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DANH MỤC TÀI LIỆU THAM KHẢO

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PHỤ LỤC

Phụ lục 1: Kiểm định đơn vị Unit Root

Null Hypothesis: LNTO has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 0 (Automatic - based on SIC, maxlag=2)



Augmented Dickey-Fuller test statistic

Test critical values:

1% level

5% level

10% level

*MacKinnon (1996) one-sided p-values.



Augmented Dickey-Fuller Test Equation

Dependent Variable: D(LNTO)

Method: Least Squares



t-Statistic



Prob.*



-2.308920

-4.374307

-3.603202

-3.238054



0.4143



Date: 08/15/18 Time: 20:34

Sample (adjusted): 1991 2017

Included observations: 27 after adjustments

Variable



Coefficient



Std. Error



t-Statistic



Prob.



LNTO(-1)

C

@TREND("1990")



-0.387266

-1.074124

0.004673



0.167726

0.469054

0.003134



-2.308920

-2.289978

1.490934



0.0307

0.0320

0.1502



R-squared

Adjusted R-squared

S.E. of regression

Sum squared resid

Log likelihood

F-statistic

Prob(F-statistic)



0.195150

0.121982

0.088065

0.170619

26.86648

2.667142

0.091805



Mean dependent var

S.D. dependent var

Akaike info criterion

Schwarz criterion

Hannan-Quinn criter.

Durbin-Watson stat



0.007423

0.093983

-1.909318

-1.763053

-1.868751

1.864144



Null Hypothesis: LNFO has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 0 (Automatic - based on SIC, maxlag=2)



Augmented Dickey-Fuller test statistic

Test critical values:

1% level

5% level

10% level



t-Statistic



Prob.*



-3.095119

-4.374307

-3.603202

-3.238054



0.1289



*MacKinnon (1996) one-sided p-values.



Augmented Dickey-Fuller Test Equation

Dependent Variable: D(LNFO)

Method: Least Squares

Date: 08/15/18 Time: 20:36

Sample (adjusted): 1991 2017

Included observations: 27 after adjustments

Variable



Coefficient



Std. Error



t-Statistic



Prob.



LNFO(-1)

C

@TREND("1990")



-0.597346

-1.042419

0.021414



0.192996

0.347832

0.007643



-3.095119

-2.996902

2.801731



0.0053

0.0066

0.0104



R-squared

Adjusted R-squared

S.E. of regression

Sum squared resid

Log likelihood

F-statistic

Prob(F-statistic)



0.304321

0.241077

0.134878

0.400228

16.20900

4.811887

0.018471



Mean dependent var

S.D. dependent var

Akaike info criterion

Schwarz criterion

Hannan-Quinn criter.

Durbin-Watson stat



0.030517

0.154826

-1.056720

-0.910455

-1.016152

1.681194



Null Hypothesis: LNFOLNTO has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 0 (Automatic - based on SIC, maxlag=2)



Augmented Dickey-Fuller test statistic

Test critical values:

1% level

5% level

10% level



t-Statistic



Prob.*



-3.015328

-4.374307

-3.603202

-3.238054



0.1479



*MacKinnon (1996) one-sided p-values.



Augmented Dickey-Fuller Test Equation

Dependent Variable: D(LNFOLNTO)

Method: Least Squares

Date: 08/15/18

Time: 20:38

Sample (adjusted): 1991 2017

Included observations: 27 after adjustments

Variable



Coefficient



Std. Error



t-Statistic



Prob.



LNFOLNTO(-1)

C

@TREND("1990")



-0.505205

4.263714

-0.145017



0.167546

1.393463

0.051549



-3.015328

3.059797

-2.813220



0.0064

0.0057

0.0101



R-squared

Adjusted R-squared

S.E. of regression

Sum squared resid

Log likelihood

F-statistic

Prob(F-statistic)



0.321154

0.259441

1.426575

44.77254

-42.75745

5.203976

0.014109



Mean dependent var

S.D. dependent var

Akaike info criterion

Schwarz criterion

Hannan-Quinn criter.

Durbin-Watson stat



-0.135363

1.657733

3.660596

3.806861

3.701164

2.076296



Null Hypothesis: LNFIR has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 0 (Automatic - based on SIC, maxlag=5)



Augmented Dickey-Fuller test statistic

Test critical values:

1% level

5% level

10% level



t-Statistic



Prob.*



-5.991847

-4.374307

-3.603202

-3.238054



0.0003



*MacKinnon (1996) one-sided p-values.



