Tác động của đầu tư công đến tăng trưởng kinh tế và lạm phát tại Việt Nam - 30


Excluded

Chi-sq

df

Prob.

INF

12.70158

5

0.0263

LNIG

7.824729

5

0.1662

LNIP

12.32214

5

0.0306

LNOILP

14.91563

5

0.0107

All

53.45965

20

0.0001


Dependent variable: LNOILP

Excluded

Chi-sq

df

Prob.

INF

17.94174

5

0.0030

LNIG

11.33502

5

0.0451

LNIP

9.335373

5

0.0964

LNLCU

5.006281

5

0.4151

All

33.58565

20

0.0291

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Tác động của đầu tư công đến tăng trưởng kinh tế và lạm phát tại Việt Nam - 30


VAR Granger Causality/Block Exogeneity Wald Tests

Date: 03/29/20 Time: 17:15

Sample: 1994Q1 2019Q4

Included observations: 99


Dependent variable: INF




Excluded

Chi-sq

df

Prob.

LNIG

2.178317

5

0.8240

LNIP

3.634989

5

0.6031

LNLCU

7.950946

5

0.1590

LNOILP

2.331880

5

0.8016

All

28.45998

20

0.0989


Dependent variable: LNIG

Excluded

Chi-sq

df

Prob.

INF

3.751765

5

0.5857



LNIP

17.30113

5

0.0040

LNLCU

5.614348

5

0.3456

LNOILP

0.567609

5

0.9894

All

34.47892

20

0.0231


Dependent variable: LNIP

Excluded

Chi-sq

df

Prob.

INF

3.212994

5

0.6672

LNIG

1.844089

5

0.8703

LNLCU

6.519100

5

0.2589

LNOILP

3.425272

5

0.6347

All

15.95388

20

0.7195


Dependent variable: LNLCU

Excluded

Chi-sq

df

Prob.

INF

12.70158

5

0.0263

LNIG

7.824729

5

0.1662

LNIP

12.32214

5

0.0306

LNOILP

14.91563

5

0.0107

All

53.45965

20

0.0001


Dependent variable: LNOILP

Excluded

Chi-sq

df

Prob.

INF

17.94174

5

0.0030

LNIG

11.33502

5

0.0451

LNIP

9.335373

5

0.0964

LNLCU

5.006281

5

0.4151

All

33.58565

20

0.0291


Phụ lục 20: Kết quả iể định Unit root test của hình 2


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


Phụ lục 21: Kết quả iể định tự tương quan của phần dư cho của hình 2


VAR Residual Serial Correlation LM Tests

Date: 03/29/20 Time: 17:16

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

28.10790

25

0.3029

1.135188

(25, 239.3)

0.3040

2

28.46612

25

0.2868

1.150493

(25, 239.3)

0.2879

3

21.55332

25

0.6614

0.858982

(25, 239.3)

0.6623

4

57.84710

25

0.0002

2.483191

(25, 239.3)

0.0002

5

34.35429

25

0.1005

1.405213

(25, 239.3)

0.1012

6

14.77268

25

0.9465

0.580746

(25, 239.3)

0.9467


Null hypothesis: No serial correlation at lags 1 to h

Lag

LRE* stat

df

Prob.

Rao F-stat

df

Prob.

1

28.10790

25

0.3029

1.135188

(25, 239.3)

0.3040

2

58.88778

50

0.1823

1.197400

(50, 272.4)

0.1858

3

116.1126

75

0.0016

1.660703

(75, 262.9)

0.0019

4

139.3916

100

0.0057

1.486538

(100, 243.7)

0.0073

5

159.7350

125

0.0196

1.343983

(125, 221.5)

0.0285

6

206.5144

150

0.0015

1.500400

(150, 198.0)

0.0038

*Edgeworth expansion corrected likelihood ratio statistic.




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

Response of LNIG to INF Response of LNIP to INF


.04 .04


.00 .00



-.04

-.04



-.08


2 4 6 8 10 12 14 16 18 20

-.08


2 4 6 8 10 12 14 16 18 20


Response of LNLCU to INF Response of LNOILP to INF


.10

.2

.05


.00

.1

-.05


-.10

.0

-.15


-.20


2 4 6 8 10 12 14 16 18 20


-.1


2 4 6 8 10 12 14 16 18 20


Variance Decompositi on of INF:







Period

S.E.

