(,405,19 ) = 2,9; F0(,405, 20 ) = 2,87; F0(,405, 21) = 2,84
20 )
20 )
21)
21)
22 )
22 )
02,(051) = 3,841; 02,(052) = 5,99; 02,(025
= 43,17; 02,(925
= 9,59; 02,(025
= 35,48; 02,(975
= 10,28; 02,(025
= 36,78; 02,(975
= 10,98
= 0,05, n = 24, k ' = 1 : d L = 1,273, d U = 1,446; k ' = 2 : d L = 1,188, d U = 1,546; k ' = 3 : d L = 1,101, d U = 1,656
Trng b mn
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t
I. L thuyt
Phng k hoch ca mt doanh nghip c cc s liu t thng 1 nm 2001 n thng 12 nm 2005 nh sau:
Q: tng sn lng doanh nghip
K: tng ngun vn
L: tng lao ng s dng
TR: tng doanh thu
PR: tng li nhun trc thu
T: lng thu phi ng
1. C ngi mun phn tch s bin ng ca li nhun sau thu theo tng sn lng, tng doanh thu v
cho rng tng doanh thu tng 1 n v th li nhun sau thu tng hn 0,2 n v. Hy xy dng v nu
cch phn tch m hnh kinh t lng kim tra nhn nh trn.
2. C kin cho rng do gi bn trn th trng l rt t bin ng, nn tng doanh thu ph thuc vo
tng sn lng. Khi iu g s xy ra vi m hnh xy dng cu (1). Hy nu cch phn tch kim
tra nhn nh .
3. C kin cho rng phng sai yu t ngu nhin thay i theo tng sn lng. Nu cch kim tra
kin , v nu iu l ng hy nu mt cch khc phc khuyt tt tm c.
II. Bi tp
Cho kt qu hi quy vi E l chi tiu cho mt loi hng ho, INCOM l thu nhp, LE, LINCOM l logarit
c s e ca cc bin tng ng. Ly = 5 %
Dependent Variable: L
Method: Least Squares
Date: 12/18/06 Time: 15:24
Sample: 1 24
Included observations: 24
Variable
C
LINCOM
R-squared
Adjusted R-squared
Durbin-Watson stat
Coefficient
Std. Error
0.41703
0.076494
0.85082
0.070238
0.81354 F-statistic (1,22)
0.80910 S.E. of regression
1.2112
t-Statistic
Prob.
0.031518
1.
2.
3.
4.
F0(,105,19 ) = 4,38; F0(,105, 20 ) = 4,35; F0(,105, 21) = 4,32; F0(,105, 22 ) = 4,3; F0(,205,18) = 3,55; F0(,205,19 ) = 3,52; F0(,205, 20 ) = 3,49; F0(,205, 21) = 3,47
F0(,305,18) = 3,16; F0(,305,19 ) = 3,12; F0(,305, 20 ) = 3,1; F0(,305, 21) = 3,07; F0(,405,18 ) = 2,93; F0(,405,19 ) = 2,9; F0(,405, 20 ) = 2,87; F0(,405, 21) = 2,84
20 )
20 )
21)
21)
22 )
22 )
02,(051) = 3,841; 02,(052) = 5,99; 02,(025
= 43,17; 02,(925
= 9,59; 02,(025
= 35,48; 02,(975
= 10,28; 02,(025
= 36,78; 02,(975
= 10,98
= 0,05, n = 24, k ' = 1 : d L = 1,273, d U = 1,446; k ' = 2 : d L = 1,188, d U = 1,546; k ' = 3 : d L = 1,101, d U = 1,656
Trng b mn
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t
I. L thuyt
Mt n v nghin cu c s liu t qu 1 nm 1982 n qu 4 nm 2005 v mt s bin kinh t:
GDP: tng sn phm quc ni EX: tng gi tr xut khu
EXC: t gi hi oi(ng VN so vi USD)
UE: t l tht nghip
INF: lm pht
R: li sut ngn hng
1. C kin cho rng tng trng kinh t (tng trng ca GDP) ph thuc vo tng gi tr xut khu, t gi
hi oi; v nhn nh rng khi thc y tng trng xut khu th kinh t cng tng trng. Hy xy dng v
nu cch phn tch m hnh kinh t lng tng ng nhn nh kin trn.
