. reg open l.open
Source | SS | df | MS |
Model | .131581389 | 1 | .131581389 |
Residual | .987717395 | 49 | .020157498 |
Total | 1.11929878 | 50 | .022385976 |
Có thể bạn quan tâm!
- Bảng Tính Dtnhtu Việt Nam Theo Cung Tiền Rộng M2 Giai Đoạn 2005 – 2017
- Tính Biến Số Biến Động Tỷ Giá
- Ước lượng mức dự trữ ngoại hối tối ưu của Việt Nam - 30
- Ước lượng mức dự trữ ngoại hối tối ưu của Việt Nam - 32
- Hồi Quy Ols Cho Mô Hình Nghiên Cứu
- Tính Tổn Thất Sản Lượng Gdp Của Việt Nam Do Ảnh Hưởng Của Cuộc Khủng Hoảng 2008
Xem toàn bộ 313 trang tài liệu này.
Number of obs = 51
F( 1, 49) = 6.53
Prob > F = 0.0138
R-squared = 0.1176
Adj R-squared = 0.0995
Root MSE = .14198
Coef. | Std. Err. | t | P>|t| | [95% Conf. | Interval] | |
open | ||||||
L1. | .3418241 | .13379 | 2.55 | 0.014 | .072963 | .6106852 |
_cons | .5642574 | .1160949 | 4.86 | 0.000 | .330956 | .7975588 |
. estat ic
Akaike's information criterion and Bayesian information criterion
Obs | ll(null) | ll(model) | df | AIC | BIC | |
. | 51 | 25.02178 | 28.21083 | 2 | -52.42167 | -48.55802 |
Note: N=Obs used in calculating BIC; see [R] BIC note
. reg open l.open l2.open
SS | df | MS | |
Model | .125025232 | 2 | .062512616 |
Residual | .975824188 | 47 | .020762217 |
Total | 1.10084942 | 49 | .022466315 |
Number of obs = 50
F( 2, 47) = 3.01
Prob > F = 0.0588
R-squared = 0.1136
Adj R-squared = 0.0759
Root MSE = .14409
Coef. | Std. Err. | t | P>|t| | [95% Conf. | Interval] | |
open | ||||||
L1. | .3282823 | .1452054 | 2.26 | 0.028 | .0361667 | .6203978 |
L2. | .0162378 | .1462028 | 0.11 | 0.912 | -.2778842 | .3103598 |
_cons | .5641522 | .1437236 | 3.93 | 0.000 | .2750176 | .8532869 |
. estat ic
Akaike's information criterion and Bayesian information criterion
Obs | ll(null) | ll(model) | df | AIC | BIC | |
. | 50 | 24.4516 | 27.46547 | 3 | -48.93094 | -43.19487 |
Note: N=Obs used in calculating BIC; see [R] BIC note
Source | SS | df | MS |
Model | .115162179 | 3 | .038387393 |
Residual | .961744261 | 45 | .021372095 |
Total | 1.07690644 | 48 | .022435551 |
. reg open l.open l2.open l3.open
obs = | 49 | |
F( 3, | 45) = | 1.80 |
Prob > F | = | 0.1615 |
R-squared | = | 0.1069 |
Adj R-squared = 0.0474 Root MSE = .14619
Coef. | Std. Err. | t | P>|t| | [95% Conf. | Interval] | |
open | ||||||
L1. | .3173305 | .148261 | 2.14 | 0.038 | .0187175 | .6159434 |
L2. | .0269943 | .1557271 | 0.17 | 0.863 | -.2866563 | .3406448 |
L3. | -.0463866 | .1506518 | -0.31 | 0.760 | -.3498149 | .2570418 |
_cons | .605895 | .1696411 | 3.57 | 0.001 | .2642204 | .9475696 |
. estat ic
Akaike's information criterion and Bayesian information criterion
Obs | ll(null) | ll(model) | df | AIC | BIC | |
. | 49 | 24.00634 | 26.77727 | 4 | -45.55455 | -37.98727 |
Note: N=Obs used in calculating BIC; see [R] BIC note
