KHOA CNG NGH THNG TIN

B MN HTTT KINH T
===========

NGUYN TH THANH HUYN

Th.s NGUYN VN HUN
V XUN NAM

PHN TCH V D BO
KINH T

Thi Nguyn, 2009

Mc lc
Chng 1: TNG QUAN V PHN TCH V D BO KINH T..........................5
1.1. Khi nim.............................................................................................................5
1.2. ngha v vai tr ca phn tch v d bo trong qu trnh ra quyt nh kinh
doanh...........................................................................................................................5
1.2.1. ngha.........................................................................................................5
1.2.2. Vai tr............................................................................................................6
1.3. Cc loi d bo....................................................................................................6
1.3.1. Cn c vo di thi gian d bo:..............................................................6
1.3.2. Da vo cc phng php d bo: ...............................................................7
1.3.3. Cn c vo ni dung (i tng d bo).......................................................7
1.4. Cc phng php d bo.....................................................................................9
1.4.1. Phng php d bo nh tnh......................................................................9
1.4.1.1. Ly kin ca ban iu hnh................................................................9
1.4.1.2. Ly kin ca ngi bn hng.............................................................9
1.4.1.3. Phng php chuyn gia (Delphi).........................................................9
1.4.1.4. Phng php iu tra ngi tiu dng................................................10
1.4.2. Phng php d bo nh lng.................................................................10
1.4.2.1. D bo ngn hn..................................................................................11
1.4.2.2. D bo di hn....................................................................................16
1.5. Quy trnh d bo................................................................................................24
Chng 2: CC PHNG PHP PHN TCH V D BO.................................28
2.1. D bo t cc mc bnh qun.......................................................................28
2.1.1. D bo t s bnh qun trt (di ng).......................................................28
2.1.2. M hnh d bo da vo lng tng (gim) tuyt i bnh qun................29
2.1.3. M hnh d bo da vo tc pht trin bnh qun..................................30
2.2. M hnh d bo theo phng trnh hi quy (d bo da vo xu th)................32
2.2.1. M hnh hi quy theo thi gian ..................................................................33
2.2.2. M hnh hi quy gia cc tiu thc.............................................................36
2.3. D bo da vo hm xu th v bin ng thi v.............................................36
2.3.1. D bo vo m hnh cng...........................................................................37
2.3.2. D bo da vo m hnh nhn....................................................................38
2.4. D bo theo phng php san bng m............................................................42
2.4.1. M hnh n gin ( phng php san bng m n gin)..........................42
2.4.2. M hnh xu th tuyn tnh v khng c bin ng thi v ( M hnh san m
Holt Winters)......................................................................................................46
2.4.3. M hnh xu th tuyn tnh v bin ng thi v.........................................48
2.5. S dng chng trnh SPSS d bo theo cc m hnh.................................51
2.5.1. D on bng hm xu th............................................................................51

2.5.2. D on bng san bng m.........................................................................52

Chng 3: PHNG PHP HI QUY N V HI QUY BI V THNG K
HI QUY.....................................................................................................................53
3.1. Phng php hi quy n .................................................................................53
3.2. Phng php hi quy bi: .................................................................................61
3.3. Phng php thng k hi quy..........................................................................62
Chng 4: PHNG PHP BOX - JENKINS (ARIMA)..........................................68
4.1. Tnh n nh ca mt chui ..............................................................................68
4.2. Hm s t tng quan n v t tng quan ring phn .................................68
4.3. Kim nh nhiu trng.......................................................................................70
4.3.1. Phn tch hm t tng quan ......................................................................70
4.3.2. Tham s thng k ca Box-Pierce v Ljung-box .......................................70
4.4. M hnh AR(P) (Auto Regression) ...................................................................72
4.5. M hnh MA(q) (Moving Average) ..................................................................75
4.6. M hnh ARMA(p,q) ........................................................................................77
4.7. M hnh ARMA m rng: ARIMA, SARIMA ................................................79
4.8. Phng php Box - Jenkins ..............................................................................80
Chng 5: DY S THI GIAN................................................................................91
5.1. Khi nim .........................................................................................................91
5.2. Cc ch tiu phn tch ........................................................................................92
5.2.1. Mc trung bnh theo thi gian................................................................92
5.2.2. Lng tng hoc gim tuyt i..................................................................93
5.2.3. Tc pht trin..........................................................................................94
5.2.3.2. Tc pht trin trung bnh................................................................95
5.2.4. Tc tng hoc gim................................................................................95
5.2.4.1. Tc tng (gim) lin hon (tng k)..............................................95
5.2.4.2. Tc tng gim nh gc.................................................................96
5.2.4.3. Tc tng (gim) trung bnh.............................................................96
5.2.5. Tr tuyt i ca 1% tng (hoc gim).......................................................96
5.3.Cc phng php biu hin xu hng pht trin ca hin tng.......................96
5.3.1. Phng php m rng khong cch thi gian.............................................96
5.3.2. Phng php s trung bnh trt ................................................................97
5.3.3. Phng php hi quy...................................................................................98
5.3.4. Phng php biu hin bin ng thi v.................................................101

Chng 1: TNG QUAN V PHN TCH V D BO KINH T

1.1. Khi nim
D bo hnh thnh t u nhng nm 60 ca th k 20. Khoa hc d bo vi t cch
mt ngnh khoa hc c lp c h thng l lun, phng php lun v phng php h ring
nhm nng cao tnh hiu qu ca d bo. Ngi ta thng nhn mnh rng mt phng php
tip cn hiu qu i vi d bo l phn quan trng trong hoch nh. Khi cc nh qun tr ln
k hoch, trong hin ti h xc nh hng tng lai cho cc hot ng m h s thc hin.
Bc u tin trong hoch nh l d bo hay l c lng nhu cu tng lai cho sn phm
hoc dch v v cc ngun lc cn thit sn xut sn phm hoc dch v .
Nh vy, d bo l mt khoa hc v ngh thut tin on nhng s vic s xy ra trong
tng lai, trn c s phn tch khoa hc v cc d liu thu thp c.
Khi tin hnh d bo ta cn c vo vic thu thp x l s liu trong qu kh v hin ti
xc nh xu hng vn ng ca cc hin tng trong tng lai nh vo mt s m hnh ton
hc.
D bo c th l mt d on ch quan hoc trc gic v tng lai. Nhng cho d
bo c chnh xc hn, ngi ta c loi tr nhng tnh ch quan ca ngi d bo.
Ngy nay, d bo l mt nhu cu khng th thiu c ca mi hot ng kinh t - xc
hi, khoa hc - k thut, c tt c cc ngnh khoa hc quan tm nghin cu.

1.2. ngha v vai tr ca phn tch v d bo trong qu trnh ra quyt nh kinh

doanh
1.2.1. ngha
- Dng d bo cc mc tng lai ca hin tng, qua gip cc nh qun tr
doanh nghip ch ng trong vic ra cc k hoch v cc quyt nh cn thit phc v cho
qu trnh sn xut kinh doanh, u t, qung b, quy m sn xut, knh phn phi sn phm,
ngun cung cp ti chnh v chun b y iu kin c s vt cht, k thut cho s pht
trin trong thi gian ti (k hoch cung cp cc yu t u vo nh: lao ng, nguyn vt liu,
t liu lao ng cng nh cc yu t u ra di dng sn phm vt cht v dch v).
- Trong cc doanh nghip nu cng tc d bo c thc hin mt cch nghim tc
cn to iu kin nng cao kh nng cnh tranh trn th trng.
- D bo chnh xc s gim bt mc ri ro cho doanh nghip ni ring v ton b
nn kinh t ni chung.

- D bo chnh xc l cn c cc nh hoch nh cc chnh sch pht trin kinh t

vn ho x hi trong ton b nn kinh t quc dn
- Nh c d bo cc chnh sch kinh t, cc k hoch v chng trnh pht trin kinh t
c xy dng c c s khoa hc v mang li hiu qu kinh t cao.
- Nh c d bo thng xuyn v kp thi, cc nh qun tr doanh nghip c kh nng
kp thi a ra nhng bin php iu chnh cc hot ng kinh t ca n v mnh nhm thu
c hiu qu sn xut kinh doanh cao nht.
1.2.2. Vai tr
- D bo to ra li th cnh tranh
- Cng tc d bo l mt b phn khng th thiu trong hot ng ca cc doanh
nghip, trong tng phng ban nh: phng Kinh doanh hoc Marketing, phng Sn xut hoc
phng Nhn s, phng K ton ti chnh.

1.3. Cc loi d bo
1.3.1. Cn c vo di thi gian d bo:
D bo c th phn thnh ba loi
- D bo di hn: L nhng d bo c thi gian d bo t 5 nm tr ln. Thng dng
d bo nhng mc tiu, chin lc v kinh t chnh tr, khoa hc k thut trong thi gian di
tm v m.
- D bo trung hn: L nhng d bo c thi gian d bo t 3 n 5 nm. Thng phc v
cho vic xy dng nhng k hoch trung hn v kinh t vn ho x hi tm vi m v v
m.
- D bo ngn hn: L nhng d bo c thi gian d bo di 3 nm, loi d bo ny
thng dng d bo hoc lp cc k hoch kinh t, vn ho, x hi ch yu tm vi m v
v m trong khong thi gian ngn nhm phc v cho cng tc ch o kp thi.
Cch phn loi ny ch mang tnh tng i tu thuc vo tng loi hin tng quy
nh khong cch thi gian cho ph hp vi loi hin tng : v d trong d bo kinh t, d
bo di hn l nhng d bo c tm d bo trn 5 nm, nhng trong d bo thi tit, kh
tng hc ch l mt tun. Thang thi gian i vi d bo kinh t di hn nhiu so vi thang
thi gian d bo thi tit. V vy, thang thi gian c th o bng nhng n v thch hp
( v d: qu, nm i vi d bo kinh t v ngy i vi d bo d bo thi tit).

1.3.2. Da vo cc phng php d bo:

D bo c th chia thnh 3 nhm
- D bo bng phng php chuyn gia: Loi d bo ny c tin hnh trn c s tng
hp, x l kin ca cc chuyn gia thng tho vi hin tng c nghin cu, t c
phng php x l thch hp ra cc d on, cc d on ny c cn nhc v nh gi
ch quan t cc chuyn gia. Phng php ny c u th trong trng hp d on nhng hin
tng hay qu trnh bao qut rng, phc tp, chu s chi phi ca khoa hc - k thut, s thay
i ca mi trng, thi tit, chin tranh trong khong thi gian di. Mt ci tin ca phng
php Delphi l phng php d bo da trn c s s dng mt tp hp nhng nh gi ca
mt nhm chuyn gia. Mi chuyn gia c hi kin v ri d bo ca h c trnh by
di dng thng k tm tt. Vic trnh by nhng kin ny c thc hin mt cch gin
tip ( khng c s tip xc trc tip) trnh nhng s tng tc trong nhm nh qua to
nn nhng sai lch nht nh trong kt qu d bo. Sau ngi ta yu cu cc chuyn gia
duyt xt li nhng d bo ca h trn x s tm tt tt c cc d bo c th c nhng b
sung thm.
- D bo theo phng trnh hi quy: Theo phng php ny, mc cn d bo phi c
xy dng trn c s xy dng m hnh hi quy, m hnh ny c xy dng ph hp vi c
im v xu th pht trin ca hin tng nghin cu. xy dng m hnh hi quy, i hi
phi c ti liu v hin tng cn d bo v cc hin tng c lin quan. Loi d bo ny
thng c s dng d bo trung hn v di hn tm v m.
- D bo da vo dy s thi gian: L da trn c s dy s thi gian phn nh s bin
ng ca hin tng nhng thi gian qua xc nh mc ca hin tng trong tng
lai.
1.3.3. Cn c vo ni dung (i tng d bo)
C th chia d bo thnh: D bo khoa hc, d bo kinh t, d bo x hi, d bo t
nhin, thin vn hc
- D bo khoa hc: L d kin, tin on v nhng s kin, hin tng, trng thi no
c th hay nht nh s xy ra trong tng lai. Theo ngha hp hn, l s nghin cu khoa
hc v nhng trin vng ca mt hin tng no , ch yu l nhng nh gi s lng v
ch ra khong thi gian m trong hin tng c th din ra nhng bin i.
- D bo kinh t: L khoa hc d bo cc hin tng kinh t trong tng lai. D bo kinh
t c coi l giai on trc ca cng tc xy dng chin lc pht trin kinh t - x hi v

d n k hoch di hn; khng t ra nhng nhim v c th, nhng cha ng nhng ni

dung cn thit lm cn c xy dng nhng nhim v . D bo kinh t bao trm s pht
trin kinh t v x hi ca t nc c tnh n s pht trin ca tnh hnh th gii v cc quan
h quc t. Thng c thc hin ch yu theo nhng hng sau: dn s, ngun lao ng,
vic s dng v ti sn xut chng, nng sut lao ng; ti sn xut x hi trc ht l vn sn
xut c nh: s pht trin ca cch mng khoa hc k thut v cng ngh v kh nng ng
dng vo kinh t; mc sng ca nhn dn, s hnh thnh cc nhu cu phi sn xut, ng thi
v c cu tiu dung, thu nhp ca nhn dn; ng thi kinh t quc dn v s chuyn dch c
cu (nhp , t l, hiu qu); s pht trin cc khu vc v ngnh kinh t
(khi lng ng thi, c cu, trnh k thut , b my, cc mi lin h lin ngnh); phn
vng sn xut, khai thc ti nguyn thin nhin v pht trin cc vng kinh t trong nc, cc
mi lin h lin vng; d bo s pht trin kinh t ca th gii kinh t. Cc kt qu d bo
kinh t cho php hiu r c im ca cc iu kin kinh t - x hi t chin lc pht
trin kinh t ng n, xy dng cc chng trnh, k hoch pht trin mt cch ch ng, t
hiu qu cao v vng chc.
- D bo x hi: D bo x hi l khoa hc nghin cu nhng trin vng c th ca mt
hin tng, mt s bin i, mt qa trnh x hi, a ra d bo hay d on v tnh hnh
din bin, pht trin ca mt x hi.
- D bo t nhin, thin vn hc, loi d bo ny thng bao gm:
+ D bo thi tit: Thng bo thi tit d kin trong mt thi gian nht nh trn mt vng
nht nh. Trong d bo thi tit c d bo chung, d bo khu vc, d bo a phng, v.v.
V thi gian, c d bo thi tit ngn (1-3 ngy) v d bo thi tit di (ti mt nm).
+ D bo thu vn: L loi d bo nhm tnh xc nh trc s pht trin cc qa trnh,
hin tng thu vn xy ra cc sng h, da trn cc ti liu lin quan ti kh tng thu
vn. D bo thu vn da trn s hiu bit nhng quy lut pht trin ca cc qu trnh, kh
tng thu vn, d bo s xut hin ca hin tng hay yu t cn quan tm. Cn c thi gian
d kin, d bo thu vn c chia thnh d bo thu vn hn ngn (thi gian khng qu 2
ngy), hn va (t 2 n 10 ngy); d bo thu vn ma (thi gian d bo vi thng); cp bo
thu vn: thng tin khn cp v hin tng thu vn gy nguy him. Theo mc ch d bo,
c cc loi: d bo thu vn phc v thi cng, phc v vn ti, phc v pht in,v.v. Theo
yu t d bo, c: d bo lu lng ln nht, nh nht, d bo l, v.v.
+ D bo a l: L vic nghin cu v hng pht trin ca mi trng a l trong tng
lai, nhm ra trn c s khoa hc nhng gii php s dng hp l v bo v mi trng.

+ D bo ng t: L loi d bo trc a im v thi gian c kh nng xy ra ng t.

ng t khng t nhin xy ra m l mt qu trnh tch lu lu di, c th hin ra trc bng
nhng bin i a cht, nhng hin tng vt l, nhng trng thi sinh hc bt thng ng
vt,v.v. Vic d bo thc hin trn c s nghin cu bn phn vng ng t v nhng du
hiu bo trc. Cho n nay, cha th d bo chnh xc v thi gian ng t s xy ra.

1.4. Cc phng php d bo

1.4.1. Phng php d bo nh tnh
Cc phng php ny da trn c s nhn xt ca nhng nhn t nhn qu, da theo
doanh s ca tng sn phm hay dch v ring bit v da trn nhng kin v cc kh nng
c lin h ca nhng nhn t nhn qu ny trong tng lai. Nhng phng php ny c lin
quan n mc phc tp khc nhau, t nhng kho st kin c tin hnh mt cch khoa
hc nhn bit v cc s kin tng lai. Di y l cc d bo nh tnh thng dng:
1.4.1.1. Ly kin ca ban iu hnh
Phng php ny c s dng rng ri cc doanh nghip. Khi tin hnh d bo, h
ly kin ca cc nh qun tr cp cao, nhng ngi ph trch cc cng vic, cc b phn
quan trng ca doanh nghip, v s dng cc s liu thng k v nhng ch tiu tng hp:
doanh s, chi ph, li nhun...Ngoi ra cn ly thm kin ca cc chuyn gia v marketing,
ti chnh, sn xut, k thut.
Nhc im ln nht ca phng php ny l c tnh ch quan ca cc thnh vin v
kin ca ngi c chc v cao nht thng chi phi kin ca nhng ngi khc.
1.4.1.2. Ly kin ca ngi bn hng
Nhng ngi bn hng tip xc thng xuyn vi khch hng, do h hiu r nhu
cu, th hiu ca ngi tiu dng. H c th d on c lng hng tiu th ti khu vc
mnh ph trch.
Tp hp kin ca nhiu ngi bn hng ti nhiu khu vc khc nhau, ta c c
lng d bo tng hp v nhu cu i vi loi sn phm ang xt.
Nhc im ca phng php ny l ph thuc vo nh gi ch quan ca ngi bn
hng. Mt s c khuynh hng lc quan nh gi cao lng hng bn ra ca mnh. Ngc li,
mt s khc li mun gim xung d t nh mc.
1.4.1.3. Phng php chuyn gia (Delphi).

Phng php ny thu thp kin ca cc chuyn gia trong hoc ngoi doanh nghip
theo nhng mu cu hi c in sn v c thc hin nh sau:
- Mi chuyn gia c pht mt th yu cu tr li mt s cu hi phc v cho vic d
bo.
- Nhn vin d bo tp hp cc cu tr li, sp xp chn lc v tm tt li cc kin
ca cc chuyn gia.
- Da vo bng tm tt ny nhn vin d bo li tip tc nu ra cc cu hi cc
chuyn gia tr li tip.
- Tp hp cc kin mi ca cc chuyn gia. Nu cha tha mn th tip tc qu trnh
nu trn cho n khi t yu cu d bo.
u im ca phng php ny l trnh c cc lin h c nhn vi nhau, khng xy
ra va chm gia cc chuyn gia v h khng b nh hng bi kin ca mt ngi no c
u th trong s ngi c hi kin.
1.4.1.4. Phng php iu tra ngi tiu dng
Phng php ny s thu thp ngun thng tin t i tng ngi tiu dng v nhu cu
hin ti cng nh tng lai. Cuc iu tra nhu cu c thc hin bi nhng nhn vin bn
hng hoc nhn vin nghin cu th trng. H thu thp kin khch hng thng qua phiu
iu tra, phng vn trc tip hay in thoi... Cch tip cn ny khng nhng gip cho doanh
nghip v d bo nhu cu m c trong vic ci tin thit k sn phm. Phng php ny mt
nhiu thi gian, vic chun b phc tp, kh khn v tn km, c th khng chnh xc trong
cc cu tr li ca ngi tiu dng.
1.4.2. Phng php d bo nh lng
M hnh d bo nh lng da trn s liu qu kh, nhng s liu ny gi s c lin
quan n tng lai v c th tm thy c. Tt c cc m hnh d bo theo nh lng c th
s dng thng qua chui thi gian v cc gi tr ny c quan st o lng cc giai on
theo tng chui .
- Tnh chnh xc ca d bo:
Tnh chnh xc ca d bo cp n chnh lch ca d bo vi s liu thc t. Bi
v d bo c hnh thnh trc khi s liu thc t xy ra, v vy tnh chnh xc ca d bo
ch c th nh gi sau khi thi gian qua i. Nu d bo cng gn vi s liu thc t, ta ni
d bo c chnh xc cao v li trong d bo cng thp.

