Tín dụng ngân hàng đối với hộ sản xuất cà phê tỉnh Đắk Lắk - 23



Null Hypothesis Summary:


Normalized Restriction (= 0)

Value

Std. Err.

C(1) - C(9)

-0.017592

0.029652

C(2) - C(9)

-0.082301

0.027501

C(3) - C(9)

-0.041417

0.025858

C(4) - C(9)

0.029381

0.042212

C(5) - C(9)

-0.068070

0.030809

C(6) - C(9)

0.607495

0.043654

C(7) - C(9)

-0.053243

0.023179

C(8) - C(9)

0.005593

0.030088

Restrictions are linear in coefficients.



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Tín dụng ngân hàng đối với hộ sản xuất cà phê tỉnh Đắk Lắk - 23


Kiểm định White cho thấy mô hình không có hiện tượng phương sai thay đổi.


Heteroskedasticity Test: White


F-statistic

1.371715

Prob. F(50,269)

0.0605

Obs*R-squared

65.01294

Prob. Chi-Square(50)

0.0752

Scaled explained SS

274.0249

Prob. Chi-Square(50)

0.0000



Test Equation:


Dependent Variable: RESID^2 Method: Least Squares

Date: 04/27/16 Time: 00:24 Sample: 1 320

Included observations: 320


Collinear test regressors dropped from specification




Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

0.514867

0.528175

0.974804

0.3305

LNLD^2

-0.004809

0.022043

-0.218150

0.8275

LNLD*KH

0.056497

0.031630

1.786188

0.0752

LNLD*HDTT

-0.004571

0.022105

-0.206789

0.8363

LNLD*CAPHE

0.053987

0.060253

0.896009

0.3710

LNLD*LNNT

-0.005889

0.030753

-0.191479

0.8483

LNLD*LNPB

-0.094055

0.053044

-1.773153

0.0773

LNLD*LNTS

-0.049581

0.020352

-2.436130

0.0155

LNLD*TRINHDO

0.021875

0.032960

0.663688

0.5075

LNLD*VAY_VON

-0.007563

0.022272

-0.339592

0.7344

LNLD

0.231959

0.168151

1.379470

0.1689

KH^2

-0.071459

0.138787

-0.514881

0.6071

KH*HDTT

-0.004691

0.018795

-0.249597

0.8031

KH*CAPHE

0.001488

0.063553

0.023409

0.9813

KH*LNNT

0.030872

0.030752

1.003910

0.3163

KH*LNPB

-0.022331

0.042446

-0.526110

0.5992

KH*LNTS

0.004005

0.015634

0.256176

0.7980

KH*TRINHDO

0.007611

0.029032

0.262168

0.7934

KH*VAY_VON

-0.007047

0.018588

-0.379121

0.7049

HDTT^2

-0.136146

0.114524

-1.188794

0.2356

HDTT*CAPHE

-0.037617

0.041692

-0.902265

0.3677

HDTT*LNNT

0.006560

0.025345

0.258816

0.7960

HDTT*LNPB

0.059620

0.036887

1.616282

0.1072

HDTT*LNTS

0.029704

0.014830

2.003011

0.0462

HDTT*TRINHDO

-0.028069

0.023630

-1.187851

0.2359

HDTT*VAY_VON

0.040959

0.017763

2.305849

0.0219

CAPHE^2

-0.165598

0.290744

-0.569566

0.5694

CAPHE*LNNT

-0.037954

0.056276

-0.674419

0.5006



CAPHE*LNPB

0.065507

0.109957

0.595752

0.5518

CAPHE*LNTS

-0.042497

0.047075 -

0.902755

0.3675

CAPHE*TRINHDO

0.039962

0.055754

0.716768

0.4741

CAPHE*VAY_VON

0.019067

0.039474

0.483021

0.6295

LNNT^2

-0.025914

0.025643 -

1.010599

0.3131

LNNT*LNPB

0.061551

0.050069

1.229321

0.2200

LNNT*LNTS

-0.023475

0.021616 -

1.086006

0.2784

LNNT*TRINHDO

0.000675

0.034568

0.019525

0.9844

LNNT*VAY_VON

0.002464

0.022004

0.111967

0.9109

LNNT

-0.029402

0.146625 -

0.200522

0.8412

LNPB^2

0.036647

