737_huong_dan_thuc_hanh

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HNG DN THC HNHI. Thc hnh trn Excel1. x l s liu bng excel, chng ta cn ci t cng c Analysis Toolpak bng cch:

(1) Lp da ngun ci t Office gc vo CD-ROM hoc DVD.(2) M mt file Excel bt k(3) Tools -> Add-Ins -> Nhp vo hp kim chn Analysis Toolpak -> OK

(4) Hp thoi yu cu lp a Office xut hin -> ln lt nhp OK theo hngdn ci t.2. Cc ng dng chnh ca Analysis Toolpak

Tnh cc tr thng k m t:ng dn: Tools -> Data Analysis -> Descriptive Statistics

V d : Tnh cc tr thng k m t ca GDP trong workbook thuchanh.xls (trong thmc //gui SV/data)Input range-Nhp s liu:

Input range: Qut vng gi tr ca GDP k c nhn GDPKhai bo: Labels in the first row (Khai bo nhn GDP l tn bin)Chn mc nh : Grouped by column

Output range-Chn vng xut d liu: Output range: nhp vo u tin m chng ta mun t kt qu. New worksheet ply: a kt qu ra trang mi c tn m chng ta t. Nu

khng t tn th Excel t ng t tn sheet!4 nu trc c sheet!3 . New workbook: a kt qu ra mt workbook mi. Chng ta khng cn n

cp ny.Chn tr thng k cn bo co: Summary statistics.

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Chng ta c kt qu nh sau:GDP

Mean 1270.006

Standard Error 45.74627

Median 1245.75

Mode #N/A

Standard Deviation 250.5626

Sample Variance 62781.63

Kurtosis -1.16974

Skewness -0.02911

Range 864.32

Minimum 833.28

Maximum 1697.6

Sum 38100.18

Count 30

Tnh ma trn tng quanng dn: Tools -> Data Analysis -> CorrelationInput Range: qut vng d liu k c nhn

Labels in the first row: khai bo nhn hng th nht chnh l tn bin.Grouped by column: trng thi mc nhOutput options: ngha nh th tc Descriptive statisticsKt qu ta nhn c ma trn tng quan ca GDP v Expenditure nh sau:

c lng m hnh hi quyng dn: Tools -> Data Analysis ->RegressionInput Y Range: Qut d liu bin ph thucInput X Range: Qut d liu bin c lp

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GDPExpenditur

e

GDP 1

Expenditure 0.997797 1


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V thu c kt qu nh sau:

3. V thBc 1- Chn loi th

Bc 2: Nhp liu

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Bc 3: t tn cho th v cc trc

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Bc 4: Lu th

V c kt qu

TI LIU THAM KHOBan bin dch First News. EXCEL ton tp. Nh Xut Bn Tr-2001.

II. Thc hnh trn Eviews 5

1. Khi ng Eviews 5a. T Start:Window XP: Start - >All Programs ->Eviews -> EviewsWindow 98/2000: Start -> Programs -> Eviews -> Eviews

b. T biu tng ca EviewsMt s my c biu tng ca Eviews trn mn hnh desktop nh sau

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EViews 5.lnk

Nhp p chut tri vo biu tng Eviews 5.

2. Cc menu chnh ca Eviews 5

Anh (Ch) th tm hiu cc menu ca Eviews bng cch nhp chut vo menuchnh thy cc menu ph.

3. M tp tin lm vic (workfile) c lu tr t trc.

Hp thoi m workfile nh sau:

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4. ng tp tin

File ->Close hoc nhp vo biu tng

Lu tp tin thnh mt workfile khc: File -> Save as -> Chn ng dn vt tn mi.

5. M mt workfile mi : File -> New -> Workfile

Hp thoi m workfile nh sau:

Cu trc ca Workfile (workfile structure type)Unstructured/Undated: s dng cho loi d liu cho

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Observations: s quan st ca s liuDated-regular frequency: s dng cho loi d liu chui thi gian

Annual: d liu theo nmSemi-annual: d liu theo 6 thngQuarterly: d liu theo qu

Monthly: d liu thngWeekly: d liu tunDaily (5 day week): d liu tun nhng ch tnh ngy lm vicDaily (7 day week): d liu tunD liu chui thi gian c nhp theo ngy ca quan st u tin v ngyca quan st cui cng.

Balanced Panel: s dng cho loi d liu bng

Start date: ngy bt uEnd date: ngy kt thcNumber of cross sections: s lng n v kinh t

Names: t tn cho workfile8 / 24


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D liu y l d liu nm nn chng ta chn Annual, bt u l 1970, kt thcl nm 1999.