10

Ngi ta thng dng sai lch tuyt i bnh qun (MAD) tnh ton:

MAD =

Tng cc sai s tuyt i ca n

giai on
n giai on

i=1

Nhu cu thc t- nhu cu d

bo

MAD=
n
1.4.2.1. D bo ngn hn
D bo ngn hn c lng tng lai trong thi gian ngn, c th t vi ngy n vi
thng. D bo ngn hn cung cp cho cc nh qun l tc nghip nhng thng tin a ra
quyt nh v cc vn nh:
- Cn d tr bao nhiu i vi mt loi sn phm c th no cho thng ti ?
- Ln lch sn xut tng loi sn phm cho thng ti nh th no ?
- S lng nguyn vt liu cn t hng nhn vo tun ti l bao nhiu ?
* D bo s b:
M hnh d bo s b l loi d bo nhanh, khng cn chi ph v d s dng. V d nh:
- S dng s liu hng bn ngy hm nay lm d bo cho lng hng bn ngy mai.
- S dng s liu ngy ny nm ri nh l d bo lng hng bn cho ngy y
nm nay.
M hnh d bo s b qu n gin cho nn thng hay gp nhng sai st trong d bo.
* Phng php bnh qun di ng:
* Phng php bnh qun di ng c quyn s.
Trong phng php bnh qun di ng c cp phn trn, chng ta xem vai tr
ca cc s liu trong qu kh l nh nhau. Trong mt vi trng hp, cc s liu ny c nh

11

hng khc nhau trn kt qu d bo, v th, ngi ta thch s dng quyn s khng ng u
cho cc s liu qu kh. Quyn s hay trng s l cc con s c gn cho cc s liu qu
kh ch mc quan trng ca chng nh hng n kt qu d bo. Quyn s ln c
gn cho s liu gn vi k d bo nht m ch nh hng ca n l ln nht.Vic chn cc
quyn s ph thuc vo kinh nghim v s nhy cm ca ngi d bo.
Cng thc tnh ton:

n
A k
t i i
F = i=1n
t
k
i=1 i
Vi:Ft - D bo thi k th t
At-i - S liu thc t thi k trc (i=1,2,...,n)
ki - Quyn s tng ng thi k i
V d: Gi s rng ta c quyn s ca tun gn nht l 3, cch 2 tun trc l 2,5; cch
3 tun trc l 2 ; 4 tun trc l 1,5 ; 5 tun trc l 1. Theo v d 2.1, ta tnh d bo nhu cu
d tr cho tun l th 18 cho thi k 5 tun nh sau:
F (115x1)+(120x1,5)+(80x2)+(95x2,5)+(100x3)
18=

= 99,25 hay 993 triu ng

10

C 2 phng php bnh qun di ng v bnh qun di ng c quyn s u c u im

l san bng c cc bin ng ngu nhin trong dy s . Tuy vy, chng u c nhc im
sau:
- Do vic san bng cc bin ng ngu nhin nn lm gim nhy cm i vi
nhng thay i thc c phn nh trong dy s.
- S bnh qun di ng cha cho chng ta xu hng pht trin ca dy s mt cch tt
nht. N ch th hin s vn ng trong qu kh ch cha th ko di s vn ng trong
tng lai.
* Phng php iu ha m.
iu ha m a ra cc d bo cho giai on trc v thm vo mt lng iu
chnh c c lng d bo cho giai on k tip. S iu chnh ny l mt t l no

12

ca sai s d bo giai on trc v c tnh bng cch nhn s d bo ca giai on trc

vi h s nm gia 0 v 1. H s ny gi l h s iu ha.
Cng thc tnh nh sau: Ft = Ft1+ (At1Ft1)
Trong : F t - D bo cho giai on th t, giai on k tip.
F t -1 - D bo cho giai on th t-1, giai on trc.
A t -1 - S liu thc t ca giai on th t-1
V d: ng B trong v d 2.1, ni vi nh phn tch cng ty m rng, phi d bo nhu
cu hng tun cho d tr trong nh kho ca ng. Nh phn tch ngh ng B xem xt vic s
dng phng php iu ha m vi cc h s iu ha 0,1 ; 0,2 ; 0,3 . ng B quyt nh so
snh mc chnh xc ca d bo ng vi tng h s cho giai on 10 tun l gn y nht.
Kt qu bi ton:
Chng ta tnh ton d bo hng tun cho tun l th 8 n tun l th 17. Tt c d
bo ca tun l th 7 c chn mt cch ngu nhin, d bo khi u th rt cn thit trong
phng php iu ha m. Thng thng ngi ta cho cc d bo ny bng vi gi tr thc
ca giai on.
Tnh ton mu - d bo cho tun l th 8:
F8 = 85 + 0,1(85-85) =0,1 = 85
F9 = 85 + 0,1(102 - 85) = 86,7
F9 = 85 + 0,2(102 - 85) = 88,4 =0,2
Sau ta tnh lch tuyt i bnh qun MAD cho 3 d bo ni trn:

13

Tun l

= 0,1
Nhu cu d
D bo
AD
tr thc t

8
102
9
110
10
90
11
105
12
95
13
115
14
120
15
80
16
95
17
100
Tng lch tuyt i
MAD

85,0
86,7
89,0
89,1
90,7
91,1
93,5
96,2
94,6
94,6

17,0
23,3
1,0
15,9
4,3
23,9
26,5
16,2
0,4
5,4
133,9
13,39

= 0,2
D bo AD

85,0
88,4
92,7
92,2
94,8
94,8
98,8
103,0
98,4
97,7

17,0
21,6
2,7
12,8
0,2
20,2
21,2
23,0
3,4
2,3
124,4
12,44

= 0,3
D bo AD

85,0
90,1
96,1
94,3
97,5
96,8
102,3
107,6
99,3
98,0

17,0
19,9
6,1
10,7
2,5
18,2
17,7
27,8
4,3
2,0
126,0
12,6

H s iu ha = 0,2 cho chng ta chnh xc cao hn = 0,1 v = 0,3.

S dng = 0,2 tnh d bo cho tun th 18 :
F18 = F17 + ( A17 - F17)
= 97,7 + 0,2(100 - 97,7)
= 98,2 hay 982 triu ng.
* Phng php iu ha m theo xu hng
Chng ta thng xem xt k hoch ngn hn, th ma v v xu hng l nhn t khng
quan trng. Khi chng ta chuyn t d bo ngn hn sang d bo trung hn th ma v v xu
hng tr nn quan trng hn. Kt hp nhn t xu hng vo d bo iu ha m c gi l
iu ha m theo xu hng hay iu ha i.
V c lng cho s trung bnh v c lng cho xu hng cho s trung bnh v h s
iu ha c iu ha c hai. H s iu ha cho xu hng, c s dng trong m hnh
ny
Cng thc tnh ton nh sau:
FTt = St - 1 + T t - 1(At -FTt )

14

Vi: St = FTt + (FTt - FTt - 1 - Tt - 1 )Tt = Tt - 1

Trong FTt - D bo theo xu hng trong giai on t
St - D bo c iu ha trong giai on t
Tt - c lng xu hng trong giai on t
At - S liu thc t trong giai on t
t - Thi on k tip.
t-1 - Thi on trc.
- H s iu ha trung bnh c gi tr t 0 1
- H s iu ha theo xu hng c gi tr t 0 1
V d: ng A mun d bo s lng hng bn ra ca cng ty nhm ln k hoch
tin mt, nhn s v nhu cu nng lc cho tng lai. ng tin rng trong sut giai on 6 thng
qua, s liu lng hng bn ra c th i din cho tng lai. ng xy d bo iu ha m theo
xu hng nu cho s =0,3 v s liu bn ra trong qu kh = 0,2 ; lng hng bn ra
thng th 7 nh sau (n v: 10 Triu ng).
Thng (t)

Doanh s bn (At)

130

136

134

140

146

150

Kt qu bi ton:
Chng ta c lng d bo bt u vo thng 1 bng d bo s b, tc l bng s liu
thc t. Ta c: FT1 = A1 = 130
Chng ta c lng phn t xu hng bt u. Phng php c lng phn t xu
hng l ly s liu thc t ca thng cui cng tr s liu thc t thng u tin, sau chia
cho s giai on trong k ang xt.
T1 =

A6 A1 150 130
=
=4
5
5

S dng d bo s b v phn t xu hng bt u tnh d bo doanh s bn ra

trong tng thng cho n thng th 7.
D bo theo xu hng cho thng th 2: FT2 = S1 + T1

15

(A1 - FT1 ) = 130 + 0,2( 130 - 130 ) =S1 = FT1 + 130

T1 = 4
FT2 = 130 + 4 = 134
D bo theo xu hng cho thng th 3: FT3 = S2 + T2
(A2 - FT2 ) = 134 + 0,2( 136 - 134 ) =S2 = FT2 + 134,4
(FT2 - FT1 - T1 ) = 4 + 0,3 (134 - 130 -T2 = T1 + 4) = 4
FT3 = S2 + T2 = 134,4 + 4 = 138,4
D bo tng t cho cc thng 4, 5, 6, 7 ta c bng sau:
Thng (t)
1
2
3
4
5
6
7

Doanh s bn (At)
130
136
134
140
146
150
-

St - 1
130,00
134,40
137,52
141,31
145,34
149,28

Tt - 1
4,00
4,00
4,12
3,86
3,76
3,81

FTt
130,00
134,00
138,40
141,64
145,17
149,10
153,09

1.4.2.2. D bo di hn
D bo di hn l c lng tng lai trong thi gian di, thng hn mt nm. D
bo di hn rt cn thit trong qun tr sn xut tr gip cc quyt nh chin lc v hoch
nh sn phm, quy trnh cng ngh v cc phng tin sn xut. V d nh:
- Thit k sn phm mi.
- Xc nh nng lc sn xut cn thit l bao nhiu? My mc, thit b no cn s dng
v chng c t u ?
- Ln lch trnh cho nhng nh cung ng theo cc hp ng cung cp nguyn vt liu
di hn
D bo di hn c th c xy dng bng cch v mt ng thng i xuyn qua cc
s liu qu kh v ko di n n tng lai. D bo trong giai on k tip c th c v
vt ra khi th thng thng. Phng php tip cn theo kiu th i vi d bo di

16

hn c th dng trong thc t, nhng im khng thun li ca n l vn v mt ng

tng ng hp l nht i qua cc s liu qu kh ny.

ng xu hng

Doanh s

Thi gian

Phn tch hi qui s cung cp cho chng ta mt phng php lm vic chnh xc xy
dng ng d bo theo xu hng.
* Phng php hi qui tuyn tnh.
Phn tch hi qui tuyn tnh l mt m hnh d bo thit lp mi quan h gia bin ph
thuc vi hai hay nhiu bin c lp. Trong phn ny, chng ta ch xt n mt bin c lp
duy nht. Nu s liu l mt chui theo thi gian th bin c lp l giai on thi gian v bin
ph thuc thng thng l doanh s bn ra hay bt k ch tiu no khc m ta mun d bo.
M hnh ny c cng thc:Y = ax + b
a=

n xy x y
n x 2 ( x) 2

x y x xy
n x ( x )
2

b=

Trong : y - Bin ph thuc cn d bo.

x - Bin c lp
a - dc ca ng xu hng
b - Tung gc
n - S lng quan st

17

Trong trng hp bin c lp x c trnh by thng qua tng giai on theo thi
gian v chng phi cch u nhau ( nh : x = 0 . V vy 2002, 2003, 2004...) th ta c th
iu chnh li sao cho vic tnh ton s tr nn n gin v d dng hn nhiu.
Nu c mt s l lng mc thi gian: chng hn x = 0 l 5, th gi tr ca x c n
nh nh sau : -2, -1, 0, 1, 2 v nh th gi tr ca x c s dng cho d bo trong nm ti l
+3.
Nu c mt s chn lng mc thi gian: chng hn x = 0 v l 6 th gi tr ca x
c n nh l : -5, -3, -1, 1, 3, 5. Nh th gi tr ca x c dng cho d bo trong nm ti
l +7.
V d: Mt hng sn xut loi ng c in t cho cc van khi ng trong ngnh cng
nghip, nh my hot ng gn ht cng sut sut mt nm nay. ng J, ngi qun l nh
my ngh rng s tng trng trong doanh s bn ra vn cn tip tc v ng ta mun xy
dng mt d bo di hn hoch nh nhu cu v my mc thit b trong 3 nm ti. S
lng bn ra trong 10 nm qua c ghi li nh sau:
Nm
1
2
3
4
5

S lng bn
1.000
1.300
1.800
2.000
2.000

Nm
6
7
8
9
10

S lng bn
2.000
2.200
2.600
2.900
3.200

Kt qu bi ton:
Ta xy dng bng tnh thit lp cc gi tr:

18

Nm
1
2
3
4
5
6
7
8
9
10
Tng

Lng bn (y) Thi gian (x)

1.000
-9
1.300
-7
1.800
-5
2.000
-3
2.000
-1
2.000
1
2.200
3
2.600
5
2.900
7
3.200
9
21.000
0

nxyxy
a=

= xy
=

nx2( x)2

b=

= 107,8
330

x2

y
=

nx2( x)2

xy
-9.000
-9.100
-9.000
-6.000
-2.000
2.000
6.600
13.000
20.300
28.800
35.600

3.5600

x2yxxy

x2
81
49
25
9
1
1
9
25
49
81
330

21.000
=

= 2.100
10

- Dng phng trnh hi qui tuyn tnh d bo hng bn ra trong tng lai:
Y = ax + b = 107,8x + 2.100
d bo cho hng bn ra trong 3 nm ti ta thay gi tr ca x ln lt l 11, 13, 15
vo phng trnh.
Y11 = 107,8 . 11 + 2.100 = 3.285 3.290 n v

19

Y12 = 107,8 . 13 + 2.100 = 3.501 3.500 n v

Y13 = 107,8 . 15 + 2.100 = 3.717 3.720 n v
Trng hp bin c lp khng phi l bin thi gian, hi qui tuyn tnh l mt nhm
cc m hnh d bo c gi l m hnh nhn qu. M hnh ny a ra cc d bo sau khi
thit lp v o lng cc bin ph thuc vi mt hay nhiu bin c lp.
V d: ng B, nh tng qun l ca cng ty k ngh chnh xc ngh rng cc dch v k
ngh ca cng ty ng ta c cung ng cho cc cng ty xy dng th c quan h trc tip n
s hp ng xy dng trong vng ca ng ta. ng B yu cu k s di quyn, tin hnh
phn tch hi qui tuyn tnh da trn cc s liu qu kh v vch ra k hoch nh sau :
- Xy dng mt phng trnh hi qui cho d bo mc nhu cu v dch v ca cng
ty ng.
- S dng phng trnh hi qui d bo mc nhu cu trong 4 qu ti. c lng
tr gi hp ng 4 qu ti l 260, 290, 300 v 270 (VT:10 Triu ng).
- Xc nh mc cht ch, cc mi lin h gia nhu cu v hp ng xy dng c
a ra.
Bit s liu tng qu trong 2 nm qua cho trong bng:(n v: 10 Triu ng).
Nhu cu ca
Nm

Tr gi hp ng

Qi

1
2
3
4
1
2
3
4

cng ty
8
10
15
9
12
13
12
16

thc hin
150
170
190
170
180
190
200
220

Kt qu bi ton:
Xy dng phng trnh hi qui.
ng A xy dng bng tnh nh sau:

20

Thi gian

Nhu cu (y) Tr gi hp ng (x)

x2

xy

y2

150

22.500

1.200

64

10

170

28.900

1.700

100

15

190

36.100

2.850

225

170

28.900

1.530

81

12

180

32.400

2.160

144

13

190

36.100

2.470

169

12

200

40.000

2.400

144

16

220

48.400

3.520

256

Tng

95

1.470

273.300

17.830

1.183

S dng cng thc ta tnh ton c h s a =0,1173 ; b = -9,671

Phng trnh hi qui tm c l:Y = 0,1173x 9,671
D bo nhu cu cho 4 qu ti: ng A d bo nhu cu ca cng ty bng cch s dng
phng trnh trn cho 4 qu ti nh sau:
Y1 = (0,1173 x 260) - 9,671 = 20,827;Y2 = (0,1173 x 290) - 9,671 = 24,346
Y3 = (0,1173 x 300 )- 9,671 = 25,519;Y4 = (0,1173 x 270) - 9,671 = 22,000
D bo tng cng cho nm ti l:
Y = Y1+ Y2 +Y3 +Y4 = 20,827+ 24,346+25,519+22,000= 930triu ng. 92,7
nh gi mc cht ch mi lin h ca nhu cu vi s lng hp ng xy dng
n
nxyxy
r=
[nx2( x)2][ny2( y)2]
8x17.8301.470x95
=

2.990
=

(8x273.30014702)(8x1.183952)

0.894

3.345,8

r2 = 0,799;trong r l h s tng quan v r2 l h s xc nh

R rng l s lng hp ng xy dng c nh hng khong 80% ( r2 = 0,799 ) ca
bin s c quan st v nhu cu hng qu ca cng ty.
H s tng quan r gii thch tm quan trng tng i ca mi quan h gia y v x;
du ca r cho bit hng ca mi quan h v gi +1. Dutr tuyt i ca r ch cng

21

ca mi quan h, r c gi tr t -1 ca r lun lun cng vi du ca h s a. Nu r m ch ra

rng gi tr ca y v x c khuynh hng i ngc chiu nhau, nu r dng cho thy gi tr ca
y v x i cng chiu nhau.
Di y l vi gi tr ca r:
r = -1. Quan h ngc chiu hon ton, khi y tng ln th x gim xung v ngc li.
r = +1. Quan h cng chiu hon ton, khi y tng ln th x cng tng v ngc li.
r = 0. Khng c mi quan h gia x v y.
* Tnh cht ma v trong d bo chui thi gian.
Loi ma v thng thng l s ln xung xy ra trong vng mt nm v c xu hng
lp li hng nm. Nhng v ma ny xy ra c th do iu kin thi tit, a l hoc do tp
qun ca ngi tiu dng khc nhau...
Cch thc xy dng d bo vi phn tch hi qui tuyn tnh khi v ma hin din trong
chui s theo thi gian. Ta thc hin cc bc:
- Chn la chui s liu qu kh i din.
- Xy dng ch s ma v cho tng giai on thi gian.

