THÔNG TIN SINH VIÊN

Họ và tên: Lê Văn An
MSSV: 6313006
Lớp: 63.Markt-1
Môn: DỰ BÁO KINH TẾ VÀ KINH DOANH
GV: Nguyễn Thu Thủy
Lớp học phần: ECS338_63.MARKT-1k
Link dữ liệu: https://fsppm.fulbright.edu.vn/cache/MPP05-522-R06V-2013-04-09-14534738.pdf (Bảng
21.1 Số liệu Kinh tế Vĩ mô Hoa Kỳ, Quý I/1970 – IV/1991; trang 6,7- chọn cột dữ liệu GDP )

NỘI DUNG
 Thời gian GDP Tbdd k = 4 Tb định tâm k=2 t YẾU TỐ MUA VỤ Dự báo theo hàm xu thế Yếu tố chu kỳ
1970 - I 2,872.80 1
1970 - II 2,860.30 2875.85 2
1970 - III 2,896.60 2893.375 2884.6125 3 1.004155671 2849.588 1.012291075
1970 - IV 2,873.70 2915.15 2904.2625 4 0.989476674 2874.069 1.010505489
1971 - I 2,942.90 2932.5 2923.825 5 1.006523988 2898.55 1.008719877
1971 - II 2,947.40 2959.275 2945.8875 6 1.000513428 2923.031 1.007819452
1971 - III 2,966.00 2982.875 2971.075 7 0.998291864 2947.512 1.0079942
1971 - IV 2,980.80 3018.45 3000.6625 8 0.993380628 2971.993 1.009646557
1972 - I 3,037.30 3058.4 3038.425 9 0.999629742 2996.474 1.014000121
1972 - II 3,089.70 3107.075 3082.7375 10 1.002258545 3020.955 1.020451314
1972 - III 3,125.80 3161.075 3134.075 11 0.997359668 3045.436 1.029105521
1972 - IV 3,175.50 3205.55 3183.3125 12 0.997545795 3069.917 1.036937644
1973 - I 3,253.30 3240.175 3222.8625 13 1.009444244 3094.398 1.041515183
1973 - II 3,267.60 3268.575 3254.375 14 1.00406376 3118.879 1.043443814
1973 - III 3,264.30 3270.1 3269.3375 15 0.998459168 3143.36 1.040077338
1973 - IV 3,289.10 3270.1 3270.1 16 1.00581022 3167.841 1.032280345
1974 - I 3,259.40 3263.8 3266.95 17 0.997688976 3192.322 1.023377341
1974 - II 3,267.60 3248.125 3255.9625 18 1.003574212 3216.803 1.012173422
1974 - III 3,239.10 3221.775 3234.95 19 1.001282864 3241.284 0.998045836
1974 - IV 3,226.40 3202.475 3212.125 20 1.004444099 3265.765 0.983575058
1975 - I 3,154.00 3205.175 3203.825 21 0.984448277 3290.246 0.973734183
1975 - II 3,190.40 3221.7 3213.4375 22 0.992830886 3314.727 0.969442582
1975 - III 3,249.90 3272.375 3247.0375 23 1.000881573 3339.208 0.972397497
1975 - IV 3,292.50 3317.075 3294.725 24 0.999324678 3363.689 0.97949751
1976 - I 3,356.70 3349.85 3333.4625 25 1.00697098 3388.17 0.983853378
1976 - II 3,369.20 3380.8 3365.325 26 1.001151449 3412.651 0.986132189
1976 - III 3,381.00 3408.225 3394.5125 27 0.996019311 3437.132 0.987600273
1976 - IV 3,416.30 3447.175 3427.7 28 0.996674155 3461.613 0.990203122
1977 - I 3,466.40 3495.525 3471.35 29 0.998574042 3486.094 0.995770625
1977 - II 3,525.00 3533.25 3514.3875 30 1.00301973 3510.575 1.001086004
1977 - III 3,574.40 3564.6 3548.925 31 1.00717823 3535.056 1.003923276
1977 - IV 3,567.20 3610.1 3587.35 32 0.99438304 3559.537 1.007813657
1978 - I 3,591.80 3650.4 3630.25 33 0.989408443 3584.018 1.012899489
1978 - II 3,707.00 3703.5 3676.95 34 1.008172534 3608.499 1.018969383
1978 - III 3,735.60 3750.75 3727.125 35 1.002273871 3632.98 1.025913988
1978 - IV 3,779.60 3770.075 3760.4125 36 1.005102499 3657.461 1.028148352
1979 - I 3,780.80 3788.05 3779.0625 37 1.00045977 3681.942 1.02637752
1979 - II 3,784.30 3796.8 3792.425 38 0.997857571 3706.423 1.023203504
1979 - III 3,807.50 3809.3 3803.05 39 1.001170113 3730.904 1.019337405
1979 - IV 3,814.60 3796.375 3802.8375 40 1.003093085 3755.385 1.012635855
1980 - I 3,830.80 3777.875 3787.125 41 1.011532495 3779.866 1.001920438
1980 - II 3,732.60 3776.2375 3777.05625 42 0.988229921 3804.347 0.99282643
