HNG DN S DNG EVIEWS (1) 1.Khi ng Eviews 3.0 a. T Start: Window XP: Start - >AllPrograms ->Eviews -> Eviews 3.0Window 98/2000: Start -> Programs -> Eviews -> Eviews 3.0b. T biu tng ca Eviews Mt s my c biu tng ca Eviews trn mn hnh desktop nh sau Nhp p chut tri vo biu tng Eviews 3.0. 2.Cc menu chnh ca Eviews 3.0 Anh (Ch) th tm hiu cc menu ca bng cch nhp chut vo menu chnh thy cc menu ph. 3.M tp tin lm vic (workfile) c lu tr t trc. Hp thoi m workfile nh sau: M tp tin m bn mun lm vic trn n t mc Look in. Workfile PS1 c dng nh sau: Nt Label +/- c chc nng Bt/Tt thng tin v gi to bin. 4.ng tp tinFile ->Close hoc nhp vo biu tng Lutptinthnhmtworkfilekhc:File->Saveas->Chnngdnv t tn mi. 5.M mt workfile mi : File -> New -> Workfile Hp thoi m workfile nh sau: D liu chui thi gian:Annual: d liu theo nm Semi-annual: d liu theo 6 thng Quarterly: d liu theo qu Monthly: d liu thng Weekly: d liu tun Daily(5 day week): d liu tun nhng ch tnh ngy lm vic Daily(7 day week): d liu tun\ D liu chui thi gian c nhp theo ngy ca quan st u tin v ngyca quan st cui cng. D liu khc Undated or irrigular: s dng cho d liu cho hoc d liu chui thi giannhng khng c thu thp theo cc chu k u n. Chngtaslmvicchyutrndliuchovvyhybtubngtychn: Undated or irrigular. Chng ta to workfile ging nh PS1 c 89 quan st nn Anh(Ch) hy nhp s quan st l 89. Workfile mi ca chng ta nh sau Workfile ny c hai bin c thit k sn lResid(residuals):Phnd.KhichngtachahiquythgitrcanlNA(Not available- Khng c) C : S ban u l 0. Workfile ny sn sng cho chng ta nhp s liu vo. Nhng trc tin chng ta nn t tn cho n. Gi s t tn cho n l BT1(a).Save -> Chn ng dn v t tn workfile. 6.Nhp s liu vo Eviews a.Nhp bng bn phm S dng workfile BT(a) u tin chng ta to bin. To bin Q Objects : hp thoi new object nh sau Chn i tng mi l bin- Type of Object: Series Tn i tng l Q Name of Object: Q Lc ny trn ca s ca workfile BT1(a) c bin q (Lu l d chng ta c vit hoa lc t tn bin th hin th trn ca s ca workfile vn l ch thng). Bin Q cha c gi tr. Chng ta c th kim chng bng cch nhp p vo tn bin Q. nhp s liu cho Q chng ta nhp vo Edit +/- v bt u nhp. Sau khi nhp xong, chng ta nhp vo Edit +/- kt thc. Chng ta c th nhp s liu cho P theo cch tng t. Tuy nhin, nhp d liu bng bn phm trn Eviews l mtqutrnhnhmchnvbttin.Thngthngngitanhpliubngphn mm khc, sau chuyn d liu sang Eviews. Chng ta s xem xt mt s cch tiu biu. b.Nhp bng Copy v dn Chng ta c d liu PS1 trn EXCEL.Nhp p bin Q -> Edit +/- sn sng dn. M tp tin(workbook) PS1.XLS ca EXCEL. Copy dy s liu ca bin Q : TEMP!B2:B90 Chuyn sang workfile BT1(a) -> Dn vo Q -> Edit +/- kt thc. Lm tng t vi bin P. Chng ta hy lu BT1(a). c.Nhp d liu t phn mm khc t th tc Import M mt workfile ca Eviews mi l BT1(b).M tp tin PS1.XLS.Ghi