Kinh t lng Nhm 4

VIN I HC M H NI
KHOA TI CHNH NGN HNG

BI TP NHM

Mn: Kinh t lng

Lp: K3 TCNH 2
Ging vin: Ths.GVC Phan Th Cng

Kinh t lng Nhm 4

BI TP NHM MN KINH T LNG

NHM 4

1. T Anh Cng
2. Nguyn Thu Diu
3. o Phng Hin
4. Trn Thu Hin
5. Nguyn Hng Khnh
6. Phm Ngc Ln
7. Mo Th Linh
8. Trn Th Trang Minh
9. Lng Th Hng Nga
10.Bi Th Minh Trang
11.Mai Th Yn
12.V Th Hi Yn

Kinh t lng Nhm 4

Cu 2:
a.
Pt hi quy tng th
Yi =38.28356+ 0.005142X 2 - 0.638423X 3 + 0.2311X 4 - 0.093X 5 - 0.053X 6 +e i
Mi quan h k vng:
)
+) 2 = 0.05142 cho bit khi cc yu t khc khng i, thu nhp kh dng tng 1
USD th lng g tiu th bnh qun u ngi tng 0.005142 pound
)
+) 3 = -0.638423 cho bit khi cc yu t khc khng i, gi bn l tht g tng 1
cent/pound th lng g tiu th bnh qun u ngi gim 0.638423 pound
)
+) 4 = 0.2311 cho bit khi cc yu t khc khng i, gi bn l tht b tng 1
cent/pound th lng g tiu th bnh qun u ngi tng 0.2311 pound
)
+) 5 = -0.093 cho bit khi cc yu t khc khng i, gi bn l tht heo tng 1
cent/pound th lng g tiu th bnh qun u ngi gim 0.093 pound
)
+) 6 = -0.053 cho bit khi cc yu t khc khng i, gi bn l bnh qun c trng
s ca tht b v tht heo tng 1 USD th lng g tiu th bnh qun u ngi
gim 0.053 cent/pound
b. c lng m hnh hi quy a bin bng eviews cho ta kt qu sau:
Dependent Variable: Y
Method: Least Squares
Date: 03/23/12 Time: 03:38
Sample: 1 23
Included observations: 23
Variable

Coefficient Std. Error

t-Statistic

Prob.

X6
X5
X4
X3
X2
C

-0.052961
0.092654
0.231171
-0.638423
0.005142
38.28356

-0.569545
1.404271
2.664462
-3.695615
1.029874
9.082549

0.5764
0.1782
0.0163
0.0018
0.3175
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.943656
0.927084
1.990919
67.38392
-44.99708
56.94314
0.000000

0.092988
0.065980
0.086761
0.172752
0.004993
4.215068

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

39.66957
7.372950
4.434528
4.730744
4.509026
1.081588

c. Kim nh tng tham s.

Ta c cp gi thit sau :
H 0 : i = 0

( i= 2, 6 )
H1 : i 0
3

Kinh t lng Nhm 4

)
i
)
Ti =
Se( i )

Bng kim nh
Mt khc c:

0.05

t 2 = t 17 = 1.740
nk

Kim nh ln lt :
*)
)
2
) = 1.0298 < 1.740
T2 =
Se( 2 )
Chp nhn H 0 . X 2 khng nh hng n Y
*)
)
3
) = -3.6956 < 1.740
T3 =
Se( 3 )
Chp nhn H 0 . X 3 khng nh hng n Y
*)
)
4
) = 2.6636 > 1.740
T4 =
Se( 4 )
Bc b H 0 . X 4 c nh hng n Y
*)
)
5
) = 1.404 < 1.704
T5 =
Se( 5 )
Chp nhn H 0 . X 5 khng nh hng n Y
*)
)
6
) = -0.56954 < 1.704
T6=
Se( 6 )
Chp nhn H 0 . X 6 khng nh hng n Y
Vy kt lun rng cc bin X 2 , X 3 , X 5 , X 6 khng nh hng n Y hay cc
bin thu nhp kh dng bnh qun u ngi, gi bn l tht g, gi bn l tht heo, gi
bn l bnh qun c trng s ca tht b v tht heo khng nh hng n bin ph
thuc lng tht g tiu th bnh qun u ngi.
Cu 3 :
Phng trnh hm cu c dng : Q = a + bP + cM + dPR
Parameter
estimate
63.38
-6.5
0.13926
-10.77

