tiểu luận kinh tế lượng các nhân tố ảnh hưởng đến số lượng lao động việt nam giai đoạn 1980-2011.

 
LỜI MỞ ĐẦU
 !"#$%&'()*+,-(./+0 1
*%2/34&'(516#789
:;,1<.=%>=/?/"#$%+@-(=.+
 1<./,*)$++A1"+/(
0 1 ?%A/?B5-/(C<.5?+8)1-1/(D-E
=.++,"$+ F%)/(5/(G5. 1HIJ+,-(
/-+-1+K**#@%L"+/(+A1
/M:N+"#$%&'(+@=.+/,
%:.+A3I%D1 .5/( 1+*O)
+,+./(1=%>P,##73I%DD!+
.+, /+5+*O+,-/+5+
Q
M/(1+@8CR
+,O=S.%J/(*+T1.("+-1+
Q
M1
.+@%+$+./FOS&P
UO-%6I-7/<C<.I$;V/,1"+
/(+WI >I/(+,6/3.+F
+W+,K+*. 1/<1 P/F-1+K+7=<-0
!--. F P/F%J 1),V+F!$+=5
,-+K*/'+>/F1XCác nhân tố ảnh hưởng đến số lượng lao động Việt
Nam giai đoạn 1980-2011Y
Nhóm thực hiện
Nhóm 4
,-"+O,-Z 
%[
 
Phần I: CƠ SỞ LÝ THUYẾT

1.1 Khái niệm cơ bản
1.1.1. Tổng sản phẩm quốc dân(GNP) và tổng sản phẩm quốc nội (GDP)
GNP \   ]  +Gross National Product^  _+G  S    =.+
GS#`-=.+C<1-(+TJ/$$"#$%
+@-(/P!+,/+A1G$%?:LF+@+$+S#`-+.+0 1
C?+ R-1+*C<+@-(!+1-%%-(S1/,5*
1-(I-1+A5*1-%D/<\%1!+^
a\ ]+@Gross Domestic Product^1$%?A:LF+@P+SS
#`- 1C?+ R+.+0/+S&P%%#3- 'G%-(S
P/?51-(I-b$#CR+#3- 1=.+5,
+M/+>1GS#`-=.+(
1.1.2 Lực lượng lao động
Lực lượng lao động\cccd^1:(#C<.++P#e+f1+
+P#_+/(+S&P+@+S +P 1C?+ Rcccd+M+,J>
$+1X<.3/(Y%:$+$#<A+15cccd:
g-6/1- O+2[hG%DJ 1PO#2[hG%DJ
%7J+_
,+$+$+5"+/(1-(:(#C<.%/(G
/(\C<.%D1^"++,-/( 16++, O+
1-/)- O+1-
1.1.3 Thất nghiệp
Thất nghiệp16%/(G/(+,SI1- O+5-
-.1- O+*)-/+ O+1-
Tỷ lệ thất nghiệp1-(+TJ#S$$=$)%3PO#+@
-(=.+5+R1#S$iO#7%I-.PO# !"+
/(
1.1.4 Xuất khẩu lao động
Xuất khẩu lao động1-()_+/e+0+@&P`,+ 11-(
:(#+@/.35-11,/V-&P1_+/(+@+5
+M$+-1+@!+1,+$+$+5&P`/(1-(

3/(C!C3+_/(+!+1-1/.+@,1
+
,+$+$+5jP`/( 13/(-k:$1$_+
/((/?+8CR/(!+1
,-"+O,-Z 
%l
 
1.1.5 Dân số
Dân số1##+@6+/.D-( 0/?Be+
-(*P/?5/+/:L-(+(+/F%C<.
1.2 Định nghĩa các biến
1.2.1 Biến phụ thuộc
mG/(O-/3[nopqlp[[\/r ?A)^
1.2.2 Biến độc lập:
jl<.1?O-/3[nopqlp[[\/r ?A)^
js<.**O-/3[nopqlp[[\/r ?A)
^
jZ.&P`/(O-/3[nopqlp[[\/r ?A
)^
jhiOPO#/3[nopqlp[[\/r ?At^
juGS#`-=.+(\a^\/r ?Aiv^
jwGS#`-=.+C<\a^\/r ?Aiv^
1.3 Nguồn dữ liệu và cách thu thập dữ liệu:
1.3.1 Dữ liệu:
g.O2J$-.bJ5G+R+.J5jx.bJ
.O2%yV:+@<1!yyyy%C:%
1-(.%yV:
#zzV%+y%C:%zC{=V%-|#}+t~[txxt•w} t~[txx
tow}-}}tZtn[t~[tx•t•[}[nop}€}[nnl•V|~•‚%-|
#zzV%+y%C:%zC{=V%-|C#}+t~[txxt•w} t~[txx

