Bi tp kinh t lng bi 2.

8 SBG trang 48
A. Hm hi quy tng th c dng E(Y/ ) =
=
Cc gi tr

v hm hi quy mu c dng :

c tnh da vo bng sau:

*

Nm
1971

48,34

52,02

1972

48,54

52,41

1973

47,44

51,55

12,71
4
12,51
4
13,61
4

1974

54,58

58,88

-6,474

1975

55

59,66

-6,054

1976

63,49

68,42

2,436

1977

59,22

64,27

-1,834

1978

57,77

63,01

-3,284

1979

60,22

65,61

-0,834

1980
1980

55,4
57,17

61,05
63,36

-5,654
-3,884

161,64
58
156,60
02
185,34
1
41,912
68
36,650
92
5,9340
96
3,3635
56
10,784
66
0,6955
56
31,967
72
15,085
46

15,26
9
14,87
9
15,73
9
-8,409
-7,629
1,131
-3,019
-4,279
-1,679
-6,239
-3,929

233,14
24

194,13
01

48,142
1

0,1979
01

0,0391
65

2706,0
8

221,38
46

186,19
58

48,471
89

0,0046
38

2746,8
08

247,71
61
70,711
28
58,201
64
1,2791
61
9,1143
61
18,309
84
2,8190
41

214,27
07
54,439
87
46,185
97
2,7551
16
5,5368
46
14,052
24
1,4002
86

47,744
65
53,943
11
54,602
7
62,010
41
58,501
05
57,435
56
59,634
19

0,0681
06
0,3046
5
0,6368
9

0,0928
14
0,4056
29
0,1578
47
2,1891
99
0,5168
93
0,1118
53
0,3431
74

2657,4
03
3466,8
54
3559,3
16
4681,2
96
4130,6
33
3970,2
6
4304,6
72

38,925
12
15,437
04

35,275
31
15,260
24

55,778
12
57,731
53

0,1429
78
0,3153
11

3727,1
03
4014,4
9

0,3973
1,4795
94
0,7189
52
0,3344
44
0,5858
1
0,3781
2
0,5615

1982

60,84

67,42

-0,214

0,0457
96

0,131

0,0171
61

0,0280
3

1983

60,73

67,86

1984

76,04

83,39

1985

76,42

84,26

-0,324
14,98
6
15,36
6

0,1049
76
224,58
02
236,11
4

0,571
16,10
1
16,97
1

0,3260
41
259,24
22
288,01
48

-0,185
241,28
96
260,77
64

61,536
85
74,669
46
75,405
16

1986

69,34

77,41

8,286

68,657
8

10,12
1

102,43
46

83,862
61

69,612
61

1987

61,75

70,08

0,696

0,4844
16

2,791

7,7896
81

1,9425
36

63,414
15

1988

68,78

77,44

7,726

59,691
08

10,15
1

103,04
28

78,426
63

69,637
97

1989

67,07

75,79

6,016

36,192
26

8,501

72,267

51,142
02

68,242
69

14,60
1

213,18
92
1963,3
64

173,54
75
1660,2
77

73,401
02
1221,0
8

1990
Tng

72,94
1221,
08

T bng ta c
=

81,89
1345,
78

11,88
6
0

141,27
7
1417,1
29

= 1221,08 / 20 = 61,054

0,1054
8

4545,4
56

0,6510
13
1,8783
68
1,0298
98

4604,9
8
6953,8
92
7099,7
48

0,0743
14

5992,3
08

2,7693
92

4911,2
06

0,7361
21

5996,9
54

1,3751
97

5744,1
24

0,2125
41
13,151
82

6705,9
72
92519,
55

= 1345,78 / 20 = 67,289

= 1660,277 / 1963,364 = 0,845628

Vy ng hi quy mu l

61,164
78

3
0,3247
8
0,8068
5
1,3705
36
1,0148
39
0,2726
1
1,6641
5
0,8579
7
1,1726
9
0,4610
2

= 4,152505 + 0,845628

= 61,054 0,845628 * 67,289 = 4,152505

B. Ta thy rng khi thu nhp = 0 thi mc tiu dng ti thiu = 4,152505

0 nn ph hp vi l thuyt kinh t

Khi thu nhp tng 1 n v thi tiu dng tng 0,845628 n v

C. Tnh ESS RSS v phng sai ca u

ESS =

= 0,845628 * 1963,364 = 1660,277

RSS =

= 13,15182.

= 0,730657

D. Vi h s tin cy 95% tm khong tin cy ca cc

lch tiu chun ca cc

Var (

)=(

T trn ta c Var (
Var (

)*

( n- 2) =

th

; Var (

)=

) = 1,721536 do

Se (

= 1,31207

) = 0,000372

Se (

) = 0,01929

Khong tin cy ca h s hi quy c cho bi cng thc sau :

(

( n- 2) se (

Khong tin cy i vi

( n- 2) se (

( 20- 2) = 2,101

( 4,152505 2,101* 1,31207)

1,39585
Khong tin cy i vi

( 4,152505 + 2,101* 1,31207)

6,90916

( 0,845628 2.101 * 0,01929 )

0,805099

( 0,845628 + 2.101 * 0,01929 )

0,88616

E. Ta kim nh gi thit sau :

:

=0

=(

) / se (

) = (0,845628 0 ) / 0,01929 = 43,83764

Vi mc ngha 5% ta c
hng n mc tiu dng
F. Tnh v gii thch
Ta c

(18) = 2,101 , do

(17), gi thit

b bc b, do mc thu nhp c nh

= ( 1 RSS / TSS ) = (

1-

)=(1

) = 0,99072

Nh vy mc thu nhp gii thch c khong 99,07 % s bin thin ca mc tiu dng
p s trn Eview
Dependent Variable: Y
Method: Least Squares

Date: 01/26/10 Time: 16:52

Sample: 1971 1990
Included observations: 20
Variable

Coefficient

Std. Error

t-Statistic

Prob.

X
C

0.845628
4.152505

0.019291
1.312073

43.83523
3.164842

0.0000
0.0054

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

0.990719
0.990204
0.854785
13.15182
-24.18705
1.066682

Mean dependent var

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

61.05400
8.636304
2.618705
2.718278
1921.527
0.000000