Huong Dan Su Dung Eviews 6.0

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

BI GING 2

HNG DN S DNG EVIEWS 6.0MC TIU BI GING:1. Eviews l g? 2. Workfile l g? 3. Trnh by d liu trong Eviews? 4. i tng trong Eviews 5. Qun l d liu trong Eviews 6. Cc php ton v hm s g trong Eviews 7. Cc vn c bn v phn tch d liu chui v nhm 8. Xy dng hm kinh t lng trong Eviews 9. Kim nh gi thit ca m hnh hi qui trong Eviews

I TNG BI GING:1. Ti liu bi ging cho sinh vin i hc 2. Ti liu tham kho n tp cho hc vin cao hc

NHNG VN C BN V EVIEWSEVIEWS L G?Eviews1 cung cp cc cng c phn tch d liu phc tp, hi qui v d bo chy trn nn Windows. Vi Eviews ta c th nhanh chng xy dng mt mi quan h thng k t d liu c sn v s dng mi quan h ny d bo cc gi tr tng lai. Eviews c th hu ch trong nhiu lnh vc nh phn tch v nh gi d liu khoa hc, phn tch ti1

Vit tt ca Econometrics Views

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

chnh, d bo kinh t v m, m phng, d bo doanh s, v phn tch chi ph. c bit, Eviews l mt phn mm rt mnh cho cc nghin cu d liu thi gian v d liu cho vi c mu ln. Eviews a ra nhiu cch nhp d liu rt thng dng v d s dng nh nhp t bn phm, t cc tp tin sn c di dng Excel hay Text. Vi Eviews, chng ta c th d dng to ra cc chui mi t cc chui hin hnh, hoc m rng d liu c sn. Eviews trnh by cc biu mu, th, kt qu n tng v c th in trc tip hoc chuyn qua cc loi nh dng vn bn khc. Eviews gip ngi s dng d dng c lng v kim nh cc m hnh kinh t lng. Ngoi ra, Eviews cn gip nhng ngi nghin cu chuyn nghip c th xy dng cc tp tin bi ging trnh cho d n nghin cu ca mnh. Eviews tn dng cc c im hin th u vic ca nn Windows hin i nn rt thun tin cho tt c mi ngi d dng s dng nh dng chut, cc thanh ko, thay i giao din, thot, Nh s dng loi ngn ng rt gn vi cc k hiu chun ca ton, thng k, v kinh t lng, nn ngi s dng d dng suy lun mt cch hp l khi xy dng hoc kim nh cc m hnh hi qui trn Eviews. Nu chng trnh c ci t thnh cng, th khi khi ng Eviews chng ta s thy xut hin mt ca s chnh nh sau:

Title bar: Thanh tiu , Main Menu: Trnh n chnh, Command Window: Ca s/Mn hnh lnh, Work Area: Vng lm vic, Status Line: Dng trng thi.

Ngun: Eviews 6 Users Guide, pp.102

BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

WORKFILE L G?Workfile c gi chung l tp tin lm vic ca Eviews (sau y s gi l tp tin Eviews). mt cp c bn, mt tp tin Eviews n gin l mt tp tin cha cc i tng ca Eviews2. Mi i tng bao gm mt tp hp cc thng tin c lin quan n mt lnh vc phn tch c th v d mt chui3, mt phng trnh, hay mt th. Lm vic trn Eviews ch yu lin quan n cc i tng cha trong mt tp tin Eviews. Cho nn, bc u tin trong bt k mt d n no vi Eviews l cn to ra mt tp tin mi hoc m mt tp tin c sn. Mi tp tin Eviews cha mt hoc nhiu trang4. Mi trang cha cc i tng ring. Trang c xem nh mt th mc con hay tp tin ph5 trong mt tp tin. Thng thng chng ta ch lm vic trn mt trang duy nht. Trong khi mt tp tin Eviews c thit k cha nhiu i tng khc nhau nh cc phng trnh, th, v ma trn, nhng mc ch chnh ca n l cha b d liu. Mt tp hp cc quan st ca mt hoc mt s bin c gi l b d liu, trong mi quan st c nhn dng ring. To mt tp tin Eviews C nhiu cch to mt tp tin mi. Vic u tin khi to mt tp tin Eviews l xc nh cu trc ca tp tin6. C ba cch to tp tin khc nhau. Th nht l m t cu trc ca tp tin Eviews. Theo cch ny, Eviews s to ra mt tp tin mi ngi s dng nhp d liu mt cch th cng t bn phm hoc copy v dn, v d t Excel. Th hai l m v c d liu t mt ngun bn ngoi (khng thuc nh dng Eviews) nh Text, Excel, Stata. Thun tin hn nhiu so vi cc phin bn trc, Eviews 5 v 6 t ng phn tch ngun d liu, to mt tp tin, v nhp d liu. y l cch c s dng ph bin nht. Th ba l to mt tp tin theo hai bc ring bit. Trong bc mt ta to ra mt tp tin mi theo mt trong hai cch trn. Trong bc hai ta s cu trc tp tin. Bi ging ny ch tp trung hng dn cch th nht v th hai.

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Container for Eviews objects Series 4 Page 5 Subdirectory/Subworkfile 6 Structure of the workfile

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

(i) To mt tp tin bng cch m t cu trc m t cu trc ca tp tin Eviews, ta phi cung cp cho Eviews cc thng tin v s quan st v cc nhn dng lin quan. to mt tp tin mi trn Eviews, ta chn File/New Workfile, t thc n chnh m hp thoi Workfile Create. gc tri ca hp thoi l mt hp nh m t cu trc c bn ca b d liu. Ta c th chn gia Dated-Regular Frequency, Unstructured, v Balanced Panel. Ni chung, ta c th s dng Dated-regular frequency7 nu ta c b d liu thi gian, vi b d liu bng n gin ta s dng Balanced Panel, v cc trng hp khc ta s dng Unstructured8. Sau khi ta xc nh loi cu trc d liu, Eviews s t ng nhc ta m t c im ca b d liu nh tn sut, ngy bt u, ngy kt thc i vi loi d liu thi gian; s quan st i vi loi d liu cho; v tn sut, ngy bt u, ngy kt thc, v s quan st ti mi thi im i vi loi d liu bng.