ch im khi u ca d liu:B2. S bin chng mun nhp l : 2 vi th t ca bin l Q P. ng tp tin PS1.XLS v Eviews ch c c d liu t mt tp tin Excel ang 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 By observations-series in column: Theo quan st-bin xp theo ct im bt u : B2 Tn trang d liu: Excel 5+sheet name: TEMP Tn bin: Name of series. : Q P hoc n gin l nhp s 2 ch 2 bin. C mu: Sample to import : Workfile range. 7.Tr thng k m t MworkfilePS1.wf1.MQ.Trngthimcnhcabinl View/Spreadsheet. Cc ty chn khc nh sau: View -> Line graph View -> Bar graph View -> Descriptive statistics -> Histogram and Stats 8.Quan h gia cc bin s Nhm cc bin s thnh mt Group. Gi Ctrl v nhp ln lt vo P, Q. Nhp chut phi, chn as Group. Saukhithnhmtgroup,dngmcnhcagroupnh sau.(View/spreadsheet) Ma trn tng quan: View -> Correlations Ma trn hip phng sai: View -> Covariances 9. thChng ta ang lm vic vi mt group. lu group gm P v Q va kho st trn, ta chn Name v t tn group. Tn c ngh l GROUP01 nhng bn c th t tn khc. 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 : Freeze Lnh ny lu gi mt bn th nguyn dng nh lc chng ta nhp vo lnh Freeze. Khi cc thay i ca d liu khng tc ng ln th. Bn thgc vn c gi nguyn v vn cp nht s thay i ca d liu sau ny. GROUP01: Biu gc FREEZE01: 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. 12. Ni dung ca handout tip theo v Eviews: -To v sa i bin s -Cc tr thng k v kim nh gi thit thng k -Xy dng hm hi quy -Hi quy c iu kin rng buc -Hi quy vi d liu bng - Nu Anh(Ch) hiu k mun bit trc v cc ni dung ny v nhiu ng dng khc na ca Eviews th hy nhp vo: Help Ti liu tham kho: (1) DanielWestbrookAppliedEconometricswithEviews,FulbrightEconomics Teaching Program, 2002. (2) NguynTrngHoi,PhntchsliubngphnmmEviews,Chngtrnhging dy Kinh t Fulbright, 2003. (3) Eviews 4, UserGuide, Quantitative Micro Software, 2000. (4) NguynQuangDong,BitpKinhtlngvistrgipcaphnmmEviews, NXB Khoa hc v k thut, 2002. HNG DN THC HNH TRN PHN MM EVIEWS(2) Bi thc hnh 1 Bi thc hnh ny rn luyn cc k nng sau: n tp li to workfile, to bin trn Eviews, tm tr thng k m t, ma trn tng quan v xy dng m hnh hi quy bi n gin gm: 1 bin c lp nh tnh, 1 bin gi v 1 bin tng tc. Bi thc hnh cng gip Anh(Ch) so snh hai cch xy dng m hnh. D liu trn EXCEL : DATA1.xls l d liu gi nh c 16 quan st theo tng qu t Qu 1 nm 1999 n Qu 4 nm 2003. Q= Sn lng sn phm A, chic. TC=Tng chi ph sn xut trong qu, triu ng. CN = 1 ng vi thi k i mi cng ngh, t qu 4 nm 2001 tr v sau, 0 ng vi qu 3 nm 2001 tr v trc. LD = S lao ng ca cng ty Nu tm thi b qua bin c lp l s lao ng trong ca cng ty, cc m hnh c th c nh sau: M hnh ng nht:TC = |1 + |2Q M hnh song song: TC = |1 + |2Q +|3CN M hnh ng quy: TC = |1 + |2Q +|3(CN*Q) M hnh phn bit: TC = |1 + |2Q +|3CN+|4(CN*Q) Anh(Ch) hy t phn tch ngha ca tng m hnh. 1.To workfile: d liu chui thi gian dng d liu qu File -> New -> Workfile -> Quaterly-> Start date: 2000Q1 & End date: 2003Q4 -> OK. Q i din cho Quarter ~ Qu i din cho cc dng d liu khc l cc k t c gch chn nh trong hnh. Name -> t tn v lu Workfile. 