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thu được từ kết quả mô hình hồi quy như sau:
Obs Actual Fitted Residual Residual Plot
1993
0.0173486383
346131
0.4306731020
46038
-
0.4133244637
11425 |* . | . |
1994
0.7132438822
59068
0.6116741768
00107
0.1015697054
58961 | . | * . |
1995
0.9384435365
15288
0.7671757684
64326
0.1712677680
50963 | . | *. |
1996
0.9984235614
12677
0.6974799463
94981
61913 | . | * . |
2001
0.8962920853
67465
0.8856384445
27396
0.0106536408
400695 | . * . |
2002
0.9520439015
79973
1.0390101638
1
-
0.0869662622
300238 | . * | . |
2003
0.9745596399
98131
1.1420290239
7052
-
0.1674693839
7239 | .* | . |
2004
1.0481958027
5409
1.2847080324
7382
-
0.1651878038
66241 | . | *. |
2009
2.3025850929
9405
2.1267960945
0924
0.1757889984
84804 | . | *. |
2010
2.3978952727
9837
2.3206500434
8613
0.0772452293
12239 | . | * . |
2011
2.3978952727
9837
2.6054231682
7067
-
0.2075278954
72299 | * | . |
2012
2.3570732782
7812
2.3678566449
7658
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Báo cáo 2:
Dependent Variable: LOG(X2)
Method: Least Squares
Date: 03/16/14 Time: 11:17
Sample: 1993 2012
Included observations: 20
Variable Coefficient Std. Error t-Statistic Prob.
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Báo cáo 3:
Dependent Variable: LOG(Y)
Method: Least Squares
Date: 03/16/14 Time: 14:17
Sample: 1993 2012
Included observations: 20
Variable Coefficient Std. Error t-Statistic Prob.
LOG(X2) 0.680702 0.068561 9.928446 0.0000
C -7.059518 0.848733 -8.317713 0.0000
R-squared 0.845592 Mean dependent var 1.342710
Adjusted R-squared 0.837013 S.D. dependent var 0.714563
S.E. of regression 0.288480 Akaike info criterion 0.446259
Sum squared resid 1.497976 Schwarz criterion 0.545833
Log likelihood -2.462594 F-statistic 98.57404
Durbin-Watson stat 0.531668 Prob(F-statistic) 0.000000
Báo cáo 4:
Dependent Variable: LOG(Y)
Method: Least Squares
Date: 03/16/14 Time: 14:19
Sample: 1993 2012
Included observations: 20
Variable Coefficient Std. Error t-Statistic Prob.
X3 0.117173 0.065582 1.786654 0.0908
C 0.196587 0.659090 0.298270 0.7689
R-squared 0.150628 Mean dependent var 1.342710
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White Heteroskedasticity Test:
F-statistic 0.860619 Prob. F(5,14) 0.530845
Obs*R-squared 4.702042 Prob. Chi-Square(5) 0.453314
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F-statistic 1.071934 Prob. F(2,15) 0.367171
Obs*R-squared 2.501032 Prob. Chi-Square(2) 0.286357
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 03/16/14 Time: 19:57
Sample: 1993 2012
Included observations: 20
Presample missing value lagged residuals set to zero.
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Date: 03/16/14 Time: 20:33
Sample: 1993 2012
Included observations: 20
Variable Coefficient Std. Error t-Statistic Prob.
LOG(X2) 0.424416 1.107162 0.383336 0.7068
X3 0.048445 0.151548 0.319665 0.7536
C -4.691175 13.54798 -0.346264 0.7340
FITTED^2 0.230686 1.185700 0.194557 0.8484
FITTED^3 -0.045117 0.256133 -0.176146 0.8625
R-squared 0.914889 Mean dependent var 1.342710
Adjusted R-squared 0.892193 S.D. dependent var 0.714563
S.E. of regression 0.234620 Akaike info criterion 0.150616
Sum squared resid 0.825696 Schwarz criterion 0.399549
Log likelihood 3.493843 F-statistic 40.31009
Durbin-Watson stat 1.132875 Prob(F-statistic) 0.000000
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Series: Residuals
Sample 1993 2012
Observations 20
Mean -6.66e-16
Median 0.043949
Maximum 0.300944
Minimum -0.413324
Std. Dev. 0.208777
Skewness -0.241864
Kurtosis 1.981465
Jarque-Bera 1.059505
Probability 0.588751
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