Nu l d liu nm, th Frequency ta chn Annual; cc Start date v End date ta nhp nm bt u v nm kt thc ca cc chui d liu. Nu d liu l qu, th Frequency ta chn Quarterly; cc Start date v End date ta nhp qu bt u v qu kt thc ca cc chui d liu. y ta c th chn mt trong hai cch sau (v d qu 2 nm 2005): 2005:2 hoc 2005Q2. Nu l d liu thng, th Frequency ta chn Monthly; cc Start date v End date ta nhp thng bt u v thng kt thc ca cc chui d liu. Tng t, ta c th chn mt trong hai cch sau (v d thng 8 nm 2008): 2008:8 hoc 2008M8. Cc t tn l ty chn (t tn tp tin v tn trang), nhng thng thng khng cn thit. 8 S dng i vi loi d liu cho v ta ch cn nhp s quan st ca b d liu (dataset) vo Observations l xong.

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

(ii) To mt tp tin bng c t mt ngun d liu bn ngoi Ta c th m trc tip mt ngun d liu bn ngoi nh nh cch m mt tp tin Eviews. m mt file bn ngoi, trc ht ta chn File/Open/Foreign Data as Workfile9, n hp thoi Open, chn Files of type, m file cn chuyn sang tp tin Eviews, v thc hin mt s iu chnh nu cn thit. Xem v d minh ha sau y. m v chuyn mt tp tin no sang Eviews, trc ht phi xc nh th mc thch hp, ri chn tp tin (File name v Files of type) cn chuyn sang tp tin Eviews. Tuy nhin, tp tin ngun vi nh dng khc nhau s c mt s khai bo ring. i vi tp tin Stata. Khi chn v m tp tin (v d Chapter2.1.dta trong th mc data nh trong hp thoi), ta thy xut hin hp thoi Table Read Specification. Trong , ta chn Select hoc Unselect chn cc bin cn thit chuyn sang dng d liu nhin, thng thng ta chn tt c cc mc nh ca Eviews. Ngoi ra, ta cng li b d liu ca mnh thng qua chn cho ph hp mc tiu nghin cu (v d

Eviews thi. Tuy bin c sn theo c th nh ngha cc iu kin cn ch chn cc quan

D nhin ta cng c th chn File/Open/Eviews Workfile nhng s bt tin mt t xu l trong types of file s mc nh loi tp tin Eviews thi.

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

st c age>10) bng cch chn Filter Obs v nhp iu kin vo. i vi tp tin Text. Khi chn v m tp tin (v d Chapter2.2.txt), ta thy xut hin hp thoi ASCII Read. Trong Column specification c ba la chn: Delimiter , Fixed , v An explicit cho php ta la chn chiu rng ca cc ct d liu hin trong tp tin. Tuy nhin, thng thng Eviews s mc nh dng Delimiter Start date/header ta thy Skip lines cho php ta la chn b cc dng u tin (thng ch li dng tn cc bin), v d y ta chn 2. iu ny ch c ngha gip ta d dng kim tra d liu ch khng cn thit lm. Mc Row specification cho php ta xc nh s quan st trong mt dng (thng thng l 1). Mc ny ni chung cng khng cn thit. Sau ta chn Next qua bc 2, v li chn Next qua bc 3. bc 3 ta c th t li tn bin bng cch chn bin v thay bng tn bin mong mun (v d bin employment i thng X2). Ngoi ra, ta cng c th m t c im ca bin (v d n v tnh, ). Cui cng ta chn Finish.

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

Thng thng nht l s dng d liu t cc tp tin Excel10. Khi chn v m tp tin (v d Chapter2.3.xls) Eviews s thc hin thng qua hai bc. Bc mt, ta thy xut hin hp thoi Spreadsheet Read nh sau:

Bc hai, ging nh bc 3 tp tin dng Text, Eviews s a ra cc la chn c d liu v nhng thay i theo ngi s dng nh t li tn v nhn ca cc bin. Tuy nhin, trong hu ht cc trng hp ngi s dng ch cn chn Finish chp nhn nh dng mc nh.

Eviews 5 v 6 cho php m trc tip tt c cc tp tin dng .xls, .raw, .txt, .dta, Ngy xa ngy xa khi cha c Eviews 5 v 6, vic chuyn mt tp tin t Excel hay Text sang Eviews l mt k tch.

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

Ni dung ca s tp tin ca Eviews Khi m mt tp tin lm vic ca Eviews ta s thy xut hin mt ca s nh sau:

Ngun: Eviews 6 Users Guide, pp.47

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

Ta c th trnh by dng tm tt ni dung ca tp tin Eviews bng cch chn View/Statistics v quay tr v th mc gc bng cch chn View/Workfile Directory. Ngoi ra, ta cng c th xem chi tit ni dung tp tin bng cch chn View/Name Display hoc View/Statistics Sau khi to mt tp tin Eviews, ta nn lu di nh dng Eviews bng cch chn File/Save As File/Save Eviews s hin ra hp thoi Saveas, ta tn cho tp tin , v chn mc chnh xc trong thoi Workfile Save. li hay t hp

TRNH BY D LIUKhi c sn tp tin Eviews, ta c th s dng cc cng c Eviews c bn phn tch d liu ca tng chui (sau y cng c gi l bin11) hay mt nhm cc bin theo nhiu cch khc nhau. Trnh by d liu ca mt chui12 xem ni dung ca mt bin no , v d M113 trong tp tin Chapter2.3.wf1, ta nhp p vo biu tng bin M1 trong ca s ca tp tin ny, hay chn Quick/Show trong thc n chnh, nhp M1 v chn OK. Eviews s m bin M1 v th hin di mt dng bng tnh mc nh.

11 12

Variable Series statistics 13 Cung tin

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

t tn v nhn ca mt chui Nhp p vo thc n Name, Eviews s hin th Object Name (tn i tng), trong c phn tn bin v nhn ca bin. Nu bin c tn nhn th khi ta lp bng hoc v th, th trn bng hay th s hin th tn nhn. V th C hai cch biu din th dng Line ca bin M1. Th nht, t Series M1 (chui M1), ta chn View/Graph/Line. Th hai, t ca s tp tin Chapter2.3.wf1 ta chn Quick/Graph/ ri nhp tn bin M1, chn OK, v ta s thy xut hin hp thoi nh sau:

Nu chn Area, ta s c th sau y (nu mun copy v dn th ny ra word, ta nhp vo th, Ctrl C, ri dn vo word mt cch bnh thng):

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

M11,200

1,000

800

600

400

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0 1955 1960 1965 1970 1975 1980 1985 1990

chnh sa v bin tp th, ta chn Options hay nhp p vo th. Eviews cho php thay i hnh nn, khung th, dng ng th, i trc14, t tn nhn th, thay i font ch, Ngoi ra, Eviews cng cho php ta ghi ch di dng text ln th, t tn th v lu trong tp tin Eviews, hay c th copy v dn di dng vn bn (nhp vo th, Ctrl C, v c th dn vo word mt cch bnh thng). Ta cng hay quan tm n cc dng biu th th bng cch ch Template, trong c nhiu s la chn rt th v.

