# Kết Quả Iể Định Unit Root Test Của Hình 1

Excluded

 Chi-sq df Prob. LNGDP 2.753729 5 0.7379 LNIG 31.31257 5 0.0000 LNIP 9.248288 5 0.0996 LNLAB 12.96796 5 0.0237 All 139.5025 20 0.0000 Dependent variable: LNLAB Excluded Chi-sq df Prob. LNGDP 6.414567 5 0.2679 LNIG 10.93993 5 0.0526 LNIP 3.248460 5 0.6617 LNIF 12.40875 5 0.0296 All 32.24058 20 0.0408

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Phụ lục 12: Kết quả iể định Unit root test của hình 1

Inverse Roots of AR Characteristic Polynomial

1.5

1.0

0.5

0.0

-0.5

-1.0

-1.5

-1.5 -1.0 -0.5 0.0 0.5 1.0 1.5

VAR Residual Serial Correlation LM Tests

 Date: 03/29/20 Time: 16:56 Sample: 1994Q1 2019Q4 Included observations: 99 Null hypothesis: No serial correlation at lag h Lag LRE* stat df Prob. Rao F-stat df Prob. 1 18.95836 25 0.7991 0.751611 (25, 239.3) 0.7997 2 21.32930 25 0.6741 0.849669 (25, 239.3) 0.6750 3 23.23609 25 0.5638 0.929205 (25, 239.3) 0.5648 4 33.31852 25 0.1233 1.359971 (25, 239.3) 0.1240 5 23.48455 25 0.5493 0.939614 (25, 239.3) 0.5503 6 17.42584 25 0.8658 0.688720 (25, 239.3) 0.8662 Null hypothesis: No serial correlation at lags 1 to h Lag LRE* stat df Prob. Rao F-stat df Prob. 1 18.95836 25 0.7991 0.751611 (25, 239.3) 0.7997 2 37.04609 50 0.9130 0.725314 (50, 272.4) 0.9145 3 69.37608 75 0.6614 0.914059 (75, 262.9) 0.6722 4 101.0729 100 0.4512 1.005095 (100, 243.7) 0.4786 5 119.9544 125 0.6107 0.935361 (125, 221.5) 0.6575 6 136.3518 150 0.7807 0.859119 (150, 198.0) 0.8363 *Edgeworth expansion corrected likelihood ratio statistic.

VAR Residual Heteroskedasticity Tests (Levels and Squares)

 Date: 03/29/20 Time: 16:57 Sample: 1994Q1 2019Q4 Included observations: 99 Joint test: Chi-sq df Prob. 763.6912 750 0.3562 Individual components: Dependent R-squared F(50,48) Prob. Chi-sq(50) Prob. res1*res1 0.579450 1.322723 0.1662 57.36552 0.2209 res2*res2 0.693110 2.168158 0.0040 68.61790 0.0413 res3*res3 0.633155 1.656910 0.0406 62.68235 0.1075 res4*res4 0.642728 1.727028 0.0297 63.63007 0.0932 res5*res5 0.539386 1.124173 0.3426 53.39917 0.3450 res2*res1 0.612170 1.515311 0.0752 60.60483 0.1447 res3*res1 0.544975 1.149776 0.3144 53.95257 0.3258 res3*res2 0.654897 1.821776 0.0194 64.83477 0.0774 res4*res1 0.611293 1.509726 0.0771 60.51799 0.1465 res4*res2 0.665621 1.910990 0.0129 65.89644 0.0653 res4*res3 0.631216 1.643147 0.0431 62.49034 0.1106 res5*res1 0.549480 1.170873 0.2923 54.39856 0.3107 res5*res2 0.475417 0.870023 0.6868 47.06624 0.5918 res5*res3 0.443991 0.766592 0.8230 43.95516 0.7134 res5*res4 0.416873 0.686296 0.9050 41.27040 0.8056

P >0,05

Response to Cholesky One S.D. (d.f. adjusted) Innovations ± 2 S.E.

Response of LNIG to LNGDP

.02

Response of LNIP to LNGDP

.00 -.02

-.02 -.04

-.04

-.06

-.06

-.08

1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10

Response of LNIF to LNGDP Response of LNLAB to LNGDP

.06

.04

.003

.002

.001

.02

.00

-.02

1 2 3 4 5 6 7 8 9 10

.000

-.001

-.002

-.003

1 2 3 4 5 6 7 8 9 10

Response to Cholesky One S.D. (d.f. adjusted) Innovations ± 2 S.E.

