Huong Dan Su Dung Eviews5.1

D bo trong kinh doanh v kinh t Bi ging 2: Hng dn s dng Eviews 5.
1
Bi ging 2:
HNG DN S DNG EVIEWS 5.1
Mc tiu hc tp:
Ci t, khi ng v gii thiu cc manu chnh trong ca s Eviews
M mt tp tin lm vic (Workfile)
Nhp d liu
Trnh by v chnh sa d liu
V th
Thng k m t d liu
Chn mu nghin cu
M rng workfile nhp d liu mi
To cc bin mi
Xy dng hm kinh t lng
Kim nh gi thit
Ti liu tham kho chnh:
Hong Ngc Nhm v cc tc gi, 2006, Bi tp Kinh t lng vi s tr gip
ca Eviews v Stata, i hc Kinh t TP.HCM.
Nguyn Trng Hoi, 2006, Phn tch d liu bng phn mm Eviews, Chng
trnh ging dy kinh t Fulbright.
Trn Thanh Phong, 2006, Eviews cn bn, Bi ging PowerPoint, Chng trnh
ging dy kinh t Fulbright.
Wagenigen University, Econometrics AEP-21306 Syllabus.
Eviews 5.1 Update
Eviews 5 Command and Programming Reference
Eviews 5 Users Guide
Cc file d liu c trch t cc ti liu sau y:
Domodar Gujarati, 2003, Kinh t lng c s, n bn th t, Nh Xut
bn McGraw-Hill. K hiu *be.wfl
Domodar Gujarati, 1999, Essentials of Econometrics, 2
nd
Edition,
McGraw-Hill. K hiu *ee.wfl
Phng Thanh Bnh, UEH i Hc Kinh T TP.HCM 1
D bo trong kinh doanh v kinh t Bi ging 2: Hng dn s dng Eviews 5.1
M Daniel Westbrook, 2002, Kinh t lng ng dng vi Eviews, Chng
trnh ging dy kinh t Fulbright.
CI T EVIEWS 5.1
Bc 1: Ci Eviews 5
Bc 2: Update Eviews 5.1
Xem hng dn chi tit km trong a Eviews 4&5, B mn TON - THNG
K, Khoa TON THNG K, Trng i hc Kinh t TP.HCM
KHI NG V GII THIU CC MENU CHNH
TRONG CA S EVIEWS
Khi ng EViews
Vo Windows Start Menu/Eviews5; hoc
Nhp p vo biu tng
trn desktop
Ca s chnh ca Eviews
Thot u ca s ny trng v bao gm nhng la chn sau: File Edit
Objects, , Help. Khi ta to hoc m cc file d liu hoc phn tch d liu
th s c nhiu ca s nh trong ca s chnh ny.
M WORKFILE
M v lu mt workfile mi
Bi tp 1: Thc hnh cch m workfile mi
Chn File/New/Workfile trn thanh cng c, s xut hin
mng hnh nh sau:
EViews 5.lnk
Workfile structure type gm 3 loi:
Unstructured/Undated Date Range Observations
Dated - Regular frequency Date specification
Frequency
Balanced panel Panel specification Frequency
Names:
WF: Anh/Ch t tn file d nh vo ny
Page: Workfile s c my trang, phn ny khng cn thit
i vi d liu cho (Cross-sectional data)
S quan st = 55
Lu vi tn: baitap1a.wfl
i vi d liu thi gian (Time series data)
Annual = d liu thi gian theo nm
Start date: 1980 End date: 1996
Lu vi tn: baitap1b.wfl
Semi-annual = d liu thi gian theo k na nm
Quartly = d liu chui thi gian theo qu
Start date: 2000:2 v End date: 2007:3 (t qu 2/2000 n
qu 3/2007)
Lu vi tn: baitap1c.wfl
Monthly = d liu chui thi gian theo thng
Start date: 2000:1 v End date: 2007:8 (t thng 1/2000 n
thng 8/2007)
Lu vi tn: baitap1d.wfl
i vi d liu bng (Panel data)
D liu ca 10 doanh nghip, t 2000 n 2006
Lu vi tn: baitap1e.wfl
M mt workfile c sn
Bi tp 2: Thc hnh cch m workfile c sn
Chn File/Open/Workfile trn thanh cng c
Mn hnh Open c m ra, trn lit k cc tp tin trong th
mc mc nh. Nu th mc mc nh khng phi l th mc m anh ch
mong mun, th Anh/Ch c th tm trong cc th mc khc.
