Tiu Lun Nhm: Kinh T Lng

GVHD: Th.S Trn Anh Vit

MC LC
Trang
Phn 1: C s l lun ............................................................................3
1.1: Gii thiu ti........................................................................3
1.2: nh ngha ca cc bin trong kinh t hc................................4
Phn 2: Thit lp, phn tch v nh gi m hnh ................................ .6
2.1: Xy dng m hnh ............................................................... . .6
2.2: M t s liu............................................................................ .6
2.3: Kt qu thc nghim................................................................ .7
2.4: Thng k m hnh................................................................... .8
2.5: Kim nh gi thit v nh gi mc ph hp
ca m hnh............................................................................ .8
2.5.1: H s thu c t hm hi quy c ph hp
vi l thuyt kinh t khng ?.......................................... 8
2.5.2: o ph hp ca m hnh ........................................... 10
Phn 3: Kim nh v khc phc cc hin tng trong
m hnh hi quy.......................................................................11
3.1: Ma trn tng quan.....................................................................11
3.2: Kim nh s tn ti ca a cng tuyn.......................................11
3.3: Kim nh phng sai sai s thay i..........................................12
(Dng kim nh White)
3.3.1: Kim nh m hnh ban u..............................................12
3.3.2: Kim nh m hnh sau khi loi b bin.......................12
3.4: Kim nh T tng quan..........................................................13
3.4.1: K Durbin Watson............................................................13
3.5: Kim nh cc bin c nh hng n m hnh khng..............13
3.6: Kim nh Ramsey v b st bin.............................................15
Phn 4: Kt lun....................................................................................16
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Lp: K14DLK2

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GVHD: Th.S Trn Anh Vit

Kin ngh ca nhm ..............................................................................17

Hn ch ca ti..................................................................................17
Li cm n.............................................................................................18
Ti liu tham kho..................................................................................18
Ph lc...................................................................................................19

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ti
Th nghim xy dng m hnh kinh t lng
phn tch nhng tc ng, nh hng ca ngun vn u
t trc tip nc ngoi FDI v t l tht nghip thnh th
U, t l lm pht K n tng sn phm trong nc GDP.

Phn 1: C S L LUN
1.1 Gii thiu ti:
- y l vn c lin quan n lnh vc kinh t . Nhng iu tm hiu c
trong ti ny s gip ch cho vic nghin cu cc mn hc khc nh kinh t v m,
cng nh cho cng vic sau ny.
- Nc ta bt u cng cuc i mi vo nm 1986. Lut u t nc ngoi ti
Vit Nam c ban hnh vo 29/12/1987 nhm to ra mt nn tng php l cho vic
u t vo Vit Nam ca cc nh u t nc ngoi. Thc t cho thy, t khi nc ta
m ca hi nhp, vn u t trc tip nc ngoi tr thnh mt ngun vn quan trng
i vi nn kinh t Vit Nam trong cng cuc cng nghip ho, hin i ho t
nc. L 1 thnh vin ca t chc thng mi th gii WTO Vit Nam cng c thm
nhiu c hi nhn c nhng ngun FDI, vn t ra l phi s dng chng sao
cho tht hiu qu, l mt nhn t nn kinh t tng trng
- Tnh hnh lm pht hin nay Vit Nam thi gian qua ln ti mc bo ng
l 2 con s, vt qua ngng lm pht cho php ti a l 9% ca mi quc gia. iu
ny s dn n nhiu tiu cc trong i sng kinh t, lm gim trm trng tc tng
trng GDP v n lm cho ngi dn ngho thm, kim ch sn xut trong khi
doanh nghip.
Vic nghin cu nhng tc ng ca u t trc tip nc ngoi, tht nghip
v lm pht n tng trng kinh t gip ta bit c mc nh hng ca FDI, U
v t l lm pht n GDP nh th no.
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Thng qua vic tm hiu l thuyt cng nh nhng ch tiu, hiu c nhng
c im, tnh cht v xu hng pht trin t a ra nhng nh hng, gii
php nhm thu ht v s dng vn FDI t hiu qu cao nht ng thi a t l tht
nghip v mc tht nghip t nhin gp phn vo s tng trng GDP.
1.2 nh ngha ca cc bin trong kinh t hc
Tng sn phm quc ni hay GDP (vit tt ca Gross Domestic Product) l gi
tr tnh bng tin ca tt c sn phm v dch v cui cng c sn xut ra trong
phm vi mt lnh th trong mt khong thi gian nht nh, thng l mt nm. GDP
l s o v gi tr ca hot ng kinh t quc gia.
tnh GDP, ngi ta s dng rt nhiu cc d liu s cp, c tp hp t
cc ngun thng k n nh khc nhau. Mc tiu ca vic tnh GDP l tp hp cc
thng tin ri rc li thnh mt con s bng thc o tin t, v d ng Vit Nam
(VN) hay -la M (US Dollar) -- con s ni ln gi tr ca tng th cc hot ng
kinh t ca nn kinh t trong mt giai on cho no (qu, na nm hay mt
nm).
FDI l mt hnh thc ca u t quc t, trong ch u t a cc phng
tin u t ra nc ngoi trc tip t chc qun l qu trnh sn xut kinh doanh
thu li nhun. FDI c vai tr rt to ln trong pht trin kinh t:
B sung cho ngun vn trong nc
Tip thu cng ngh v b quyt qun l
Tham gia mng li sn xut ton cu
Tng s lng vic lm v o to nhn cng
Mang li ngun thu ngn sch ln
Tht nghip l tnh trng ngi lao ng mun c vic lm m khng tm
c vic lm. T l tht nghip l phn trm s ngi lao ng khng c vic lm
trn tng s lc lng lao ng x hi. Tht nghip lun l mi quan tm ca x hi,
chnh sch v m di hn ca chnh ph lun hng n mc tiu t t l tht nghip
t nhin trong nn kinh t. N phn nh s hng thnh ca t nc trong tng thi
k. Mt s phn tch n gin di y cho chng ta thy tht nghip chim gi v tr
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Lp: K14DLK2

