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VIN I HC M H NI
KHOA TI CHNH NGN HNG
BI TP NHM
1. T Anh Cng
2. Nguyn Thu Diu
3. o Phng Hin
4. Trn Thu Hin
5. Nguyn Hng Khnh
6. Phm Ngc Ln
7. Mo Th Linh
8. Trn Th Trang Minh
9. Lng Th Hng Nga
10.Bi Th Minh Trang
11.Mai Th Yn
12.V Th Hi Yn
Cu 2:
a.
Pt hi quy tng th
Yi =38.28356+ 0.005142X 2 - 0.638423X 3 + 0.2311X 4 - 0.093X 5 - 0.053X 6 +e i
Mi quan h k vng:
)
+) 2 = 0.05142 cho bit khi cc yu t khc khng i, thu nhp kh dng tng 1
USD th lng g tiu th bnh qun u ngi tng 0.005142 pound
)
+) 3 = -0.638423 cho bit khi cc yu t khc khng i, gi bn l tht g tng 1
cent/pound th lng g tiu th bnh qun u ngi gim 0.638423 pound
)
+) 4 = 0.2311 cho bit khi cc yu t khc khng i, gi bn l tht b tng 1
cent/pound th lng g tiu th bnh qun u ngi tng 0.2311 pound
)
+) 5 = -0.093 cho bit khi cc yu t khc khng i, gi bn l tht heo tng 1
cent/pound th lng g tiu th bnh qun u ngi gim 0.093 pound
)
+) 6 = -0.053 cho bit khi cc yu t khc khng i, gi bn l bnh qun c trng
s ca tht b v tht heo tng 1 USD th lng g tiu th bnh qun u ngi
gim 0.053 cent/pound
b. c lng m hnh hi quy a bin bng eviews cho ta kt qu sau:
Dependent Variable: Y
Method: Least Squares
Date: 03/23/12 Time: 03:38
Sample: 1 23
Included observations: 23
Variable
t-Statistic
Prob.
X6
X5
X4
X3
X2
C
-0.052961
0.092654
0.231171
-0.638423
0.005142
38.28356
-0.569545
1.404271
2.664462
-3.695615
1.029874
9.082549
0.5764
0.1782
0.0163
0.0018
0.3175
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.943656
0.927084
1.990919
67.38392
-44.99708
56.94314
0.000000
0.092988
0.065980
0.086761
0.172752
0.004993
4.215068
39.66957
7.372950
4.434528
4.730744
4.509026
1.081588
( i= 2, 6 )
H1 : i 0
3
Bng kim nh
Mt khc c:
0.05
t 2 = t 17 = 1.740
nk
Kim nh ln lt :
*)
)
2
) = 1.0298 < 1.740
T2 =
Se( 2 )
Chp nhn H 0 . X 2 khng nh hng n Y
*)
)
3
) = -3.6956 < 1.740
T3 =
Se( 3 )
Chp nhn H 0 . X 3 khng nh hng n Y
*)
)
4
) = 2.6636 > 1.740
T4 =
Se( 4 )
Bc b H 0 . X 4 c nh hng n Y
*)
)
5
) = 1.404 < 1.704
T5 =
Se( 5 )
Chp nhn H 0 . X 5 khng nh hng n Y
*)
)
6
) = -0.56954 < 1.704
T6=
Se( 6 )
Chp nhn H 0 . X 6 khng nh hng n Y
Vy kt lun rng cc bin X 2 , X 3 , X 5 , X 6 khng nh hng n Y hay cc
bin thu nhp kh dng bnh qun u ngi, gi bn l tht g, gi bn l tht heo, gi
bn l bnh qun c trng s ca tht b v tht heo khng nh hng n bin ph
thuc lng tht g tiu th bnh qun u ngi.
Cu 3 :
Phng trnh hm cu c dng : Q = a + bP + cM + dPR
Parameter
estimate
63.38
-6.5
0.13926
-10.77
Standard
Error
12.65
3.15
0.0131
2.45
(n = 24)
T - Ratio
P Value
Variable
Incecept
5.41
0.0001
P
-2.06
0.0492
M
10.63
0.0001
PR
-4.4
0.0002
a. b = -6.5 < 0
Ging nh d on v mt l thuyt. V tun theo lut cu P t l nghch vi Q
0.05
t (24-3 ; 2
t(n-k, ) =
xt a = 63.38
bc b Ho : = 0
a = 68.38 c mc ngha thng k =0.05
Xt b = -6.5
a = 10.77
P- value =0.0984 > = 0.05 cha c c s kt lun.
