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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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