1. Vụ ĐôngXuân
1.2 Kết quả và những kiểm định phân tích hồi quy lợi nhuận vụ ĐôngXuân
reg LN CPGiong CPPhan CPThuoc NS GiaLua CPLDThue CPLDGD DT
Source | SS df MS Number of obs = 80 ---+--- F( 8, 71) = 8094.66 Model | 9.7516e+12 8 1.2189e+12 Prob > F = 0.0000 Residual | 1.0692e+10 71 150586406 R-squared = 0.9989 ---+--- Adj R-squared = 0.9988 Total | 9.7623e+12 79 1.2357e+11 Root MSE = 12271
--- LN | Coef. Std. Err. t P>|t| [95% Conf. Interval] ---+--- CPGiong | -.991681 .0332589 -29.82 0.000 -1.057997 -.9253648 CPPhan | -.964574 .0210495 -45.82 0.000 -1.006546 -.9226025 CPThuoc | -1.020722 .0198556 -51.41 0.000 -1.060313 -.9811307 NS | 4627.778 35.72035 129.56 0.000 4556.554 4699.002 GiaLua | 734.9893 5.711264 128.69 0.000 723.6013 746.3772 CPLDThue | -.9718102 .0224694 -43.25 0.000 -1.016613 -.9270074 CPLDGD | -.9997447 .0157385 -63.52 0.000 -1.031126 -.9683631 DT | -347.1763 274.0996 -1.27 0.209 -893.7153 199.3627 _cons | -3409952 37622.34 -90.64 0.000 -3484968 -3334935 ---
1.2.2 Kiểm định đa cộng tuyến
. vif
Variable | VIF 1/VIF ---+--- CPLDGD | 2.70 0.369715 DT | 2.28 0.438139 CPLDThue | 1.97 0.507388 CPThuoc | 1.54 0.650412 NS | 1.44 0.692685 CPPhan | 1.24 0.808361 CPGiong | 1.20 0.834886 GiaLua | 1.10 0.911019 ---+--- Mean VIF | 1.68
1.2.3 Kiểm định phƣơng sai sai số
81
Breusch-Pagan / Cook-Weisberg test for heteroskedasticity Ho: Constant variance
Variables: fitted values of LN chi2(1) = 6.10
Prob > chi2 = 0.0135
1.2.4 Kiểm định tự tƣơng quan
. tsset STT
time variable: STT, 1 to 80 delta: 1 unit
. durbina
Durbin's alternative test for autocorrelation
--- lags(p) | chi2 df Prob > chi2 ---+--- 1 | 1.937 1 0.1640 --- H0: no serial correlation