Standard
Error
12.65
3.15
0.0131
2.45

(n = 24)

T - Ratio

P Value

Variable
Incecept
5.41
0.0001
P
-2.06
0.0492
M
10.63
0.0001
PR
-4.4
0.0002

a. b = -6.5 < 0
Ging nh d on v mt l thuyt. V tun theo lut cu P t l nghch vi Q

Kinh t lng Nhm 4

b. c = 0.13926 > 0
Hng ha ny c hai kh nng l thit yu hoc xa x
c. d = -10.77 < 0
Hng ha R lin quan c th l hng ha b sung hoc thay th
d. Cc c lng tham s a , b , c , d c ngha thng k = 0 hay khng ?
T- Ratio

0.05
t (24-3 ; 2

t(n-k, ) =
xt a = 63.38

= t(21 ;0.025) = 2.03

|t| = 5.41 > t(n-k ; 2 ) = 2.03

bc b Ho : = 0
a = 68.38 c mc ngha thng k =0.05
Xt b = -6.5

|t| = 2.06 > t(n-k ; 2 ) = 2.03

bc b Ho : b = 0
b = -6.5 c mc ngha thng k = 0.05
P Value
Xt a = 68.38
Xc sut 0.0001 < = 0.05
a = 68.38 c mc ngha thng k = 0.05
Xt b = -6.5, c = 0.13926, d = -10.77
Xc sut 0.0492, 0.0001, 0.0002 < = 0.05
b , c , d c mc ngha thng k = 0.05
e. P= 125
M= 30000
PR= 60
Q= 68.38 6.5 125 + 0.13926 30000 10.77 60
= 2787.48
(1) co gin ca cu theo gi
P
E = Q(P) Q = (-6.5)
Cu 4
a,
ln Q = ln a + b ln P + c ln M + dPR
b,
Vi hm cu (Q)
b>0 :du khng nh k vng
b<0 :du nh k vng
v P Q hoc P Q nn gi v lng c quan h ngc chiu.
vi hm cung (S) ngc li.

Kinh t lng Nhm 4

c,Ty theo hng ha th ta thy:

c >0 : hng ha thit yu tng thu nhp tng.

c >0 : hng ha th cp tng thu nhp gim.

Hng ha b sung
Hng ha thay th
d<0 ngc chiu hng ha b sung.
d>0 hn ha thay th.
d,

a = 10.77
P- value =0.0984 > = 0.05 cha c c s kt lun.
Kim nh T-ratio
Tqsdt =1.69
Cu 5:
Qt = 51,234 + 3,127t 11,716D1 1,424D2 17,367D3
a, Qu I : D1 = 1
D2 = D3 = 0
Qt = 39,518 + 3,127t
h s gc ca qu I l 39,518
Qu II : D2 = 1
D1 = D3 = 0
Qt = 49,81 + 3,2127t
h s gc ca qu II l 49,81
Qu III : D3 = 1
D1 = D2 = 0
Qt = 33,867 + 3,2127t
h s gc ca qu III l 33,867
b, Sn lng cho qu IV l Qt = 51,234 + 3,127t
t = 36
Qt = 163,806
Cu 6 :
a. Phn tch ngha thng k ca cc gi tr c lng tham s a , b , c , d s
dng cc gi tr ca p
P- value ca a = 0.0716 > = 0.05
a khng c ngha thng k
P Value ca b = 0.0093 > = 0.05
b khng c ngha thng k
P Value ca c = 0.0009 > = 0.05
c khng c mc ngha thng k
P value ca d = 0.0060 > = 0.05

