TLKTHP-MPNN

library(mixtools)

## mixtools package, version 2.0.0, Released 2022-12-04
## This package is based upon work supported by the National Science Foundation under Grant No. SES-0518772 and the Chan Zuckerberg Initiative: Essential Open Source Software for Science (Grant No. 2020-255193).

library(sn)

## Loading required package: stats4

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## Attaching package: 'sn'

## The following object is masked from 'package:stats':
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##     sd

library(dplyr)

## 
## Attaching package: 'dplyr'

## The following objects are masked from 'package:stats':
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##     filter, lag

## The following objects are masked from 'package:base':
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library(VGAM)

## Loading required package: splines

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## Attaching package: 'VGAM'

## The following object is masked from 'package:sn':
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library(DT)

library(summarytools)

library(dexter)

library(LaplacesDemon)

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## Attaching package: 'LaplacesDemon'

## The following objects are masked from 'package:VGAM':
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##     cloglog, dgpd, dlaplace, dpareto, KLD, loglog, logit, plaplace,
##     ppareto, qlaplace, qpareto, rgpd, rlaplace, rpareto

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library(rcompanion)

1 PHƯƠNG PHÁP NGHIÊN CỨU

1.1 Dữ liệu nghiên cứu

1.1.1 Mô tả các biến

1.1.2 Dữ liệu nghiên cứu

library(readxl)
mp <- read_excel("C:/Users/ASUS/Downloads/DataMPNN.xlsx")

## New names:
## • `` -> `...1`
## • `` -> `...2`

View(mp)
mp %>% DT::datatable(mp)

2 KẾT QUẢ NGHIÊN CỨU VÀ THẢO LUẬN

2.1 Thống kê mô tả

summary(mp)

##       ...1          ...2                VIB           Bitcoin     
##  Min.   :2019   Length:48          Min.   : 6305   Min.   : 3468  
##  1st Qu.:2020   Class :character   1st Qu.:10521   1st Qu.: 9128  
##  Median :2020   Mode  :character   Median :16019   Median :17871  
##  Mean   :2020                      Mean   :18989   Mean   :23557  
##  3rd Qu.:2021                      3rd Qu.:26664   3rd Qu.:38523  
##  Max.   :2022                      Max.   :37725   Max.   :60915  
##  NA's   :44                                                       
##       CPI                M2                Oil              Gold     
##  Min.   :-1.5400   Min.   : 7532976   Min.   : 18.84   Min.   :1284  
##  1st Qu.:-0.0100   1st Qu.: 8309080   1st Qu.: 52.04   1st Qu.:1549  
##  Median : 0.1800   Median : 9519697   Median : 60.60   Median :1768  
##  Mean   : 0.2417   Mean   : 9638392   Mean   : 64.41   Mean   :1690  
##  3rd Qu.: 0.4225   3rd Qu.:11100303   3rd Qu.: 79.73   3rd Qu.:1820  
##  Max.   : 1.5200   Max.   :12231724   Max.   :114.67   Max.   :1986  
## 

2.2 Xác định phân phối cho các biến ngẫu nhiên đầu vào

2.2.1 Biến VIB

Vẽ đồ thị histogram

hist(mp$VIB)

Kiểm định phân phối chuẩn

• \(H_0\): VIB tuân theo phân phối chuẩn
• \(H_1\): VIB không tuân theo phân phối chuẩn

shapiro.test(mp$VIB)

## 
##  Shapiro-Wilk normality test
## 
## data:  mp$VIB
## W = 0.89582, p-value = 0.000462

Nhìn vào, P-value = 0.000462 < 0.05 nên ta bác bỏ \(H_0\). Nghĩa là VIB không tuân theo phân phối chuẩn.

Kiểm định phân phối Lognormal

• \(H_0\): VIB tuân theo phân phối Lognormal
• \(H_1\): VIB không tuân theo phân phối Lognormal

ks.test(mp$VIB, y = "plnorm")

## 
##  Exact one-sample Kolmogorov-Smirnov test
## 
## data:  mp$VIB
## D = 1, p-value = 8.882e-16
## alternative hypothesis: two-sided

Nhìn vào, P-value = 8.882e-16 < 0.05 nên ta bác bỏ \(H_0\). Nghĩa là VIB không tuân theo phân phối Lognormal.

Kiểm định phân phối mũ

• \(H_0\): VIB tuân theo phân phối mũ
• \(H_1\): VIB không tuân theo phân phối mũ

ks.test(mp$VIB, y = "pexp")

## 
##  Exact one-sample Kolmogorov-Smirnov test
## 
## data:  mp$VIB
## D = 1, p-value = 8.882e-16
## alternative hypothesis: two-sided

Nhìn vào, P-value = 8.882e-16 < 0.05 nên ta bác bỏ \(H_0\). Nghĩa là VIB không tuân theo phân phối mũ.

2.2.2 Biến Bitcoin

Vẽ đồ thị histogram

hist(mp$Bitcoin)

Kiểm định phân phối chuẩn

• \(H_0\): Bitcoin tuân theo phân phối chuẩn
• \(H_1\): Bitcoin không tuân theo phân phối chuẩn

shapiro.test(mp$Bitcoin)

## 
##  Shapiro-Wilk normality test
## 
## data:  mp$Bitcoin
## W = 0.86809, p-value = 6.817e-05

Nhìn vào, P-value = 6.817e-05 < 0.05 nên ta bác bỏ \(H_0\). Nghĩa là Bitcoin không tuân theo phân phối chuẩn.

Kiểm định phân phối Lognormal

• \(H_0\): Bitcoin tuân theo phân phối Lognormal
• \(H_1\): Bitcoin không tuân theo phân phối Lognormal

ks.test(mp$Bitcoin, y = "plnorm")

## 
##  Exact one-sample Kolmogorov-Smirnov test
## 
## data:  mp$Bitcoin
## D = 1, p-value = 8.882e-16
## alternative hypothesis: two-sided

Nhìn vào, P-value = 8.882e-16 < 0.05 nên ta bác bỏ \(H_0\). Nghĩa là Bitcoin không tuân theo phân phối Lognormal.

Kiểm định phân phối mũ

• \(H_0\): BitcoinB tuân theo phân phối mũ
• \(H_1\): Bitcoin không tuân theo phân phối mũ

ks.test(mp$Bitcoin, y = "pexp")

## 
##  Exact one-sample Kolmogorov-Smirnov test
## 
## data:  mp$Bitcoin
## D = 1, p-value = 8.882e-16
## alternative hypothesis: two-sided

Nhìn vào, P-value = 8.882e-16 < 0.05 nên ta bác bỏ \(H_0\). Nghĩa là Bitcoin không tuân theo phân phối mũ.

2.2.3 Biến CPI

Vẽ đồ thị histogram

hist(mp$CPI)

Kiểm định phân phối chuẩn

• \(H_0\): CPI tuân theo phân phối chuẩn
• \(H_1\): CPI không tuân theo phân phối chuẩn

shapiro.test(mp$CPI)

## 
##  Shapiro-Wilk normality test
## 
## data:  mp$CPI
## W = 0.94174, p-value = 0.01895

Nhìn vào, P-value = 0.01895 < 0.05 nên ta bác bỏ \(H_0\). Nghĩa là CPI không tuân theo phân phối chuẩn.

Kiểm định phân phối Lognormal

• \(H_0\): CPI tuân theo phân phối Lognormal
• \(H_1\): CPI không tuân theo phân phối Lognormal

ks.test(mp$CPI, y = "plnorm")

## Warning in ks.test.default(mp$CPI, y = "plnorm"): ties should not be present
## for the Kolmogorov-Smirnov test

## 
##  Asymptotic one-sample Kolmogorov-Smirnov test
## 
## data:  mp$CPI
## D = 0.57024, p-value = 5.54e-14
## alternative hypothesis: two-sided

Nhìn vào, P-value = 5.54e-14 < 0.05 nên ta bác bỏ \(H_0\). Nghĩa là CPI không tuân theo phân phối Lognormal.

Kiểm định phân phối mũ

• \(H_0\): CPI tuân theo phân phối mũ
• \(H_1\): CPI không tuân theo phân phối mũ

ks.test(mp$CPI, y = "pexp")

## Warning in ks.test.default(mp$CPI, y = "pexp"): ties should not be present for
## the Kolmogorov-Smirnov test

## 
##  Asymptotic one-sample Kolmogorov-Smirnov test
## 
## data:  mp$CPI
## D = 0.42032, p-value = 8.616e-08
## alternative hypothesis: two-sided

Nhìn vào, P-value = 8.616e-08 < 0.05 nên ta bác bỏ \(H_0\). Nghĩa là CPI không tuân theo phân phối mũ.

2.2.4 M2

Vẽ đồ thị histogram

hist(mp$M2)

Kiểm định phân phối chuẩn

• \(H_0\): M2 tuân theo phân phối chuẩn
• \(H_1\): M2 không tuân theo phân phối chuẩn

shapiro.test(mp$M2)

## 
##  Shapiro-Wilk normality test
## 
## data:  mp$M2
## W = 0.9234, p-value = 0.003926

Nhìn vào, P-value = 0.003926 < 0.05 nên ta bác bỏ \(H_0\). Nghĩa là M2 không tuân theo phân phối chuẩn.

Kiểm định phân phối Lognormal

• \(H_0\): M2 tuân theo phân phối Lognormal
• \(H_1\): M2 không tuân theo phân phối Lognormal

ks.test(mp$M2, y = "plnorm")

## 
##  Exact one-sample Kolmogorov-Smirnov test
## 
## data:  mp$M2
## D = 1, p-value = 8.882e-16
## alternative hypothesis: two-sided

Nhìn vào, P-value = 8.882e-16 < 0.05 nên ta bác bỏ \(H_0\). Nghĩa là M2 không tuân theo phân phối Lognormal.

Kiểm định phân phối mũ

• \(H_0\): M2 tuân theo phân phối mũ
• \(H_1\): M2 không tuân theo phân phối mũ

ks.test(mp$M2, y = "pexp")

## 
##  Exact one-sample Kolmogorov-Smirnov test
## 
## data:  mp$M2
## D = 1, p-value = 8.882e-16
## alternative hypothesis: two-sided

Nhìn vào, P-value = 8.882e-16 < 0.05 nên ta bác bỏ \(H_0\). Nghĩa là M2 không tuân theo phân phối mũ.

2.2.5 Biến Oil

Vẽ đồ thị histogram

hist(mp$Oil)

Kiểm định phân phối chuẩn

• \(H_0\): Oil tuân theo phân phối chuẩn
• \(H_1\): Oil không tuân theo phân phối chuẩn

shapiro.test(mp$Oil)

## 
##  Shapiro-Wilk normality test
## 
## data:  mp$Oil
## W = 0.98002, p-value = 0.5796

Nhìn vào, P-value = 0.5796 > 0.05 nên ta chấp nhận \(H_0\). Nghĩa là Oil tuân theo phân phối chuẩn.

qqnorm(mp$Oil, col = "red")

2.2.6 Biến Gold

Vẽ đồ thị histogram

hist(mp$Gold)

Kiểm định phân phối chuẩn

• \(H_0\): Gold tuân theo phân phối chuẩn
• \(H_1\): Gold không tuân theo phân phối chuẩn

shapiro.test(mp$Gold)

## 
##  Shapiro-Wilk normality test
## 
## data:  mp$Gold
## W = 0.9095, p-value = 0.001293

Nhìn vào, P-value = 0.001293 < 0.05 nên ta bác bỏ \(H_0\). Nghĩa là Gold không tuân theo phân phối chuẩn.

Kiểm định phân phối Lognormal

• \(H_0\): Gold tuân theo phân phối Lognormal
• \(H_1\): Gold không tuân theo phân phối Lognormal

ks.test(mp$Gold, y = "plnorm")

## Warning in ks.test.default(mp$Gold, y = "plnorm"): ties should not be present
## for the Kolmogorov-Smirnov test

## 
##  Asymptotic one-sample Kolmogorov-Smirnov test
## 
## data:  mp$Gold
## D = 1, p-value < 2.2e-16
## alternative hypothesis: two-sided

Nhìn vào, P-value = 2.2e-16 < 0.05 nên ta bác bỏ \(H_0\). Nghĩa là Gold không tuân theo phân phối Lognormal.

Kiểm định phân phối mũ

• \(H_0\): Gold tuân theo phân phối mũ
• \(H_1\): Gold không tuân theo phân phối mũ

ks.test(mp$Gold, y = "pexp")

## Warning in ks.test.default(mp$Gold, y = "pexp"): ties should not be present for
## the Kolmogorov-Smirnov test

## 
##  Asymptotic one-sample Kolmogorov-Smirnov test
## 
## data:  mp$Gold
## D = 1, p-value < 2.2e-16
## alternative hypothesis: two-sided

Nhìn vào, P-value = 2.2e-16 < 0.05 nên ta bác bỏ \(H_0\). Nghĩa là M2 không tuân theo phân phối mũ.

2.3 Lệnh GLM () trong R

Lệnh glm() trong R là một hàm được sử dụng để ước tính mô hình hồi quy tổng quát. Mô hình hồi quy tổng quát là một loại mô hình hồi quy có thể xử lý các biến phụ thuộc phân phối phi chuẩn. Lệnh glm() có thể được sử dụng để ước tính một số loại mô hình hồi quy tổng quát, bao gồm mô hình Logistic, mô hình Poisson và mô hình Survival.

Cú pháp của lệnh glm() là:

glm(y \(x_1\) + \(x_2\),data = mydata, family = “gaussian”)

Trong cú pháp này, y là biến phụ thuộc, \(x_1\) và \(x_2\) là các biến độc lập, data = mydata là tên của tập dữ liệu chứa dữ liệu và family = “gaussian” là gia đình phân phối của biến phụ thuộc.

Lệnh glm() sẽ trả về một đối tượng mô hình có thể được sử dụng để kiểm tra các giả thuyết, tạo biểu đồ và dự đoán các giá trị.