Eviews cng cho php v th h trc kp (thng i vi cc bin c n v tnh khc nhau nh lng c phiu giao dch v ch s gi chng khon)

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Nu mun lu th (dng mt i tng trong tp tin Eviews), ta chn Object/Freeze Output, ri chn Name t tn th trong tp tin Eviews. T th, tr li bng tnh d liu ta chn View/SpreadSheet. Thng k m t15 m t d liu ca mt bin trn Eviews ta c th lm nh sau. Th nht, t Series M1, ta chn View/Descriptive Statistics/Histogram & Stats. Th hai, t ca s tp tin Chapter2.3.wf1, ta chn Quick/Series Statistics/Histogram & Stats, ri nhp tn bin M1, v chn OK. Lu , copy c th v kt qu tm tt thng k16, ta click vo th hoc tm tt thng k, v copy (c th l Ctrl+C). lu kt qu (i tng) ny trong tp tin Eviews ta chn Freeze (hoc Object/Freeze Output v t tn. Ngoi ra, ta cng c th chnh s th v khung ca kt qu thng k nh cch hng dn trn. Kt qu thng k ny c s dng rt ph bin trong thng k v kinh t lng. c bit, t kt qu ny chng ta c th d dng kim nh xem mt bin s no c phn phi chun hay khng bng cch xem hai thng tin quan trng l JarqueBera v Probability. Cc ni dung ny s c trnh by chi tit phn sau v cc bi ging sau.40 35 30 25 20 15 10 5 0 200 300 400 500 600 700 800 900 1000 1100

Series: M1 Sample 1952Q1 1992Q4 Observations 164 Mean Median Maximum Minimum Std. Dev. Skewness Kurtosis Jarque-Bera Probability 372.0624 265.4275 1089.475 126.5370 265.0576 1.040951 2.827214 29.82185 0.000000

C cc loi thng k nh: thng k m t (descriptive statistics), thng k suy lun (statistical inference), thng k ton (mathematical statistics), thng k kinh t (economic statistics), Tm c Hong Trng, 2007, Thng k ng dng trong kinh t x hi, NXB Thng k. 16 Cc thng k ny s c trnh by chi tit bi ging 3, hoc c th tm c Hong Trng, 2007. t bit, thng k JB rt cn thit cho vic kim nh phn phi chun ca mt bin s.

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

Ngoi ra, ta cng c th biu din di dng th phn phi xc sut ca gin phn phi histogram, th t Chart Options ta chn Distribution, chn Kernel Density v chn OK.M1.0024

.0020

.0016Density

.0012

.0008

.0004

.0000 -200

0

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1,000

1,200

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Trnh by d liu ca mt nhm cc bin17 M v t tn nhm lm vic vi mt nhm cc bin c lin quan, ta chn ng thi cc bin v chn Open as Group, sau t tn nhm bng cch chn Name t tn nhm v tn nhn18 ca nhm. V th Cch v th nhm cng tng t v th ca tng chui d liu. Nu v th dng Line gia cc chui c thang o khc nhau nh GDP v M1, th ta nn v th h trc kp, trong cc bin c thang o tng t nhau ta cho cng h trc (tri hoc phi). Cc bc tin hnh nh sau:

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Group statistics Label

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

1. Quick/Graph/Line, GDP M1, OK 2. Chn Graph Options, ri chn Axes/Scales chuyn th ca chui GDP sang phi (Right) Ngoi ra, trong nhiu trng hp ngi nghin cu c th chn dng th thch hp biu din mi quan h gia cc bin. Chng hn, trng hp hay gp l trong mi quan h gia lng c phiu giao dch v ch s gi chng khon, th ngi ta thng biu din lng c phiu giao dch bng th dng bar19 v ch s gi chng khon bng th dng line. Trong Options ta chn Type v chn dng hn hp (Mixed)20.

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Thng thng l dng ct (column), nhng trng hp ny cha gp trong Eviews 5. iu quan trng l c c mi quan h gia cc bin trn th.

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

1,000 1,200 800

600

800

400

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200 1955 1960 1965 1970 1975 1980 1985 1990

M1

GDP

Thng k m t Ta c th ng thi to ra mt bng thng k m t nhiu bin khc nhau bng cch chn View/Descriptive Stats/Individual Samples hay Quick/Group Statistics/Descriptive Statistics/Individual Samples.

Ngoi ra, xem xt mi quan h gia tng cp bin ta c th to ma trn h s tng quan bng cch chn View/Correlations/Pairwise Samples hay Quick/Group Statistics/Correlations21.

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Thng k h s tng quan s c trnh by bi ging 3

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

CC VN C BN V I TNG TRONG EVIEWSi tng l tp hp cc thng tin v cc thao tc c lin quan vi nhau c nhm li thnh mt n v nhm mc ch to ra s tin li trong vic s dng. Hu nh tt c cc cng vic thc hin trn Eviews c lin quan n s dng nhiu i tng khc nhau. Eviews gi tt c cc i tng ca n trong cc i tng cha22. Ta c th hnh dung i tng cha ging nh cc t h s23 trong mi ngn t l mt i tng ring. i tng cha quan trng nht trong Eviews l tp tin Eviews. i tng l g? Thng tin trong Eviews c lu tr trong cc i tng. Mi i tng gm tp hp cc thng tin c lin quan nhau v mt lnh vc phn tch nht nh. V d, i tng chui l tp hp cc thng tin lin quan n cc quan st ca mt bin s nht nh; i tng phng trnh l l tp hp cc thng tin lin quan n mi quan h gia mt tp hp cc bin s. Lu , mt i tng khng nht thit ch cha ng mt thng tin duy nht. V d, i tng phng trnh c lng khng ch cha cc h s c lng ca phng trnh24, m cn m t dng m hnh, ma trn phng sai-hip phng sai25 ca cc h s c lng, v nhiu thng k khc na. D liu ca i tng Mi i tng cha ng nhiu loi thng tin khc nhau. V d, cc i tng chui, ma trn, vect v tch v hng26 hu nh ch cha thng tin s27. Ngc li, cc i22 23

