Ta kiểm tra xem có tự tương quan bặc cao hay không:
Từ kêt quả hôi quy -> view/Residual/ Serial Correlation LM Test -> có bảng:
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 0.982814 Prob. F(2,24) 0.3888
Obs#R-squared 2.195333. Prob. Chi-Square(2) 0.3336
Test Equation:
Dependent Variable: RESID Mcthod: Least Squares Date: 05/22/09 Time: 22:18 Sample: 2001Q4 2008Q4 Tncluded observations: 29
Presample missing value lagged residuals set to Zero.
Variable Coefficient Std. Error {-Statistic Prob.
€ 0.502257 1.492973 0.336414 0.7395
YHAT -0.027402 0.133920 -0.204616 0.8396
RHAT -0.036417 0.085114 -0.427866 0.6726
RESID(-1) 0.287089 0.214723 1.337020 0.1938
RESID(-2) -0.161041 0.209509 -0.768659 0.4496 R-squared 0.075701 Mean dependent var ~1.36E-15 Adjusted R-squared -0.078349_ S.D. dependent var 2.581690 S.E. Of regression 2.680919 Akaike info criterion 4.965782 Sum squared resid 172.4958_ Schwarz criterion 5.201522 Tog likelihood -67.00383__ Hannan-Quinn crifcr. 5.039613 F-statistic 0.491407 Durbin-Watson stat 1.931618 Prob(F-statistic) 0.742030
Vì Prob.Square(2) = 0.3336->không có tự tương quan bậc cao Bai 9: Bai 9:
a) Chọn biên f-> view/Unit root test, chọn level, intercept -> có bảng:
Null Hypothesis: E has a unit root Exogenous: Constant
Lag Length: 0 (Automatic based on SIC, MAXLAG=7)
t-Statistic Prob.* Augmented Dickey-Fuller test statistic. -0.853481I 0.7888 Test critical values: 1% level -3.670170
5% level -2.963972
10% level -2.621007
*MacKinnon (1996) one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: D(F)
Method: Least Squares Date: 05/22/09 Time: 14:52 Sample (adjusted): 1979 2008
Included observations: 30 after adjustments (adsbygoogle = window.adsbygoogle || []).push({});
Variable Coefficient Std. Error {-Statistic Prob.
FCI) -0.022615 0.026497 -0.853481 0.4006
C 3.070566 2.897865 1.059596 0.2984
R-squared 0.025356 Mcan dependent var 0.600000
Adjusted R-squared -0.009453 S.D. dependent var 0.739058 S.E. 0Ÿ regression 0.742543 Akaike info criterion 2.306869 Sum squared resid 15.43837 Schwarz criterion 2.400282 Log likelihood -32.60303 _ Hannan-Quimn criter. 2.336752 F-statistic 0.728430. Durbin-Watson stat 1.998903 Prob(F-statistic) 0.400635