Bài Tập nhóm docx
Bạn đang xem bản rút gọn của tài liệu. Xem và tải ngay bản đầy đủ của tài liệu tại đây (108.61 KB, 10 trang )
!"#$%$#&'()*+#,$','-.+
'/0
1234516
789:!
;-.+-&<3(1!2='>#&(,%?/,@9+&%A#1B
5!?.((C"-&<DEFGFHFIEJKEFLFMHIMFK"'D
EMFJJIEFKEJFHGIEJK'N"%A#0
3(1!#)*+#?O0PGP,J
H
,#M,EQ)*+#(R!S#,+&%A#
$2T!U5&V#!).&/EWHXY+&&$2Z&7&VHFM
X,+&$T!U5VGWX,+&B$&/#7('&!#&
V##!8%?/)HLF,GX0
[-&\:/23(1!@9+&B)1.8]^,-&\_):
D%A#!S&'D&B0[-&\#&23(1!$&)C`
=,#&(!?''>.ab&!01.(
EX[-&\`,=#(UHcJ)*+#(2,%&(`d`=
)U#")S#EJF.9?0$#=93(1!)(#_!C(%9$%#_#e?
#)CSS5f#7V#25f#7#&(H0JOLXg^%A!`
#&!#(#U'T!U5&,[5h1!`';!Z&Y
#U'T!U51.3=#0[-&\=#&()UB%S#!9
+&%A#gB%A##C&+&23(1!05(.&,3(1!#i#"
Sf=f(]&VE0OMOXYf5f#3.VH0FPPX0j-&\
%-B#Ak.9,C(#$#!al,,!S0[-&\`.!
m&
E
#!9!*]&1:#)C?'+&B'_):'+&B&,
d&'>`)=(.&0
HX[-&\!a@)f#(m3'+&&#&2,#)C
i$_):'+&&,(!a#d`[n
6,[no'#!#p%j%@q'>S3(1!0
1!a]&1:#\d&#$#)=()'+&#C
)f#%?/;*5&g&!#&0
MX[-&\#&(!?23(1!##&(!?3((@d&)r
3?')5f#7#"#&(E0EFFgE0MFF,B#&(!?s,#C(
/B%A#g&0
;/d'-!'k\k!'j#k'(!E
.\%# !"#$%$#&'()*+#,$',
'-.+'/0
I. tuvwx5Zyoz5o
1D%US*!{(E0
B)#\ek
Z5|}
E
~}
H
Z;~}
M
w1~}
W
o
~}
J
;
~!
1?% •N&
Z5 Z$
Z; Z$'
w1 w*+#
o o/
; ;-.+
$
m&
H
oE|Eo€•5Z‚
oE|Fo€•5Z3oƒ
oH|Eoۥ5Z5r
oH|Fo€•5Z3oƒ
oM|Eoۥ5Z1uv
oM|Fo€•5Z3oƒ
;E|E„11…†5
;E|F;‡1ˆ‰3oƒ
;H|EoŠ7•5
;H|F;‡1ˆ‰3oƒ
II. €/#7o\@m:‹'Œ
;/S*!D•!{(,%@:'Œ&/#
\'!#R!U/#&!
w);&.&%Z5
()7&]R!&.
w&EHcFHcEE1EFEG
]&EEFF
…#!))(%.'&(EFF
;&.&% (Ž•# ])0‹ (. g]&# m.(%0
EPO0WEWP EJGJ0MEO F0EFGJWM F0OEWP
Z; W0PHFWPL MJ0ELOHH F0EMEMFW F0LOJL
w1 J0HJHEOP F0GEOOMM G0HOJMOM F0FFFF
oE MJJ0LMMM MMH0GFLE E0FPOJFP F0HLGP
oH MHL0PEMF MHJ0FHWJ E0FEEFWE F0MEWP
oM MPM0HWFM MGH0EWOP F0OGPFPF F0MMEP
;E LFH0FPWH HGH0POOE H0OWEHFP F0FFWE
;H gWEW0GOMM WFM0EEHO gE0FHLOGJ F0MFPH
ˆgR!&.) F0WHPJLP &))'&. HFFM0LOF
r)•!)ˆgR!&.) F0MLHOJG ]0w0))'&. EWPM0OEL
]0‹0(Ž..( EEWO0OML r&Ž(#..( EG0FFOWH
]!R!&.).) E0HH‹~FL ]#Œ&.‘#..( EG0HEGLW
m&
M
7((() gLWH0WGEE ’g&# O0GGGJHH
w!.%g“&(& E0JJLPEF m.(%V’g&#X F0FFFFFF
1DR!U/#.?&!#`R!•!