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quan trng, l mt trong nhng mc tiu hot ng ca chnh ph:

T l tht nghip cao ng ngha vi tng sn phm quc ni (GDP) thp cc
ngun lc con ngi khng c s dng, b ph c hi sn xut thm sn
phm v dch v.
Tht nghip cn c ngha l sn xut t hn. Gim tnh hiu qu ca sn xut

theo quy m.
Tht nghip dn n nhu cu x hi gim. Hng ha v dch v khng c
ngi tiu dng, c hi kinh doanh t i, cht lng sn phm v gi c tt
gim. Hn na, tnh trng tht nghip cao a n nhu cu tiu dng t i so
vi khi nhiu vic lm, do m c hi u t cng t hn.
Lm pht l s tng ln theo thi gian ca mc gi chung ca nn kinh t.
Trong mt nn kinh t, lm pht l s mt gi tr th trng hay gim sc mua ca
ng tin. Khi so snh vi cc nn kinh t khc th lm pht l s ph gi tin t ca
mt loi tin t so vi cc loi tin t khc. Lm pht lun l mt vn rt nhy cm
v c tc ng rt ln n nn kinh t.
Lm pht cao c th dn n mt cuc khng hong kinh t ko di v hu qu
ca n s rt khng khip.
Lm pht lm lm cho li sut tng, m li sut tng lm gim u t dn n
gim tng trng kinh t.

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Lp: K14DLK2

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Phn 2: THIT LP, PHN TCH V NH GI M HNH

2.1 Xy dng m hnh
M hnh gm 4 bin:
-

Bin ph thuc : Tng sn phm quc ni GDP ca nc ta qua cc nm (n

v tnh : t ng)

Bin c lp :
u t trc tip nc ngoi FDI ( n v tnh: triu la M)
T l tht nghip U ( n v tnh: % )
T l lm pht K

( n v tnh : % )

GDPi = 1 + 2 FDIi +3Ui + 4Ki + Vi

M hnh kinh t bit l v mi quan h t l nghch gia lm pht v tht
nghip (ng cong Phillips_hnh 1.bng ph lc). Thng thng, GDP cao
thng dn ti lm pht cao, do vic theo ui mc tiu tng trng ca Nh
nc. V vy GDP v U c quan h t l nghch, GDP v K c quan h t l thun.
2.2 M t s liu
S

liu

tm

trang

web

ca

Tng

cc

Thng

http://www.gso.gov.vn ,trang web ca B k hoch u t - Cc u t nc ngoi

http://fia.mpi.gov.vn
Phn tch tng quan gia cc bin: Trong 1 nm, nu tng s vn u t trc
tip nc ngoi vo Vit Nam tng th c thm nhiu d n c cp vn, t sn
xut tng, GDP c th s tng theo. T l tht nghip tng ng ngha vi vic GDP
gim. Dc theo ng cong Phillips, h t l tht nghip gim xung th t l lm
pht s tng ln, v ngc li.Do , gia U v K tn ti mt mi quan h nghch.
Bng s liu :( Xem bng 1 phn ph lc)