1980 - III 3733.50 3783.6625 3779.95 43 0.987711478 3828.828 0.987234214
1980 - IV 3808.05 3811.6125 3797.6375 44 1.002741836 3853.309 0.985552288
1981 - I 3,860.50 3844.3625 3827.9875 45 1.008493366 3877.79 0.987156989
1981 - II 3,844.40 3843.125 3843.74375 46 1.000170732 3902.271 0.985001746
1981 - III 3,864.50 3817.025 3830.075 47 1.008988075 3926.752 0.975379907
1981 - IV 3,803.10 3798.7 3807.8625 48 0.998749298 3951.233 0.963714997
1982 - I 3,756.10 3771.175 3784.9375 49 0.992380984 3975.714 0.952014531
1982 - II 3,771.10 3760.3 3765.7375 50 1.001424024 4000.195 0.941388482
1982 - III 3,754.40 3767.15 3763.725 51 0.997522401 4024.676 0.935162234
1982 - IV 3,759.60 3796 3781.575 52 0.994188929 4049.157 0.933916615
1983 - I 3,783.50 3843.5 3819.75 53 0.99050985 4073.638 0.937675365
1983 - II 3,886.50 3906.625 3875.0625 54 1.002951565 4098.119 0.945571005
1983 - III 3,944.40 3983.125 3944.875 55 0.999879591 4122.6 0.956890069
1983 - IV 4,012.10 4047.5 4015.3125 56 0.999199938 4147.081 0.968226205
1984 - I 4,089.50 4103 4075.25 57 1.003496718 4171.562 0.976912245
1984 - II 4,144.00 4148.525 4125.7625 58 1.004420395 4196.043 0.983250767
1984 - III 4,166.40 4181.6 4165.0625 59 1.000321124 4220.524 0.986859096
1984 - IV 4,194.20 4209.3 4195.45 60 0.999702058 4245.005 0.98832628
1985 - I 4,221.80 4244.95 4227.125 61 0.998740279 4269.486 0.990078197
1985 - II 4,254.80 4279.775 4262.3625 62 0.998225749 4293.967 0.99263979
1985 - III 4,309.00 4321.95 4300.8625 63 1.001892062 4318.448 0.995927819
1985 - IV 4,333.50 4355.175 4338.5625 64 0.998833139 4342.929 0.998994573
1986 - I 4,390.50 4381.075 4368.125 65 1.005122335 4367.41 1.000163713
1986 - II 4,387.70 4404.475 4392.775 66 0.998844694 4391.891 1.00020128
1986 - III 4,412.60 4421.85 4413.1625 67 0.99987254 4416.372 0.999273272
1986 - IV 4,427.10 4453.75 4437.8 68 0.997588895 4440.853 0.999312519
1987 - I 4,460.00 4490.425 4472.0875 69 0.997297124 4465.334 1.001512429
1987 - II 4,515.30 4540.025 4515.225 70 1.00001661 4489.815 1.005659476
1987 - III 4,559.30 4588.85 4564.4375 71 0.998874451 4514.296 1.011107269
1987 - IV 4,625.50 4636.225 4612.5375 72 1.002810275 4538.777 1.016251184
1988 - I 4,655.30 4680.025 4658.125 73 0.999393533 4563.258 1.020789313
1988 - II 4,704.80 4718.575 4699.3 74 1.001170387 4587.739 1.024317207
1988 - III 4,734.50 4757.2 4737.8875 75 0.999285019 4612.22 1.02724664
1988 - IV 4,779.70 4789.1 4773.15 76 1.001372259 4636.701 1.029428035
1989 - I 4,809.80 4816.875 4802.9875 77 1.001418388 4661.182 1.030422648
1989 - II 4,832.40 4836.875 4826.875 78 1.001144633 4685.663 1.030137037
1989 - III 4,845.60 4854.625 4845.75 79 0.999969045 4710.144 1.028790203
1989 - IV 4,859.70 4871.6 4863.1125 80 0.999298289 4734.625 1.027137841
1990 - I 4,880.80 4886.025 4878.8125 81 1.000407374 4759.106 1.025153149
1990 - II 4,900.30 4884.875 4885.45 82 1.003039638 4783.587 1.021294271
1990 - III 4,903.30 4870.675 4877.775 83 1.005232919 4808.068 1.014497923
1990 - IV 4,855.10 4855.6 4863.1375 84 0.99834726 4832.549 1.006329682
1991 - I 4824.00 4845.45 4850.525 85 0.99453152 4857.03 0.998660704
1991 - II 4840.00 4848.675 4847.0625 86 0.998542932 4881.511 0.992943066
1991 - III 4,862.70 87 4905.992
1991 - IV 4,868.00 88 4930.473
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.986372564
R Square 0.972930834
Adjusted R Square 0.972600723
Standard Error 100.2139275
Observations 84

