Mt s cng thc trong kinht lng

Yi = 1+ 2Xi + Ui

M hnh hi quy n (2 bin):

1 =

2 =

- 2

XY X Y
X

( X )

x y
x
i

Se ( 2 ) =

Se ( 1 ) =

X
n x

2
i

D bo: +> c lng im ca Y0 hay E(Y/X=X 0) l Y0 = 1

+ 2 X0
+> c lng bng khong tin cy:

Y0 se (Y0 )T( n/ 22 ) < E (Y / X = X 0 ) < Y0 + se (Y0 )T( n/ 2 2)

( E (Y / X = X 0 )) max

= Y0 + se(Y0 )T( n 2)

( E (Y / X = X 0 )) min

= Y0 se(Y0 )T( n 2)

Y0 se (Y0 )T( n/ 22 ) < Y0

< Y0 + se (Y0 )T( n/ 22 )

(Y0 ) max = Y0 + se (Y0 )T( n 2 )

(Y0 ) min = Y0 se (Y0 )T( n 2 )

se(Y0 ) =

1 ( X 0 X )2
+
n
n
xi2

se(Y0 ) = 1 +

i =1

i =1

M hnh hi quy k bin:

R2 =

ESS
TSS

R2

1
TSS
n 1

Yi = 1+ 2X2i + + kXki + Ui
n 1

= 1 - (1-R2) n k

TSS = ESS + RSS ;

SD(Y) =

1 ( X 0 X )2
+
n
n
xi2

ESS = ( Yi Y )2 ; RSS = ei2

; TSS = (Yi -

)2

D bo: +> c lng im ca Y0 hay E(Y/X=X0) l

DHKT

0
Y0 = 1 + 2 X 2 +

+ k

X k0

+> c lng bng khong tin cy:

Y0 se (Y0 )T( n/ 2 k ) < E (Y / X = X 0 ) < Y0 + se (Y0 )T( n/ 2 k )

( E (Y / X = X 0 )) max

= Y0 + se(Y0 )T( n k )

( E (Y / X = X 0 )) min

= Y0 se(Y0 )T( n k )

Y0 se (Y0 )T( n/ 2 k ) < Y 0

< Y0 + se (Y0 )T( n/ 2k )

(Y0 ) max = Y0 + se (Y0 )T( n k )

(Y0 ) min = Y0 se (Y0 )T( n k )

se(Y0 ) =

( X ) cov( ) X

, se(Y0 ) =

( X ) cov( ) X

1
X 0
= 2
...
0
X k

X0

Mt s cng thc v c lng

v kim nh gi thuyt
PRF: E(Y/X2i, , Xki) = 1+ 2X2i++ kXki
(1)
PRM: Y i = 1 + 2X2i + + kXki

+ Ui

SRF : Yi = 1 + 2 X2i + + k Xki

SRM: Y i = 1 + 2 X2i + + k Xki +

ei
1.c lng

j=

1, k

+ UL im: j ; j =

1, k

+ UL bng KTC : j - Se ( j ) T /2(n-k) <

< j + Se ( j

)T /2(n-k)

+ ( j)max = j + Se ( j ) T (n-k)

T (n-k)

+ ( j)min = j - Se ( j )
2. Kim nh so snh
DHKT

vi s thc
2

cho trc , j =

1, k

Cp gi thuyt

MBB ca H0

H0 :

H1 :

>

H0 :

H1 :

<

H0 :

H1 :

(n-k)

= { T = j j ; T> T

Se( j )

W = { T=

jj ; T < - T

Se( j )

(n-k)

= {T = j j ; /T/ > T

Se( j )

/2

(n-k)

3. Kim nh so snh j vi 'j

j,j' = 1, k ; a,b,c cc hng s
Cp gi thuyt
MBB ca H0

H0: a

W = {T =

a j b j' c

;T>

Se ( a j b j ' )

T (n-k)}
H1 : a

>c

H0 : a

W = {T =

a j b j' c

; T<-

Se (a j b j ' )

T (n-k)}
H1 : a

<c

H0 : a

W = {T=

=c

a j b j' c

Se (a j b j ' )

T /2(n-k)}
H1 : a

Se (a j

DHKT

b j ) =
'

a 2 ( se ( j )) 2 + b 2 ( se ( j ' )) 2 2ab cov( j , j ' ))