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2.3 Phn tch kt qu thc nghim

Kt qu chy m hnh t phn mm Eviews (Xem bng 2 phn ph lc )
Phn tch nhng ni dung c bn ca kt qu thu c khi chy m hnh:
M hnh hi quy tng th :

(PRF)

GDPi = 1+ 2 FDIi+ 3 Ui+ 4Ki +Vi

M hnh hi quy mu:

U + K + e ( e l c lng ca V )
(SRF) GDPi = 1 + 2 FDI i+
3 i
i
i
i
i
4

(SRF) GDPi = 1033235.0+ 15.17416FDIi - 99248.36Ui + 547.9480Ki + ei

ngha ca cc h s hi quy:

o i vi 1 = 1033235.0 c ngha l nu u t trc tip nc ngoi

FDI, t l tht nghip U v t l lm pht ng thi bng 0 th GDP t

gi tr l 1033235.0 t ng

o i vi 2 = 15.17416 c ngha l khi t l tht nghip v t l lm

pht khng i v nu u t trc tip nc ngoi FDI tng (gim) 1

triu la M th GDP tng (gim) 15.17416 t ng

o i vi 3 = -99248.36 c ngha l khi u t trc tip nc ngoi

v t l lm pht khng i v nu 1t l tht nghip U tng (gim) 1 %

th GDP gim (tng) -99248.36 t ng

o i vi 4 =547.9480 c ngha l khi u t trc tip nc ngoi v

t l tht nghip khng i v nu t l lm pht tng (gim) 1 % th

GDP tng (gim) 547.9480 t ng.

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2.4 Thng k m hnh

Cc s liu thu thp c nhm thng k li bng Eviews nh sau:

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

Y (GDP)
446970.5
361017.0
1478695.
11152.00
396384.9
1.061168
3.443267

X2 (FDI)
4604.029
1491.100
60271.20
219.0000
12841.52
4.157343
18.54403

X3 (U)
6.784762
6.010000
13.00000
4.460000
2.301822
1.790101
5.299250

X4 (K)
31.48095
9.500000
349.4000
-1.700000
75.32679
3.832204
16.67479

Jarque-Bera
Probability

4.113200
0.127888

271.9070
0.000000

15.84135
0.000363

215.0252
0.000000

Observations

21

21

21

21

2.5 Kim nh gi thit v nh gi mc ph hp ca m hnh

2.5.1 H s thu c t hm hi quy c ph hp vi l thuyt kinh t khng ?
-H s chn:
H 0 : 1 = 0

H 1 : 1 0

1 1 1033235.0 - 0
=
t=
= 4.359
237034.8
se ( 1 )

Kim nh gi thit :
Tiu chun kim nh :

4 )
)
t( 21
= t 0(17
.025 =2.110
/2

Min bc b H0 :
V

(17 )
> t0.025

t =4.359

bc b H 0

>

0 H s chn c ngha.

-H s gc :
Kim nh gi thit:

Nhm: W.U.Y
Lp: K14DLK2

4 )
)
t( 21
= t0(17
.025 =2.110
/2

H 0 : 2 0

H1 : 2 < 0

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Tiu chun kim nh :

t=

2 2

Se( 2 )

15.17416
= 3.2597
4.655062

( 21 4 )
)
t
=t 0(17
, 05 =

Min bc b H0 :

t < t 0(1,705)

t = 3.2597 > -

1.740

( 21 4 )
)
t
= t 0(17
, 05 =

1.740

chp nhn H 0 2 0 Ph hp vi l thuyt kinh t

Kim nh gi thit

H 0 : 3 0

H1 : 3 > 0

Tiu chun kim nh :

t=

3 3

Se( 3 )

