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



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