; /T/>

4. c lng 2 = var (Ui)

n

+ c lng im:

i =1

n k

+ c lng bng KTC:

KTC 2 pha

(n k ) 2
2(/n2k )

<

max

2
= (n 2 (kn)k)
1

2
< (n 2(kn)k)
1 / 2

min

2
= (n 2(kn)k)

5. Kim nh so snh 2 vi s thc 02

Cp gi thuyt

MBB ca H0

H0 : 2

(n k ) 2 ; 2 > 2 ( nk ) }
W = { =

2
0
2

02

H1 : 2 > 02

H0 :
2

(n k ) 2 ; 2 < 2 ( nk ) }
W = { =
1
2
0
2

02

H1 : 2 < 02

2
k)
W = { = (n k ) ; 2 > 2 (/n
hoc 2 <
2
2
0

H 0 : = 02

12(n/ 2k ) }
H1 : 2

02

6. Kim nh ph hp hi qui
H0 : R2 = 0 ( (1) khng ph hp )
=

H0 :

=0
2

H1 : R > 0 ( (1) c ph hp )
MBB ca H0 : w = { F =

H1 :
R 2 /( k 1)
(1 R 2 ) /( n k )

j =2

(UR) : Yi =
(R)

+ 2X2i+ + kXki + Ui

: Yi =

H0 : (UR) (R)

+ 2X2i+

k-m

H0 :

k-m+1

(k-m)

X(k-m)i+ Ui

k-m + 2

2
j

; F > F (k-1;n-k)}

7. Kim nh thu hp hi qui:

DHKT

= =

=0

H1 : (UR) (R)

H1 :

j =k m +1

MBB ca H0: w = { F =
k (UR ) )

( R(UR ) R( R ) ) / m
2

(1 R(UR ) ) /( n (UR ) k(UR ) )

; F > F (m; n(UR ) -

}
MT S dng hi quy ph dng pht hin
cc khuyt tt trong m hnh
Yi = 1 + 2 X2i ++ kXki + Ui (1)

Khuyt tt a cng tuyn:

X ji =

M hnh ph:

j+1

+ 2X2i + +

j-1

X(j-1)i +

X(j+1)i++ kXki +Vi (a)

:

H0

R2(a) = 0 ( X j khng ph thuc vo X 2 , Xj

- 1

, Xj

+1

Xk )
H1 : R2(a) > 0 ( (1) c a cng tuyn )

Khuyt tt PSSST

UL (1) OLS

ei, Yi

K ParK:
ei2 = e 1

M hnh ph:
Ln e2i =

2
X
ji

e vi

+ 2ln Xji + Vi

H 0 : R2(b) = 0

H0 :

(b)

= 0

(1)

c PSSS khng thay

(1)

c PSSS thay i)

i)

H 1 : R2(b) > 0

H1 :

K Glejser:
Cc m hnh ph:
+ / ei/ =
e2i =
+ /ej / =
DHKT

+ 2Xji + Vi

+
+

(c)

Xji2 + Vi
1
X ji

+ Vi
5

+ /ej / =

ji

+ Vi

+ / ej / =

ji

+ Vi

H0 :

H0 : R2(c) = 0

=0

(1)

c PSSS khng thay

i)

H 1 : R2(c) > 0

H1 :

(1)

c PSSS thay i)

K White:
M hnh ph:
e2i =

+ (biu thc bt k gia cc Xj)+ Vi

H0 : R2(*) = 0

( (1) c PSSS khng thay i)

H1 : R2(*) > 0

( (1) c PSSS thay i)

K theo dng D
M hnh ph:
H0 :

(*)

(bng MFit):
e2i =

R2(*) = 0

2
i

H0 :

+ Vi

(*)
= 0

(1)

c PSSS

khng thay i )

+>
H1 :

H1 :

R 2(*) > 0

( (1) c

PSSS thay i )

MBB ca H0:

W = { 2 = n(*)

R(*2)

2 (1)
; 2 > }

w = { F =
n(1) -2)

R(*) / 1
2

(1 R(*) ) /( n (*) 2)

; F > F (1;

Hoc s dng P-Value ca

qs

, Fqs ti dng D ca bng

bo co c lng m hnh (1).