- 99248.36
= -2.754
36035.23

)
t( 21 4 ) = t 0(17
, 05 =

Min bc b H0:
M

t>

1.740

t0(1,705)

(17 )
t = -2.754 < t0, 05 =1.740

cha bc b H 0 3 < 0 Ph hp vi l thuyt kinh t

Kim nh gi thit

H 0 : 4 0

H1 : 4 < 0

Tiu chun kim nh :

t=

4 4

Se( 4 )

547.9480
= 0.51987
1054.001

( 21 4 )
)
t
=t 0(17
, 05 =1.740

Min bc b H0 :
V

t>

t0(1,705)

t = 0.51987 > -

( 21 4 )
)
t
= t 0(17
, 05 =

chp nhn H 0 4 0 Ph hp vi l thuyt kinh t

2.5.2 o ph hp ca m hnh
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- 1.740

Tiu Lun Nhm: Kinh T Lng

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R2=0.662401 tc l FDI v U xc nh c 66.2401 % s bin ng ca

bin ph thuc GDP
- M hnh c ph hp khng ?
Kim nh gi thit :

H 0 : R2 = 0

2
H1 : R > 0

( H 0 : M hnh khng ph hp ; H 1 : M hnh ph hp )

Tiu chun kim nh:

R2
0.662401
3
F = k 12 =
= 10.4645 ~ F( 3,17)
1 0.662401
1 R
21 4
n k

F( k 1; n - k) = F(3;17) = 3.20
Min bc b H0 :

Bc b

H0 ,

F > F( k 1; n - k)
tc l m hnh hi quy l ph hp

Phn 3: KIM NH V KHC PHC CC HIN TNG TRONG

M HNH HI QUY
3.1 Ma trn tng quan: (Xem bng 3 phn Ph Lc)
Xem xt qua ma trn tng quan ca cc bin (Bng 3 phn Ph Lc), ta thy
2 bin U v K c mc tng quan kh cao: 0.694734 nn c kh nng xy ra hin
tng a cng tuyn.

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3.2 Kim nh s tn ti ca a cng tuyn

Hi qui m hnh U ph thuc vo u t trc tip nc ngoi FDI v lm pht
K kim nh m hnh ban u c hin tng a cng tuyn khng.
M hnh hi quy ph:
Ui= 1 + 2 FDIi + 3 Ki + Vi
Hi qui m hnh hi quy ph theo U (Xem bng 4 phn ph lc) R12 = 0.546488
Ta c k= k-1, n = 21
F=10.4645
F(3,21)0.05 = 3.20
F > F(3,21)0.05
Vy m hnh ban u c tn ti hin tng a cng tuyn.
Bin php khc phc: loi b bin U hoc K khi m hnh ban u.
o Hi quy li m hnh trong loi b bin U: (Xem bng 5 phn Ph lc)

M hnh hi quy loi U:

GDPi = 403941.3 + 19.67772 FDIi + -1510.994 Ki + Vi
=> R2loi U = 0.511759
o Hi quy li m hnh trong loi b bin K: (Xem bng 6 phn Ph lc)
M hnh hi quy loi U:
GDPi = 403941.3 + 19.67772 FDIi + -1510.994 Ki + Vi
=>R2loi K = 0.657034
So snh R2 2 m hnh hi quy li ta thy R2loi U < R2loi K
Vy loi b bin K ra khi m hnh s tt hn.
3.3 Kim nh phng sai sai s thay i: (Dng kim nh White)
3.3.1 Kim nh m hnh ban u (Xem bng 7 phn Ph lc)

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White Heteroskedasticity Test:

F-statistic
8.431541

Probability

0.000845

Obs*R-squared

Probability

0.031414

18.34128

Gi s Ho: phng sai ca sai s khng i.

S dng kim nh White: n.R2= 18.34128
n.R2 = 18.34128 >

2
(0.05,9)

= 16.919 : Bc b H0 , ngha l c tn ti phng sai ca

sai s thay i.
3.3.2 Kim nh m hnh sau khi loi b bin (Xem bng 8 phn Ph lc)
White Heteroskedasticity Test:
F-statistic
8.598479

Probability

0.000520

Obs*R-squared

Probability

0.008191

15.56825

Gi s Ho: phng sai ca sai s khng i.

