hƯỚng dẪn thỰc hÀnh eview trong dỰ bÁo
TRANSCRIPT
HNG DN THC HNH EVIEW TRONG D BONhm thuyt trnh: 1.Hong Thch Nguyn_TF01 2.Nguyn Vn Lng_TF02 3.L Thin Ha_TF02 4.Nguyn Duy Thi_TF01 5.V Th Hong_TF01 6.Trn Hng Loan Tho_TF02
Cc phng php san bng m San bng m n gin Phng php tuyn tnh Holt Phng php Holt-Winter
V d: D liu v s hc sinh ca M c tnh vi mc alpha=0.7 v beta=0.6 D liu trn file excel: hw.xls
San bng m n ginHolt-winters m hnh cng 3 tham s
Holt-winters 2 tham s khng ma v Holt-winters m hnh nhn 3 tham s
Lu ?!! Cc bn c th ko thm alpha,beta cho my t tnh hoc tnh gi tr alpha beta trn excel v nh vo
Da vo biu ta thy rng d liu khng c tnh ma v
hnh E nh
Gi tr: alpha=0.7 beta=0.6
Theo qu: 4 Theo thng: 12
Kt qu ca holt-winters 2 tham s khng ma v
Kt qu ca holt-winters 2 tham s khng ma v D bo: Genr: YDB = (YMU+T)*S YMU: Mean T: Trend S: Chi so mua vu
Khng c ch s ma v th khng nhn
M hnh ARIMA-Phng php BoxJenkins V d: cc s liu v ch s gi tiu dng tnh theo qu ca Vit Nam t qu I/1991 n qu IV/1997. Sau chy d bo cho 4 qu vo nm 1998. D liu trn file arima.xls
a d liu vo :File/open/Foreign Data as Workfile (file excel . csv )
B1 Xt tnh ma v ca d liu
Da vo biu ta thy rng d liu khng c tnh ma v
Nu c ma v Genr: DSY = d(y,0,s) S: chu k ma v (4: qu, 12: thng)
Genr: DSY2 = d(DSY,0,s)Tip tc cho n khi ht tnh ma v
Chy Correlogram kim tra ht tnh ma v cha
B2: Kim nh tnh dng theo pp DickeyFuller
phn test for unit root in -Level: kim nh bnh thng -1st difference : sai phn bc 1 -2nd difference : sai phn bc 2
|T| tnh ra > gi tr kim nh th d
B3: Xt m hnh ARIMA
da vo bc trn
hn
R (1)
AR (1)
-Ta thy biu hm t tng quan ACF gim dn mt cch t t v 0, chui dng. -ACF tt nhanh v 0 sau 3 tr : q=3 -PAC gim nhanh v 0 sau 1 tr: p=1
ng c ma v
Nhn s ar, ma theo corre
Y c ar(1) ma(1) ma(2) ma(3) D(Y,2) c ar(1) ma(1) ma(2) ma(3)
v: ARIMA 1)(1,2,2)4
D(Z,2) C AR(1) AR(2) MA(1) SAR(4) SMA(4)
R X = D(Y,0,4) R Z = D(X,0,4) to ma v trn
B4 Chy m hnh ARIMA (1,0,3)
Gi t P-va Th l V ch
B5 Xc nh nhiu trng kim tra phn d
Sai s ca m hnh ARIMA(1,0,3) l mt chui dng v n c phnphi chun. Sai s ny l nhiu trng. T lc t tng quan phn d c p-value >0.1 v khng c thanh no vt qu 2 ng bin suy ra m hnh ph hp
Ta c bng xc nh cc tiu chun nh gi sau khi th vi mt vi m hnh khc nhau :Log likelihood
M hnh
R-squared
Akaike info criterion
Schwarz criterion
ARIMA(1,0,3) 0.989405 ARIMA(1,0,0) 0.985394 ARIMA(0,0,3) 0.732152
30.62232 26.28905 -15.5026
-2.046097 -1.799189 1.250186
-1.902116 -1.703201 1.345343
/ Structure Resize current
Thm thi im cn d bo
Sai s d bo
Thi im cn d bo
Biu d bo
Kt qu d bo