2.3.1 Mô hình hồi quy

Mô hình tổng quát

VIB = \(β_0\) + \(β_1\)Bitcoin + \(β_2\)CPI + \(β_3\)M2 + \(β_4\)Oil + \(β_5\)Gold

tq <- glm(VIB ~ Bitcoin + CPI + M2 + Oil + Gold, data = mp)
summary(tq)

## 
## Call:
## glm(formula = VIB ~ Bitcoin + CPI + M2 + Oil + Gold, data = mp)
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -9.281e+03  5.747e+03  -1.615  0.11383    
## Bitcoin      2.822e-01  4.691e-02   6.016 3.77e-07 ***
## CPI         -8.128e+02  1.311e+03  -0.620  0.53852    
## M2           2.920e-04  9.772e-04   0.299  0.76653    
## Oil          2.002e+02  5.742e+01   3.486  0.00116 ** 
## Gold         3.615e+00  4.794e+00   0.754  0.45503    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## (Dispersion parameter for gaussian family taken to be 16120523)
## 
##     Null deviance: 4511093581  on 47  degrees of freedom
## Residual deviance:  677061963  on 42  degrees of freedom
## AIC: 940.4
## 
## Number of Fisher Scoring iterations: 2

Nhìn vào kết quả, ta thấy các biến CPI, M2 và Gold không có ý nghĩa thống kê ở mức 5%. Nghĩa là các biến này không có tác động đến biến phụ thuộc VIB. Do vậy, tôi chạy lại mô hình với 2 biến Bitcoin và Oil.

tq1 <- glm(VIB ~ Bitcoin, data = mp)
summary(tq1)

## 
## Call:
## glm(formula = VIB ~ Bitcoin, data = mp)
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) 8.242e+03  1.303e+03   6.326 9.39e-08 ***
## Bitcoin     4.562e-01  4.416e-02  10.331 1.43e-13 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## (Dispersion parameter for gaussian family taken to be 29536313)
## 
##     Null deviance: 4511093581  on 47  degrees of freedom
## Residual deviance: 1358670385  on 46  degrees of freedom
## AIC: 965.83
## 
## Number of Fisher Scoring iterations: 2

Mô hình hồi quy với biến Bitcoin ý nghĩa có dạng:

VIB = 8.242e+03 + 4.562e-01*Bitcoin

tq1 <- glm(VIB ~ Oil, data = mp)
summary(tq1)

## 
## Call:
## glm(formula = VIB ~ Oil, data = mp)
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -3279.81    2838.92  -1.155    0.254    
## Oil           345.75      41.77   8.277 1.16e-10 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## (Dispersion parameter for gaussian family taken to be 39396505)
## 
##     Null deviance: 4511093581  on 47  degrees of freedom
## Residual deviance: 1812239210  on 46  degrees of freedom
## AIC: 979.66
## 
## Number of Fisher Scoring iterations: 2

Mô hình hồi quy có biến Oil ý nghĩa có dạng:

VIB = -3279.81 + 345.75*Oil

tq1 <- glm(VIB ~ Bitcoin + Oil, data = mp)
summary(tq1)

## 
## Call:
## glm(formula = VIB ~ Bitcoin + Oil, data = mp)
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -1.561e+03  1.818e+03  -0.859    0.395    
## Bitcoin      3.214e-01  3.878e-02   8.289 1.31e-10 ***
## Oil          2.015e+02  3.176e+01   6.344 9.62e-08 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## (Dispersion parameter for gaussian family taken to be 15938334)
## 
##     Null deviance: 4511093581  on 47  degrees of freedom
## Residual deviance:  717225014  on 45  degrees of freedom
## AIC: 937.16
## 
## Number of Fisher Scoring iterations: 2

Mô hình hồi quy có biến Bitcoin và Oil có nghĩa có dạng

VIB = -1.561e+03 + 3.214e-01Bitcoin + 2.015e+02Oil

2.4 Mô phỏng cổ phiếu

2.4.1 Trường hợp 1: Mô phỏng giá cổ phiếu sử dụng GBM giả định phân phối chuẩn

Phương trình:

\(VIB_(n)_t\) = \(VIB_0\)exp((θ−ϵ2/2)t+ϵBN)

Trong đó:

VIB(Nt), TPB(NNt), TPB(NLt) là giá cổ phiếu tại thời điểm t ứng với giả định phân phối chuẩn, phân phối ghép TPB0 là giá cổ phiếu tại thời điểm ban đầu theta là hệ số drift , epsilon là hệ số volatility. Trong bài này tôi giả định theta = 5%, epsilon = 15%. BN là biến ngẫu nhiên tiêu chuẩn BM √t/n là độ lệch chuẩn của BM, Zi(i = 1, 2, …, n) được phân phối theo phân phối chuẩn N(0, 1), BNN là một biến BM ghép giữa hai phân phối chuẩn liên tục BNL là một biến BM ghép giữa phân phối chuẩn và phân phối Laplace *FZi (zi) với i = 1, 2 định nghĩa tổng tích lũy của các phân phối ghép tương ứng.

• Biến Bitcoin

VIB0<-mp$VIB
set.seed(123)
gbm.f= function(n,VIB0,theta, epsilon){
  t = 1
  t.s =seq(0,t,length=n)
  dt=t/n
  Bt = sqrt(dt)*cumsum(rnorm((n),0,1))
  VIBt=VIB0*exp((theta-epsilon^2/2)*t.s+epsilon*Bt)}
Bitcoin0<-gbm.f(n=1000, theta = 0.05, epsilon = 0.15, VIB0=mp$Bitcoin[1])
plot(Bitcoin0, type = 'l', col = 'blue', 
      ylab = "Price",
      xlab = "Time (Days)")

Bitcoin00<-diff(log(Bitcoin0))

• Biến CPI

VIB0<-mp$VIB
set.seed(123)
gbm.f= function(n,VIB0,theta, epsilon){
  t = 1
  t.s =seq(0,t,length=n)
  dt=t/n
  Bt = sqrt(dt)*cumsum(rnorm((n),0,1))
  VIBt=VIB0*exp((theta-epsilon^2/2)*t.s+epsilon*Bt)}
CPI0<-gbm.f(n=1000, theta = 0.05, epsilon = 0.15, VIB0=mp$CPI[1])
plot(CPI0, type = 'l', col = 'blue', 
      ylab = "Price",
      xlab = "Time (Days)")

CPI00<-diff(log(CPI0))

• Biến M2

VIB0<-mp$VIB
set.seed(123)
gbm.f= function(n,VIB0,theta, epsilon){
  t = 1
  t.s =seq(0,t,length=n)
  dt=t/n
  Bt = sqrt(dt)*cumsum(rnorm((n),0,1))
  VIBt=VIB0*exp((theta-epsilon^2/2)*t.s+epsilon*Bt)}
M20<-gbm.f(n=1000, theta = 0.05, epsilon = 0.15, VIB0=mp$M2[1])
plot(M20, type = 'l', col = 'blue', 
      ylab = "Price",
      xlab = "Time (Days)")

M200<-diff(log(M20))

• Biến Oil

Vì biến Oil có phân phối chuẩn nên ta sẽ phân phối như sau:

descr(mp)

## Non-numerical variable(s) ignored: ...2

## Descriptive Statistics  
## mp  
## N: 48  
## 
##                        ...1    Bitcoin      CPI      Gold            M2      Oil        VIB
## ----------------- --------- ---------- -------- --------- ------------- -------- ----------
##              Mean   2020.50   23557.24     0.24   1690.39    9638392.38    64.41   18988.73
##           Std.Dev      1.29   17951.95     0.52    206.76    1467049.08    21.92    9796.97
##               Min   2019.00    3467.90    -1.54   1284.10    7532976.00    18.84    6305.00
##                Q1   2019.50    9025.75    -0.01   1542.00    8306857.50    51.88   10506.00
##            Median   2020.50   17871.35     0.18   1767.60    9519697.07    60.60   16019.00
##                Q3   2021.50   38585.35     0.44   1820.55   11133197.80    79.98   26677.00
##               Max   2022.00   60915.30     1.52   1986.30   12231723.64   114.67   37725.00
##               MAD      1.48   16237.73     0.33    179.99    1873726.28    21.53   10582.80
##               IQR      1.50   29395.35     0.43    270.77    2791222.64    27.69   16142.50
##                CV      0.00       0.76     2.17      0.12          0.15     0.34       0.52
##          Skewness      0.00       0.66    -0.26     -0.65          0.25     0.26       0.44
##       SE.Skewness      1.01       0.34     0.34      0.34          0.34     0.34       0.34
##          Kurtosis     -2.08      -1.02     2.01     -0.79         -1.37    -0.43      -1.28
##           N.Valid      4.00      48.00    48.00     48.00         48.00    48.00      48.00
##         Pct.Valid      8.33     100.00   100.00    100.00        100.00   100.00     100.00

Oil0<- rnorm(n= 1000, mean = 64.41, sd= sqrt (21.92))

• Biến Gold

VIB0<-mp$VIB
set.seed(123)
gbm.f= function(n,VIB0,theta, epsilon){
  t = 1
  t.s =seq(0,t,length=n)
  dt=t/n
  Bt = sqrt(dt)*cumsum(rnorm((n),0,1))
  VIBt=VIB0*exp((theta-epsilon^2/2)*t.s+epsilon*Bt)}
Gold0<-gbm.f(n=1000, theta = 0.05, epsilon = 0.15, VIB0=mp$Gold[1])
plot(Gold0, type = 'l', col = 'blue', 
      ylab = "Price",
      xlab = "Time (Days)")

Gold00<-diff(log(Gold0))