S dng kim nh White: n.R2= 15.56825
n.R2 = 15.56825 >

(0.05,5)

= 11.0705 : Chp nhn Ho, ngha l c phng sai ca sai

s thay i.
3.4 Kim nh T tng quan
3.4.1 K Durbin Watson
Xt m hnh hi quy:
E(GDP/FDI, U, K) = 1 + 2FDI i +3Ui + 4 Ki + Vi
Ta c:

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11
(ei ei1) 2
d = i=1 11
= 0.521612
2
ei
1
vi

n=21 = 5%
k = 4 k' = 4 - 1= 3

Tra bng ta c:

d L =1.026
dU = 1.669
d = 0.521612
0

dL

du

0 < d < dL

=> theo quy tc kim nh th ta bc b H0

M hnh c t tng quan dng

3.5 Kim nh cc bin c nh hng n m hnh khng
Xt s cn thit ca cc bin:
*FDI:
H 0 : 2 = 0
H1 : 2 0

K cp gi thit:

TCK :

t=

^
2 2
^

S e( 2 )

15.17416
4.655062

= 3.2597

4 )
)
t( 21
= t 0(17
, 025 =2.110
/2

Min bc b:

t
t

(17 )
> t 0, 025
(17 )
=3.2597 > t 0, 025 =2.110

bc b H 0 bin FDI c nh hng n m hnh, khng th b bin ny.

* Bin U:
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K cp gi thit:

TCK :

H 0 : 3 = 0

H1 : 3 0

3 3

t=

S e( 3 )

- 99248.36
36035.23

= -2.7542

4 )
)
t( 21
= t 0(17
, 025 =2.110
/2

Min bc b:

(17 )
> t 0, 025

t
t

(17 )
=2.7542 > t 0, 025 =2.110

Bc b H 0 bin U c nh hng n m hnh, khng th thiu bin U

* Bin K
K cp gi thit:

TCK :

H 0 : 4 = 0

H1 : 4 0

t=

4 4
^

S e( 4 )

547.9480
1054.001

= 0.5198

4 )
)
t( 21
= t0(17
, 025 = 2.110
/2

Min bc b:

t
t

(17 )
> t 0, 025
(17 )
=0.5198 < t 0, 025 = 2.110

=> chp nhn H0 , tc l bin K khng nh hng n m hnh, c th khng

c trong m hnh
3.6 Kim nh Ramsey v b st bin:
M hnh hi quy mi :

P 2 + GD
P 3 + GD
P 4 + GDP 5 R 2
GDP i = 1 + 2 FDI i + 3U i + 4 K i +1GD
new
i
2
i
3
i
4
i

(xem bng 9 phn ph lc )

=> R2new = 0.999880

(Y l GDP i , Y
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P2 , Y 3
l GD
i

P 3 , Y 4 l GD
P 4 , Y 5 l GDPi 5 )
l GD
i
i

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H 0 : 1 = 2 = 3 = 4 0
K :
2
2
2
2
H1 : 1 + 2 + 3 + 4 > 0

(H0: M hnh ban u khng b st bin

H1: M hnh ban u b st bin)

TCK:

2
Rnew
R2
0.99980 0.662401
m
4
Fqs =
=
= 5060.985 ~ F ( 4,12 )
2
1 0.99980
1 Rnew
20 8
nk

Min bc b:

4 ,12 )
Fqs > F0(.05
4 ,12 )
F0(.05
= 3.26

Bc b H0 M hnh c b st bin (Do trn thc t GDP ph thuc vo rt

nhiu yu t, song trong qu trnh lm bi nhm khng thu thp c s liu)

Phn 4: KT LUN
T nhng kim nh trn ta c th rt ra mt s kt lun sau:
-

Ngun vn u t trc tip nc ngoi FDI v tht nghip U c nh hng n

tng thu nhp trong nc GDP.

M hnh la chn c ph hp vi l thuyt kinh t

FDI v U xc nh c 66.2401 % s bin ng ca GDP

M hnh ban u (GDP ph thuc vo FDI v U) c hin tng a cng tuyn

v l hin tng a cng tuyn khng hon ho, khc phc bng cch loi
b bin FDI v U khi m hnh.

