BNG S LIU:

GT
2
3
1
2
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
2
1
1
1
1
1
1
1
1
1
1
1
1
4
1
2
2
2
1
1
1
1
1
1

KG
0
0
1
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0

TB
3
5
5
4
5
5
3
5
4
3
5
4
5
3
5
5
5
5
5
5
5
5
5
5
4
5
5
5
5
5
5
5
5
5
3
5
4
5
5
5
3
3
5
5
5
5

SL
4
4
4
4
4
4
4
4
3
3
3
2
4
4
4
4
4
3
4
1
1
4
4
4
4
3
4
4
1
4
4
4
4
4
4
1
4
4
1
4
4
4
4
4
4
4

CL
2
1
3
2
1
1
3
2
3
2
3
4
2
2
5
3
2
1
2
3
3
2
2
3
3
1
3
3
3
3
3
3
4
2
3
5
3
1
3
2
3
3
1
1
3
3

TG
4
4
4
4
4
1
4
4
1
4
4
1
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
1
4
4
4
4
1
4
4
1
4
4
4
4
4
4
4
4
4
4

TQ
1
4
3
1
3
3
1
1
1
1
1
1
1
1
1
1
1
1
1
1
3
2
1
1
3
1
1
2
1
2
3
2
2
3
1
2
1
3
3
2
2
2
4
4
1
2

VT
1
2
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
2
1
1
1
1
1
1
1
1
1
1
1
4
1
1
1
1
1
1
1
1
1
1
1

TA
0
1
0
0
0
0
1
0
0
1
0
1
0
0
0
0
0
0
0
0
0
0
1
1
0
0
0
0
0
0
0
0
1
0
0
0
0
1
0
0
0
0
0
0
0
0

TD
3
6
1
3
1
1
1
2
1
4
3
6
3
1
3
6
5
1
2
3
1
1
6
6
4
1
1
1
3
2
3
1
6
2
3
1
1
6
1
1
3
3
1
1
1
2

YK
5
4
5
5
3
2
3
5
5
4
5
4
5
3
5
3
2
2
4
3
5
5
5
4
5
3
3
5
3
4
4
4
3
3
5
5
5
5
5
4
4
4
5
5
5
5

0
1
1
0
0
0
1
1
1
1
1
1
0
0
0
0
1
1
1
0
1
1
0
1
0
1
0
1
1
0
1
1
1
1
1
1
0
1
1
0
0
0
1
1
0
0

1
2
1
1
1
1
2
1
1
1
1
2
2
1
0
2
1
1
2
1
1
1
1
2
1
1
4
1
1
1
2
1
1
2

0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
1
0
0
0
0
0
0
0
1
0
1
0
0
0
0
0
0
0
0

5
3
5
5
4
5
5
5
5
5
4
4
5
5
5
5
4
5
5
5
5
5
5
5
4
5
1
5
2
2
2
5
5
5

1
4
3
4
3
4
2
1
3
4
4
4
4
4
4
4
4
4
4
2
3
4
3
4
4
4
4
4
4
1
4
4
4
4

2
1
2
3
4
4
1
1
3
1
4
3
4
2
2
3
4
3
2
2
3
1
3
3
3
2
1
4
1
3
3
4
3
2

4
4
4
4
4
4
4
1
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
1
4
1
1
1
4
4
1

2
3
1
2
1
3
4
3
1
3
2
1
1
3
2
1
1
2
3
2
1
2
3
1
1
1
4
2
1
1
1
3
3
2

1
4
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
4
1
1
3
1
1
1
1
1
1
1

0
0
1
1
1
1
0
0
0
0
1
0
1
0
1
1
0
1
1
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0