• Chạy mô hình

Sử dụng mô hình có biến Bitcoin là biến ý nghĩa

VIBc1<-(8.242e+03) + 4.562e-01*Bitcoin00
VIBc1

##   [1] 8242.000 8242.003 8242.000 8242.000 8242.004 8242.001 8241.997 8241.999
##   [9] 8241.999 8242.003 8242.001 8242.001 8242.000 8241.999 8242.004 8242.001
##  [17] 8241.996 8242.002 8241.999 8241.998 8242.000 8241.998 8241.998 8241.999
##  [25] 8241.996 8242.002 8242.000 8241.998 8242.003 8242.001 8241.999 8242.002
##  [33] 8242.002 8242.002 8242.002 8242.001 8242.000 8241.999 8241.999 8241.999
##  [41] 8242.000 8241.997 8242.005 8242.003 8241.998 8241.999 8241.999 8242.002
##  [49] 8242.000 8242.001 8242.000 8242.000 8242.003 8242.000 8242.003 8241.997
##  [57] 8242.001 8242.000 8242.000 8242.001 8241.999 8241.999 8241.998 8241.998
##  [65] 8242.001 8242.001 8242.000 8242.002 8242.004 8241.999 8241.995 8242.002
##  [73] 8241.998 8241.999 8242.002 8241.999 8241.997 8242.000 8242.000 8242.000
##  [81] 8242.001 8241.999 8242.001 8242.000 8242.001 8242.002 8242.001 8241.999
##  [89] 8242.003 8242.002 8242.001 8242.001 8241.999 8242.003 8241.999 8242.005
##  [97] 8242.003 8242.000 8241.998 8241.998 8242.001 8241.999 8241.999 8241.998
## [105] 8242.000 8241.998 8241.996 8241.999 8242.002 8241.999 8242.001 8241.997
## [113] 8242.000 8242.001 8242.001 8242.000 8241.999 8241.998 8241.998 8242.000
## [121] 8241.998 8241.999 8241.999 8242.004 8241.999 8242.001 8242.000 8241.998
## [129] 8242.000 8242.003 8242.001 8242.000 8241.999 8241.996 8242.002 8241.997
## [137] 8242.002 8242.004 8241.997 8242.002 8241.999 8241.997 8241.997 8241.997
## [145] 8241.999 8241.997 8242.002 8242.005 8241.997 8242.002 8242.002 8242.001
## [153] 8241.998 8242.000 8241.999 8242.001 8241.999 8242.002 8241.999 8242.002
## [161] 8241.998 8241.997 8242.007 8241.999 8242.001 8242.001 8241.999 8242.001
## [169] 8242.001 8242.000 8242.000 8242.000 8242.005 8241.998 8241.998 8242.000
## [177] 8242.001 8242.001 8241.999 8241.998 8242.003 8241.999 8241.998 8242.000
## [185] 8242.000 8242.002 8242.000 8242.002 8241.999 8242.000 8241.999 8242.000
## [193] 8241.998 8241.997 8242.004 8242.001 8241.997 8241.999 8241.997 8242.005
## [201] 8242.003 8241.999 8242.001 8241.999 8241.999 8241.998 8241.999 8242.004
## [209] 8242.000 8242.000 8242.001 8242.003 8241.999 8241.998 8242.004 8241.999
## [217] 8241.998 8241.997 8241.997 8241.999 8242.001 8242.002 8242.002 8241.999
## [225] 8242.000 8241.998 8241.998 8242.002 8241.998 8242.004 8242.000 8242.000
## [233] 8241.998 8241.999 8241.997 8242.000 8242.001 8242.001 8241.998 8241.998
## [241] 8241.999 8242.003 8241.998 8242.000 8242.004 8242.000 8241.997 8241.999
## [249] 8242.001 8241.999 8241.999 8241.999 8242.000 8242.003 8242.000 8242.002
## [257] 8242.001 8242.000 8241.997 8241.999 8241.999 8242.000 8242.003 8242.005
## [265] 8242.003 8242.000 8241.996 8241.999 8242.000 8242.002 8242.002 8242.001
## [273] 8241.997 8242.002 8241.999 8242.000 8242.000 8242.001 8242.000 8241.996
## [281] 8242.002 8242.001 8241.999 8242.000 8242.000 8242.000 8242.004 8242.000
## [289] 8242.000 8242.003 8242.002 8242.002 8241.999 8242.004 8242.000 8242.004
## [297] 8241.997 8242.000 8242.003 8241.998 8241.998 8241.998 8241.998 8241.999
## [305] 8242.001 8241.996 8242.000 8242.003 8242.004 8242.003 8242.002 8241.996
## [313] 8241.999 8241.999 8242.002 8242.000 8241.997 8242.004 8242.002 8242.001
## [321] 8242.003 8241.997 8242.001 8241.999 8242.001 8242.000 8242.001 8242.003
## [329] 8242.000 8242.002 8241.997 8241.998 8242.003 8242.001 8241.996 8241.997
## [337] 8242.000 8242.002 8242.000 8242.001 8242.002 8242.004 8242.000 8242.000
## [345] 8241.996 8242.000 8241.999 8241.998 8242.000 8242.002 8241.996 8241.999
## [353] 8242.000 8241.998 8242.001 8242.001 8242.000 8241.995 8242.006 8242.000
## [361] 8242.001 8242.001 8242.002 8242.002 8242.000 8242.001 8241.998 8242.002
## [369] 8241.999 8242.005 8241.996 8241.999 8242.002 8242.001 8241.999 8241.998
## [377] 8242.000 8242.000 8241.996 8242.000 8242.000 8242.000 8241.998 8242.001
## [385] 8242.003 8242.001 8241.998 8241.999 8242.001 8241.999 8241.995 8242.002
## [393] 8241.998 8241.999 8242.003 8241.998 8242.002 8241.997 8241.999 8242.000
## [401] 8241.997 8241.999 8242.000 8242.001 8241.996 8241.999 8242.002 8241.999
## [409] 8242.001 8242.001 8242.001 8242.001 8242.000 8241.999 8241.994 8242.000
## [417] 8242.001 8242.001 8241.999 8242.004 8242.001 8242.000 8242.003 8241.998
## [425] 8241.999 8242.005 8242.000 8242.004 8241.997 8242.000 8242.001 8242.001
## [433] 8241.998 8242.000 8241.998 8242.002 8242.002 8241.995 8242.003 8241.997
## [441] 8242.001 8242.001 8242.000 8241.999 8242.000 8242.001 8242.002 8241.996
## [449] 8241.996 8242.003 8242.002 8242.001 8242.002 8242.002 8241.994 8242.002
## [457] 8241.999 8242.001 8241.999 8242.002 8241.999 8242.001 8241.999 8241.998
## [465] 8242.003 8242.002 8242.004 8242.000 8242.002 8242.004 8241.999 8241.997
## [473] 8241.999 8242.000 8242.000 8242.004 8241.999 8242.001 8242.000 8242.000
## [481] 8242.001 8242.003 8242.000 8242.002 8242.002 8242.002 8241.999 8242.004
## [489] 8241.999 8242.000 8242.003 8242.003 8241.998 8241.998 8241.997 8242.000
## [497] 8242.000 8242.001 8242.001 8241.999 8241.998 8242.002 8242.002 8241.997
## [505] 8242.000 8241.998 8241.996 8242.000 8242.000 8242.000 8242.000 8242.002
## [513] 8242.000 8241.999 8241.998 8242.000 8242.001 8241.998 8242.000 8242.002
## [521] 8242.000 8241.999 8241.999 8242.002 8242.001 8242.003 8242.000 8242.001
## [529] 8241.999 8242.001 8241.999 8241.997 8242.000 8242.004 8242.002 8242.003
## [537] 8242.001 8241.999 8242.000 8241.999 8241.999 8242.002 8241.997 8242.002
## [545] 8242.002 8241.997 8242.001 8242.005 8241.999 8242.002 8241.998 8242.002
## [553] 8242.001 8242.004 8241.997 8242.000 8241.999 8242.000 8241.999 8241.998
## [561] 8242.001 8241.998 8242.003 8241.997 8242.000 8242.001 8242.001 8241.999
## [569] 8242.000 8242.002 8241.997 8241.998 8242.001 8241.999 8242.003 8242.001
## [577] 8242.000 8241.997 8242.000 8241.999 8242.000 8241.997 8242.001 8241.998
## [585] 8242.000 8242.001 8241.998 8242.001 8241.997 8241.994 8242.001 8242.002
## [593] 8241.999 8242.001 8241.998 8242.000 8241.996 8242.003 8242.004 8242.002
## [601] 8242.000 8242.000 8241.997 8242.002 8242.000 8241.999 8241.997 8241.999
## [609] 8241.998 8241.999 8241.997 8242.004 8242.000 8242.002 8241.994 8241.999
## [617] 8241.999 8241.997 8242.003 8241.997 8242.001 8242.002 8242.000 8241.998
## [625] 8242.002 8242.000 8241.998 8241.997 8242.005 8241.999 8241.996 8242.001
## [633] 8242.001 8241.997 8241.996 8242.000 8242.002 8242.001 8241.999 8241.998
## [641] 8242.001 8242.000 8242.001 8241.999 8242.002 8241.998 8241.999 8242.002
## [649] 8242.002 8241.996 8242.000 8242.001 8241.997 8242.001 8241.998 8242.002
## [657] 8242.001 8242.002 8242.000 8242.002 8242.003 8242.004 8242.000 8241.995
## [665] 8242.000 8242.000 8242.000 8242.001 8242.002 8241.999 8241.999 8242.001
## [673] 8241.999 8242.000 8241.996 8241.998 8241.997 8241.998 8241.999 8242.001
## [681] 8242.002 8241.998 8241.998 8241.998 8241.999 8242.000 8242.001 8241.999
## [689] 8241.996 8242.000 8242.003 8242.003 8241.998 8241.997 8242.005 8242.000
## [697] 8242.000 8242.001 8241.997 8241.998 8241.997 8241.999 8242.000 8241.997
## [705] 8242.001 8242.001 8241.998 8242.001 8242.002 8242.002 8242.000 8242.000
## [713] 8242.000 8242.003 8242.002 8242.002 8241.999 8242.001 8242.001 8241.998
## [721] 8241.996 8242.001 8241.997 8242.000 8242.001 8242.001 8242.000 8241.998
## [729] 8242.002 8242.004 8242.002 8241.996 8242.003 8242.000 8242.001 8242.001
## [737] 8242.000 8242.000 8242.002 8242.002 8242.002 8242.005 8242.001 8242.000
## [745] 8241.995 8242.006 8241.999 8242.005 8242.001 8242.003 8242.000 8242.001
## [753] 8242.000 8242.000 8242.000 8242.002 8242.000 8241.996 8242.000 8242.001
## [761] 8242.001 8242.001 8241.996 8242.001 8242.002 8242.003 8242.000 8241.999
## [769] 8242.003 8241.996 8241.999 8242.001 8241.997 8242.001 8242.004 8242.000
## [777] 8241.999 8242.001 8241.999 8242.002 8242.002 8242.000 8241.997 8241.997
## [785] 8241.999 8242.002 8241.996 8241.996 8241.999 8242.001 8241.998 8242.002
## [793] 8242.001 8242.000 8242.002 8242.001 8241.999 8242.001 8242.001 8242.001
## [801] 8241.999 8242.002 8242.003 8242.001 8242.000 8242.000 8242.005 8242.001
## [809] 8242.000 8241.995 8241.997 8242.000 8242.000 8242.001 8242.002 8242.000
## [817] 8242.003 8241.998 8241.997 8241.997 8242.002 8242.000 8242.002 8241.999
## [825] 8241.999 8241.999 8241.996 8241.997 8241.997 8242.002 8241.999 8242.002
## [833] 8242.003 8242.000 8242.001 8241.996 8241.998 8242.000 8242.001 8241.998
## [841] 8242.006 8241.999 8242.000 8242.001 8242.000 8241.999 8242.002 8242.004
## [849] 8242.000 8242.001 8242.000 8242.002 8241.998 8242.005 8241.999 8241.997
## [857] 8241.999 8242.000 8242.004 8242.002 8242.000 8241.997 8241.998 8242.000
## [865] 8242.006 8241.996 8242.002 8241.999 8242.004 8241.998 8242.000 8241.998
## [873] 8242.002 8242.003 8242.004 8242.002 8242.004 8242.003 8242.000 8242.001
## [881] 8241.998 8242.000 8242.003 8242.001 8242.001 8241.998 8241.999 8241.998
## [889] 8242.001 8241.998 8242.001 8241.998 8242.004 8242.001 8241.999 8242.001
## [897] 8241.999 8242.001 8242.001 8241.998 8241.998 8242.001 8242.004 8242.002
## [905] 8241.999 8242.002 8242.000 8242.001 8242.001 8242.006 8241.997 8242.000
## [913] 8241.996 8242.001 8242.002 8242.003 8241.996 8242.001 8242.003 8241.999
## [921] 8242.000 8242.000 8242.001 8242.001 8242.003 8242.000 8242.000 8242.005
## [929] 8242.001 8242.000 8241.997 8242.000 8242.000 8242.000 8241.999 8241.999
## [937] 8241.998 8242.000 8242.003 8242.002 8241.999 8241.996 8241.998 8241.999
## [945] 8242.000 8241.999 8242.004 8241.999 8241.997 8242.000 8241.998 8242.000
## [953] 8242.001 8242.001 8241.997 8242.000 8242.001 8241.997 8242.002 8242.002
## [961] 8242.005 8242.000 8242.000 8242.000 8242.000 8241.996 8241.996 8242.000
## [969] 8241.999 8242.000 8241.995 8241.997 8241.998 8242.002 8241.998 8241.998
## [977] 8242.000 8241.999 8242.000 8242.005 8241.998 8241.999 8241.999 8242.003
## [985] 8241.998 8242.000 8242.002 8241.998 8242.004 8242.001 8241.998 8242.001
## [993] 8242.000 8242.001 8242.000 8242.002 8241.997 8241.999 8241.999