M hnh c hin tng phng sai sai s thay i

M hnh c hin tng t tng quan dng

Khng th b bin U ra khi m hnh

M hnh c b st bin

Yu t ngu nhin phn phi chun

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T m hnh trn ta thy vai tr to ln ca ngun vn FDI i vi GDP

v tht nghip, lm pht l 1 vn quan trng lun cn c xem xt, quan tm
v n phn nh s hng thnh ca mt t nc.

KIN NGH CA NHM

Nh nc cn tp trung cc gii php thc y sn xut kinh doanh,
trong tp trung vo nng nghip, trnh tnh trng trng ma rt gi; vi cng
nghip v xy dng: tho g kh khn v thu v th tc u t y mnh tc
gii ngn; c bit l kch cu thng mi trong nc
Nc ta l mt nc ang pht trin nn ngun cung lao ng x hi rt
cao, nhng thng li ch tp trung khu vc nng nghip, lao ng t trnh .
gim t l tht nghip ni chung, ngoi vic tn dng ngun lc trong nc, cc
gi kch cu... th trong xut khu lao ng cng l mt bin php cc k quan
trng.
Lm pht l mt yu t kch thch tng trng nhng y l con dao hai
li. Nu s dng khng tt th n c th v hiu kh nng tng trng, gy bt n
v sm mun cng s dn n km hm tng trng, cha ni n pht trin. Mt
nc nh nc ta, thi k kh khn phi chp nhn lm pht cao hn tng trng

Nhm: W.U.Y
Lp: K14DLK2

-Trang 16-

Tiu Lun Nhm: Kinh T Lng

GVHD: Th.S Trn Anh Vit

to pht trin. Nhng v lu di, dt khot lm pht phi thp hn tng

trng mi m bo n nh.

HN CH CA TI
C th a thm mt s bin na vo m hnh ph hp ca m
hnh tng ln, tuy nhin lm nh vy m hnh s phc tp hn, c th s c nhiu
khuyt tt hn gy kh khn trong vic kim nh .
Do nng lc bn thn ca mi thnh vin trong nhm cn hn ch, nn
ti khng trnh khi nhng thiu st. Nhm rt mong nhn c nhng ng
gp kin v ph bnh ca Thy Nhm kp thi nm bt v cng c kin thc.

LI CM N
Nhm W.U.Y xin chn thnh cm n Thy cung cp bi hng dn,
tiu lun mu v phn mm thng k Nhm c th hon thnh ti ny. Bi
tiu lun chc chn cn nhiu thiu st do qu trnh tm hiu cn hn ch. Rt
mong Thy gp Nhm c th rt kinh nghim trong nhng ln sau.
Chc Thy sc khe, thnh cng trong cng vic v cuc sng.

TI LIU THAM KHO

* Ti liu hc tp:
- Gio trnh Kinh t lng, hng dn thc hin ti, bi tiu lun
tham kho v s dng cc phn mm thng k kinh t ca Thy Trn Anh Vit i hc Duy Tn.

Nhm: W.U.Y
Lp: K14DLK2

-Trang 17-

Tiu Lun Nhm: Kinh T Lng

GVHD: Th.S Trn Anh Vit

- Bi tiu lun Kinh t lng ca cc kha K12, K13- Du Lch, Ti

Chnh, K ton i hc Duy Tn.
*

Website ca tng cc Thng k Vit Nam http://www.gso.gov.vn

* Website ca B k hoch u t - Cc u t nc ngoi

http://fia.mpi.gov.vn .

PH LC
Cc bin tham gia trong m hnh:
- GDP : Tng sn phm quc ni ca nc ta qua cc nm (VT : t ng)
- FDI : u t trc tip nc ngoi ( n v tnh: triu la M)
- U : T l tht nghip ( n v tnh: % )
- K : T l lm pht ( n v tnh : % )

Hnh 1.
Phillips

Nhm: W.U.Y
Lp: K14DLK2

ng cong

-Trang 18-

Tiu Lun Nhm: Kinh T Lng

GVHD: Th.S Trn Anh Vit

Bng 1- Bng s liu

STT
1
2
3
4
5
6
7
8
9
10
11
12
13
14
Nhm: W.U.Y
Lp: K14DLK2

nm
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001

GDP(Yi)
11152
28093
41955
76707
110532
140258
178534
228892
272036
313623
361017
399942
441646
481295