Kim nh T-ratio
Tqsdt =1.69
Cu 5:
Qt = 51,234 + 3,127t 11,716D1 1,424D2 17,367D3
a, Qu I : D1 = 1
D2 = D3 = 0
Qt = 39,518 + 3,127t
h s gc ca qu I l 39,518
Qu II : D2 = 1
D1 = D3 = 0
Qt = 49,81 + 3,2127t
h s gc ca qu II l 49,81
Qu III : D3 = 1
D1 = D2 = 0
Qt = 33,867 + 3,2127t
h s gc ca qu III l 33,867
b, Sn lng cho qu IV l Qt = 51,234 + 3,127t
t = 36
Qt = 163,806
Cu 6 :
a. Phn tch ngha thng k ca cc gi tr c lng tham s a , b , c , d s
dng cc gi tr ca p
P- value ca a = 0.0716 > = 0.05
a khng c ngha thng k
P Value ca b = 0.0093 > = 0.05
b khng c ngha thng k
P Value ca c = 0.0009 > = 0.05
c khng c mc ngha thng k
P value ca d = 0.0060 > = 0.05
m
= b = -37260.6
E =
Q
dP
dP
P
E = -37260.6
Q
Gi tr c lng c ca cc co gin theo thu nhp ( E M)
dQ
dQ
PM
m
= c = 1.49
E M = dP
dPM
Q
M
PM
E M = 1.49
Q
Gi tr c lng c ca cc co gin theo gi cho ( E XR)
dQ
dQ
PXR
m
= d = -1056
E xR = dP
dPXR
Q
XR
PXR
E XR = -1056
Q
d.Lng cu v hp bng tennis nu gi ca bng tennis gim 15%
ln Q = b 85% = -37260.6 0.85 = -31671.51
Q = e-31671.51 = 0
e. Lng cu v hp bng tennis nu thu nhp bnh qun mt h gia nh ngi tiu
dng tng ln 20%
ln Q = c 120% = 1.49 1.02 = 1.5198
Q = e1.5198 =
f. Lng cu v hp bng tennis nu gi vt tennis trung bnh tng ln 25%
ln Q = d 125% = -1056 1.25 = -1082.4
Q = e-1082.4 = 0
Cu 7 :
Hm cu v ng c dng lnQc = lna + blnc + clnM +dlnPA
lnQc = 9.49265 0.88307 lnc + 2.69818 lnM + 0.83 lnPA
a.
S dng cc gi tr ca p, tho lun v ngha thng k ca cc c lng tham
s a , b , c , d
- Ta c : P( a ) = 0.0001< = 0.05
c lng tham s a c ngha thng k vi mc ngha
- P ( b ) = 0.1327 >
Theo gi ( E ) : E =
= b = 0.88
dPc Q'c
dQ' c M '
dQ' c P ' A
Cu 8
Qt = a1 + bt + c1 D1 + c2 D2 + c3 D3
a. Theo kt qu trn
Ta c
nh hng n sn lng giy bn
c2 = 6250 > 0, t2 = 2,82 > 0, p value = 0, 0098 < = 0, 05
nh hng n snr lng giy bn
c3 = 7010 > 0, t3 = 4, 44 > 0, p value = 0, 0002 < = 0, 05
nh hng n sn lng giy bn
Mt khc
c1 <c2<c3
t1 <t2<t3
1nu t l qu II
b. D2 =
0nu trong cc qu khc
1nu t l qu III
D3 =
0nu trong cc qu khc
Q ti qu IV l :
E(Q / D1 = 0, D2 = 0, D3 = 0 ) = a +bt hay = 184500 + 2100t
Q ti qu I l :
E (Q / D1 = 1, D2 = 0, D3 = 0) = a +bt + c 1 hay = 184500 + 2100t +3280
Q ti qu II l :
E (Q / D1 = 0, D2 = 1, D3 = 0) = a + bt + c2 hay = 184500 + 2100t + 6250
Q ti qu III l :
E (Q / D1 = 0, D2 = 0, D3 = 1) = a + bt + c3 hay = 184500 + 2100t + 7010
c. D on c lng giy ca RUBAX nm 2005
E (Q / D1 = 0, D2 = 0, D3 = 1, t = 31) = a + bt + c3 hay = 184500+2100.31+7010
= 256610
D on c lng giy ca RUBAX nm 2006
E (Q / D1 = 0, D2 = 1, D3 = 0, t = 34) = a + bt + c2 hay = 184500 +2100.34+ 6250
= 262150
Cu 9:
a, Hm hi quy tng th :
a) QAi = 1 + 2 Ci + ui
Hm hi quy mu:
= 1814.139 - 51.7514Ci
Gii thch:
+) 1 = 1814.139 > 0 Nu ti mc gi = 0 th sn phm bn c 1 lng c nh
l 1814.139 ( nghn lt)
