BO CO THC HNH KINH T LNGNH HNG CA TNG SN PHM QUC NI (GDP) V T GI HI OI N NHP KHU LO TRONG 15 NM (1995-2009)

H v tn cc thnh vin trong nhm: 1. Nguyn Th Minh Phng Lp: CQ48/21.09 (21.01_LT2)2. 3. 4. 5. 6. 7.

Phm Th Phng inh c Hon Lng Th Kim Cc ng Quang Nht Lng Minh Tin Lan Hng

Lp: CQ48/21.09 (21.01_LT2) Lp: CQ48/21.09 (21.01_LT1) Lp: CQ48/21.02 (21.01_LT1) Lp: CQ48/21.09 (21.01_LT1) Lp: CQ48/21.09 (21.01_LT2) Lp: CQ48/21.09 (21.01_LT1)

Nhim v ca tng thnh vin trong nhm: 1. 2. 3.4. 5. 6. 7.

Nguyn Th Minh Phng: lp m hnh, c lng v kin nh hm hi qui Phm Th Phng: thu thp s liu; phn tch nh gi inh c Hon: Kim nh a cng tuyn Lng Th Kim Cc: Kim nh phng sai sai s thay i ng Quang Nht: Kim nh t tng quan Lng Minh Tin: Kim nh b st bin thch hp Lan Hng: Kim nh phn phi chun ca sai s ngu nhin

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1. Vn nghin cu:Cn cn thng mi l mt mc trong ti khon vng lai ca cn cn thanh ton quc t. Cn cn thng mi c ngha kinh t rt quan trng. Mt trong nhng yu t quan trng nh hng n cn cn thng mi l nhp khu. Lo l mt nc c nn kinh t khng my pht trin, nht l ngoi thng. V vy chng ti quyt nh chn Lo nghin cu v vn nh hng ca GDP, E n IM nhm tm hiu, phn tch v a ra nhng bin php thch hp. Cc bin kinh t s dng: IM: GDP: E:

Nhp khu (v: triu la M) Tng sn phm quc ni (v: t kp) T gi hi oi (v: kp/1 la M)

S liu: IM 588.83 689.60 647.90 552.80 554.00 535.00 510.00 447.00 462.00 713.00 882.00 1060.00 1065.00 1403.00 1414.00 GDP 1430.36 1725.69 2200.33 4238.86 10327.78 12917.50 14854.17 17681.98 21286.99 25151.51 28947.80 35980.90 40467.10 46214.70 47566.60 E 804.70 921.02 1259.98 3298.33 7102.02 7887.60 8954.60 10056.30 10569.00 10585.00 10655.00 10160.00 9603.00 8744.00 8516.00

Nm 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009

Ngun: trang web ca Tng cc thng k http://www.gso.gov.vn/default.aspx?tabid=396&idmid=3&ItemID=112662

2. M hnh kinh t lngDa trn nhng nghin cu v m cho thy nhp khu ph thuc vo GDP v E: IM c xu hng tng khi GDP tng; E tng th gi hng ha nhp khu tnh bng ni t tr nn cao hn dn n IM gim v ngc li. T nhng phn tch v m trn, ta la chn m hnh:

PRM: IM i = 1 + 2. GDPi + 3 E i +U iTrong : 1: 2, 3: Ui : IM: l bin ph thuc l cc bin c lp l h s chn l cc h s hi qui ring l sai s ngu nhin GDP, E:

3. c lng bng phn mm Eviews c lng m hnh hi qui bng Eviews ta c kt qu:Dependent Variable: IM Method: Least Squares Date: 03/11/12 Time: 12:11 Sample: 1995 2009 Included observations: 15 Variable GDP E C R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat Coefficient 0.027434 -0.063130 658.7210 0.965206 0.959407 65.33841 51229.29 -82.30420 1.870968 Std. Error 0.001555 0.006706 38.02233 Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic) t-Statistic 17.63815 -9.413525 17.32459 Prob. 0.0000 0.0000 0.0000 768.2753 324.2952 11.37389 11.51550 166.4416 0.000000

Nhn xt:3

- Ta c hm hi qui mu:

IM i = 658,721 + 0,027434.GDPi 0,06313.Ei- ngha ca cc h s c lng: + 1 = 658,721 > 0 cho ta bit khi tng sn phm quc ni bng 0 v t gi hi oi

bng 0 th gi tr nhp khu trung bnh l 658,721 (triu la M) + 2 = 0,027434 > 0 cho ta bit khi tng sn phm quc ni tng (gim) 1 (t kp)

trong iu kin t gi hi oi khng i th gi tr nhp khu trung bnh tng (gim) 0,027434 (triu la M) + 3 = -0,06313 < 0 cho ta bit khi t gi hi oi tng (gim) 1(kp/la M)

trong iu kin tng sn phm quc ni khng i th gi tr nhp khu trung bnh gim (tng) 0,06313 (triu la M) - Theo l thuyt kinh t th khi tng sn phm quc ni tng th nhp khu tng, khi t gi hi oi tng th nhp khu gim. Do c th kt lun rng cc h s hi quy c lng ph hp vi l thuyt kinh t. - R2= 0.965206 cho ta bit 96.5206% s bin ng ca gi tr nhp khu (IM) l do tng sn phm quc ni (GDP) v t gi hi oi (E) trong m hnh gy ra.4.

Kim nh s ph hp ca hm hi qui cc khuyt tt ca m hnh4.1.

Kim nh s ph hp ca hm hi qui- Kim nh cp gi thit:H 0 : R 2 = 0 (hm hi qui khng ph hp) H1 : R 2 > 0 (hm hi qui ph hp)

Kim nh s ph hp ca hm hi quy bng Kim nh F:

- Tiu chun kim nh: F =

R 2 .( n 3) : F (2, n 3) (1 R 2 ).2

- Min bc b: W = { F : F > F (2, n 3)} - Vi n=15; =0,05 Ta c: F0,05 (2,12) = 3,89Fqs = 260, 7215

Fqs> F0,05(2,12) => Fqs W, nn bc b gi thit H0 chp nhn gi thit H1.

Nhn xt: Vy vi mc ngha 5% hm hi qui l ph hp.4

4.2. Kim nh a cng tuyn

Kim tra a cng tuyn bng o Theil: - Hi qui m hnh: IMi = 1 + 2 .GDPi + V1i thu c:Dependent Variable: IM Method: Least Squares Date: 03/11/12 Time: 14:42 Sample: 1995 2009 Included observations: 15

Variable

Coefficient

Std. Error

t-Statistic

Prob.

GDP C

0.016923 417.4121

0.003012 78.12348

5.617919 5.342979

0.0001 0.0001

R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat

0.708265 0.685824 181.7720 429533.9 -98.25212 0.401660

Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic)

768.2753 324.2952 13.36695 13.46136 31.56101 0.000084

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- Hi qui m hnh: IMi = 1 + 2 .Ei + V2i thu c:Dependent Variable: IM Method: Least Squares Date: 03/11/12 Time: 14:42 Sample: 1995 2009 Included observations: 15

Variable

Coefficient

Std. Error

t-Statistic

Prob.

E C

0.021787 609.7841

0.023275 189.0511

0.936088 3.225500

0.3663 0.0066

R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat

0.063148 -0.008917 325.7379 1379367. -107.0022 0.220186

Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic)

768.2753 324.2952 14.53363 14.62804 0.876262 0.366292

Nhn xt: - Ta c o Theil: m = R2 - [ ( R2 - R12) + ( R2 - R22) ] R2 R12 R22 => m = 0,965206 = 0,708265 = 0,063148 = -0,193793; |m| 0

=> m hnh gc c a cng tuyn thp. - Vy vi mc ngha 5% m hnh gc c a cng tuyn thp.6

4.3. Kim nh phng sai sai s thay i

Kt qu kim nh White bng Eviews:White Heteroskedasticity Test: F-statistic Obs*R-squared 1.721687 7.333220 Probability Probability 0.225511 0.197014

Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 03/12/12 Time: 15:00 Sample: 1995 2009 Included observations: 15 Variable C GDP GDP^2 GDP*E E E^2 R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat Coefficient 7309.067 -7.602420 7.40E-05 0.000356 7.127332 -0.000242 0.488881 0.204926 3717.017 1.24E+08 -140.7630 3.369778 Std. Error 4711.147 6.341843 6.91E-05 0.000268 7.401830 0.000381 Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic) t-Statistic 1.551441 -1.198771 1.071242 1.326046 0.962915 -0.636027 Prob. 0.1552 0.2612 0.3119 0.2175 0.3607 0.5406 3415.286 4168.607 19.56840 19.85163 1.721687 0.225511

Nhn xt: - Dng tiu chun 2 ta c: 2qs = 7,33322 2(5) = 0,052(5) = 11,0705 => 2qs < 0,052(5) => 2qs W nn m hnh gc c phng sai sai s khng thay i. - Dng tiu chun F ta c: Fqs = 1,721687 F (5,9) = F0,05(5,9) = 3,48 => Fqs< F0,05(5,9) => Fqs W nn m hnh gc c phng sai sai s khng thay i. Vy vi mc ngha 5% m hnh gc c phng sai sai s khng thay i.7