FDI(X2i)
219.0
245.0
623.3
883.4
1343.7
1491.1
2030.0
2857.0
2906.3
2046.0
1939.9
870.5
951.8
1643.0

-Trang 19-

U(X3i)
12.7
13
9
8.8
6.52
6.01
5.8
5.85
5.88
6.01
6.85
6.74
6.42
6.28

K(X4i)
349.4
36.8
67.1
67.5
17.5
5.2
14.4
12.7
12.6
4.6
3.7
4.1
-1.7
0.8

Tiu Lun Nhm: Kinh T Lng

GVHD: Th.S Trn Anh Vit

15
16
17
18
19
20
21

2002
2003
2004
2005
2006
2007
2008

535762
613443
715307
839211
974266
1144015
1478695

1191.4
1055.6
1112.6
1875.5
4328.3
6800.0
60271.2

6.01
5.78
5.6
5.31
4.82
4.64
4.46

4.0
3.0
9.5
8.4
6.6
12.6
22.3

Bng 2: M hnh hi quy

Dependent Variable: Y
Method: Least Squares
Date: 09/10/10 Time: 08:34
Sample: 1988 2008
Included observations: 21
Variable
C
X2
X3
X4
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

Nhm: W.U.Y
Lp: K14DLK2

Coefficient
1033235.
15.17416
-99248.36
547.9480
0.662401
0.602825
249809.1
1.06E+12
-288.5765
0.521612

Std. Error
t-Statistic
237034.8
4.359001
4.655062
3.259711
36035.23
-2.754204
1054.001
0.519874
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

-Trang 20-

Prob.
0.0004
0.0046
0.0135
0.6099
446970.5
396384.9
27.86443
28.06338
11.11853
0.000281

Tiu Lun Nhm: Kinh T Lng

GVHD: Th.S Trn Anh Vit

Bng 3: Ma trn tng quan

X2
X3
X4
Y

X2
1.000000
-0.295643
-0.062592
0.655464

X3
-0.295643
1.000000
0.694734
-0.649332

X4
-0.062592
0.694734
1.000000
-0.327043

Y
0.655464
-0.649332
-0.327043
1.000000

Bng 4: Hi quy m hnh hi quy ph theo FDI

Dependent Variable: U
Method: Least Squares
Date: 09/11/10 Time: 10:13
Sample: 1988 2008
Included observations: 21
Variable
Coefficient
C
6.340594
X2
-4.54E-05
X4
0.020745
R-squared
0.546488
Adjusted R-squared
0.496098
S.E. of regression
1.633972
Sum squared resid
48.05759
Log likelihood
-38.49042
Durbin-Watson stat
1.552654

Std. Error
t-Statistic
0.412656
15.36532
2.85E-05
-1.591721
0.004860
4.268625
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

Bng 5 M hnh hi quy loi b bin U

Nhm: W.U.Y
Lp: K14DLK2

-Trang 21-

Prob.
0.0000
0.1289
0.0005
6.784762
2.301822
3.951469
4.100686
10.84514
0.000812

Tiu Lun Nhm: Kinh T Lng

GVHD: Th.S Trn Anh Vit

Dependent Variable: Y
Method: Least Squares
Date: 09/11/10 Time: 11:20
Sample: 1988 2008
Included observations: 21
Variable
Coefficient
C
403941.3
X2
19.67772
X4
-1510.994
R-squared
0.511759
Adjusted R-squared
0.457510
S.E. of regression
291952.9
Sum squared resid
1.53E+12
Log likelihood
-292.4504
Durbin-Watson stat
0.509200

Std. Error
t-Statistic
73732.05
5.478503
5.093706
3.863143
868.3618
-1.740051
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

Prob.
0.0000
0.0011
0.0989
446970.5
396384.9
28.13814
28.28735
9.433536
0.001577

Bng 6 M hnh hi quy loi b bin K

Dependent Variable: Y
Method: Least Squares
Date: 09/12/10 Time: 09:36
Sample: 1988 2008
Included observations: 21
Variable
Coefficient
C
958018.9
X2
15.67711
X3
-85961.19
R-squared
0.657034
Adjusted R-squared
0.618926
S.E. of regression
244693.0
Sum squared resid
1.08E+12
Log likelihood
-288.7421
Durbin-Watson stat
0.440781