tow}-}}tZtn[t~[tx•t•[}[nnp€}lp[[•V|~•‚%-|
#zz y#VC%zyzktst•[+k=t~[txx
tn[+kkVkak\aaa^ktZtos-klppo
#zzyyy+ z:%%z#:+zV€y%C€‚+:zVz-
#zzVy#VC%zyz%%#kaV%+V#kƒCV&
#zzVy#VC%zyzck‚k+%Vk:k##
1.3.2 Không gian mẫu:
bS$C"%JslI-\[nop€lp[[^,-P*-N/@!
1/@-_+/(D/&<C"+$+-*).J
1.4 Mô hình tổng thể:
m|β
[
}β
l
j
l
}β
s
j
s
}β
Z
j
Z
}β
h
j
h
}β
u

j
u
}β
w
j
w
}v


1.5 Dự đoán kỳ vọng giữa các biến:

l
„
β
CrbC<.1?I)./(I
,-"+O,-Z 
%s
 

s
„
β
CrbC<.**I)./(I

Z
„
β
<-b.&P`/(S-)./(%
!+I


h
„
β

<-biOPO#S-)./(%!+I

u
„
β
CrbGS#`-=.+(\a^I)./(
I

w
„
β
CrbGS#`-=.+C<\a^I)./(
I
,-"+O,-Z 
%Z
 
PHẦN II: THỰC TRẠNG
2.1. Thống kê mô hình.
$+.O#/'/+,-.J3:L~ Vy
xS[.J-*)
m jl js jZ jh ju jw
…V sZllpZn [usZlhu hZwnoo[ psuw[nw un[uhus sos[ss[ shpo[ow
…VC sshop[p [h[wnpp hwluZZh plZplpp usppppp lolwZhp luslhpp
…&-- h[shlpp lwooolp upZwllp poolnpp [sppppp [lsnupp [[pnpwp
…-- [wppl[p wnulopp snnllZp pppo[pp llwpppp ulnsppp whunppp
CV  [plwuZZ hnlwZwZ uppwswZ ps[sZl[ lhhowZo sppnZus lwsplsn

VyV pph[pou ps[sonh €pnowZsp pZo[[p[ ponhZns [sowphw [snunlh
b% [ohZwZh [n[pZZl lou[hso [ushlww shhpn[n Z[ZoZls Zpoo[oo
†%=V€xV% [wulwsl l[posZ[ hllhuus sw[wwsl Zuo[hls [lp[nZh [[nousZ
a%:: pZ[Zl[w psZoZo[ ppwsslw p[hhoZn ppnulhZ ppplZhh ppplZnu
‡:V%  sl sl sl sl sl sl sl
2.2 Xây dựng mô hình hàm hồi quy và ý nghĩa của các hệ số trong mô hình
2.2.1 Xây dựng mô hình hàm hồi quy
b=S+3-*)2#7-F-~ Vy
Bảng 1: Mô hình hồi quy ban đầu
xSl…*)G=:/7
V#VCV%:Vm
…VCcV=%V
V[pzlhz[l-Vllpu
-#V[noplp[[
ƒ+CVC:V% sl
%:V V‚‚+V C~%%% €+ a%:
 €[lw[non lpsu[sn €ulZwpuh ppppp
jl [[oplhu ppoplZw [Zwpwop ppppp
js pZn[puh pph[lup nhwnnZn ppppp
jZ [lwZusp ulsuuww lpZswuZ pph[u
jh €lZuuwwZ hunh[hn €pZss[sh puuou
ju l[[oono luhwhhZ pwnws[l pZslo
jw €[pZul[s ssZnhow €ps[lsZ[ pwhwZ
ˆ€=%VC pnnwn[u …VCV#VCV % sZllpZn
•C‰VCˆ€=%VC pnnwZ[h CV#VCV % [plwuZZ
~‚%V%V hllZsZn •V‚+%V% [hhZhhl
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%h
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-=%VC%VC uolsZhh +y%Š+%V% [houu[h