Khuyt tt t tng quan bc 1 (AR (1))

DHKT

(e
t =2

K Durbin - Watson : d =

et 1 ) 2

e
t =1

2 (1- )

( Dng khi (1) khng c bin tr ca Y )

Yi =

X2i ++ kXki + Ui (1)

k' = (S bin gii thch trong (1))

khng

c Kl

>0
0

Khn
= 0

dL

<0

g c
Kl
4-d U

dU

4 - dL

K h-Durbin: ( Dng khi m hnh c bin tr ca Y )

Yi =

X2i+ + kXki +

k+1

Yi-1+Ui

(1)
n

h=

1 n var( k +1 )

(1-

<0

d
2

1 n var( k +1 )

= 0

> 0

-1,96

1,96

K theo dng A (bng MFit) (K Breusch - Godfrey):

UL (1)

et, et-1

OL S

M hnh ph:
et =

X2t +....+ kXkt + et-1+Vt

X2t ++ kXkt + Vt

(*)

OL S R(2*)

et =

H 0 : = 0 ( (1) AR (1) )

(**)

OL S R(2**)

H0 : (*) (**)

H1 : 0

2 (1) }

( (1) AR (1) )

W = { 2 = (n(1) 1 )

MBB ca H0:

DHKT

H1 : (*)

2
R(*)

(**)

; 2 >

w = { F =
n(*)

k (*)

( R(*) R(**) ) / 1
2

(1 R(*) ) /( n (*) k (**) )

; F > F (1;

( Trong bo co ca phn mm Mfit n(*) =n(1) )

Hoc s dng P-Value ca

qs

, Fqs ti dng A ca bng bo

co c lng m hnh (1).

Khuyt tt v dng hm (St bin gii thch)K theo dng B (bng MFit):
Y i = 1+ 2X2i+ + kXki +Ui

(1)

H0 : (1) khng b st bin gii thch

H1 : (1) c b st bin gii
thch
K Ramsey:
Yi = 1+ 2X2i++ kXki

M hnh ph:
+

k+1

Yi + U i

(2)
( R 2 ( 2) R 2 (1) ) / 1
={F=
;F>
2
(1 R( 2) ) /(n(1) k ( 2) )

MBB ca H0: W
F (1 ,

(1)

-k

( 2)

K Lagrange:
ei =

M hnh ph:

2
Yi +Ui

+ 2X2i+ +

(1)

W = { 2 = n(1) . R2(3)

; 2

Hoc s dng P-Value ca

qs

, Fqs ti dng B ca bng

bo co c lng m hnh (1).

Khuyt tt theo dng C (bng MFit)

Yi = 1+ 2X2i+ + kXki + Ui
DHKT

k+1

(3)

MBB ca H0:
> 2

(1)

(1)

ei, ei2, e3 i

+>

UL

+>

H0 : Ui N (0, 2 )
H1: Ui ~ N (0, 2 )

OL S

S,K

MBB ca H0 : W = { 2 = n [
Hoc s dng P-Value ca

qs

S2
6

( k 3) 2
24

2( 2)
]; 2 > }

ti dng C ca bng bo co

c lng m hnh (1).

Bi tp n tp phn Kinh t lng c bn
Bi 1:
Cho kt qu c lng hm hi quy sau:
Y=Chi ph v bia: 10.000/thng
X=Thu nhp: 100.000/thng =5%.
Dependent Variable: Y
Method: Least Squares
Date: 03/09/06 Time: 11:08
Sample: 1 10
Included observations: 10
Variable
Coefficient
Std.
t-Statistic
Prob.
Error
C
-7.078335 2.32470 -3.044832
0.0159
5
X
0.571603 0.05809 9.838668
0.0000
8
R-squared
0.923664
Mean dependent
15.50000
var
Adjusted R0.914122 S.D. dependent var
4.006938
squared
S.E. of regression 1.174234
Akaike info
3.335965
criterion
Sum squared
11.03060
Schwarz criterion
3.396482
resid
Log likelihood
-14.67983
F-statistic
96.79938
Durbin-Watson
0.866047
Prob(F-statistic)
0.000010
stat
1/ Kt qu c lng c ph hp vi thc t v l thuyt kinh t
khng? Cho bit ngha ca cc h s hi quy.
2/ Thu nhp tng 100.000 th chi ph tng trong khong
no?
3/ Thu nhp tng 1000.000 th chi ph tng ti a l bao
nhiu?
4/ Cc h s hi quy c ngha thng k khng?
5/ C th ni rng thu nhp tng 1 n v th chi ph tng
0,6 n v c khng?
DHKT