Kinh t lng Nhm 4

d khng c ngha thng k
b.Lng cu v hp bng tennis c lng c
Q = a + bP + cM + dPR
= 825120 37260.6 0.0093 + 1.49 0.0009 1056 0.006
= 824767.141761
c.Gi tr c lng c ca cc co gin ca cu theo gi ( E )
P
dQ
dQ

m
= b = -37260.6
E =
Q
dP
dP
P
E = -37260.6
Q
Gi tr c lng c ca cc co gin theo thu nhp ( E M)
dQ
dQ
PM
m
= c = 1.49
E M = dP
dPM
Q
M
PM
E M = 1.49
Q
Gi tr c lng c ca cc co gin theo gi cho ( E XR)
dQ
dQ
PXR
m
= d = -1056
E xR = dP
dPXR
Q
XR
PXR
E XR = -1056
Q
d.Lng cu v hp bng tennis nu gi ca bng tennis gim 15%
ln Q = b 85% = -37260.6 0.85 = -31671.51
Q = e-31671.51 = 0
e. Lng cu v hp bng tennis nu thu nhp bnh qun mt h gia nh ngi tiu
dng tng ln 20%
ln Q = c 120% = 1.49 1.02 = 1.5198
Q = e1.5198 =
f. Lng cu v hp bng tennis nu gi vt tennis trung bnh tng ln 25%
ln Q = d 125% = -1056 1.25 = -1082.4
Q = e-1082.4 = 0
Cu 7 :
Hm cu v ng c dng lnQc = lna + blnc + clnM +dlnPA
lnQc = 9.49265 0.88307 lnc + 2.69818 lnM + 0.83 lnPA
a.
S dng cc gi tr ca p, tho lun v ngha thng k ca cc c lng tham
s a , b , c , d
- Ta c : P( a ) = 0.0001< = 0.05
c lng tham s a c ngha thng k vi mc ngha
- P ( b ) = 0.1327 >

Kinh t lng Nhm 4

Cha iu kin kt lun
Ho : = 0
Kim nh gi thit
H 1 : 0
0.025
Ta c tqs = -1.56 < t 21
= 2.03

|tqs| = 1.56 < t 2

nk
Chp nhn Ho, bc b H1
c lng tham s b khng c ngha thng k vi mc ngha
Gi nh cc yu t khc khng i
- Theo quan h cung cu gi v lng c mi quan h ngc chiu vi nhau, m ta
c: b = -0.88 < 0
du ca b ph hp vi l thuyt
- Ta c c = 2.69 > 0 ngha l thu nhp tng th lng cu tng suy ra y l hng
ha thng thng
- Ta c d = 0.83 >0 ngha l gi hng ha ny tng th lng hng ha kia cng
tng suy ra mi quan h gia 2 hng ha ny l hng ha thay th
b. t
lna = a
lnQc = Qc
lnPc = Pc
lnM = M
lnPA = Pa
Qc = a + bPc + cM + dPA
Gi tr c lng ca cc tham s
dQ' c P ' c

Theo gi ( E ) : E =
= b = 0.88
dPc Q'c

dQ' c M '

Theo thu nhp ( E M) : E M =

= c = 2.69
dM ' Q' c

dQ' c P ' A

Theo gi cho ( E CA): E CA =

= d = 0.83
dP ' A Q' A

Cu 8
Qt = a1 + bt + c1 D1 + c2 D2 + c3 D3
a. Theo kt qu trn
Ta c
nh hng n sn lng giy bn
c2 = 6250 > 0, t2 = 2,82 > 0, p value = 0, 0098 < = 0, 05
nh hng n snr lng giy bn
c3 = 7010 > 0, t3 = 4, 44 > 0, p value = 0, 0002 < = 0, 05
nh hng n sn lng giy bn
Mt khc