2.Nhp d liu t EXCEL Procs -> Import -> Read Text-Lotus-Excel Look in: Tm file d liu ca Excel (lu l lc ny file Excel phi ang ng). Chng ta ly 3 bin TC, Q v CN, lu l d liu bt u bng C2. Hy b thi gian kim tra xem chng ta nhp d liu ng hay khng. 3.To bin tng tc To bin tng tc bng lnh ca Eviews:nhp vo ca s lnh (Command window) -> Series CNQ = CN*Q -> Enter Series: gii thch lnh l to ra 1 bin. CNQ = CN*Q : Nhp cng thc to ra bin tng tc. Hy b thi gian kim tra li bin tng tc va c to ra. Xong, ng tic nui bin CNQ, hy xa n i. To bin bng menu lnh: Procs -> Generate Series by Equation Nhp cng thc CNQ = CN*Q -> OK. Mt ln na hy kim tra li bin CNQ va c to ra. 4.To Group Chng ta th tm hiu thm mt cch to Group t menu. Objects -> New Object -> Group -> OK. Nhp tn cc bin: Kt qu thu c nh sau: t tn Group l G1. 5.Ly tr thng k m t 6.Ly ma trn tng quan 7.Kim nh tnh nhn qu Q quyt nh TC hay TC quyt nh Q? Nhm TC v Q thnh G2. View Granger Causality -> Chn tc ngtr l 21.

1 S tr c xc nh mt cch p t ch quan, thng thng ngi ta hay chn 2 tr. Kt qu kim quan h nhn qu Granger nh sau: Kt qu ny cho thy c th bc b gi thit cho rng Q khng tc ng nhn qu Granger ln TC vi mc ngha 10% nhng khng th bc b gi thit cho rng TC khng tc ng nhn qu Granger ln Q vi cng mc ngha 10%.2 8.Xy dng m hnh t n gin n tng qut Xut pht tmhnhng nht->Mhnh phn bit.Nguyntcl num hnh va c xy dng c ngha thng k th thm bin. Sau khi thm bin -> xem xt tr thng k v kim nh Wald. -M hnh ng nht : hy xem xt thm mt cch xy dng m hnh

2 Php kim nh nhn qu Granger khng phi lc no cng chng minh c mi quan h nhn qu. Cho nn ngi ta din t quan h c xc lp bng kim nh Granger l nhn qu Granger. Tip tc Kt qu hi quy nh sau: Lu gi m hnh ny: t tn MHDN. M hnh song song: Kt qu m hnh song song nh sau: Thc hin kim nh Wald View -> Coefficient Tests-> Wald Coefficient Restrictions Tip tc c(3) l h s ng vi bin gi CN. Kt qu nh sau: Ta bc b c Ho -> MHSS tt hn MHDN Xt m hnh ng quy Quick -> Estimate Equation Kt qu nh sau Lu m hnh vi tn MHDQ. Kim nh Wald Kt qu cho thy MHDQ tt hn MHDN. So snh MHSS v MHDQ: Cha c s so snh. CN v CNQ u tt, ti sao khng chng trong cng 1 m hnh. M hnh phn bit: Kim nh Wald: So snh MHPB v MHSS So snh MHPB v MHDQ So snh MHPB v MHDN 9.Xy dng m hnh t tng qut n n gin Nhp thm bin LD vo workfile: Procs -> Look in : tm Workbook DATA1 -> Open Tr thng k ca LD nh sau: Xy dng m hnh tng qut nh sau: TC = |1 + |2Q + |3CN + |4(CNQ) + |5LD Kt qu hi