Sử dụng mô hình có biến Oil là biến ý nghĩa

VIBc11<-(-3279.81) + 345.75*Oil0
VIBc11

##    [1] 17377.99 17306.51 18960.84 18775.99 14863.17 20674.39 19394.19 22901.21
##    [9] 20099.12 18266.43 23518.25 23574.64 17017.15 19749.20 18647.99 19292.74
##   [17] 19358.28 16947.23 19452.25 21821.56 18724.33 18726.21 21253.90 20444.24
##   [25] 16321.43 19359.93 21666.64 21280.94 19669.75 20157.43 17052.40 19475.79
##   [33] 17444.92 18248.53 20504.47 17149.59 19422.02 19683.31 19078.84 21939.63
##   [41] 17335.01 19971.13 18845.99 18567.72 19741.20 17338.16 16863.79 18189.50
##   [49] 21825.62 19080.22 19526.46 18682.63 19751.56 17449.41 20864.33 19936.44
##   [57] 17684.49 19078.26 20149.52 19892.78 21388.84 17997.67 20796.70 20667.87
##   [65] 18726.93 17410.16 17226.88 19730.99 18874.81 21869.89 19856.21 18387.86
##   [73] 17329.84 18047.18 19545.00 18259.99 19822.36 18448.73 18819.07 17807.43
##   [81] 22073.76 19528.38 19363.29 16251.23 20057.99 17332.95 17546.79 20476.52
##   [89] 18257.13 16159.75 21855.00 15141.50 19917.19 20636.63 17968.56 19709.14
##   [97] 19700.79 20674.47 19773.59 18593.54 20472.72 20285.96 17473.87 16722.41
##  [105] 19249.40 18546.47 17394.60 19125.81 16853.19 19250.93 17978.34 20539.37
##  [113] 22914.61 17507.20 20702.05 20325.67 18876.32 18255.60 21539.99 15743.59
##  [121] 17948.77 16664.04 21248.63 18681.24 18140.63 24144.15 18908.95 18271.62
##  [129] 19475.36 16451.04 19783.63 18834.28 19748.38 17399.73 17333.98 17867.48
##  [137] 17746.76 21092.80 21546.21 18735.98 18408.92 18457.31 19102.02 19146.81
##  [145] 19459.44 17781.25 17619.03 20927.73 18101.85 19480.51 18897.73 17439.42
##  [153] 19946.73 19270.16 21255.86 19180.09 18453.25 19440.44 17070.76 17636.84
##  [161] 19815.96 18450.70 18883.17 18803.43 17936.92 15722.18 19554.63 20222.86
##  [169] 16903.83 21389.60 19613.42 21161.74 17440.52 19259.93 18828.05 20233.98
##  [177] 18057.77 18973.60 16110.73 17731.17 19192.35 17846.58 18919.42 18232.49
##  [185] 19972.42 20881.45 17658.52 18492.93 21320.58 15430.42 18472.21 22332.21
##  [193] 22540.84 19243.44 17591.97 19257.78 17933.26 21341.71 17684.45 19593.60
##  [201] 19993.34 17763.72 20368.36 17779.23 20010.15 20765.18 17389.90 20783.53
##  [209] 18197.51 19466.43 19316.67 18298.42 19423.94 16998.18 18769.57 20326.70
##  [217] 15470.56 16581.35 17109.05 16417.59 19669.15 17382.63 15486.07 17957.88
##  [225] 18357.60 20376.88 17203.24 20869.80 19634.80 19576.51 17609.91 22152.47
##  [233] 18724.03 16035.88 18659.95 15858.55 18487.31 18306.46 20093.67 20624.08
##  [241] 17814.56 20294.84 21295.58 17720.61 17933.86 20043.40 19286.26 19878.28
##  [249] 21263.79 19616.54 20692.40 19998.28 19691.87 19614.93 21080.29 17367.53
##  [257] 17200.92 19948.17 18796.20 19109.74 20189.90 20209.35 18564.75 18484.01
##  [265] 19109.09 20710.72 19679.57 21309.64 18977.59 20812.13 20419.32 19980.76
##  [273] 19661.25 18536.89 18813.44 19361.28 19069.09 20516.80 18812.99 18876.02
##  [281] 18205.95 18766.01 18878.63 15244.56 16780.61 18872.61 18560.52 17046.03
##  [289] 15766.13 18416.31 20047.80 21860.40 18927.70 21407.06 19124.34 19176.97
##  [297] 19515.76 17580.69 18906.23 20460.51 17776.32 18469.34 17131.98 19563.56
##  [305] 19677.60 20039.47 17015.37 19163.54 17461.74 18989.32 21163.33 18174.86
##  [313] 20150.09 17776.41 18215.33 19700.13 17890.63 16233.26 21037.95 19573.28
##  [321] 18045.18 15762.01 22069.17 24478.14 19325.81 20365.58 20972.22 17853.89
##  [329] 18421.45 16194.15 17797.60 19997.48 18519.35 18643.19 18807.74 15973.12
##  [337] 20345.87 16653.28 18652.32 18280.02 18636.10 21353.28 18047.73 17722.30
##  [345] 16529.99 17685.72 17102.17 19650.31 17592.95 19482.12 18752.92 16669.35
##  [353] 17710.14 20422.73 20451.81 22236.49 18984.15 16568.56 17746.06 19651.19
##  [361] 22065.81 19168.03 20835.96 20233.29 17099.09 18712.96 21102.85 20408.14
##  [369] 19740.72 19762.28 18194.48 16854.18 21086.93 16690.95 17470.10 20008.09
##  [377] 16946.76 18096.60 17075.28 19994.65 19712.42 19672.88 19706.19 19891.99
##  [385] 20024.91 15803.16 18749.05 19172.00 20163.02 17067.69 18181.21 17251.98
##  [393] 20701.37 21060.46 20265.01 17011.17 19721.55 20852.25 19261.80 18073.55
##  [401] 17231.78 17912.98 20147.12 18291.19 19358.40 21086.15 19926.13 21199.03
##  [409] 16235.50 18535.60 19095.28 19926.54 17097.28 20294.97 19487.54 19416.99
##  [417] 19813.06 18801.59 20488.18 20039.28 18746.79 20674.07 19463.53 20072.50
##  [425] 18028.12 21548.29 18983.49 20362.40 18827.88 18537.29 20259.76 16424.83
##  [433] 19764.31 19627.04 14626.86 19586.26 15479.80 20058.01 18255.17 17865.01
##  [441] 18978.86 21212.59 17961.51 19893.38 19542.20 17080.59 16171.65 15764.43
##  [449] 19882.33 18933.71 21985.58 19918.59 20365.40 21149.99 18179.40 19815.67
##  [457] 20396.32 21206.60 20224.50 19671.68 17584.50 20170.93 19799.76 20016.65
##  [465] 19675.73 18663.22 18865.52 20102.63 19267.78 17646.20 18520.25 16854.60
##  [473] 17424.55 18755.86 16079.20 16256.60 20774.74 18056.54 15992.50 18807.25
##  [481] 21128.44 20061.98 19704.44 20906.15 17741.07 20171.14 18039.60 18991.18
##  [489] 22574.64 20559.23 20233.17 17195.83 17717.22 22687.38 17220.16 19337.14
##  [497] 20434.81 20639.07 20752.96 18725.88 17660.97 18492.57 17529.67 20005.02
##  [505] 20803.53 22433.40 19582.60 17573.89 20648.33 20454.54 18604.28 16468.15
##  [513] 20222.33 20817.76 18512.24 19858.00 18543.35 20094.45 18800.08 18432.00
##  [521] 19170.63 18531.18 18033.23 18478.52 18976.75 19325.83 21470.57 16791.67
##  [529] 18666.81 20012.23 21842.24 19679.56 18967.68 18492.09 19660.61 20590.99
##  [537] 18692.33 19255.04 19341.12 20170.47 20789.01 19441.84 18866.65 21247.57
##  [545] 19256.29 21544.11 18889.71 19983.74 16487.20 18808.01 18954.67 17762.37
##  [553] 17313.09 20524.79 20469.75 16887.61 19676.91 17189.00 17288.51 19840.46
##  [561] 17879.44 20598.15 19052.31 19857.84 18142.32 17126.40 20470.71 19375.33
##  [569] 18602.95 19102.02 21136.27 17859.78 17776.84 17986.94 16424.23 20316.73
##  [577] 19301.35 19325.31 18919.78 18164.12 17657.03 20368.90 16681.30 19702.69
##  [585] 17706.90 19446.94 17790.95 18142.78 21854.13 20071.74 15517.87 19194.58
##  [593] 18258.57 17150.02 19329.54 19200.33 18458.17 22183.28 15349.86 20346.82
##  [601] 18522.09 20052.69 18255.03 18028.62 16221.25 18650.90 23002.44 20592.04
##  [609] 21702.30 20471.06 20842.23 20451.49 19759.49 18046.97 18127.25 16398.57
##  [617] 18980.53 20445.79 20660.38 19143.94 18103.47 24316.51 20182.46 21289.52
##  [625] 18443.32 18928.50 19716.13 21703.83 18485.74 20371.75 15598.95 18168.82
##  [633] 16898.49 20792.21 18723.74 18358.03 21206.19 20796.93 17536.27 19682.56
##  [641] 17001.39 18220.04 21606.80 21337.36 20785.18 18065.79 15944.36 17086.77
##  [649] 20531.91 18519.59 15489.20 18698.27 21272.79 20031.57 17660.53 16487.48
##  [657] 17651.97 19045.84 20427.53 15849.65 20646.27 18998.78 19912.28 16313.72
##  [665] 17910.79 18264.36 20679.76 20654.31 19694.25 21586.78 18155.62 20629.00
##  [673] 18931.77 17909.68 20484.68 21225.62 20411.62 18165.35 18229.47 21220.07
##  [681] 19561.09 20332.83 18441.67 21031.26 17680.77 20002.24 17667.14 15003.63
##  [689] 16816.02 19210.58 20419.19 16155.01 16964.19 21846.32 18287.57 19808.55
##  [697] 18136.97 18506.61 19131.17 19007.69 18678.24 18229.46 14056.19 22014.85
##  [705] 21888.21 17207.56 18717.82 21216.19 20605.94 21056.46 17255.05 23161.93
##  [713] 17155.15 20210.36 19218.64 18336.44 18375.76 17385.11 21616.64 19134.85
##  [721] 19409.56 19329.29 18382.64 17154.24 19400.67 15600.85 16693.63 17247.52
##  [729] 17243.83 19163.46 21577.52 16537.00 19691.96 20446.09 17388.13 18904.48
##  [737] 20323.18 18576.34 18632.71 19488.08 18892.80 18090.48 18765.56 22037.81
##  [745] 20404.21 17509.43 16974.72 18407.22 21140.91 19463.72 17854.38 20418.07
##  [753] 18774.05 17175.84 19736.51 21457.17 19693.25 19300.75 17927.65 19910.05
##  [761] 17256.95 16313.90 18919.77 18933.95 22818.40 17020.97 19266.60 20293.14
##  [769] 20690.61 18972.59 17786.79 18883.46 22129.95 19771.39 15680.43 21294.19
##  [777] 19864.89 18935.60 18961.03 18747.47 19405.26 18174.31 19438.36 17482.31
##  [785] 19313.94 20781.65 19814.23 20663.34 17224.09 19078.64 19989.13 17261.10
##  [793] 21524.63 17314.84 19256.26 19235.73 19186.90 18649.32 19718.29 17320.74
##  [801] 16902.78 17930.36 18897.15 21024.32 21559.65 19507.11 19607.65 18595.54
##  [809] 19067.73 16716.32 19459.28 18123.01 19531.71 18429.89 17918.95 18635.26
##  [817] 18396.02 20761.81 19328.61 19690.05 16981.30 21412.94 19247.93 17603.83
##  [825] 19490.22 20398.97 16750.11 21725.83 18734.13 20804.85 19106.92 18451.83
##  [833] 16019.65 17209.03 18923.03 20330.04 15943.96 21216.46 21254.58 17139.19
##  [841] 19754.49 17316.73 18787.28 20493.23 20395.58 17615.34 18364.08 17409.77
##  [849] 19539.59 16466.18 14733.70 21369.22 22670.15 18253.36 20221.99 18977.80
##  [857] 21376.51 19886.97 19319.63 16077.58 20742.99 18422.00 16718.03 18663.29
##  [865] 18784.72 20704.55 17100.21 18087.26 21398.86 21189.30 20872.91 21679.56
##  [873] 19320.22 18048.02 19888.69 20703.77 22897.04 15809.11 19432.25 20049.90
##  [881] 18901.57 16468.21 20190.26 17728.79 19808.82 20459.06 21068.37 16468.14
##  [889] 20741.03 17764.58 16903.33 21117.52 20845.47 18597.26 20219.46 17597.29
##  [897] 18745.46 18838.23 18535.50 20178.28 21478.51 18252.16 18937.08 21639.46
##  [905] 18457.31 14774.63 19821.96 17554.97 17373.55 21289.91 22952.67 17306.79
##  [913] 20658.93 18837.54 19219.50 20968.46 19335.84 17611.79 18228.47 20100.64
##  [921] 15208.61 20762.89 16453.11 19025.45 18681.80 21083.12 19295.65 19154.96
##  [929] 20120.06 17651.21 18672.83 20896.17 20096.33 16925.22 20022.65 16759.96
##  [937] 18021.43 20950.14 15346.05 16110.15 21096.56 17670.99 21003.21 18717.59
##  [945] 19682.41 20306.45 17935.79 18496.89 18318.00 23548.51 19194.15 19755.30
##  [953] 18438.35 18598.55 21221.82 18441.38 19022.54 19600.16 18291.09 22161.20
##  [961] 16677.61 22245.75 18420.80 21186.80 15753.76 20537.61 20408.68 16932.15
##  [969] 17746.22 19303.22 20841.54 17749.98 18627.14 21533.58 17165.04 20524.20
##  [977] 19716.40 17199.90 17908.83 20257.89 19392.95 21296.84 18015.80 16214.60
##  [985] 20686.13 18004.74 19184.75 21772.66 18584.59 21498.31 17213.94 20488.13
##  [993] 19389.46 17797.29 16917.92 19114.02 19403.00 19439.07 19858.99 18244.53

Sử dụng mô hình có biến Bitcoin và biến Oil là biến ý nghĩa

VIBc111<-(-1.561e+03) + 3.214e-01*Bitcoin00 + 2.015e+02*Oil0

## Warning in (-1561) + 0.3214 * Bitcoin00 + 201.5 * Oil0: longer object length is
## not a multiple of shorter object length