3
2
6
6
6
6
2
1
2
2
3
3
6
4
6
6
2
1
2
1
3
2
2
2
4
1
1
1
1
1
3
6
2
1

5
3
3
5
4
5
5
4
3
4
4
5
4
4
5
5
4
5
5
5
5
5
5
5
5
5
1
5
5
5
5
5
2
5

1
1
1
1
0
1
1
1
0
1
0
1
1
1
1
0
0
0
0
0
1
1
1
0
1
0
0
1
0
1
1
0
1
1

BNG 1. BNG M HNH HI QUY

Dependent Variable: Y
Method: Least Squares
Date: 10/14/09 Time: 19:06
Sample: 1 80
Included observations: 80
Variable
Coefficient
C
1.454701
GT
-0.170464
KG
-0.052047
TB
-0.067394
SL
-0.001363
CL
-0.136230
TG
0.150395
TQ
0.356642
VT
0.113038
TA
0.017496
TD
0.031858
YK
-0.185579
R-squared
0.275582
Adjusted R-squared
0.158396
S.E. of regression
0.583412
Sum squared resid
23.14516
Log likelihood
-63.90545
Durbin-Watson stat
2.112197

Std. Error
t-Statistic
0.578361
2.515214
0.227842 -0.748168
0.085314 -0.610060
0.073681 -0.914668
0.074486 -0.018300
0.069696 -1.954642
0.075387
1.994971
0.114336
3.119231
0.196408
0.575525
0.048061
0.364041
0.069275
0.459872
0.145588 -1.274682
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

Prob.
0.0143
0.4569
0.5439
0.3636
0.9855
0.0547
0.0501
0.0027
0.5668
0.7170
0.6471
0.2068
1.275000
0.635948
1.897636
2.254940
2.351675
0.015965