INF

LNIG

LNIP

LNLCU

LNOILP

1

2.630049

100.0000

0.000000

0.000000

0.000000

0.000000

2

3.763251

97.71822

0.070816

0.777408

0.429939

1.003612

3

4.398079

94.02053

0.919391

1.265015

2.817122

0.977941

4

4.764620

86.27103

2.728422

1.081112

9.054138

0.865298

5

4.975136

80.66648

2.533652

2.501220

13.50493

0.793718

6

5.138861

75.89045

2.378035

4.846457

16.08233

0.802726

7

5.246076

73.04341

2.359333

6.254825

17.53449

0.807936

8

5.333861

70.75849

2.306929

6.744970

19.36178

0.827827

9

5.418288

68.80268

3.032188

7.122458

20.20015

0.842523

10

5.466396

67.67046

3.586432

7.266401

20.63129

0.845417

11

5.498726

66.96144

3.998773

7.449429

20.68881

0.901546

12

5.524385

66.39376

4.142793

7.554836

20.95693

0.951683

13

5.564267

65.51482

4.729364

7.720800

21.05057

0.984446

14

5.584536

65.04039

4.996165

7.808756

21.15729

0.997399

15

5.596430

64.76423

5.224901

7.866675

21.14199

1.002211

16

5.606875

64.53829

5.281146

7.925249

21.22707

1.028238

17

5.628121

64.06535

5.596582

8.072342

21.21710

1.048627

18

5.638858

63.89594

5.731256

8.122479

21.20442

1.045907

19

5.644864

63.80645

5.828780

8.154251

21.16144

1.049074

20

5.648922

63.76018

5.844153

8.183606

21.14794

1.064126

Variance Decompositi

on of LNIG:







Period

S.E.

INF

LNIG

LNIP

LNLCU

LNOILP

1

0.140176

0.228386

99.77161

0.000000

0.000000

0.000000

2

0.176264

1.131583

97.82892

0.144861

0.868191

0.026450

3

0.200273

1.895139

95.59603

0.322718

2.162797

0.023315

4

0.208664

1.878937

94.25640

0.441707

3.205485

0.217471

5

0.243725

1.975995

92.58397

2.782760

2.353929

0.303349

6

0.260386

1.750770

92.32365

3.205916

2.218680

0.500987

7

0.270930

1.731723

92.01674

3.206846

2.540771

0.503922

8

0.273927

1.902714

91.33533

3.461837

2.798109

0.502008

9

0.294662

1.677312

89.32636

6.014288

2.469324

0.512719

10

0.306426

2.269020

87.52147

7.158163

2.468657

0.582689



11

0.315844

2.688974

86.04767

7.348175

3.351980

0.563198

12

0.319812

2.928837

84.52572

7.568705

4.407433

0.569305

13

0.333746

2.706812

83.70696

8.778397

4.211522

0.596314

14

0.341824

2.967907

82.46669

9.036232

4.918728

0.610448

15

0.349886

3.069569

80.73397

8.831507

6.779884

0.585073

16

0.354420

3.099969

78.88861

8.732525

8.698765

0.580134

17

0.364144

2.936959

78.31562

9.283164

8.866933

0.597319

18

0.370522

3.053805

77.03101

9.275969

10.01793

0.621288

19

0.377919

3.061960

75.17999

8.984648

12.16671

0.606697

20

0.382916

3.039383

73.29088

8.794341

14.28288

0.592512

Variance

Decompositi on of LNIP:







Period

S.E.