2. C kin cho rng t gi hi oi tc ng n mc xut khu, do m hnh xy dng cu (1), c hin
tng a cng tuyn. Hy trnh by phng php kim tra kin trn.
3. C kin cho rng tng sn phm quc ni trong qu khng ch b tc ng bi lng xut khu trong qu
m cn b tc ng bi lng xut khu ca qu trc vi mc mnh hn. Hy iu chnh m hnh
trong cu [1] v nu cch kim tra kin .
II. Bi tp
Std. Error
0.12329
0.02139
69.3069
F-statistic (2,21)
Prob(F-statistic)
S.E. of regression
t-Statistic
2.6224
15.051
0.40195
Prob.
0.018
0.693
25.0732
0.000
15.6116
F0(,105,19 ) = 4,38; F0(,105, 20 ) = 4,35; F0(,105, 21) = 4,32; F0(,105, 22 ) = 4,3; F0(,205,18) = 3,55; F0(,205,19 ) = 3,52; F0(,205, 20 ) = 3,49; F0(,205, 21) = 3,47
F0(,305,18) = 3,16; F0(,305,19 ) = 3,12; F0(,305, 20 ) = 3,1; F0(,305, 21) = 3,07; F0(,405,18 ) = 2,93; F0(,405,19 ) = 2,9; F0(,405, 20 ) = 2,87; F0(,405, 21) = 2,84
20 )
20 )
21)
21)
22 )
22 )
02,(051) = 3,841; 02,(052) = 5,99; 02,(025
= 43,17; 02,(925
= 9,59; 02,(025
= 35,48; 02,(975
= 10,28; 02,(025
= 36,78; 02,(975
= 10,98
= 0,05, n = 24, k ' = 1 : d L = 1,273, d U = 1,446; k ' = 2 : d L = 1,188, d U = 1,546; k ' = 3 : d L = 1,101, d U = 1,656
Trng b mn
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t
I. L thuyt
Phng ti chnh ca mt doanh nghip c cc s liu t qu 1 nm 1994 n qu 4 nm 2005:
Q: tng sn lng doanh nghip K: tng ngun vn
L: tng lao ng s dng
TR: tng doanh thu
PR: tng li nhun trc thu
T: lng thu phi ng
W: lng/1lao ng
AD: chi ph cho qung co tip th
1. C kin cho rng lng ca lao ng ph thuc vo sn lng ca doanh nghip, doanh thu, v lng
thu phi ng; khi lng s tng khi sn lng tng, nhng s gim khi thu tng. Hy xy dng v phn
tch m hnh kinh t lng tng ng kim tra kin trn.
2. Nu cho rng m hnh cu (1) l cha y v cn thm cc bin AD, PR vo m hnh . Hy nu
cch kim tra xem vic a thm hai bin vo m hnh c cn thit hay khng?
3. Nu m hnh trong cu (1) c hin tng t tng quan bc 1, hy vit phng trnh sai phn tng qut
khc phc hin tng .
II.Bi tp
Cho kt qu hi quy vi: G lng chi tiu hng may mc trong mt qu; P: Gi hng may mc; Y: thu nhp
ca ngi dn. D nhn gi tr bng 1 vi quan st vo qu 4, v D = 0 ng vi cc qu khc. Ly = 0,05 .
Dependent Variable: G
Sample: 1 24
Included observations: 24
Variable
Y
P
D
C
R-squared
Adjusted R-squared
1.
2.
3.
4.
Coefficient
Std. Error
0.20272
0.06433
-1.21933
0.28555
24.339
5.1527
85.8813
12.2974
0.76428 F-statistic (3,20)
0.72892 S.E. of regression
t-Statistic
3.1512
Prob.