+) 2 = - 51.7514 < 0 Khi gim gi bn 1000 th lng bn gim 51.7514 nghn
lt
b, c lng im trung bnh khi gi bn l 20.000 ng/lt l:
a) c lng im lng bn trung bnh khi ga bn l 20 nghn/lt l:
QA=1814,1-51,75*20=779,1( nghn lt)
c,Lng bn c thc s ph thuc vo gi bn :
Gi s H 0 lng bn khng ph thuc vo gi bn ( 2 = 0 )
H 1 lng bn ph thuc vo gi bn ( 2 0 )
t qs =
t
nk
2
^
se( 2 )
51,75
= 5,26
9,84
= t 022,025 = 2,074
22
M t qs > t 0, 025
Bc b gi thit H 0
Gim gi bn th lm tng lng bn
e, Gi gim 1000 th lng bn thay i trong khong:
^
( 2 ; 2 + )
2 (51,75 20,4;51,75 + 20,4)
2 (72,15;31,35)
Vy nu gi gim 1000 th lng bn thay i trong khong t 31,35 n 72,15
=> Q (31,35;72,15) (nghn lt)
f, Gi tng 1000 th lng bn thay i trong khong:
Q (72,15;31,75) ( nghn lt)
g, Kim nh gi thit
H 0 : 2 50
H 1 : 2 < 50
Ta c
10
t qs =
2 2
^
se( 2 )
51,75 50
= 10,34
9,84
tn k = t 022, 05 = 1,717
n k
Do t qs < t => Bc b H 0 , chp nhn H 1
Vy khi gi tng 1000 th lng bn khng gim nhiu hn 50000 lt
h, Tnh TSS, ESS
ESS TSS RSS
r2 =
=
Ta c
TSS
TSS
RSS
873438,5
=
= 1272491,99
=> TSS =
2
1 r
1 (0,56) 2
M ESS=TSS-RSS=399053,5
i,
Ta c r 2 = 0,56 gi bn gii thch xp x 56% s bin thin ca lng bn
j, c lng im v khong cho phng sai sai s ngu nhin
2
2
Ta c var(u i ) = = 199,25 39700,6
c lng khong cho phng sai sai s ngu nhin:
RSS
RSS
2 2
2
( nk )
1 ( n k )
2
873438,5
873438,5
2
36,7807
10,9823
23747 ,2 2 79531,5
k, D bo gi tr trung bnh v c bit ca lng bn khi gi bn l 18000 ng/lt
Ta c
^
y = 1 + 2 X
=> X =
y 1
^
923,58 1814,1
= 17,2
51,75
1 (X 0 X )2
1 (18 17,2) 2
2
var(y 0 ) = (1 + + n
) = 199,25 (1 + +
)
n
24
410
2
xi
2
i =1
11
796,7<E(y/ X 0 =18)<968,5
D bo gi tr c bit ca sn lng vi gi P=18000 ng/lt l:
^
882,6-203,5*2,074< y 0 <882,6+203.5*2,074
460,5< y 0 <1304,7
Cu 10:
a,
Xt a = 191.93 c P-Value = 0.0029 < = 0.02
a c ngha thng k vi mc ngha = 2%.
Xt b = -0.0305 c P-Value = 0.0014 < = 0.02
b = -0.0305 c ngha thng k vi mc ngha = 2%
b,
Nhn thy hm bin i bnh qun c dng : AVC = a + bQ + cQ2 la phng trnh bc
2 ng chi ph bin i bnh qun c dng ch U.
c,
Chi ph bin i bnh qun:
AVC = a + bQ + cQ2
thay Q = 7000
AVC = 191.93 0.03057000 + 0.002470002 = 117578.43 ($)
Chi ph bin i:
VC = AVCQ = 117578.437000 = 823049010 ($)Tng chi ph:
C = VC + 180000 = 823049010 + 180000 = 823229010 ($)
Chi ph cn bin:
MC = VC = ( aQ + bQ2 + cQ3 ) = a + 2bQ + 3cQ2
= 191.93 + 2(-0.0305)7000 + 30.002470002
= 191.93 427 + 352800
= 352564.93 ($)
d,
Chi ph bin i bnh qun:
AVC = a + bQ + cQ2
thay Q = 12000
AVC = 191.93 0.030512000 + 0.0024120002 = 345425.93
Chi ph bin i:
VC = AVCQ = 345425.93 12000 = 4145111160
Tng chi ph:
C = 4145111160 + 180000 = 4145291160
Chi ph cn bin:
MC = VC = ( aQ + bQ2 + cQ3 ) = a + 2bQ + 3cQ2
= 191.93 + 2(-0.0305)12000 + 30.0024120002
= 1036259.93
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