Lu : m workfile, th dng "Files of type" phi l Workfile.wf1
V Anh/Chi s s dng th mc ny thng xuyn, nn Anh/Ch nn
nh du vo vung Update default directory
M workfile c tn table5-1ee.wf1 bng cch nhp p vo n.
NHP D LIU
Nhp t bn phm/Copy & dn
Bi tp 3: Thc hnh nhp d liu t bn phm
Yu cu nhp bng table 1-1, Gujarati (1999, tr.6)
Tn bin:
CLPR(%) = T l tham gia lc lng lao ng
CUNR(%) = T l tht nghip
AHE82($) = Thu nhp thc trung bnh/gi
Chn File/New/Workfile
Chn Annual v nhp nm bt u v nm kt thc, OK
Eviews s t ng to ra 2 bin l c v resid
c l bin hng s, dng khi thc hin hi qui c tung gc
(intercept)
resid l phn d ca kt qu c lng m hnh hi qui gn
nht
To tn bin mi CLFPR, CUNR, v AHE82 nh sau:
genr clfpr = na => OK
genr cunr = na => OK
genr ahe82=na => OK
Lu , thay v na, ta c th genr cunr=0
Chn cc bin va to, Open/as Group/Edit+/-:
Nhp bng tay vo, hoc
Nhp t Excel, ri copy v paste bnh thng
Save/Save as vi tn table1-2ee.wfl
T cc phn mm khc
D liu c th c nhp vo t cc tp tin Lotus,
Excel, SPSS, MINITAB hoc ASCII. Trong mi trng hp u dng
phng php nh nhau
V d vi tp tin table 1-1ee.txt
F ile/Open/Text file, xem k d liu dng g
(Annual), nm bt u v kt thc, my bin, v tn g (c th t tn
khc cng c), m th xem t u trang n d liu c bao nhiu
khong trng, khng k dng tn bin nh (9), v xem th ranh gii
cc bin cch nhau bng du phy (comma), Tab, hay khong trng
(Space).
F ile/New/Workfile
Chn Annual v nhp thi gian vo
OK, mt workfile mi xut hin
Nhn Procs/Import/Read Text-Lotus-Excel... v mt hp thoi
xut hin m cc tp tin. Hy a v Table 1-1.txt v nhp
m n.
Mt hp thoi khc (phc tp hn) xut hin, v Anh/Ch
hy iu vo nh sau:
OK v d liu c nhp vo
Chn cc bin clfpr, cunr, v ahe82 kim tra (thi gian,
khong cch t u trang n dng d liu c thch hp khng
(Anh/Ch th li vi 8 hoc 10)
Lu vi tn table1-1ee.wfl
Bi tp 4: Thc hnh nhp d liu t file Excel
S dng file table5-1ee.xls
Xem d liu dng g (undated), bao nhiu quan st (55), my bin (2, X
v Y), d liu u tin (quan st th nht ca bin u tin, A4)
F ile/New/Workfile
Procs/Import/Read Text-Lotus-Excel /table5-1
OK
Kim tra li
Lu vi tn table5-1ee.wfl
i, may mn thay, cc tc gi phn mm Eviews 5 v Eviews 5.1 hiu rng con
ngi vn rt bn v li bin nn ci tin ng k vic m mt file t cc
phn mm khc (text v excel) rt d dng v nhanh chng (mt) nh sau (v d
m file table7-1ee.txt):
File/Open/Workfile/table7-1ee.txt => next, t tn v m t cc bin (c
hin th vi tn series01, series02, ), finish
TRNH BY V CHNH SA D LIU
Trnh by d liu
M file table5-1ee.wf1
Nu mun la chn mt i tng (hoc nhiu i
tng) lm vic, Anh/Ch hy bi en chng. Nu Anh/Ch mun bi en
nhiu i tng, th hy gi phm Ctrl v nhp vo mi i tng. Hy bi
en x v y.