Source | SS | df | MS |
Model | .298067915 | 4 | .074516979 |
Residual | .718903099 | 43 | .016718677 |
Total | 1.01697101 | 47 | .021637681 |
. reg open l.open l2.open l3.open l4.open
obs = | 48 | |
F( 4, | 43) = | 4.46 |
Prob > F | = | 0.0042 |
R-squared | = | 0.2931 |
Adj R-squared = 0.2273 Root MSE = .1293
Coef. | Std. Err. | t | P>|t| | [95% Conf. | Interval] | |
open | ||||||
L1. | .3091412 | .1320121 | 2.34 | 0.024 | .0429134 | .575369 |
L2. | .0042937 | .1380847 | 0.03 | 0.975 | -.2741806 | .282768 |
L3. | -.1819545 | .1383603 | -1.32 | 0.195 | -.4609846 | .0970755 |
L4. | .4821225 | .1382114 | 3.49 | 0.001 | .2033927 | .7608523 |
_cons | .3461166 | .1752 | 1.98 | 0.055 | -.0072079 | .699441 |
. estat ic
Akaike's information criterion and Bayesian information criterion
Obs | ll(null) | ll(model) | df | AIC | BIC | |
. | 48 | 24.39589 | 32.72046 | 5 | -55.44093 | -46.08492 |
Note: N=Obs used in calculating BIC; see [R] BIC note
. reg open l.open l2.open l3.open l4.open l5.open
Source | SS | df | MS |
Model | .510412701 | 5 | .10208254 |
Residual | .502960443 | 41 | .012267328 |
Total | 1.01337314 | 46 | .022029851 |
Number of obs | = | 47 |
F( 5, 41) | = | 8.32 |
Prob > F | = | 0.0000 |
R-squared | = | 0.5037 |
Adj R-squared | = | 0.4431 |
Root MSE | = | .11076 |
Coef. | Std. Err. | t | P>|t| | [95% Conf. | Interval] | |
open | ||||||
L1. | .57083 | .1306305 | 4.37 | 0.000 | .3070164 | .8346436 |
L2. | -.0839843 | .1203304 | -0.70 | 0.489 | -.3269965 | .1590279 |
L3. | -.1702766 | .1188024 | -1.43 | 0.159 | -.410203 | .0696498 |
L4. | .6580299 | .1256238 | 5.24 | 0.000 | .4043274 | .9117323 |
L5. | -.5633532 | .1345012 | -4.19 | 0.000 | -.8349839 | -.2917224 |
_cons | .5099221 | .1602883 | 3.18 | 0.003 | .1862133 | .833631 |
. estat ic
Akaike's information criterion and Bayesian information criterion
Obs | ll(null) | ll(model) | df | AIC | BIC | |
. | 47 | 23.47617 | 39.93859 | 6 | -67.87717 | -56.77629 |
Note: N=Obs used in calculating BIC; see [R] BIC note
. reg open l.open l2.open l3.open l4.open l5.open l6.open
Source | SS | df | MS |
Model | .53264912 | 6 | .088774853 |
Residual | .473580226 | 39 | .012143083 |
Total | 1.00622935 | 45 | .022360652 |
Number of obs | = | 46 |
F( 6, 39) | = | 7.31 |
Prob > F | = | 0.0000 |
R-squared | = | 0.5294 |
Adj R-squared | = | 0.4569 |
Root MSE | = | .1102 |
Coef. | Std. Err. | t | P>|t| | [95% Conf. | Interval] | |
open | ||||||
L1. | .6981034 | .1554295 | 4.49 | 0.000 | .3837175 | 1.012489 |
L2. | -.242282 | .1573857 | -1.54 | 0.132 | -.5606247 | .0760606 |
L3. | -.1356909 | .1210945 | -1.12 | 0.269 | -.3806278 | .1092459 |
L4. | .674898 | .1261127 | 5.35 | 0.000 | .419811 | .9299851 |
L5. | -.7010408 | .1621776 | -4.32 | 0.000 | -1.029076 | -.3730056 |