VIBc111

##    [1] 10478.179 10436.525 11400.653 11292.921  9012.571 12399.291 11653.204
##    [8] 13697.061 12064.030 10995.956 14056.671 14089.534 10267.884 11860.098
##   [15] 11218.328 11594.080 11632.276 10227.141 11687.039 13067.851 11262.812
##   [22] 11263.909 12737.025 12265.160  9862.424 11633.237 12977.570 12752.783
##   [29] 11813.799 12098.015 10288.427 11700.760 10517.190 10985.523 12300.263
##   [36] 10345.072 11669.425 11821.702 11469.418 13136.665 10453.133 11989.436
##   [43] 11333.721 11171.548 11855.436 10454.970 10178.506 10951.124 13070.221
##   [50] 11470.224 11730.290 11238.514 11861.479 10519.801 12509.989 11969.223
##   [57] 10656.809 11469.081 12093.402 11943.778 12815.669 10839.323 12470.575
##   [64] 12395.492 11264.329 10496.928 10390.117 11849.492 11350.517 13096.018
##   [71] 11922.460 11066.724 10450.119 10868.177 11741.097 10992.203 11902.737
##   [78] 11102.201 11318.030 10728.453 13214.831 11731.409 11635.195  9821.514
##   [85] 12040.062 10451.931 10576.555 12283.976 10990.540  9768.204 13087.341
##   [92]  9174.773 11958.004 12377.289 10822.360 11836.758 11831.892 12399.337
##   [99] 11874.312 11186.591 12281.761 12172.921 10534.056 10096.112 11568.821
##  [106] 11159.158 10487.856 11496.795 10172.333 11569.715 10828.059 12320.600
##  [113] 13704.875 10553.482 12415.415 12196.060 11351.393 10989.644 12903.757
##  [120]  9525.669 10810.824 10062.098 12733.952 11237.708 10922.640 14421.439
##  [127] 11370.410 10998.981 11700.507  9937.967 11880.167 11326.895 11859.620
##  [134] 10490.845 10452.535 10763.446 10693.096 12643.140 12907.377 11269.604
##  [141] 11078.994 11107.198 11482.930 11509.032 11691.232 10713.197 10618.655
##  [148] 12546.940 10900.039 11703.509 11363.870 10513.982 11975.221 11580.922
##  [155] 12738.169 11528.427 11104.835 11680.160 10299.129 10629.035 11899.005
##  [162] 11103.347 11355.392 11308.914 10803.923  9513.187 11746.705 12136.146
##  [169] 10201.842 12816.112 11780.970 12683.317 10514.625 11574.955 11323.260
##  [176] 12142.624 10874.350 11408.090  9739.629 10684.006 11535.574 10751.272
##  [183] 11376.510 10976.174 11990.192 12519.967 10641.668 11127.958 12775.883
##  [190]  9343.154 11115.880 13365.455 13487.044 11565.345 10602.890 11573.708
##  [197] 10801.787 12788.200 10656.778 11769.423 12002.383 10702.980 12220.943
##  [204] 10712.018 12012.182 12452.203 10485.118 12462.899 10955.790 11695.308
##  [211] 11608.029 11014.600 11670.542 10256.826 11289.186 12196.664  9366.547
##  [218] 10013.905 10321.443  9918.469 11813.450 10480.889  9375.585 10816.133
##  [225] 11049.090 12225.904 10376.335 12513.175 11793.428 11759.461 10613.343
##  [232] 13260.703 11262.641  9696.008 11225.295  9592.662 11124.681 11019.287
##  [239] 12060.851 12369.971 10732.608 12178.099 12761.318 10677.854 10802.140
##  [246] 12031.558 11590.300 11935.328 12742.793 11782.788 12409.788 12005.263
##  [253] 11826.692 11781.849 12635.848 10472.086 10374.988 11976.056 11304.698
##  [260] 11487.431 12116.934 12128.273 11169.814 11122.765 11487.050 12420.465
##  [267] 11819.520 12769.512 11410.411 12479.570 12250.640 11995.055 11808.841
##  [274] 11153.576 11314.748 11634.027 11463.737 12307.453 11314.485 11351.219
##  [281] 10960.710 11287.109 11352.741  9234.840 10130.035 11349.231 11167.349
##  [288] 10284.716  9538.801 11083.305 12034.124 13090.488 11381.334 12826.287
##  [295] 11495.938 11526.611 11724.053 10596.314 11368.826 12274.642 10710.323
##  [302] 11114.211 10334.808 11751.910 11818.371 12029.262 10266.848 11518.782
##  [309] 10526.995 11417.254 12684.246 10942.587 12093.732 10710.378 10966.173
##  [316] 11831.504 10776.939  9811.043 12611.175 11757.576 10867.012  9536.401
##  [323] 13212.158 14616.086 11613.353 12219.322 12572.865 10755.536 11086.297
##  [330]  9788.253 10722.726 12004.795 11143.356 11215.529 11311.423  9659.432
##  [337] 12207.834 10055.827 11220.850 11003.876 11211.395 12794.948 10868.500
##  [344] 10678.842  9983.973 10657.521 10317.437 11802.469 10603.458 11704.449
##  [351] 11279.472 10065.194 10671.757 12252.628 12269.576 13309.671 11414.237
##  [358] 10006.450 10692.695 11802.982 13210.202 11521.398 12493.456 12142.223
##  [365] 10315.638 11256.188 12648.996 12244.124 11855.159 11867.728 10954.021
##  [372] 10172.908 12639.719 10077.782 10531.861 12010.978 10226.862 10896.981
##  [379] 10301.761 12003.148 11838.666 11815.621 11835.034 11943.321 12020.785
##  [386]  9560.383 11277.220 11523.713 12101.274 10297.341 10946.289 10404.743
##  [393] 12415.013 12624.290 12160.711 10264.400 11843.987 12502.945 11576.050
##  [400] 10883.548 10392.971 10789.968 12092.002 11010.387 11632.344 12639.265
##  [407] 11963.217 12705.045  9812.347 11152.826 11479.001 11963.456 10314.587
##  [414] 12178.168 11707.602 11666.489 11897.320 11307.843 12290.773 12029.157
##  [421] 11275.908 12399.106 11693.616 12048.513 10857.068 12908.596 11413.852
##  [428] 12217.471 11323.163 11153.812 12157.654  9922.690 11868.904 11788.905
##  [435]  8874.843 11765.143  9371.934 12040.070 10989.395 10762.011 11411.157
##  [442] 12712.952 10818.252 11944.128 11739.463 10304.859  9775.138  9537.809
##  [449] 11937.684 11384.842 13163.444 11958.820 12219.218 12676.472 10945.233
##  [456] 11898.842 12237.233 12709.460 12137.099 11814.926 10598.533 12105.882
##  [463] 11889.565 12015.964 11817.283 11227.202 11345.102 12066.074 11579.534
##  [470] 10634.495 11143.879 10173.151 10505.318 11281.189  9721.259  9824.649
##  [477] 12457.773 10873.634  9670.731 11311.140 12663.911 12042.387 11834.016
##  [484] 12534.361 10689.783 12106.004 10863.758 11418.338 13506.738 12332.178
##  [491] 12142.155 10372.022 10675.879 13572.446 10386.194 11619.955 12259.666
##  [498] 12378.711 12445.083 11263.718 10643.096 11127.750 10566.578 12009.189
##  [505] 12474.556 13424.424 11763.004 10592.348 12384.103 12271.163 11192.852
##  [512]  9947.938 12135.834 12482.848 11139.210 11923.506 11157.341 12061.309
##  [519] 11306.963 11092.450 11522.917 11150.250 10860.050 11119.562 11409.925
##  [526] 11613.368 12863.302 10136.482 11229.294 12013.394 13079.903 11819.514
##  [533] 11404.640 11127.469 11808.474 12350.693 11244.164 11572.106 11622.272
##  [540] 12105.614 12466.089 11680.976 11345.754 12733.340 11572.838 12906.157
##  [547] 11359.198 11996.793  9959.036 11311.586 11397.053 10702.195 10440.355
##  [554] 12312.110 12280.029 10192.393 11817.973 10368.041 10426.033 11913.287
##  [561] 10770.422 12354.861 11453.960 11923.416 10923.626 10331.555 12280.592
##  [568] 11642.211 11192.079 11482.933 12668.473 10758.964 10710.624 10833.070
##  [575]  9922.338 12190.852 11599.096 11613.059 11376.721 10936.330 10640.803
##  [582] 12221.254 10072.155 11832.991 10669.866 11683.947 10718.847 10923.896
##  [589] 13086.831 12048.068  9394.122 11536.874 10991.375 10345.324 11615.525
##  [596] 11540.224 11107.699 13278.663  9296.206 12208.392 11144.951 12036.969
##  [603] 10989.312 10857.365  9804.045 11220.021 13756.059 12351.298 12998.347
##  [610] 12280.792 12497.109 12269.390 11866.100 10868.060 10914.841  9907.384
##  [617] 11412.126 12266.064 12391.132 11507.361 10900.984 14521.887 12112.604
##  [624] 12757.783 11099.049 11381.806 11840.829 12999.242 11123.773 12222.914
##  [631]  9441.367 10939.073 10198.736 12467.958 11262.467 11049.336 12709.224
##  [638] 12470.706 10570.422 11821.262 10258.702 10968.921 12942.693 12785.663
##  [645] 12463.863 10879.024  9642.674 10308.464 12316.257 11143.491  9377.413
##  [652] 11247.627 12748.031 12024.663 10642.839  9959.201 10637.852 11450.190
##  [659] 12255.423  9587.479 12382.904 11422.767 11955.144  9857.932 10788.694
##  [666] 10994.752 12402.421 12387.594 11828.080 12931.026 10931.376 12372.842
##  [673] 11383.708 10788.045 12288.728 12720.542 12246.153 10937.043 10974.417
##  [680] 12717.313 11750.473 12200.233 11098.082 12607.272 10654.636 12007.571
##  [687] 10646.694  9094.424 10150.667 11546.196 12250.565  9765.441 10237.021
##  [694] 13082.283 11008.279 11894.692 10920.505 11135.933 11499.919 11427.955
##  [701] 11235.952 10974.409  8542.267 13180.500 13106.700 10378.856 11259.021
##  [708] 12715.048 12359.402 12621.961 10406.530 13849.007 10348.310 12128.861
##  [715] 11550.896 11036.756 11059.674 10482.333 12948.431 11502.060 11662.158
##  [722] 11615.383 11063.677 10347.781 11656.980  9442.479 10079.341 10402.143
##  [729] 10399.992 11518.739 12925.628  9988.057 11826.747 12266.244 10484.092
##  [736] 11367.805 12194.608 11176.568 11209.423 11707.925 11361.000 10893.416
##  [743] 11286.847 13193.884 12241.830 10554.789 10243.160 11078.012 12671.180
##  [750] 11693.730 10755.816 12249.915 11291.794 10360.368 11852.703 12855.491
##  [757] 11827.492 11598.745 10798.516 11953.842 10407.641  9858.037 11376.713
##  [764] 11384.980 13648.807 10270.116 11578.847 12177.101 12408.745 11407.495
##  [771] 10716.427 11355.555 13247.576 11873.031  9488.861 12760.505 11927.524
##  [778] 11385.944 11400.762 11276.305 11659.654 10942.268 11678.945 10538.973
##  [785] 11606.432 12461.805 11897.996 12392.850 10388.490 11469.307 11999.927
##  [792] 10410.062 12894.803 10441.378 11572.823 11560.854 11532.398 11219.101
##  [799] 11842.086 10444.816 10201.229 10800.097 11363.537 12603.230 12915.218
##  [806] 11719.013 11777.611 11187.761 11462.948 10092.564 11691.136 10912.374
##  [813] 11733.351 11091.217 10793.449 11210.905 11071.479 12450.237 11614.980
##  [820] 11825.625 10246.996 12829.715 11567.966 10609.800 11709.168 12238.781
##  [827] 10112.253 13012.058 11268.527 12475.328 11485.785 11104.009  9686.556
##  [834] 10379.714 11378.615 12198.607  9642.440 12715.205 12737.421 10339.011
##  [841] 11863.187 10442.480 11299.502 12293.715 12236.806 10616.504 11052.864
##  [848] 10496.706 11737.940  9946.786  8937.112 12804.236 13562.405 10988.340
##  [855] 12135.637 11410.535 12808.480 11940.394 11609.754  9720.313 12439.274
##  [862] 11086.618 10093.563 11227.240 11298.017 12416.867 10316.297 10891.534
##  [869] 12821.508 12699.377 12514.990 12985.093 11610.099 10868.669 11941.397
##  [876] 12416.414 13694.637  9563.855 11675.385 12035.348 11366.105  9947.967
##  [883] 12117.148 10682.627 11894.845 12273.797 12628.898  9947.927 12438.130
##  [890] 10703.478 10201.556 12657.542 12498.998 11188.763 12134.164 10605.985
##  [897] 11275.131 11329.197 11152.766 12110.161 12867.927 10987.642 11386.808
##  [904] 12961.732 11107.196  8960.970 11902.507 10581.323 10475.595 12758.016
##  [911] 13727.052 10436.686 12390.280 11328.797 11551.398 12570.674 11619.192
##  [918] 10614.439 10973.834 12064.914  9213.885 12450.867  9939.168 11438.306
##  [925] 11238.033 12637.495 11595.776 11513.788 12076.236 10637.411 11232.802
##  [932] 12528.547 12062.403 10214.313 12019.461 10117.998 10853.168 12559.996
##  [939]  9293.984  9739.297 12645.328 10648.938 12590.925 11258.887 11821.178
##  [946] 12184.860 10803.266 11130.264 11026.011 14074.305 11536.620 11863.655
##  [953] 11096.149 11189.511 12718.328 11097.913 11436.612 11773.239 11010.329
##  [960] 13265.795 10070.011 13315.067 11085.924 12697.920  9531.594 12319.578
##  [967] 12244.437 10218.350 10692.778 11600.186 12496.705 10694.970 11206.173
##  [974] 12900.023 10354.075 12311.762 11840.983 10374.390 10787.550 12156.562
##  [981] 11652.481 12762.051 10849.892  9800.172 12406.133 10843.442 11531.145
##  [988] 13039.355 11181.377 12879.465 10382.573 12290.742 11650.445 10722.546
##  [995] 10210.056 11489.922 11658.335 11679.357 11924.084 10983.193

2.4.2 Trường hợp 2: Sử dụng mô hình GBM dưới giả định phân phối ghép (Convoluted distribution( Hai phân phối chuẩn))

Phương trình:

• Biến Bitcoin

set.seed(123)
gbm.f= function(n,VIB0,theta, epsilon){
  t = 1
  t.s =seq(0,t,length=n)
  dt=t/n
  Z1<- rnorm(n,0,1)
  Z2<- rnorm(n,0,1)
  Bt = sqrt(dt)*cumsum(Z1+Z2)
  VIBt=VIB0*exp((theta-epsilon^2/2)*t.s+epsilon*Bt)}
Bitcoin1<-gbm.f(n=1055, theta = 0.05, epsilon = 0.15, VIB0=mp$Bitcoin[1])
plot(Bitcoin1, type = 'l', col = 'blue', 
      ylab = "Price",
      xlab = "Time (Days)")

Bitcoin11<-diff(log(Bitcoin1))

• Biến CPI

set.seed(123)
gbm.f= function(n,VIB0,theta, epsilon){
  t = 1
  t.s =seq(0,t,length=n)
  dt=t/n
  Z1<- rnorm(n,0,1)
  Z2<- rnorm(n,0,1)
  Bt = sqrt(dt)*cumsum(Z1+Z2)
  VIBt=VIB0*exp((theta-epsilon^2/2)*t.s+epsilon*Bt)}
CPI1<-gbm.f(n=1055, theta = 0.05, epsilon = 0.15, VIB0=mp$CPI[1])
plot(CPI1, type = 'l', col = 'blue', 
      ylab = "Price",
      xlab = "Time (Days)")

CPI11<-diff(log(CPI1))

• Biến M2

set.seed(123)
gbm.f= function(n,VIB0,theta, epsilon){
  t = 1
  t.s =seq(0,t,length=n)
  dt=t/n
  Z1<- rnorm(n,0,1)
  Z2<- rnorm(n,0,1)
  Bt = sqrt(dt)*cumsum(Z1+Z2)
  VIBt=VIB0*exp((theta-epsilon^2/2)*t.s+epsilon*Bt)}
M21<-gbm.f(n=1055, theta = 0.05, epsilon = 0.15, VIB0=mp$M2[1])
plot(M21, type = 'l', col = 'blue', 
      ylab = "Price",
      xlab = "Time (Days)")

M21<-diff(log(M21))

• Biến Gold

set.seed(123)
gbm.f= function(n,VIB0,theta, epsilon){
  t = 1
  t.s =seq(0,t,length=n)
  dt=t/n
  Z1<- rnorm(n,0,1)
  Z2<- rnorm(n,0,1)
  Bt = sqrt(dt)*cumsum(Z1+Z2)
  VIBt=VIB0*exp((theta-epsilon^2/2)*t.s+epsilon*Bt)}
Gold1<-gbm.f(n=1055, theta = 0.05, epsilon = 0.15, VIB0=mp$Gold[1])
plot(Gold1, type = 'l', col = 'blue', 
      ylab = "Price",
      xlab = "Time (Days)")

Gold11<-diff(log(Gold1))