4.4. Kim nh t tng quan

Kt qu kim nh Breusch-Godfrey bng Eviews : - Kim nh t tng quan bc hai:Breusch-Godfrey Serial Correlation LM Test: F-statistic Obs*R-squared 1.109911 2.724862 Probability Probability 0.367008 0.256038

Test Equation: Dependent Variable: RESID Method: Least Squares Date: 03/12/12 Time: 15:09 Presample missing value lagged residuals set to zero. Variable GDP E C RESID(-1) RESID(-2) R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat Coefficient -3.16E-05 0.000231 -1.530279 0.045956 -0.429660 0.181657 -0.145680 64.74806 41923.11 -80.80064 2.109722 Std. Error 0.001542 0.006648 37.69285 0.286849 0.289095 Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic) t-Statistic -0.020493 0.034737 -0.040599 0.160209 -1.486224 Prob. 0.9841 0.9730 0.9684 0.8759 0.1681 -2.06E-13 60.49161 11.44009 11.67610 0.554955 0.700357

+ Dng tiu chun 2 ta c: 2qs=2,724862 , m 2 (2) = 0,052(2) = 5,9915 => 2qs < 0,052(2) => 2qs W , nn m hnh gc khng c t tng quan bc 2. + Dng tiu chun F ta c: Fqs = 1,109911 m F (2,11) = F0,05(2,11) = 3,98 => Fqs< F0,05(2,11) => Fqs W , nn m hnh gc khng c t tng quan bc 2. - Kim nh t tng quan bc mt:8

Breusch-Godfrey Serial Correlation LM Test: F-statistic Obs*R-squared 0.009874 0.013453 Probability Probability 0.922632 0.907662

Test Equation: Dependent Variable: RESID Method: Least Squares Date: 03/12/12 Time: 15:10 Presample missing value lagged residuals set to zero. Variable GDP E C RESID(-1) R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat Coefficient -4.94E-06 1.08E-05 -0.000109 0.030009 0.000897 -0.271586 68.21313 51183.34 -82.29747 1.905101 Std. Error 0.001625 0.007002 39.69521 0.301988 Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic) t-Statistic -0.003042 0.001540 -2.74E-06 0.099370 Prob. 0.9976 0.9988 1.0000 0.9226 -2.06E-13 60.49161 11.50633 11.69514 0.003291 0.999723

+ Dng tiu chun 2 ta c: 2qs=0,013453 , m 2 (1) = 0,052(1) = 3,8415 => 2qs < 0,052(1) => 2qs W , nn m hnh gc khng c t tng quan bc 1. + Dng tiu chun F ta c Fqs = 0,009874 m F 1,12) = F0,05(1,12) = 3,89 => Fqs< F0,05(1,12) => Fqs W , nn m hnh gc khng c t tng quan bc 1.

Nhn xt : Vy vi mc ngha 5% m hnh gc khng c t tng quan

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4.5. Kim nh b st bin thch hp

Kt qu kim nh Ramsey bng Eviews:Ramsey RESET Test: F-statistic Log likelihood ratio Test Equation: Dependent Variable: IM Method: Least Squares Date: 03/12/12 Time: 15:11 Sample: 1995 2009 Included observations: 15 Variable GDP E C FITTED^2 R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat Coefficient 0.034080 -0.078302 719.7356 -0.000129 0.966012 0.956743 67.44796 50041.50 -82.12826 1.949729 Std. Error 0.013105 0.030488 125.6933 0.000253 Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic) t-Statistic 2.600511 -2.568269 5.726126 -0.510976 Prob. 0.0247 0.0261 0.0001 0.6195 768.2753 324.2952 11.48377 11.67258 104.2156 0.000000 0.261096 0.351880 Probability Probability 0.619467 0.553051

Nhn xt: - Kim nh cp gi thuyt: H0 : M hnh ch nh ng H1 : M hnh ch nh sai - Tiu chun kim nh:F=2 ( R2 2 R1 )/(p 1) ~F (p 1,n k) (1- R 2 )/(n k) 2

- Min bc b : W = {F / F > F ( p 1, n k )}

- Vi n = 15, = 0,05 ta c: F(p-1,n-k) = F0,05(1,11) = 4,84 Fqs = 0,261096 => Fqs< F0,05(1,11) => Fqs W => cha c c s bc b gi thuyt H0 hay tm thi chp m hnh ch nh ng. - Vy vi mc ngha 5% m hnh gc ch nh ng, khng b st bin.