6/ C kin cho rng thu nhp khng nh hng n chi ph

v bia?
7/ Thu nhp tng th chi ph c tng thc s khng? Thu
nhp tng 1 n v th chi ph tng ti a 0,6 n v ?
8/ C kin cho rng m hnh khng c ngha, theo bn
iu c ng khng ?
9/ Hy d bo (c lng ) chi ph (trung bnh ) v bia khi thu
nhp l 10 triu ng.
Bi 2:
Cho cc bin SA: lng sn phm ca cng ty A tiu th trong
1 qu (n v : tn), PA: gi 1 tn sn phm ca cng ty A,
PB: gi 1 tn sn phm cng loi ca cng ty B.
Cho =5%.
Dependent Variable: SA
Method: Least Squares
Date: 03/09/06 Time: 11:08
Sample: 1 17
Included observations: 17
Variable
Coefficient
Std.
t-Statistic
Prob.
Error
C
138,8185
3.3799
?
0.0000
PA
?
.39079
-7.0803
0.0000
PB
R-squared

2.4285
?

Adjusted Rsquared
S.E. of regression

.75091
?

?
6.0715
Mean dependent
var
S.D. dependent var
Akaike info
criterion
Schwarz criterion

0.0000
112.8706
13.4243
3.335965

Sum squared
628.4441
3.396482
resid
Log likelihood
-54.8072
F-statistic
25.1168
Durbin-Watson
1.3209
Prob(F-statistic)
0.0000
stat
Serial Correlation LM Test : Kim nh v tng quan
chui:
Breusch-Godfrey Serial Correlation
LM Test:
F-statistic
Probability 0.22799
Obs*R1.863
Probability 0.17200
squared
8
DHKT

10

 White Heteroskedasticity : Kim nh v phng sai sai

s thay i
(No cross tems)
White Heteroskedasticity Test:
F-statistic
.
Probability 0.60355
18356
Obs*RProbability 0.57492
squared
Ramsey RESET : Kim nh v dng hm
Ramsey RESET Test:
F-statistic
6.466
Probability
1
1-Vit m hnh hi quy mu v tnh gi tr ng vi du ?
2-Gii thch kt qu c lng ca cc h s hi quy ring. Kt
qu c ph hp vi l thuyt kinh t khng?
3-Phi chng c PA v PB u khng nh hng g n SA?
4-Phi chng nu gi 1 tn sn phm ca cng ty A khng
i cn gi 1 tn sn phm ca cng ty B tng ln th cng
ty A s bn c hng nhiu hn?
5-Trng hp PB khng i cn PA tng 1 n v th SA thay
i nh th no?
6-Trong bng bo co c thng tin
Ramsey RESET Test:
F-statistic

6.466
Probability
1
Hy cho bit Fqs=6.4661 oc tnh nh th no? (nu cc bc
tin hnh v cng thc tnh). Sau vit cp gi thuyt tong ng ri thc hin c th kim nh rt ra kt lun.
Bi 3:
Cho kt qu hi quy sau:
Dependent Variable: LQ
Method: Least Squares
Sample: 1 15
Included observations: 15
Variable
Coefficient
Std.
t-Statistic
Prob.
Error
C
.84010
.27177
3.0912
0.0000
LK
1.1816
.30204
3.9121
0.0002
LL
.67310
.15314
4.3952
0.0000
R-squared
Mean dependent
9.9492
var
Adjusted R.97952
S.D. dependent var
.56629
squared
S.E. of regression
.081037
Akaike info
DHKT

11

criterion
Schwarz criterion

Sum squared
.078804
resid
Log likelihood
-54.8072
F-statistic
335.8295
Durbin-Watson
1.9981
Prob(F-statistic)
0.0000
stat
Serial Correlation LM Test : Kim nh v tng quan
chui:
Breusch-Godfrey Serial Correlation
LM Test:
F-statistic
.
Probability 0.22799
80876
Obs*R1.027
Probability 0.17200
squared
3
trong Q: mc sn lng, K: s vn u t, L: s lao ng
trong nm ca doanh nghip. L*=Ln(*).Cho =5%.
1- Hy vit m hnh hi quy mu ca cc bin gc (Q,L,K).
2- Gii thch kt qu c lng cc h s hi quy ring. Kt qu
c lng c ph hp vi l thuyt kinh t khng?
3-Vn u t c nh hng n sn lng ca doanh nghip
khng? Nu c th theo chiu hng no?
4-Phi chng khi s lao ng gim 1% th sn lng gim hn
0,8%?
5-Khi tng s vn u t tng 1% th c th hy vng sn lng
doanh nghip tng ti a bao nhiu %?
6-Hy cho bit gi tr DW-statistic = 1.9981 c tnh nh th
no? S dng gi tr kim nh gi thuyt no ca
m hnh? Hy thc hin. C th da vo thng tin no khc
trong bng bo co kt lun v gi thit ny?