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%:€Œ [s[[nh[ a%:\‹€+^ ppppppp
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Y = C(1) + C(2)*X2 + C(3)*X3 + C(4)*X4 + C(5)*X5 + C(6)*X6 + C(7)*X7
:VCV‚‚+V
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2.2.2 Ý nghĩa của các hệ số trong mô hình
•d. !
∧
[
β
b+$+.$+*/G)./(+@
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•d. !
∧
l
β
b+$+.C<.**5&P`/(5iOP
O#5a5a*/G 1C<.1?I\S-^[)).
/(I\S-^[[oplhhn)
•d. ! 
∧
s
β

b+$+.C<.1?5&P`/(5iOP
O#5a5a*/G 1C<.**I\S-^[))
./(I\S-^pZn[pw)
•d. ! 
Z
β

b+$+.C<.1?5C<.**5iOP
O#5a5a*/G 1&P`/(I\S-^[))
./(I\S-^[lwZulnon)
,-"+O,-Z 
%u
 
•d. !
h
β


b+$+.C<.1?5C<.**5&P`
/(5a5a*/G 1iOPO#S-\I^[t).
/(I\S-^lZuuwwss

)
•d. !
u
β


b+$+.C<.1?5C<.**5&P`
/(5iOPO#5a*/G 1aI\S-^[iv).

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)
•d. !
w
„
β
b+$+.C<.1?5C<.**5&P`
/(5iOPO#5a*/G 1aS-\I^[iv).
/(I\S-^[pZulw[o)
2.3. Đối chiếu dấu kỳ vọng.
d. !
β

l
CrP/K !C"/$4 >/%
d. !
β

s
CrP/K !C"/$4 >/%
d. !
β

Z
CrP$+ !C"/$4 >/%
d. !
β

h

<-P/K !C"/$4 >/%
d. !
β

u
CrP/K !C"/$4 >/%
d. !
β

w
<-P$+ !C"/$4 >/%
2.4. Tìm khoảng tin cậy của các tham số hồi quy.
+,-*)g=
m  |  €[lw[nonlpZ  }  [[oplhhnhu•j
l
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`/(5iOPO#5a*/G)./(O-
$%?+JO+%S2€ss5hhlnop/wh5nsowop)5 !
/(+nht
€ d. !•
w
baI\S-^[iv 1C<.1?5**5&P
`/(5iOPO#5a*/G)./(O-
$%?+JO+%S2€wn5Zun[pZ/ho5hsZwZZ)5 !
/(+nht
2.5. KIỂM ĐỊNH
2.5.1 Kiểm định sự ảnh hưởng của biến độc lập đối với biến phụ thuộc:
• a%:\β
l
^|ppppp‘ps<.1?SD/.
/(!+
• a%:\β
s
^|ppppp‘

ps<.**SD/.
/(!+
• a%:\β
Z

^|pph[u‘ps c&P`/(SD/.
/(%!+
• a%:\β
h
^|puuou’ps TOPO#*D/.
/(%!+
• a%:\β
u
^|pZslo’ps GS#`-.+(*D/.
/(%!+
• a%:\β
w
^| 0.7574’ps GS#`-.+<*D/.
/(.+
Loại bỏ lần lượt các biến không ảnh hưởng ra khỏi mô hình ban đầu, theo
nguyên tắc bỏ những biến nào có Prob lớn nhất:
Chạy lại mô hình khi đã bỏ các biến tổng sản phẩm quốc dân(X
7
)
,-"+O,-Z 
%n
 
Bảng 3: Mô hình hồi quy bỏ biến X
7
V#VCV%:Vm
…VCcV=%V
V[pzluz[l-VpwZn
-#V[noplp[[
ƒ+CVC:V% sl
%:V V‚‚+V C~%%% €+ a%:

 €[lhnhpZ [nu[hup €uZlpnlo ppppp
jl [[wshsh ppwhnhZ [hZhphs ppppp
js pZn[pwl pphpsul nwhpwnZ ppppp
jZ [[opsw[ hsulsuh llp[l[Z ppsuo
jh €s[pZwnn hlls[so €phnZZsl 0.5574
ju [sluslo wwhohu[ [wpnhps ppnns
ˆ€=%VC pnnwnpo …VCV#VCV % sZllpZn
•C‰VCˆ€=%VC pnnwhph CV#VCV % [plwuZZ
~‚%V%V h[sloo[ •V‚+%V% [hZoun[
-=%VC%VC uohppol +y%Š+%V% [hwu[wZ
cVC €lZ[wnpu ‹€+ lZwnnul
%:€Œ [luuspn a%:\‹€+^ ppppppp
m|\[^}\l^•jl}\s^•js}\Z^•jZ}\h^•jh}\u^•ju
:VCV‚‚+V
|||||||||||||||||||||
m|€[lhnhpsoln}[[wshsZuho•jl}pZn[pw[hppZ•js}[[opsw[pnu•jZ€
s[pZwnon[n•jh}[sluslo[u•ju
• PProb+@β
5
= 0.5574 > 0.3TOPO#*D/.
/(%!+
Do vậy ta tiếp tục loại bỏ X
5
ra khỏi mô hình
Bảng 4: Mô hình hồi quy bỏ biến X
5
V#VCV%:Vm
…VCcV=%V
V[[zpsz[l-V[hs[
-#V[noplp[[

ƒ+CVC:V% sl
%:V V‚‚+V C~%%% €+ a%:
 €[lnsZ[[ [ohZ[os €unwhusu ppppp
jl [[woluZ ppwZulu [hwoooZ ppppp
js pZn[[ws ppZnwhh now[opu ppppp
jZ [l[[slh hlwlwls llnwsZl pplnu
ju [ZpZoss whhslll [ohnn[s ppwso
ˆ€=%VC pnnwown …VCV#VCV % sZllpZn
•C‰VCˆ€=%VC pnnwhuh CV#VCV % [plwuZZ
,-"+O,-Z 
%[p
 
~‚%V%V hpw[pZl •V‚+%V% [hZswn[
-=%VC%VC unZs[ww +y%Š+%V% [huuuns
cVC €lZlppuu ‹€+ s[whnlw
%:€Œ [lw[nou a%:\‹€+^ ppppppp
j;P#%:+@+$+:%-*)/'3:9:j
w
 1j
h
/'‘
ps
Kết luận ta có mô hình hồi quy chính sau:
~- C
|||||||||||||||||||||
cmjljsjZju
~-~=
|||||||||||||||||||||
m|\[^}\l^•jl}\s^•js}\Z^•jZ}\h^•ju
:VCV‚‚+V

|||||||||||||||||||||
m|€[lnsZ[pus[}[[woluZlhs•jl}pZn[[wsZ[n•js}[l[[slZnnl•jZ}
[ZpZossZnh•ju
• a%:\β
l
^|ppppp‘ps<.1?SD/.
/(!+
• a%:\β
s
^|ppppp‘

ps<.**SD/.
/(!+
• a%:\β
Z
^| pplnu‘ ps  c&P`/(SD/ .
/(%!+
• a%:\β
u
^|ppwso’psGS#`-.+(D/.
/(%!+
2.5.2 Kiểm định sự phù hợp của mô hình so với số liệu của mẫu:
a%:\‹€+^|pppppp‘
α
|pph
…*)#0#
2.5.3 Xét hiện tượng đa cộng tuyến sau khi đã bỏ những biến không phù
hợp
2.5.3.1. Phát hiện đa cộng tuyến
jV-&;=-%r=+@+$+:Pl:j

l
qC<.1?
1j
s
qC<.**+,-_+r=+ 0.880172 J+,SI&S%
O/+(
Bảng 5: MA TRẬN TƯƠNG QUAN
m jl js jZ ju
,-"+O,-Z 
%[[
 
