AOD) 0.026417 0.025074 1.053568 0.2967 NHIEMM 0.000787 0.031368 0.025087 0.9801 R-squared 0.178661 Mean dependent var 2.412383 Adjusted R-squared 0.118927 S.D dependent var 0.127595 S.E of regression 0.119768 Akaike info criterion -1.326864 Sum squared resid 0.788942 Schwarz criterion -1.152335 Log likelihood 44.80591 F-statistic 2.990948 Durbin-Watson stat 2.132643 Prob(F-statistic) 0.026375 MH hồi quy phụ 2: Dependent Variable: LOG(CONGCS) Method: Least Squares Date: 05/23/13 Time: 09:05 Sample: 60 Included observations: 60 Variable Coefficient Std Error t-Statistic Prob C 6.903879 1.972937 3.499289 0.0009 LOG(MATDO) -0.581067 0.329770 -1.762040 0.0836 LOG(DOCAOD) 0.053968 0.037226 1.449731 0.1528 NHIEMM 0.000567 0.046981 0.012078 0.9904 LOG(PB) -0.111135 0.201395 -0.551825 0.5833 R-squared 0.123170 Mean dependent var 3.512610 Adjusted R-squared 0.059401 S.D dependent var 0.184956 S.E of regression 0.179379 Akaike info criterion -0.518980 Sum squared resid 1.769720 Schwarz criterion -0.344451 Log likelihood 20.56939 F-statistic 1.931498 Durbin-Watson stat 1.825202 Prob(F-statistic) 0.118128 Mh hồi quy phụ 3: Dependent Variable: LOG(MATDO) Method: Least Squares Date: 05/23/13 Time: 09:08 Sample: 60 Included observations: 60 Variable Coefficient Std Error t-Statistic Prob C 6.140169 0.260157 23.60182 0.0000 LOG(DOCAOD) -0.024845 0.014713 -1.688674 0.0969 NHIEMM -0.012711 0.018611 -0.682978 0.4975 LOG(PB) -0.206843 0.075343 -2.745341 0.0082 LOG(CONGCS) -0.091959 0.052189 -1.762040 0.0836 R-squared 0.277903 Mean dependent var 5.325063 Adjusted R-squared 0.225387 S.D dependent var 0.081080 S.E of regression 0.071360 Akaike info criterion -2.362506 Sum squared resid 0.280073 Schwarz criterion -2.187977 Log likelihood 75.87517 F-statistic 5.291770 Durbin-Watson stat 2.248840 Prob(F-statistic) 0.001117 MH hồi quy phụ 4: Dependent Variable: LOG(DOCAOD) Method: Least Squares Date: 05/23/13 Time: 09:09 Sample: 60 Included observations: 60 Variable Coefficient Std Error t-Statistic Prob C 5.767649 7.716019 0.747490 0.4580 NHIEMM 0.102626 0.166438 0.616603 0.5400 LOG(PB) 0.748856 0.710781 1.053568 0.2967 LOG(CONGCS) 0.682007 0.470437 1.449731 0.1528 LOG(MATDO) -1.983950 1.174857 -1.688674 0.0969 R-squared 0.180483 Mean dependent var -0.541834 Adjusted R-squared 0.120882 S.D dependent var 0.680101 S.E of regression 0.637671 Akaike info criterion 2.017668 Sum squared resid 22.36437 Schwarz criterion 2.192197 Log likelihood -55.53005 F-statistic 3.028185 Durbin-Watson stat 1.885832 Prob(F-statistic) 0.025022 MH hồi quy Dependent Variable: NHIEMM Method: Least Squares Date: 05/23/13 Time: 09:10 Sample: 60 Included observations: 60 Variable Coefficient Std Error t-Statistic Prob C 4.024544 6.237638 0.645203 0.5215 LOG(PB) 0.014541 0.579617 0.025087 0.9801 LOG(CONGCS) 0.004674 0.387002 0.012078 0.9904 LOG(MATDO) -0.661612 0.968717 -0.682978 0.4975 LOG(DOCAOD) 0.066896 0.108491 0.616603 0.5400 R-squared 0.027058 Mean dependent var 0.516667 Adjusted R-squared -0.043701 S.D dependent var 0.503939 S.E of regression 0.514833 Akaike info criterion 1.589707 Sum squared resid 14.57792 Schwarz criterion 1.764236 Log likelihood -42.69121 F-statistic 0.382393 Durbin-Watson stat 1.911559 Prob(F-statistic) 0.820279 Qua kết xuất Eviews, ta thấy R-squared mơ hình hồi quy phụ nhỏ R-squared MH hồi quy gốc Vậy: MH khơng có tượng tự tương quan Phụ lục 2.5 Kiểm Định Tự Tương Quan Breusch-Godfrey Serial Correlation LM Test: F-statistic 1.951904 Probability 0.152269 Obs*R-squared 4.189848 Probability 0.123080 Test Equation: Dependent Variable: RESID Method: Least Squares Date: 05/23/13 Time: 09:00 Presample missing value lagged residuals set to zero Variable Coefficient Std Error t-Statistic Prob C 0.077134 1.683127 0.045828 0.9636 LOG(PB) -0.035835 0.153752 -0.233069 0.8166 LOG(CONGCS) -0.015784 0.105398 -0.149760 0.8815 LOG(MATDO) 0.011822 0.260095 0.045453 0.9639 LOG(DOCAOD) -0.003349 0.028881 -0.115976 0.9081 NHIEMM 3.08E-05 0.035587 0.000866 0.9993 RESID(-1) 0.278817 0.141129 1.975616 0.0535 RESID(-2) -0.066047 0.144533 -0.456971 0.6496 R-squared 0.069831 Mean dependent var 1.17E-16 Adjusted R-squared -0.055384 S.D dependent var 0.131971 S.E of regression 0.135576 Akaike info criterion -1.035001 Sum squared resid 0.955806 Schwarz criterion -0.755755 Log likelihood 39.05004 F-statistic 0.557687 Durbin-Watson stat 1.970098 Prob(F-statistic) 0.786478 Từ kết xuất Eviews, ta thấy Pro(Obs*R-squared = 4,189848) = 0,123080 > α = 0,05 Vậy: MH khơng có tượng tự tương quan ... LOG(CONGCS) 0.004674 0.387002 0.012078 0.9904 LOG(MATDO) -0.661612 0.968717 -0.682978 0.4975 LOG(DOCAOD) 0.066896 0.108491 0.616603 0.5400 R-squared 0.027058 Mean dependent var 0.516667 Adjusted R-squared... LOG(MATDO) Method: Least Squares Date: 05/23/13 Time: 09:08 Sample: 60 Included observations: 60 Variable Coefficient Std Error t-Statistic Prob C 6.140169 0.260157 23.60182 0.0000 LOG(DOCAOD)... 1.053568 0.2967 LOG(CONGCS) 0.682007 0.470437 1.449731 0.1528 LOG(MATDO) -1.983950 1.174857 -1.688674 0.0969 R-squared 0.180483 Mean dependent var -0.541834 Adjusted R-squared 0.120882 S.D dependent