EPO0WEWP~W0PHFWPLZ;
~J0HJHEOPw1
~MJJ0LMMMoE
~MHL0PEMFoH
~
MPM0HWFMoM
~LFH0FPWH;E
gWEW0GOMM;H
5o”5t•1
|EPO0WEWP/#$.!%\9kontumEPO0WEWP.*!`0
|W0PHFWPL,$'n?E.*!`\$.!%\n?
W0PHFWPL.*!`,'/!*#$#!S$#e0
|J0HJHEOP,)*+#n?E
H
\$.!%\n?J0HJHEOP
.*!`,'/#$#!S$#e0
3k-#$#*S`R!#<N&S?&–
3k-*S#j}
E
o
F
}
E
|F}
E
#<N&S?
o
E
}
E
—F}
E
#<N&S?0
1&#˜'&!#&k-1%@F0OEWP™α|F0FJ
&#^9k%$#%so
(
*S#j#<N&S?
3k-*S#}
H
o
F
}
H
|F}
H
#<N&S?
o
E
}
H
—F}
H
#<N&S?0
m&
W
#˜'&!#&k-1%@F0LOJL™α|F0FJ?#&#^9%$#%so
(
*S}
H
#<N&S?0
3k-*S#}
M
o
F
}
M
|F}
M
#<N&S?
o
E
}
M
—F}
M
#<N&S?0
#˜'&!#&k-1%@F0FFFšα|F0FJ?#^9k%$#%so
(
D&o
E
?*S#<N&S?0
m&
J
0
1000
2000
3000
4000
5000
6000
7000
8000
9000
25 50 75 100
GN
DT
GV
H1
H2
H3
V1
V2
k!`k*)&("$! !"#'()*+#,$',
/,''-.+0
III. [&#"!
[k#&#"!&\`R! 0(
`R!$'(#$#%#iC0!#R!UD:
'Œ0
Dependent Variable: GV
Method: Least Squares
Date: 12/02/11 Time: 11:20
m&
P
Sample: 1 100
Included observations: 100
Variable Coefficient Std. Error t-Statistic Prob.
C 43.84007 0.939804 46.64812 0.0000
DT 0.000644 0.002120 0.303946 0.7618
H1 -0.467593 0.979221 -0.477515 0.6341
H2 -0.161345 0.957632 -0.168484 0.8666
H3 0.420642 1.095778 0.383875 0.7019
V1 -0.445722 0.802256 -0.555585 0.5798
V2 -1.486508 1.177845 -1.262058 0.2101
R-squared 0.027785 Mean dependent var 43.59300
Adjusted R-squared -0.034939 S.D. dependent var 3.330933
S.E. of regression 3.388623 Akaike info criterion 5.346154
Sum squared resid 1067.897 Schwarz criterion 5.528516
Log likelihood -260.3077 F-statistic 0.442968
Durbin-Watson stat 0.953023 Prob(F-statistic) 0.848231
t#jU!`?
o
F
ˆ
H
|F\`R!S##*&#"!0
o
E
ˆ
H
›F\`R!S##*&#"!0
;^œ#<N&•|JQ0
1&#m˜'&!#&k-’%@F0LWLHME,1\m˜'&!™•|F0FJ0
&#^9k%$#%so
F
0
5'\`R!S##*&#"!,$
'#R!&*#"!'/#$#%"#$#0
IV. ^&&S&e
E0k.&0
[k\%&:!#^&&S&e&&#*
k-Œ03R!UD‹'Œ
White Heteroskedasticity Test:
F-statistic 2.643783 Probability 0.009171
Obs*R-squared 20.90975 Probability 0.013057
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/03/11 Time: 18:13
Sample: 1 100
Included observations: 100
Variable Coefficient Std. Error t-Statistic Prob.