m [pppppp pnnlnsl pnlZp[p pwsnZsw pwsnulo
jl pnnlnsl [pppppp poop[wl pwuZosh pwohwoZ
js pnlZp[p 0.880172 [pppppp phlln[o pZwpnZw
jZ pwsnZsw pwuZosh phlln[o [pppppp pwn[pnp
ju pwsnulo pwohwoZ pZwpnZw pwn[pnp [pppppp
d-/?/+(5+K*&<C"-*)g=#R%/,
7+$+:/(+#•%D1:#R(+ 1g= !+$+:+M3
…*)g=+A
m|β
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l
j
l
}β
s
j
s
}β

Z
j
Z
}β
u
j
u
}v

Mô hình hồi quy phụ theo biến X
2

j
l
|Ž
[
}Ž
s
•j
s
}Ž
Z
•j
Z
}Ž
u
•j
u
}


b=S+3~ Vy-*)g=#RV:j
l

Bảng 6: Mô hình hồi quy phụ theo biến X
2
V#VCV%:Vjl
…VCcV=%V
V[[zpZz[l-Vphhn
-#V[noplp[[
ƒ+CVC:V% sl
%:V V‚‚+V C~%%% €+ a%:
 €l[husss lssluul €nlZZpon ppppp
js pull[po ppZhs[w [swlwnl ppppp
jZ lZZuo[o [lhlusp [nhssZZ ppupo
ju wu[lusZ [luphsp upsnlsZ ppppp
ˆ€=%VC pnhwupu …VCV#VCV % [usZlhu
•C‰VCˆ€=%VC pnhspus CV#VCV % hnlwZwZ
~‚%V%V [loZ[op •V‚+%V% [wlwp[p
-=%VC%VC Zu[whloh +y%Š+%V% [wZhss[
cVC €lwlsl[h ‹€+ l[pol[h
%:€Œ puZwwZp a%:\‹€+^ ppppppp
~- C
|||||||||||||||||||||
cjljsjZju
~-~=
|||||||||||||||||||||
jl|\[^}\l^•js}\s^•jZ}\Z^•ju
:VCV‚‚+V
|||||||||||||||||||||
jl|€l[husssZo}pull[pols[n•js}lZZuo[whls•jZ}wu[lussolo•ju

2-*)g=#R+,
,-"+O,-Z 
%[l
 
a%:\‹€+^|ppppppp‘
α
|pph
⇒
…*)g=#R#0#
-*):/7+,g3/+(
2.5.3.2 Khắc phục đa cộng tuyến bằng cách loại bỏ biến X
2
hoặc X
3
ra khỏi mô
hình
Hồi quy lại mô hình trong đó loại bỏ biến X
2
ta có kết quả như sau:
Bảng 7: Mô hình hồi quy bỏ biến X
2
V#VCV%:Vm
…VCcV=%V
V[[zpsz[l-V[ulp
-#V[noplp[[
ƒ+CVC:V% sl
%:V V‚‚+V C~%%% €+ a%:
 €sosZ[Z[ lonshpn €[slhpoZ ppppp
js [llZ[o[ pphul[s l[wwwuw ppppp
jZ ZpnZsls [hhsops lushpsZ pp[su

ju [pswZhs [husupl uushp[n ppppp
ˆ€=%VC pnwolno …VCV#VCV % sZllpZn
•C‰VCˆ€=%VC pnwhnwl CV#VCV % [plwuZZ
~‚%V%V [hnlnso •V‚+%V% [wwp[pl
-=%VC%VC
w[pZouss
+y%Š+%V%
[wooZls
cVC €lwnl[us ‹€+ Zlpwlhw
%:€Œ
pwsnhpn
a%:\‹€+^
ppppppp
~-~=
|||||||||||||||||||||
m|\[^}\l^•js}\s^•jZ}\Z^•ju
:VCV‚‚+V
m|€sosZ[Z[loo}[llZ[o[s[•js}ZpnZsllu[s•jZ}[pswZhlwo•ju
1+,ˆ
l
l
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Hồi quy lại mô hình trong đó bỏ biến X
3
ta có kết quả như sau:
Bảng 8: Mô hình hồi quy bỏ biến X
3
V#VCV%:Vm
…VCcV=%V
V[[zpsz[l-V[ulZ