Y
I = i
i Y

Vi

Yi

- S bnh qun ca cc thi k cng tn

Y0

- S bnh qun chung ca tt c cc thi k trong dy s.

Ii - Ch s ma v k th i.
- S dng cc ch s ma v ha gii tnh cht ma v ca s liu.
- Phn tch hi qui tuyn tnh da trn s liu phi ma v.
- S dng phng trnh hi qui d bo cho tng lai.
- S dng ch s ma v ti ng dng tnh cht ma v cho d bo.
V d: ng J nh qun l nh my ng c c bit ang c gng lp k hoch tin mt
v nhu cu nguyn vt liu cho tng qu ca nm ti. S liu v lng hng bn ra trong vng

22

3 nm qua phn nh kh tt kiu sn lng ma v v c th ging nh trong tng lai. S

liu c th nh sau:
S lng bn hng qu (1.000 n v)
Nm
Q1

Q2

Q3

Q4

520

730

820

530

590

810

900

600

650

900

650

Kt qu bi ton:
u tin ta tnh ton cc ch s ma v.
Nm

Qu 1
520
590
650
1.760
586,67
0,809

1
2
3
Tng
Trung bnh qu
Ch s ma v

Qu 2
730
810
900
2.440
813,33
1,122

Qu 3
820
900
1.000
2.720
906,67
1,251

Qu 4
530
600
650
1.780
593,33
0,818

C nm
2.600
2.900
3.200
8.700
725
-

K tip, ha gii tnh cht ma v ca s liu bng cch chia gi tr ca tng qu cho
ch s ma v tng ng. Chng hn : 520/0,809 = 642,8 ; 730/1,122 = 605,6 ...
Ta c bng s liu nh sau:
Nm
1
2
3

S liu hng qu phi ma v.

Qu 2
Qu 3
650,6
655,5
721,9
719,4
802,1
799,4

Qu 1
642,8
729,2
803,5

Qu 4
647,9
733,5
794,6

Chng ta phn tch hi qui trn c s s liu phi ma v (12 qu) v xc nh phng
trnh hi qui.
Qi

x2

xy

Q11

642,8

642,8

Q12

650,6

1.301,2

23

Q13

655,5

1.966,5

Q14

647,9

16

2.591,6

Q21

729,3

25

3.646,5

Q22

721,9

36

4.331,4

Q23

719,4

49

5.035,8

Q24

733,5

64

5.868,0

Q31

803,5

81

7.231,5

Q32

10

802,1

100

8.021,0

Q33

11

799,4

121

8.793,4

Q34

12

794,6

144

8.535,2

Tng

78

8.700,5

650

58.964,9

Xc nh c h s a = 16,865 v b = 615,421 .
Phng trnh c dng: Y = 16,865x + 615,421
By gi chng ta thay th gi tr ca x cho 4 qu ti bng 13, 14, 15, 16 vo phng
trnh. y l d bo phi ma v trong 4 qu ti.
Y41 = (16,865 x 13) + 615,421 = 834,666
Y42 = (16,865 x 14) + 615,421 = 851,531
Y43 = (16,865 x 15) + 615,421 = 868,396
Y44 = (16,865 x 16) + 615,421 = 885,261
Tip theo, ta s dng ch s ma v ma v ha cc s liu.
Qu Ch s ma v (I) D bo phi ma v (Yi) D bo ma v ha (Ymv)
1
0,809
834,666
675
2
1,122
851,531
955
3
1,251
868,396
1.086
4
0,818
885,261
724

1.5. Quy trnh d bo

Quy trnh d bo c chia thnh 9 bc. Cc bc ny bt u v kt thc vi s trao i
(communication), hp tc (cooperation) v cng tc (collaboration) gia nhng ngi s dng
v nhng ngi lm d bo
Bc 1: Xc nh mc tiu

24

- Cc mc tiu lin quan n cc quyt nh cn n d bo phi c ni r. Nu

quyt nh vn khng thay i bt k c d bo hay khng th mi n lc thc hin d bo
cng v ch.
- Nu ngi s dng v ngi lm d bo c c hi tho lun cc mc tiu v kt qu
d bo s c s dng nh th no, th kt qu d bo s c ngha quan trng.
Bc 2: Xc nh d bo ci g
- Khi cc mc tiu tng qut r ta phi xc nh chnh xc l d bo ci g (cn c
s trao i)
+ V d: Ch ni d bo doanh s khng th cha , m cn phi hi r hn l:
D bo doanh thu bn hng (sales revenue) hay s n v doanh s (unit
sales). D bo theo nm, qu, thng hay tun.
+ Nn d bo theo n v trnh nhng thay i ca gi c.
Bc 3: Xc nh kha cnh thi gian
C 2 loi kha cnh thi gian cn xem xt:
- Th nht: di d bo, cn lu :
+ i vi d bo theo nm: t 1 n 5 nm
+ i vi d bo qu: t 1 hoc 2 nm
+ i vi d bo thng: t 12 n 18 thng
- Th hai: Ngi s dng v ngi lm d bo phi thng nht tnh cp thit ca d bo
Bc 4: Xem xt d liu
- D liu cn d bo c th t 2 ngun: bn trong v bn ngoi
- Cn phi lu dng d liu sn c ( thi gian, n v tnh,)
- D liu thng c tng hp theo c bin v thi gian, nhng tt nht l thu thp d
liu cha c tng hp
- Cn trao i gia ngi s dng v ngi lm d bo
Bc 5: La chn m hnh
- Lm sao quyt nh c phng php thch hp nht cho mt tnh hung
nht nh?

25

+ Loi v lng d liu sn c

+ M hnh (bn cht) d liu qu kh
+ Tnh cp thit ca d bo
+ di d bo
+ Kin thc chuyn mn ca ngi lm d bo
Bc 6: nh gi m hnh
- i vi cc phng php nh tnh th bc ny t ph hp hn so vi phng php
nh lng
- i vi cc phng php nh lng, cn phi nh gi mc ph hp ca m hnh
(trong phm vi mu d liu)
- nh gi mc chnh xc ca d bo (ngoi phm vi mu d liu)
- Nu m hnh khng ph hp, quay li bc 5
Bc 7: Chun b d bo
- Nu c th nn s dng hn mt phng php d bo, v nn l nhng loi phng
php khc nhau (v d m hnh hi quy v san m Holt, thay v c 2 m hnh hi quy khc
nhau)
- Cc phng php c chn nn c s dng chun b cho mt s cc d bo (v
v trng hp xu nht, tt nht v c th nht)
Bc 8: Trnh by kt qu d bo
- Kt qu d bo phi c trnh by r rng cho ban qun l sao cho h hiu cc con
s c tnh ton nh th no v ch ra s tin cy trong kt qu d bo
- Ngi d bo phi c kh nng trao i cc kt qu d bo theo ngn ng m cc nh
qun l hiu c
- Trnh by c dng vit v dng ni
- Bng biu phi ngn gn, r rng
- Ch cn trnh by cc quan st v d bo gn y thi
- Chui d liu di c th c trnh by di dng th (c gi tr thc v d bo)
- Trnh by thuyt trnh nn theo cng hnh thc v cng mc vi phn trnh by vit
Bc 9: Theo di kt qu d bo

26

- Lch gia gi tr d bo v gi tr thc phi c tho lun mt cch tch cc, khch
quan v ci m
- Mc tiu ca vic tho lun l hiu ti sao c cc sai s, xc nh ln ca sai
s
- Trao i v hp tc gia ngi s dng v ngi lm d bo c vai tr rt quan trng
trong vic xy dng v duy tr quy trnh d bo thnh cng.

27

Chng 2: CC PHNG PHP PHN TCH V D BO

C nhiu phng php d bo thng k khc nhau ( phng php ly kin chuyn
gia, d bo tng mc bnh qun, ngoi suy hm xu th, nhng khng phi phng php
no cng c s dng ph bin nh nhau. V vy, trong phn ny ch trnh by mt s
phng php thng dng nht v gii thiu mt s phng php ang c xu hng s dng
nhiu trong thc t hin nay.

2.1. D bo t cc mc bnh qun

2.1.1. D bo t s bnh qun trt (di ng)
Phng php s bnh qun di ng l mt trong nhng phng php biu hin xu
hng pht trin c bn ca hin tng nghin cu, hay ni cch khc, m hnh ho s pht
trin thc t ca hin tng nghin cu di dng dy cc s bnh qun di ng.
Phng php bnh qun di ng cn c s dng trong d bo thng k. Trn c s
xy dng mt dy s bnh qun di ng, ngi ta xy dng m hnh d bo.
V d, c dy s thi gian v sn lng thp ca doanh nghip A trong 12 thng theo
bng sau:
Thi gian

Sn lng

Doanh s trung bnh di ng

(triu tn) (yi)

(triu tn) (Mi)

79

82

85

82

82

83

88

85

86

85,3

98

90,6

105

96,3

110

104,3

10

115

110

11

120

115

12

118

117,6

Nh vy, ng vi thng 3 ta c s bnh qun di ng l 82 triu tn, thng 4 l 83 triu

tn, v.v v cui cng thng 12 l 117,6 triu tn. Ta gi cc s bnh qun di ng mi ny l

28

Mi (i = k, k + 1, k + 2,n), trong k l khong cch thi gian san bng ( y k = 3, bnh

qun t 3 mc thc t).
M hnh d bo l:

n+1 = Mn

Khong d bo s c xc nh theo cng thc sau:

n+L

1
k

t S 1 +

(2.1)

Trong t l gi tr tra trong bng tiu chun t- Student vi (k-1) bc t do v xc sut

tin cy (1-). lch tiu chun mu iu chnh c tnh theo cng thc sau:
S=

(y M )
i

k 1

(2.2)

Theo v d trn ta tnh c:

(85 82) 2 + (82 83) 2 + (88 85) 2 + (86 85,3) 2 + (98 90, 6) 2 + (105 96,3) 2

S=

= 10,78

+ (110 104,3) 2 + (115 110) 2 + (120 115) 2 + (118 117, 6) 2

3 1

Trong v d trn, d on sn lng thp cho thng 1 nm sau l:

Y13 = 117,6 triu tn
Theo cng thc trn ta tnh c S = 10,78 nghn tn v t = 2,92 vi xc sut tin cy
(1-) = 0,95 ( xc sut t 95%) v s bc t do bng 2. Do khong d on v sn lng
thp thng 1 nm sau s nm trong khong:
117,6 (2,92 x 10,78) 1 +

1
= 117,6 36,35
3

2.1.2. M hnh d bo da vo lng tng (gim) tuyt i bnh qun

- Phng php ny c s dng trong trng hp lng tng ( gim) tuyt i lin
hon xp x nhau qua cc nm (dy s thi gian c dng gn ging nh cp s cng):
y = yi yi1 xp x nhau (i= z n).
M hnh d bo theo phng trnh:

Y n+L = yn + y .L

(2.3)

Trong :

Y n+ L : Mc d on thi gian (n+L)

yn : Mc cui cng ca dy s thi gian

29

 y : Lng tng, gim tuyt i bnh qun

L: Tm xa ca d on ( L=1,2,3,nm)
Trong :
y =

( yi yi 1 )
(i = 2, n)
n 1

yn y1
n 1

V d: Gi tr sn xut (GO)ca mt doanh nghip A qua cc nm nh sau:

Thi gian
Ch tiu

2001

2002

2003

2004

2005

2006

32

36

39

41

43

45

Gi tr sn xut (GO) (t ng

Ta c: y =

45 32
= 2,6 t
6 1

D bo GO ca doanh nghip cho nm 2007 L=1. Ta c phng trnh:

Y 2006+1 = Y2006 + 2,6 *1

Y 2007 = 45+ 2,6= 47,6 (t)

D bo GO ca doanh nghip nm 2008

Y 2008 = 45+ 2,6x2= 50,2(t)

Tng t, d bo cho GO nm 2011 ( tm xa xa d bo l 5)

Y 2011 = 45+ 2,6x5= 58 (t)

2.1.3. M hnh d bo da vo tc pht trin bnh qun
Thng p dng trong trng hp cc mc ca dy s bin ng theo thi gian c
tc pht trin ( hoc tc tng, gim) tng k gn nhau (dy s thi gian c dng gn nh
cp s nhn).
C hai m hnh d on:
* D don mc hng nm: (c th dng d bo trong di hn).
- Phng php ny c p dng khi tc pht trin hon ton xp x nhau.
- M hnh d on:

30


( L)
Y n+ L = yn . t

(2.4)

Y n+ L : Mc d on thi gian (n+L)

yn : Mc c dng lm k gc ngoi suy

L: Tm xa ca d on ( L=1,2,3,nm)
t : Tc pht trin bnh qun hng nm
t = n 1
Vi v d trn ta c:

t = 61

yn
y1

45
1,071
32

D on cho nm 2007 ( Ta chn nm gc l nm cui cng trong dy s -2006)

Theo cng thc trn, GO ca doanh nghip l:

Nm 2007:

Y 2007 = 45x (1,071) = 48,18 (t)

Nm 2008:

2
Y 2008 = 45x (1,071) = 51,5 (t)

Tng t GO ca nm 2011 l: Y 2011 = 45x (1,071)5= 63,4 (t)

* D on mc ca khong thi gian di 1 nm (qu, thng- d bo ngn hn)

Y ij = y j

( t)

i 1

(2.5)

Sr

Trong :

Y ij : L mc ca hin tng thi gian j (j=1,m) ca nm i

n

y j = Yij - Tng cc mc ca thi gian j ca nm i (i=1n)

i =1

t = n 1

yn
: Tc pht trin bnh qun hng
y1
Sr= 1 + ( t ) +( t )2 + ( t )3 ++ ( t )n-1

n: c th l s nm hoc s lng mc ca tng nm.

V d: C ti liu v tnh hnh sn xut mt loi sn phm ca x nghip A nh sau:

31

Qu j

II

III

IV

y j = Yij

2004

20

21,5

22

23,5

86,55

2005

20,04

20,63

21,7

24,28

86,65

2006

21,04

22,83

23,5

25,63

93,03

yj

61,11

64,96

667,2

72,46

266,23

Nm j

T bng s liu trn ta c: t = 31

i =1

93,03
= 1,075
86,55

Sr= 1 + ( t ) +( t )2 = 1+ 1,075 +(1,075)2 = 3,231

- D on sn lng cho cc qu ca nm 2007 ( i=4)

( t)

41

Sr

( 1,075 )

3, 231

= 0,384

T l ny dng iu tit cc khong thi gian ca nm.

Y 4.I

Y 4.II

( t)
=y .
I

= 61,11. 0,384= 23,466 ( nghn tn)

Sr

( t)
=y .
II

= 64,98. 0,384= 24,952 ( nghn tn)

Sr

( t)
.

( t)
.

Y 4.III =yIII

Y 4.IV =yIV

Sr

Sr

= 67,2. 0,384= 25,805 ( nghn tn)

= 72,46. 0,384= 27,825 ( nghn tn)

2.2. M hnh d bo theo phng trnh hi quy (d bo da vo xu th)

T xu hng pht trin ca hin tng nghin cu ta xc nh c phng trnh hi
quy l thuyt, l phng trnh ph hp vi xu hng v c im bin ng ca hin
tng nghin cu, t c th ngoi suy hm xu th xc nh mc pht trin trong
tng lai.

32

2.2.1. M hnh hi quy theo thi gian

* V d: M hnh d bo theo phng trnh hi quy ng thng:

Y = a+ bt

(2.6)

Trong : a,b l nhng tham s quy nh v tr ca ng hi quy

T phng trnh ny, bng phng php bnh phng nh nht hoc thng qua vic
t th t thi gian (t) trong dy s tnh cc tham s a,b.
Nu t th t thi gian t sao cho t khc 0 ( t 0), ta c cc cng thc tnh tham
s sau:
a=

yt y.t

b= y a.t

t2 t2

Nu t th t thi gian t sao cho t khc 0 ( t =0), ta c cc cng thc tnh tham s
sau:
a=

y
=y
n

b=

y.t
t2

V d: Hy d bo v doanh thu tiu th ca ca hng thng mi B trong nhng nm

tip theo trn c s bng s liu sau:
Thi gian
Ch tiu
Doanh thu tiu th (t ng)

2001

2002

2003

2004

2005

2006

70

98

115

120

136

180

T ngun ti liu, ta c bng s liu sau (t th t thi gian cho ( t =0)

iu kin t t =0

Doanh thu
(t ng) yi

t2

y.t

2001

70

-5

25

-350

72,045

2002

98

-3

-294

91,159

2003

115

-1

-115

120,27

Nm (n)

33

2003

120

120

129,387

2005

136

408

148,58

2006

180

25

900

167,61

N= 6

719

t =0

t 2 = 70

yt = 669

Tnh cc tham s a v b theo iu kin t t =0:

a=

y
719
=y=
= 119,83
n
6

b=

y.t 669
=
= 9,557
70
t2

Hm xu th c dng: Y = 119,83 +9,55t

T hm xu th ny ta c th d bo doanh thu ca ca hng B trong nhng nm tip
theo nh sau:

Doanh thu ca nm 2007 (t=7): Y 2007 = 119,83 + 9,557 x7 = 186,729

Doanh thu ca nm 2008 (t=9): Y 2008 = 119,83 + 9,557 x9 = 205,843

Doanh thu ca nm 2009 (t=11): Y 2009 = 119,83 + 9,557 x11 = 224,957

Doanh thu ca nm 2010 (t=13): Y 2010 = 119,83 + 9,557 x13 = 244,071

S liu d bo ( Y ) v s liu thc t yi c s chnh lch l do c sai s trong d on.

+ Sai s d bo l s chnh lch gia mc thc t v mc tnh ton theo m hnh
d bo.
+ Sai s d bo ph thuc vo 03 yu t: bin thin ca tiu thc trong thi k
trc, di ca thi gian ca thi k trc v di ca thi k d on.
+ Vn quan trng nht trong d bo bng ngoi suy hm xu th l la chn hm xu
th, xc nh sai s d on v khong d on:
- Cng thc tnh sai s chun ( y )

yi y

y =
n p

Trong :

34

Y - Gi tr tnh ton theo hm xu th

n- S cc mc trong dy s
p- S cc tham s cn tm trong m hnh xu th
n-p- S bc t do
Cng thc ny c dng la chn dng hm xu th (so snh cc sai s chun tnh
c) sai s no nh nht chng t rng hm tng ng vi sai s s xp x tt nht v c
la chn lm hm xu th d on. Thng thng vic d on c tin hnh n gin
ta vn chn hm xu th lm hm tuyn tnh.
- Cng thc tnh sai s d bo:
1 3(n + 2 L 1) 2
S p = y 1 + +
n
n(n 2 1)
Trong :
N: S lng cc mc
L: Tm xa ca d bo
Sau xc nh khong d on theo cng thc sau;
yn+ L t S$ p
t - l gi tr theo bng ca tiu chun t- Student vi (n-2) bc t do v xc sut tin cy
(t- ).
Tr li v d trn ta i tnh y

( 70 72,045)

+ (98 91,159)2 + (115 110, 27) 2 +

(120 129,387) 2 + (136 148)2 + (180 167,61)2

y =
62

= 10,876

Sai s d bo:
1 3(6 + 21 1) 2

= 14,856
+ i vi nm 2007 (L=1): S p 2007 = 10,876 1 + +
6
6(62 1)
1 3(6 + 22 1)2
= 16,93
+ i vi nm 2008 (L=2): S p 2008 = 10,876 1 + +
6
6(62 1)
Vi xc sut tin cy l 0,95 v s bc t do (n)= 4 khi t =2,132
Ta c d bo ca nm 2007 l:186,729 2,132 x14,856= 186,729 31,67

35

Ta c d bo ca nm 2007 l:205,843 2,132 x16,93= 205,843 36...