quy nh sau bin thin CV = Std.Dev. /Mean = 0,03 Bin LD qu n nh. Chng ta d on bin LD s c ngha thng k thp. Nhn xt tr thng k ca MHTQ so vi MHPB. Anh(Ch) c thy R2 tng nhng R2 hiu chnh li gim? C phi chng ta va thm mt bin khng ph hp vo m hnh? Kim nh Wald: Kim nh Wald khng bc b c Ho. Vy chng ta nn loi bin LDra khi m hnh. SaukhiloibLD,chngtaclngMHPBvxcnhc MHPB l m hnh tt nht. Hy so snh hai cch xy dng m hnh, cch no ph hp vi Anh(Ch). Bi thc hnh s 2: Dng hm s Xt quan h gia sn lng theo vn u t v lao ng trong ngnh cng nghip ch to ca i Loan t nm 1958 n nm 1972 (15 quan st).3 Q = Tng sn phm, triu $ NT gi thc 1958 K = Vn u t, triu $ NT gi thc 1958 L= S nhn cng trong ngnh, ngn ngi. S liu c nhp sn bai 2.wfl 1.Hi quy tuyn tnh: Q = |1 + |2K + |3L t tn l TT, nhn xt. 2.Hi quy log kp: ln(Q) = |1 + |2ln(K) + |3ln(L) C hai cch hi quy vi bin log: a.Khi to bin log ri hi quy trn cc bin ny Quick( hocProcs) -> Generate Series : LNQ = LOG(Q) Quick( hocProcs) -> Generate Series : LNK = LOG(K) Quick( hocProcs) -> Generate Series : LNL = LOG(L) Hi quy : Quick -> Estimate Equation: LNQ C LNK LNL Thc hin hi quy xong hy t tn CD1 lu gi kt qu. b.To bin log ngay trong phng trnh hi quy. Quick -> Estimate Equation: LOG(Q) C LOG(K) LOG(L) t tn l CD2, nhn xt v kt qu ca CD1 v CD2. Gi CD1 v CD2 u l CD. So snh TT v CD. 3.Kim nh tnh a cng tuyn a.Nhn xt v tnh a cng tuyn ca K v L (LNK v LNL) bng li.b.Xt ma trn tng quan ca K v L (LNK v LNL) Hy ch h s tng quan gia K v L.

3 Ngun s liu: Gujarati, Excercise 7.18 - Basic Econometrics 3rd, Mc GrawHill Inc, 1995 Hy ch h s tng quan gia LNK v LNL Vy tn ti a cng tuyn khng hn l lm cho tr thng k t nh. c.Php th chnh thc Khngcphpthchnhthccchpnhnrngri.DoEviews khng cung cp cho chng ta cc php kim nh ny. Bi thc hnh s 3: a cng tuyn D liu bai 3.wfl.4 D liu nm t 1928 n 1950. CONS = tiu dng ca Hoa K W= Thu nhp t lng P= Thu nhp t phi nng nghip v khc lng A= Thu nhp t nng nghip Kt qu hi quy nh sau:

4 S liu nhp li t ngun : Table 13.1 The Klein-Golberger Data,William E.Griffith et al, Learning and Practicing Econometrics, John Willey & Sons Inc, 1993. 1.S bt hp l ca kt qu c lng c tho lun trn lp. 2.Nhn nh tnh a cng tuyn bng ma trn tng quan M Group G1 -> View -> Correlations 3.Khngcphpthchnhthcvphng php khcphcchnhthc cho hin tng a cng tuyn. Bi thc hnh 4: Phng sai ca sai s thay i Dliubai4.wflcmulmclngvthmninca222gios 7 trngi hc ca Hoa K.5 Salary= Lng ca mt gio s i hc Years = Thm nin ging dy sau ly bng tin s