Kinh t lng Nhm 4

c1 <c2<c3
t1 <t2<t3

Vy bng chng thng k v xu hng tng ln trong sn lng giy bn

E (Q / D1 = 0, D2 = 1, D3 = 0, t = 34) = a + bt + c2

1nu t l qu II
b. D2 =
0nu trong cc qu khc
1nu t l qu III
D3 =
0nu trong cc qu khc
Q ti qu IV l :
E(Q / D1 = 0, D2 = 0, D3 = 0 ) = a +bt hay = 184500 + 2100t
Q ti qu I l :
E (Q / D1 = 1, D2 = 0, D3 = 0) = a +bt + c 1 hay = 184500 + 2100t +3280
Q ti qu II l :
E (Q / D1 = 0, D2 = 1, D3 = 0) = a + bt + c2 hay = 184500 + 2100t + 6250
Q ti qu III l :
E (Q / D1 = 0, D2 = 0, D3 = 1) = a + bt + c3 hay = 184500 + 2100t + 7010
c. D on c lng giy ca RUBAX nm 2005
E (Q / D1 = 0, D2 = 0, D3 = 1, t = 31) = a + bt + c3 hay = 184500+2100.31+7010
= 256610
D on c lng giy ca RUBAX nm 2006
E (Q / D1 = 0, D2 = 1, D3 = 0, t = 34) = a + bt + c2 hay = 184500 +2100.34+ 6250
= 262150
Cu 9:
a, Hm hi quy tng th :

a) QAi = 1 + 2 Ci + ui
Hm hi quy mu:
= 1814.139 - 51.7514Ci
Gii thch:
+) 1 = 1814.139 > 0 Nu ti mc gi = 0 th sn phm bn c 1 lng c nh
l 1814.139 ( nghn lt)
+) 2 = - 51.7514 < 0 Khi gim gi bn 1000 th lng bn gim 51.7514 nghn
lt
b, c lng im trung bnh khi gi bn l 20.000 ng/lt l:
a) c lng im lng bn trung bnh khi ga bn l 20 nghn/lt l:
QA=1814,1-51,75*20=779,1( nghn lt)
c,Lng bn c thc s ph thuc vo gi bn :
Gi s H 0 lng bn khng ph thuc vo gi bn ( 2 = 0 )
H 1 lng bn ph thuc vo gi bn ( 2 0 )

Kinh t lng Nhm 4

Ta c
^

t qs =
t

nk

2
^

se( 2 )

51,75
= 5,26
9,84

= t 022,025 = 2,074

22
M t qs > t 0, 025

Bc b gi thit H 0 , chp nhn H 1

Lng bn c ph thuc vo gi bn
d, Gim gi bn c lm tng lng bn
Cch 1:
Do 2 =-51,75<0
Du ca 2 th hin mi quan h gia gi v lng l ngc chiu
P = > Q
Cch 2:
Kim nh gi thit
Gi s
H 0 2 = 0 gi gim => lng bn khng tng
H 1 2 0 gi gim => lng bn tng
Ta c
t qs =-5,26
tn k = t 022,05 = 1,717
n k
t qs < t

Bc b gi thit H 0
Gim gi bn th lm tng lng bn
e, Gi gim 1000 th lng bn thay i trong khong:
^

= t n k se( 2 ) = 2,074 9,84 = 20,4

2

( 2 ; 2 + )
2 (51,75 20,4;51,75 + 20,4)
2 (72,15;31,35)
Vy nu gi gim 1000 th lng bn thay i trong khong t 31,35 n 72,15
=> Q (31,35;72,15) (nghn lt)
f, Gi tng 1000 th lng bn thay i trong khong:
Q (72,15;31,75) ( nghn lt)
g, Kim nh gi thit
H 0 : 2 50
H 1 : 2 < 50
Ta c

10

Kinh t lng Nhm 4

t qs =

2 2
^

se( 2 )

51,75 50
= 10,34
9,84

tn k = t 022, 05 = 1,717
n k
Do t qs < t => Bc b H 0 , chp nhn H 1
Vy khi gi tng 1000 th lng bn khng gim nhiu hn 50000 lt
h, Tnh TSS, ESS
ESS TSS RSS
r2 =
=
Ta c
TSS
TSS
RSS
873438,5
=
= 1272491,99
=> TSS =
2
1 r
1 (0,56) 2
M ESS=TSS-RSS=399053,5
i,
Ta c r 2 = 0,56 gi bn gii thch xp x 56% s bin thin ca lng bn
j, c lng im v khong cho phng sai sai s ngu nhin
2
2
Ta c var(u i ) = = 199,25 39700,6
c lng khong cho phng sai sai s ngu nhin:
RSS
RSS
2 2
2