-#V[noplp[[
ƒ+CVC:V% sl
%:V V‚‚+V C~%%% €+ a%:
 h[[u[oh uZowuhl wooupsZ ppppp
jl [ouhuuZ pphuhou slnwpsh ppppp
jZ [owsZou [polphs pp[ws[Z pnous
ju €sussnup [[wswon €spnhnls pppZZ
ˆ€=%VC pnnpllZ …VCV#VCV % sZllpZn
•C‰VCˆ€=%VC pnon[ww CV#VCV % [plwuZZ
~‚%V%V [pun[pZ •V‚+%V% [unpshp
,-"+O,-Z 
%[s
 
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cVC €luuZhup ‹€+ nZhZpww
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2.5.4. Xét hiện tượng phương sai thay đổi (dùng kiểm định White):
2.5.4.1 Kiểm định mô hình chính( mô hình sau khi bỏ những biến không ảnh
hưởng)
Kiểm định White mô hình chính theo chéo
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2.5.4.2 Kiểm định mô hình sau khi khắc phục ĐCT bỏ biến X
3
Kiểm định mô hình theo chéo
Bảng10 : Mô hình kiểm định White chéo sau khi khắc phục ĐCT
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Bảng11: Khắc phục phương sai sai sô không đổi sau khi đã khắc phục ĐC
V#VCV%:Vmzˆ\jZ•ju^
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2.5.5. Xét hiện tượng Tự tương quan bằng phương pháp kiểm định d của Durbin
- Watson
2.5.5.1 Mô hinh ban đầu( mô hình khi chưa bỏ biến)
,-"+O,-Z 
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Ta có mô hình hổi qui ban đầu như sau:
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b-/?Sb*+,"r=Cr
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Mô hình tồn tại tự tương quan
~- C
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m|\[^}\l^•jl}\s^•jl\€[^}\Z^•js}\h^•js\€[^}\u^•jZ}
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Xét mô hình hồi quy:
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βh•|βh
βu•|βu
βw•|βw
b/,\Z^/+ 3
Yi* =
β
1* +

β
2* j
l
•
+
β
3* j
s
•+
β
4*j
Z
•+
β
5* j
h
•+
β
6* j
u
•+
β
7* j
w
•+ ›
i (5)
Kết luận…*)\h^*+,"r= )›

S->S+@
#r#$#‡c

,-"+O,-Z 
%lp
 
Mô hình hồi qui sau khi khắc phục hiện tượng tự tương quan
Bảng 12:Mô hình hồi quy sau khi khắc phục hiện tượng TTQ mô hình ban đầu
V#VCV%:Vm€psswZun•m\€[^
…VCcV=%V
V[[zpsz[l-Vl[po
-#V\C‰VC^[no[lp[[
ƒ+CVC:V% s[‚V%C‰VC#
%:V V‚‚+V C~%%% €+ a%:
 €nhpuwwn l[lhwnh €ZZwl[ph ppppl
jl€psswZun•jl\€[^ [[ssZns p[phlns [pwuh[h ppppp
js€psswZun•js\€[^ phsZ[ss ppwohup uwnnp[p ppppp
jZ€psswZun•jZ\€[^ ollZshZ wphZspo [[uhous plhh[
jh€psswZun•jh\€[^ €ss[noso hph[Zll €puhwlpn ph[ws
ju€psswZun•ju\€[^ oopuZun lZwh[[u pshhopp pwlh[
jw€psswZun•jw\€[^ n[wuool slusnps plo[[us pwo[p
ˆ€=%VC pnnhhuw …VCV#VCV % lsZ[Zpu
•C‰VCˆ€=%VC pnnZZho CV#VCV % uhn[pso
~‚%V%V Znpuh[o •V‚+%V% [hZlhps
-=%VC%VC hwwwwZp +y%Š+%V% [hwZoos
cVC €lslpown ‹€+ onolhos
%:€Œ [wnZuo[ a%:\‹€+^ ppppppp
2.5.2. Xét hiện tượng tự tương quan mô hình hồi quy sau khi đã khắc phục Đa
cộng tuyến
Ta có mô hình hổi qui sau khi bỏ biến như sau:
m|β
[
}β