• Chạy mô hình có biến Bitcoin là biến ý nghĩa

VIBc2<-8.242e+03 + 4.562e-01*Bitcoin11
VIBc2

##    [1] 8241.998 8242.003 8242.002 8242.001 8242.007 8242.000 8242.000 8242.001
##    [9] 8241.999 8242.001 8241.998 8242.002 8242.000 8242.003 8242.005 8242.000
##   [17] 8241.994 8242.000 8242.000 8241.997 8242.001 8241.997 8241.998 8241.997
##   [25] 8242.000 8242.002 8242.001 8241.994 8242.004 8241.999 8241.998 8242.004
##   [33] 8242.001 8241.998 8242.005 8241.996 8242.001 8242.002 8241.998 8241.999
##   [41] 8242.001 8242.000 8242.006 8242.002 8242.000 8242.001 8241.997 8241.999
##   [49] 8242.000 8242.000 8241.998 8242.000 8242.000 8242.000 8242.002 8241.999
##   [57] 8242.006 8241.998 8242.003 8242.003 8241.999 8241.998 8242.001 8241.994
##   [65] 8241.999 8241.998 8242.003 8242.002 8242.003 8242.006 8241.995 8242.001
##   [73] 8241.999 8241.995 8242.003 8241.999 8241.998 8241.998 8241.998 8241.999
##   [81] 8241.999 8242.002 8242.005 8241.999 8242.000 8242.002 8242.001 8242.000
##   [89] 8242.003 8242.001 8241.999 8242.003 8241.998 8242.004 8241.999 8242.003
##   [97] 8242.004 8242.000 8242.001 8241.999 8242.000 8242.000 8241.997 8241.996
##  [105] 8242.001 8241.998 8241.996 8241.999 8242.001 8241.995 8242.002 8241.998
##  [113] 8241.997 8242.004 8242.001 8242.003 8241.997 8241.999 8241.998 8242.002
##  [121] 8241.997 8241.999 8241.996 8242.002 8241.999 8241.999 8242.000 8241.997
##  [129] 8242.001 8242.006 8241.999 8241.999 8242.002 8241.991 8242.002 8242.001
##  [137] 8242.006 8242.004 8241.995 8242.002 8241.998 8242.000 8241.995 8241.997
##  [145] 8242.000 8241.995 8242.003 8242.003 8241.999 8242.004 8242.000 8242.003
##  [153] 8241.997 8242.000 8242.000 8242.000 8242.000 8241.999 8241.999 8242.004
##  [161] 8241.993 8241.994 8242.004 8241.996 8242.002 8241.999 8241.994 8242.000
##  [169] 8242.000 8242.001 8241.998 8242.002 8242.005 8241.999 8241.996 8242.004
##  [177] 8242.000 8241.997 8241.999 8241.994 8242.002 8241.998 8242.000 8242.002
##  [185] 8241.998 8242.004 8242.003 8242.000 8241.998 8242.002 8242.000 8242.001
##  [193] 8242.001 8241.998 8242.006 8242.003 8241.998 8242.000 8242.000 8242.003
##  [201] 8242.000 8242.001 8242.001 8241.999 8242.001 8242.000 8241.998 8242.003
##  [209] 8242.000 8242.003 8242.001 8242.006 8241.999 8242.000 8242.005 8242.000
##  [217] 8241.999 8241.997 8241.997 8241.999 8242.001 8242.004 8242.001 8241.999
##  [225] 8241.999 8241.998 8241.998 8241.997 8241.995 8242.004 8241.999 8241.998
##  [233] 8241.994 8241.998 8241.999 8242.003 8242.001 8242.004 8241.999 8241.999
##  [241] 8242.000 8242.001 8241.998 8242.002 8242.002 8241.999 8241.995 8241.999
##  [249] 8242.002 8242.001 8241.996 8242.000 8241.998 8242.003 8242.003 8242.001
##  [257] 8242.003 8241.998 8241.996 8242.000 8241.998 8241.997 8242.005 8242.006
##  [265] 8242.002 8241.996 8242.000 8242.006 8242.001 8242.004 8242.005 8242.000
##  [273] 8241.996 8241.998 8241.998 8242.002 8242.000 8242.000 8242.000 8241.993
##  [281] 8242.003 8241.998 8241.999 8241.999 8242.000 8242.004 8242.002 8241.998
##  [289] 8241.997 8242.001 8242.000 8242.003 8241.997 8242.005 8242.000 8242.001
##  [297] 8241.996 8242.002 8242.005 8242.003 8241.998 8241.995 8241.996 8242.000
##  [305] 8242.005 8241.996 8242.003 8242.004 8242.002 8242.002 8242.004 8241.998
##  [313] 8242.000 8242.000 8242.000 8241.997 8242.000 8242.001 8242.000 8242.002
##  [321] 8242.000 8241.996 8241.999 8242.000 8242.002 8242.001 8242.002 8242.004
##  [329] 8242.001 8241.998 8241.997 8241.999 8242.005 8241.998 8241.995 8241.995
##  [337] 8242.002 8242.005 8242.001 8241.999 8242.003 8242.006 8242.000 8241.999
##  [345] 8241.994 8241.999 8242.000 8241.997 8242.000 8242.005 8241.997 8242.002
##  [353] 8241.997 8241.998 8242.001 8242.002 8241.997 8241.997 8242.006 8242.000
##  [361] 8242.002 8242.000 8242.004 8242.003 8241.999 8242.003 8241.999 8242.003
##  [369] 8241.998 8242.008 8241.997 8242.001 8242.002 8242.001 8242.000 8241.995
##  [377] 8242.001 8242.001 8241.991 8242.001 8241.996 8242.002 8241.997 8242.000
##  [385] 8242.003 8242.004 8241.996 8242.000 8242.001 8241.996 8241.992 8241.998
##  [393] 8241.999 8241.999 8242.007 8242.000 8242.004 8242.000 8241.998 8242.001
##  [401] 8241.999 8242.002 8242.002 8242.002 8241.995 8242.001 8242.003 8242.000
##  [409] 8242.001 8242.001 8242.000 8242.003 8242.000 8241.997 8241.994 8241.997
##  [417] 8241.999 8242.001 8241.995 8242.000 8242.003 8241.999 8241.999 8241.998
##  [425] 8242.002 8242.006 8242.001 8242.006 8241.995 8242.001 8242.000 8242.001
##  [433] 8242.003 8242.002 8241.999 8241.999 8242.001 8242.000 8242.000 8241.998
##  [441] 8242.003 8242.004 8242.002 8241.998 8241.999 8242.000 8242.000 8241.997
##  [449] 8241.999 8242.008 8242.003 8241.999 8242.004 8242.004 8241.994 8241.999
##  [457] 8242.001 8242.003 8241.999 8242.003 8241.999 8242.003 8241.999 8241.997
##  [465] 8242.003 8242.001 8242.002 8241.999 8242.002 8242.005 8242.003 8241.994
##  [473] 8241.999 8242.001 8242.004 8242.005 8241.999 8242.000 8242.000 8242.002
##  [481] 8242.000 8242.003 8242.001 8242.003 8242.004 8242.003 8241.999 8242.006
##  [489] 8242.000 8242.003 8242.003 8242.004 8241.994 8241.998 8241.997 8241.999
##  [497] 8241.998 8242.003 8242.003 8241.996 8241.999 8242.000 8241.999 8241.998
##  [505] 8241.998 8242.000 8241.996 8242.001 8241.999 8241.997 8242.002 8242.002
##  [513] 8242.000 8241.999 8242.001 8241.998 8241.999 8241.997 8241.996 8242.004
##  [521] 8242.000 8241.999 8241.999 8242.001 8241.999 8242.004 8241.997 8242.002
##  [529] 8241.997 8242.002 8241.997 8241.996 8242.004 8242.006 8241.997 8242.003
##  [537] 8242.000 8241.996 8242.000 8242.000 8241.998 8242.006 8241.993 8242.004
##  [545] 8242.001 8241.999 8242.000 8242.004 8241.995 8242.001 8242.004 8242.004
##  [553] 8242.004 8242.005 8241.999 8242.002 8242.000 8241.998 8241.998 8241.995
##  [561] 8242.001 8242.000 8242.005 8241.998 8241.999 8242.008 8242.003 8242.002
##  [569] 8241.999 8242.002 8241.998 8242.002 8242.000 8242.001 8241.998 8242.000
##  [577] 8241.997 8241.999 8242.000 8241.999 8242.003 8242.000 8241.999 8241.999
##  [585] 8241.997 8242.000 8242.002 8242.004 8242.000 8241.993 8241.997 8241.999
##  [593] 8242.001 8242.000 8241.993 8241.999 8241.999 8242.004 8242.002 8241.999
##  [601] 8241.998 8242.000 8241.999 8241.998 8242.002 8241.999 8241.998 8241.996
##  [609] 8241.997 8241.998 8242.000 8242.006 8242.001 8242.006 8241.993 8242.001
##  [617] 8241.999 8241.996 8242.005 8242.000 8242.003 8242.001 8241.999 8242.001
##  [625] 8242.003 8242.002 8241.997 8242.000 8242.003 8242.000 8241.994 8241.996
##  [633] 8241.998 8241.997 8241.998 8241.996 8242.000 8242.005 8241.998 8241.999
##  [641] 8241.999 8242.000 8242.002 8241.999 8242.002 8241.997 8241.993 8242.006
##  [649] 8242.006 8241.994 8242.000 8242.004 8241.999 8242.004 8241.996 8242.008
##  [657] 8241.999 8242.003 8242.001 8242.001 8242.002 8242.002 8242.003 8241.995
##  [665] 8242.001 8242.001 8241.999 8241.999 8242.003 8241.995 8241.996 8241.999
##  [673] 8241.997 8242.000 8241.999 8241.994 8241.998 8242.000 8241.996 8242.001
##  [681] 8242.004 8241.998 8241.997 8241.998 8241.999 8241.998 8242.001 8242.003
##  [689] 8241.997 8241.998 8242.000 8242.002 8242.001 8241.997 8242.004 8242.002
##  [697] 8242.000 8241.999 8241.998 8242.002 8241.998 8241.999 8241.999 8241.998
##  [705] 8241.999 8241.997 8241.998 8242.000 8242.007 8242.000 8242.000 8242.002
##  [713] 8242.002 8242.003 8242.001 8242.002 8242.003 8242.002 8241.997 8242.001
##  [721] 8241.998 8242.001 8241.997 8242.000 8242.001 8242.000 8242.001 8241.997
##  [729] 8242.003 8242.006 8242.003 8241.998 8242.001 8242.000 8242.002 8241.999
##  [737] 8242.003 8241.998 8242.003 8242.002 8242.002 8242.005 8242.002 8241.998
##  [745] 8241.993 8242.004 8241.999 8242.008 8242.004 8242.004 8242.001 8242.001
##  [753] 8242.001 8241.997 8242.000 8242.001 8242.000 8241.995 8241.998 8242.001
##  [761] 8242.001 8242.004 8241.997 8242.002 8241.999 8242.006 8242.000 8241.998
##  [769] 8242.004 8241.998 8241.996 8242.005 8241.996 8242.003 8242.004 8241.999
##  [777] 8241.996 8241.999 8241.999 8242.003 8241.998 8242.003 8242.000 8241.995
##  [785] 8242.000 8242.000 8241.996 8241.998 8242.000 8241.999 8241.997 8242.000
##  [793] 8242.001 8241.996 8241.996 8242.004 8242.004 8242.000 8242.003 8242.001
##  [801] 8242.002 8242.003 8242.003 8241.997 8242.003 8241.999 8242.002 8242.000
##  [809] 8241.999 8241.997 8241.994 8241.999 8242.004 8242.003 8242.004 8242.003
##  [817] 8242.003 8241.997 8241.999 8242.000 8242.007 8241.996 8242.002 8242.001
##  [825] 8241.999 8241.996 8241.998 8241.996 8241.998 8242.004 8242.001 8241.998
##  [833] 8242.005 8241.998 8241.998 8241.999 8242.001 8242.000 8242.002 8241.997
##  [841] 8242.005 8241.999 8242.000 8242.003 8242.003 8241.998 8242.002 8242.007
##  [849] 8241.999 8241.996 8242.001 8242.000 8241.995 8242.008 8242.004 8241.995
##  [857] 8242.001 8242.000 8242.004 8242.005 8242.001 8241.995 8241.997 8242.001
##  [865] 8242.000 8241.998 8241.999 8241.999 8242.003 8242.000 8242.001 8241.998
##  [873] 8242.003 8242.001 8242.004 8242.004 8242.005 8242.000 8242.001 8241.998
##  [881] 8241.997 8242.002 8241.998 8241.997 8242.004 8241.996 8242.001 8241.998
##  [889] 8242.002 8242.000 8242.000 8241.997 8242.003 8242.007 8241.999 8242.002
##  [897] 8241.999 8242.000 8242.003 8241.997 8241.998 8242.001 8242.003 8242.006
##  [905] 8241.996 8242.006 8241.999 8242.004 8241.996 8242.007 8241.999 8241.998
##  [913] 8241.995 8242.002 8242.005 8242.001 8241.995 8242.004 8242.001 8242.001
##  [921] 8242.001 8241.998 8241.999 8242.003 8242.003 8242.003 8241.999 8242.002
##  [929] 8242.003 8241.999 8241.997 8242.004 8241.999 8242.003 8241.996 8242.001
##  [937] 8241.999 8241.998 8242.000 8242.002 8242.000 8241.997 8241.999 8241.998
##  [945] 8241.999 8241.999 8242.003 8242.002 8241.998 8241.998 8241.994 8241.999
##  [953] 8242.005 8242.000 8241.995 8242.002 8242.002 8241.999 8242.001 8242.004
##  [961] 8242.002 8242.000 8241.999 8242.002 8242.000 8241.998 8242.001 8242.000
##  [969] 8241.998 8241.998 8241.995 8241.997 8242.002 8242.000 8241.995 8241.997
##  [977] 8242.001 8242.001 8241.998 8242.005 8241.998 8242.002 8242.001 8242.003
##  [985] 8241.998 8242.001 8241.998 8241.997 8242.005 8242.000 8241.998 8242.001
##  [993] 8241.998 8241.999 8241.999 8242.002 8241.999 8242.002 8241.999 8241.999
## [1001] 8241.998 8242.001 8242.000 8241.995 8242.005 8241.998 8242.008 8242.002
## [1009] 8241.999 8242.005 8242.006 8241.998 8241.997 8241.998 8242.002 8242.000
## [1017] 8241.996 8241.999 8242.004 8241.996 8242.002 8241.998 8242.001 8241.995
## [1025] 8241.998 8242.001 8242.004 8242.001 8242.001 8241.993 8241.998 8241.998
## [1033] 8241.997 8242.000 8242.000 8242.001 8241.999 8241.999 8242.003 8241.996
## [1041] 8241.999 8242.000 8242.001 8242.001 8241.997 8241.998 8242.001 8242.003
## [1049] 8242.001 8241.998 8241.999 8242.000 8241.998 8242.003

• Chạy mô hình có biến Bitcoin và Oil là biến ý nghĩa

VIBc22<-(-1.561e+03) + 3.214e-01*Bitcoin11 + 2.015e+02*Oil0

## Warning in (-1561) + 0.3214 * Bitcoin11 + 201.5 * Oil0: longer object length is
## not a multiple of shorter object length