Object container Filling cabinet 24 Estimated equation object 25 Variance-Covariance matrix of the coefficient estimates 26 Scalar object

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

tng phng trnh v h thng cha ng cc thng tin v dng m hnh, v cc k qu c lng cng nh cc tham chiu v ngun d liu c s dng c lng. Cc i tng th v biu bng cha c cc thng tin s, ch, v nh dng. Do cc i tng cha ng cc loi d liu khc nhau nn ta s lm vic vi cc i tng khc nhau theo cc cch khc nhau. Cc hin th i tng28 C nhiu cch khc nhau phn tch d liu trong mt i tng. Cc hin th l cc ca s dng biu bng hay th cung cp cho ta nhiu cch khc nhau xem xt d liu trong mt i tng. V d, mt i tng chui c th c cc cch hin th bng tnh, th ng thng, th thanh, thng k v biu tn sut, gin t tng quan29, th phn phi, Mt i tng phng trnh c th c cc hin th dng m hnh ca phng trnh, kt qu c lng, hin th gi tr thcgi tr c lng-phn d30 (k c cc th). Mt hin th hip phng sai cha ma trn hip phng sai ca cc h s c lng, Cc hin th ca mt i tng c trnh by trong ca s i tng31. Ch mt ca s c th c m cho mi i tng v ti mt thi im mi ca s ch trnh by mt hin th duy nht ca mt i tng. D nhin, ta c th thay i hin th ca mt i tng. Lu , thay i hin th ch thay i nh dng ca d liu32 ch khng khng th thay i d liu trong i tng. Cc th tc ca i tng33 Hu ht cc i tng ca Eviews u c cc th tc. Ging nh hin th, th tc thng trnh by cc bng biu v th trong ca s i tng. Tuy nhin, khc hin th ch th tc c th thay i d liu trong bn thn i tng hoc mt i tng khc. Nhiu th tc c th to ra cc i tng mi. V d, mt i tng chui c th cha cc th tc lm trn34 hay iu chnh yu t27 28

Numeric information Object view 29 Correlogram 30 Actual-Fitted-Residual view 31 Object window 32 Data display format 33 Object procedure/procs 34 Smoothing

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

ma trong chui thi gian v to ra mt chui mi cha d liu c lm trn hay iu chnh. i tng phng trnh c cc th tc to ra cc chui mi cha phn d, gi tr c lng, hay gi tr d bo t phng trnh c lng. Cc loi i tng Cc i tng ph bin nht trong Eviews l chui v phng trnh. Tuy nhin, c rt nhiu cc i tng khc nhau v mi loi i tng c mt chc nng nht nh. Hu ht cc i tng c biu hin bng mt biu tng35 ring. Di y l cc biu tng i tng c bn:

Cc thao tc c bn v i tng36 To i tng to mt i tng trc ht ta phi m tp tin cha v ca s tp tin cha ang ch lm vic37, ri chn Object/New Object thc n chnh. Khi ta thy xut hin mt hp thoi New Object, sau chn loi i tng. Chn i tng Cch d nht chn i tng l ch vo-v-nhp chut. Hn na, nt View trong thanh cng c ca tp tin Eviews c th gip ta chn tt c hoc khng chn tt c bng cch chn Select All hay Deselect All.35 36

Icon Basic object operation 37 Active

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

M i tng Sau khi chn i tng hay mt s i tng, chc chn ta s mun m hoc to ra mt i tng mi cha cc i tng chn. Tht n gin, ta ch cn nhp p vo i tng . Nu l mt nhm cc i tng, ta phi chn View/Open as One Window Xem i tng38 Mt cch khc chn v m i tng l chn Show thanh cng c39 hay chn Quick/Show t thc n v nhp tn i tng vo hp thoi. Nt Show cng c th c s dng hin th cc phng trnh ca cc chui. Ca s i tng Ca s i tng l ca s c hin th khi ta m mt i tng hay mt cha i tng. Mt ca s i tng s cha hoc mt hin th ca i tng hoc cc kt qu ca mt th tc ca i tng. Eviews cho php m cng lc nhiu ca s i tng. Cc thnh phn ca mt ca s i tng y l minh ha ca s phng trnh t kt qu hi qui theo phng php OLS. Mt s im cn lu nh sau:

Ngun: Eviews 6 User Guide, pp.6938 39

Show Toolbar

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

Th nht, y l mt ca s chun v ta c th ng, thay i kch c, phng to, thu nh, v ko ln xung hay qua li. Khi c nhiu ca s khc ang m, nu ta mun ca s no ch lm vic th ta ch cn nhp vo thanh tiu hay bt k u trong ca s . Lu , ca s ang ch lm vic c biu hin vi thanh tiu c mu m. Th hai, thanh tiu ca ca s i tng cho bit loi i tng, tn i tng, v tp tin cha. Nu i tng cng chnh l i tng cha th thng tin cha c thay bng thng tin th mc.Th ba, trn nh ca s c mt thanh cng c cha mt s nt gip ta d dng lm vic. Cc thc n v thanh cng c ca i tng

Ngun: Eviews 6 User Guide, pp.71 Lm vic vi i tng

t tn v tn nhn ca i tng

Cc i tng c th c t tn hoc khng c t tn. Khi ta t tn cho i tng, th tn i tng s xut hin trong th mc ca tp tin Eviews, v i tng s c lu nh mt phn ca tp tin khi tp tin c lu. Ta phi t tn i tng nu mun lu li cc kt qu ca i tng.20

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Nu ta khng t tn, i tng s c gi l UNTITLED. Cc i tng khng c t tn s khng c lu cng vi tp tin, nn chng s b xa khi ng tp tin. i tn i tng, trc ht phi m ca s i tng, sau n nhp vo nt Name trn ca s i tng v nhp tn (v tn nhn) vo. Nu c t tn nhn th tn nhn s xut hin trong cc bng biu th, nu khng Eviews s dng tn i tng. Lu , y l nhm mc nh v khng c s dng cho tn i tng: ABS, ACOS, AND, AR, ASIN, C, CON, CNORM, COEF, COS, D, DLOG, DNORM, ELSE, ENDIF, EXP, LOG, LOGIT, LPT1, LPT2, MA, NA, NOT, NRND, OR, PDL, RESID, RND, SAR, SIN, SMA, SQR, v THEN.