0.060073

0.610045

0.5423

LNPB*LNTS

0.052893

0.033256

1.590458

0.1129

LNPB*TRINHDO

-0.004337

0.056988 -

0.076106

0.9394

LNPB*VAY_VON

0.030911

0.038546

0.801931

0.4233

LNPB

-0.348886

0.314972 -

1.107671

0.2690

LNTS^2

0.003108

0.012163

0.255496

0.7985

LNTS*TRINHDO

-0.029932

0.019298 -

1.551003

0.1221

LNTS*VAY_VON

0.020575

0.014373

1.431514

0.1534

LNTS

0.010953

0.102271

0.107098

0.9148

TRINHDO^2

0.008788

0.024798

0.354389

0.7233

TRINHDO*VAY_VON

-0.040570

0.024029 -

1.688399

0.0925

TRINHDO

-0.012247

0.184013 -

0.066555

0.9470

VAY_VON^2

-0.075409

0.108939 -

0.692209

0.4894

R-squared

0.203165

Mean dependent var

0.022332

Adjusted R-squared

0.055055

S.D. dependent var

0.067037

S.E. of regression

0.065165

Akaike info criterion

-2.478636

Sum squared resid

1.142316

Schwarz criterion

-1.878060

Log likelihood

447.5818

Hannan-Quinn criter.

-2.238814

F-statistic

1.371715

Durbin-Watson stat

1.906631

Prob(F-statistic)

0.060524





Các mô hình hồi quy phụ, kiểm định đa cộng tuyến


Mô hình hồi quy phụ cho thấy Hệ số VIF đều nhỏ hơn 10 nên không có hiện tượng đa cộng tuyến giữa các biến.


Dependent Variable: VAY_VON Method: Least Squares

Date: 04/27/16 Time: 00:25 Sample: 1 320

Included observations: 320





Variable

Coefficient

Std. Error

t-Statistic

Prob.

TRINHDO

-0.005140

0.077554 -

0.066274

0.9472

LNTS

-0.004747

0.047679 -

0.099557

0.9208

LNPB

0.199384

0.121386

1.642560

0.1015

LNNT

0.115421

0.075115

1.536589

0.1254

LNLD

0.003760

0.075450

0.049832

0.9603

KH

0.073798

0.063057

1.170340

0.2428

HDTT

0.052552

0.056839

0.924576

0.3559

CAPHE

0.268563

0.113702

2.361995

0.0188

C

-0.434445

0.359138 -

1.209686

0.2273

R-squared

0.049102

Mean dependent var

0.603125

Adjusted R-squared

0.024641

S.D. dependent var

0.490016

S.E. of regression

0.483941

Akaike info criterion

1.414014

Sum squared resid

72.83584

Schwarz criterion

1.519998

Log likelihood

-217.2423

Hannan-Quinn criter.

1.456336

F-statistic

2.007392

Durbin-Watson stat

1.974881

Prob(F-statistic)

0.045208





Dependent Variable: TRINHDO Method: Least Squares

Date: 04/27/16 Time: 00:26 Sample: 1 320

Included observations: 320





Variable

Coefficient

Std. Error

t-Statistic

Prob.

VAY_VON

-0.002748

0.041460 -

0.066274

0.9472

LNTS

-0.021218

0.034841 -

0.609010

0.5430

LNPB

0.242186

0.088072

2.749857

0.0063

LNNT

0.099546

0.054839

1.815233

0.0705

LNLD

0.037236

0.055126

0.675477

0.4999

KH

-0.000946

0.046206 -

0.020465

0.9837

HDTT

-0.034720

0.041569 -

0.835246

0.4042

CAPHE

0.116515

0.083616

1.393458

0.1645

C

0.907381

0.258126

3.515260

0.0005

R-squared

0.055647

Mean dependent var

1.841811

Adjusted R-squared

0.031355

S.D. dependent var

0.359519

S.E. of regression

0.353838

Akaike info criterion

0.787766

Sum squared resid

38.93760

Schwarz criterion

0.893750

Log likelihood

-117.0426

Hannan-Quinn criter.

