ki m đ nh t t ng quan chúng ta có nhi u cách, trong bài nghiên c u này tác gi dùng ki m đ nh BG – Breush & Godfrey trong eviews đ phát hi n t t ng quan. Gi thuy t Ho: không có hi n t ng t t ng quan v i đ tin c y 95%, n u P-value <0.05 bác b Ho, n u P-value >0.05 ch p nh n Ho.
Ki măđ nhăt ngăquanăb că1
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 517.1516 Prob. F(1,366) 0.0000 Obs*R-squared 221.3474 Prob. Chi-Square(1) 0.0000
Test Equation:
Dependent Variable: RESID Method: Least Squares Date: 11/23/13 Time: 15:52 Sample: 1 378
Included observations: 378
Presample missing value lagged residuals set to zero.
Variable Coefficient Std. Error t-Statistic Prob. ASSET 0.028666 0.066434 0.431498 0.6664 COLLATERAL 0.002005 0.100461 0.019955 0.9841 PROF1 0.098514 0.517452 0.190383 0.8491 PROF2 -0.110006 0.065637 -1.675983 0.0946 SIZE -0.011498 0.008447 -1.361155 0.1743 SO_NAM_HOAT_DONG 0.000845 0.002069 0.408209 0.6834 VOLA2 0.004778 0.003989 1.197934 0.2317 NDTS 3.20E-07 4.27E-07 0.749025 0.4543 GROWTH1 0.258320 0.212516 1.215528 0.2249 GROWTH2 0.035149 0.095996 0.366152 0.7145 C -0.180415 0.209905 -0.859507 0.3906 RESID(-1) 0.771561 0.033928 22.74097 0.0000 R-squared 0.585575 Mean dependent var -5.63E-17 Adjusted R-squared 0.573120 S.D. dependent var 0.278557 S.E. of regression 0.181998 Akaike info criterion -0.538406 Sum squared resid 12.12318 Schwarz criterion -0.413488 Log likelihood 113.7586 Hannan-Quinn criter. -0.488828 F-statistic 47.01378 Durbin-Watson stat 1.970865 Prob(F-statistic) 0.000000
B ngă4.4:ăK tăqu ăki măđ nhăt ngăquanăb că1
T k t qu ki m đ nh t t ng quan trên ta th y P-value = 0.0000 <0.05 bác b Ho, t c là có hi n t ng t t ng quan b c 1.
Ki măđ nhăt ngăquanăb că2
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 257.8693 Prob. F(2,365) 0.0000
Obs*R-squared 221.3474 Prob. Chi-Square(2) 0.0000
Test Equation:
Dependent Variable: RESID Method: Least Squares Date: 11/23/13 Time: 15:53 Sample: 1 378
Included observations: 378
Presample missing value lagged residuals set to zero.
Variable Coefficient Std. Error t-Statistic Prob.
ASSET 0.028688 0.067056 0.427827 0.6690 COLLATERAL 0.001990 0.100742 0.019758 0.9842 PROF1 0.098615 0.519552 0.189807 0.8496 PROF2 -0.110025 0.066133 -1.663701 0.0970 SIZE -0.011499 0.008470 -1.357615 0.1754 SO_NAM_HOAT_DONG 0.000845 0.002074 0.407345 0.6840 VOLA2 0.004779 0.004012 1.191299 0.2343 NDTS 3.20E-07 4.27E-07 0.747906 0.4550 GROWTH1 0.258373 0.213774 1.208629 0.2276 GROWTH2 0.035133 0.096322 0.364743 0.7155 C -0.180436 0.210346 -0.857806 0.3916 RESID(-1) 0.771456 0.052146 14.79402 0.0000 RESID(-2) 0.000140 0.053165 0.002641 0.9979 R-squared 0.585575 Mean dependent var -5.63E-17 Adjusted R-squared 0.571950 S.D. dependent var 0.278557 S.E. of regression 0.182248 Akaike info criterion -0.533115 Sum squared resid 12.12318 Schwarz criterion -0.397787 Log likelihood 113.7586 Hannan-Quinn criter. -0.479405 F-statistic 42.97822 Durbin-Watson stat 1.970647 Prob(F-statistic) 0.000000
T k t qu ki m đ nh t t ng quan trên ta th y P-value = 0.0000 <0.05 bác b Ho, t c là có hi n t ng t t ng quan b c 2.