( nk )

1 ( n k )
2

873438,5
873438,5
2
36,7807
10,9823
23747 ,2 2 79531,5
k, D bo gi tr trung bnh v c bit ca lng bn khi gi bn l 18000 ng/lt
Ta c
^

y = 1 + 2 X

=> X =

y 1
^

923,58 1814,1
= 17,2
51,75

Phng sai ca gi tr trung bnh

^
( X 0 X )2
(18 17,2) 2
2 1
2 1
var( y 0 ) = ( +
= 199,25 ( +
n
n
24
410
2
xi
i =1

var( y 0 ) = 1716 ,2 = > se ( y 0 ) = 41,4

Phng sai ca gi tr c bit

1 (X 0 X )2
1 (18 17,2) 2
2
var(y 0 ) = (1 + + n
) = 199,25 (1 + +
)
n
24
410
2
xi
2

i =1

var( y 0 ) = 41416,7 = > se( y 0 ) = 203,5

c lng im ca lng bn mc P=18000 ng/lt l:

11

Kinh t lng Nhm 4

^

y 0 = Q A = 1814,1 51,75 18 = 882,6

D bo gi tr trung bnh ca lng bn vi gi P=18000 ng/lt l:
^

y 0 se( y 0 ) t (n k ) < E ( y / X 0 = 18) < y 0 + se( y 0 ) t (n k )

2

796,7<E(y/ X 0 =18)<968,5
D bo gi tr c bit ca sn lng vi gi P=18000 ng/lt l:
^

y 0 se( y 0 ) t (n k ) < E ( y / X 0 = 18) < y 0 + se( y 0 ) t (n k )

2

882,6-203,5*2,074< y 0 <882,6+203.5*2,074
460,5< y 0 <1304,7
Cu 10:
a,
Xt a = 191.93 c P-Value = 0.0029 < = 0.02
a c ngha thng k vi mc ngha = 2%.
Xt b = -0.0305 c P-Value = 0.0014 < = 0.02
b = -0.0305 c ngha thng k vi mc ngha = 2%
b,
Nhn thy hm bin i bnh qun c dng : AVC = a + bQ + cQ2 la phng trnh bc
2 ng chi ph bin i bnh qun c dng ch U.
c,
Chi ph bin i bnh qun:
AVC = a + bQ + cQ2
thay Q = 7000
AVC = 191.93 0.03057000 + 0.002470002 = 117578.43 ($)
Chi ph bin i:
VC = AVCQ = 117578.437000 = 823049010 ($)Tng chi ph:
C = VC + 180000 = 823049010 + 180000 = 823229010 ($)
Chi ph cn bin:
MC = VC = ( aQ + bQ2 + cQ3 ) = a + 2bQ + 3cQ2
= 191.93 + 2(-0.0305)7000 + 30.002470002
= 191.93 427 + 352800
= 352564.93 ($)
d,
Chi ph bin i bnh qun:
AVC = a + bQ + cQ2
thay Q = 12000
AVC = 191.93 0.030512000 + 0.0024120002 = 345425.93
Chi ph bin i:
VC = AVCQ = 345425.93 12000 = 4145111160
Tng chi ph:
C = 4145111160 + 180000 = 4145291160
Chi ph cn bin:
MC = VC = ( aQ + bQ2 + cQ3 ) = a + 2bQ + 3cQ2
= 191.93 + 2(-0.0305)12000 + 30.0024120002
= 1036259.93

12

Kinh t lng Nhm 4

AVC = ( a + bQ + cQ2 )
= b + 2cQ = -0.0305+0.0048Q = 0
Q = 6.35 my.
Ti Q = 6.35 th AVCmin = 191.83 ($)

13