Nhp p vo mt trong cc mc bi en/hoc
nhp chut phi, chn open Group, v sau c hai mc u hin trn bng
tnh.
t tn nhm, i tn bin v t tn
nhn
Nhp Name v tn t tn cho nhm xy, v ng
bng tnh li.
Mun i tn bin x => P, nhp p x v chn
Name, nh tn mi l P vo; tng t t y l Q.
Mun t tn nhn (label) cho bin x l price v y l
quantity demanded, nhp p vo tng bin, chn Name v nhp vo
display for labeling
Xem v bin tp d liu
Xem v bin tp cc bin p v q, chn Edit+/-, v s dng cc phm
di chuyn trn bng tnh.
V TH TRONG EVIEWS
Cch 1: View/Graph
S dng file d liu table5-1ee.wfl
Chn 2 bin x v y, ri m theo nhm (Open as Group)
Trn manu ca nhm xy chn View/Graph/Scatter
Global fit option OK
Bo lu th trn file d liu, Anh/Ch nhn vo Freeze v t tn th
Cch 2: Quick/Graph/
Chnh sa th: View/Spreadsheet, nhn Edit+/- bt chc nng hiu
chnh th (chnh sa s liu, nu nghi ng c outliers)
Anh/Ch c th nhn p vo th ny bin i cc la chn khi v
th
Nhp View/Multiple Graphs/Line => c cng dng v th tng chui
theo thi gian
Thng k m t
Tm cc tiu thc thng k ca mu
Open as Group/View/Descriptive Stats/Common Sample; hoc
Quick/Group Statistics/Descriptive Statistics/Common Sample; hoc
Quick/Series Statistics/Histogram & Stats => thng k m t v th
tn sut ca mt bin
Tnh h s tng quan gia cc bin trong Eviews
Open as Group/View/Correlations; hoc
Quick/Group Statistics/Correlations
LA CHN MU D LIU
La chn mu d liu l chn giai on nghin cu trong d liu hin c
trong workfile
EViews cho php chng ta lm iu ny theo hai cch:
Bng cch xc nh khong mu m chng ta mun xem xt
M file table1-1ee.wfl
Chn Sample
Nhp vo Sample range pairs, v d 1980 1990 (hoc t quan st th
my nu l d liu cho)
Bng cch xc nh cc quan st tho mn mt iu kin logic (if) no
Nhp vo If conditions, v d q>40
M RNG WORKFILE
D liu chui thi gian
Proc/Change workfile Range
Nhp vo Start date v End date khong thi gian mi
Cc quan st mi ca tt c cc bin s l NA (not available)
D liu cho
Procs/Structure/Resize Current Page
Nhp vo End date s quan st m rng thm
Cc quan st mi ca tt c cc bin s l NA
TO BIN MI
To bin mi l mt hm s ca cc bin hin hu
Cc ton t trong Eviews (Operators)
Help/Quick Help References/Function Reference/Operators
S dng chc nng Genr trn Eviews.
Ly log: y=log(x)
Bnh phng: y=x^2,
Ly cn: y=@sqrt(x), y=sqr(x)
Antilog (e
x
): y=@exp(x), y=exp(x)
Gi tr tuyt i: y=@abs(x), y=abs(x)
Nghch o: y=@inv(x)
Trung bnh: y=@mean(x)
Cc hm s khc tham kho Help/Quick Help Reference/Function
Reference/Basic mathematical functions
Lu rng Anh/Ch khng bt buc phi to ra cc bin mi t
cc bin hin hu nhm s dng trong mt php hi qui (hoc mt qui
trnh no khc), v biu thc c th c a trc tip vo phn xc nh
phng trnh hi qui.
