btap+dâpn

btap+dâpn - I H C DN L P HNG V NG Bi t...

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Unformatted text preview: I H C DN L P HNG V NG Bi t p s 2 1 GV: Nguy n Th Mai Bnh Mn h c: KINH T L NG L p: 04QK, 04QB, 04QB (N m h c 2006 2007) G i p n Bi t p s 2 : M HNH H I QUI B I Cu 1: (40 i m) Xem xt d li u v tiu dng th t g M giai an 1960 n 1982 c trnh by trong file Table 7.9 thu c b d li u c a Gujarati (ho cc file chicken demand). Trong : Y = l ng th t g tiu th bnh qun u ng i (pound) X2 = thu nh p kh d ng bnh qun u ng i (USD) X3 = Gi bn l c a th t g (cent/pound) X4 = Gi bn l c a th t b (cent/pound) X5 = Gi bn l c a th t heo (cent/pound) X6 = Gi bn l bnh qun c tr ng s c a th t b v th t heo (cent/pound) Cc anh/ch hy: a) Xy d ng m hnh theo ph ng php t ph c t p n n gi n v cho bi t m hnh no l m hnh t i u. Gi i thch qu trnh th c hi n v cc ki m nh c n thi t. ( =5%) M hnh h i qui t ng th c a l ng th t g tiu th bnh qun u ng i (Y) theo thu nh p kh d ng bnh qun u ng i (X2), gi bn l c a th t g (X3), gi bn l c a th t b (X4), gi bn l c a th t heo (X5), Gi bn l bnh qun c tr ng s c a th t b v th t heo (X6) (PRF): Y = 1 + 2 X 2 + 3 X 3 + 4 X 4 + 5 X 5 + 6 X 6 +u i Ch y Eview v i m hnh trn ta c: Dependent Variable: Y Method: Least Squares Date: 04/30/07 Time: 14:23 Sample: 1960 1982 Included observations: 23 Variable Coefficient Std. Error t-Statistic Prob. C 38.59691 4.214488 9.158150 0.0000 X2 0.004889 0.004962 0.985370 0.3383 X3 -0.651888 0.174400-3.737889 0.0016 X4 0.243242 0.089544 2.716443 0.0147 X5 0.104318 0.070644 1.476674 0.1580 X6 -0.071110 0.098381-0.722805 0.4796 R-squared 0.944292 Mean dependent var 39.66957 Adjusted R-squared 0.927908 S.D. dependent var 7.372950 S.E. of regression 1.979635 Akaike info criterion 4.423160 Sum squared resid 66.62224 Schwarz criterion 4.719376 Log likelihood -44.86635 F-statistic 57.63303 Durbin-Watson stat 1.100559 Prob(F-statistic) 0.000000 V i k t qu c a b ng trn ta th y cc h s P_value c a cc bi n X2, X5, X6 u l n h n = 5% v v y ta th c hi n ki m nh Wald v i: H : 2 = 5 = 6 = 0 H 1 : c t nh t m t gi tr i 0 v i (i = 2, 5, 6) Ch y Eview ta c k t qu : Wald Test: Equation: EQ01 Test Statistic Value df Probability F-statistic 7.852143 (3, 17) 0.0017 Chi-square 23.55643 3 0.0000 Null Hypothesis Summary: I H C DN L P HNG V...
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This note was uploaded on 01/10/2011 for the course FSD 201 taught by Professor Huong during the Spring '10 term at Beacon FL.

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btap+dâpn - I H C DN L P HNG V NG Bi t...

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