Workfile mi ca chng ta c tn BT1 nh sau

Workfile ny c 2 bin c thit k snResid (residuals) : Phn d. Khi chng ta cha hi quy th gi tr ca n l NA (Notavailable- Khng c)C : S ban u l 0.Workfile ny sn sng cho chng ta nhp liu.

6. Nhp s liu vo Eviewsa. Nhp bng bn phm

S dng workfile BT1 u tin chng ta to bin.To bin GDPObjects : hp thoi new object nh sau

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Chn i tng mi l bin- Type of Object: SeriesTn i tng l GDP Name of Object: GDP

Chng ta cng c th to bin GDP bng cch vo Generate

Lc ny trn ca s ca workfile BT1 c bin GDP (gdp l ch thng dchng ta vit ch hoa trong phn t bin). Bin GDP cha c gi tr v

kim chng chng ta nhp p vo tn bin GDP.

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nhp s liu cho bin GDP chng ta nhp vo Edit +/- v bt u nhp.

Sau khi nhp xong, chng ta nhp vo Edit +/- kt thc. Chng ta c thnhp s liu cho Expenditure theo cch tng t. Tuy nhin, nhp d liu bng

bn phm trn Eviews l mt qu trnh bt tin. Thng thng ngi ta nhpliu bng phn mm khc, sau chuyn d liu sang Eviews.b. Nhp bng Copy v dnChng ta c s liu file thuchanh trn EXCEL.

Nhp p bin NSLT -> Edit +/- dn.M tp tin(workbook) thuchanh.XLS ca EXCEL.Copy dy s liu ca bin GDP : sheet1!B2:B31Chuyn sang workfile BT1 -> Dn (Ctrl+V) vo GDP -> Edit +/- kt thc.Lm tng t vi bin Expenditure.c. Nhp d liu t phn mm khc t th tc Import

M tp tin thuchanh.XLS.Ghi ch im khi u ca d liu: B2.S bin chng mun nhp l : 2 vi th t ca bin l GDP v Expenditure.

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ng tp tin thuchanh.XLS v Eviews ch c c d liu t mt tp tin Excelang ng.

Procs -> Import -> Read Text-Lotus-Excel

Hp thoi tm tp tin c d liu ngun nh sau:

Sau khi nhp Open chng ta c hp thoi nhp liu nh sau

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By observations-series in column: Theo quan st-bin xp theo ctim bt u : B2Tn trang d liu: Excel 5+sheet name: sheet1Tn bin: Name of series. : GDP Expenditure hoc n gin l nhp s 2 ch 2 bin.C mu: Sample to import : Workfile range.

7. Tr thng k m t

M workfile BT1.wf1. M GDP. Trng thi mc nh ca bin lView/Spreadsheet. Cc ty chn khc nh sau:View -> Line graph

View -> Bar graph13 / 24


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View -> Descriptive statistics -> Histogram and Stats

8. Quan h gia cc bin s Nhm cc bin s thnh 1 Group. Gi Ctrl v nhp ln lt vo GDP vExpenditure. Nhp chut phi, chn as Group.

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Sau khi thnh mt group, dng mc nh ca group nh sau.(View/spreadsheet)

Ma trn tng quan: View -> Correlations-> Common Samples

Ma trn hip phng sai: View -> Covariances -> Common Samples

9. thChng ta ang lm vic vi mt group. lu group gm GDP v Expenditure

va kho st trn, ta chn Name v t tn group. Tn c ngh lGROUP01 nhng bn c th t tn khc.

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Chng ta ang lm vic vi GROUP01.

th:View -> Scatter -> Simple Scatter: th phn tn.View -> Scatter -> Simple Scatter: th phn tn vi ng hi quy.

Gi s chng ta chn Scatter with regression, kt qu hin th nh sau:

th ny t ng thay i khi chng ta cp nht s liu.

10.Lu li mt bng tnh hay th : FreezeLnh ny lu gi mt bn th nguyn dng nh lc chng ta nhp volnh Freeze. Khi cc thay i ca d liu khng tc ng ln th. Bn th gc vn c gi nguyn v vn cp nht s thay i ca d liu sau

ny.

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GROUP01: Biu gcUNTITLED: Biu b lm ng.

11.Hi quyT menu Procs ca chng trnh chnh hoc t menu Procs ca GROUP01:Procs -> Make equation

T chng trnh chnh: Quick -> Estimate equation

Kt qu hi quy nh sau.