L6. | .2353812 | .1601469 | 1.47 | 0.150 | -.0885465 | .5593089 |
_cons | .4119859 | .1823732 | 2.26 | 0.030 | .0431012 | .7808706 |
. estat ic
Akaike's information criterion and Bayesian information criterion
Obs | ll(null) | ll(model) | df | AIC | BIC | |
. | 46 | 22.64475 | 39.97856 | 7 | -65.95712 | -53.15663 |
Note: N=Obs used in calculating BIC; see [R] BIC note
Source | SS | df | MS |
Model | .526750427 | 7 | .075250061 |
Residual | .46854242 | 37 | .012663309 |
Total | .995292847 | 44 | .022620292 |
. reg open l.open l2.open l3.open l4.open l5.open l6.open l7.open
obs = | 45 | |
F( 7, | 37) = | 5.94 |
Prob > F | = | 0.0001 |
R-squared | = | 0.5292 |
Adj R-squared = 0.4402 Root MSE = .11253
Coef. | Std. Err. | t | P>|t| | [95% Conf. | Interval] | |
open | ||||||
L1. | .6845875 | .163539 | 4.19 | 0.000 | .353226 | 1.015949 |
L2. | -.218067 | .1969413 | -1.11 | 0.275 | -.617108 | .1809739 |
L3. | -.1685896 | .1656278 | -1.02 | 0.315 | -.5041834 | .1670042 |
L4. | .6729599 | .1320721 | 5.10 | 0.000 | .4053565 | .9405634 |
L5. | -.6951982 | .169802 | -4.09 | 0.000 | -1.03925 | -.3511468 |
L6. | .2087038 | .2017781 | 1.03 | 0.308 | -.2001374 | .6175451 |
L7. | .0260837 | .1709089 | 0.15 | 0.880 | -.3202105 | .372378 |
_cons | .4298774 | .2055598 | 2.09 | 0.043 | .0133736 | .8463812 |
. estat ic
Akaike's information criterion and Bayesian information criterion
Obs | ll(null) | ll(model) | df | AIC | BIC | |
. | 45 | 21.90383 | 38.85557 | 8 | -61.71113 | -47.25783 |
Note: N=Obs used in calculating BIC; see [R] BIC note
. dfuller open, lags(5) drift reg
Augmented Dickey-Fuller test for unit root Number of obs = 46
Test | 1% Critical | 5% Critical | 10% Critical |
Statistic | Value | Value | Value |
Z(t) has t-distribution
Z(t) -2.208 -2.426 -1.685 -1.304
p-value for Z(t) = 0.0166
Coef. | Std. Err. | t | P>|t| | [95% Conf. | Interval] | |
open | ||||||
L1. | -.4706311 | .2131615 | -2.21 | 0.033 | -.901791 | -.0394713 |
LD. | .1687345 | .2019582 | 0.84 | 0.409 | -.2397644 | .5772335 |
L2D. | -.0735475 | .2022638 | -0.36 | 0.718 | -.4826646 | .3355696 |
L3D. | -.2092384 | .1719986 | -1.22 | 0.231 | -.5571383 | .1386615 |
L4D. | .4656596 | .1506003 | 3.09 | 0.004 | .1610418 | .7702774 |
L5D. | -.2353812 | .1601469 | -1.47 | 0.150 | -.5593089 | .0885465 |
_cons | .4119859 | .1823732 | 2.26 | 0.030 | .0431012 | .7808706 |
Nguồn : Tác giả xử lý và copy từ phần mềm Stata 13.0
Phụ lục 2.5.4. KIỂM ĐỊNH TÍNH DỪNG CỦA BIẾN expv
Độ trễ tối ưu chọn theo tiêu chuẩn thông tin AIC nhỏ nhất là bậc 1 với AIC nhỏ nhất là -184.5335. Kết quả kiểm định ADF ở bậc 1 cho dạng phương trình bước ngẫu nhiên có hệ số chặn (random walk with drift) cho thấy p-value = 0.0058 < 1% nên giả thuyết H0 bị bác bỏ ở mức ý nghĩa 1% hay biến expv là chuỗi dừng tại bậc 0: I(0).