5 DATA 3-11, Ramanathan. 1.Thc hin hi quy bng Eviews Hy nhn xt v tr thng k v lp lun v phng sai ca sai s. 2.Kim tra phng sai ca sai s thay i 3.Php kim nh chnh thc Kt qu kim nh White nh sau Hy nhn xt v tnh t tng quan. 4.Weighted Least Squares Procs -> Estimation Specication -> Options -> Weighted LS/TSLS: YEARS -> OK -> OK. Kt qu nh sau: Hy nhn xt tr thng k ca m hnh WLS v m hnh LS. Bi thc hnh 5: Hin tng t tng quan Bai 5.wfl cha d liu v doanh thu v li nhun ca ngnh cng nghip ch to ca Hoa K t nm 1974 n 19946. 1.c lng m hnh : Profits = |1 + |2Sales 2.Xem xt th phn d. 3.Kim nh LM

6 DATA 9-4 Ramanathan. Kt qu kim nh nh sau: Kt qu kim nh ny cho thy c hin tng tng quan chui. 4.Khc phc tng quan chui:Vic khc phc tng quan chui kh phc tp v c l thuyt v thc hnh. Trong chng trnh chng ta cha xt n(TSLS, ARCH, GMM,..). Li kt: -Xy dng m hnh hi quy l vic lm rt tn thi gian v cng sc. -Trongqutrnhxydngmhnhlunphicnnhcnghakinh t(tichnh,xhi)cabinsvtnhhplcaquytrnhxy dng m hnh. -Tathnggpcchintngacngtuyn,phngsaicasais thayivttngquantrongccmohnhhiquynhngkhng phi lc no chng cng nghim trng. -Hin tng a cng tuyn c th xy ra bt c loi d liu no. -Hintngphngsaicasaisthayithng xyraivid liu cho. -Hintngtngquanchuithngxyratrndliuchuithi gian. -NhclilEviewscungcprtnhucngccithinmhnh nhng chng ta phi bit mnh ang lm g. C HIU KT QU HI QUY DATA 3.3(Ramanathan) c d liu v chi ph nghin cu pht trin v s lng sng ch c ng k Hoa K.S quan st = 34, t 1960 n 1993 PATENTS = S lng ng k sng ch, ngn sng ch R&D = Chi cho nghin cu & pht trin, $US c nh nm 1992 Phng trnh hi quy c xy dng nh sau: PATENTS = |1 + |2*R&D A. KT QU HI QUY BNG EXCELSUMMARY OUTPUT Regression Statistics Multiple R0,926858 R Square0,859065 Adjusted R Square0,854661 Standard Error11,17237 Observations34 ANOVA dfSSMSFSignificance F Regression124347,1424347,14195,05513,64E-15 Residual323994,3124,8219 Total3328341,44 CoefficientsStandard Errort StatP-valueLower 95%Upper 95% Intercept34,571066,3578735,4375215,56E-0621,6205147,52162 R&D0,7919350,05670413,966213,64E-150,6764340,907436 Cch trnh by kt qu hi quy c chp nhn rng ri7 nh sau: PATENTS = 34,57 + 0,79*R&D t(5,43)(13,97) R2 = 0,859 2R= 0,854 F = 195 Mt s nh kinh t li trnh by kt qu hi quy nh sau PATENTS = 34,57 + 0,79*R&D p(0,000)(0,000) R2 = 0,859 2R= 0,854 P(F) = 0,000 Regression statistics = Tr thng k ca hi quy Multiple R = 2RR Square = R2 Adjusted R Square = 2RStandard error = co- lch chun ca sai s hi quyObservations = n - S quan st ANOVA k = S h s trong m hnh hi quy df = Degrees of freedom Bc t doSS = Sum of squares Tng bnh phng MS = Mean of squares Trung bnh ca tng bnh phng MS = SS/df df(Regression)= k 1df(Residual) = n k df(Total) = n 1 SS(Regression) = ESSExplained Sum of Squares