l
j
l
}β
Z
j
Z
}β
u
j
u
}v

+,|sl5š|€[|Z€[|s
d = puw[pho
%:S+,C|[uhp5C|[llZ
b-/?Sb*+,"r=Cr
èp‘C|puw[pho‘C|[llZ
èx$+:95_+1g3O"r=Cr
…*)g3"r=
~- C
cmjljl\€[^jZjZ\€[^juju\€[^m\€[^
~-~=
m  |  \[^  }  \l^•jl  }  \s^•jl\€[^  }  \Z^•jZ  }  \h^•jZ\€[^  }  \u^•ju  }
\w^•ju\€[^}\o^•m\€[^
:VCV‚‚+V
m|[nwpsoospZ€p[pwn[[uw•jl}psowZuupllw•jl\€[^}lslnlolhnZ•jZ}
Zshn[nlhhh•jZ\€[^}whnoZZpwwo•ju€[hlppsnZus•ju\€[^}poZo[lsn[w•m\€[^
,-"+O,-Z 
%l[

 
Bảng13: Mô hình tồn tại hiện tượng tự tương quan sau khi khắc phục
ĐCT
V#VCV%:Vm
…VCcV=%V
V[[zpsz[l-V[olo
-#V\C‰VC^[no[lp[[
ƒ+CVC:V% s[‚V%C‰VC#
%:V V‚‚+V C~%%% €+ a%:
 [nwpsoo Zploshp Zon[sps pppp[
jl €p[pwn[l plhpwso €pZspsww puwpn
jl\€[^ psowZuu pluuhsZ [Zhswl[ p[hnh
jZ lslnlos hlpss[h pZZwuhZ puhou
jZ\€[^ Zshn[ns hppwoZl ppowpZw pns[Z
ju whnoZZ[ uhs[wss [[uss[l plhuu
ju\€[^ €[hlppsn w[olwsl €l[[ulZl ppZhZ
m\€[^ poZo[lZ ppw[ops [[o[[o[ ppppp
ˆ€=%VC pnnn[[Z …VCV#VCV % sZwwhnl
•C‰VCˆ€=%VC pnnooZZ CV#VCV % nnZupus
~‚%V%V sso[[l[ •V‚+%V% [Zwpllw
-=%VC%VC lulnshu +y%Š+%V% [hpwlss
cVC €l[noohl ‹€+ swphluZ
%:€Œ lnshhwo a%:\‹€+^ ppppppp
Khắc phục tự tương quan
Xét mô hình hồi quy:
m

|β[}βlj
l
}βZj

Z
}βuj
u
}v

\[^
S8 !v|v€[}›\•^5%/,›1.NJS->S
+@#r#$##r.NJ‡c
Bước 12-*)\[^::D€[5/+
m
€[
|β[}βlj
l\€[^
}βZj
Z\€[^
}βuj
u\€[^
}v
€[
\l^
Bước 2:<l +@-*)\l^+œ/+
œm
€[
|œβ[}œβlj
l\€[^
}œβZj
Z\€[^
}œβuj
u\€[^
}œv

€[
\s^
Bước 3cP\[^%2\s^/+
mqœm
\€[^
|β[\[€œ^}βl\j
l
€œj
l\€[
^}βZ\j
Z
€œj
Z\€[^
^}βu\j
u
q
œj
u\€[^
^}›\Z^
Bước 4:2-*)\Z^%J+, 3
m|β[\[€œ^}βlj
l
€βlœj
l\€[^
}βZj
Z
€βZœj
Z\€[^
}βuj
u

€βuœj
u\€[^
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œm€[}›
Từ kết quả chạy mô hình có hiện tượng tự tương quan
Suy raœ= poZo[lZ
de
,-"+O,-Z 
%ll
 
m
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|m€
ρ
m
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j
l
•
|j
l
€ρj
l\€[^
j
s
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Z
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Z\€[^
j

Z
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Bảng 14:Mô hình hồi quy sau khi khắc phục TTQ
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Bước 4
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