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