BNG 2. MA TRN TNG QUAN

Y
GT
KG
TB
SL
CL
TG
TQ
VT
TA
TD
YK

Y
1.000000
-0.079119
-0.223777
-0.061698
-0.075711
-0.260353
0.219972
0.363688
0.036022
-0.010267
-0.030242
-0.048450

GT
-0.079119
1.000000
-0.004588
0.129969
0.029187
0.140028
-0.129315
0.113996
0.107703
0.050088
0.084941
-0.153093

KG
-0.223777
-0.004588
1.000000
-0.064397
0.040803
0.352688
0.158403
-0.302627
0.073175
0.107354
0.122753
0.151709

TB
-0.061698
0.129969
-0.064397
1.000000
-0.084539
0.218391
0.013446
0.135958
0.076353
0.142032
-0.026495
-0.238768

SL
-0.075711
0.029187
0.040803
-0.084539
1.000000
-0.019267
-0.344544
-0.140667
0.140725
0.244861
0.207190
-0.097027

CL
-0.260353
0.140028
0.352688
0.218391
-0.019267
1.000000
-0.018108
-0.002817
0.069923
0.166415
0.071365
-0.128624

TG
0.219972
-0.129315
0.158403
0.013446
-0.344544
-0.018108
1.000000
0.075442
-0.049380
-0.132486
-0.032953
0.184774

TQ
0.363688
0.113996
-0.302627
0.135958
-0.140667
-0.002817
0.075442
1.000000
-0.051409
-0.004672
-0.107652
-0.032851

TG
-0.007454
0.002109
-0.001330
-0.000328
0.001670
0.000352
0.005683
-0.001005
-0.000838
0.000363
-0.000135
-0.001325

TQ
-0.025049
-0.003367
0.003089
-0.000611
0.000601
-0.000662
-0.001005
0.013073
0.001663
-0.000385
0.000501
-0.000627

VT
0.036022
0.107703
0.073175
0.076353
0.140725
0.069923
-0.049380
-0.051409
1.000000
0.613513
0.037426
0.035975

TA
-0.010267
0.050088
0.107354
0.142032
0.244861
0.166415
-0.132486
-0.004672
0.613513
1.000000
0.010443
0.072498

TD
-0.030242
0.084941
0.122753
-0.026495
0.207190
0.071365
-0.032953
-0.107652
0.037426
0.010443
1.000000
0.052016

YK
-0.048450
-0.153093
0.151709
-0.238768
-0.097027
-0.128624
0.184774
-0.032851
0.035975
0.072498
0.052016
1.000000

BNG 3. MA TRN HIP PHNG SAI

C
GT
KG
TB
SL
CL
TG
TQ
VT
TA
TD
YK

C
0.334501
0.008790
-0.023639
-0.018240
-0.014196
-0.003276
-0.007454
-0.025049
0.003450
0.000578
-0.015245
-0.012447

GT
0.008790
0.051912
-0.000545
-0.001118
0.000362
-0.001344
0.002109
-0.003367
-0.005115
0.000582
-0.001466
0.003435

KG
-0.023639
-0.000545
0.007278
0.000562
-0.000374
-0.002319
-0.001330
0.003089
8.59E-05
-0.000212
-0.000320
-0.001859

TB
-0.018240
-0.001118
0.000562
0.005429
0.000593
-0.000899
-0.000328
-0.000611
0.000212
-0.000518
-5.65E-05
0.002380

SL
-0.014196
0.000362
-0.000374
0.000593
0.005548
0.000469
0.001670
0.000601
0.000281
-0.000758
-0.001089
0.001373

CL
-0.003276
-0.001344
-0.002319
-0.000899
0.000469
0.004857
0.000352
-0.000662
0.000727
-0.000443
-0.000279
0.001534

VT
0.003450
-0.005115
8.59E-05
0.000212
0.000281
0.000727
-0.000838
0.001663
0.038576
-0.005655
-0.000433
0.000602

TA
0.000578
0.000582
-0.000212
-0.000518
-0.000758
-0.000443
0.000363
-0.000385
-0.005655
0.002310
0.000249
-0.001026

TD
-0.015245
-0.001466
-0.000320
-5.65E-05
-0.001089
-0.000279
-0.000135
0.000501
-0.000433
0.000249
0.004799
-0.000852

YK
-0.012447
0.003435
-0.001859
0.002380
0.001373
0.001534
-0.001325
-0.000627
0.000602
-0.001026
-0.000852
0.021196

BNG 4. BNG THNG K M T

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

Y
1.275000
1.000000
4.000000
0.000000
0.635948
2.376163
9.895736

Jarque-Bera
Probability

233.7860 181.8930 74.38325 55.21541 0.768604 62.56568 8.108870 893.3193 21.05496 10.40057 18.53687 13.42593
0.000000 0.000000 0.000000 0.000000 0.680926 0.000000 0.017345 0.000000 0.000027 0.005515 0.000094 0.001215

Observations

80

GT
0.100000
0.000000
1.000000
0.000000
0.301893
2.666667
8.111111

80

KG
4.512500
5.000000
5.000000
1.000000
0.913939
-1.889268
5.835073

80

TB
3.500000
4.000000
4.000000
1.000000
0.967837
-1.812538
4.850256

80

SL
2.537500
3.000000
5.000000
1.000000
1.005601
0.047080
2.529134

80

CL
3.550000
4.000000
4.000000
1.000000
1.077973
-1.960392
4.843137

80

BNG 5. KIM NH WHITE M HNH GC.

TG
1.875000
2.000000
4.000000
1.000000
0.972729
0.666903
2.191530

80

TQ
1.162500
1.000000
4.000000
1.000000
0.625285
3.939012
17.35035

80

VT
0.237500
0.000000
1.000000
0.000000
0.428236
1.233694
2.522002

80

TA
2.725000
2.000000
6.000000
1.000000
1.841676
0.800848
2.255191

80

TD
4.250000
5.000000
5.000000
1.000000
0.987261
-1.151670
3.505650

80

YK
0.600000
1.000000
1.000000
0.000000
0.492989
-0.408248
1.166667

80

White Heteroskedasticity Test:

F-statistic
6.771997
Obs*R-squared
77.32386

Probability
Probability

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 10/14/09 Time: 19:35
Sample: 1 80
Included observations: 80
Variable
Coefficient
C
-25.42041
GT
-1.054353
GT*KG
0.038153
GT*TB
1.269380
GT*SL
-0.729384
GT*TG
0.612533
GT*TQ
-1.471852
GT*VT
0.886014
GT*TD
-0.419973
KG
3.925912
KG^2
0.001713
KG*TB
0.255498
KG*SL
0.158254
KG*CL
-1.180772
KG*TG
0.008684
KG*TQ
0.084150
KG*VT
0.902151
KG*TA
0.073749
KG*TD
-0.228689
KG*YK
-0.872248
TB
-2.045736
TB^2
-0.022001
TB*SL
-0.050657
TB*CL
0.386416
TB*TG
0.080647
TB*TQ
-0.287741
TB*VT
0.227913
TB*TA
0.077876
TB*TD
-0.145457

Std. Error
7.803897
9.519744
0.268363
1.564385
0.746854
0.393910
4.328039
0.613320
0.456857
3.036163
0.273265
0.366919
0.216168
0.537539
0.285851
2.515609
0.541502
0.179995
0.229567
0.502718
2.223311
0.107942
0.124660
0.119305
0.146572
2.265069
0.344149
0.108658
0.109863

0.000096
0.122487

t-Statistic
-3.257400
-0.110754
0.142168
0.811424
-0.976608
1.555006
-0.340074
1.444620
-0.919267
1.293050
0.006269
0.696335
0.732088
-2.196627
0.030381
0.033451
1.666016
0.409730
-0.996175
-1.735063
-0.920130
-0.203820
-0.406360
3.238898
0.550224
-0.127034
0.662252
0.716706
-1.323983

Prob.
0.0053
0.9133
0.8888
0.4298
0.3443
0.1408
0.7385
0.1691
0.3725
0.2156
0.9951
0.4969
0.4754
0.0442
0.9762
0.9738
0.1165
0.6878
0.3350
0.1032
0.3721
0.8412
0.6902
0.0055
0.5903
0.9006
0.5179
0.4846
0.2053

TB*YK
SL
SL^2
SL*CL
SL*TG
SL*TQ
SL*VT
SL*TA
SL*TD
SL*YK
CL
CL*TG
CL*TQ
CL*VT
CL*TA
CL*TD
CL*YK
TG
TG^2
TG*TQ
TG*VT
TG*TA
TG*TD
TG*YK
TQ*VT
TQ*TA
TQ*TD
TQ*YK
VT*TA
VT*TD
VT*YK
TA^2
TA*TD
TA*YK
TD^2
TD*YK
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

-0.014646
4.032432
0.094079
-0.039749
-0.097733
-4.494051
0.197760
-0.009575
-0.110099
0.258849
12.33072
0.118083
-5.569735
5.208727
-1.256478
-0.821812
2.733851
-3.784939
-0.055580
2.848518
-0.235467
0.130249
0.078907
-0.096504
-25.67718
4.649034
5.226408
-6.437377
0.256603
-0.172836
-0.613522
-0.034437
-0.062129
-0.143745
0.004498
-0.106422
0.966548
0.823821
0.291044
1.270603
52.18631
1.704928

0.189630 -0.077235
2.086239
1.932871
0.086630
1.085980
0.120352 -0.330275
0.134901 -0.724481
2.311321 -1.944364
0.440750
0.448691
0.098940 -0.096777
0.087928 -1.252151
0.198076
1.306815
4.731857
2.605894
0.386593
0.305444
3.210489 -1.734856
3.015556
1.727285
0.693254 -1.812436
0.347867 -2.362431
1.183641
2.309696
3.418460 -1.107206
0.121996 -0.455588
1.950288
1.460563
0.459168 -0.512813
0.101143
1.287772
0.108094
0.729983
0.260981 -0.369774
12.28389 -2.090314
2.664335
1.744913
1.674798
3.120621
5.639012 -1.141579
0.202341
1.268173
0.564793 -0.306016
0.750954 -0.816990
0.051725 -0.665783
0.099896 -0.621940
0.162592 -0.884086
0.092722
0.048511
0.209883 -0.507055
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.9395
0.0724
0.2946
0.7458
0.4799
0.0708
0.6601
0.9242
0.2297
0.2110
0.0199
0.7642
0.1033
0.1046
0.0900
0.0321
0.0356
0.2856
0.6552
0.1648
0.6156
0.2173
0.4766
0.7167
0.0540
0.1014
0.0070
0.2715
0.2241
0.7638
0.4267
0.5157
0.5433
0.3906
0.9619
0.6195
0.289315
0.693398
0.320342
2.255739
6.771997
0.000096