Augmented Dickey-Fuller Test Equation

Dependent Variable: D(LNFIR)

Method: Least Squares

Date: 08/15/18 Time: 20:43

Sample (adjusted): 1991 2017

Included observations: 25 after adjustments

Variable



Coefficient



Std. Error



t-Statistic



Prob.



LNFIR(-1)

C

@TREND("1990")



-0.614049

0.016296

-0.000516



0.102481

0.004491

0.000203



-5.991847

3.628910

-2.538618



0.0000

0.0015

0.0187



R-squared

Adjusted R-squared

S.E. of regression

Sum squared resid

Log likelihood

F-statistic

Prob(F-statistic)



0.667468

0.637237

0.004893

0.000527

99.12374

22.07949

0.000005



Mean dependent var

S.D. dependent var

Akaike info criterion

Schwarz criterion

Hannan-Quinn criter.

Durbin-Watson stat



-0.002674

0.008124

-7.689899

-7.543634

-7.649331

2.274749



Null Hypothesis: LNSAV has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 0 (Automatic - based on SIC, maxlag=2)



Augmented Dickey-Fuller test statistic

Test critical values:

1% level

5% level

10% level



t-Statistic



Prob.*



-2.286751

-4.374307

-3.603202

-3.238054



0.4253



*MacKinnon (1996) one-sided p-values.



Augmented Dickey-Fuller Test Equation

Dependent Variable: D(LNSAV)

Method: Least Squares

Date: 08/15/18 Time: 20:45

Sample (adjusted): 1991 2017

Included observations: 27 after adjustments

Variable



Coefficient



Std. Error



t-Statistic



Prob.



LNSAV(-1)

C

@TREND("1990")



-0.283592

-0.334416

0.001103



0.124015

0.168577

0.002346



-2.286751

-1.983758

0.470130



0.0322

0.0599

0.6429



R-squared

Adjusted R-squared

S.E. of regression

Sum squared resid

Log likelihood

F-statistic

Prob(F-statistic)



0.227633

0.157417

0.067794

0.101113

33.40639

3.241928

0.058353



Mean dependent var

S.D. dependent var

Akaike info criterion

Schwarz criterion

Hannan-Quinn criter.

Durbin-Watson stat



0.018362

0.073856

-2.432511

-2.286246

-2.391943

2.077037



Null Hypothesis: LNPRV has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 0 (Automatic - based on SIC, maxlag=2)



Augmented Dickey-Fuller test statistic

Test critical values:

1% level

5% level

10% level



t-Statistic



Prob.*



-2.052568

-4.374307

-3.603202

-3.238054



0.4174



*MacKinnon (1996) one-sided p-values.



Augmented Dickey-Fuller Test Equation

Dependent Variable: D(LNPRV)

Method: Least Squares

Date: 08/15/18 Time: 20:46

Sample (adjusted): 1991 2017

Included observations: 27 after adjustments

Variable



Coefficient



Std. Error



t-Statistic



Prob.



LNPRV(-1)

C

@TREND("1990")



-0.143847

-0.069584

0.002646



0.136663

0.089844

0.003139



-2.052568

-0.774503

0.843039



0.03040

0.4469

0.4083



R-squared

Adjusted R-squared

S.E. of regression

Sum squared resid

Log likelihood

F-statistic

Prob(F-statistic)



0.065405

-0.019558

0.029724

0.019438

54.01917

0.769801

0.475181



Mean dependent var

S.D. dependent var

Akaike info criterion

Schwarz criterion

Hannan-Quinn criter.

Durbin-Watson stat



0.017057

0.029438

-4.081534

-3.935269

-4.040966

1.413542



Null Hypothesis: LNENROLL has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 1 (Automatic - based on SIC, maxlag=2)



Augmented Dickey-Fuller test statistic

Test critical values:

1% level

5% level

10% level

*MacKinnon (1996) one-sided p-values.



Augmented Dickey-Fuller Test Equation

Dependent Variable: D(LNENROLL)



t-Statistic



Prob.*



-1.734821

-4.394309

-3.612199

-3.243079



0.7038



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