Copy v dn i tng

C hai phng php to ra bn sao cc thng tin cha trong i tng: Copy v Freeze. Nu ta chn Object/Copy t thc n, Eviews s to ra mt i tng mi ging y nh i tng gc (d nhin phi khc tn). Ta cng c th copy i tng t ca s tp tin bng cch ch ra i tng v chn Object/Copy Selected sau xc nh tn ch40 cho i tng mi c copy. Nu ta chn Object/Freeze Output hay chn nt Freeze trn thanh cng c ca i tng, mt i tng dng bng hay th c to ra ging y nh hin th hin hnh ca i tng gc. Freeze hin th to ra mt bn copy ca hin th v to ra mt i tng c lp hon ton. Tnh cht c bn ca vic Freeze mt i tng l cc bng biu v th c to ra c th c chnh s cho mc ch trnh by hay bo co.

40

Destination name, khc vi original name

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

Ngoi ra, Eviews cn cho php ta xa, in n, lu tr, cp nht, i tng. QUN L D LIUC ba vn c bn lin quan n qun l d41 liu trong Eviews l chui, nhm, v mu42. Mu l mt s cc quan st trong tp tin Eviews c s dng cho cc mc ch phn tch. Mt chui trong Eviews l mt s cc quan st v mt bin bng s, trong mi quan st bao gm ngy hoc tn quan st. to mt chui, t ca s tp tin Eviews ta chn Object/New Object/Series v t tn cho chui . Chui mi c to ra cha c gi tr bng s v Eviews mc nh bng k hiu NA. Ngoi ta, ta cng c th chn Quick/Generate Series v trong hp thoi Enter Equation ta t tn chui mi, v d Y=NA. nh dng mt chui d liu trong Eviews, v d M1, trc ht ta phi chn v m chui M1, sau c th chn Properties nh dng chui, chn Name t tn v tn nhn, chn Edit+/- iu chnh d liu, chn InsDel b hoc chn mt quan st ngay ti du nhc hin hnh. Khi lm vic ng thi vi nhiu chui khc nhau nh v th, tnh ma trn tng quan, kim nh, ta thng to mt nhm ring bng cch chn Object/New Object trong Main Menu hay Workfile Toolbar, chn Group, nu cn c th t tn cho nhm. Sau , ta phi nhp tn cc chui trong nhm, v d, GDP v M1, cc chui cch nhau bng mt khong trng, cui cng chn OK. Lu , ta c th a tn nhm, cng thc, hay hm s vo trong hp thoi. Ngoi ra, ta c th chn Quick/Show

41 42

Data handling c gi chung l cc i tng d liu (data objects)

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ri nhp tn cc chui, cng thc, hm s vo, ri chn Name t tn nhm. Mu l mt tp hp cc quan st trong tp tin Eviews c s dng cho vic m t d liu hoc thc hin cc qui trnh thng k. Cn phn bit hai khi nim, Workfile Range - ton b cc quan st sn c ca mt b d liu, vi Workfile Sample - ch cc quan st c s dng cho mc ch phn tch nht nh.

C bn cch xc nh mt mu tp tin Eviews: Th nht, nhp vo Sample trn Workfile Toolbar; Th hai, nhp p vo mu hin trong ca s tp tin Eviews; Th ba, chn Proc/Sample t thc n chnh ca tp tin Eviews; Th t, dng lnh smpl trong ca s lnh. m rng mt tp tin Eviews, ta chn Proc/Change Workfile Range , nhp vo cc Start date v End date khong thi gian mi. Khi , cc quan st mi ca tt c cc chui s l NA. Ngoi ra, Eviews cho php ta c th nhp v xut d liu t cc ngun bn ngoi nh Excel, Lotus, hay ASCII sang Eviews v ngc li. bit chi tit, ta c th tham kho chng 5, Eviews 6 Users Guide.

PHP TON V HM S TRONG EVIEWSPhn ny s gii thiu cc nguyn tc c bn khi s dng cc php tnh ton hc trong Eviews v hng dn cch s dng cc php ton ny khi lm vic vi cc d liu chui v nhm. Cc php ton s hc43 Cc php tnh trong Eviews c th l cc ton t44 cho cc php ton s hc thng thng. Trong Eviews, cc ton t43

Numeric expression

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

cng, tr, nhn, chia, v ly tha ln lt s l +, -, *, /, v ^. Cc php so snh trong Eviews c qui c nh sau: ln hn (>), nh hn (=), nh hn hoc bng ( Critical Value, ta bc b gi thit H0

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

Nhn qu Granger kim nh liu c tn ti mi quan h nhn qu Granger59 gia hai chui thi gian Y v X trn Eviews, ta xy dng hai phng trnh sau: Yt = 0 + 1Yt-1 + + lYt-l + 1Xt-1 + + lXt-l + t Xt = 0 + 1Xt-1 + + lXt-l + 1Yt-1 + + lYt-l + t (2.14) (2.15)

xem cc bin trn ca X c gii thch cho Y (X tc ng nhn qu Granger ln Y) v cc bin tr ca Y c gii thch cho X (Y tc ng nhn qu Granger ln X) hay khng ta kim nh gi thit sau y cho mi phng trnh: H0: 1 = 2 = = l = 0 (2.16) kim nh gi thit ng thi ny, ta s dng thng k F ca kim nh Wald60 v cch quyt nh nh sau: Nu gi tr thng k F tnh ton ln hn gi tr thng k F ph phn mt mc ngha xc nh ta bc b gi thit H0 v ngc li. C bn kh nng nh sau: Nhn qu Granger mt chiu t X sang Y nu cc bin tr ca X c tc ng ln Y, nhng cc bin tr ca Y khng c tc ng ln X. Nhn qu Granger mt chiu t Y sang X nu cc bin tr ca Y c tc ng ln X, nhng cc bin tr ca X khng c tc ng ln Y. Nhn qu Granger hai chiu gia X v Y nu cc bin tr ca X c tc ng ln Y v cc bin tr ca Y c tc ng ln X. Khng c quan h nhn qu Granger gia X v Y nu cc bin tr ca X khng c tc ng ln Y v cc bin tr ca Y khng c tc ng ln X. kim nh nhn qu Granger trn Eviews ta chn View/Granger Causality s xut hin mt hp thoi v tr ti u. Khi xc nh tr ti u v chn OK, ta c kt qu nh sau:

59 60

Granger causality Kim nh tp hp rng buc tuyn tnh s c trnh by bi ging 7

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

Lu , cc tr ca X v Y c th khc nhau v c th c xc nh bng mt s tiu ch thng k khc nhau.