Nhm: W.U.Y
Lp: K14DLK2

Std. Error t-Statistic

183912.2 5.209109
4.460168 3.514914
24882.59 -3.454672
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

-Trang 22-

Prob.
0.0001
0.0025
0.0028
446970.5
396384.9
27.78496
27.93418
17.24164
0.000066

Tiu Lun Nhm: Kinh T Lng

GVHD: Th.S Trn Anh Vit

Bng 7: KIM NH PHNG SAI SAI S THAY I (m hnh ban u )

White Heteroskedasticity Test:
F-statistic
8.431541
Obs*R-squared
18.34128

Probability
Probability

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 09/12/10 Time: 10:46
Sample: 1988 2008
Included observations: 21
Variable
Coefficient
C
3.95E+11
X2
83008287
X2^2
-73.70417
X2*X3
-13087172
X2*X4
-1130818.
X3
-1.42E+11
X3^2
1.27E+10
X3*X4
-3.49E+09
X4
2.77E+10
X4^2
43248270
R-squared
0.873394

Std. Error
t-Statistic
Prob.
2.27E+11
1.737275
0.1102
54048726
1.535805
0.1528
380.8453
-0.193528
0.8501
9617459.
-1.360772
0.2008
1693120.
-0.667890
0.5180
5.45E+10
-2.613256
0.0241
3.94E+09
3.227672
0.0080
1.58E+09
-2.201511
0.0500
1.27E+10
2.182931
0.0516
20402869
2.119715
0.0576
Mean dependent var
5.05E+10

Nhm: W.U.Y
Lp: K14DLK2

-Trang 23-

0.000845
0.031414

Tiu Lun Nhm: Kinh T Lng

GVHD: Th.S Trn Anh Vit

Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.769808
2.66E+10
7.77E+21
-527.0785
1.524804

S.D. dependent var

Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

5.54E+10
51.15033
51.64772
8.431541
0.000845

Bng 8. Kim nh phng sai sai s thay i sau khi loi b bin
White Heteroskedasticity Test:
F-statistic
8.598479
Obs*R-squared
15.56825

Probability
Probability

0.000520
0.008191

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 09/13/10 Time: 09:39
Sample: 1988 2008
Included observations: 21
Variable
Coefficient
C
3.43E+10
X2
99859537
X2^2
-610.2942
X2*X3
-14222604
X3
-4.43E+09
X3^2
4.31E+08
R-squared
0.741345
Adjusted R-squared
0.655127
S.E. of regression
3.40E+10
Sum squared resid
1.73E+22
Log likelihood
-535.4834
Durbin-Watson stat
0.502598

Std. Error
t-Statistic
2.06E+11
0.166678
52617037
1.897856
159.5928 -3.824071
10520528 -1.351891
5.06E+10 -0.087712
2.67E+09
0.161261
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

Prob.
0.8698
0.0771
0.0017
0.1964
0.9313
0.8740
5.13E+10
5.78E+10
51.56985
51.86829
8.598479
0.000520

Bng 9. Kim nh Ramsey Reset

Nhm: W.U.Y
Lp: K14DLK2

-Trang 24-

Tiu Lun Nhm: Kinh T Lng

GVHD: Th.S Trn Anh Vit
Dependent Variable: Y
Method: Least Squares
Date: 09/10/10 Time: 11:13
Sample: 1988 2008
Included observations: 21
Variable
Coefficient
C
98697.68
X2
6.678869
X3
-5800.727
X4
-48.21662
Y^2
4.19E-06
Y^3
-7.40E-12
Y^4
5.80E-18
Y^5
-1.69E-24
R-squared
0.999880
Adjusted R-squared
0.999815
S.E. of regression
5391.594
Sum squared resid
3.78E+08
Log likelihood
-205.2067
Durbin-Watson stat
2.125155

Nhm: W.U.Y
Lp: K14DLK2

Std. Error
t-Statistic
11618.47
8.494895
1.755487
3.804568
1160.958 -4.996500
23.43575 -2.057396
1.26E-07
33.24317
3.88E-13 -19.05281
4.16E-19
13.92441
1.54E-25 -10.98483
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

-Trang 25-

Prob.
0.0000
0.0022
0.0002
0.0603
0.0000
0.0000
0.0000
0.0000
446970.5
396384.9
20.30540
20.70331
15441.15
0.000000