Nh vy ta chuyn t d bo im sang d bo khong.
2.2.2. M hnh hi quy gia cc tiu thc
* M hnh hi quy tuyn tnh gia hai tiu thc
T vic xy dng phng trnh hi quy tuyn tnh gia cc tiu thc nu phn
trn, ta c th d on cc gi tr ca Y trong tng lai khi cc bin trong hm hi quy thay
i, c th:
i vi phng trnh tuyn tnh gin n: Yx= a+ bx
Trong : a, b l nhng tham s quy nh v tr ca ng hi quy. Hng s a l im
ct trc tung (biu hin ca tiu thc kt qu ) khi tiu thc nguyn nhn x bng 0. dc b
chnh l lng tng gim ca tiu thc kt qu khi tiu thc nguyn nhn thay i.
T phng trnh ny, ta s d on c gi tr ca tiu thc kt qu trong tng lai
khi c s thay i ca tiu thc nguyn nhn.
Tng t nh trong hi quy gin n, trong hi quy bi, gi tr d on ca Y c c
tng ng vi cc gi tr cho trc ca k bin X bng cc thay cc gi tr ca k bin X vo
phng trnh hi quy bi.
Cc gi tr cho trc ca bin X ln lt l x1,n+1,x2,n+1,,xk,n+1 th gi tr d on Yn+1
s l:
Yn+1= a+ b1. x1,n+1 + b2 x2,n+1++ bkxk,n+1

2.3. D bo da vo hm xu th v bin ng thi v

Phng php d bo ny p dng i vi hin tng nghin cu chu tc ng ca nhiu
nhn t bin ng. Nh bin ng thi v, bin ng xu hng v bin ng bt thng.
- M hnh d bo s c th da vo hm xu th kt hp vi bin ng thi v:
Yt= Y +tv+bt

(2.7)

- Hoc d bo da vo hm xu th kt hp nhn t vi bin ng thi v:

Yt= Y x tv xbt

(2.8)

Trong :
Y : Mc l thuyt xc nh t hm xu th ( hoc cc phng php nu trn)
tv: nh hng ca nhn t thi v
bt: nh hng ca nhn t bt thng

36

Nhn chung, hm xu th, ch s thi v c xc nh tng m hnh cn nhng nhn t

bin ng bt thng thng khng d bo c, do vy m hnh ch cn li hai nhn t: bin
ng xu hng v bin ng thi v.
2.3.1. D bo vo m hnh cng
V d: C ti liu v sn lng ca doanh nghip A nh sau:
Nm (t)

Sn lng ( nghn tn)

Cng
theo
cng qu

yj

Mc
bnh
qun
tng qu

Ch s
thi v

I tv =

yi
y

2002

2003

2004

2005

2006

20

25

27

31

29

132

26,4

0,678

II

25

32

30

37

36

160

32

0,82

II

38

38

45

44

47

212

42,4

1,14

IV

40

60

55

62

58

275

55

1,41

123

155

157

174

170

779

38,95

123

310

471

696

850

yi

Qu

Cng theo cng

nm

yj

t. y

* Trc tin xc nh hm xu th tuyn tnh sn lng doanh nghip c dng l:

Y = a+ bt
Trong : a, b l cc tham s quy nh v tr ca hm xu th tuyn tnh, c tnh theo
cng thc sau:
b=

a=

12
12
m +1
t. y n + 1
2450 5 + 1

yj =

.779 = 0,706
2
2
2m
2.4
m.n(n 1) m
2 4.5(5 1) 4
yj
m.n

4.5 + 1
m.n + 1 779
0,706
= 31,537
=
4.5
2
2

Trong :
n: S nm

37

m: Khong cch thi gian trong mt nm ( m= 4 i vi qu, m=12 i

vi nm)
t: Th t thi gian trong dy s (nm)
Do vy, hm xu th c dng: Y = 31,537 + 0,706t
Mc bnh qun mt qu tnh chung chi 5 nm: yi = 38,95
* Tnh cc mc mang tnh thi v theo cng thc sau:
tv= yi - y j - b(i-

m +1
) vi i= 1,2,3,4
2

Do vy, mc d bo v thi v cho cc qu ca nm 2007 nh sau:

- Qu I: (26,4- 38,95) 0,706.(1- Qu II: (32- 38,95) 0,706.(2-

4 +1
)= - 11,49
2

4 +1
)= - 6,597
2

- Qu III: (42,4- 38,95) 0,706.(3- Qu IV: (55- 38,95) 0,706.(4-

4 +1
)= 3,097
2

4 +1
)= 14,99
2

Sau khi xc nh xong hm xu th v bin ng thi v th m hnh d bo kt hp

cng gia xu th bin ng v tnh thi v c dng: Yt = Y + tv
D bo sn lng qu I nm 2007 ( t= 21)
Y1 = 31,537 + 0,706 x 21 11,49= 34,837
Qu II ( t=22): Y2 = 31,537 + 0,706 x 22 6,597= 40,472
C tip tc nh vy cho n cc qu tip theo
2.3.2. D bo da vo m hnh nhn
M hnh d bo theo kt hp nhn c dng:
Yt= Y x tv

(2.9)

38

 d bo theo m hnh ny, trc ht phi tnh c hm xu th, hm xu th trong

trng hp ny phi c loi tr bin ng thi v bng cch xy dng dy s bnh qun
trt ( yt ) vi s lng mc bng 4 vi ti liu qu v 12 vi ti liu thng.
T ta tnh c

yt
, t xc nh thnh phn thi v (tvt) bng cch tnh cc s
yt

bnh qun tvt sau tnh h s iu chnh H:

H=

m
( vi m= 4) i vi ti liu qu, 12 i vi ti liu thng )
tvt

T tnh ch s thi v Itv= tvt x H

Sau khi xc nh c tvt th xc nh dy s ft l dy s loi b thnh phn thi v
nh sau: f t =

yt
tvt

Theo v d trn ta c th lp bng tnh ton sau y:

39

STT

Yt

yt

yt
yt

tvt

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

20
25
38
40
25
32
38
60
27
30
45
55
31
37
44
62
29
36
47
58

30,75
32
33,75
33,75
38,75
39,25
38,75
40,5
39,25
40,25
42
41,75
43,5
43
42,75
43,5
42,5
-

1,236
1,25
0,74
0,948
0,98
1,529
0,697
0,74
1,146
1,366
0,738
0,866
1,011
1,441
678
827
1,105
-

0,7
0,838
1,08
1,376
0,7
0,838
1,08
1,376
0,7
0,838
1,08
1,376
0,7
0,838
1,08
1,376
0,7
0,838
1,08
1,376

ft =

yt
tvt

28,57
29,83
35,19
29,07
35,71
38,19
35,19
43,6
38,57
35,8
41,67
39,97
44,28
44,15
40,74
45,06
41,13
42,96
43,5
42,15

T ft ta lp bng sau:
Qu

Nm
2002
2003
2004
2005
2006
Bnh qun qu ( tvt )

II

III

IV

0,74
0,697
0,738
0,678
0,713

0,948
0,74
0,886
0,827
0,85

1,236
0,98
1,146
1,011
1,105
1,096

1,25
1,529
1,366
1,441
1,396

Vi ti liu trong bng tnh ta tnh c cc i lng trn nh sau:

40

H=

m
4
= 0,986
=
tvt 0,713 + 0,85 + 1,096 + 1,036

* Trc tin, tnh cc ch s thi v: Itv= tvt .H

Qu I= 0,713 x 0,986 = 0,7
Qu II= 0,85 x 0,986 = 0,838
Qu I= 1,906 x 0,986 = 1,08
Qu I= 1,396 x 0,986 = 1,376
* Xy dng hm xu th: Y = a+ bt
tin theo di, t (ft) ta lp bng sau:

Qu
Nm
2002
2003

II

III

IV

Tng nm
(N)

t.y

28,57
35,71

29,83

35,19

29,07

122,66

122,66

38,19

35,19

43,6

152,69

305,38

35,8

41,67

39,97

156,01

468,03

44,15

40,74

45,06

174,23

696,92

42,96

43,5

42,15

170,04

850,2

190,93

196,29

199,85

755,66

t. y =
2443,19

38,186

39,26

39,97

38,57

2004

44,28

2005

41,43

2006
Tng qu (Q)
Bnh qun qu

188,56
37,71

Cc tham s ca hm xu th c tnh nh sau:

b=

12
12
t. y n + 1
2443,19 5 + 1

N =

.775,63 = 0,727
2
2
2m
4
2.4
m.n(n 1) m
4.5(5 1)

a=

N
m.n + 1 775,63
4.5 + 1
b
0,727
= 29,7
=
m.n
2
4.5
2

Hm xu th c dng: Y = 29,7+ 0,727t

41

Do m hnh nhn c dng: yt= (29,7+0,727t).Itv

D bo sn lng ca doanh nghip nm 2007 theo cc qu l:
- Qu I (t=21): Yt1= (29,7+ 0,727 x 21)x 0.7= 31,476
- Qu I (t=22): Yt2= (29,7+ 0,727 x 22)x 0.838= 38,29
- Qu I (t=23): Yt3= (29,7+ 0,727 x 23)x 1,08= 50,13
- Qu I (t=24): Yt4= (29,7+ 0,727 x 24)x 1,376= 64,875
Vi hm kt hp nhn ta c th d bo cho nhng nm tip theo

2.4. D bo theo phng php san bng m

Phng php san bng m ( hay cn gi l phng php d on bnh qun m) l mt
phng php d on thng k ngn hn hin c s dng nhiu trong cng tc d on
thc t trn th gii.
Nu nh mt s phng php d on thng k cp trn coi gi tr thng tin
ca cc mc trong dy s thi gian l nh nhau, phng php san bng m li coi gi tr
thng tin ca mi mc l tng dn k t u dy s cho n cui dy s. V trn thc t
nhng thi gian khc nhau th hin tng nghin cu chu s tc ng ca nhng nhn t khc
nhau v cng khng ging nhau. Cc mc ngy cng mi ( cui dy s thi gian)
cng cn phi c ch n nhiu hn so vi cc mc c ( u dy s). Hay ni cch
khc, mc cng xa so vi thi im hin ti th cng t gi tr thng tin, do cng t nh
hng n mc d on.
Tu thuc vo c im dy s thi gian ( chui thi gian) c bin ng xu th, bin
ng thi v hay khng m phng php san bng m c th s dng mt trong cc phng
php c bn sau:
2.4.1. M hnh n gin ( phng php san bng m n gin)
iu kin p dng: i vi dy s thi gian khng c xu th v khng c bin ng
thi v r rt.
Trc ht, dy s thi gian c san bng nh c s tham gia ca cc s bnh qun
m, tc l cc s bnh qun di ng gia quyn theo quy lut hm s m. Theo phng php
ny, thi gian t no da vo cc gi tr thc t bit c lng gi tr hin ti ( thi
gian t) ca hin tng v gi tr hin ti ny d ton gi tr tng lai (thi gian t+1). M
hnh san bng m gin n c Brown xy dng nm 1954 da trn 2 nguyn tc:

42

- Trng s ca cc quan st trong dy s thi gian cng gim i khi n cng cch xa
hin ti.
- Sai s d bo hin tai ( k hiu et = yt- yt ) Phi c tnh n trong nhng d bo k
tip
Gi s thi gian t, c mc thc t l yt, mc d on l Yt .
Mc d on ca hin tng thi gian (t+1) c th vit:
)
( 2.10)
Yt +1 = yt + (1 )Yt
)
t 1 = , ta c: Yt +1 = yt + Yt
(2.11)

v c gi l cc tham s san bng vi + =1 v , [ 0;1] .

Nh vy mc d on Y t +1 l trung bnh cng gia quyn ca yt v Yt vi quyn s
tng ng l v
- Mc d on ca hin tng thi gian t l:
Yt = Yt 1 + Y t 1 thay vo (2.12) ta c:
Y t +1 = yt + Yt 1 + 2 Y t 1

(2.11)

- Mc d on ca hin tng thi gian (t-1) l:

Y t 1 = Yt 2 + Y t 2 thay vo ( 2.12)
Ta c: Y t +1 = yt + Yt 1 + 2 Yt 2 + 3 Y t 2

(2.13)

- Mc d on ca hin tng thi gian (t-2) l: Y t 2 = Yt 3 + Y t 3 thay

vo (2.13)
Ta c: Y t +1 = yt + Yt 1 + 2 Yt 2 + 3 Yt 3 + 4 Y t 4

( 2.14)

Bng cch tip tc tng t thay vo cc mc d on Y t 3 , Y t 4.... ta s c cng thc

tng qut.
n
Y t +1 = i yt i + i +1Y t i
i =1

(*)

Trong :
Y t +1 : S bnh qun m ti thi im t+1

43

yt-i: Cc mc thc t ca ca hin tng ti thi im (t-i) (i=0 n)

Y t 1 : S bnh qun m ti thi im (t-i) ( i=0n)

v c gi l cc tham s san bng

( v l hng s vi + =1 v , [ 0;1] .)
n: S lng cc mc ca dy s thi gian
V [ 0;1] nn khi i
i +1 0 i +1Yt i 0

Th i
1
i
=1
Khi cng thc (*) tr thnh:
n
Y t +1 = i yt i
i =1

Nh vy: mc d on Y t +1 l trung bnh cng gia quyn cu cc mc ca dy s

thi gian m trong quyn s gim dn theo dng m ( khi i=0 n) tu thuc vo mc c
ca dy s. V th, phng php ny c gi l phng php san bng m.
C 2 vn quan trng nht trong phng php san bng m.
- Th nht: h s san bng m

l h s san iu chnh trong s ca cc quan st ring bit ca dy s thi gian.

V vy, khi la chn phi va m bo kt qu d bo s gn vi quan st thc t, va phi
m bo tnh linh hot ( nhanh nhy vi cc thay i gn hin ti).
Vi =1 th theo phng trnh d bo (1). Gi tr d bo Y t +1 bng gi tr thc t
thi k ngay lin trc (Yt+1) v cc mc trc khng c tnh n.
Vi =0 theo phng trnh d bo (1). Gi tr d bo Y t +1 bng gi tr d bo thi
k trc ( Yt ) v gi tr thc t thi k ngay lin trc khng c tnh n.
Nu c chn cng ln th cc mc cng mi s cng c ch , thch hp vi
chui thi gian khng c tnh n nh cao.
Ngc li, nu c chn cng nh th cc mc cng c s cng c ch ,
thch hp vi chui thi gian c tnh n nh cao.

44

Do , phi da vo c im bin ng ca hin tng qua thi gian v kinh nghim

nghin cu la chon cho ph hp. Ni chung, gi tr tt nht l gi tr lm cho tng
bnh phng sai s d on nh nht.
SSE= ( yt $
y t ) min
t et = yt- yt l cc sai s d on thi gian t hay cn gi l phn d thi gian t.
Theo kinh nghim ca cc nh d bo th thch hp cho vn phng php san m c
th c chn bng.

2
n : di chui thi gian
n +1

- Th hai: Xc nh gi tr ban u ( iu kin ban u ) k hiu y0

Phng php san bng m c thc hin theo php quy, tnh Y t +1 th phi c Y t
, c Y t th phi c Y t 1 . Do tnh ton cn phi phi xc nh gi tr ban u (y0) da
vo mt s phng php.
+ C th ly mc u tin ca dy s.
+ Trung bnh ca mt s cc mc ca dy s
V d: C hai ti liu v doanh thu mt ca hng thng mi X qua mt s nm nh
sau:
Nm
Ch tiu

2002

2003

2004

2005

2006

15

15,3

14,8

15,5

15,2

y1

y2

y3

y4

y5

Doanh thu
( t ng)

Yu cu: D on doanh thu cho nm 2007 ca ca hng.

Vi n= 5 =
y0=

2
2
=
0,3
n +1 5 +1

1 5
15 + 15,3 + 15,8 + 15,5 + 15, 2
yi =
= 15,16 ( t ng)
5 i =1
5

Cng thc tng qut vi n= 5

45

5
y t +1 = (1 )i yt i + (1 )i +1 $
y t i
i=05 $
i =1

=1-
$
y t +1 = ( yt + yt 1 + 2 yt 2 + 3 yt 3 + 4 yt 4 + 5 yt 5 ) + 6 $
y t 5
Vi t=5 d bo doanh thu 2007 l:
$
y 6 = ( y5 + y4 + 2 y3 + 3 y2 + 4 y1 + 5 y0 ) + 6 $
y0
$
y 6 = DT 2007 = 0,3(15, 2 + 0,7.15,5 + 0,7 2.14,8 + 0,73.15,3
+0,7 4.15 + 0,75.15,16) + 0,7 6.15,16 = 15,19
* Hoc thay vo cng thc (1) ta c th s bo doanh thu hng nm ( t ng) nh sau:
y1 = y 0 + (1 ) y0 = 0,3 x 15,16+(1-0,3).15,16= 15,16
Vi t=0, ta c: $
Vi t=1, ta c: $
y 2 = y1 + (1 ) $
y1 = 0,3 x15 +(1-0,3).15,16= 15,112
Vi t=2, ta c: $
y 3 = y2 + (1 ) $
y 2 = 0,3 x 15,3 +(1-0,3).15,112= 15,1684
Vi t=3 ta c: $
y 4 = y3 + (1 ) $
y 3 = 0,3 x 14,8 + (1-0,3).15.1684= 15,05788
Vi t=4 ta c: $
y 5 = y4 + (1 ) $
y 4 = 0,3 x 15,5 + (1-0,3).15,05788= 15,19
Vi t=5, ta c: $
y 6 = y5 + (1 ) $
y 5 = 0,3 x 15,2 + (1-0,3). 15,19= 15,193
y l gi tr d on cho doanh thu ca Cng ty nm 2007
2.4.2. M hnh xu th tuyn tnh v khng c bin ng thi v ( M hnh san m
Holt Winters)
M hnh ny thng p dng i vi s bin ng ca hin tng qua thi gian c xu
th l tuyn tnh v khng c bin ng thi v.
- Gi s chng ta c dy s thi gian y1, y2, y3,, yn vi bin ng c tnh xu th.
Bc 1: Chn cc h s , ( 0 < , < 1)
Nu chn hng s san nh tc l chng ta coi cc mc hin thi ca dy s t nh
hng n mc d bo. Ngc li nu chn hng s san ln tc l chng ta mun dy s
san s m phn ng mnh vi nhng thay i hin ti.
Bc 2: Tin hnh san m cho gi tr c lng v xu th ca dy s:

46

Coi gi tr ca dy s thi gian l tng ca 2 thnh phn: Thnh phn trung bnh c
trng s ca cc gi tr thc t (k hiu l St gi tr c lng ca hin tng thi im t)
v thnh phn xu th (k hiu l Tt). Ta c m hnh san s m:
$
y t +1 = St + Tt

(2.15)

Trong :
St = yt + (1 ) St 1 + T( t 1) = yt + (1 ) St

(2.16)

Tt = ( St St 1 ) + (1 ).T( t 1)

(2.17)

t S2 = Y2 T2 = Y2 Y1
Tin hnh san s m t thi im th 3 tr i, ta c:
S3 = Y3 + (1 )( S 2 + T2 )
T3 = ( S3 S2 ) + (1 )T2
S 4 = Y4 + (1 )( S3 + T3 )
T4 = ( S 4 S3 ) + (1 )T3
...