0.004
6.9837
21.6155
3.2397
Cho cc gi tr ti hn:
)
( 20 )
( 21)
( 22 )
(19 )
( 20 )
( 21)
( 22 )
t 0(19
, 05 = 1,729; t 0 , 05 = 1,725; t 0 , 05 = 1,721; t 0, 05 = 1,717; t 0, 025 = 2,093; t 0 , 025 = 2,086; t 0 , 025 = 2,080; t 0, 025 = 2,074
F0(,105,19 ) = 4,38; F0(,105, 20 ) = 4,35; F0(,105, 21) = 4,32; F0(,105, 22 ) = 4,3; F0(,205,18) = 3,55; F0(,205,19 ) = 3,52; F0(,205, 20 ) = 3,49; F0(,205, 21) = 3,47
F0(,305,18) = 3,16; F0(,305,19 ) = 3,12; F0(,305, 20 ) = 3,1; F0(,305, 21) = 3,07; F0(,405,18 ) = 2,93; F0(,405,19 ) = 2,9; F0(,405, 20 ) = 2,87; F0(,405, 21) = 2,84
20 )
20 )
21)
21)
22 )
22 )
02,(051) = 3,841; 02,(052) = 5,99; 02,(025
= 43,17; 02,(925
= 9,59; 02,(025
= 35,48; 02,(975
= 10,28; 02,(025
= 36,78; 02,(975
= 10,98
= 0,05, n = 24, k ' = 1 : d L = 1,273, d U = 1,446; k ' = 2 : d L = 1,188, d U = 1,546; k ' = 3 : d L = 1,101, d U = 1,656
Trng b mn
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t
I. L thuyt
Phng ti chnh ca mt doanh nghip c cc s liu t qu 1 nm 1994 n qu 4 nm 2005:
Q: tng sn lng doanh nghip K: tng ngun vn
L: tng lao ng s dng
TR: tng doanh thu
PR: tng li nhun trc thu
T: lng thu phi ng
W: lng/1lao ng
AD: chi ph cho qung co tip th
1. C kin cho rng lng ca lao ng ph thuc vo sn lng ca doanh nghip, doanh thu, v lng
thu phi ng; khi lng s tng khi sn lng tng, nhng s gim khi lng thu tng. Hy xy dng
v phn tch m hnh kinh t lng tng ng kim tra kin trn.
2. Nu cho rng m hnh cu (1) l cha y v cn thm cc bin AD, PR vo m hnh . Hy nu
cch kim tra xem vic a thm hai bin vo m hnh c cn thit hay khng.
3. Nu m hnh trong cu (1) c hin tng t tng quan bc 1, hy vit phng trnh sai phn tng qut
khc phc hin tng .
II. Bi tp
Cho kt qu hi quy vi GOLD l gi vng, JPY l gi ng Yn Nht, USD l gi ng la M, EUR l
gi ng Euro. Ly = 5 %. Cho kt qu hi quy m hnh [1] nh sau:
Dependent Variable: GOLD
Sample: 1 24
Included observations: 24
Variable
C
JPY
EUR
USD
R-squared
Sum squared resid
Durbin-Watson stat
Coefficient
0.9219
1.5967
161.5894
0.8735
Std. Error
t-Statistic
1.4674
-1.3559
0.18122
-1.0783
0.10072
0.23458
6.8068
F-statistic (3,20)
Prob(F-statistic)
Mean dependent var
Prob.
0.192
0.252
0.000
35.5080
0.000
4.5476
Cho cc gi tr ti hn:
)
( 20 )
( 21)
( 22 )
(19 )
( 20 )
( 21)
( 22 )
t 0(19
, 05 = 1,729; t 0, 05 = 1,725; t 0, 05 = 1,721; t 0, 05 = 1,717; t 0, 025 = 2,096; t 0 , 025 = 2,086; t 0, 025 = 2,080; t 0 , 025 = 2,074
,19 )
, 20 )
, 21)
, 22 )
F0(,105
= 4,38; F0(,105
= 4,35; F0(,105
= 4,32; F0(,105
= 4,3; F0(,205,18) = 3,55; F0(,205,19) = 3,52; F0(,205, 20) = 3,49; F0(,205,21) = 3,47
F0(,305,18) = 3,16; F0(,305,19 ) = 3,12; F0(,305, 20) = 3,1; F0(,305, 21) = 3,07; F0(,405,18) = 2,93; F0(,405,19 ) = 2,9; F0(,405, 20 ) = 2,87; F0(,405, 21) = 2,84
1)
20 )
20 )
21)
21)
22 )
22 )
02,(05
= 3,841; 02,(052) = 5,99; 02,(025
= 43,17; 02,(925
= 9,59; 02,(025
= 35,48; 02,(975
= 10,28; 02,(025
= 36,78; 02,(975
= 10,98
= 0,05, n = 24, k ' = 1 : d L = 1,273, d U = 1,446; k ' = 2 : d L = 1,188, d U = 1,546; k ' = 3 : d L = 1,101, d U = 1,656
Trng b mn
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t
I. L thuyt
Mt n v nghin cu c s liu t qu 1 nm 1982 n qu 4 nm 2005 v mt s bin kinh t:
GDP: tng sn phm quc ni; EX: tng gi tr xut khu EXC: t gi hi oi (ng VN so vi USD)
UE: t l tht nghip
INF: lm pht
R: li sut ngn hng
1. C kin cho rng tng trng kinh t (tng trng ca GDP) ph thuc vo tng gi tr xut khu, t gi
hi oi; v nhn nh rng khi thc y tng trng xut khu th kinh t cng tng trng. Hy xy dng
v nu cch phn tch m hnh kinh t lng tng ng nhn nh kin trn.