. varsoc expv, maxlag(8)
Selection-order criteria
Sample: 9 - 52 Number of obs = 44
LL | LR | df | p | FPE | AIC | HQIC | SBIC | |
0 | 70.3354 | .002505 | -3.15161 | -3.13657 | -3.11106 | |||
1 | 81.1245 | 21.578* | 1 | 0.000 | .001605* | -3.59657* | -3.56649* | -3.51547* |
2 | 82.0298 | 1.8106 | 1 | 0.178 | .001613 | -3.59226 | -3.54715 | -3.47061 |
3 | 82.4847 | .90989 | 1 | 0.340 | .001654 | -3.56749 | -3.50734 | -3.40529 |
4 | 82.6546 | .33978 | 1 | 0.560 | .001718 | -3.52975 | -3.45457 | -3.32701 |
5 | 82.6562 | .00312 | 1 | 0.955 | .001799 | -3.48437 | -3.39414 | -3.24107 |
6 | 82.7645 | .21667 | 1 | 0.642 | .001875 | -3.44384 | -3.33858 | -3.15999 |
7 | 84.1606 | 2.7923 | 1 | 0.095 | .001844 | -3.46185 | -3.34154 | -3.13745 |
8 | 84.9522 | 1.5832 | 1 | 0.208 | .001865 | -3.45237 | -3.31703 | -3.08743 |
Endogenous: expv Exogenous: _cons
.
. reg expv l.expv
Source | SS | df | MS |
Model | .043424875 | 1 | .043424875 |
Residual | .074066866 | 49 | .001511569 |
Total | .117491741 | 50 | .002349835 |
Number of obs = | 51 |
F( 1, 49) = | 28.73 |
Prob > F = | 0.0000 |
R-squared = | 0.3696 |
Adj R-squared = | 0.3567 |
Root MSE = | .03888 |
Coef. | Std. Err. | t | P>|t| | [95% Conf. | Interval] | |
expv | ||||||
L1. | .6109449 | .1139847 | 5.36 | 0.000 | .381884 | .8400057 |
_cons | .0476814 | .015307 | 3.12 | 0.003 | .016921 | .0784419 |
. estat ic
Akaike's information criterion and Bayesian information criterion
Obs | ll(null) | ll(model) | df | AIC | BIC | |
. | 51 | 82.50106 | 94.26676 | 2 | -184.5335 | -180.6699 |
Note: N=Obs used in calculating BIC; see [R] BIC note
.
. reg expv l.expv l2.expv
SS | df | MS | |
Model | .044392239 | 2 | .02219612 |
Residual | .068384463 | 47 | .001454989 |
Total | .112776702 | 49 | .002301565 |
obs = | 50 | |
F( 2, | 47) = | 15.26 |
Prob > F | = | 0.0000 |
R-squared | = | 0.3936 |
Adj R-squared = 0.3678 Root MSE = .03814
Coef. | Std. Err. | t | P>|t| | [95% Conf. | Interval] | |
expv | ||||||
L1. | .4901451 | .1414326 | 3.47 | 0.001 | .2056195 | .7746707 |
L2. | .1822065 | .141221 | 1.29 | 0.203 | -.1018935 | .4663065 |
_cons | .0387852 | .0165395 | 2.35 | 0.023 | .0055121 | .0720583 |
. estat ic
Akaike's information criterion and Bayesian information criterion
Obs | ll(null) | ll(model) | df | AIC | BIC | |
. | 50 | 81.41229 | 93.91889 | 3 | -181.8378 | -176.1017 |
Note: N=Obs used in calculating BIC; see [R] BIC note
.