Bc 3: S dng mc v xu th c san s m ti thi im d on cho cc

thi im trong tng lai d on gi tr ca hin tng thi im tng lai t + 1:
$
y t +1 = St + Tt

(2.18)

thi im tng lai (t + h) (h=2, 3 )

$
y t + h = St + hTt

(2.19)

V d: Theo s liu ca tng cc thng k v GDP theo gi thc t ca Vit Nam qua
thi gian nh sau:
Nm
Ch tiu
GDP
(t ng)

2002

2003

2004

2005

2006

421295

535762

613443

715307

839211

p dng san m Holt Winters d on cho 5 nm ti

Bc 1: Chn h s san: = 0,7; = 0,6
Bc 2: Tin hnh san s m cho mc v cho xu th ca dy s thi gian

47

S2 = y2 = 535762
T2 = Y2 Y1 = 535762 421295 = 114467
S3 = Y3 + (1 - )(S2 + T2)
= 0,7.613443 + (1-0,7)(535.762 + 114467)
= 624478,8
T3 = (S3 S2) + (1- )T2
= 0,6(624478,8 535762) + (1-0,6).114467 = 99016,88
S4 = Y4 + (1- )(S3 + T3)
= 0,7.715307 + (1-0,7)(624478,8 + 99016,88)
= 717763,6
T4 = (S4 S3) + (1- )T3
= 0,6(717763,6 24478,8) + 0,4.99016,88 = 95577,63
S5 = Y5 + (1 - )(S4 + T4)
= 0,7.839211 + 0,3(717763,6 + 95577,63) = 831450,07
T5 = (S5 S4) + (1 - )T4
= 0,6(831450,07 717763,6) + 0,4.95577,63 = 106442,93
Nh vy, mc d bo GDP ca nhng nm tip theo s l:
$
y 6 = S5 + T5 = 831450,07 + 106442,93 = 937893
$
y 7 = S5 + 2T5 = 831450,07 + 2.106442,93 = 1044335,93 (t ng)
$
y 8 = S5 + 3T5 = 831450,07 + 3.106442,93 = 1150778,86 (t ng)
$
y 9 = S5 + 4T5 = 831450,07 + 4.106442,93 = 1257221,7 (t ng)
$
y10 = S5 + 5T5 = 831450,07 + 5.106442,93 = 1363664,63 (t ng)

2.4.3. M hnh xu th tuyn tnh v bin ng thi v

M hnh ny thng p dng i vi d bo thi gian m cc mc ca n l ti liu
thng hoc qu ca mt s nm m cc mc trong dy s c lp li sau 1 khong thi
gian h (h = 4 i vi qu, h = 12 i vi nm). Vic d on c th c thc hin theo mt
trong hai m hnh sau:
+ M hnh cng $y t +1 = St + Tt + Vt +1

(2.19)

48

Trong :
St = [ yt V (t h)] + (1 ) St 1 + T( t 1)

(2.20)

Tt = ( St St 1 ) + (1 )T( t 1)

(2.21)

Vt = ( yt St ) + (1 )V( t h )

(2.22)

+ M hnh nhn: $y t +1 = ( St + Tt ).Vt +1

(2.23)

Trong
St =

yt
+ (1 )( St 1 + T( t 1) )
V (t h )

Tt = ( S1 St 1 ) + (1 )Tt 1
Vt =

yt
+ (1 ).V( t h )
St

Vi , , l cc tham s san bng nhn gi tr trong on [0;1].

, , nhn gi tr tt nht khi tng bnh phng sai s l nh nht.
SSE = ( yt $
y t ) 2 min

- Tham s , , khng c xt mt cch khch quan m t nhiu thng qua trc

gic ch quan, kt qu d bo s ph thuc vo s la chn cc tham s ny.

- Vi a0 (0) c th l mc u tin trong dy s.

- a1(0) c th l lng tng (gim) tuyt i trung bnh.
Sj(0): L cc ch s thi v ban u (j=1,2,3,k); k = 4 i vi qu; k = 12 i vi thng.
Nu t = 1, 2, 3, 4, 5,, n.
L th t thi gian hay tng ng vi th t cc mc theo thi k trong chui thi
gian th yu t thi v Vj(0) ca cc mc trong chui thi gian c tnh s tng ng vi
cc gi tr t k.
k

Vj =

V j (0) = V j xH ;

j =1

Vj
k

V j ch s bnh qun thi v cho mt qu hay mt thng ca mi nm trong chui thi gian.
Vj =

yt
yt

Yt mc trong chui thi gian thi gian t.

49

Vj ch s thi v ca tng qu hoc thng trong tng nm nay thi gian t:

yt S bnh qun trt loi tr thnh phn thi v v thnh phn ngu nhin vi s

lng mc bng 4 i vi ti liu qu v bng 12 i vi ti liu thng.

H=

k
V j

V d: Tr li v d mc (3.3.1), d on doanh thu ca cc qu theo m hnh nhn

nh sau:
V d: C ti liu v sn lng ca Doanh nghip (A) nh sau:
Sn lng (nghn tn)

Nm (t)

Cng theo
cng qu

2003

2004

2005

2006

20

25

27

31

29

132

II

25

32

30

37

36

160

III

38

38

45

44

47

212

IV

40

60

55

62

58

275

123

155

157

174

170

779

30,75

38,75

39,25

43,5

42,5

Qu

Cng theo cng

nm ( y j )
Mc

( y j )

2002

bnh

qun nm

S(0): Bnh qun ca 4 mc u tin (bnh qun nm)

S(0) =

20 + 25 + 38 + 40
= 30, 75
4

T0: Lng tng tuyt i bnh qun ca qu

T0 =

58 20
=2
20 1

Cc ch s thi v Itv: ( tnh trong phn 3.2.2.)

Qu I = 0,713 x 0,986 = 0,7
Qu II = 0,85 x 0,986 = 0,838
Qu III = 1,096 x 0,986 = 1,08
Qu IV = 1,396 x 0,986 = 1,376

50

Vi cc tham s cho , , ln lt l: 0,4; 0,4; 0,8

Nu phi la chn mt trong hai m hnh d on th tu thuc vo c im bin
ng ca hin tng.
i vi hin tng t bin i qua thi gian th dng m hnh cng.
i vi hin tng bin i nhiu qua thi gian th dng m hnh nhn.
* u, nhc im ca phng php san bng m:
u im:
n gin v c kt qu tng i chnh xc ph hp vi d on ngn hn cho cc nh
kinh doanh cng nh lp k hoch ngn hn cp v m.
- H thng d bo c th c iu chnh thng qua 1 tham s duy nht (tham s san
bng m)
- D dng chng trnh ho v ch phi thc hin mt s php ton s cp xc nh
gi tr d bo.
Hn ch:
- Phng php san m ch b hp trong phm vi d bo ngn hn v khng tnh n s
thay i cu trc ca chui thi gian m phi tun th tnh n nh theo thi gian ca cc qu
trnh kinh t - xc hi.

2.5. S dng chng trnh SPSS d bo theo cc m hnh

2.5.1. D on bng hm xu th
* Nhp ti liu
+ Mt ct l bin theo th t cc nm, mt ct l thi gian (Years nm; Years,
quarters nm, qu; Years, months (nm, thng) (nu l nm ta nhp chut vo years, nh
s hin s 1900, ta xo i v nh s nm u tin trong dy s).
* Thm d bng th
* Analyze/ Regression/ curve Estimation
- a y vo (Dependent) v Years vo Variable
- Time/ Linear/ Display ANOVA table/ Save/ Predicted values/ Predict throug/ nh s
nm cn d bo vo hnh ch nht ng sau year/ continue/ OK
* Mt s kt qu
Constant tham s a
Time tham s b

51

2.5.2. D on bng san bng m

* M hnh n gin
- Nhp ti liu
- Analyze/ Time Serier/ Exponential Smoothing
- Save/ Do not create/ Continue/ OK
- a Y vo hnh vung bn phi
- Simple/ Parameters/ Grid search (nm trong hnh vung th nht General)/ Continue/
OK
* M hnh xu th tuyn tnh khng bin ng thi v
- Chn Holt/ Parameters/ Grid Search (c ch General hnh vung bn tri)/ Grid
Search (hnh vung bn phi c ch Trend)
- Continue/ OK
- Parameters
- Nhp chut vo Value (tri) nh s 0.9
- Nhp chut vo Value (phi) nh s 0.0
- Continue/ Save/ Predict through/ nh s nm cn d bo vo Year/ Continue/ OK/
ng ca mn hnh Output s c kt qu d bo
* M hnh xu th tuyn tnh c bin ng thi v
- Nhp ti liu
- Define Dates/ Year Quarters/ nh s nm u tin trong dy s vo hnh ch nht
th nht.
- Analyze/ Time Serier/ Exponental Smoothing/ Winters
- a Y vo hnh vung di ch Variables
- a Quarters vo hnh ch nht di ch Seasonal
- Parameters/ Grid Search trong cc hnh vung ca General (Alpha), Trend
(Gramma), Seasonal (Delta)/ Continue/ OK./.

52

Chng 3: PHNG PHP HI QUY N V HI QUY BI

V THNG K HI QUY
* Phng php hi quy
Hi quy - ni theo cch n gin, l i ngc li v qu kh (regression) nghin
cu nhng d liu (data) din ra theo thi gian (d liu chui thi gian - time series) hoc
din ra ti cng mt thi im (d liu thi im hoc d liu cho - cross section) nhm
tm n mt quy lut v mi quan h gia chng. Mi quan h c biu din thnh mt
phng trnh (hay m hnh) gi l: phng trnh hi quy m da vo , c th gii thch bng
cc kt qu lng ho v bn cht, h tr cng c cc l thuyt v d bo tng lai.
Theo thut ng ton, phn tch hi quy l s nghin cu mc nh hng
ca mt hay nhiu bin s (bin gii thch hay bin c lp - independent
variable), n mt bin s (bin kt qu hay bin ph thuc - dependent
variable), nhm
d bo bin kt qu da vo cc gi tr c bit trc ca cc bin gii thch.
Trong phn tch hot ng kinh doanh cng nh trong nhiu lnh vc khc, hi quy l
cng c phn tch y sc mnh khng th thay th, l phng php thng k ton dng
c lng, d bo nhng s kin xy ra trong tng lai da vo quy lut qu kh.

3.1. Phng php hi quy n

Cn gi l hi quy n bin, dng xt mi quan h tuyn tnh gia 1 bin
kt qu v 1 bin gii thch hay l bin nguyn nhn (nu gia chng c mi
quan h nhn qu). Trong phng trnh hi quy tuyn tnh, mt bin gi l: bin
ph thuc; mt bin kia l tc nhn gy ra s bin i, gi l bin c lp.
Phng trnh hi quy n bin (ng thng) c dng tng qut:
Y = a + bX

(3.1)

Trong :
Y: bin s ph thuc (dependent variable);
X: bin s c lp (independent variable);
a: tung gc hay nt chn (intercept);
b: dc hay h s gc (slope).
Y trong phng trnh trn c hiu l Y c lng, ngi ta thng vit di hnh
^

thc c nn Y

53

V d:
Phng trnh tng chi ph ca doanh nghip c dng:
Y = a + bX
Trong :
Y: Tng chi ph pht sinh trong k;
X: Khi lng sn phm tiu th;
a: Tng chi ph bt bin;
b: chi ph kh bin n v sn phm; bX: Tng chi ph kh bin.

Hnh 4.9
Y= a+ bX
bX

a
0
X
th 3.1. ng x ca cc loi chi ph

Nhn xt
Vi phng trnh trn, tng chi ph Y chu nh hng trc tip ca khi
lng hot
ng X theo quan h t l thun. Khi X tng dn n Y tng; khi X gim dn n Y gim
Khi X = 0 th Y = a: Cc chi ph nh tin thu nh, chi ph khu hao, tin lng thi
gian v cc khon chi ph hnh chnh khc l nhng chi ph bt bin, khng chu nh hng t
thay i ca khi lng hot ng.
ng biu din a song song vi trc honh. Tr s a l h s c nh, th
hin chi ph ti thiu trong k ca doanh nghip (nt chn trn th).
Tr s b quyt nh dc (tc nghing ca ng biu din chi ph trn
th)
ng tng chi ph Y = a + bX v ng chi ph kh bin bX song song vi
nhau v gia chng c cng chung mt dc b (slope). Xut pht im ca
ng tng chi ph bt u t nt chn a (intercept = a) trn trc tung; trong khi

54

, ng chi ph kh bin li bt u t gc trc to v c nt chn bng 0

(intercept = 0). Hay ni mt cch khc, theo ni dung kinh t, khi khi lng
hot ng bng 0 (X=0) th chi ph kh bin cng s bng 0 (bX=0).
V d chi tit:
C tnh hnh v chi ph hot ng (ti khon 641 v ti khon 642: chi ph bn hng
v chi ph qun l doanh nghip) v doanh thu (ti khon 511) ti mt doanh nghip c
quan st qua cc d liu ca 6 k kinh doanh nh sau: (n v tnh: triu ng).
K kinh doanh

Doanh thu bn hng

Chi ph hot ng

1.510

323

1.820

365

2.104

412

2.087

410

1.750

354

2.021

403

Bng 3.1. Tnh hnh thc hin chi ph ca 6 k kinh doanh

Yu cu: Phn tch c cu chi ph hot ng (bt bin, kh bin) ca

doanh nghip.
Hng dn:
Yu cu ca vn l thit lp phng trnh chi ph hot ng ca doanh
nghip, tc i tm gi tr cc thng s a, b vi mc ch pht hin quy lut bin
i ca chi ph ny trc s thay i ca doanh thu, nhm n vic d bo chi
ph cho cc quy m hot ng khc nhau hoc cho cc k kinh doanh tip theo.
Phng trnh chi ph hot ng c dng:
Y = a + bX
Trong :
a: Tng chi ph bt bin
b: chi ph kh bin 1 n v doanh thu
X: Doanh thu bn hng
Y: Tng chi ph hot ng

55

C nhiu phng php thng k tnh a, b nh:

Phng php cc tr:
Cn gi l phng php cn trn - cn di (High - low method). C th tm tr s a,
b ca phng trnh theo v d trn bng cch s dng cng thc v cch tnh ton nh sau:
b

Hiu s ca chi ph cao nht v thp nht

Hiu s ca doanh thu cao nht v thp nht

412 - 323

= 0,15
2.104 - 1.510

Trong :
Chi ph cc i: 412
Chi ph cc tiu: 323
Doanh thu cc i: 2.104
Doanh thu cc tiu: 1.510
T phng trnh: Y = a +bX, suy ra: a = Y - bX;
Ti im t doanh thu cao nht (high), ta c:
a = 412 - 0,15 x 2.104 = 96,4
Ti im t doanh thu thp nht (low), ta c:
a = 323 - 0,15 x 1.510 = 96,4
Phng trnh chi ph kinh doanh c thit lp:
Y = 96,4 + 0,15X
Lu :
- Phng php cc tr rt n gin, d tnh ton nhng thiu chnh xc trong nhng
trng hp d liu bin ng bt thng.
- Trng hp tp d liu c s quan st ln, vic tm thy nhng gi tr cc tr gp
kh khn v d nhm ln, Microsoft Excel s cung cp mt cch nhanh chng v chnh xc
cc gi tr thng k: Max, min, range (=Max-Min) nh sau:
Lnh s dng trong Microsoft Excel: Tools / Data Analysis/ Descriptive Statistics/
OK / Summary Statistics / OK.

56

Column1 (doanh thu)

Column2 (chi ph)

Gii thch

Mean

1.882,00

Mean

377,83

Gi tr trung bnh

Standard Error

94,92

Standard Error

14,80

Sai s chun

Median

1.920,50

Median

384,00

Trung v

Mode

#N/A

Mode

#N/A

Yu v

Standard Deviation

232,50

Standard Deviation

36,26

lch chun

Sample Variance

54.056,40

Sample Variance

1.314,97

Phng sai (mu)

Kurtosis

-0,49

Kurtosis

-1,30

chp

Skewness

-0,76

Skewness

-0,58

nghing

Range

594,00

Range

89,00

Khong (min)

Minimum

1.510,00

Minimum

323,00

Gi tr ti thiu

Maximum

2.104,00

Maximum

412,00

Gi tr ti a

Sum

11.292,00

Sum

2.267,00

Tng cng gi tr

Count

6,00

Count

6,00

S ln quan st

Bng 3.2. Kt qu cc i lng c trng thng k trong Microsoft Excel

Nu trong Tools khng hin hnh sn Data Analysis, ta dng lnh: Tools / Add Ins / Analysis ToolPak / OK.
Gii thch cc thng s tnh c c th ti ct chi ph:
Mean (gi tr trung bnh): l bnh qun s hc (Average) ca tt c cc gi tr quan
st. c tnh bng cch ly tng gi tr cc quan st (Sum) chia cho s quan st (Count).

X =

n
X
i =1 i
n

2, 267
=

377.83

57

Standard Error (sai s chun): dng o tin cy ca gi tr trung bnh mu.

c tnh bng cch ly lch chun (Standard Deviation) chia cho cn bc 2 ca s quan
st.