7 Chun SS(Residual) = RSSResidual Sum of Squares SS(Total) = TSSTotal Sum of Squares MS(Regression) = ESS/(k-1) MS(Residual) = RSS/(n-k) ) k n /( RSS) 1 k /( ESSF=Tr thng k F Significance F =Gi tr p ca F~Mc ngha chnh xc ca tr thng k F Coefficients ~ |1 ; |2H s hi quy B. KT QU HI QUY BNG EVIEWS Dependent Variable: PATENTS Method: Least Squares Date: 03/11/04 Time: 16:04 Sample: 1960 1993 Included observations: 34 VariableCoefficientStd. Errort-StatisticProb. C34.571066.3578735.4375210.0000 R_D0.7919350.05670413.966210.0000 R-squared0.859065 Mean dependent var119.2382 Adjusted R-squared0.854661 S.D. dependent var29.30583 S.E. of regression11.17237 Akaike info criterion7.721787 Sum squared resid3994.300 Schwarz criterion7.811573 Log likelihood-129.2704 F-statistic195.0551 Durbin-Watson stat0.233951 Prob(F-statistic)0.000000 Cch trnh by kt qu hi quy c th hin phn gii thch kt qu ca EXCEL. Mean dependent var= Gi tr trung bnh ca bin ph thuc S.D. dependent var= lch chun ca bin ph thuc S.E of regression = lch chun ca sai s hi quy Sum squared resid= RSS F-statistic= Tr thng k F Prob(F-statistic) = Gi tr p ca F Cc tr thng k sau nm ngoi khun kh ca gio trnh Akaike info criterion AIC |.|

\|=nk1nRSSAICAIC dng nhn xt v thch hp ca m hnh hi quy tng t nh R2 nhng li theo hng AIC cng nh cng tt (khng khuyn khch s dng trong lp kinh t lng ny). Schwarz criterion Schwarz =nknnRSS|.|

\| Schwarz c s dng tng t nh AIC. Log likelihood=Logarit ca hm Likelihood ( )22RSS2 ln n ln n LnLo t o = Likelihood l mt phng php c lng h s hi quy, nm ngoi gio trnh. Durbin-Watson stat= Tr thng k d ( )===n1 t2tn1 t21 t tee ed Anh(Ch) s c hc tr thng k d chng hc sau, tr thng k d kim nh hin tng t tng quan. C. KT QU HI QUY TRN SPSS Lnh : Analyze -> Regression -> Linear Regression Variables Enter ed/RemovedbR&Da, EnterModel1VariablesEnteredVariablesRemoved MethodAll requested variables entered.a. Dependent Variable: PATENTSb. Mt s thut ng l Predictor= Bin d bo Unstandardized Coefficients = Cc h s hi quy i vi bin cha chun ha y l h s hi quy m ta xt hai phn mm trn.Standardized Coefficients = H s hi quy i vi bin s chun ha Khng xt trong gio trnh ny. Ch cch th hin s thp phn ca M: .792 =0.792 EXCEL Trong Microsoft Office ca Microft, mun thc hin hi quy phi Add-In chng trnh Data Analysis. EVIEWS Ca Quantitative Micro Software. SPSS Ca SPSS Inc, SPSS: Statistic Package for Social Science. Model Summary,927a,859 ,855 11,172Model1R R SquareAdjustedR SquareStd. Error ofthe EstimatePredictors: (Constant), R&Da. ANOVAb24347,140 1 24347,140 195,055 ,000a3994,300 32 124,82228341,440 33RegressionResidualTotalModel1Sum ofSquares df Mean Square F Sig.Predictors: (Constant), R&Da. Dependent Variable: PATENTSb. Coefficientsa34,571 6,358 5,438 ,000,792 ,057 ,927 13,966 ,000(Constant)R&DModel1B Std. ErrorUnstandardizedCoef f icientsBetaStandardizedCoef f icientst Sig.Dependent Variable: PATENTSa.