Bi tp 5: To bin mi
M file pm.xls
Chuyn qua workfile, t tn pm.wfl
i tn v t tn nhn cho cc bin
VA => Y v c nhn l Value Added
K => Capital
L => Labour
To bin K_Lratio=K/L, t tn nhn Capital Labour Ratio, thng k m
t cng th tn sut
To bin Y_Lratio=Y/L, t tn nhn Labour Productivity, thng k m
t cng th tn sut
To bin log(Y), log(K), log(L), log(Y/L), log(K/L)
To bin tr, sai phn, xu th, v bin gi
(tt c u dng lnh genr)
Bin tr 1 giai on y
t-1

lag1y=y(-1)
V d: Thc hnh trn file table7-3be.wfl
Bin trn k giai on y
t-k
lagky=y(-k)
Sai phn y=y
t
y
t-1

d1y=d(y)
d1y=y-y(-1)
dny=d(y,n)
d1logy=dlog(y,n)
Cng thc to bin mi chi tit trong Eviews:
Help/Quick Help Reference/Function Reference/Time series functions
Bin gi ma v
To ra mt bin gi theo qu c gi tr l 1 i vi qu 2 v gi tr l 0 i
vi cc qu khc
Q2=@seas(2)
To ra mt bin gi theo thng c gi tr l 1 i vi thng 2 v gi tr 0
i vi cc thng khc
M2=@month(2)
Bin xu th
V d d liu theo thng (t 1/2000 n 12/2006), v ta mun to mt bin xu
th TT t 1 n 84:
TT=@trend(1999:12)
Lu :
Khi Anh/Ch s dng ton t @trend(p), tham s p ch giai on m i vi n
gi tr ca bin xu th bng 0.
To bin tt=@trend(1957)
Tham kho: Help/Quick Help Reference/Function Reference/Workfile
functions
XY DNG HM KINH T LNG
Hi qui d liu cho
Bi tp 6: Hi qui n
S dng file table5-1ee.wfl
Anh/Ch c lng phng trnh ng cu: Q = f(P)
Q = B
1
+ B
2
P + e
i
Quick/Estimate equation
Kt qu c lng nh sau:
Anh/Ch c phng trnh ng cu nh sau:
Q = 50 2P
Trong : B2 = 2 = dc ca ng cu, ngha l khi gi tng 1 n v, th
trung bnh lng cu s gim 2 n v
Anh/Ch c lng m hnh sau:
log(Q) = b
1
+ b
2
log(P) + e
i
Kt qu c lng nh sau:
Anh/Ch c phng trnh sau:
log(Q) = 3.935 0.187log(P)
=> h s co gin ca cu theo gi l b
2
= -0.187
Phn tch kt qu hi qui
Kim nh gi thit (s c trnh by phn sau)
Xem li kt qu phng trnh hi qui:
View/representations
Xem gi tr thc (y), gi tr c lng (y^) v phn d (e)
View/Actual, Fitted, Residual/Actual, Fitted, Residual Table
Lu kt qu trong file table5-1ee.wfl
Freeze => t tn
Bi tp 7: Hi qui bi
S dng file pm.wfl
Gi s ta c hm sn xut Cobb-Dougle c dng:
Y = AK
2
L
3
e
ui
(1)
Trong :
Y l sn lng (VA), K l vn, L l lao ng,
2
v
3
ln lt l h s co gin
ca sn lng theo vn v lao ng, v
2
+
3
l tnh (li th) kinh t theo/nh
qui m (return to scale).