36, 26
=

14, 80

Ta c th ni: c kh nng 95% l gi tr trung bnh nm trong khong cng tr (+/-)

2 ln sai s chun so vi gi tr trung bnh. Theo v d trn, l khong:
[377,83- (2 x 14,8);377,83 + (2x14,8) tc l khong: [348,23 ; 407,43]
Da vo cng thc trn ta cng thy rng: vi lch chun s khng i, n cng ln
th S cng nh. Tc khong dao ng s hp hn v chnh xc s cao hn. Ngi ta cng
da vo cng thc ny tnh s quan st cn thit n.
Median (trung v): l gi tr nm v tr trung tm (khc vi gi tr trung bnh
Mean). c tnh bng cch:
- Nu s quan st n l s l: sp xp cc gi tr quan st t nh n ln, gi tr ng
v tr chnh gia l s trung v.
- Nu s quan st n l s chn: sp xp cc gi tr quan st t nh n ln, trung bnh
cng ca 2 gi tr ng v tr chnh gia l s trung v.
Theo v d trn, ta sp xp cc quan st c gi tr t nh n ln: 323, 354, 365, 403,
410, 412.
Median =

365 + 403
2

= 384

Mode (yu v): l gi tr xut hin nhiu ln nht. Theo v d trn, ta khng c yu v
no c (#N/A)
Standard Deviation ( lch chun): c xem nh l lch trung bnh, i din
cho cc lch (hiu s) gia cc gi tr quan st thc v gi tr trung bnh (Mean). lch
chun l i lng dng o mc phn tn (xa hay gn) ca cc gi tr quan st xung
quanh gi tr trung bnh. c tnh bng cch ly cn bc hai ca phng sai

( trung

bnh ca phng cc lch: lch m- negative deviation v lch dng

positive deviation)
2=

= 36,26

( c l sagma )
Sample Variance (phng sai mu): L trung bnh ca bnh phng cc lch.
Ging nh lch chun, n cng dng xem mc phn tn cc gi tr quan st thc

58

xung quanh gi tr trung bnh. c tnh bng cch ly tng cc bnh phng cc lch
(tng cc hiu s gia gi tr quan st thc v gi tr trung bnh) chia cho s quan st tr 1
(n - 1). Theo v d trn ta c:

n
( X X )2
i
2 = i=1
= 1.314,97
n 1
2
( c l sigma bnh phng )
Kurtosis ( chp): l h s c trng thng k dng o mc ng nht ca
cc gi tr quan st.
- ng cong rt chp (very peaked): nhn ng, kurtosis > 3. Nu ng biu din
di y m t phn phi cc gi tr doanh thu, ta c th ni rng a s cc gi tr doanh thu
rt gn vi nhau (the same revenue) d c mt s t mang gi tr rt nh hoc rt ln.

- ng cong rt bt (very flat): phng nm, kurtosis < 3. Nu ng biu din di

y m t phn phi cc gi tr doanh thu, ta c th ni rng a s cc gi tr doanh thu
c tri u t nh n ln trong mt khong rng hn.

Theo v d trn, chp bng: - 1,30

Skewness ( nghing): l h s dng o nghing khi phn phi xc sut
khng cn xng theo hnh chung u.
- Nghing v tri ta cn gi l nghing m (Skewned to the left), skewness < -1:
nghing nhiu, > 0,5: nghing t. Nu ng biu din di y m t phn phi cc gi tr
doanh thu, ta c th ni rng a s cc gi tr doanh thu gn vi doanh thu ln nht d c

59

mt s t mang gi tr nh hn hoc rt nh ( bn tri).

- Nghing v phi ta cn gi l nghing dng (Skewned to the right), skewness >

1: nghing nhiu, < 0,5: nghing t. Nu ng biu din di y m t phn phi cc gi
tr doanh thu, ta c th ni rng a s cc gi tr doanh thu gn vi doanh thu nh nht d c
mt s t mang gi tr ln hn hoc rt ln ( bn phi).

Theo v d trn, nghing bng: -0,58.

Range (khong) also range width (hay b rng ca khong): l di ca khong
quan st (khong bin thin), c tnh bng ly gi tr quan st cc i Max tr i gi tr
quan st cc tiu Min.
Range = Max - Min = 412 - 323 = 89
Minimum (gi tr quan st cc tiu): gi tr nh nht trong cc quan st.
Min = 323
Maximum (gi tr quan st cc i): gi tr ln nht trong cc quan st.
Max = 412
Sum (tng cng gi tr ca cc quan st): l tng cng tt c cc gi tr ca tt c cc
quan st trong tp d liu.
Theo v d trn, ta c:

Sum

= X =
i =1
i

2.267

60

Count (s quan st): l s m ca s ln quan st (n). Theo tp d liu v d trn,

ta c: n = 6

3.2. Phng php hi quy bi:

Cn gi l phng php hi quy a bin, dng phn tch mi quan h gia nhiu
bin s c lp (tc bin gii thch hay bin nguyn nhn) nh hng n 1 bin ph
thuc (tc bin phn tch hay bin kt qu).
Trong thc t, c rt nhiu bi ton kinh t - c lnh vc kinh doanh v kinh t hc,
phi cn n phng php hi quy a bin. Chng hn nh phn tch nhng nhn t nh
hng n thu nhp quc dn, s bin ng ca t gi ngoi hi; xt doanh thu trong
trng hp c nhiu mt hng; phn tch tng chi ph vi nhiu nhn t tc ng; phn
tch gi thnh chi tit; nhng nguyn nhn nh hng n khi lng tiu th
Mt ch tiu kinh t chu s tc ng cng lc ca rt nhiu nhn t thun chiu
hoc tri chiu nhau. Chng hn nh doanh thu l thuc v gi c, thu nhp bnh qun x
hi, li sut tin gi, ma v, thi tit, qung co tip th Mt khc, gia nhng nhn t
li cng c s tng quan tuyn tnh ni ti vi nhau. Phn tch hi quy gip ta va kim
nh li gi thit v nhng nhn t tc ng v mc nh hng, va nh lng c
cc quan h kinh t gia chng. T , lm nn tng cho phn tch d bo v c nhng
quyt sch ph hp, hiu qu, thc y tng trng.
Phng trnh hi quy a bin di dng tuyn tnh:

Y = b0 + b1X1 + b2X2 + + biXi + bnXn + e

(3.2)

Trong : Y: bin s ph thuc (kt qu phn tch);

b0: tung gc;
b1: cc dc ca phng trnh theo cc bin
Xi; Xi: cc bin s (cc nhn t nh hng);
e: cc sai s
Lu : Y trong phng trnh trn c biu hin l Y c lng, ngi ta thng
vit di hnh thc c nn ( Y )
Mc tiu ca phng php hi quy a bin l da vo d liu lch s cc bin s
Yi, Xi, dng thut ton i tm cc thng s b0 v bi xy dng phng trnh hi quy
d bo cho c lng trung bnh ca bin Yi.

61

3.3. Phng php thng k hi quy

Cn gi l thng k hi quy n gin (simple regression statistical) dng phng
php thng k ton tnh cc h s a, b ca phng trnh hi quy da trn ton b quan
st ca tp d liu. y l phng php ng tin cy nht v v vy i hi cng phu hn.
Vn dng s liu v d trn, lp bng tnh cc tr s c s ri cn c vo cng thc
tnh cc thng s ca phng trnh.
Ta c cng thc trong thng k ton

a=

-b

n
( X X )( Y Y )
i =1 i
i
b =
n
2
(X X )
i =1 i
Chng minh cng thc
Cng thc trn c chng minh t phng php hi quy cc bnh phng ti thiu
ca cc hiu s ( lch : Deviation) gia cc gi tr quan st v gi tr c lng ca bin
s ph thuc ( Y = a +bXi)
2
Vi phng php tng cc bnh phng ti thiu, gi e$i l bnh phng cc lch,

ta c:

==
Min

(3.3)
(3.4)

Gii h phng trnh vi phn tm gi tr cc thng s.

Ly o hm ring phn theo a v cho bng 0:

( Y a bX ) 2 = 0
i
i
a
i =1
n

(3.5)

Ly o hm ring phn theo a v cho bng 0:

( Y a bX ) 2 = 0
i
i
b
i =1
n

(3.6)

Ly o hm ri cng chia cho -2 ( hay nhn vi ) ta c h phng trnh chun vi

62

n quan st:

XY = a X + b X

(3.7)

Y = na + b X

(3.8)

Dng phng php kh, gii h phng trnh c 2 n s, ta ln lc c c gi tr

cc thng s a, b nh cc cng thc (1.3) v (1.4) nn trn.
D dng thy c ngha cc lch ti thiu qua th sau:

Y
Yi
lch (deviation): Yi-

ng hi quy bnh qun ti thiu.

t

Xi

th 3.2. lch ca cc tr quan st so vi gi tr c lng

Gii thch th:

ng hi quy Y =a+ bX l ng c lng tt nht, cha cc gi tr c lng
ca Y m lch trung bnh gia chng v gi tr quan st thc l nh nht (ti thiu).
Cc lch nm pha trn ng c lng nhn t gc ca trc to , gi
l lch dng (Positive deviation); cc lch nm pha di ng c lng nhn t
gc ca trc to , gi l lch m (Negative deviation).
Ti sao l bnh phng ti thiu?
Mc ch cui cng ca phng php hi quy l dng gii thch hoc d bo mt
i tng cn nghin cu. C th l i tm gi tr cc thng s a, b xy dng phng
trnh hi quy tuyn tnh (ng thng) c dng tng qut:
Y =a+ bX.

Mi gi tr c lng (c lng im) l gi tr c lng trung bnh im

ca bin kt qu Yi. Kh nng ch c th xy ra cc gi tr trong mt khong
c lng vi mt tin cy nht nh m thi. V xc sut gi tr thc Yi bng vi

63

gi tr c lng im i Y l bng 0, hay ni cch khc l rt kh c kh nng xy ra.

ngha ca phng php bnh phng ti thiu l lm sao cho lch trung bnh
^

gia Y v Yi nh nht ( Yi- Y ) 0

Trong , Yi l cc gi tr quan st thc v Y =a+ bX l cc gi tr c lng (gi tr
trung bnh) ca Yi.
Khi y, gi tr c lng gn vi gi tr quan st thc v phng trnh hi quy
dng d bo s tr nn kh thi, thch hp nht v chnh xc nht trong iu kin c th.

Xi

Yi

Xi2

Yi2

Xi Yi

Xi X

Yi Y

Xi X
Yi Y

(X

(Y Y)

1.510

323

2.280.100

104.329

487.730

-372

-55

20.398

138.384

3.007

1.820

365

3.312.400

133.225

664.300

-62

-13

796

3.844

165

2.104

412

4.426.816

169.744

866.848

222

34

7.585

49.284

1.167

2.087

410

4.355.569

168.100

855.670

205

32

6.594

42.025

1.035

1.750

354

3.062.500

125.316

619.500

-132

-24

3.146

17.424

568

2.021

403

4.084.441

162.409

814.463

139

25

3.498

19.321

633

11.292

2.267

21.521.826

863.123

4.308.511

42.017

270.282

6.575

Bng 3.3. Cc tr s c s thng k

Y =

2.267
= 377,83
378
6

Trc ht, xt mc tng quan (correlation) gia bin s ph thuc v bin s

c lp bng cng thc:

R =

n
2
(X X )
Y Y
i =1 i
i
n
2 n
2
( X X ) (Y Y )
i =1 i
i =1 i

64

R = +1: tng quan hon ton v ng bin;

R = -1: tng quan hon ton v nghch bin;

R = cng gn 1:tng quan cng mnh (0,8<

<1);

R = t 0,4 n 0,8: tng quan trung bnh;

R = nh hn 0,4: tng quan yu;

R =

42.017

=
270.282 (6.575)

0.993

ngha ca tng quan ni ln cng ca mi quan h tuyn tnh

bin X v Y.
Tr li, thay cc gi tr tnh bng 3.7 vo cng thc (3.3) v (3.4)

n
2
2
( X X ) (Y Y )
i =1
i
i
b =
=
n
2
(X X)
i =1
i

42.017
=

ca hai

trn, ta c:

0.115

270.282

a = Y bX = 377.83 (0.115 x1882) = 86,12

Vy phng trnh hi quy c dng Y = a + bX s l:
Y = 86,12 + 0,155X
* Tnh trn phn mm Microsoft Excel:
C 2 cch thc hin trn Excel:
Cch 1: dng hm Fx: Paste function
Tm tr s b (slope), s dng lnh: Insert / Fx / Statistical (select a category: chn
loi hm) / slope (select a function: la chn tn hm) / OK / qut nh du khi ct d
liu Y v ct d liu X / OK.

65

Tm tr s a (intercept), s dng lnh ging nh tm tr s a, ch thay i bng tn

hng Slope bng tn hm Intercept (function name)
Tm tr s R (correlation), dng lnh: Insert / Fx / Statistical (select a category: la
chn loi hm) / Correl (select a function: la chn tn hm) / OK / qut nh du khi
ct d liu X v ct d liu Y / OK.
Cch 2: Dng Regression (thng dng chy hi quy a bin) Khi thao tc trn
Microsoft Excel, ta s dng lnh: Tools / Data Analysis / Regression / OK.
Trong phn Input (nhp u vo):
Nhp d liu Y vo : Input Y Range;
Nhp d liu X vo : Input X Range;
Trong phn Output options (v tr u ra) c 2 la chn:
Chn sheet mi: dng New worksheet ply;
Chn sheet hin hnh: dng Output Range.
Chng trnh Microsoft Excel s cho bng kt qu sau

SUMMARY OUTPUT

Regression Statistics
Multiple R

0.996722138

R Square

0.993455021

66

Adjusted R
Square

0.991818777

Standard Error

3.27994452

Observations

ANOVA
df

SS

MS

Regression

6531.801

6531.801

Residual

43.03214

10.75804

Total

6574.833

F
607.1555

Significance F
1.6099E-05

Upper
Coefficients

Standard Error

t Stat

P-value

Lower 95%

Upper 95% Lower 95.0%

95.0%

Intercept

85.26485301

11.94873

7.135891

0.00204 52.08985086

118.4399

52.08985

118.4399

X Variable 1

155.4561532

6.308962

24.64053

1.61E-05 137.9396656

172.9726

137.9397

172.9726

Bng 3.4. Kt qu hi quy n bin, cho bi Microsoft Excel.

Gii thch bng 3.4:

Multiple R = 0,9967 l tng quan gia Y v X (tng quan mnh);
R square (R2) = 0,9935: l h s xc nh (determination), biu hin kh nng
gii thch ca cc bin c lp X n bin ph thuc Y (kh nng gii thch cao);
c tr s a, b ct Coefficients - cc h s: Intercept - tung gc (a=85,265);
X Varible 1 - dc vi bin c lp X (b = 0,155)
Tr s thng k t-stat: 7,136 v 24,641 > 1,96, th hin s c ngha v mt
thng k mc ngha 5% trong khong: cn trn -Upper, cn di - Lower. Cn trn
v cn di ca Intercept l (118,44 ; 52,09) v ca Slope l (0,17 ; 0,14).
Mt s ch tiu dng kim nh, nh ANOVA trong bng kt qu hi quy
khng cp ht trong phm vi mn hc ny.

67

Chng 4: PHNG PHP BOX - JENKINS (ARIMA)

4.1. Tnh n nh ca mt chui
Trc khi x l mt chui thi gian nghin cu cc tnh ngu nhin ca n l bc cn
thit cho php ta nh gi mt cch tng qut v s liu nghin cu. Nu k vng ton v
phng sai ca n thay i theo thi gian, chui c xem nh l khng n nh. Trong
trng hp ngc li ta ni chui n nh. Xt chui yt, v mt ton hc mt chui n nh
phi tha cc iu kin sau:
E(yt) = E(yt+m) = cte

yk v m

Var(yt) < rk
Cov(yt ;yt+k) = E ((yt - )( yt+k- ) =

=hng s

Vi tnh cht nh vy ta c th thy mt nhiu trng (gii thiu sau) l mt chui n

nh v n tha mn tnh cht nu trn. Mt chui thi gian l n nh khi n l i din ca
mt qu trnh nghin cu n nh. Ni mt cch c th hn l chui khng c tnh xu th,
khng c tnh chu k

4.2. Hm s t tng quan n v t tng quan ring phn

H s tng quan ring phn l h s dng nh gi quan h gia hai bin khi
nh hng ca bin th ba c loi tr

Hm s t tng quan p k nhm xc nh s tng quan ca chui v chnh n nhng lch

i mt chu k k bt k (xem bng sau). Cng thc xc nh hm s tng quan p k nh sau:

Tnh cht:
p 0 =1 v p k = p -k

Bng sau y gii thiu cch tnh hm t tng quan

Kho st chui quan trc yt. Cc chui lch yt-k tng ng cng c gii thiu:

68

k
t
1
2
3
4
5
6
7
8
9
10
11
12

0
yt
123
130
125
138
145
142
141
146
147
157
150
145

1
yt-1

2
yt

3
yt

4
yt-2

123
130
123
125
130
123
138
125
130
145
138
125
142
145
138
141
142
145
146
141
142
147
146
141
157
147
146
150
157
147
Bng 4.1. Xc nh cc chui lch yt-k

123
130
125
138
145
142
141
146

Kt qu tnh gi tr trung bnh v phng sai ca cc chui v hm s t tng quan

k c trnh by trong bng sau:
Trung bnh yt
Trung bnh yt-k
Phng sai yt
Phng sai yt-k
p k

140.7
140.7
95
95
1

142.3
140.3
72.4
101.8
0.77

143.6
139.4
62.8
101.8
0.62

145.6
137.4
27.1
74.9
0.59

146.6
136.2
22.2
71.4
0.55

Bng 4.2
Vi nh ngha ca hm s t tng quan trn ta thy khng tin li trong vic tnh
ton v n i hi phi li li khi tnh mi s hng rk Do trong thc t p dng ta thng
tnh hm t tng quan cho mu bng mt cng thc n gin hn nh sau:

vi gi tr trung bnh ca chui tnh trn n chu k.

Khi s lng quan trc ln, hai cch tnh gi tr hm t tng quan trn cho kt qu
rt gn nhau ( p k ~ p -k ) Hm s t tng quan ring phn bt ngun t khi nim tng
quan ring phn. Vi khi nim ny cho php ta nh gi, v d, nh hng ca x1 ln x2
trong bi cnh loi ht cc nh hng ca cc bin khc x3 x4xk

69

Tng t nh vy ta nh ngha hm t tng quan ring phn c mc tr k nh l

h s tng quan ring phn gia yt v yt-k; c ngha l trong cc nh hng ca cc bin ytl, yt-2 yk+l c loi b .

4.3. Kim nh nhiu trng

4.3.1. Phn tch hm t tng quan
Mc ch ca phn tch hm t tng quan nhm xc nh kh nng c tnh t tng
quan trong chui kho st (thng l chui sai s) hay khng. Khi chng ta phn tch hm t
tng quan ca mt chui thi gian, mt cu hi lun lun t ra l cc h s
p k no khc 0. Tht vy, nu ta hon ton khng c gi tr no ca p k khc 0 ta ni qu

trnh nghin cu khng c << b nh >>. N hon ton khng c tnh xu th cng nh khng c
tnh chu k. V d trong trng hp nu chui c tnh chu k theo thng ta s thy gi tr ca p
12

s ln (tng quan gia yt v yt-12) Chui chc chnc tnh chu k. Kim nh cho p k c gi

tr khc 0 c thc hin da vo nguyn tc kim nh gi thit nh sau:

H0: p k = 0
H1: p k

Trong thc hnh, tc gi Quenouille chng minh c rng vi mt mu c kch

thc tng i ln, h s p k tin mt cch tim cn v mt phn phi chun c gi tr trung
bnh bng 0 v lch chun l
Khong tin cy

ca h s p knh sau:

vi n l s lng quan trc.

Nu h s p k tnh c nm ngoi khong trn ta kt lun p k khc 0 vi ri ro
(thng ta ly

=5%).

