BI THO LUN MN

KINH T LNG
Nhm 9
Tn ti: Nu cch khc
phc hin tng phng sai
sai s thay i v tim b s
liu( c hin tng phng
sai sai s thay i) tin hnh
pht hin v khc phc hin
tng phng sai sai s
thay i.

 A.L THUYT

Ni Dung

I.Gii thiu v phng sai ca sai s thay i.

II.Pht hin s tn ti ca hin tng phng sai
ca sai s thay i.
III.Bin php khc phc

B. BI TP THC HNH TRN EVEWS.

I.Lp m hnh hi quy m t mi quan h
ph thuc gia cc bin.
II.Pht hin hin tng phng sai sai s
thay i bng cc kim nh
III.Khc phc hin tng phng sai sai s
thay i
IV.Kim nh li

B. BI TP THC HNH TRN EVEWS

Di y l bng s liu thu thp
c.Ngun ly t tng cc thng k
Trong Yi : mc tiu th hng ha phn
theo tng a phng
Xi : Dn s tng a phng
Zi : Mt dn s
Ti : Gi tr sn xut
D=0 l cc tnh
D=1 cc tnh cn li

Tnh thnh

H ni

283971.4

6699.6

2013

245906.1

Vnh phc

20731.2

1014.6

821

76621.8

Bc ninh

20456.2

1060.3

1289

77945.9

Qung ninh

31461

1163.7

191

81320.6

Hi dng

15349.3

1718.9

1038

47298.4

Hi phng

42515.2

1878.5

1233

79103.8

Hng yn

12318.8

1150.4

1242

51423.1

Thi bnh

17968.5

1786

1138

26982.3

H nam

8771

786.9

914

15792.1

Nam nh

14672.8

1833.5

1110

24177.3

Ninh bnh

13472.8

906.9

652

1963.8

H giang

3077.4

746.3

94

3087.3

Cao bng

4484

515

77

1350.8

Bc cn

2200

298.7

61

3500.6

Quyn quang

7154

730.8

125

7063.6

Lo cai

7135

637.5

100

5390

Yn bi

6497.8

758.6

110

26843.5

Thi nguyn

11537.8

1139.4

323

3404.6

Lng sn

11606.5

741.2

89

14802.1

Bc giang

9539.7

1574.3

410

24423.7

Ph th

11918.6

1326

375

1982

in bin

4090.5

512.3

54

1007.4

Lai chu

1531.2

391.2

43

4910.2

Sn la

9998.5

1119.4

79

4255.3

Ha bnh

6308.5

799.8

174

7471.2

Thanh ha

30523.4

3412.6

307

32341.2

Ngh an

34825.5

2942.9

178

18263.2

H tnh

18956.4

1229.3

205

6754.8

Qung bnh

11995.6

853

106

6836.6

Qung tr

12253.9

604.7

128

4346.3

Tha thin hu

17583.8

1103.1

219

14370.9

nng

43976.1

951.7

740

24131.4

Qung nam

17490.2

1435

137

22405.5

Qung ngi

21539

1221.6

237

100172.6

Bnh nh

28130.2

1497.3

247

19414.5

Ph yn

11814.1

871.9

172

9901

Khnh ha

37211.9

1174.1

225

29164.9

Ninh thun

7873.6

569

169

3374

Bnh thun

19592.6

1180.3

151

11506.2

Kon tum

4750

453.2

47

2829.4

Gia lai

16580.6

1322

85

11992.9

k lk

33056.6

1771.8

135

14830.8

k nng

6663.9

516.3

79

4973.9

Lm ng

25862.4

1218.7

125

13208.7

Bnh phc

15586.3

905.3

132

14876.3

Ty ninh

37261.9

1080.7

268

25166.4

Bnh dng

58506.8

1691.4

628

259878.2

ng nai

71705.7

2665.1

451

320113.5

B ra- vng tu

29062.3

1027.2

516

283422.6

Tp HCM

460200.1

7521.1

3589

598232.6

Long an

22466.8

1449.6

323

56823.5

Tin giang

27498.7

1682.6

671

31233

Bin tre

18589.4

1257.8

533

12118.2

Tr vinh

9661.4

1012.6

433

11522.5

Vnh long

20970.6

1028.6

687

14986.8

ng thp

34448.4

1673.2

495

35763.3

An giang

57625.1

2151

608

32347.9

Kin giang

34542.5

1714.1

270

26312.5

Cn th

40436.3

1200.3

852

61438.4

C mau

14712.3

769.2

480

11001

Hu giang

25752.7

1303.7

394

18717.9

Sc trng

15156

873.3

354

10459.6

Bc liu

30730.8

1214.9

229

34544

Title
Lp m hnh hi quy m t mi quan h ph thuc gia
cc bin.
Ta c m hnh hi quy tng th:
Yi= 1 + 2Xi + 3Zi + 4Ti + 5Ki +Ui
Trong :
Yi : mc tiu th hng ha phn theo tng a phng
Xi : Dn s tng a phng
Zi : Mt dn s
Ti : Gi tr sn xut
Ui : Sai s ngu

Thc hin c lng m hnh trn theo phng php bnh phng nh nht trn phn
mm eviews ta c bng 1:
T kt qu c lng trn ta thu c hm hi quy mu c dng nh sau:
i= -22289,08+30,76155
Dependent Variable: Y
Method: Least Squares
Date: 10/31/12 Time: 16:48
Sample: 1 63
Included observations: 63

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
X
Z
T
K

-22289.08
30.76155
26.04506
0.192993
-14691.09

5533.570
3.804000
8.121149
0.043542
6240.582

-4.027974
8.086635
3.207066
4.432342
-2.354122

0.0002
0.0000
0.0022
0.0000
0.0220

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

0.904920
0.898363
20943.45
2.54E+10
-713.6120
138.0028
0.000000

Mean dependent var

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

31815.26
65693.34
22.81308
22.98317
22.87998
1.361926

Title
T kt qu c lng trn ta thu c hm hi quy
mu c dng nh sau:

i= -22289,08+30,76155 +26,04506 +0,192993 -14691,09

c lng m hnh trn ta c bng gi tr cc phn

d ei v lu vi tn e:
Last updated: 10/31/12 - 17:16
Modified: 1 63 // e=resid
.
60

13405.94

61

8754.859

-23795.17

62

14033.52

11975.07

63

17707.70

14974.71

-9669.735

Title
To bin e2 = e2 ta c bng e2 v lu vi tn e2
Last updated: 10/31/12 - 17:20
Modified: 1 63 // e2=e^2
1
2
3
4
5
6

2.24E+08
93503777
5.66E+08
1.43E+08
1.35E+09
6.59E+08

.
59
60
61
62
63

.
41548723
1.80E+08
76647556
1.97E+08
3.14E+08

Title
V vi bin i lu vi tn mc nh yf.
Last updated: 10/31/12 - 17:22
Modified: 1 63 // ul.fit(f=actual) yf
1
2
3
4
5
6
7

268996.7
30400.94
44251.37
19485.93
52058.88
68185.41
40680.16

57
58
59
60
61
62
63

51266.24
27858.50
33990.47
1306.361
16997.84
1122.475
13023.10

II.Pht hin hin tng phng sai sai s thay i

bng cc kim nh
2.1bn cht ca vn nghin cu
2.2xem xt th phn d
Sp xp phn d e v yf theo chiu tng dn sau v
th ta c

Title
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Title
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