2. C kin cho rng t gi hi oi tc ng n mc xut khu, do m hnh xy dng cu (1), c hin
tng a cng tuyn. Hy trnh by phng php kim tra kin trn.
3. C kin cho rng tng sn phm quc ni trong qu khng ch b tc ng bi lng xut khu trong qu
m cn b tc ng bi lng xut khu ca qu trc vi mc mnh hn. Hy iu chnh m
hnh trong cu (1) v nu cch kim tra kin .
II. Bi tp
Cho kt qu hi quy sau mt a phng, vi M l lng lao ng hot ng trong lnh vc sn xut vt
cht (nghn ngi), W l mc lng bnh qun trong lnh vc sn xut vt cht, S l lng bnh qun trong
cc lnh vc dch v, LM, LW, LS l logarit c s e ca cc bin tng ng. Ly = 5 %
Dependent Variable: LM
Sample: 1982 2005
Included observations: 24
Variable
C
LW
LS
R-squared
Sum squared resid
Durbin-Watson stat
Coefficient
1,5076
1.0810
-0.62654
Std. Error
t-Statistic
Prob.
0.193800
7.7791
0.000
0.058441
18.4980
0.000
0.052753
Mean dependent var
14.5476
F-statistic
1654.2
Prob(F-statistic)
0.000
161.5894
)
( 20 )
( 21)
( 22 )
(19 )
( 20 )
( 21)
( 22 )
t 0(19
, 05 = 1,729; t 0, 05 = 1,725; t 0, 05 = 1,721; t 0, 05 = 1,717; t 0, 025 = 2,096; t 0 , 025 = 2,086; t 0, 025 = 2,080; t 0 , 025 = 2,074
,19 )
, 20 )
, 21)
, 22 )
F0(,105
= 4,38; F0(,105
= 4,35; F0(,105
= 4,32; F0(,105
= 4,3; F0(,205,18) = 3,55; F0(,205,19) = 3,52; F0(,205, 20) = 3,49; F0(,205,21) = 3,47
F0(,305,18) = 3,16; F0(,305,19 ) = 3,12; F0(,305, 20) = 3,1; F0(,305, 21) = 3,07; F0(,405,18) = 2,93; F0(,405,19 ) = 2,9; F0(,405, 20 ) = 2,87; F0(,405, 21) = 2,84
1)
20 )
20 )
21)
21)
22 )
22 )
02,(05
= 3,841; 02,(052) = 5,99; 02,(025
= 43,17; 02,(925
= 9,59; 02,(025
= 35,48; 02,(975
= 10,28; 02,(025
= 36,78; 02,(975
= 10,98
= 0,05, n = 24, k ' = 1 : d L = 1,273, d U = 1,446; k ' = 2 : d L = 1,188, d U = 1,546; k ' = 3 : d L = 1,101, d U = 1,656
Trng b mn
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t
I. L thuyt
C s liu t qu 1 nm 1993 n qu 4 nm 2005 v mt s bin kinh t sau:
GDP: tng sn phm quc ni
SL: tng lao ng trong cc ngnh dch v
SW: lng bnh qun trong cc ngnh dch v
IW: lng bnh qun trong cc ngnh sn xut
1. Ngi ta nhn thy lng bnh qun trong cc ngnh dch v ph thuc vo tng s lao ng, tng sn
phm quc ni v lng trong ngnh sn xut theo dng hm m, v h s co dn ca lng ngnh dch
v theo tng sn phm quc ni bng 1,5. Hy xy dng m hnh kinh t lng v nu cch phn tch
nhn nh trn.