XY DNG HM KINH T LNG TRN EVIEWSTrong ti liu ny ta ch xt phn tch hi qui n phng trnh. Phn ny trnh by cc k thut phn tch hi qui c bn nh xc nh v c lng mt m hnh hi qui, kim nh gi thit, v s dng kt qu c lng cho cc mc ch d bo.

I TNG PHNG TRNHc lng hi qui n phng trnh trn Eviews c thc hin bng cch s dng i tng phng trnh. to ra mt i tng phng trnh ta chn Object/New Object /Equation hay Quick/Estimate Equation t thc n chnh, hay n gin ch cn nh equation trong ca s lnh. K tip, ta s xc nh dng phng trnh trong hp son tho Specification ca hp thoi Equation Estimation v chn phng php c lng Method. Cc kt qu c lng c lu tr nh mt phn ca i tng phng trnh.

Xc nh phng trnh hi quiKhi to ra mt i tng phng trnh s thy xut hin mt hp thoi Equation Estimation v ta cn xc nh ba vic sau: dng phng trnh, phng php c lng, v mu c s dng c lng. Trong hp son tho dng phng trnh ta nhp cc bin ph thuc v gii thch theo th t t tri qua phi v lu xc nh

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

dng hm. C hai cch xc nh dng phng trnh c lng: lit k cc bin v cng thc. Phng php lit k d hn nhng ch c th s dng gii hn cc dng m hnh tuyn tnh. Phng php cng thc tng qut hn v phi c s dng xc nh cc dng m hnh phi tuyn v cc m hnh c rng buc tham s. Xc nh phng trnh theo phng php lit k Cch n gin nht xc nh mt phng trnh tuyn tnh l lit k cc bin trong phng trnh. Trc ht, nhp tn bin ph thuc hay cng thc ca bin ph thuc, sau nhp tn cc bin gii thch. V d, s dng Chapter2.3.xls xc nh phng trnh hi qui GDP theo cung tin M1, ta nhp vo hp thoi son tho dng phng trnh nh sau: GDP c M1 (2.17) Lu c hin din ca chui C trong danh sch cc bin gii thch. y l mt chui mc nh sn trong Eviews c dng xc nh hng s trong phng trnh hi qui. Eviews khng t ng a hng s vo phng trnh hi qui v ty thuc vo m hnh c h s ct hay khng nn ta phi a vo khi xc nh phng trnh hi qui. C l mt i tng c xc nh trc trong bt k mt tp tin Eview no. y l mt vect h s mc nh khi ta xc nh phng trnh bng cch lit k tn cc bin, Eviews s lu gi cc h s c lng trong vect ny theo th t xut hin trong danh sch cc bin. Trong v d trn, hng s s c lu trong C(1) v h s ca M1 s c lu trong C(2). Nu m hnh c bin tr mt giai on ca bin ph thuc th ta lit k cc bit trong hp thoi son tho ny nh sau: GDP GDP(-1) c M1 (2.18) Nh vy h s ca bin tr bin GDP l C(1), h s ca hng s l C(2), v h s ca M1 l C(3). Nu m hnh c nhin bin tr lin tc ca bin GDP th thay v phi nhp tng bin tr GDP(-1) GDP(-2) GDP(3) GDP(-4), Eviews cho php thc hin nh sau: GDP GDP(1 to 4) c M1 (2.19) Tuy nhin, nu ta khng a s 1 v du ngoc n th Eviews s hiu l s 0. V d:41

BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

GDP c M1(to 2) M1(-4)

(2.20)

Th Eviews s hiu ta hi qui GDP theo hng s C, M1, M1(-1), M1(-2), v M1(-4). Ngoi ra, ta cng c th a cc chui iu chnh vo nhm cc bin gii thch. V d ta hi qui GDP theo hng s, bin tr ca GDP, v bin trung bnh di ng hai giai on ca M1 nh sau: GDP GDP(-1) c ((M1+M1(-1))/2) Xc nh phng trnh theo phng php cng thc Mt cng thc phng trnh trong Eviews l mt biu thc ton v cc bin v h s. xc nh mt phng trnh bng cng thc, n gin l ta nhp biu thc vo hp thoi son tho. V d, hi qui m hnh dng log t nhin nh sau: log(GDP) c log(GDP(-1)) log(M1) (2.22) Hai l do ch yu ta phi s dng phng php cng thc ny l c lng cc m hnh rng buc v phi tuyn. (2.21)

c lng mt phng hi quiPhng php c lng Sau khi xc nh phng trnh, ta cn chn phng php c lng bng cch nhp vo Method v s thy xut hin mt hp thoi dng dropdown lit k cc phng php c lng. Phng php s dng ph bin nht i vi hi qui n phng trnh l phng php bnh phng b nht61. Trong bi ging trnh kinh t lng cn bn ca cun sch ny, ta ch s dng hai phng php l LS - Least Squares62 v BINARY Binary choice63. Hai phng php ny s c trnh by chi tit vo cc bi ging sau.

61 62

Least squares/Ordinary least squares K c phng php WLS (Weighted least squares) v GLS (Generalized least squares) 63 Hai loi m hnh s c trnh by bi ging 15 l Logit v Probit

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Mu c lng Ta nn xc nh mu s dng cho vic c lng m hnh. Theo mc nh, Eviews a ra mu ca tp tin Eviews hin hnh, nhng ta c th thay i mu theo mc ch c lng bng cch nhp vo hp thoi Sample. Thay i mu y khng nh hng g n mu ca tp tin Eviews hin hnh. Nu c quan st khng c gi tr64, Eviews tm thi iu chnh mu c lng loi b cc quan st ra khi mu phn tch.

Ngoi ra, nu trong m hnh c cc bin tr hay bin iu chnh th Eviews cng iu chnh s mu c lng. Cc la lng chn c

Khi chn Options ta s thy xut hin hp thoi Equation Estimation. Cc ni dung trong phn la chn c lng nh Heteroskedastiscity consistent coefficient covariance v Weighted LS/TSLS s c trnh by chi tit bi ging 12 v 13. y l mt phng php x l hin tng t tng quan rt ph bin i vi c mu ln (gi l phng php Newey-West).