C 10792891 33652195 0.320719 0.7492
DT -943.2460 3282.638 -0.287344 0.7745
DT^2 6.998168 3.906612 1.791365 0.0766
m&
G
GV -413034.3 1618779. -0.255152 0.7992
GV^2 4227.935 19350.68 0.218490 0.8275
H1 -536868.3 515250.4 -1.041956 0.3002
H2 -83584.38 503258.6 -0.166086 0.8685
H3 227263.5 581389.4 0.390897 0.6968
V1 516996.3 423104.4 1.221912 0.2249
V2 20375.51 629857.9 0.032349 0.9743
R-squared 0.209097 Mean dependent var 1216568.
Adjusted R-squared 0.130007 S.D. dependent var 1905770.
S.E. of regression 1777576. Akaike info criterion 31.71404
Sum squared resid 2.84E+14 Schwarz criterion 31.97456
Log likelihood -1575.702 F-statistic 2.643783
Durbin-Watson stat 2.147089 Prob(F-statistic) 0.009171
o`R!\`R!
H
|α
E
~α
H
w1
~α
M
w1
H
~α
W
Z;
~α
J
Z;
H
~'
3k-#jU
o
F
ˆ
ž
H
|F\%&:!#^&&S&e
o
E
ˆ
ž
H
—F\%&:!#^&&S&e
;\mg'&!#&’|F0FFOEGEšα|F0FJ?%$#%so
F
,D&o
E
\%&:!
#^&&S&e0
H0$#A# #V#e%-&f8œHŸ&CX
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/03/11 Time: 17:27
Sample: 1 100
Included observations: 100
Variable Coefficient Std. Error t-Statistic Prob.
C 9.439311 2.546102 3.707357 0.0003
DT 0.005576 0.009212 0.605285 0.5464
R-squared 0.003725 Mean dependent var 10.67897
Adjusted R-squared -0.006442 S.D. dependent var 15.07787
S.E. of regression 15.12636 Akaike info criterion 8.290552
Sum squared resid 22423.05 Schwarz criterion 8.342655
Log likelihood -412.5276 F-statistic 0.366370
Durbin-Watson stat 1.030800 Prob(F-statistic) 0.546389
m&
L
[B\`R! kk-*^&&S&e#&
\%&:!0\`R! <*!V…X
H
|α
E
~α
H
w1
~'
3k-#jU
o
(
ˆ
H
|F\S##^&&Se
oEˆ
H
—F\%&:!#^&&S&e
1&_mg'&!#&k-’%@F0FFFEWFšα|F0FJ?%$#%so
F
1D&o
E
\%&:!#^&&S&e0
[kA# #^&&S&e&#&H'#&\S##(w1
V. 3k-*^R!&
[k\%&:!#*^R!&&&Ÿ)
k-Breusch-Godfrey
;/:'Œ&#R!U&!
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 4.345685 Probability 0.039904
Obs*R-squared 4.557820 Probability 0.032769
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 12/03/11 Time: 17:36
Presample missing value lagged residuals set to zero.
Variable Coefficient Std. Error t-Statistic Prob.
GV 1.259595 34.57159 0.036434 0.9710
DT 0.156034 0.711139 0.219414 0.8268
H1 111.6205 331.1758 0.337043 0.7369
H2 92.50039 322.3397 0.286966 0.7748
H3 125.2622 370.4674 0.338119 0.7361
V1 3.446230 267.8770 0.012865 0.9898
V2 106.7579 399.2750 0.267379 0.7898
C -187.7970 1550.053 -0.121155 0.9038
RESID(-1) 0.224593 0.107738 2.084631 0.0399
R-squared 0.045578 Mean dependent var -1.21E-13
Adjusted R-squared -0.038327 S.D. dependent var 1108.538
S.E. of regression 1129.582 Akaike info criterion 16.98277
Sum squared resid 1.16E+08 Schwarz criterion 17.21724
Log likelihood -840.1386 F-statistic 0.543211
Durbin-Watson stat 1.979231 Prob(F-statistic) 0.820994
m&
O
\`R!
|α
F
~α
gE
~'
t#jU
o
F
ˆ
H
|F\S##^R!&%#E
o
E
ˆ
H
—F\S##^R!&%#E
;\mg'&!#&k-’%@F0LHFOOW™α|F0FJ?#^9k%$#%so
F
\%&:!#*^R!&%#E0
VI. 37!
m&
EF