2. Da vo m hnh xy dng cu (1), nu mun c tnh mc thay i (tnh theo %) ca lng trong
ngnh dch v khi tng sn phm quc ni v s lao ng trong ngnh dch v cng tng 2% th cn c
nhng thng tin g, cng thc tnh th no?
3. C kin cho rng mc lng trong ngnh dch v cn ph thuc vo lng trung bnh ca qu trc.
Hy nu cch xy dng m hnh phn tch kin .
II. Bi tp
Cho kt qu hi quy vi E l chi tiu cho mt loi hng ho, INCOM l thu nhp, LE, LINCOM l logarit
c s e ca cc bin tng ng. Ly = 5 %
Dependent Variable: LE
Sample: 1 24
Included observations: 24
Variable
C
LINCOME
R-squared
Adjusted R-squared
Sum squared resid
Coefficient
0.41703
0.85082
0.81354
0.80910
Prob.
0.031518
1.2112
1.
2.
3.
4.
Cho cc gi tr ti hn:
)
( 20 )
( 21)
( 22 )
(19 )
( 20 )
( 21)
( 22 )
t 0(19
, 05 = 1,729; t 0, 05 = 1,725; t 0, 05 = 1,721; t 0, 05 = 1,717; t 0, 025 = 2,096; t 0 , 025 = 2,086; t 0, 025 = 2,080; t 0 , 025 = 2,074
,19 )
, 20 )
, 21)
, 22 )
F0(,105
= 4,38; F0(,105
= 4,35; F0(,105
= 4,32; F0(,105
= 4,3; F0(,205,18) = 3,55; F0(,205,19) = 3,52; F0(,205, 20) = 3,49; F0(,205,21) = 3,47
F0(,305,18 ) = 3,16; F0(,305,19 ) = 3,12; F0(,305, 20 ) = 3,1; F0(,305, 21) = 3,07; F0(,405,18) = 2,93; F0(,405,19 ) = 2,9; F0(,405, 20 ) = 2,87; F0(,405, 21) = 2,84
1)
20 )
20 )
21)
21)
22 )
22 )
02,(05
= 3,841; 02,(052) = 5,99; 02,(025
= 43,17; 02,(925
= 9,59; 02,(025
= 35,48; 02,(975
= 10,28; 02,(025
= 36,78; 02,(975
= 10,98
= 0,05, n = 24, k ' = 1 : d L = 1,273, d U = 1,446; k ' = 2 : d L = 1,188, d U = 1,546; k ' = 3 : d L = 1,101, d U = 1,656
Trng b mn
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t
I. L thuyt
Coefficient
0.32332
0.32206
27.8579
0.71704
1.5261
Prob.
0.018
0.693
25.0732
0.000
15.6116
Cho cc gi tr ti hn:
)
( 20 )
( 21)
( 22 )
(19 )
( 20 )
( 21)
( 22 )
t 0(19
, 05 = 1,729; t 0, 05 = 1,725; t 0, 05 = 1,721; t 0, 05 = 1,717; t 0, 025 = 2,096; t 0 , 025 = 2,086; t 0, 025 = 2,080; t 0 , 025 = 2,074
,19 )
, 20 )
, 21)
, 22 )
F0(,105
= 4,38; F0(,105
= 4,35; F0(,105
= 4,32; F0(,105
= 4,3; F0(,205,18) = 3,55; F0(,205,19) = 3,52; F0(,205, 20) = 3,49; F0(,205,21) = 3,47
F0(,305,18 ) = 3,16; F0(,305,19 ) = 3,12; F0(,305, 20 ) = 3,1; F0(,305, 21) = 3,07; F0(,405,18) = 2,93; F0(,405,19 ) = 2,9; F0(,405, 20 ) = 2,87; F0(,405, 21) = 2,84
1)
20 )
20 )
21)
21)
22 )
22 )
02,(05
= 3,841; 02,(052) = 5,99; 02,(025
= 43,17; 02,(925
= 9,59; 02,(025
= 35,48; 02,(975
= 10,28; 02,(025
= 36,78; 02,(975
= 10,98
= 0,05, n = 24, k ' = 1 : d L = 1,273, d U = 1,446; k ' = 2 : d L = 1,188, d U = 1,546; k ' = 3 : d L = 1,101, d U = 1,656
Trng b mn
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t
I. L thuyt
Mt n v nghin cu c s liu t qu 1 nm 1982 n qu 4 nm 2005 v mt s bin kinh t:
GDP: tng sn phm quc ni (t USD) IM: tng gi tr nhp khu (t USD)
UE: t l tht nghip
EXC: t gi hi oi (VND/USD)
INF: lm pht (%)
R: li sut ngn hng
1. C kin cho rng t l lm pht ph thuc vo tng trng kinh t, li sut ngn hng v t gi hi
oi, v khi kinh t tng trng 1 t USD th lm pht tng hn 0,2%. Hy xy dng m hnh kinh t
lng v nu chi tit cch phn tch nhn nh trn.