INF

LNIG

LNIP

LNLCU

LNOILP

1

0.121033

4.417027

63.20429

32.37869

0.000000

0.000000

2

0.153526

3.027101

61.90301

34.09991

0.140466

0.829515

3

0.172465

2.700331

63.11955

31.69525

1.532552

0.952321

4

0.178964

2.743281

61.80298

32.28523

2.241509

0.926999

5

0.218962

2.758385

63.88195

30.87493

1.650401

0.834336

6

0.240998

2.292513

63.99875

30.59806

2.281777

0.828906

7

0.259112

2.013711

63.32908

28.93283

4.995523

0.728860

8

0.267955

1.919274

61.24179

28.70574

7.374752

0.758439

9

0.293867

1.676409

62.30421

27.96600

7.337924

0.715458

10

0.310225

1.681680

61.79648

27.02504

8.821808

0.674988

11

0.326876

1.640693

60.15605

25.23014

12.36357

0.609541

12

0.336849

1.636009

57.81008

24.29473

15.67235

0.586841

13

0.355650

1.468432

58.08220

23.68736

16.18383

0.578176

14

0.369394

1.572361

57.02159

22.79126

18.04602

0.568777

15

0.384811

1.570144

55.14681

21.32702

21.41664

0.539382

16

0.395258

1.567837

52.87418

20.42896

24.61595

0.513078

17

0.410352

1.454679

52.78955

19.94136

25.32456

0.489845

18

0.422557

1.520014

51.68373

19.19266

27.09102

0.512575

19

0.436670

1.504060

49.99802

18.12259

29.87612

0.499209

20

0.447113

1.475341

48.05919

17.38684

32.60174

0.476891

Variance Decompositi on of

LNLCU:







Period

S.E.

INF

LNIG

LNIP

LNLCU

LNOILP



1

0.329697

3.291296

0.001205

0.322972

96.38453

0.000000

2

0.390923

11.43444

0.205970

0.308011

88.04460

0.006975

3

0.425857

17.98340

0.269896

0.991330

80.72206

0.033312

4

0.439870

16.92631

0.380034

5.209643

76.63635

0.847665

5

0.522335

12.99197

0.542488

8.211071

76.86960

1.384875

6

0.538194

13.00829

0.742215

8.712177

76.19920

1.338118

7

0.545766

13.42785

0.822860

8.658850

75.71038

1.380054

8

0.550601

13.20764

1.558853

8.949954

74.47265

1.810899

9

0.580834

11.88385

1.963155

9.684638

74.36043

2.107922

10

0.584401

11.87476

2.084186

9.651649

74.14823

2.241177

11

0.589638

12.06092

2.715327

9.701342

73.19352

2.328888

12

0.593682

12.01943

3.820913

9.570323

72.20423

2.385102

13

0.609062

11.43543

4.047517

9.489434

72.57867

2.448951

14

0.610586

11.53926

4.028098

9.458581

72.52668

2.447376

15

0.615405

11.63487

4.658877

9.791616

71.50540

2.409233

16

0.620553

11.47635

6.077808

9.707388

70.32450

2.413956

17

0.632012

11.07140

6.060578

9.692170

70.59717

2.578683

18

0.633365

11.12111

6.044672

9.656777

70.49017

2.687263

19

0.638116

11.13107

6.658641

10.04464

69.51805

2.647604

20

0.644223

10.94321

8.221160

9.954326

68.21109

2.670209

Variance Decompositi on of

LNOILP:







Period

S.E.

INF

LNIG

LNIP

LNLCU

LNOILP

1

0.469566

11.16077

1.424534

1.774660

0.703560

84.93648

2

0.486263

12.74325

1.362653

3.063192

3.599468

79.23144

3

0.505536

15.79650

1.345571

5.837416

3.714588

73.30593

4

0.593280

16.78306

2.827120

5.454902

3.322452

71.61247

5

0.611631

15.88213

2.806696

5.737579

5.622980

69.95061

6

0.622175

17.05301

2.977436

6.725317

5.644527

67.59971

7

0.658475

18.38991

5.299327

6.613534

5.050256

64.64697

8

0.671566

18.39711

5.145303

6.835208

5.332838

64.28954

9

0.679191

19.21991

5.719790

6.741698

5.446043

62.87256

10

0.692632

19.50797

7.084257

6.745580

5.358016

61.30418

11

0.700163

19.21856

7.090752

7.046742

5.482563

61.16138

12

0.705458

19.27011

7.842466

7.057381

5.506038

60.32400

13

0.711001

19.10057

8.700129

6.948389

5.692288

59.55862

14

0.716214

18.82846

8.831516

7.261914

5.853443

59.22467

15

0.719608

18.66672

9.472196

7.266720

5.845602

58.74876

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