VIBc22

##    [1] 10478.178 10436.525 11400.654 11292.922  9012.573 12399.291 11653.206
##    [8] 13697.063 12064.029 10995.954 14056.669 14089.535 10267.884 11860.101
##   [15] 11218.328 11594.079 11632.274 10227.140 11687.040 13067.851 11262.813
##   [22] 11263.908 12737.025 12265.159  9862.427 11633.237 12977.570 12752.781
##   [29] 11813.800 12098.013 10288.426 11700.761 10517.190 10985.520 12300.266
##   [36] 10345.069 11669.426 11821.704 11469.417 13136.665 10453.134 11989.437
##   [43] 11333.722 11171.548 11855.438 10454.971 10178.505 10951.121 13070.221
##   [50] 11470.223 11730.288 11238.514 11861.477 10519.802 12509.988 11969.224
##   [57] 10656.813 11469.079 12093.403 11943.780 12815.669 10839.322 12470.578
##   [64] 12395.489 11264.328 10496.925 10390.119 11849.492 11350.516 13096.022
##   [71] 11922.460 11066.723 10450.119 10868.175 11741.098 10992.203 11902.738
##   [78] 11102.200 11318.028 10728.452 13214.830 11731.411 11635.198  9821.513
##   [85] 12040.062 10451.931 10576.555 12283.977 10990.540  9768.203 13087.340
##   [92]  9174.774 11958.003 12377.289 10822.360 11836.757 11831.893 12399.338
##   [99] 11874.314 11186.591 12281.761 12172.921 10534.055 10096.111 11568.821
##  [106] 11159.158 10487.856 11496.794 10172.332 11569.712 10828.060 12320.601
##  [113] 13704.873 10553.484 12415.415 12196.062 11351.391 10989.645 12903.757
##  [120]  9525.670 10810.824 10062.098 12733.949 11237.707 10922.640 14421.438
##  [127] 11370.410 10998.980 11700.508  9937.969 11880.165 11326.894 11859.623
##  [134] 10490.841 10452.534 10763.449 10693.099 12643.140 12907.376 11269.605
##  [141] 11078.993 11107.200 11482.929 11509.033 11691.233 10713.196 10618.656
##  [148] 12546.939 10900.040 11703.511 11363.869 10513.983 11975.220 11580.922
##  [155] 12738.169 11528.426 11104.835 11680.158 10299.128 10629.036 11899.001
##  [162] 11103.345 11355.391 11308.912 10803.923  9513.186 11746.702 12136.145
##  [169] 10201.842 12816.113 11780.968 12683.319 10514.625 11574.956 11323.259
##  [176] 12142.627 10874.350 11408.087  9739.629 10684.003 11535.573 10751.271
##  [183] 11376.511 10976.175 11990.191 12519.968 10641.670 11127.957 12775.882
##  [190]  9343.155 11115.880 13365.456 13487.046 11565.345 10602.892 11573.709
##  [197] 10801.787 12788.201 10656.780 11769.421 12002.381 10702.981 12220.943
##  [204] 10712.018 12012.183 12452.204 10485.118 12462.898 10955.790 11695.309
##  [211] 11608.029 11014.602 11670.542 10256.828 11289.187 12196.665  9366.548
##  [218] 10013.905 10321.442  9918.469 11813.450 10480.891  9375.585 10816.133
##  [225] 11049.090 12225.904 10376.335 12513.172 11793.426 11759.460 10613.343
##  [232] 13260.702 11262.638  9696.007 11225.296  9592.665 11124.681 11019.289
##  [239] 12060.851 12369.972 10732.608 12178.098 12761.318 10677.856 10802.139
##  [246] 12031.558 11590.299 11935.328 12742.794 11782.789 12409.786 12005.263
##  [253] 11826.691 11781.849 12635.850 10472.085 10374.989 11976.055 11304.697
##  [260] 11487.431 12116.933 12128.270 11169.816 11122.765 11487.049 12420.462
##  [267] 11819.522 12769.517 11410.411 12479.571 12250.642 11995.054 11808.841
##  [274] 11153.573 11314.747 11634.028 11463.736 12307.452 11314.485 11351.216
##  [281] 10960.711 11287.107 11352.741  9234.839 10130.034 11349.233 11167.348
##  [288] 10284.715  9538.798 11083.304 12034.122 13090.489 11381.333 12826.287
##  [295] 11495.938 11526.609 11724.052 10596.315 11368.827 12274.645 10710.323
##  [302] 11114.209 10334.807 11751.910 11818.374 12029.262 10266.850 11518.783
##  [309] 10526.993 11417.254 12684.248 10942.589 12093.733 10710.379 10966.172
##  [316] 11831.502 10776.941  9811.040 12611.173 11757.577 10867.010  9536.401
##  [323] 13212.157 14616.087 11613.353 12219.322 12572.865 10755.536 11086.298
##  [330]  9788.250 10722.726 12004.795 11143.357 11215.527 11311.423  9659.430
##  [337] 12207.835 10055.829 11220.851 11003.874 11211.396 12794.949 10868.501
##  [344] 10678.841  9983.971 10657.520 10317.438 11802.469 10603.458 11704.451
##  [351] 11279.473 10065.196 10671.754 12252.627 12269.577 13309.672 11414.236
##  [358] 10006.451 10692.696 11802.983 13210.203 11521.398 12493.457 12142.224
##  [365] 10315.638 11256.190 12648.996 12244.125 11855.158 11867.730 10954.021
##  [372] 10172.909 12639.719 10077.782 10531.862 12010.976 10226.863 10896.982
##  [379] 10301.757 12003.149 11838.663 11815.622 11835.034 11943.320 12020.785
##  [386]  9560.385 11277.219 11523.713 12101.275 10297.339 10946.287 10404.740
##  [393] 12415.014 12624.290 12160.713 10264.401 11843.989 12502.948 11576.049
##  [400] 10883.549 10392.972 10789.970 12092.003 11010.388 11632.343 12639.266
##  [407] 11963.217 12705.046  9812.348 11152.826 11479.000 11963.457 10314.587
##  [414] 12178.167 11707.602 11666.487 11897.318 11307.843 12290.771 12029.154
##  [421] 11275.910 12399.105 11693.614 12048.513 10857.070 12908.597 11413.853
##  [428] 12217.473 11323.162 11153.813 12157.653  9922.690 11868.907 11788.907
##  [435]  8874.844 11765.141  9371.933 12040.074 10989.394 10762.011 11411.158
##  [442] 12712.953 10818.253 11944.128 11739.462 10304.859  9775.137  9537.810
##  [449] 11937.686 11384.845 13163.444 11958.819 12219.220 12676.474 10945.233
##  [456] 11898.840 12237.234 12709.462 12137.098 11814.927 10598.533 12105.883
##  [463] 11889.564 12015.964 11817.283 11227.202 11345.101 12066.073 11579.534
##  [470] 10634.495 11143.881 10173.149 10505.318 11281.190  9721.262  9824.649
##  [477] 12457.773 10873.634  9670.732 11311.141 12663.910 12042.387 11834.016
##  [484] 12534.362 10689.784 12106.005 10863.758 11418.340 13506.739 12332.180
##  [491] 12142.155 10372.023 10675.877 13572.446 10386.194 11619.954 12259.664
##  [498] 12378.712 12445.084 11263.716 10643.096 11127.749 10566.576 12009.189
##  [505] 12474.555 13424.426 11763.004 10592.348 12384.102 12271.162 11192.853
##  [512]  9947.938 12135.834 12482.848 11139.212 11923.505 11157.340 12061.308
##  [519] 11306.960 11092.451 11522.918 11150.250 10860.050 11119.561 11409.924
##  [526] 11613.369 12863.300 10136.483 11229.293 12013.394 13079.902 11819.514
##  [533] 11404.643 11127.470 11808.471 12350.693 11244.163 11572.105 11622.273
##  [540] 12105.614 12466.089 11680.979 11345.751 12733.341 11572.837 12906.158
##  [547] 11359.198 11996.792  9959.034 11311.586 11397.057 10702.196 10440.358
##  [554] 12312.111 12280.031 10192.394 11817.973 10368.040 10426.032 11913.285
##  [561] 10770.422 12354.863 11453.962 11923.416 10923.626 10331.560 12280.593
##  [568] 11642.213 11192.078 11482.933 12668.474 10758.967 10710.624 10833.072
##  [575]  9922.335 12190.851 11599.094 11613.060 11376.721 10936.329 10640.805
##  [582] 12221.255 10072.153 11832.992 10669.864 11683.946 10718.850 10923.898
##  [589] 13086.832 12048.067  9394.120 11536.872 10991.376 10345.324 11615.522
##  [596] 11540.224 11107.702 13278.664  9296.205 12208.389 11144.950 12036.969
##  [603] 10989.313 10857.362  9804.046 11220.021 13756.060 12351.296 12998.346
##  [610] 12280.791 12497.111 12269.392 11866.100 10868.062 10914.840  9907.385
##  [617] 11412.126 12266.063 12391.133 11507.363 10900.986 14521.886 12112.603
##  [624] 12757.785 11099.049 11381.807 11840.828 12999.244 11123.772 12222.915
##  [631]  9441.365 10939.069 10198.734 12467.958 11262.469 11049.334 12709.222
##  [638] 12470.709 10570.421 11821.263 10258.701 10968.920 12942.693 12785.663
##  [645] 12463.863 10879.023  9642.670 10308.467 12316.260 11143.489  9377.413
##  [652] 11247.629 12748.032 12024.665 10642.838  9959.204 10637.850 11450.191
##  [659] 12255.423  9587.478 12382.904 11422.765 11955.146  9857.932 10788.694
##  [666] 10994.752 12402.420 12387.592 11828.081 12931.023 10931.374 12372.840
##  [673] 11383.707 10788.046 12288.730 12720.540 12246.154 10937.044 10974.415
##  [680] 12717.313 11750.474 12200.233 11098.082 12607.273 10654.636 12007.570
##  [687] 10646.694  9094.427 10150.669 11546.194 12250.563  9765.440 10237.023
##  [694] 13082.284 11008.277 11894.693 10920.505 11135.931 11499.919 11427.958
##  [701] 11235.952 10974.409  8542.266 13180.501 13106.698 10378.854 11259.021
##  [708] 12715.048 12359.405 12621.959 10406.530 13849.008 10348.312 12128.861
##  [715] 11550.895 11036.756 11059.677 10482.334 12948.428 11502.062 11662.159
##  [722] 11615.383 11063.677 10347.780 11656.981  9442.478 10079.341 10402.141
##  [729] 10399.992 11518.741 12925.628  9988.059 11826.745 12266.244 10484.093
##  [736] 11367.803 12194.611 11176.566 11209.423 11707.925 11361.000 10893.416
##  [743] 11286.847 13193.883 12241.828 10554.788 10243.160 11078.014 12671.182
##  [750] 11693.731 10755.816 12249.914 11291.794 10360.366 11852.704 12855.490
##  [757] 11827.492 11598.744 10798.515 11953.842 10407.640  9858.039 11376.714
##  [764] 11384.981 13648.805 10270.119 11578.848 12177.099 12408.746 11407.496
##  [771] 10716.425 11355.558 13247.576 11873.032  9488.861 12760.504 11927.521
##  [778] 11385.943 11400.762 11276.306 11659.651 10942.270 11678.947 10538.971
##  [785] 11606.433 12461.804 11897.996 12392.852 10388.491 11469.306 11999.926
##  [792] 10410.060 12894.803 10441.376 11572.819 11560.856 11532.401 11219.100
##  [799] 11842.087 10444.816 10201.232 10800.098 11363.538 12603.227 12915.219
##  [806] 11719.013 11777.609 11187.761 11462.948 10092.566 11691.134 10912.373
##  [813] 11733.353 11091.219 10793.450 11210.908 11071.479 12450.237 11614.981
##  [820] 11825.627 10247.000 12829.712 11567.966 10609.801 11709.168 12238.779
##  [827] 10112.254 13012.057 11268.528 12475.329 11485.787 11104.007  9686.557
##  [834] 10379.712 11378.613 12198.609  9642.442 12715.204 12737.423 10339.009
##  [841] 11863.187 10442.480 11299.501 12293.716 12236.808 10616.503 11052.864
##  [848] 10496.708 11737.940  9946.782  8937.113 12804.234 13562.403 10988.342
##  [855] 12135.641 11410.533 12808.482 11940.394 11609.754  9720.315 12439.275
##  [862] 11086.617 10093.562 11227.241 11298.013 12416.868 10316.294 10891.534
##  [869] 12821.508 12699.379 12514.991 12985.093 11610.100 10868.668 11941.396
##  [876] 12416.416 13694.638  9563.853 11675.386 12035.346 11366.104  9947.969
##  [883] 12117.145 10682.625 11894.847 12273.795 12628.899  9947.927 12438.130
##  [890] 10703.479 10201.555 12657.541 12498.997 11188.767 12134.164 10605.986
##  [897] 11275.131 11329.197 11152.768 12110.161 12867.927 10987.642 11386.807
##  [904] 12961.734 11107.194  8960.973 11902.506 10581.325 10475.592 12758.017
##  [911] 13727.053 10436.684 12390.279 11328.797 11551.399 12570.673 11619.192
##  [918] 10614.441 10973.833 12064.915  9213.885 12450.866  9939.167 11438.307
##  [925] 11238.033 12637.497 11595.775 11513.785 12076.238 10637.410 11232.802
##  [932] 12528.549 12062.403 10214.315 12019.460 10117.999 10853.169 12559.994
##  [939]  9293.982  9739.297 12645.328 10648.938 12590.926 11258.887 11821.177
##  [946] 12184.861 10803.265 11130.266 11026.011 14074.304 11536.618 11863.654
##  [953] 11096.152 11189.510 12718.327 11097.914 11436.613 11773.240 11010.328
##  [960] 13265.797 10070.010 13315.067 11085.923 12697.921  9531.594 12319.579
##  [967] 12244.440 10218.351 10692.778 11600.185 12496.704 10694.970 11206.176
##  [974] 12900.022 10354.074 12311.761 11840.983 10374.392 10787.548 12156.562
##  [981] 11652.481 12762.052 10849.894  9800.171 12406.133 10843.443 11531.143
##  [988] 13039.355 11181.378 12879.464 10382.573 12290.742 11650.444 10722.545
##  [995] 10210.056 11489.922 11658.336 11679.360 11924.084 10983.193 10478.178
## [1002] 10436.524 11400.653 11292.918  9012.571 12399.290 11653.212 13697.064
## [1009] 12064.030 10995.957 14056.674 14089.532 10267.881 11860.098 11218.326
## [1016] 11594.079 11632.275 10227.139 11687.043 13067.850 11262.814 11263.909
## [1023] 12737.027 12265.157  9862.425 11633.236 12977.572 12752.785 11813.797
## [1030] 12098.009 10288.426 11700.757 10517.187 10985.522 12300.262 10345.072
## [1037] 11669.424 11821.702 11469.421 13136.663 10453.133 11989.437 11333.719
## [1044] 11171.547 11855.436 10454.969 10178.507 10951.125 13070.221 11470.222
## [1051] 11730.289 11238.514 11861.476 10519.804