2. Theo l thuyt kinh t thng thng, gia t gi hi oi v li sut ngn hng c quan h cht ch vi
nhau. Nu th m hnh (1) s c hu qu g? Nu cch kim tra kin .
3. C kin cho rng t l lm pht vo qu 4 thng cao hn cc qu khc 0,7%. Hy xy dng m hnh
v nu chi tit cch phn tch kin .
II. Bi tp
Cho kt qu hi quy vi: G lng chi tiu hng may mc trong mt qu; P: Gi hng may mc; Y: thu nhp
ca ngi dn. D nhn gi tr bng 1 vi quan st vo qu 4, v D=0 ng vi cc qu khc. Ly = 0,05 .
Dependent Variable: G
Sample: 1 24
Included observations: 24
Variable
Y
P
D
C
R-squared
Adjusted R-squared
Durbin-Watson stat
1.
2.
3.
4.
Coefficient
0.20272
-1.21933
24.339
85.8813
0.76428
0.72892
1.8264
2 (1) = 6,4316 v F(1,22) = 4,5211. Cc gi tr ny c tnh nh th no? Phng sai yu t ngu nhin c
thay i khng? Nu c hy nu mt cch khc phc hin tng
Cho cc gi tr ti hn:
)
( 20 )
( 21)
( 22 )
(19 )
( 20 )
( 21)
( 22 )
t 0(19
, 05 = 1,729; t 0, 05 = 1,725; t 0, 05 = 1,721; t 0, 05 = 1,717; t 0, 025 = 2,096; t 0 , 025 = 2,086; t 0, 025 = 2,080; t 0 , 025 = 2,074
,19 )
, 20 )
, 21)
, 22 )
F0(,105
= 4,38; F0(,105
= 4,35; F0(,105
= 4,32; F0(,105
= 4,3; F0(,205,18) = 3,55; F0(,205,19) = 3,52; F0(,205, 20) = 3,49; F0(,205,21) = 3,47
F0(,305,18) = 3,16; F0(,305,19 ) = 3,12; F0(,305, 20) = 3,1; F0(,305, 21) = 3,07; F0(,405,18) = 2,93; F0(,405,19 ) = 2,9; F0(,405, 20 ) = 2,87; F0(,405, 21) = 2,84
1)
20 )
20 )
21)
21)
22 )
22 )
02,(05
= 3,841; 02,(052) = 5,99; 02,(025
= 43,17; 02,(925
= 9,59; 02,(025
= 35,48; 02,(975
= 10,28; 02,(025
= 36,78; 02,(975
= 10,98
= 0,05, n = 24, k ' = 1 : d L = 1,273, d U = 1,446; k ' = 2 : d L = 1,188, d U = 1,546; k ' = 3 : d L = 1,101, d U = 1,656
Trng b mn
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t
I. Mt n v nghin cu nhu cu hng may mc ca h gia nh trong khong thi gian 1980 n 2005
cung cp s liu v mt s bin sau:
D: lng cu v hng may mc ca h gia nh trong nm; CT: chi tiu ca h gia nh trong nm; P1:
gi hng may mc; P2: gi ca lng thc phm; Y: thu nhp ca h gia nh trong nm; D(-1): lng
cu hng may mc ca h gia nh nm trc
1. C kin cho rng lng cu v hng may mc ca h gia nh trong nm ph thuc vo gi hng may
mc, lng cu hng may mc ca h gia nh nm trc v thu nhp ca h gia nh. Hy xut m hnh
v nu cch phn tch kin rng khi thu nhp ca gia nh tng th lng cu v may mc cng tng.