4.3.2. Tham s thng k ca Box-Pierce v Ljung-box

Kim nh ca Box-pierce cho php nhn bit l nhiu trng hay khng. Chng ta
phi kim nh Cov(yt,yt-k)=o V p k=0 vi . Mt qu trnh nhiu trng bt buc phi c: p 1=
p 2= p 3==h chng ta c th kim nh ring l cc gi tr ca p, tuy nhin thng ta hay

s dng gi tr thng k Q nh ngha bi Box-Pierce nh sau: Q=n vi h s lng ca s tr,

p k gi tri t tng quan kinh nghim bc k v n ch s quan trc.Gi tr thng k Q tun theo

gn nh mt phn phi c2 c bc t do h. Vi mc ri ro a% v bc t do h ta c gi tr co

70

cho t bng tra. Nu c2 >c2 a s .chp nhn gi thit H1: khng phi l mt nhiu trng. V
ngc li ta s kt lun l mt nhiu trng.
th sau y cho ta thy bin i ca mt nhiu trng. H.4.1

Biu tng quan n v biu tng quan ring phn tng ng ca chui ny
nh sau:

71

Hnh 4.2
Trong thc hnh kho st l mt nhiu trng hay khng ta s s dng cc kim
nh Bartleu v Quenouille. Kim nh lin quan n ln ca cc gi tr h s tng quan
v tng quan ring phn.
Khi ta thy cng ca nhiu ton b nm trong gii hn cho php, ta kt lun l
mt nhiu trng. i vi trng hp hnh trn, ta nhn thy kim nh Quenoulle cn c
gi tr vt qu gii hn, y cha phi l mt nhiu trng hon ton.

4.4. M hnh AR(P) (Auto Regression)

Trong mt qu trnh t hi quy bc p, s liu quan trc ti thi im hin ti yt c
to ra bi mt tng trung bnh c trng s ca cc gi tr quan trc trong qu kh tnh cho n
gi tr quan trc qu kh th p Cng thc nh ngha nh sau:
AR(1): yt = q1*yt-l + et
AR(2): yt = q1*yt-l +q2*yt-2 + et
--------------------------------------------------------

AR(P): yt = q1*yt-l +q2*yt-2 + +qp*yt-p +et

Trong q1; q2; ; qp l cc thng s cn phi xc nh. et l mt nhiu trng ngu
nhin c dng Gaussien. Chng ta cng c th thm vo qu trnh ny mt hng s m n vn

72

khng nh hng n nh cht ngu nhin ca chui. Phng trnh trn c th vit di dng
n gin hn nh vo nh ngha ton t lch pha D nh sau:
( 1- q1*D - q2D2 - . . .- qpDp)*yt = et
Tnh cht:
- Ngi ta chng minh biu tng quan n ca mt qu trnh AR(P) c m
t bi mt cp s nhn c cng bi nh hn 1 (chui gim) c dng:
p k = p -k

- Biu tng quan ring phn chi c p s hng u tin l khc 0.

Cc v d sau y cho php chng ta nhn bit m hnh dng AR da trn phn tch
biu tng quan n v tng quan ring phn. Xt mt m hnh AR(L) c dng:
yt = 1 + 0 9*yt-l+ et
vi et l gi tr thng d.

73

Cc biu tng quan ca m hnh trn c dng sau:

Hnh 4.3
Ta thy gi tr u tin ca biu tng quan ring phn rt ln so vi cc gi tr cn
li v biu tng quan n c gi tr gim n. l biu th c th cho php chng ta
nhn dng l mt m hnh AR(L).
Xt mt m hnh AR(2) c dng:
yt = 0 9*yt-2+1+ et
Cc biu tng quan ca m hnh trn c dng sau:

74

Hnh 4.4
So vi trng hp trc ta thy c s khc nhau. Thay v gi tr th 1 nh v d trc,
trng hp ny ta thy gi tr th 2 trong biu tng quan ring phn ln tri hn hn so
vi cc gi tr cn li. Trong khi tnh cht ca biu tng quan n cng ging nh
trc. iu ny cho php ta bit y l mt m hnh AR(2). Ta cng lu thm vi s hng
AR(1) l khng ng k.

4.5. M hnh MA(q) (Moving Average)

Trong mt qu trnh trung bnh ng bc q, s liu quan trc ti thi im hin ti yt
c tnh bi tng trung bnh c trng s gi tr ca cc nhiu ngu nhin cho n nhiu th q.
Cng thc nh ngha nh sau: .
MA(1):

yt = et - a1*et-1

MA(2):

yt = et - a1*et-1- a2*et-2

--------------------------------------------------------------------

MA(q):

yt = et - a1*et-1- a2*et-2-- aq*et-q

75

Trong a1, a3, , ap l cc thng s cn phi xc nh et l mt nhiu trng ngu nhin c

dng Gaussien. Phng trnh trn c th vit di dng n gin hn nh vo nh ngha mt
ton t lch pha D nh sau:
(l -a1D- a2D2 -...- apDp) et = yt
Trong qu trnh dng ny cng nh tt c cc m hnh t hi quy cc nhiu ngu nhin
c gi thit l c to ra bi mt <<nhiu trng>> Chng ta c th hiu qu trnh trung
bnh ng l mt chui thi gian dao ng ngu nhin chung quanh gi tr trung
bnh ca chng.
Tnh cht:
- Chui trung bnh ng bc 1 chnh l mt qu trnh t hi quy bc p v hn.
- Biu tng quan n ca mt qu trnh trung bnh ng bc q, MA(q), c xc
nh bi:
p k = khi
p k = 0 khi

k>q

iu ny c ngha l ch c q s hng u tin ca biu tng quan l khc 0. i

vi biu tng quan ring phn s c m t bi mt chui cp s gim theo hng cc
chm pha trong qu kh. Cc v d sau y cho php chng ta nhn bit theo kinh nghim,
hnh dng MA da trn c s phn tch biu tng quan n v tng quan ring phn.
Xt mt m hnh MA(L) c dng:
yt = 5 + et + 0.9*et-1
vi et l gi tr thng d thi im t

76

Hnh 4.5
Cc biu tng quan ca m hnh trn c dng sau:
Ta thy gi tr u tin ca biu tng quan n vt tri so vi cc gi tr cn li
v biu tng quan ring phn gim dn dn. l dng c th ca mt m hnh MA c
bc l 1.
Xt trng hp cho mt m hnh MA(2) c dng:
yl = 5 +et + 1 . 1 et-2
Cc biu tng quan ca m hnh trn c dng sau:
Trong trng hp ny, thay v gi tr u tin trn biu tng quan c gi tr ln
tri nh trc, ta thy gi tr th 2 trn biu ny ln tri hn so vi cc gi tr cn li v gi
tr ca biu tng quan ring phn gim dn dn; l biu th c th ca mt m hnh
MA(2).

4.6. M hnh ARMA(p,q)

M hnh ARMA(p,q) l mt qu trnh c to ra bi t t hp gia cc gi tr ca
chui trong qu kh v cc gi tr ca nhiu trong qu kh. N c xc nh bi phng
trnh sau y:

77

Ta c th ni y l mt m hnh c c t s tng hp ca 2 loi m hnh AR v MA.

Tnh cht:
ARMA( 1 ,0)=AR( 1 ) ; ARMA(0, 1 )=MA( 1 )
Ta ch trong trng hp ny, biu tng quan n v biu tng quan ring
phn s phc tp hn so vi 2 trng hp trn. Do vy chng ta phi lu khi xc nh cc
thng s p,q ca m hnh ARMA t cc biu ny.
V d 5
Xt m hnh ARMA(L,l) sau y:
y = 5 + 0.8yt-l + 1 . l
Cc biu tng quan ca m hnh trn c dng sau:

Hnh 4.6
Vi biu trn ta thy y l mt s pha ln gia hai loi m hnh AR v MA. Ta
thy u c gi tr u tin vt tri trong cc biu tng quan. Cng trong cc biu
cng tt dn.
D on bc ca m hnh i hi phi c mt kinh nghim nht nh.

78

4.7. M hnh ARMA m rng: ARIMA, SARIMA

Trong trng hp chui quan trc c xu th khng n nh (c xu th tng hoc gim
theo thi gian), ta nh ngha mt m hnh c dng ARMA(p,d,q) vi d l bc ca ng xu
th. Ni mt cch khc i, d biu th cho s ln ly << sai bit > cn thit ln chui quan trc
ta c th nhn c mt chui nghin cu c tnh n nh theo xu th. V d trong trng
hp chui c xu th tuyn tnh ta c d=l; trong trng hp ng xu th l mt hm bc 2 ta
c d=2.
Tht vy gi s chui c mt xu th tuyn tnh biu th bi phng trnh sau y:
y =a+bt
nh ngha sai bit bc 1 Dyt ta c:
Dyt =yt-yt-1 =(a+bt)-(a+b[t1])=b=cte
Ta thy chui sai bit bc 1 c xu th n nh.
Trong trng hp c xu th bc 2 phng trnh c dng:
yt =a+bt+ct2
Tnh sai bit bc 1 ta c:
Dyt =yt-yt-1 = (a+bt+ct2)-(a+b[t-l]+c*[t-1]2)=b-c+2tc
Ta thy chui Dyt c xu th bc 1 . c xu th n nh ta ch cn tnh thm mt ln
na cho s khc bit nh trng hp ta c trong trng hp xu th l tuyn tnh trn.
Nh vy ta c hai ln ly sai bit cho trng hp bc 2 ny chui quan trc tr nn
n nh v xu th. Tm li ta c th vit chui (l-D)d *yt l mt ARMA(p,q) khi yt l mt
ARIMA(p,d,q); vi D c nh ngha l ton t sai bit:
D(yt)=yt- yt-l
M hnh SARIMA cho php gii quyt vn sai bit lin quan n bin i ma. S
bin i c nh ngha nh sau:
(1 - Ds)*yt = yt - yt-s
vi s biu th tnh chu k ca s liu (s=4 cho mt chui bin i theo qu, s=12 cho
chui bin i theo thng).
Ch : Chng ta chi p dng m hnh ARMA nghin cu cho cc chui khng c xu
th.

79

4.8. Phng php Box - Jenkins

Di y nghin cu mt cch c h thng cc dng khc nhau ca chui thi gian da
vo cc tnh cht ca n. Mc tiu l tm trong s tt c cc m hnh ARIMA (AR: t hi quy,
MA: trung bnh ng, I: thng s cho bit bc cn thit c th to mt chui n nh) 1 m
hnh thch hp nht vi s liu ca hin tng nghin cu.
Phng php bao gm 3 bc chnh sau y:
Bc 1: Tm cc m hnh thch hp nht
y l bc quan trng v kh nht. N cho php nhn bit c trong h tt c cc
m hnh ARLMA m hnh no l c kh nng thch hp nht. Phng php da vo nghin
cu cc biu tng quan n v cc biu tng quan ring phn. Mt vi nguyn tc
sau y cho php tm cc thng s p,d,q ca m hnh ARIMA.
* Kh tnh chu k
n gin trong trng hp chui nghin cu c cha yu t bin i c tnh chu k
ta nn << kh >> yu t ny trc khi i vo cc x l thng k nhm n gin ha cho cc
bc tnh sau.
* Kho st v xc nh bc ca xu th nu c
Trong trng hp biu tng quan n gim chm hoc hon ton khng gim,
chui c cha mt xu th. Trong trng hp ny ta s loi tnh xu th n nh vo p dng ca
ton t sai bit ln chui. Trong thc t ta c th gp trng hp d=l hoc 2. Gi tr thch hp
ca d s cho ta mt biu tng quan n c xu th gim nhanh.
* Xc nh p,q ca m hnh ARMA nh vo biu tng quan
- Nu biu tng quan n ch c q gi tr u tin l khc 0 (q=3 l ln nht) v
cc gi tr ca biu tng quan ring phn gim t t ta c th tin on c mt MA(q).
- Nu biu tng quan ring phn ch c p gi tr u tin l khc 0 (p=3 l ln nht)
v cc gi tr ca biu tng quan n gim t t ta c th tin on c mt AR(P).
- Nu biu tng quan n v biu tng quan ring phn khng c s ct ngn
nh hai trng hp trn, ta s c mt qu trnh ARMA v cc thng s ca n ty thuc vo
dng c th ca cc biu tng quan.
Trong thc hnh, phng php phn tch th ch cho ta tm c p q trong cc
trng hp n gin m thi. Trong trng hp tng qut, ta c th p dng cc tiu chun
sau y xc nh cc thng s p, q trong mt m hnh ARMA. Thc cht chung ca cc
tiu chun ny l da vo s kho st cc gi tr lin quan n phng sai ca chui sai s cho
bi m hnh vi thng s ngh.

80

C 3 tiu chun thng dng c s dng nh sau:

Tiu chun Akaike:
Akaike = Log(%rss) + 2
Tiu chun BIC:
BIC = Log(%rss) + (p + q) *
Tiu chun HQ:
HQ = Log(%rss) + 2(p + q) *
270
vi:

%rss : tng cc thng d bnh phng ca m hnh ngh

%nobs : s lng quan trc.

Trong trng hp l tng, gi tr chn ca p,q tng ng vi trng hp cho ta cc
gi tr Akaike, BIC, HQ cc tiu. Trong p dng ta c th c trng hp gi tr p,q
ngh khng lm cho 3 tiu chun ny ng thi cc tiu. Tuy vy thng cc tiu chun ny
cho gi tr p,q ti u khng khc nhau ln. Trong trng hp ny ta s kho st tng t hp
(p,q) c th quyt nh chn m hnh hp l nht.
Bc 2: c lng cc h s ca m hnh
Trong trng hp m hnh AR(P), tc gi p dng phng php bnh phng ti thiu
hay s dng quan h gia tnh t tng quan v cc h s ca m hnh (phng trnh Yule
Walker). c lng cc h s cho m hnh MA(Q) tng i phc tp hn. Cc tc gi
ngh s dng mt phng php lp di dng qut m chng ta c th hiu mt cch n gin
nh sau.
Gi s ta c 1 m hnh ARMA(2,2) xc nh bi:
(l-q1D-q2D2)yt = (l-aD1-a2D2)*et
v Chng ta c th vit di dng:
yt =
Ta t:

81

Do :

T chng ta c th khi u bng cch tnh qut vi 2 khong gi tr chp nhn

c cho a1 v a2 v vi mt gia s cho trc. Tip theo, cho mi cp gi tr ca a1 v a2 ta t
no = o V n1 =o v Chng ta s c lng gi tr ca vl theo cc bc sau:
n2 = y2
n3 = y3 + a2 n2
n4 = y4 + a1 n1+a2 n2
etc....
sau khi tnh tt c cc gi tr ca nt ta s c lng cc thng s q1 V q2 bi phng
php bnh phng ti thiu p dng vo phng trnh sau:
nt = q1nt-1 + q2nt-2 + et
v chng ta s ly gi tr al, a2 sao cho cc tng bnh phng ca cc thng d t
phng trnh hi quy trn ti thiu. Ch phng php ny ch c gi tr trong trng hp s
lng cc thng s cn xc nh khng nhiu lm. Ngoi phng php bnh phng ti thiu
ta cn c th p dng phng php cc i ha cc hm tng thch.
Bc 3: Kim tra gi tr ca m hnh v d bo
Sau khi cc thng s ca m hnh c xc nh, chng ta s kim nh cc kt qu ca
c lng ny.
Cc h s ca m hnh phi khc 0 (kim nh Student c in).
Nu c mt hay nhiu h s khng tha mn, ta s loi b n ra khi m hnh AR hoc
MA ang xt.
Phn tch cc gi tr thng d c thc hin t 2 tiu chun sau:
- Gi tr trung bnh s hc trit tiu, trong trng hp ngc li ta nn thm mt hng
s vo m hnh.
- Chui gi tr thng d l mt nhiu trng. Cc gi tr th.ng k ca Box-pierce v ca
Ljung-box cho php kim nh tnh cht ny. Nu n khng phi l mt nhiu trng ta kt lun
m hnh l khng hon chnh v ta phi thm vo m hnh cc bc b sung cn thit.
- Bc kim nh m hnh rt quan trng? v c th ta phi tr li bc th 1 nu m
hnh ngh khng thch hp. Mt khi m hnh c kim nh, ta c th tin hnh d bo
gii hn trong mt vi chu k. Phn tch chui thi gian vi m hnh SARLMA ch cho php

82

tin hnh cc d bo ngn hn. N khng cho php mt d bo trung hn v di hn vi

chnh xc cn c, v bin ca sai s gia tng rt nhanh trong trng hp ny.
Chng ta co th tm tt cc bc c bn ca phng php Box-Jenkins nh sau:
Tm cc thng tin thch hp, kh
tnh chu k, kho st v xc nh
bc ca xu th

Phn tch biu tng quan n

v tng quan ring phn: xc nh
bin p,q ca m hnh AR v MA

D bo
Y= a+ bX
c lng cc h s ca m hnh
Kim tra m hnh: Phn tch cc h
s v thng d
D bo

Vi d:

Y= a+ bX
c lng cc h
s ca m hnh

p dng phng php Boxjenkins Doanh thu ca mt cng ty trong chu k 01/82 n
09/90 c trnh by bi th sau y:

83

Hnh 4.7
Hy phn tch chui trn bng phng php Box-jenkins v d bo cho doanh s
trong 6 thng tip theo (lo/90 - 3/91).
Hng dn (Kt qu tnh ton c thc hin vi logiciel RATS)
Biu tng quan n v biu tng quan ring phn ca chui trn nh sau:

84

Hnh 4.8
Ta thy trn cc biu tng quan xut hin 1 << pic >> rt r khi k=12. Nhn xt
ny cho ta kt lun s liu c tnh chu k (T=12 thng). kh tnh chu k trong chui, ta s
nh ngha chui Yt nh vo mt bin i nh sau:
Yt = yt - yt-12 ; t
Biu tng quan n v biu tng quan ring phn ca chui Yt trn nh sau:
Ta thy biu tng quan c cng gim n rt chm, iu ny c ngha l ta c
mt xu th trong s liu. kh xu th ta p dng bin i sau:(D)Yt = Yt - Yt-1 ;
Biu tng quan ca D(YT) nh sau:

85

Hnh 4.9
Ta thy gi tr u tin ca biu tng quan n ln hn hn s vi cc gi tr tip
theo, trong khi gi tr ca biu tng quan ring phn gim t t; ta c th d on y
l mt m hnh c dng MA(1). Tm li m hnh ngh cho chui s liu trn nh sau
SARIMA(0,1,1) vi s=12. Kt qu cho t logiciel RATS nh sau:
Bin nghin cu VENTE -c lg bi Box-Jenkins
S ln lp 21
Chui s liu 83:02 n 90:09
S quan trc hiu dng 92 Bc t do 90
H s xc nh R**2 0.921215 H s xc nh hiu chnh 0.920340
Gi tr bin nghin cu

646. 71640217

lch chun ca/ bin nghin cu

365.927404

Sai s chun ha ca c lng

103.28000630

Tng c c thng d bnh phng

Gi tr thng k Durbin-watson

960008.37314
1.751202

Gi tr thng k ca Ljung-box Q(23-2)

29.883511

a tng ng ca Q

0.09435394

86

Bin

H s

lch chun

T-student

******
******************************************************************
1 AR(12)

1.058169

0.032803

32.25804

0.000

2. Ma(1)

0.820817

0.060968

-13.46307

0.000

Biu tng quan n v biu tng quan ring phn ca thng d cho bi m
hnh c chn t phng php
Box Jenkins nh sau:

87

 nh gi cht lng ca m hnh ta phi kim tra xem gi tr thng d trn c phi
l mt nhiu trng hay khng. Sau y l kt qu ca kim nh Bartlett v Quenouille:
Ta thy cng ca h s tng quan n v tng quan ring phn hon ton nm
trong gii hn cho php trong c 2 loi kim nh. Do chui gi tr thng d cho bi m
hnh chn l mt nhiu trng nh mong i.