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12.To bin tng tc to bin tng tc (tch s gia 1 bin nh lng v 1 bin gi) th chng tavo Genn -> [tn bin tng tc] = [tn bin nh lng] *[tn bin gi]13.Kim nh a cng tuyn: khng c php kim nh chnh thc14.Kim nh phng sai thay iDng phng php th

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Kim nh WhiteChng ta ang lm vic trn Equation: View -> residual Tests -> WhiteHeterokedasticity (cross terms hoc no cross terms)

Chng ta thu c kt qu nh sau:

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Da vo kt qu trn chng ta chp nhn H0 (H0: Phng sai ca sai s khng i).nh vy trong m hnh hi quy ny khng tn ti hin tng phng sai thay i.15.Kim nh t tng quan: da vo gi tr d trong kt qu hi quy16.Kim nh phn phi chunView -> Residual Test -> Histogram-Normality Test

Da vo kt qu trn chng ta chp nhn H0 (H0: ui c phn phi chun)Nu Anh(Ch) mun tm hiu nhiu ng dng khc na ca Eviews th hy nhpvo: Help

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Ti liu tham kho:(1) Daniel Westbrook Applied Econometrics with Eviews, Fulbright Economics

Teaching Program, 2002.(2) Nguyn Trng Hoi, Phn tch s liu bng phn mm Eviews, Chng trnh

ging dy Kinh t Fulbright, 2003.(3) Eviews 5, UserGuide, Quantitative Micro Software, 2004.(4) Nguyn Quang Dong, Bi tp Kinh t lng vi s tr gip ca phn mm

Eviews, NXB Khoa hc v k thut, 2002.

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MT S GI TR t THNG C S DNG

Bc t do

Mc ngha

1% 5% 10% 20%

1 63,656 12,706 6,314 3,0782 9,925 4,303 2,920 1,886

3 5,841 3,182 2,353 1,638

4 4,604 2,776 2,132 1,533

5 4,032 2,571 2,015 1,476

6 3,707 2,447 1,943 1,440

7 3,499 2,365 1,895 1,415

8 3,355 2,306 1,860 1,397

9 3,250 2,262 1,833 1,383

10 3,169 2,228 1,812 1,372

11 3,106 2,201 1,796 1,363

12 3,055 2,179 1,782 1,356

13 3,012 2,160 1,771 1,350

14 2,977 2,145 1,761 1,345

15 2,947 2,131 1,753 1,341

16 2,921 2,120 1,746 1,337

17 2,898 2,110 1,740 1,333

18 2,878 2,101 1,734 1,330

19 2,861 2,093 1,729 1,328

20 2,845 2,086 1,725 1,32521 2,831 2,080 1,721 1,323

22 2,819 2,074 1,717 1,321

23 2,807 2,069 1,714 1,319

24 2,797 2,064 1,711 1,318

25 2,787 2,060 1,708 1,316

26 2,779 2,056 1,706 1,315

27 2,771 2,052 1,703 1,314

28 2,763 2,048 1,701 1,313

29 2,756 2,045 1,699 1,311

30 2,750 2,042 1,697 1,310

>30 2,576 1,960 1,645 1,282

Ngun: Hm Tinv ca Excel.

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MT S GI TR F TI HN TRN THNG C S DNGMc ngha = 5%

df1

df2 1 2 3 4 5 6 7 8 9 10

2 18.51 19.00 19.16 19.25 19.30 19.33 19.35 19.37 19.38 19.40

3 10.13 9.55 9.28 9.12 9.01 8.94 8.89 8.85 8.81 8.79

4 7.71 6.94 6.59 6.39 6.26 6.16 6.09 6.04 6.00 5.96

5 6.61 5.79 5.41 5.19 5.05 4.95 4.88 4.82 4.77 4.746 5.99 5.14 4.76 4.53 4.39 4.28 4.21 4.15 4.10 4.06

7 5.59 4.74 4.35 4.12 3.97 3.87 3.79 3.73 3.68 3.64

8 5.32 4.46 4.07 3.84 3.69 3.58 3.50 3.44 3.39 3.35

9 5.12 4.26 3.86 3.63 3.48 3.37 3.29 3.23 3.18 3.14

10 4.96 4.10 3.71 3.48 3.33 3.22 3.14 3.07 3.02 2.98

11 4.84 3.98 3.59 3.36 3.20 3.09 3.01 2.95 2.90 2.85

12 4.75 3.89 3.49 3.26 3.11 3.00 2.91 2.85 2.80 2.75

13 4.67 3.81 3.41 3.18 3.03 2.92 2.83 2.77 2.71 2.67

14 4.60 3.74 3.34 3.11 2.96 2.85 2.76 2.70 2.65 2.60

15 4.54 3.68 3.29 3.06 2.90 2.79 2.71 2.64 2.59 2.54

16 4.49 3.63 3.24 3.01 2.85 2.74 2.66 2.59 2.54 2.49

17 4.45 3.59 3.20 2.96 2.81 2.70 2.61 2.55 2.49 2.4518 4.41 3.55 3.16 2.93 2.77 2.66 2.58 2.51 2.46 2.41