ANOVA
df SS MS F Significance F
Regression 1 29599005.29 29599005.29 2947.27697 4.79727E-66
Residual 82 823512.1634 10042.83126
Total 83 30422517.45

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%
Intercept 2776.144729 22.85294404 121.4786473 2.41873E-94 2730.682943 2821.606515 2730.682943 2821.606515
X Variable 1 24.48166941 0.450952246 54.28882914 4.79727E-66 23.58458174 25.37875708 23.58458174 25.37875708
Hàm xu thế T = 2776.145 ± 24.481

70 71 72 73 74 75 76 77 78 79 80
I 1.006523988 0.999629742 1.009444244 0.997688976 0.984448277 1.00697098 0.998574042 0.989408443 1.00045977 1.011532
II 1.000513428 1.002258545 1.00406376 1.003574212 0.992830886 1.001151449 1.00301973 1.008172534 0.997857571 0.98823
III 1.004155671 0.998291864 0.997359668 0.998459168 1.001282864 1.000881573 0.996019311 1.00717823 1.002273871 1.001170113 0.987711
IV 0.989476674 0.993380628 0.997545795 1.00581022 1.004444099 0.999324678 0.996674155 0.99438304 1.005102499 1.003093085 1.002742
1 2 3 4 5 6 7 8 9 10 11

81 82 83 84 85 86 87 88 89 90 91 Tổng Chỉ số mùa vụ

1.008493366 0.992380984 0.99050985 1.003496718 0.998740279 1.005122335 0.997297124 0.999393533 1.001418388 1.000407374 0.99453152 20.99647 0.99983202
1.000170732 1.001424024 1.002951565 1.004420395 0.998225749 0.998844694 1.00001661 1.001170387 1.001144633 1.003039638 0.998542932 21.01162 1.000553495
1.008988075 0.997522401 0.999879591 1.000321124 1.001892062 0.99987254 0.998874451 0.999285019 0.999969045 1.005232919 21.00662 1.000315287
0.998749298 0.994188929 0.999199938 0.999702058 0.998833139 0.997588895 1.002810275 1.001372259 0.999298289 0.99834726 20.98207 0.99914605
12 13 14 15 16 17 18 19 20 21 22