BNG 6: M HNH HI QUY PH TA

Dependent Variable: TA
Method: Least Squares
Date: 10/15/09 Time: 16:21
Sample: 1 80
Included observations: 80
Variable
Coefficient
C
-0.250022
GT
-0.252032

Std. Error
1.448391
0.569901

t-Statistic
-0.172620
-0.442238

Prob.
0.8635
0.6597

KG
TB
SL
CL
TG
TQ
VT
TD
YK
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.091743
0.224175
0.328016
0.191574
-0.156972
0.166464
2.448282
-0.107756
0.444166
0.450069
0.370369
1.461357
147.3540
-137.9475
1.649736

0.213413
0.429885
0.182575
1.227849
0.182348
1.798841
0.173046
1.107066
0.187884 -0.835471
0.285693
0.582666
0.393909
6.215355
0.173038 -0.622730
0.360735
1.231281
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.6686
0.2237
0.0764
0.2721
0.4063
0.5620
0.0000
0.5355
0.2224
2.725000
1.841676
3.723688
4.051217
5.647029
0.000004

BNG 7: M HNH HI QUY B VT

Dependent Variable: Y
Method: Least Squares
Date: 10/15/09 Time: 16:59
Sample: 1 80
Included observations: 80
Variable
Coefficient
C
1.444590
GT
-0.155477
KG
-0.052298
TB
-0.068016
SL
-0.002187
CL
-0.138361
TG
0.152849
TQ
0.351770
TA
0.034068
TD
0.033126
YK
-0.187343
R-squared
0.272053
Adjusted R-squared
0.166554
S.E. of regression
0.580578
Sum squared resid
23.25790
Log likelihood
-64.09982
Durbin-Watson stat
2.103225

Std. Error
t-Statistic
0.575286
2.511084
0.225249
-0.690244
0.084898
-0.616010
0.073315
-0.927718
0.074110
-0.029511
0.069259
-1.997736
0.074900
2.040692
0.113469
3.100148
0.038294
0.889621
0.068904
0.480763
0.144849
-1.293366
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

Prob.
0.0144
0.4924
0.5399
0.3568
0.9765
0.0497
0.0451
0.0028
0.3768
0.6322
0.2002
1.275000
0.635948
1.877495
2.205024
2.578713
0.010282

BNG 8. M HNH HI QUY B TA

Dependent Variable: Y
Method: Least Squares
Date: 10/15/09 Time: 17:01
Sample: 1 80
Included observations: 80
Variable
Coefficient
C
1.450326
GT
-0.174874

Std. Error
0.574590
0.226085

t-Statistic
2.524108
-0.773487

Prob.
0.0139
0.4419

KG
TB
SL
CL
TG
TQ
VT
TD
YK
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

-0.050441
-0.063471
0.004376
-0.132878
0.147648
0.359554
0.155873
0.029972
-0.177808
0.274170
0.168977
0.579733
23.19027
-63.98333
2.120834

0.084663 -0.595793
0.072429 -0.876321
0.072339
0.060492
0.068649 -1.935613
0.074535
1.980913
0.113337
3.172436
0.156267
0.997480
0.068646
0.436625
0.143107 -1.242483
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.5533
0.3839
0.9519
0.0570
0.0516
0.0023
0.3220
0.6637
0.2183
1.275000
0.635948
1.874583
2.202112
2.606357
0.009558