Source | SS | df | MS |
Model | .049530078 | 3 | .016510026 |
Residual | .062306666 | 45 | .001384593 |
Total | .111836744 | 48 | .002329932 |
. reg expv l.expv l2.expv l3.expv
obs = | 49 | |
F( 3, | 45) = | 11.92 |
Prob > F | = | 0.0000 |
R-squared | = | 0.4429 |
Adj R-squared = 0.4057 Root MSE = .03721
Coef. | Std. Err. | t | P>|t| | [95% Conf. | Interval] | |
expv | ||||||
L1. | .5690703 | .143259 | 3.97 | 0.000 | .2805318 | .8576088 |
L2. | .2294759 | .1554179 | 1.48 | 0.147 | -.0835518 | .5425036 |
L3. | -.1369371 | .1406695 | -0.97 | 0.336 | -.42026 | .1463858 |
_cons | .0417437 | .0172035 | 2.43 | 0.019 | .0070941 | .0763934 |
. estat ic
Akaike's information criterion and Bayesian information criterion
Obs | ll(null) | ll(model) | df | AIC | BIC | |
. | 49 | 79.49413 | 93.82594 | 4 | -179.6519 | -172.0846 |
Note: N=Obs used in calculating BIC; see [R] BIC note
.
. dfuller expv, lags(1) drift reg
Augmented Dickey-Fuller test for unit root Number of obs = 50
Z(t) has t-distribution
Test 1% Critical 5% Critical 10% Critical Statistic Value Value Value
Z(t) -2.627 -2.408 -1.678 -1.300
p-value for Z(t) = 0.0058
Coef. | Std. Err. | t | P>|t| | [95% Conf. | Interval] | |
expv | ||||||
L1. | -.3276484 | .1247212 | -2.63 | 0.012 | -.5785551 | -.0767418 |
LD. | -.1822065 | .141221 | -1.29 | 0.203 | -.4663065 | .1018935 |
_cons | .0387852 | .0165395 | 2.35 | 0.023 | .0055121 | .0720583 |
.
Nguồn : Tác giả xử lý và copy từ phần mềm Stata 13.0
Phụ lục 2.5.5. KIỂM ĐỊNH TÍNH DỪNG CỦA BIẾN fpi
Độ trễ tối ưu chọn theo tiêu chuẩn thông tin AIC nhỏ nhất là bậc 5 với AIC nhỏ nhất là -135.8176. Kết quả kiểm định ADF ở bậc 5 cho dạng phương trình bước ngẫu nhiên có hệ số chặn (random walk with drift) có p-value = 0.0008 < 1% nên giả thuyết H0 bị bác bỏ ở mức ý nghĩa 1% hay biến fpi là chuỗi dừng tại bậc 0: I(0).
. varsoc fpi, maxlag(8)
Selection-order criteria
Sample: 9 - 52 Number of obs = 44
LL | LR | df | p | FPE | AIC | HQIC | SBIC | |
0 | 47.7152 | .007004 | -2.12342 | -2.10838 | -2.08287 | |||
1 | 48.924 | 2.4176 | 1 | 0.120 | .006938 | -2.13291 | -2.10283 | -2.05181 |
2 | 49.7887 | 1.7294 | 1 | 0.188 | .006982 | -2.12676 | -2.08164 | -2.00511 |
3 | 50.3527 | 1.128 | 1 | 0.288 | .007124 | -2.10694 | -2.04679 | -1.94474 |
4 | 56.1105 | 11.516 | 1 | 0.001 | .005741 | -2.3232 | -2.24802 | -2.12046 |
5 | 72.8259 | 33.431* | 1 | 0.000 | .002812* | -3.03754* | -2.94731* | -2.79424* |
6 | 72.8661 | .08038 | 1 | 0.777 | .002941 | -2.99391 | -2.88865 | -2.71006 |
7 | 74.099 | 2.4658 | 1 | 0.116 | .002914 | -3.0045 | -2.8842 | -2.6801 |
8 | 74.6816 | 1.1653 | 1 | 0.280 | .002975 | -2.98553 | -2.85019 | -2.62058 |
Endogenous: fpi Exogenous: _cons