88

D bo ngn hn:
Tin hnh d bo ngn hn v doanh s ca cng ty cho bi m hnh Box-jenkins c
trnh by trong bng sau:
Thi gian

90:10

90:11

90:12

91:01

91:02

91:03

91:04

D bo

1055.3

1480.7

1901.4

676.1

561.8

561.8

714.6

th sau biu din tng hp gia doanh thu trong qu kh v d bo ngn hn ca

cng ty nh sau:

89

90

Chng 5: DY S THI GIAN

5.1. Khi nim
Mt lng ca hin tng thng xuyn bin ng qua thi gian. Trong thng k
nghin cu s bin ng ny ta thng da vo dy s thi gian.
Dy s thi gian l dy s cc tr s ca ch tiu thng k c sp xp theo th t thi
gian.
V d: c s liu v doanh thu ca Bu in X t nm 1999 -2003 nh sau:
VT: t ng.
Nm

1999

2000

2001

2002

2003

Doanh thu

23,9

28,1

37,3

47,2

67,4.

Bng 5.1
V d trn y l mt dy s thi gian v ch tiu doanh thu ca n v Bu in ny t
nm 1999- 2003. Qua dy s thi gian c th nghin cu cc c im v s bin ng ca
hin tng, vch r xu hng v tnh quy lut ca s pht trin, ng thi d on cc mc
ca hin tng trong tng lai.
Mi dy s thi gian c hai thnh phn:
- Thi gian: c th l ngy, tun, thng, qu, nm, . . .
nhau c gi l khong cch thi gian.

. di gia hai thi gian lin

- Ch tiu v hin tng nghin cu: ch tiu ny c th l s tuyt i, s tng i, s

bnh qun. Tr s ca ch tiu cn gi l mc ca dy s.
* Phn loi dy s thi gian:
Cn c vo tnh cht thi gian ca dy s, c th phn bit thnh 2 loi:
1. Dy s thi k: l dy s biu hin mt lng ca hin tng qua tng thi k
nht nh
2. Dy s thi im: l loi dy s biu hin mt lng ca hin tng qua cc thi
im nht nh. Dy s ny cn c phn bit thnh 2 loi:
- Dy s thi im c khong cch thi gian u nhau.
V d: C gi tr v hng ha tn kho ca cng ty X vo cc ngy u thng 1, 2, 3, 4
nm 1995, nh sau:

91

Ngy

1-1

2-1

3-1

4-1

Gi tr hng tn kho (triu ng)

356

364

370

352

Bng 5.2
- Dy s thi im c khong cch thi gian khng u:
C s liu v s d tin vay ngn hng ca cng ty Y, nh sau:
Ngy (thi im)
S d tin vay (triu ng)

1-1
20-1
400
600
Bng 5.3

15-2
500

10-3
700

* Cc yu t nh hng n bin ng thi gian:

1. Bin ng c xu hng.
2. Bin ng theo thi v.
3. Bin ng theo chu k.
4. Bin ng bt thng.

5.2. Cc ch tiu phn tch

phn nh c im bin ng qua thi gian ca hin tng nghin cu, ngi ta
thng tnh cc ch tiu sau y:
5.2.1. Mc trung bnh theo thi gian
Ch tiu ny phn nh mc i biu ca cc mc tuyt i trong mt dy s thi
gian. Mc trung bnh theo thi gian c xc nh theo cc cng thc khc nhau, ty theo
tnh cht thi gian ca dy s.
5.2.1.1 i vi dy s thi k:
Mun tnh mc bnh qun: ta cng cc mc trong dy s ri chia cho s cc mc
, tc l:
n

y + y + y3 + ... + yn
y= 1 2
=
n

y
i =1

Trong :
Yi (i = 1,, n): cc mc ca dy s thi k
n: s mc ca dy s
T v d trn ta doanh thu bnh qun mi nm ca n v Bu in X l:

92

y = (23,9 + 28,1 + 37,3 + 47,2 + 67,4)/5 = 40,78 ( t ng)

Kt qu c ni ln trong thi k t nm 1996 n 2000, doanh thu trung bnh hng

nm ca Bu in X l 40,78 t ng.
5.2.1.2. i vi dy s thi im:
* Dy s c khong cch thi gian bng nhau: mc trung bnh c tnh theo cng
thc sau:
y = (y1 /2 + y2 + y3 + + yn-1 + yn / 2) / (n -1)

Trong : yi (i=1,2, . . . ,n) l cc mc ca dy s thi im. n: s mc ca dy s

T v d (2) ta tnh y :
y = (256 / 2 + 364 + 370 + 352 /2) = 362,666

C ngha l hng ha tn kho trung bnh ca qu I l 362,666 triu ng.

* Dy s thi im c khong cch thi gian khng bng nhau, mc trung bnh
c tnh theo cng thc:
n

y t + y2t2 + y3t3 + ... + ynt n

y = 11
=
t1 + t2 + t3 + ... + tn

yt
i =1
n

i i

t
i =1

Trong : yi (i=1,2,3, . . ., n): cc mc ca dy s thi im.

ti (i=1,2, . . . , n): di ca cc khong cch thi gian.
T v d (3), tnh y ta lp bng sau:
y
I

ti(s ngy)

yitI

400

19 (1.1 n 19.1)

7.6

600

26 (20.1 n 14.2)

15.6

500

23 (15.2 n 9.3)

11.5

700

22 (10.3 n 31.3)

15.4

Cng

90 ngy

50100
Bng 5.4

Kt qu trn ni ln s d tin vay trung bnh ca qu I l 556,7 triu ng.

5.2.2. Lng tng hoc gim tuyt i
L ch tiu phn nh s thay i v tr s tuyt i ca ch tiu gia 2 thi gian nghin

93

cu. Ty theo mc ch nghin cu ta c:

5.2.2.1. Lng tng (gim) tuyt i tng k (lin hon)
Ch tiu ny cho thy lng tng (hoc gim) tuyt i ca hin tng qua 2 k lin nhau.
Cng thc tnh:

= yi yi 1

yi : mc ca k nghin cu
yi-1 :mc ca k ng lin trc .
* Nhn xt:mt dy s thi gian c n mc th ch c th tnh c nhiu nht l (n1) lng tng (gim) tuyt i tng k.
T v d (1) ta c:
1 = y2 y1 =
3 = y3 y2 =
3 = y 4 y3 =

5.2.2.2. Lng tng (hoc) gim tuyt i nh gc

Ch tiu ny phn nh lng tng (hoc gim) ca hin tng nghin cu qua mt thi
gian di.
Cng thc tnh: y = yi y1
yi : mc ca k nghin cu.
y1 : mc k gc (thng l mc u tin ca dy s).
+ Mi quan h gia y v y
Tng i s ca cc lng tng (gim) tuyt i tng k bng lng tng (gim) tuyt
i nh gc:
y = yi

5.2.2.3. Lng tng gim tuyt i trung bnh

Ch tiu ny phn nh lng tng (gim) tuyt i in hnh ca hin tng trong c
thi k nghin cu:
y = yi / ( n 1) = y / ( n 1) = ( yn y1 ) / ( n 1)

5.2.3. Tc pht trin

L mt s tng i (thng c biu hin bng ln hoc %) phn nh tc v xu
hng bin ng ca hin tng qua thi gian. (tu theo mc ch nghin cu ta c tc

94

pht trin sau y:)

5.2.3.1. Tc pht trin tng k (lin hon)
Ch tiu ny phn nh hin tng pht trin vi tc pht trin c th l bao nhiu
qua 2 k lin nhau:
ki = yi / (yi -1) (VT: ln hoc %)
* Nhn xt: dy s thi gian c n mc , ch c th tnh c nhiu nht l (n-1) tc
pht trin tng k.
5.2.3.2. Tc pht trin nh gc
Ch tiu ny nh gi nhp pht trin ca hin tng nghin cu qua 1 thi gian di.
K = yn / y1 (ln)
hoc K= yn x100/ y1 (%)
Trong : yi : mc tng k nghin cu (i=2,3, . . .

.,n)

yi : mc k gc (thng l mc u tin ca dy s).

* Mi quan h gia K v k: tch s ca cc tc pht trin tng k bng tc pht
trin nh gc.
k1.k2.. .

. . . kn-1. = K

5.2.3.2. Tc pht trin trung bnh

Ch tiu ny phn nh tc pht trin in hnh ca hin tng trong c thi k
nghin cu:
n

k = n 1 k1.k2 .k3 ...k n 1 = n 1 ki = n 1

i =1

yn
(ln hoc %)
y1

5.2.4. Tc tng hoc gim

L ch tiu cho thy nhp tng trng ca hin tng nghin cu qua thi gian.
5.2.4.1. Tc tng (gim) lin hon (tng k)
Ch tiu ny phn nh hin tng tng (hoc gim) vi tc l bao nhiu qua 2
thi k nghin cu lin nhau

a=

y
y yi 1
= i
= k 1
yi 1
yi 1

hoc a = k 100 (%)

95

5.2.4.2. Tc tng gim nh gc

Ch tiu ny phn nh hin tng tng (hoc gim) vi tc l bao nhiu qua 1
thi gian di.
b=

y
y1

yi y1
= K 1 (ln)
y1

hoc b = K 100 (%)

5.2.4.3. Tc tng (gim) trung bnh
Ch tiu ny cho thy nhp tng (gim) in hnh ca hin tng trong c thi k
nghin cu.
a = k 1 (ln)

hoc a = k 100 (%)

5.2.5. Tr tuyt i ca 1% tng (hoc gim)
Ch tiu ny dng nh gi tr s tuyt i tng ng vi 1% ca tc tng (hoc
gim) tng k.
c=

y yi yi 1 yi 1
=
=
a
k 100 100

(VT trng vi VT ca lng bin)

5.3.Cc phng php biu hin xu hng pht trin ca hin tng
5.3.1. Phng php m rng khong cch thi gian
Phng php ny c s dng khi 1 dy s thi k c khong cch thi gian tng
i ngn v c nhiu mc m qua cha phn nh c xu hng bin ng ca hin
tng.
V d: C ti liu v sn lng hng thng ca nm 1999 1 x nghip nh sau:

96

Thng
(1.000 tn)
1
2
3
4
5
6

Sn lng
Thng
(1.000 tn)
40,4
7
36,8
8
40,6
9
38,0
10
42,2
11
48,5
12
Bng 5.5

Sn lng
40,8
44,8
49,4
48,9
46,2
42,2

Dy s trn cho thy sn lng cc thng th tng, khi th gim tht thng, khng ni r
xu hng bin ng. Ngi ta c th m rng khong cch thi gian t thng sang qu:
Qu

Sn lng (1.000 tn)

117,8

128,7

135,0

137,3
Bng 5.6

Do khong cch thi gian c m rng (t thng sang qu), nn trong mi

mc ca dy s mi chu s tc ng ca cc nhn t ngu nhin (vi chiu hng khc
nhau) phn no c b tr (trit tiu) v do cho ta thy r xu hng bin ng c bn
l: tnh hnh sn xut ca x nghip tng dn t qu 1 n qu 4 ca nm 1999.
5.3.2. Phng php s trung bnh trt
S trung bnh trt (cn gi l s trung bnh di ng) l s trung bnh cng ca 1 nhm
nht nh cc mc ca dy s c tnh bng cch ln lt loi dn cc mc u, ng
thi, thm vo cc mc tip theo, sao cho tng s lng cc mc tham gia tnh s trung
bnh khng thay i.
Gi s c dy thi gian y1 ,y2 ,y3, . . . yn-1 ,yn
Nu tnh trung bnh trt cho nhm 3 mc , ta s c:
y 2 = ( y1 + y2 + y3 ) / 3

97

y 3 = ( y2 + y3 + y4 ) / 3
y 2 = ( y3 + y4 + y5 ) / 3

.
.
y n 1 = ( yn 2 + y21 + yn ) / 3

T , ta c 1 dy s mi gm cc s trung bnh trt l y 2 , y 3 ,..., y n 1

T v d (*), tnh s trung bnh trt cho nhm 3 mc , ta c :
Thng

Sn lng

S trung bnh Thng Sn lng S trung bnh

trt yi

trt yi

40,4

40,8

44,7

36,8

39,3

44,8

45,0

40,6

38,5

49,4

47,7

38,0

40,3

10

48,9

48,2

42,2

42,9

11

46,4

45,8

48,5

43,8

12

42,2

Bng 5.7
Trung bnh trt cng c tnh t nhiu mc th cng c tc dng san bng nh
hng ca cc nhn t ngu nhin. Nhng mt khc b lm gim s lng cc mc ca dy
trung bnh trt.
5.3.3. Phng php hi quy
Trn c s dy s thi gian, ngi ta tm mt hm s (gi l phng trnh hi
quy) phn nh s bin ng ca hin tng qua thi gian c dng tng qut nh sau:
Trong :
a0, a1, . . .
t: th t thi gian.

. ., an : cc tham s.

la chn ng n dng ca phng trnh hi quy i hi phi da vo s phn tch

c im bin ng ca hin tng qua thi gian, ng thi kt hp vi mt s phng php
n gin khc (nh da vo th, da vo tng (gim) tuyt i, da vo tc pht

98

trin, . . . .)
Cc tham s ai (i= 1,2,3, . . . ,n) thng c xc nh bng phng php bnh phng
nh nht. Tc l:

(y

LT

yTT ) 2 = min

Sau y l 1 s dng phng trnh hi quy n gin thng c s dng: _ Phng

trnh ng thng: y = a0 + a1t
Phng trnh ng thng c s dng kh cc lng tng (hoc gim) tuyt i lin
hon (cn gi l sai phn bc 1) xp s nhau.
xc nh a0 v a1: ta p dng phng php bnh phng nh nht. T a0 v a1
c xc nh bi h phng trnh sau:
n
n
y = na0 + a1 t
i =1
i =1
(*)
n
n
n
2
yt = a

0 t + a1 t
i =1
i =1
i =1

V d: C s liu v doanh thu ca mt n v sn xut qua cc nm nh sau:

Nm

1998

1999

2000

2001

2002

Doanh thu (T ng)

30

32

31

34

33

tnh a0 v a1 cho v d ny, ta lp bng sau:

Nm

t2

ty

yLTt

1998

30

30

30,4

1999

32

64

31,2

2000

31

93

32,0

2001

34

16

136

32,8

2002

33

25

165

33,6

160

15

55

488

99

Th cc gi tr tng ng trong bng vo h phng trnh trn (*) ta c:

160 = 5a0 + 15a1

488 = 15a0 + 55a1

T y ta tnh c a0 = 29,6 v a1 = 0,8. Th cc gi tr t ln lt t 1 n 5 tng ng

vi thi gian t nm 1998 n nm 2002 ta tnh c cc gi tr doanh thu theo ng hi quy
l thuyt y= a0 + a1t l cc gi tr trong ct yLTt.
Ta nhn thy rng: bin t l bin th t thi gian, ta c th thay t bng t' (nhng vn
m bo tnh th t), sao cho

= 0 th vic tnh ton s n gin hn. C 2 trng hp:

1. Nu th t thi gian l s l th ly thi gian ng gia bng 0, cc thi gian ng

trc l -1, -2, -3 v t ng sau l 1, 2, 3.
2. Nu th t thi gian l s chn th ly hai thi gian ng gia l -1 v 1, cc thi
gian ng trc ln lt l -3, -5, . . . v ng sau ln lt l 3, 5, . . .
Vi

t =0 th h phng trnh trn s l:

= na0 => a0 =

'

t y = a t
'

=> a1 =

/n

t y /t
'

'2

Khi : yLT = a'0 +a'1t'

Vi cch chn

'

= 0, ta lp bng sau:

Nm

t'

t'2

t'y

yLTt

1998

30

-2

-60

30,4

1999

32

-1

-32

31,2

2000

31

32,0

2001

34

34

32,8

2002

33

66

33,6

160

10

8
Bng 5.8

a0 = 160 / 5 = 32

a1 = 8 /10 = 0,8

yT =32 + 0,8t' (*)

100

 d on sn lng cho nm 2003 th t = 3 vo phng trnh (*) ta c

y = 32+0,8*3 = 34,4 (t ng)
Vi hai cch chn

# 0 v

= 0, ta thy kt qu vn nh nhau.

5.3.4. Phng php biu hin bin ng thi v

S bin ng ca mt s hin tng trong kinh t x hi thng c tnh thi v, ngha
l hng nm trong tng thi gian nht nh, s bin ng c lp i lp li.
Nghin cu bin ng thi v nhm ra nhng ch trng bin php ph hp, kp thi,
hn ch nhng nh hng ca bin ng thi v i vi sn xut v sinh hot ca x hi.
Nhim v ca nghin cu thng k l da vo s liu ca nhiu nm (t nht l ba nm)
xc nh tnh cht v mc ca bin ng thi v. Phng php ny thng c s
dng tnh cc ch s thi v.
Ch s thi v c tnh theo cng thc:

I i = yi / y0 x100(%)

Trong :
Ii s thi v ca thi gian i.
yi : S bnh qun ca cc mc cng thi gian i.
y0 : S bnh qun ca tt c cc mc trong dy s.

V d: C s liu v sn lng in thoi ng di ca mt n v Bu in qua cc

nm nh sau:

101

Sn lng in thoi
ng di (cuc)

Thng

Cng cc
Bnh qun Ch s
thng
cc thng thi v Ii
cng tn (
cng tn
= (yi
yi )
( yi ) / yi )x100

1997

1998

1999

137.139

184.326

241.892

563.357

187.785

72.38

361.937

130.009

213.218

270.682

613.909

204.636

78.88

394.415

159.241

234.3

350.684

744.255

248.075

95.62

478.158

147.674

222.667

338.037

708.378

236.125

91.02

455.108

148.589

236.26

353.488

738.337

246.112

94.87

474.356

162.643

229.976

368.601

761.22

253.74

97.81

489.058

160.598

235.483

376.304

772.385

257.461

99.25

496.231

172.235

246.789

383.399

802.423

267.474

103.1

515.529

180.119

249.628

410.292

840.039

280.013

107.9

539.696

10

181.161

254.651

421.905

857.717

285.905

110.2

551.054

11

185.552

246.818

415.502

847.872

282.624

108.94

544.729

12

197.785

259.143

632.233

1089.16

363.053

139.95

699.748

Cng

9.339.023

Bng 5.9
y=

9.339.023
= 1.037.669 (cuc)
36

Qua kt qu trnh by bng trn ta thy sn lng in thoi ng di trong nc

tng cao nht nhng thng cui nm (gn tt) v gim thp nht thng ging v
thng hai.
Gi s k hoch sn lng in thoi cho nm 2000 l 6 000 000 cuc th ta
d on sn lng ca tng thng ca nm 2000 s l: cc sn lng trong ct (7)

102

103