Tăng Chỉ số chu kì

1 1.0079942 0.972397497 0.937675365 0.999312519 0.979344895
2 1.009646557 0.97949751 0.945571005 1.001512429 0.984056875
3 1.014000121 0.983853378 0.956890069 1.005659476 0.990100761
4 1.020451314 0.986132189 0.968226205 1.011107269 0.996479244
5 1.029105521 0.987600273 0.976912245 1.016251184 1.002467306
6 1.036937644 0.990203122 0.983250767 1.020789313 1.007795212
7 1.041515183 0.995770625 0.986859096 1.024317207 1.012115528

Giảm Chỉ số chu kỳ

1 1.040077338 1.02637752 0.985001746 1.030137037 1.02039841
2 1.032280345 1.023203504 0.975379907 1.028790203 1.01491349
3 1.023377341 1.019337405 0.963714997 1.027137841 1.008391896
4 1.012173422 1.012635855 0.952014531 1.025153149 1.000494239
5 0.998045836 1.001920438 0.941388482 1.021294271 0.990662257
1991 - II 4840.00 4848.675 4847.0625 86 0.998542932 4881.511 0.992943066 CHỈ SỐ MUA VỤ CHỈ SỐ CHU KỲ DỰ BÁO
1991 - III 4,862.70 87 4905.992 1.000315287 0.979344895 4806.17307
1991 - IV 4,868.00 88 4930.473 0.99914605 0.984056875 4847.722603
1992 - I 89 4954.954 0.99983202 0.990100761 4905.079635
1992 - II 90 4979.435 1.000553495 0.996479244 4964.650015
1992 - III 91 5003.916 1.000315287 1.002467306 5017.843754
1992 - IV 92 5028.397 0.99914605 1.007795212 5063.266947
1993 - I 93 5052.878 0.99983202 1.012115528 5113.23722
1993 - II 94 5077.359 1.000553495 1.02039841 5183.796671
1993 - III 95 5101.84 1.000315287 1.01491349 5179.558772
1993 - IV 96 5126.321 0.99914605 1.008391896 5164.926194
1994 - I 97 5150.802 0.99983202 1.000494239 5152.48207
1994 - II 98 5175.283 1.000553495 0.990662257 5129.795283
1994 - III 99 5199.764 1.000315287 0.979344895 5093.967888
1994 - IV 100 5224.245 0.99914605 0.984056875 5136.564092
1995 - I 101 5248.726 0.99983202 0.990100761 5195.894657
1995 - II 102 5273.207 1.000553495 0.996479244 5257.549744
1995 - III 103 5297.688 1.000315287 1.002467306 5312.433431
1995 - IV 104 5322.169 0.99914605 1.007795212 5359.076139
1996 - I 105 5346.65 0.99983202 1.012115528 5410.518477
1996 - II 106 5371.131 1.000553495 1.02039841 5483.727071
1996 - III 107 5395.612 1.000315287 1.01491349 5477.805942
1996 - IV 108 5420.093 0.99914605 1.008391896 5460.910527
1997 - I 109 5444.574 0.99983202 1.000494239 5446.349892
1997 - II 110 5469.055 1.000553495 0.990662257 5420.985199
1997 - III 111 5493.536 1.000315287 0.979344895 5381.762706
1997 - IV 112 5518.017 0.99914605 0.984056875 5425.405582
1998 - I 113 5542.498 0.99983202 0.990100761 5486.709678
1998 - II 114 5566.979 1.000553495 0.996479244 5550.449474
1998 - III 115 5591.46 1.000315287 1.002467306 5607.023107
1998 - IV 116 5615.941 0.99914605 1.007795212 5654.885332
1999 - I 117 5640.422 0.99983202 1.012115528 5707.799734
1999 - II 118 5664.903 1.000553495 1.02039841 5783.657471
1999 - III 119 5689.384 1.000315287 1.01491349 5776.053111
1999 - IV 120 5713.865 0.99914605 1.008391896 5756.894859
2000 - I 121 5738.346 0.99983202 1.000494239 5740.217713
2000 - II 122 5762.827 1.000553495 0.990662257 5712.175115
6,000.00 GDP
5,000.00

4,000.00

3,000.00

2,000.00

1,000.00

0.00