Li th kinh t tng theo qui m khi
2
+
3
> 1
Li th kinh t khng i theo qui m khi
2
+
3
= 1
Li th kinh t gim theo qui m khi
2
+
3
< 1
Ly log 2 v ca (1):
log(Y) = log(A) +
2
log(K) +
3
log(L) + u
i
(2)
t
1
= log(A) v A = 10
1
(lu , nu l c = ln(B), th B = e
c
), ta c
log(Y) =
1
+
2
log(K) +
3
log(L) + u
i
(3)
Lu : Eviews qui c h s hi qui l ch c v k hiu c(1) l
1
, c(2) l
2
,
c(3) l
3
, , c(n) l
n
c lng phng trnh (3) nh sau:
log(y) c log(K) log(L)
Kt qu c lng:
Phng trnh c vit li nh sau:
LOG(Y) = C(1) + C(2)*LOG(K) + C(3)*LOG(L)
LOG(Y) = 1.170643956 + 0.3757102983*LOG(K) + 0.6029992072*LOG(L)
Vi gi thit H
0
:
2
+
3
= 1 =>
3
= 1 -
2
(1) c bin i nh sau:
Y = AK
2
L
3
e
ui
= AK
2
L
(1-
2)
e
ui
= AK
2
L
1
L
-
2
e
ui
=
ui
2
Le
L
K
A

,
_
ui
2
e
L
K
A
L
Y

,
_
(4)
Ly log 2 v ca (4), ta c
log(Y/L) = log(A) +
2
log(K/L) + u
i
log(Y/L) =
1
+
2
log(K/L) + u
i
(5)
c lng phng trnh (5) nh sau:
Kt qu c lng nh sau:
Cch tnh gi tr c lng Y^
ca phng trnh (3)
Genr log(yhat)=c(1)+c(2)*log(K)+c(3)*log(L)
ca phng trnh (5)
Genr log(y/lhat)=c(1)+c(2)log(k/l)
Hi qui d liu chui thi gian
Khi hi qui gia cc chui thi gian khng dng (non-stationary) s c
th c hin tng hi qui gi mo (spurious regression) do yu t xu th to ra
v kt qu c lng s khng th tin cy c. Cho nn trc khi tin hnh hi
qui gia cc chui thi gian (dng hay khng dng), trc ht, Anh/Ch nn
kim nh xem cc chui thi gian dng hay khng dng. V c th c hai kh
nng:
Nu tt c cc bin u l cc chui dng: Thc hin hi qui bnh
thng
Nu cc (hoc mt vi) chui khng dng, Anh/Ch phi:
a v chui dng (thng l ly sai phn bc 1). Tuy
nhin, cch ny ch cho ta bit mi quan h ngn hn v thng thch hp
cho mc ch d bo.
Tin hnh hi qui bnh thng, v kim nh tnh ng lin
kt (cointegration test), ngha l, kim nh xem phn d t kt qu hi qui
gia cc bin khng dng c phi l mt chui dng hay khng.
o Nu dng: Cc h s c lng (gi l h s c
lng ng lin kt) thc s c ngha v th hin mi quan h di hn
gia chng. Phng trnh hi qui nh th c gi l phng trnh ng
lin kt (cointegrating equations, vit tt l CEs).
o Nu khng dng: Kt qu c lng khng ni ln
c iu g v phi thay i dng m hnh.
C nhiu cch kim nh xem mt chui thi gian l dng hay khng:
th, ACF, Kim nh nghim n v, Anh/Ch s c hng dn chi tit hn
phn sau.
KIM NH GI THIT
Kim nh phn phi chun
Mc ch: Kim nh xem phn d ca m hnh hi qui c phn phi chun hay
khng.