0.830088

F-statistic

2.290758

Durbin-Watson stat

2.183482

Prob(F-statistic)

0.021400





Dependent Variable: LNTS Method: Least Squares

Date: 04/27/16 Time: 00:27 Sample: 1 320

Included observations: 320





Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNPB

0.206540

0.144514

1.429204

0.1539

LNNT

-0.226079

0.088751 -

2.547338

0.0113

LNLD

-0.093375

0.089576 -

1.042415

0.2980

KH

-0.042872

0.075119 -

0.570724

0.5686

HDTT

-0.054187

0.067621 -

0.801333

0.4236

CAPHE

-0.263503

0.135611 -

1.943078

0.0529

TRINHDO

-0.056139

0.092180 -

0.609010

0.5430

VAY_VON

-0.006714

0.067437 -

0.099557

0.9208

C

1.216122

0.422533

2.878168

0.0043

R-squared

0.056029

Mean dependent var

0.889086

Adjusted R-squared

0.031746

S.D. dependent var

0.584906

S.E. of regression

0.575547

Akaike info criterion

1.760729

Sum squared resid

103.0199

Schwarz criterion

1.866713

Log likelihood

-272.7166

Hannan-Quinn criter.

1.803050

F-statistic

2.307387

Durbin-Watson stat

2.116655

Prob(F-statistic)

0.020462





Dependent Variable: LNPB Method: Least Squares

Date: 04/27/16 Time: 00:27 Sample: 1 320

Included observations: 320





Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNNT

0.023899

0.035045

0.681952

0.4958

LNLD

0.008034

0.035091

0.228951

0.8191

KH

-0.047597

0.029270 -

1.626137

0.1049

HDTT

0.025152

0.026435

0.951436

0.3421

CAPHE

0.125010

0.052886

2.363792

0.0187

LNTS

0.031592

0.022105

1.429204

0.1539

TRINHDO

0.098011

0.035642

2.749857

0.0063

VAY_VON

0.043136

0.026262

1.642560

0.1015

C

2.332912

0.102644

22.72809

0.0000

R-squared

0.079227

Mean dependent var

2.727056

Adjusted R-squared

0.055541

S.D. dependent var

0.231620

S.E. of regression

0.225096

Akaike info criterion

-0.116857

Sum squared resid

15.75782

Schwarz criterion

-0.010873

Log likelihood

27.69712

Hannan-Quinn criter.

-0.074536

F-statistic

3.344941

Durbin-Watson stat

1.879958

Prob(F-statistic)

0.001086




Dependent Variable: LNNT Method: Least Squares

Date: 04/27/16 Time: 00:28 Sample: 1 320

Included observations: 320





Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNLD

0.049039

0.056675

0.865277

0.3876

KH

0.178213

0.046440

3.837479

0.0002

HDTT

0.029572

0.042772

0.691394

0.4898

CAPHE

0.070746

0.086180

0.820902

0.4123

LNPB

0.062478

0.091616

0.681952

0.4958

LNTS

-0.090403

0.035489 -

2.547338

0.0113

TRINHDO

0.105318

0.058019

1.815233

0.0705

VAY_VON

0.065281

0.042484

1.536589

0.1254

C

1.052294

0.264069

3.984913

0.0001

R-squared

0.120387

Mean dependent var

1.604770

Adjusted R-squared

0.097760

S.D. dependent var

0.383162

S.E. of regression

0.363951

Akaike info criterion

0.844128

Sum squared resid

41.19520

Schwarz criterion

0.950112

Log likelihood

-126.0605

Hannan-Quinn criter.

0.886449

F-statistic

5.320555

Durbin-Watson stat

1.640608

Prob(F-statistic)

0.000003



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