BNG 9. M HNH HI QUY SAU KHI KHC PHC A CNG TUYN

Dependent Variable: Y
Method: Least Squares
Date: 10/19/09 Time: 10:40
Sample: 1 80
Included observations: 80
Variable
Coefficient
C
1.450326
GT
-0.174874
KG
-0.050441
TB
-0.063471
SL
0.004376
CL
-0.132878
TG
0.147648
TQ
0.359554
VT
0.155873
TD
0.029972
YK
-0.177808
R-squared
0.274170
Adjusted R-squared
0.168977
S.E. of regression
0.579733
Sum squared resid
23.19027
Log likelihood
-63.98333
Durbin-Watson stat
2.120834

Std. Error
t-Statistic
0.574590
2.524108
0.226085 -0.773487
0.084663 -0.595793
0.072429 -0.876321
0.072339
0.060492
0.068649 -1.935613
0.074535
1.980913
0.113337
3.172436
0.156267
0.997480
0.068646
0.436625
0.143107 -1.242483
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

Prob.
0.0139
0.4419
0.5533
0.3839
0.9519
0.0570
0.0516
0.0023
0.3220
0.6637
0.2183
1.275000
0.635948
1.874583
2.202112
2.606357
0.009558

BNG 10: M HNH T TNG QUAN

Dependent Variable: Y
Method: Least Squares
Date: 10/19/09 Time: 10:58
Sample(adjusted): 2 80
Included observations: 79 after adjusting endpoints
Variable
Coefficient
Std. Error
t-Statistic

Prob.

C
GT
GT(-1)
KG
KG(-1)
TB
TB(-1)
SL
SL(-1)
CL
CL(-1)
TG
TG(-1)
TQ
TQ(-1)
VT
VT(-1)
TD
TD(-1)
YK
YK(-1)
Y(-1)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

1.242841
-0.185682
0.224171
-0.004327
-0.149626
-0.045465
-0.021414
-0.011104
0.054927
-0.125729
0.049119
0.163983
-0.024535
0.373822
0.253375
0.139707
0.148543
-0.069610
0.117414
-0.187327
0.133278
-0.099907
0.444940
0.240444
0.553121
17.43872
-52.42134
1.788338

0.838709
1.481849
0.223852 -0.829484
0.228628
0.980506
0.092331 -0.046862
0.089372 -1.674201
0.078006 -0.582844
0.072880 -0.293818
0.073123 -0.151852
0.074190
0.740351
0.070424 -1.785305
0.078974
0.621955
0.076534
2.142619
0.077268 -0.317524
0.115260
3.243300
0.124201
2.040038
0.158876
0.879345
0.166652
0.891336
0.074927 -0.929045
0.076150
1.541890
0.147912 -1.266474
0.149327
0.892525
0.120422 -0.829640
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.1439
0.4103
0.3310
0.9628
0.0996
0.5623
0.7700
0.8798
0.4621
0.0795
0.5365
0.0364
0.7520
0.0020
0.0460
0.3829
0.3765
0.3568
0.1286
0.2105
0.3759
0.4102
1.265823
0.634658
1.884084
2.543931
2.175789
0.010623

BNG 11. M HNH HI QUY SAU KHI KHC PHC HIN TNG T TNG
QUAN
Dependent Variable: Y+0.099907*Y(-1)
Method: Least Squares
Date: 10/20/09 Time: 10:04
Sample(adjusted): 2 80
Included observations: 79 after adjusting endpoints
Variable
Coefficient
Std. Error
t-Statistic
C
1.891341
0.669067
2.826836
GT+0.099907*GT(-1) -0.147473
0.218056 -0.676308
KG+099907*KG(-1)
-1.18E-06
7.30E-07 -1.617690
TB+0.099907*TB(-1) -0.064553
0.069665 -0.926620
SL+0.099907*SL(-1)
0.005791
0.070945
0.081624
CL+0.099907*CL(-1) -0.133919
0.061158 -2.189710
TG+0.099907*TG(-1) 0.154227
0.069958
2.204575
TQ+0.099907*TQ(-1) 0.413146
0.104229
3.963828
VT+0.099907*VT(-1)
0.176533
0.149189
1.183286
TD+0.099907*TD(-1)
0.007691
0.066704
0.115301
YK+0.099907*YK(-1) -0.192187
0.137723 -1.395467
R-squared
0.315791 Mean dependent var
Adjusted R-squared
0.215172 S.D. dependent var
S.E. of regression
0.562224 Akaike info criterion
Sum squared resid
21.49453 Schwarz criterion
Log likelihood
-60.68099 F-statistic
Durbin-Watson stat
1.995184 Prob(F-statistic)