64

Missing value

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Kt qu c lng Sau khi hon thnh cc bc trn ta chn OK trong hp thoi Equation Estimation, Eviews s hin th ca s phng trnh v hin th kt qu c lng. Trong kt qu c lng ca Eviews gm ba phn chnh: Tm tt cc c im ca m hnh hi qui (bin ph thuc, phng php c lng, thi im thc hin c lng, mu c lng, v s quan st c s dng cho c lng kt qu); Kt qu h s (tn cc bin gii thch, gi tr c lng cc h s hi qui, sai s chun, thng k t, v gi tr xc sut); v Tm tt thng k (h s xc nh R2, R2 iu chnh, sai s chun ca hi qui, tng bnh phng phn d (RSS), thng k d DurbinWatson, AIC, SIC, thng k F, ). Sau khi hc xong bi ging trnh kinh t lng cn bn t nht ta s hiu mt cch h thng tt c cc thng tin trong bng kt qu c lng ny.

Phn tch kt qu hi quiCc hin th ca phng trnh hi qui Cc hnh thc biu din phng trnh hi qui65. Biu din phng trnh hi qui di ba hnh thc: hnh thc lnh c lng trong mn hnh lnh ca Eviews, hnh thc phng trnh i s di dng cc k hiu, v hnh thc phng trnh vi cc gi tr c lng cc h s.65

Representation

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Estimation Command: ===================== LS GDP GDP(-1) C M1 Estimation Equation: ===================== GDP = C(1)*GDP(-1) + C(2) + C(3)*M1 Substituted Coefficients: ===================== GDP = 1.02348388*GDP(-1) + 3.375294154 - 0.0171476024*M1

Kt qu c lng. Nh trnh by trn. Gi tr thc t, gi tr c lng, v phn d. C cc cch trnh by nh sau:

Cc kim nh v h s hi qui, phn d, v s n nh. y l cc ni dung rt quan trng trong phn tch hi qui v s c trnh by cc phn sau. Cc th tc ca phng trnh hi qui C nhiu th tc lin quan n kt qu c lng phng trnh hi qui, nhng hai th tc hay s dng l Specify/Estimate ngha l gip quay li hp thoi Equation Estimation mt cch nhanh chng nu ta c bt k iu chnh no v m hnh hi qui, v Forecast ngha l nu m hnh c lng tt ta c th dng cho mc ch d bo v th tc ny gip ta xc nh c gi tr d bo im, xy dng th khong d bo, v cc tiu chnh thng k v chnh xc ca d bo. Phn d t phng trnh hi qui Phn d t phng trnh hi qui c lu gi trong mt i tng chui c tn mc nh l RESID. RESID l mt chui thng thng ch c to ra do kt qu ca phng trnh hi qui va mi c thc hin. Cho nn, nu mun phn tch phn d ta nn lu phn d vi mt tn gi khc. Khi va c lng m hnh, nu ta chn Resids Equation ta s c th h trc kp nh sau:

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2000 1500 1000 30 20 10 0 -10 -20 -30 55 60 65 70 75 80 85 90 Fitted 95 500 0

Residual

Actual

Bin gi trong Eviews a bin gi vo m hnh hi qui, thay v phi to ra cc bin ny, Eviews a ra cng thc h tr rt hu ch nh sau: @EXPAND(D1, D2, ) (2.23) V d s dng Chapter2.4.wf1 hi qui bin wage theo cc bin gio dc, nm kinh nghim, gii thch, ngnh xy dng, v ngnh dch v nh sau:

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

Kt qu c lng nh sau:

Mt s kim nh hi qui c bnMi th tc kim nh c trnh by di y lin quan n mt gi thit khng (H0) nht nh. Trong mi kt qu kim nh thng gm c mt hoc mt s thng k kim nh v gi tr xc sut, p-value (cng thp th kh nng bc b H0 cng cao). Tuy nhin, hiu cc kim nh ta cn hiu cc phn phi xc sut c bn cng nh ni dung ca kim nh. Cho nn, cc kim nh ny s c p dng ngay sau ni dung bi ging lin quan cc bi ging sau.

Cc kim nh h s Kim nh Wald y l mt kim nh rt quan trng trong phn tch hi qui bi bng cch tnh mt thng k kim nh da trn hi qui khng b rng buc. Thng k Wald cho bit mc cc c lng khng b rng buc tha mn cc rng buc nh th no di gi thit khng. Nu cc rng buc thc s l ng, th cc c lng khng b rng buc s tha mn cc rng buc.

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

thc hin kim nh Wald (v rng buc h s) trn Eviews ta xem v d sau y (tp tin Chapter2.5.wf1). Gi s ta c hm sn xut Cobb-Dougle c dng: Y = AK2L3eui Trong : Y l sn lng, K l vn c nh, L l lao ng, 2 v 3 ln lt l h s co gin ca sn lng theo vn v lao ng, v 2 + 3 l tnh (li th) kinh t theo/nh qui m (return to scale). Theo l thuyt kinh t ta bit: Li th kinh t tng theo qui m khi 2 + 3 > 1 Li th kinh t khng i theo qui m khi 2 + 3 = 1 Li th kinh t gim theo qui m khi 2 + 3 < 1 Nu ly log t nhin hai v ca phng trnh (2.24) ta c: log(Y) = log(A) + 2log(K) + 3log(L) + ui (2.25) t 1 = log(A) v A = e1, vy ta c phng trnh tng ng sau y: log(Y) = 1 + 2log(K) + 3log(L) + ui (2.26) Kt qu c lng phng trnh (2.25) nh trong bng sau: (2.24)

Tng cc h s hi qui ca log(K) v log(L) dng nh ln hn 1, nhng c kt lun tin cy ta cn kim nh gi48

BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

thit H0: 2 + 3 = 1. thc hin kim nh Wald ta chn View/Coefficient Tests/Wald Coefficient Restrictions v nhp iu kin rng buc vo hp thoi son tho nh sau:

Lu , nu c nhiu rng buc khc nhau, th mi rng buc cch nhau bng mt du phy. Eviews s cho kt qu kim nh nh sau:

Cc gi tr thng k s c gii thch bi ging m hnh hi qui bi. Ngoi ra, ta c th a ra cc iu kin rng buc khc ty vo pht biu gi thit. quyt nh bc b hay chp nhn H0, nu l m hnh hi qui tuyn tnh ta so snh gi tr F tnh ton vi gi tr F ph phn mt mc ngha xc nh. Ngc li, nu m hnh hi qui phi tuyn ta so snh gi tr chi bnh phng tnh ton vi gi tr chi bnh phng ph phn vi s bc t do bng s rng buc.

