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PHỤ LỤCKẾT QUẢ HỒI QUY

PHỤ LỤCKẾT QUẢ HỒI QUY

Tải bản đầy đủ

Mô hình (4.2)
. regress ddlny dpcy dprk dpuk diy ddlnl dinf dinf2 dfdi ddexport
Source

SS

df

MS

Model
Residual

.001718447
.000101779

9
6

.000190939
.000016963

Total

.001820226

15

.000121348

ddlny

Coef.

dpcy
dprk
dpuk
diy
ddlnl
dinf
dinf2
dfdi
ddexport
_cons

.0006791
6.87e-08
3.65e-08
.0009002
-6.185627
-.0018788
.0000712
-4.10e-06
2.77e-06
-.0078758

Std. Err.

t

.0003183
2.63e-07
2.88e-07
.0006337
.8212435
.0009227
.0000409
1.27e-06
8.43e-07
.0026245

2.13
0.26
0.13
1.42
-7.53
-2.04
1.74
-3.24
3.29
-3.00

Number of obs
F( 9,
6)
Prob > F
R-squared
Adj R-squared
Root MSE

P>|t|
0.077
0.803
0.903
0.205
0.000
0.088
0.133
0.018
0.017
0.024

=
=
=
=
=
=

[95% Conf. Interval]
-.0000997
-5.75e-07
-6.68e-07
-.0006505
-8.195137
-.0041367
-.000029
-7.20e-06
7.08e-07
-.0142978

.0014579
7.13e-07
7.41e-07
.0024509
-4.176117
.0003791
.0001714
-1.01e-06
4.83e-06
-.0014539

. estat dwatson
Durbin-Watson d-statistic( 10,

16) =

2.301465

. estat bgodfrey, small
Breusch-Godfrey LM test for autocorrelation
lags(p)

F

1

0.792

df
(

1,

Prob > F
5 )

H0: no serial correlation

16
11.26
0.0040
0.9441
0.8602
.00412

0.4143

Mô hình (4.3)
. regress ddlny dm2y dprk dpuk ddlnl dinf dfdi ddexport
Source

SS

df

MS

Model
Residual

.001586527
.0002337

7
8

.000226647
.000029212

Total

.001820226

15

.000121348

ddlny

Coef.

dm2y
dprk
dpuk
ddlnl
dinf
dfdi
ddexport
_cons

.0007522
-1.77e-07
1.40e-07
-5.221206
.0001483
-2.98e-06
8.93e-07
-.0068853

Std. Err.

t

.000366
2.77e-07
2.53e-07
.9879882
.000394
1.50e-06
9.41e-07
.0023656

2.06
-0.64
0.55
-5.28
0.38
-1.99
0.95
-2.91

Number of obs
F( 7,
8)
Prob > F
R-squared
Adj R-squared
Root MSE

P>|t|
0.074
0.539
0.596
0.001
0.716
0.082
0.370
0.020

=
=
=
=
=
=

[95% Conf. Interval]
-.0000918
-8.15e-07
-4.45e-07
-7.499511
-.0007603
-6.45e-06
-1.28e-06
-.0123403

.0015962
4.61e-07
7.24e-07
-2.942901
.001057
4.80e-07
3.06e-06
-.0014302

. estat dwatson
Durbin-Watson d-statistic(

8,

16) =

1.778577

. estat bgodfrey, small
Breusch-Godfrey LM test for autocorrelation
lags(p)

F

1

0.005

df
(

1,

Prob > F
7 )

H0: no serial correlation
. estat vif
Variable

VIF

1/VIF

dprk
ddexport
dm2y
dinf
dpuk
dfdi
ddlnl

6.91
4.69
4.59
4.33
3.15
2.39
1.25

0.144688
0.213305
0.217848
0.230829
0.317017
0.418571
0.801707

Mean VIF

3.90

16
7.76
0.0049
0.8716
0.7593
.0054

0.9444

Mô hình (4.4)
. regress ddlny dpcy dprk dpuk ddlnl dinf dfdi ddexport
Source

SS

df

MS

Model
Residual

.001644351
.000175875

7
8

.000234907
.000021984

Total

.001820226

15

.000121348

ddlny

Coef.

dpcy
dprk
dpuk
ddlnl
dinf
dfdi
ddexport
_cons

.0009436
-1.75e-07
-2.24e-07
-5.81403
-.0003845
-2.66e-06
2.72e-06
-.005954

Std. Err.

t

.0003287
2.30e-07
2.89e-07
.894023
.0003305
1.20e-06
9.44e-07
.0021096

2.87
-0.76
-0.78
-6.50
-1.16
-2.22
2.88
-2.82

Number of obs
F( 7,
8)
Prob > F
R-squared
Adj R-squared
Root MSE

P>|t|
0.021
0.469
0.460
0.000
0.278
0.057
0.021
0.022

=
=
=
=
=
=

[95% Conf. Interval]
.0001857
-7.07e-07
-8.90e-07
-7.87565
-.0011467
-5.43e-06
5.41e-07
-.0108188

.0017015
3.56e-07
4.42e-07
-3.752409
.0003777
1.03e-07
4.89e-06
-.0010891

. estat dwatson
Durbin-Watson d-statistic(

8,

16) =

1.998037

. estat bgodfrey, small
Breusch-Godfrey LM test for autocorrelation
lags(p)

F

1

0.072

df
(

1,

Prob > F
7 )

H0: no serial correlation
. estat vif
Variable

VIF

1/VIF

dprk
ddexport
dpuk
dpcy
dinf
dfdi
ddlnl

6.37
6.27
5.45
5.44
4.05
2.03
1.36

0.156902
0.159469
0.183654
0.183790
0.246914
0.493354
0.736830

Mean VIF

4.42

16
10.69
0.0017
0.9034
0.8188
.00469

0.7960

Kết quả kiểm định đa cộng tuyến mô hình 3.1

ddm2y
ddprk
ddpuk
ddiy
ddlnl
ddinf
ddinf2
ddfdi
ddexport

ddm2y

ddprk

ddpuk

ddiy

ddlnl

ddinf

ddinf2

1.0000
0.5799
0.6907
0.8223
0.2068
-0.8343
-0.7231
-0.1119
-0.2362

1.0000
0.0330
0.5353
0.0312
-0.7489
-0.9232
-0.7048
-0.6816

1.0000
0.5555
-0.0001
-0.4322
-0.1683
0.2784
0.1809

1.0000
-0.1770
-0.7213
-0.6498
-0.1055
-0.3478

1.0000
-0.1951
-0.0964
-0.1411
0.0905

1.0000
0.8957
0.4434
0.5375

1.0000
0.6490
0.6180

ddfdi ddexport

1.0000
0.6632

1.0000

Kết quả kiểm định đa cộng tuyến mô hình 3.2

ddpcy
ddprk
ddpuk
ddiy
ddlnl
ddinf
ddinf2
ddfdi
ddexport

ddpcy

ddprk

ddpuk

ddiy

ddlnl

ddinf

ddinf2

1.0000
0.6215
0.5971
0.7951
0.1143
-0.7856
-0.6990
-0.1669
-0.4798

1.0000
0.0330
0.5353
0.0312
-0.7489
-0.9232
-0.7048
-0.6816

1.0000
0.5555
-0.0001
-0.4322
-0.1683
0.2784
0.1809

1.0000
-0.1770
-0.7213
-0.6498
-0.1055
-0.3478

1.0000
-0.1951
-0.0964
-0.1411
0.0905

1.0000
0.8957
0.4434
0.5375

1.0000
0.6490
0.6180

ddfdi ddexport

1.0000
0.6632

1.0000