Gi thit H
0
: Phn d ca m hnh hi qui c phn phi chun
(l gi thit ng thi H
0
: S = 0, v K = 3)
Thng k JB c phn
phi chi-square vi s bc t do l 2 (
2
(2)
)
1
]
1
+
24
3) - (K

6
S
n JB
2 2
c lng m hnh: y c x
T kt qu c lng, Anh/Ch vo:
View/Residual tests/Histogram Normality test
So snh gi tr JB vi gi tr chi-square (2 df) tra bng
Kim nh Wald
Mc ch: Kim nh t hp tuyn tnh, kim nh b st bin, kim nh tha
bin,
M file pm.wfl
c lng m hnh y : log(Y) c log(K) log(L)
Gi thit H
0
: B
2
+ B
3
= 1
T kt qu c lng, Anh/Ch vo:
View/Coefficient Tests/Wald Coefficient Restrictions
C(2)+c(3)=1
So snh gi tr F tnh ton vi gi tr F tra bng
Kim nh Chow
Mc ch: Kim nh xem c s thay i v mt cu trc ca m hnh hi qui
(chui thi gian) gia cc giai on khc nhau hay khng.
c lng m hnh: y c x
Gi thit H
0
: Hai m hnh hi qui (ca 2 giai on khc nhau) l nh nhau
(ngha l khng c s thay i v mt cu trc
T kt qu c lng, Anh/Ch vo
View/Stability Tests/Chow Breakpoit Test
Lu : Anh/Ch c th dng bin gi v dng thng k t kim nh h s c
lng ca bin gi thay cho kim nh Chow.
Kim nh White
Mc ch: Ging nh cc kim nh Park, Glejser, Goldfeld-Quandt, kim nh
White dng kim nh xem phng sai ca phn d c thay i hay khng.
c lng m hnh: y c x2 x4
Gi thit H
0
: Phng sai khng i
T kt qu hi qui, Anh/Ch vo
View/Residual Tests/White Heteroskedasticity (no cross terms/cross terms)
(Cross terms ngha l bin tch cc bin gii thch, v d X2*X3)
So snh gi tr nR
2
vi gi tr chi-square (2 df)
Kim nh RESET ca Ramsay
Mc ch: Kim nh xem c b st bin quan trng trong m hnh hi qui hay
khng (khi khng c s liu v bin b st ).
M file table7-3be.wfl
c lng m hnh: log(Y) c log(X2)
Gi thit H
0
: Khng b st bin
T kt qu hi qui, Anh/Ch vo
View/Stability Tests/Ramsay reset test
Kim nh nghim n v
Mc ch: Kim nh tnh dng ca chui thi gian
TM TT L THUYT
Gi s: Y
t
= Y
t-1
+ u
t
(-1 1) (1)
Gi thit H
0
: = 1 (Yt l chui khng dng)
H
1
: < 1 (Yt l chui dng)
pt (1) tng ng vi:
Y
t
- Y
t-1
= Y
t-1
- Y
t-1
+ u
t
= ( 1)Y
t-1
+ u
t
Y
t
= Y
t-1
+ u
t
(2)
Gi thit trn c th c vit li nh sau:
Gi thit H
0
: = 0 (Y
t
l chui khng dng)
H
1
: < 0 (Y
t
l chui dng)
Dickey v Fuller cho rng gi tr t c lng ca h s Y
t-1
s theo phn phi xc
sut (tau statistic, = gi tr c lng/sai s ca h s ). Kim nh thng k
cn c gi l kim nh Dickey Fuller (DF).
Kim nh DF c c lng vi 3 hnh thc:
Khi Y
t
l mt bc ngu nhin khng c hng s:
Yt = Y
t-1
+ u
t
(DF1)
Khi Y
t
l mt bc ngu nhin c hng s:
Y
t
=
1
+ Y
t-1
+ u
t
(DF2)
Khi Y
t
l mt bc ngu nhin vi hng s xoay quanh mt ng xu th ngu
nhin:
Y
t
=
1
+
2
TIME + Y
t-1
+ u
t
(DF3)
kim nh H
0
ta so snh gi tr thng k tnh ton vi gi tr thng k tra bng
DF (cc phn mm kinh t lng u cung cp gi tr thng k ).
