Kiể Tra Tính Dừng Của Biến Lngdp

Tiếng Anh

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PHỤ LỤC

KẾT QUẢ CHẠY MÔ HÌNH 1 (ĐẦU TƯ CÔNG VÀ TĂNG TRƯỞNG)

Phụ lục 1: Kiể tra tính dừng của biến LNGDP

Null Hypothesis: LNGDP has a unit root

Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=12)
		t-Statistic		Prob.*
Augmented Dickey-Fuller test statistic		-11.17175		0.0000
Test critical values:	1% level	-3.495021
	5% level	-2.889753
	10% level	-2.581890
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNGDP)
Method: Least Squares
Date: 03/29/20 Time: 16:40
Sample (adjusted): 1994Q2 2019Q4
Included observations: 103 after adjustments
Variable	Coefficient	Std. Error	t-Statistic	Prob.
LNGDP(-1)	-1.133523	0.101463	-11.17175	0.0000
C	14.67394	1.313514	11.17151	0.0000
R-squared	0.552717	Mean dependent var		0.009136
Adjusted R-squared	0.548289	S.D. dependent var		0.711668
S.E. of regression	0.478308	Akaike info criterion		1.382103
Sum squared resid	23.10663	Schwarz criterion		1.433262
Log likelihood	-69.17829	Hannan-Quinn criter.		1.402824
F-statistic	124.8080	Durbin-Watson stat		1.919203
Prob(F-statistic)	0.000000

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Phụ lục 2: Kiể tra tính dừng của biến LNIG

Null Hypothesis: LNIG has a unit root

Exogenous: Constant
Lag Length: 12 (Automatic - based on SIC, maxlag=12)
		t-Statistic		Prob.*
Augmented Dickey-Fuller test statistic		-0.226936		0.9301
Test critical values:	1% level	-3.503879
	5% level	-2.893589
	10% level	-2.583931
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNIG)
Method: Least Squares
Date: 04/02/20 Time: 00:29
Sample (adjusted): 1997Q2 2019Q4
Included observations: 91 after adjustments
Variable	Coefficient	Std. Error	t-Statistic	Prob.
LNIG(-1)	-0.004545	0.020028	-0.226936	0.8211
D(LNIG(-1))	-0.060700	0.104358	-0.581657	0.5625
D(LNIG(-2))	-0.110247	0.104608	-1.053904	0.2952
D(LNIG(-3))	-0.093834	0.105805	-0.886853	0.3779
D(LNIG(-4))	0.010558	0.115654	0.091292	0.9275
D(LNIG(-5))	-0.083427	0.103778	-0.803897	0.4239
D(LNIG(-6))	-0.084991	0.104077	-0.816613	0.4167
D(LNIG(-7))	-0.084130	0.104464	-0.805351	0.4231
D(LNIG(-8))	0.163337	0.109273	1.494756	0.1391
D(LNIG(-9))	-0.094283	0.109227	-0.863182	0.3907
D(LNIG(-10))	-0.051654	0.109035	-0.473741	0.6370
D(LNIG(-11))	-0.062583	0.108806	-0.575181	0.5668
D(LNIG(-12))	0.587475	0.153885	3.817624	0.0003
C	0.080749	0.206335	0.391348	0.6966
R-squared	0.792352	Mean dependent var		0.035262
Adjusted R-squared	0.757295	S.D. dependent var		0.263732
S.E. of regression	0.129928	Akaike info criterion		-1.103040
Sum squared resid	1.299852	Schwarz criterion		-0.716754

Log likelihood

64.18832	Hannan-Quinn criter.	-0.947198
F-statistic	22.60157	Durbin-Watson stat	1.880842
Prob(F-statistic)	0.000000

Null Hypothesis: D(LNIG) has a unit root

Exogenous: Constant
Lag Length: 7 (Automatic - based on SIC, maxlag=8)
		t-Statistic		Prob.*
Augmented Dickey-Fuller test statistic		-3.208345		0.0225
Test critical values:	1% level	-3.500669
	5% level	-2.892200
	10% level	-2.583192
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNIG,2)
Method: Least Squares
Date: 03/29/20 Time: 16:41
Sample (adjusted): 1996Q2 2019Q4
Included observations: 95 after adjustments
Variable	Coefficient	Std. Error	t-Statistic	Prob.
D(LNIG(-1))	-1.332289	0.415257	-3.208345	0.0019
D(LNIG(-1),2)	0.189059	0.375247	0.503827	0.6157
D(LNIG(-2),2)	0.020974	0.337705	0.062108	0.9506
D(LNIG(-3),2)	-0.173088	0.300414	-0.576164	0.5660
D(LNIG(-4),2)	0.095566	0.267417	0.357367	0.7217
D(LNIG(-5),2)	-0.075134	0.214910	-0.349607	0.7275
D(LNIG(-6),2)	-0.208476	0.164318	-1.268739	0.2080
D(LNIG(-7),2)	-0.360645	0.106038	-3.401087	0.0010
C	0.040516	0.019817	2.044440	0.0440
R-squared	0.916745	Mean dependent var		0.002598
Adjusted R-squared	0.909000	S.D. dependent var		0.461486
S.E. of regression	0.139213	Akaike info criterion		-1.015680
Sum squared resid	1.666701	Schwarz criterion		-0.773733
Log likelihood	57.24479	Hannan-Quinn criter.		-0.917915

F-statistic

118.3707	Durbin-Watson stat	1.891910
Prob(F-statistic)	0.000000

Phụ lục 3: Kiể tra tính dừng của biến LNIP

Null Hypothesis: LNIP has a unit root

Exogenous: Constant
Lag Length: 4 (Automatic - based on SIC, maxlag=12)
		t-Statistic		Prob.*
Augmented Dickey-Fuller test statistic		0.210760		0.9720
Test critical values:	1% level	-3.497727
	5% level	-2.890926
	10% level	-2.582514
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNIP)
Method: Least Squares
Date: 04/02/20 Time: 00:29
Sample (adjusted): 1995Q2 2019Q4
Included observations: 99 after adjustments
Variable	Coefficient	Std. Error	t-Statistic	Prob.
LNIP(-1)	0.002216	0.010516	0.210760	0.8335
D(LNIP(-1))	-0.245086	0.082621	-2.966370	0.0038
D(LNIP(-2))	-0.198015	0.082392	-2.403326	0.0182
D(LNIP(-3))	-0.260179	0.083613	-3.111707	0.0025
D(LNIP(-4))	0.639057	0.085305	7.491400	0.0000
C	0.022646	0.102608	0.220701	0.8258
R-squared	0.752535	Mean dependent var		0.045124
Adjusted R-squared	0.739230	S.D. dependent var		0.231802
S.E. of regression	0.118371	Akaike info criterion		-1.371289
Sum squared resid	1.303094	Schwarz criterion		-1.214009
Log likelihood	73.87882	Hannan-Quinn criter.		-1.307654
F-statistic	56.56206	Durbin-Watson stat		1.852039
Prob(F-statistic)	0.000000