2. Cho rng m hnh xy dng trn c hin tng t tng quan do s liu nm nay ph thuc vo c s liu
ca nm trc. Hy nu mt cch pht hin t tng quan bc 1 trong m hnh trn.
3. C kin cho rng kch cu may mc trong nm nay cc nh sn xut hng may mc nn c chnh sch
h gi khuyn mi. Theo anh ch cn c vo yu t no trong m hnh cc nh sn xut c chnh sch
trn.
II. Cho kt qu hi quy sau vi S l din tch trng ma, PM l li nhun trung bnh cho mt n v din tch
trng ma, PK l li nhun khi trng cy khc, LnS, LnPM v LnPK l logarit c s t nhin ca cc bin
tng ng. Cho mc ngha 5%.
Dependent Variable: LnS
Included observations: 17
Variable
Coefficient
C
1.5076
LnPM
1.0810
LnPK
-0.6265
R-squared
0.90778
Adjusted R-squared
0.89461
S.E. of regression
0.02914
Durbin-Watson stat
1.6635
Std. Error
t-Statistic
Prob.
0.1938
0.0584
0.0527
Mean dependent var
7.4828
S.D. dependent var
0.089767
F-statistic
Sum squared resid
0.01189
( )
( )
( )
Thu c R2 = 0.9201, trong LnS l gi tr c lng ca LnS. Cho bit m hnh trn dng lm g v
cho kt lun nh th no i vi m hnh ban u?
Trng b mn
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t
Std. Error
t-Statistic
Prob.
0.1938
0.0584
0.0527
Mean dependent var
7.4828
S.D. dependent var
0.089767
F-statistic (3,21)
Sum squared resid
0.01189
0.03
0.0375 0.05
Trng b mn
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t
Std. Error
t-Statistic
169.9814
0.0667
0.3428
Mean dependent var
S.D. dependent var
F-statistic
Sum squared resid
Prob.
745.75
72.1916
19378.4
7. Gi thit rng lng c ph xut khu cn ph thuc vo tnh hnh c ph Mexico c ma hay mt
ma. xut m hnh v nu cch nh gi nhn xt trn?
Cho cc gi tr ti hn:
t 017.025 = 2.11
F0.05 (2, 17) = 3.59
t
17
0.05
= 1.74
t
= 2.131
18
t 0.025 = 2.101
15
0.025
Trng b mn
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t
Std. Error
t-Statistic
20.9761
0.2719
0.4876
Mean dependent var
S.D. dependent var
F-statistic (3,21)
Sum squared resid
Prob.
574.8
29.9273
11599.1
Cho cc gi tr ti hn:
t 017.025 = 2.11
F0.05 (2, 17) = 3.59
17
t 0.05 = 1.74
F0.05 (1, 18) = 4.41
15
t 0.025 = 2.131
F0.05 (3, 17) = 3.32
t 018.025 = 2.101
02.05 (1) = 3.84
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t
Trng b mn
Std. Error
t-Statistic
50.102
0.0667
0.3428
Mean dependent var
S.D. dependent var
F-statistic
Sum squared resid
Prob.
745.75
72.1916
19378.4
0.0044 0.2
cov( ) = 0.8
0.5
0.2 0.1175
Trng b mn
Cho cc gi tr ti hn:
t 017.025 = 2.11
t
17
0.05
= 1.74
t
= 2.131
18
t 0.025 = 2.101
15
0.025
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t
I. Mt n v nghin cu nhu cu hng may mc ca h gia nh trong khong thi gian 1980 n 2005
cung cp s liu v mt s bin sau:
D: lng cu v hng may mc ca h gia nh trong nm; CT: chi tiu ca h gia nh trong nm
P1: gi hng may mc; P2: gi ca lng thc phm; Y: thu nhp ca h gia nh trong nm
D(-1): lng cu hng may mc ca h gia nh nm trc
1. C kin cho rng lng cu v hng may mc ca h gia nh trong nm ph thuc vo gi hng may
mc, lng cu hng may mc ca h gia nh nm trc v thu nhp ca h gia nh. Hy xut m hnh
v nu cch phn tch kin trn.