Do c th c hin tng tng quan chui gia cc u
t
do thiu bin, nn ngi ta
thng s dng kim nh DF m rng l ADF (Augmented Dickey Fuller
Test). Kim nh ny c thc hin bng cch a thm vo phng trnh
(DF3) cc bin tr ca sai phn bin ph thuc Y
t
:
Y
t
=
1
+
2
TIME + Y
t-1
+ i Y
t-i
+
t
(DF4)
CC BC TIN HNH TRN EVIEWS
S dng file table17-3be.wfl
Quick/Series Statistics/Unit root test /nhp vo bin M1 (cung tin)
Eviews s hin ln bng sau:
Do ta ang kim nh xem M1 c phi l mt chui dng hay khng, nn ta
chn level
Gi s ta s dng DF4 th ta s chn Trend and Intercept v xc nh tr
(ty vo tr ti u l bao nhiu), v d l 1.
Kt qu nh sau:
So snh gi tr tuyt i tau tnh ton vi gi tr tuyt i tau tra bng (1.468 <
3.198, ) ta chp nhn gi thit H
0
=> M1 l chui khng dng.
Nu chui M1 khng dng, ta tin hnh kim nh sai phn bc 1 ca M1 (M1)
bng cch chn 1
st
difference, v tin hnh tng t.
Kim nh ng lin kt
Mc ch: Khi hi qui cc chui thi gian khng dng thng dn n kt qu
hi qui gi mo (spurious regression). Tuy nhin, Engle v Granger (1987) cho
rng nu kt hp tuyn tnh ca cc chui thi gian khng dng c th l mt
chui dng v cc chui thi gian khng dng c cho l ng lin kt.
Kt hp tuyn tnh dng c gi l phng trnh ng lin kt v c th c
gii hch nh mi quan h cn bng di hn gia cc bin. Ni cch khc, nu
phn d trong m hnh hi qui gia cc chui thi gian khng dng l mt chui
dng, th kt qu hi qui l thc v th hin mi quan h cn bng di hn
gia cc bin trong m hnh.
Cch 1: Kim nh nghim n v phn d (Dickey Fuller)
Gi s: GDP
t
v M1
t
l 2 chui thi gian klhng dng
GDP
t
=
1
+
2
M1
t
+ u
t
(1)
Nu phn d u
t
l mt chui dng th kt qu hi qui gia GDP
t
v M1
t
l thc
v ta vn s dng mt cch bnh thng.
Cc bc thc hin trn Eviews:
c lng m hnh GDP
t
=
1
+
2
M1
t
+ u
t

GDP c M1
Lu phn d vi tn khc, v d e1=resid
Quick/Series Statistics/Unit root test
Cch 2: Kim nh ng lin kt da trn phng php VAR ca Johasen
Quick/Group Statistics/Cointegration Test
Nhp tn cc bin trong m hnh vo bng sau:
Sau khi chn OK, Anh/Ch s thy xut hin bng sau:
Gi s tt c cc bin GDP, M1, P v R u l cc bin ni sinh, nn exog
variables Anh/Ch trng. Lu , MHM size l mc ngha c chn.
Kt qu kim nh nh sau:
Gi thit H
0
:
None: Khng c ng lin kt (no cointegration) (y l gi
thit ta quan tm nht)
Ngoi ra, ty vo s bin trong m hnh (v d k bin) m ta c k-1
s phng trnh ng lin kt (CEs). Khi , ta c thm s gi thit v s
phng trnh ng lin kt.
So snh gi tr Trace Statistic vi gi tr Critical Value mc ngha
% ( y ta chn l 5%):
Nu Trace Statistic < Critical Value => Chp nhn H
0
Nu Trace Statistic > Critical Value => Bc b H
0

Lu : k hiu * ngha l bc b gi thit H
0
)
*******************

Huong Dan Su Dung Eviews5.1

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Huong Dan Su Dung Eviews5.1

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D bo trong kinh doanh v kinh t Bi ging 2: Hng dn s dng Eviews 5.

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