Bi tp tng hp
Cho cc bin (n v nghn t ng) GDP: Tng sn phm
trong nc; EX: Tng gi tr xut khu; IM: Tng gi tr nhp
khu; GIP: Tng gi tr sn phm cng nghip; GAP: Tng gi
tr sn phm nng nghip .
Tin hnh hi quy c kt qu m hnh (1) sau:
Cho kt qu hi quy sau:
Dependent Variable: GDP
Method: Least Squares
Sample: 1 17
Included observations: 17
DHKT

12

Variable
C
EX
IM
R-squared

Coefficient
6.7209
-1.6109

Std. t-Statistic
Error
.96634 20.7720
6.3330
.79317 -2.0310
Mean dependent
var
S.D. dependent
var
Akaike info
criterion
Schwarz criterion

Prob.
0.0000
0.0002
28.4235

Adjusted R.93988
9.3501
squared
S.E. of
.081037
regression
Sum squared
73.5831
resid
Log likelihood
-36.5762
F-statistic
126.0677
Durbin-Watson
.67180
Prob(F-statistic)
0.0000
stat
Serial Correlation LM Test : Kim nh v tng quan
chui:
Breusch-Godfrey Serial Correlation LM
Test:
F-statistic
7.8534
Probability 0.01500
3
Obs*R6.4022
Probability 0.01090
squared
9
White Heteroskedasticity : Kim nh v phng sai sai
s thay i
(No cross tems)
White Heteroskedasticity Test:
F-statistic
1.5724
Probabilit 0.214818
y
Obs*RProbabilit 0.187007
squared
y
Ramsey RESET : Kim nh v dng hm
Ramsey RESET Test:
F-statistic
9.6547
Probabi 0.002037
lity
Log likelihood
9.6
Probabi 0.000059
ratio
547 lity
Ma trn v hip phng sai gia c lng cc h s ng vi cc
bin:
INPT
EX
IM
INPT
.93381
.35155
-.41074
EX
DHKT

.35155

1.1263
13

-.80851

IM

-.41074

-.80851

.62911

1> Vit cc dng hi quy theo bo co trn v nu ngha

v c lng cc h s?
2> M hnh hi quy gii thch c bao nhiu % s bin
ng ca bin ph thuc? C phi c hai bin EX,IM
u nh hng n GDP?
3> Vi b s liu trn, tin hnh hi quy GDP theo EX c
kt qu sau:
GDP
= 19.021 +
4.6506*EX + e (2)
Se
(.89683)
(.32462)
RSS=95.2633
a-Vi tin cy 95%, hy d bo v GDP nu tng gi
tr xut khu l 5 nghn t ng.
b- Kt lun g v vic c mt ca bin IM trong m
hnh (1)?
c- C phi thay i thun chiu cng 1 lng v EX v IM
th GDP l khng i?
4> Hy kim tra cc khuyt tt trong m hnh (1). Ch ra
cc bc tnh gi tr F(1,13)=7.8534 trong bng bo co
Breusch-Godfrey Serial Correlation LM Test
5> K hiu E l phn d v GDPM l gi tr c lng ca bin
ph thuc trong m hnh m hnh (1); E2=E2;
GDPM2=GDPM2; IM2=IM 2; EX2=EX2; EXIM=EX*IM.
Cho cc kt qu hi quy sau:
(3)

E = .21648 + .74244*E(-1) .33513*E(-2) + e

Se
.42196
.2805
.25519
R 2= .37817

(4)

E2= 3.6734 - .020486*EX2+e

Se 1.0822
.067546

(5)

E2= 4.4034 - .9554E-3*GDPM2+e

Se 1.6949
.0015122
R 2= .029788

R 2= .0070257

(6)