4.6. Kim nh phn phi chun ca sai s ngu nhin10

Kt qu kim nh Jarque Bera bng Eviews:3.2 2.8 2.4 2.0 1.6 1.2 0.8 0.4 0.0 -100 -50 0 50 100

Series: Residuals Sample 1995 2009 Observations 15 Mean Median Maximum Minimum Std. Dev. Skewness Kurtosis -2.06E-13 9.070200 101.7678 -113.4925 60.49161 -0.417769 2.390479

Jarque-Bera 0.668524 Probability 0.715866

Nhn xt: - T kt qu bo co trn, ta c: JBqs = 0,668524 0,052(2) = 5,9915 => JBqs < 0,052(2) , nn m hnh gc c phn phi chun. - Vy vi mc ngha 5% sai s ngu nhin trong m hnh gc c phn phi chun.

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5. Phn tch, nh gi5.1.

Khong tin cy ca cc h s hi qui ( j ): ( n 3) - Khong tin cy bn phi: j j Se ( j ) .t ( n 3 ) - Khong tin cy bn tri: j j + Se ( j ) .t

* Vi tin cy (1-) ta c:

* Vy: - Khi khng c nh hng GDP v t gi hi oi th nhp khu: + Ti a: 726,4767921 triu la M + Ti thiu: 590,9652079 triu la M - Khi GDP tng (gim) 1 t kp v t gi hi oi khng i th nhp khu s: + Tng (gim) ti a: 0,03020501 triu la M + Tmg (gim) ti thiu: 0,02466299 triu la M - Khi t gi hi oi tng (gim) 1 n v v GDP khng thay i th nhp khu s: + Gim (tng) ti a: 0,75080092 triu la M + Gim (tng) ti thiu: 0,051179908 triu la M 5.2.Khong tin cy ca phng sai sai s ngu nhin: * Vi tin cy (1-) ta c: - Khong tin cy bn phi: - Khong tin cy bn tri: * Vy: Vy s bin ng gi tr ca bin ph thuc o bng phng sai do cc bin ngu nhin gy ra: + Ti a: 9802,773413 + Ti thiu: 2436,4620091222

(n 3) 2

x

2

( n 3)

( n 3) 2 2 x 1 (n 3)

5.3.D bo: - Nhn thy gn y ( c th l giai on 2005-2009) GDP c xu hng tng, E c xu hng gim i. Ti quyt nh ly gi tr c on ca GDP, E theo xu hng ca giai on ny d bo gi tr ca IM: + Tc tng GDP bnh qun giai on 2005-2009 l: GDP(2009) g( GDP ) = 5 1 .100% 10, 44% GDP(2005)

+ Tc gim E bnh qun giai on 2005-2009 l: E g( E ) = 5 (2009) 1 .100% 6, 08% E(2005

- Ly gi tr GDP v E trong cc nm 2010,2011,2012 theo tc tng trng trn: Nm GDP E

2010 52532,55 7998,23 2011 58016,9 5 7511,94

2012 64073,92 7055,21 - D bo bng Eviews ta c kt qu:2400 2000 1600 1200 800 400 0 96 98 00 02 04 IMF 06 08 10 12 Root Mean Squared Error Mean Absolute Error Mean Abs. Percent Error Theil Inequality Coefficient Bias Proportion Variance Proportion Covariance Proportion 58.44045 47.66662 7.197047 0.035262 0.000000 0.008853 0.991147 Forecast: IMF Actual: IM Forecast sample: 1995 2012 Included observations: 15

- Nh vy ta c kt qu d bo gi tr ca IM:Nm 2010 2011 IMF 1594.986 1776.14613

2012

1971.148

6. Kin nghQua d bo, ta thy rng nu gi cho GDP tng trng n nh vi tc 10,44%/nm cng vi xu hng gim dn ca t gi hi oi mc bnh qun 6,08%/nm th nhp khu s tng rt nhanh. Tuy nhin, tnh hnh kinh t cn c th xy ra nhiu bin ng, khin cho gi tr IM c th sai khc nhiu so vi d bo. Nhng nhn chung c th thy xu hng tng ln v nhp khu trong nhng nm tip theo ca Lo l hu nh chn chn! Hiu c tm quan trng cng nh nh hng ca IM n cn cn TM ni ring cng nh nn kinh t ni chung,cc nh hoch nh chnh sch cn a ra nhng bin php hn ch tnh trng nhp khu tng qu nhanh. Qua vic xy dng v phn tch m hnh, chng ti xin xut 1 s vin php khc phc: khuyn khch ngi dn tiu dng hng ni gim mc nh hng ca tng sn phm quc ni n nhp khu, iu chnh hp l t gi hi oi, nu cn thit c th s dng chnh sch bo h mu dch...

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