19 4.38 3.52 3.13 2.90 2.74 2.63 2.54 2.48 2.42 2.38

20 4.35 3.49 3.10 2.87 2.71 2.60 2.51 2.45 2.39 2.35

21 4.32 3.47 3.07 2.84 2.68 2.57 2.49 2.42 2.37 2.32

22 4.30 3.44 3.05 2.82 2.66 2.55 2.46 2.40 2.34 2.30

23 4.28 3.42 3.03 2.80 2.64 2.53 2.44 2.37 2.32 2.27

24 4.26 3.40 3.01 2.78 2.62 2.51 2.42 2.36 2.30 2.25

25 4.24 3.39 2.99 2.76 2.60 2.49 2.40 2.34 2.28 2.24

26 4.23 3.37 2.98 2.74 2.59 2.47 2.39 2.32 2.27 2.22

27 4.21 3.35 2.96 2.73 2.57 2.46 2.37 2.31 2.25 2.20

28 4.20 3.34 2.95 2.71 2.56 2.45 2.36 2.29 2.24 2.19

29 4.18 3.33 2.93 2.70 2.55 2.43 2.35 2.28 2.22 2.18

30 4.17 3.32 2.92 2.69 2.53 2.42 2.33 2.27 2.21 2.16

31 4.16 3.30 2.91 2.68 2.52 2.41 2.32 2.25 2.20 2.15

32 4.15 3.29 2.90 2.67 2.51 2.40 2.31 2.24 2.19 2.14

33 4.14 3.28 2.89 2.66 2.50 2.39 2.30 2.23 2.18 2.13

34 4.13 3.28 2.88 2.65 2.49 2.38 2.29 2.23 2.17 2.12

35 4.12 3.27 2.87 2.64 2.49 2.37 2.29 2.22 2.16 2.11

36 4.11 3.26 2.87 2.63 2.48 2.36 2.28 2.21 2.15 2.11

37 4.11 3.25 2.86 2.63 2.47 2.36 2.27 2.20 2.14 2.10

38 4.10 3.24 2.85 2.62 2.46 2.35 2.26 2.19 2.14 2.09

39 4.09 3.24 2.85 2.61 2.46 2.34 2.26 2.19 2.13 2.08

40 4.08 3.23 2.84 2.61 2.45 2.34 2.25 2.18 2.12 2.08Ngun: Hm Finv ca Excel.MT S GI TR 2 TI HN TRN THNG C S DNG

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0 F/2


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Mc ngha = 5%

df 1% 5% 10% 20%

2 9,21 5,99 4,61 3,22

3 11,34 7,81 6,25 4,64

4 13,28 9,49 7,78 5,99

5 15,09 11,07 9,24 7,29

6 16,81 12,59 10,64 8,56

7 18,48 14,07 12,02 9,80

8 20,09 15,51 13,36 11,03

9 21,67 16,92 14,68 12,24

10 23,21 18,31 15,99 13,44

11 24,73 19,68 17,28 14,63

12 26,22 21,03 18,55 15,81

13 27,69 22,36 19,81 16,98

14 29,14 23,68 21,06 18,15

15 30,58 25,00 22,31 19,31

16 32,00 26,30 23,54 20,47

17 33,41 27,59 24,77 21,61

18 34,81 28,87 25,99 22,76

19 36,19 30,14 27,20 23,90

20 37,57 31,41 28,41 25,04

21 38,93 32,67 29,62 26,17

22 40,29 33,92 30,81 27,3023 41,64 35,17 32,01 28,43

24 42,98 36,42 33,20 29,55

25 44,31 37,65 34,38 30,68

26 45,64 38,89 35,56 31,79

27 46,96 40,11 36,74 32,91

28 48,28 41,34 37,92 34,03

29 49,59 42,56 39,09 35,14

30 50,89 43,77 40,26 36,25

31 52,19 44,99 41,42 37,36

32 53,49 46,19 42,58 38,47

33 54,78 47,40 43,75 39,57

34 56,06 48,60 44,90 40,68

35 57,34 49,80 46,06 41,7836 58,62 51,00 47,21 42,88

37 59,89 52,19 48,36 43,98

38 61,16 53,38 49,51 45,08

39 62,43 54,57 50,66 46,17

40 63,69 55,76 51,81 47,27

Ngun: Hm Chiinv ca Excel

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