H Bch khoa HQG Tp.

HCM +
PT, Mu 2005-C Tr.1/3
Khoa : Qun L Cng Nghip
B mn : HTTTQL cng Mn hc

PHNG PHP THNG K & PHN TCH D LIU
M s MH: 701708
- S tn ch : 1 TCHP:
- S tit - Tng: 15 LT: 10 BT: 5 TN: A: BTL:

- CTT ngnh : K s chng trnh Vit Php
- nh gi : im th 1 : 100% Kim tra Trc nghim/Vit cui k


- Mn tin quyt : MS:
- Mn hc trc : MS:
- Mn song hnh : MS:
- Ghi ch khc :

Ni dung tm tt mn hc:
Hc vin hc l thuyt v dng my tnh phn tch cc vn trong m hnh d bo.
Phn ln ni dung mn hc s cp cc k thut hi qui v d bo. Phn tch hi qui l mt k
thut h tr c lc khi phn tch thng tin v d liu thc t. Thm vo mn hc cng gii thiu
m hnh t hi qui kt hp trung bnh dch chuyn (ARIMA) trong vic hnh thnh m hnh d bo
cho chui thi gian.
Course outline:
This is an applied course in which participants will first learn the theory and then use the computer
to analyze various issues in forecasting modeling.

The main part of the course will be devoted to the techniques of Regression and Forecasting.
Regression analysis is a powerful technique for analyzing emperical data and information. In
addition, the course also applies Autoregressive Integrated Moving Average (ARIMA) Model in
Forecasting Modeling for Time Series.
Ti liu tham kho:
[1] Cao Ho Thi, Bi Ging Thng K ng Dng trong Kinh Doanh, Khoa QLCN, 1998.
[2] Paul NewBold, Statistics for Business and Economics, Prentice Hall, Inc,1995, fourth edition.
[3] Collin J.Watson, Patrick Billingsley, D. James Croft, David V. Hunsberger, Brief Business
Statistics, Allyn and Bacon, Inc, 1988.
[4] Nguyn Thng, Phn Tch D Liu v Ap Dng vo D Bo, Centre Franco-Vietnamien de
Formation la Gestion (CFVG), 1999.
[5] Pindyck, R. Rubinfeld, D. Cc M Hnh Kinh T Lng v D Bo Kinh T, n bn ln 3
(McGraw-Hill, 1991).
[6] Gujarati, D. Kinh T Lng C Bn, n bn ln 3 (McGraw-Hill, 1995)
cng MH : De cuong PP Tke PT dulieu.doc PT, Mu 2005-C
Tr.2/3

Cn b tham gia ging dy:
Th.S Nguyn V Quang Khoa QLCN

Thi kha biu:
Thi gian hc: gm 5 bui hc vo mi th Su, t 9g05 n 11g35
Phng hc: 604C6
Bt u t ngy 1 thng 4, 2011. Ngh gia k vo ngy 15 thng 4, 2011
Ni dung chi tit:
Session No. of hours Note
PART I: REVIEW OF STATISTICS
4

DESCRIPTIVE STATISTICS

Review of Probability and Statistics
Probability
Statistical Parameters
Random Variables and Probability Distributions
Sampling and Sampling Distribution
Practice in Excel
2

STATISTICAL INFERENCE

Estimation of Statistical Parameters
Point Estimation
Interval Estimation
Practice in Excel
1

Hypothesis Testing
Concepts of Hypothesis Testing
Steps of Hypothesis Testing
Test of Statistical Parameters
Test of Probability Distribution
Contingency Table Test
1

PART II: REGRESSION ANALYSIS
5

Correlation and Regression Analysis
Concepts of Correlation and Regression Analysis
Correlation Analysis
Regression Analysis
Practice in Excel

2

cng MH : De cuong PP Tke PT dulieu.doc PT, Mu 2005-C
Tr.3/3
Simple Regression
Modeling of Simple Regression
Explaining and Hypothesis Testing of Model Results
Practice in Excel
1

Multiple Regression
Modeling of Multiple Regression
Explaining and Hypothesis Testing of Model Results
Practice in Excel

1

Multiple Regression with Dummy Variables
Modeling of Dummy Variables
Explaining and Hypothesis Testing of Model Results
Practice in Excel

1

PART III: FORECASTING
6

Introduction to Forecasting
The need of Forecasting
Types of Forecasting
Steps of Forecasting Process
Forecasting Process Management
Forecasting Methods
Simple Methods
Moving Average Methods
Smoothing Exponential Methods
Practice in Excel

2

Time Series Analysis
Concepts of Time Series
Components of Time Series
Introduction to Autoregressive Itegrated Moving
Average (ARIMA) Model
Parameters of ARIMA Model
Model Testing
Application of ARIMA for Forecasting
Practice in Excel
4