Prob.
0.0062
0.5011
0.1104
0.3574
0.9352
0.0320
0.0309
0.0002
0.2408
0.9085
0.1674
1.392287
0.634632
1.814709
2.144632
3.138485
0.002373

BNG 12. KIM NH BIN KHNG CN THIT

Redundant Variables: -0.099907*GT(-1)
F-statistic
0.584844 Probability
Log likelihood ratio
0.676546 Probability
Test Equation:
Dependent Variable: -0.099907*Y(-1)
Method: Least Squares
Date: 10/20/09 Time: 11:02
Sample: 2 80
Included observations: 79
Variable
Coefficient
C
-0.150870
-0.099907*KG(-1)
-0.068628
-0.099907*TB(-1)
-0.079393
-0.099907*SL(-1)
0.013107
-0.099907*CL(-1)
-0.111319
-0.099907*TG(-1)
0.159698
-0.099907*TQ(-1)
0.347141

Std. Error
0.057150
0.085792
0.073034
0.072336
0.072469
0.073916
0.112038

0.447066
0.410779

t-Statistic
-2.639878
-0.799934
-1.087070
0.181188
-1.536088
2.160523
3.098421

Prob.
0.0102
0.4265
0.2808
0.8568
0.1291
0.0342
0.0028

-0.099907*VT(-1)
-0.099907*TD(-1)
-0.099907*YK(-1)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat

0.153693
0.016598
-0.173156
0.267154
0.171565
0.057712
0.229815
118.5810
2.150187

0.155187
0.990374
0.068524
0.242224
0.141881 -1.220427
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)

0.3255
0.8093
0.2265
-0.126465
0.063407
-2.748885
-2.448955
2.794832
0.007442

BNG 13. KIM NH BIN B B ST

Omitted Variables: YK+0.099907*YK(-1)
F-statistic
1.947328 Probability
Log likelihood ratio
2.230549 Probability

0.167416
0.135306

Test Equation:
Dependent Variable: Y+0.099907*Y(-1)
Method: Least Squares
Date: 10/20/09 Time: 11:34
Sample: 2 80
Included observations: 79
Variable
Coefficient
Std. Error
t-Statistic
C
1.891341
0.669067
2.826836
GT+0.099907*GT(-1) -0.147473
0.218056 -0.676308
KG+099907*KG(-1)
-1.18E-06
7.30E-07 -1.617690
TB+0.099907*TB(-1) -0.064553
0.069665 -0.926620
SL+0.099907*SL(-1)
0.005791
0.070945
0.081624
CL+0.099907*CL(-1) -0.133919
0.061158 -2.189710
TG+0.099907*TG(-1) 0.154227
0.069958
2.204575
TQ+0.099907*TQ(-1) 0.413146
0.104229
3.963828
VT+0.099907*VT(-1)
0.176533
0.149189
1.183286
TD+0.099907*TD(-1)
0.007691
0.066704
0.115301
YK+0.099907*YK(-1) -0.192187
0.137723 -1.395467
R-squared
0.315791 Mean dependent var
Adjusted R-squared
0.215172 S.D. dependent var
S.E. of regression
0.562224 Akaike info criterion
Sum squared resid
21.49453 Schwarz criterion
Log likelihood
-60.68099 F-statistic
Durbin-Watson stat
1.995184 Prob(F-statistic)

Prob.
0.0062
0.5011
0.1104
0.3574
0.9352
0.0320
0.0309
0.0002
0.2408
0.9085
0.1674
1.392287
0.634632
1.814709
2.144632
3.138485
0.002373