.02

.00

-.02

-.04

Response of LNIG to LNGDP

.00

-.02

-.04

-.06

Response of LNIP to LNGDP

-.06 -.08

-.08

2 4 6 8 10 12 14 16 18 20

-.10

2 4 6 8 10 12 14 16 18 20

Response of LNIF to LNGDP Response of LNLAB to LNGDP

.06 .002

.04

.02

.00

.000

-.002

-.02

2 4 6 8 10 12 14 16 18 20

-.004

2 4 6 8 10 12 14 16 18 20

Phụ lục 16: Kết quả Phân rã phương sai của hình 1

Variance Decomposition of LNGDP:

 Period S.E. LNGDP LNIG LNIP LNIF LNLAB 1 0.430182 100.0000 0.000000 0.000000 0.000000 0.000000 2 0.451744 94.40479 4.293670 0.337965 0.268314 0.695264 3 0.465983 90.02273 4.035590 4.768321 0.324507 0.848848 4 0.479374 87.09677 3.849753 7.422700 0.381966 1.248812 5 0.510074 82.78857 4.536425 9.509937 0.547452 2.617619 6 0.522054 79.40901 5.030972 9.383964 0.524754 5.651304 7 0.525822 78.82663 5.106370 9.853283 0.565744 5.647973 8 0.531322 78.22911 5.131503 10.26888 0.554651 5.815856 9 0.536106 76.83935 5.915741 10.50809 0.556756 6.180069 10 0.539141 76.15584 6.646661 10.39233 0.665623 6.139552 11 0.539435 76.07418 6.644319 10.44597 0.668663 6.166873 12 0.540267 75.90716 6.636950 10.49955 0.667888 6.288455 13 0.540529 75.88902 6.645823 10.50093 0.681093 6.283133 14 0.541000 75.83865 6.706624 10.48266 0.682314 6.289757 15 0.541166 75.83468 6.702620 10.48644 0.686944 6.289316 16 0.541212 75.82188 6.701510 10.48634 0.690373 6.299897 17 0.541329 75.78927 6.698654 10.48864 0.704396 6.319046 18 0.541497 75.76205 6.694928 10.48436 0.726530 6.332138 19 0.541587 75.74725 6.695458 10.48109 0.726800 6.349400 20 0.541633 75.74210 6.698903 10.48258 0.726785 6.349637 Variance Decompositi on of LNIG: Period S.E. LNGDP LNIG LNIP LNIF LNLAB 1 0.109802 8.322243 91.67776 0.000000 0.000000 0.000000 2 0.149738 10.37136 88.82023 0.337386 0.451845 0.019180 3 0.177771 12.34271 85.62665 0.770162 1.183329 0.077153 4 0.196704 13.83078 82.60690 1.539184 1.355528 0.667604 5 0.210430 13.24481 77.99335 5.227864 2.320459 1.213520 6 0.222413 13.95347 73.42266 7.644088 2.738193 2.241594 7 0.233410 14.63473 69.27546 10.22141 2.734544 3.133847 8 0.242099 15.51618 66.13260 11.98423 2.757191 3.609800 9 0.258889 16.45443 61.42109 13.22230 4.131431 4.770748

10

 0.270367 17.08762 59.40615 13.70005 4.482642 5.323537 11 0.280458 18.12267 57.60114 14.51316 4.304941 5.458096 12 0.287003 18.79230 56.75546 14.85824 4.165945 5.428058 13 0.298439 18.79766 55.55107 15.30918 4.645908 5.696192 14 0.306537 19.12753 54.95772 15.71655 4.610907 5.587294 15 0.313611 19.53889 54.30220 16.29852 4.405393 5.454993 16 0.319052 19.95545 53.72225 16.75104 4.272118 5.299147 17 0.328274 20.01929 52.89501 17.46413 4.297687 5.323879 18 0.335506 20.27899 52.43350 17.99945 4.129211 5.158842 19 0.342126 20.59811 51.64799 18.70695 4.032958 5.013996 20 0.347074 20.88315 51.01152 19.17708 4.031151 4.897100 Variance Decompositi on of LNIP: Period S.E. LNGDP LNIG LNIP LNIF LNLAB 1 0.095863 4.197081 39.06436 56.73856 0.000000 0.000000 2 0.130175 7.635345 37.59754 54.07418 0.436453 0.256483 3 0.166000 15.23532 33.74125 48.72068 1.812403 0.490349 4 0.189085 18.28974 31.90442 46.82483 2.597517 0.383493 5 0.216063 20.27330 28.08601 48.34930 2.019654 1.271733 6 0.234699 21.80235 26.90740 47.84742 1.721327 1.721501 7 0.251458 22.38331 25.61410 47.92517 1.728242 2.349176 8 0.263722 23.11667 24.94882 47.73510 1.855695 2.343709 9 0.279098 23.27042 25.34598 46.76225 1.698019 2.923332 10 0.291879 23.64898 25.93159 45.98822 1.567350 2.863859 11 0.304231 24.11518 25.76318 45.65607 1.653223 2.812353 12 0.314619 24.51625 25.71406 45.25437 1.854947 2.660378 13 0.328114 24.46624 26.03850 44.99413 1.713614 2.787518 14 0.339850 24.61087 26.39737 44.67592 1.630163 2.685688 15 0.351226 24.78756 26.31653 44.53178 1.757800 2.606325 16 0.360607 24.98526 26.14594 44.40718 1.953578 2.508048 17 0.372897 24.94074 26.34392 44.26412 1.829741 2.621473 18 0.383616 25.03793 26.55212 44.09868 1.758354 2.552920 19 0.394012 25.18453 26.38770 44.07229 1.856051 2.499428 20 0.402606 25.35914 26.19694 43.99885 2.006212 2.438859 Variance Decompositi on of LNIF: Period S.E. LNGDP LNIG LNIP LNIF LNLAB

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