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

Kim nh b st bin y l mt ni dung quan trng trong kim nh sai dng m hnh. tng ca kim nh ny l khi ta a thm bin vo m hnh v mun bit cc bin ny c ng gp c ngha vo vic gii thch s thay i ca bin ph thuc hay khng. Gi thit khng ca kim nh ny l cc bin mi a thm vo m hnh ng thi khng c ngha. Gi s, vi Chapter2.3.xls, lc u ta ch c lng m hnh nh sau: log(GDPt) = B1 + B2log(M1t) + B3log(RSt) + ut Hai im lu vi kim nh ny: S quan st trong hai m hnh phi bng nhau. p dng cho mi phng php c lng min l phng trnh hi qui c xc nh bng cch lit k cc bin ch khng phi bng cng thc. (2.27)

thc hin kim nh b st bit ta chn View/Coefficient Tests/Omitted Variables Likelihood Ratio v nhp tn cc bin nghi l b b st cn c kim nh (gi s l TIME v PR) vo hp thoi son tho v c kt qu sau y:

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

quyt nh bc b hay chp nhn H0, nu l m hnh hi qui tuyn tnh ta so snh gi tr F tnh ton vi gi tr F ph phn mt mc ngha xc nh. Ngc li, nu m hnh hi qui phi tuyn ta so snh gi tr LR vi gi tr chi bnh phng ph phn vi s bc t do bng s rng buc. Kim nh tha bin y cng l mt ni dung trong kim nh sai dng m hnh. Kim nh ny cho php ta kim nh xem mt nhm bin a vo m hnh c ngha thng k hay khng. Ni cch khc, y l kim nh xem cc h s ca mt nhm bin a vo m hnh c ng thi bng khng hay khng quyt nh c nn loi chng ra khi m hnh hay khng. Cc iu kin p dng kim nh ny cng tng t nh kim nh b st bin. Gi s lc u ta c m hnh nh sau:log(GDPt) = B1 + B2log(M1t) + B3log(RSt) + B4PRt + B5TIME + ut (2.28)

thc hin kim nh tha bin ta chn View/Coefficient Tests/Redundant Variables Likelihood Ratio v nhp cc bin cho rng khng cn thit (v d PR v TIME) vo hp thoi son tho v c kt qu sau:

quyt nh bc b hay chp nhn H0, nu l qui tuyn tnh ta so snh gi tr F tnh ton F ph phn mt mc ngha xc nh. Ngc hnh hi qui phi tuyn ta so snh gi tr chi51

m hnh hi vi gi tr li, nu m bnh phng

BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

tnh ton vi gi tr chi bnh phng ph phn vi bc t do bng s rng buc.

Kim nh phn dEviews cung cp cc kim nh cc gi thit rt quan trng lin quan n phn d nh phn d c phn phi chun, khng c tng quan chui, v phng sai ng nht. Kim nh phn phi chun ca phn d Nh ta s bit bi ging 7 v phn tch hi qui n, mt gi nh quan trng trong cc m hnh hi qui tuyn tnh c in l cc hn nhiu ngu nhin trong m hnh hi qui tng th (v v th phn d - i din ca hn nhiu ngu nhin trong m hnh hi qui mu) theo phn phi chun. Gi thit H0: Phn d ca m hnh hi qui c phn phi chun Phng php: Thng k Jarque Bera. Nh trnh by thng k JB c phn phi Chi bnh phng vi s bc t do l 2 (2(2)). Thc hin trn Eviews: T kt qu c lng chn View/Residual tests/Histogram Normality test, ri so snh gi tr JB vi gi tr Chi bnh phng vi s bc t do l 2. Biu t tng quan - thng k Q Trong m hnh hi qui tuyn tnh c in c gi nh rng cc hn nhiu khng c tng quan vi nhau. Ngoi thng k d Durbin-Watson, ta c th s dng biu t tng quan v thng k Q kim nh chui phn d ca m hnh hi qui c tng quan vi nhau khng. Biu t tng quan c trnh by phn x l d liu chui. thc hin kim nh phn d c t tng quan hay khng ta chn View/Residual Tests/Correlogram Q Statistics Kim nh nhn t Lagrange y l mt cch kim nh khc vi kim nh Q kim nh tng quan chui. Kim nh ny s c trnh by bi ging 13 v la chn dng m hnh. Trn Eviews ta thc him kim nh ny bng cch chn Views/Residual Tests/Serial Correlation LM Test

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BI GING 2: HNG DN S DNG EVIEWS 6.0 ThS Phng Thanh Bnh [email protected]

Kim nh White v phng sai thay i Tng t, m hnh hi qui tuyn tnh c in cng gi nh cc hn nhiu c phng sai ng nht. xem phng sai ca nhiu c ng nht hay khng ta c th s dng cc kim nh Park, kim nh Glejser, kim nh White, Ni dung cc kim nh ny s c trnh by bi ging 11 v phng sai thay i. Trn Eviews ta thc hin kim nh White bng cch chn hoc View/Residual Tests/White Heteroskedasticity (no cross terms) hoc View/Residual Tests/White Heteroskedasticity (cross terms).

Kim nh s n nh Kim nh Chow Mc ch ca kim nh Chow l xem liu c s thay i v mt cu trc ca m hnh hi qui (i vi hi qui chui thi gian) gia cc giai on khc nhau (do thay i chnh sch hoc c sc kinh t) hay khng. Ni dung ca kim nh ny s c trnh by bi ging 8 v phn tch hi qui bi. Ta xt v d trong Chapter2.6.txt. Sau khi ta hi qui tit kim theo thu nhp v thc hin kim nh nh sau View/Stability Tests/Chow Breakpoint Test v ta nhp mc thi gian vo hp thoi son tho c kt qu nh sau:

. Kim nh RESET ca Ramsay Mc ch ca kim nh ny l xem c b st bin quan trng trong m hnh hi qui hay khng (nht l khi khng c s liu v bin b st ). Ni dung ca kim nh ny s c trnh by bi ging 8 v la chn dng m hnh. Sau khi c lng, kim nh xem liu m hnh c st bin hay khng ta chn View/Stability Tests/Ramsay RESET Test

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