2. C kin cho rng t 1990 do chnh sch m ca, hng may mc c nhp khu nhiu nn tc ng ca
gi vi nhu cu may mc thay i so vi trc. Hy xut ci tin m hnh c cch phn tch tnh hung
trn.
3. C th dng kim nh Durbin Watson pht hin t tng quan bc 1 ca m
hnh trn khng? Ti sao? Nu khng hy xut mt cch khc pht hin.
II. Cho kt qu hi quy sau, trong DT l doanh thu (triu ng), CP l chi ph cho ca hng (triu ng), P
l gi bn trung bnh cc mt hng (nghn ng) ca ca hng may mc, T l bin xu th thi gian nhn cc
gi tr ln lt theo cc thng t thng 1 nm 1996 n thng 11 nm 1997. Cho = 5%.
Dependent Variable: DT
Included observations: 23
Variable
Coefficient
C
-5.8958
CP
1.3359
P
-0.4822
R-squared
Adjusted R-squared
0.88742
S.E. of regression
23.575
Durbin-Watson stat
1.9713
Std. Error
3.6025
0.0374
t-Statistic
Prob.
-3.5622
Mean dependent var
145
S.D. dependent var
70.2605
F-statistic
Sum squared resid
11115.61
1. Vit hm hi quy mu v d bo gi tr c lng im ca doanh thu thng 12/1997 khi chi ph l 70 triu
v gi trung bnh l 80 nghn ng?
2. Khi gi tng ln 1 nghn th doanh thu gim trong khong no?
3. Khi tng chi ph ng thi gim gi cng 1 n v th doanh thu c tng khng? Nu cch kim tra.
4. Tnh R2 bng hai cch v cho bit ngha ca kt qu nhn c?
5. B bt bin gi v hi quy m hnh sau vi cng s liu trn:
DT= -9.43 + 1.532 CP + e
RSS = 20103.5
a. Cho bit c nn b bin gi ra khi m hnh ban u hay khng?
b. Vi kt qu c lng ny hy d bo doanh thu trung bnh khi chi ph l 100 triu ng?
6. K hiu e l phn d thu c t c lng m hnh ban u, hi qui m hnh sau:
e 2 = 1 + 2 CP + 3 P + 4 CP 2 + 5 P 2 + v (*)
thu c R2= 0.2547
Hy cho bit m hnh (*) dng lm g v kt lun th no v khuyt
Trng b mn
tt ca m hnh ban u?
Cho cc gi tr ti hn:
t 017.025 = 2.11
t
17
0.05
= 1.74
t
= 2.131
18
t 0.025 = 2.101
15
0.025
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t
Std. Error
t-Statistic
20.9761
0.2719
0.4876
Mean dependent var
S.D. dependent var
F-statistic (3,21)
Sum squared resid
Prob.
574.8
29.9273
11599.1
Trng b mn
t 017.025 = 2.11
t
17
0.05
18
0.025
= 1.74
= 2.101
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t
Std. Error
t-Statistic
Prob.
40.7170
0.6029
0.0613
0.2729
Mean dependent var
112.3438
S.D. dependent var
13.14489
F-statistic (3,21)
Sum squared resid
410.4893
Cho
0.025 0.065
180
Cho cc gi tr ti hn:
t 013.025 = 2.16
F0.05 (1, 15) = 4.54
t 013.05 = 1.71
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t
Trng b mn
02.05 (1) = 3.84
THI MN KINH T LNG
Thi gian lm bi: 90 pht
S 9
Coefficient
Std. Error
t-Statistic
13.1830
3.5116
0.1185
0.0265
-0.1229
0.0381
0.97403 Mean dependent var
0.97032 S.D. dependent var
0.06687 F-statistic
Sum squared resid
Prob.
10.04
0.3882
0.0626
Cho cc gi tr ti hn:
t 014.025 = 2.145
F0.05 (4, 12) = 3.26
t 014.05 = 1.761
t 015.025 = 2.131
Trng b mn
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t
Coefficient
13.1830
0.1185
-0.1229
Std. Error
t-Statistic
3.5116
0.0265
0.0381
Mean dependent var
0.97032 S.D. dependent var
0.06687 F-statistic
Sum squared resid
Prob.
10.04
0.3882
0.0626
Trng b mn