E= 9.2718+10.5592EX- .24322IM- .033381GDPM2 + e

Se 2.9558 3.8404
.56107
.011329
2
R = .47846
(7)
E2=-4.5726 +3.1275EX+1.3794IM+5.001 EX2+3.7083
IM2-9.3355 EXIM + e
Se 3.3846
4.3617
2.5857
3.6730
2
1.5038
4.3985
R = .61745
DHKT

14

(8)

EX= -.22466 + .70458*IM+e

Se
.25451
.058497

R 2= .91776

Vic tin hnh mi hi quy trn nhm mc ch g? Thc

hin kim nh v nu cc kt lun tng ng?
6> Cho kt qu hi quy (9) sau:
Dependent Variable: GDP
Method: Least Squares
Sample: 1 16
Included observations: 16
Variable
Coefficient
Std. t-Statistic
Prob.
Error
C
-.74228
2.3619 -.31428
.760001
EX
.84407
.35590
2.3716
.038899
IM
-.36287
.18887 -1.9213
.084003
GDP(-1)
1.1752
.
6.4381
.000000
18254
T
-.27230
.21777 -1.2504
.240001
R-squared
.99870
Mean dependent
29.9467
var
Adjusted R.99817
S.D. dependent
8.8758
squared
var
S.E. of
.37928
Akaike info
regression
criterion
Sum squared
1.4386
Schwarz criterion
resid
Log likelihood
-3.7011
F-statistic
1914.2
Durbin-Watson
1.8862
Prob(F-statistic)
0.0000
stat
a. Du ca h s bin T trong m hnh (9) cho bit iu
g? Nu GDP tng 2 nghn t ng th GDP nm
tip theo s bin ng nh th no?
b. Kim tra hin tng t tng quan trong m hnh (9). C
th b ng thi c 2 bin GDP(-1) v T ra khi m
hnh (9)?
7> Vi cc bin LGDP=Ln(GDP); LEX=Ln(EX); LIM=Ln(IM) v
hi quy m hnh (10), ta c kt qu sau:
Dependent Variable: LGDP
Method: Least Squares
Sample: 1980 to 1996
Included observations: 17
DHKT

15

Variable

Coefficient

C
LEX
LIM
R-squared

3.1256
.27560
.096379
.98180

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

.97920
.046213
.029899

Std. t-Statistic
Error
.041453 75.4020
.030889 8.9221
.049027
1.9658
Mean dependent
var
S.D. dependent
var
Akaike info
criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

1.1499

Prob.
0.0000
0.0000
0.0690
3.2983
.029899

377.6539
0.0000

Ma trn v hip phng sai gia c lng cc h s ng vi cc

bin:
INPT
LEX
LIM
INPT
.0017184
.0010885
-.0019493
LEX

.0010885

.9541E-3

-.0013935

LIM
-.0019493
-.0013935
.0024036
a- Vit m hnh hi quy mu vi cc bin gc. Cho bit
ngha c lng cc h s trong m hnh.
b- Vi cu trc m hnh ny, phi chng mc tc ng ca
EX ti GDP l mnh hn mc tc ng ca IM? Nu EX v
IM cng tng 2% th mc thay i ti a ca GDP l
bao nhiu?
8> Xt 2 thi k ca b s liu. To bin D=0 vi thi k
1980-1985, D=1 vi thi k 1986- 1996; DEX=D*EX. Hi
quy m hnh (11) cho kt qu sau:
Dependent Variable: GDP
Method: Least Squares
Sample: 1980 to 1996
Included observations: 17
Variable
Coefficient
Std. t-Statistic
Prob.
Error
C
12.0882
2.3703
5.0998
[.000]
EX
17.4547
4.4157
3.9529
[.002
IM
-.97188
.52123
-1.8646
[.087]
D
10.1480
2.4735
4.1026
[.001
DHKT

16

DEX
R-squared

-12.1563
.98233

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

.97644
1.4351

4.3663 -2.7841
Mean dependent
var
S.D. dependent
var
Akaike info
criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

[.017
28.4235
9.3501

166.7895
[.000

a- C nn chp nhn cu trc m hnh (11) nh trn khng?

b- Lng chnh lch v mc thay i ca GDP trong 2 giai
on trn dao ng nh th no nu EX tng ln 1 ngn
t?

DHKT

17