2.4.3 Trường hợp 3: Sử dụng mô hình GBM dưới giả định phân phối ghép (Convoluted distribution(Ghép phân phối chuẩn và phân phối Laplace))

• Biến Bitcoin

set.seed(123)
gbm.f= function(n,VIB0,theta, epsilon){
  t = 1
  t.s =seq(0,t,length=n)
  dt=t/n
  Z1<- rnorm(n,0,1)
  Z2<- rlaplace(n, location = 0, scale = 1)
  Bt = sqrt(dt)*cumsum(Z1+Z2)
  VIBt=VIB0*exp((theta-epsilon^2/2)*t.s+epsilon*Bt)}
Bitcoin2<-gbm.f(n=1055, theta = 0.05, epsilon = 0.15, VIB0 =mp$Bitcoin[1])
plot(Bitcoin2, type = 'l', col = 'blue', 
      ylab = "Price",
      xlab = "Time (Days)")

Bitcoin21<-diff(log(Bitcoin2))

• Biến CPI

set.seed(123)
gbm.f= function(n,VIB0,theta, epsilon){
  t = 1
  t.s =seq(0,t,length=n)
  dt=t/n
  Z1<- rnorm(n,0,1)
  Z2<- rlaplace(n, location = 0, scale = 1)
  Bt = sqrt(dt)*cumsum(Z1+Z2)
  VIBt=VIB0*exp((theta-epsilon^2/2)*t.s+epsilon*Bt)}
CPI2<-gbm.f(n=1055, theta = 0.05, epsilon = 0.15, VIB0 =mp$CPI[1])
plot(CPI2, type = 'l', col = 'blue', 
      ylab = "Price",
      xlab = "Time (Days)")

CPI21<-diff(log(CPI2))

• Biến M2

set.seed(123)
gbm.f= function(n,VIB0,theta, epsilon){
  t = 1
  t.s =seq(0,t,length=n)
  dt=t/n
  Z1<- rnorm(n,0,1)
  Z2<- rlaplace(n, location = 0, scale = 1)
  Bt = sqrt(dt)*cumsum(Z1+Z2)
  VIBt=VIB0*exp((theta-epsilon^2/2)*t.s+epsilon*Bt)}
M22<-gbm.f(n=1055, theta = 0.05, epsilon = 0.15, VIB0 =mp$M2[1])
plot(M22, type = 'l', col = 'blue', 
      ylab = "Price",
      xlab = "Time (Days)")

M221<-diff(log(M22))

• Biến Gold

set.seed(123)
gbm.f= function(n,VIB0,theta, epsilon){
  t = 1
  t.s =seq(0,t,length=n)
  dt=t/n
  Z1<- rnorm(n,0,1)
  Z2<- rlaplace(n, location = 0, scale = 1)
  Bt = sqrt(dt)*cumsum(Z1+Z2)
  VIBt=VIB0*exp((theta-epsilon^2/2)*t.s+epsilon*Bt)}
Gold2<-gbm.f(n=1055, theta = 0.05, epsilon = 0.15, VIB0 =mp$Gold[1])
plot(Gold2, type = 'l', col = 'blue', 
      ylab = "Price",
      xlab = "Time (Days)")

Gold21<-diff(log(Gold2))

• Chạy mô hình có biến Bitcoin là biến ý nghĩa

VIBc3<-8.242e+03 + 4.562e-01*Bitcoin21
VIBc3

##    [1] 8241.998 8242.001 8242.000 8242.000 8242.002 8242.003 8241.991 8242.000
##    [9] 8242.001 8242.007 8242.002 8242.000 8241.999 8242.002 8241.997 8242.004
##   [17] 8241.996 8242.001 8242.003 8241.995 8241.999 8241.995 8241.996 8242.000
##   [25] 8241.997 8242.002 8242.002 8242.003 8242.003 8242.002 8241.997 8242.001
##   [33] 8241.997 8241.999 8241.998 8242.000 8241.999 8242.000 8242.000 8241.998
##   [41] 8242.005 8241.998 8242.002 8242.002 8241.997 8241.999 8242.001 8242.000
##   [49] 8241.999 8242.007 8241.997 8242.001 8242.004 8242.000 8242.014 8241.992
##   [57] 8242.010 8242.002 8242.000 8241.998 8241.999 8241.997 8241.998 8242.000
##   [65] 8241.996 8242.000 8242.003 8241.997 8242.006 8242.004 8241.996 8241.994
##   [73] 8241.998 8242.000 8241.996 8242.002 8241.999 8241.999 8242.001 8242.001
##   [81] 8241.999 8242.000 8242.006 8242.002 8242.002 8242.003 8242.001 8241.999
##   [89] 8242.000 8242.004 8242.002 8242.002 8241.992 8242.001 8241.999 8242.001
##   [97] 8242.004 8242.000 8241.997 8241.998 8242.001 8241.997 8241.996 8241.998
##  [105] 8241.997 8241.995 8241.997 8242.000 8242.001 8241.997 8242.002 8241.999
##  [113] 8241.995 8242.010 8241.994 8241.998 8241.998 8242.001 8241.996 8242.002
##  [121] 8242.001 8241.999 8242.000 8242.003 8241.998 8242.005 8241.999 8241.991
##  [129] 8242.006 8242.002 8242.002 8241.996 8242.005 8242.000 8242.005 8241.997
##  [137] 8242.003 8242.003 8241.996 8242.015 8242.007 8241.997 8241.998 8241.996
##  [145] 8241.997 8241.998 8242.001 8242.000 8242.004 8242.003 8242.004 8242.001
##  [153] 8241.995 8242.001 8241.993 8241.999 8242.003 8242.000 8241.998 8242.001
##  [161] 8241.997 8241.996 8242.001 8242.003 8242.006 8242.006 8241.999 8242.001
##  [169] 8241.996 8241.999 8242.003 8241.999 8242.005 8241.999 8241.995 8242.000
##  [177] 8241.997 8242.001 8241.999 8241.996 8242.006 8241.997 8241.998 8242.003
##  [185] 8241.998 8242.001 8242.003 8242.002 8242.002 8242.000 8242.003 8241.998
##  [193] 8241.999 8241.998 8242.002 8242.002 8241.998 8242.003 8241.997 8242.005
##  [201] 8241.993 8241.999 8242.002 8242.000 8242.001 8241.995 8242.000 8242.002
##  [209] 8242.000 8242.001 8242.001 8242.002 8242.000 8241.998 8242.002 8241.999
##  [217] 8241.995 8241.996 8241.998 8241.992 8242.000 8242.003 8242.003 8242.001
##  [225] 8241.996 8241.995 8242.003 8242.006 8242.002 8242.005 8241.997 8242.004
##  [233] 8242.002 8241.997 8241.993 8242.000 8242.000 8242.001 8241.998 8242.000
##  [241] 8242.001 8242.002 8241.999 8242.000 8242.000 8241.994 8241.996 8241.997
##  [249] 8242.001 8241.999 8242.000 8241.998 8242.004 8242.003 8241.998 8242.001
##  [257] 8242.002 8242.001 8241.997 8242.002 8241.999 8241.998 8242.003 8242.004
##  [265] 8242.002 8242.004 8241.996 8241.992 8242.005 8242.001 8241.993 8242.008
##  [273] 8241.996 8242.009 8241.996 8242.001 8242.002 8241.999 8242.001 8241.997
##  [281] 8241.993 8241.999 8241.999 8242.004 8242.010 8241.999 8242.004 8242.000
##  [289] 8242.004 8242.004 8242.003 8242.001 8242.003 8242.006 8241.999 8242.002
##  [297] 8241.998 8242.001 8242.002 8242.001 8241.999 8241.996 8241.990 8242.002
##  [305] 8241.997 8241.995 8242.000 8242.003 8242.003 8242.003 8242.004 8241.996
##  [313] 8241.998 8242.000 8242.001 8241.997 8242.000 8242.003 8242.003 8242.002
##  [321] 8242.002 8241.990 8242.003 8241.995 8242.002 8241.997 8242.002 8241.998
##  [329] 8242.002 8242.003 8241.996 8241.996 8241.999 8241.993 8241.998 8241.996
##  [337] 8241.995 8242.001 8242.000 8242.003 8242.001 8242.001 8242.002 8242.003
##  [345] 8242.004 8242.001 8241.997 8241.999 8241.999 8242.000 8241.996 8242.005
##  [353] 8241.998 8241.998 8242.000 8241.995 8241.997 8241.994 8242.000 8241.993
##  [361] 8241.999 8242.000 8242.003 8242.001 8242.000 8242.002 8241.996 8242.004
##  [369] 8241.998 8242.004 8241.996 8242.001 8242.000 8242.005 8241.996 8241.996
##  [377] 8242.001 8241.999 8241.997 8242.001 8241.999 8242.001 8242.002 8242.002
##  [385] 8242.005 8242.005 8241.997 8242.000 8241.998 8242.001 8241.996 8242.003
##  [393] 8241.997 8242.000 8242.003 8241.999 8242.004 8242.001 8241.999 8241.997
##  [401] 8241.996 8241.996 8241.998 8242.003 8241.997 8241.999 8242.002 8241.999
##  [409] 8242.000 8242.003 8242.001 8242.003 8241.998 8241.999 8242.000 8241.999
##  [417] 8241.997 8242.001 8242.004 8242.006 8242.001 8242.001 8242.003 8242.002
##  [425] 8241.995 8242.005 8242.002 8242.006 8242.000 8242.002 8241.998 8242.002
##  [433] 8241.999 8242.001 8242.001 8242.001 8242.007 8241.995 8242.001 8241.998
##  [441] 8241.999 8242.001 8241.999 8242.001 8242.001 8242.001 8242.000 8241.996
##  [449] 8241.995 8242.002 8242.005 8242.001 8242.001 8242.002 8241.997 8241.994
##  [457] 8241.998 8241.997 8242.002 8242.002 8241.999 8242.001 8241.999 8241.995
##  [465] 8241.997 8241.995 8242.000 8241.999 8242.004 8242.006 8241.996 8242.003
##  [473] 8241.997 8242.000 8242.001 8242.008 8242.001 8242.001 8241.999 8242.000
##  [481] 8242.003 8242.003 8241.997 8242.000 8242.004 8242.002 8242.001 8242.006
##  [489] 8241.998 8241.998 8242.004 8242.002 8242.001 8241.995 8241.995 8242.001
##  [497] 8241.998 8242.002 8242.001 8242.000 8241.997 8241.999 8242.001 8241.997
##  [505] 8242.001 8241.996 8241.996 8242.000 8242.004 8242.003 8241.998 8242.001
##  [513] 8242.002 8242.000 8241.999 8241.998 8241.998 8241.997 8241.995 8242.003
##  [521] 8242.001 8241.997 8241.999 8241.997 8241.998 8242.006 8242.001 8242.002
##  [529] 8241.999 8242.000 8242.004 8241.991 8241.998 8242.010 8242.004 8242.018
##  [537] 8241.999 8241.999 8241.996 8242.001 8242.002 8242.005 8241.990 8242.000
##  [545] 8242.002 8241.997 8242.003 8242.000 8242.000 8242.000 8241.997 8242.004
##  [553] 8241.998 8242.003 8241.998 8242.000 8241.999 8241.999 8241.996 8241.992
##  [561] 8241.999 8242.000 8242.000 8241.994 8241.994 8242.001 8242.004 8241.999
##  [569] 8242.000 8242.002 8241.996 8242.002 8242.005 8241.998 8242.004 8242.000
##  [577] 8242.005 8241.993 8242.008 8241.998 8241.999 8241.995 8242.001 8241.999
##  [585] 8242.010 8241.999 8242.000 8242.002 8242.005 8241.994 8242.002 8241.998
##  [593] 8242.000 8241.999 8242.001 8242.002 8241.999 8242.005 8242.004 8242.009
##  [601] 8242.000 8242.000 8241.996 8241.997 8242.003 8241.997 8241.996 8242.000
##  [609] 8241.999 8242.005 8241.994 8242.004 8242.004 8242.005 8241.998 8242.001
##  [617] 8241.996 8241.994 8242.000 8241.997 8242.002 8242.005 8242.000 8242.000
##  [625] 8242.002 8242.001 8241.999 8241.998 8242.007 8241.998 8241.994 8241.998
##  [633] 8241.993 8242.001 8241.998 8241.996 8241.999 8241.999 8241.999 8242.000
##  [641] 8241.998 8241.997 8242.002 8241.998 8242.002 8241.995 8242.003 8242.003
##  [649] 8242.002 8241.997 8241.999 8242.002 8241.996 8242.002 8241.998 8242.003
##  [657] 8242.000 8242.003 8242.001 8241.995 8242.002 8242.004 8242.000 8241.995
##  [665] 8242.003 8242.002 8241.995 8241.998 8242.001 8241.998 8242.001 8241.998
##  [673] 8242.005 8242.003 8241.996 8242.001 8241.989 8242.000 8242.002 8241.998
##  [681] 8242.002 8241.999 8241.998 8242.001 8241.999 8242.000 8242.002 8241.998
##  [689] 8241.999 8241.997 8242.003 8242.001 8241.994 8241.998 8242.006 8241.999
##  [697] 8242.003 8242.001 8242.001 8242.002 8241.996 8242.000 8242.003 8242.001
##  [705] 8241.998 8241.996 8242.006 8242.000 8242.003 8242.002 8241.999 8242.001
##  [713] 8242.003 8242.000 8242.002 8242.004 8241.998 8242.001 8242.000 8241.998
##  [721] 8241.997 8242.002 8241.999 8242.000 8242.000 8242.003 8242.000 8242.000
##  [729] 8242.005 8242.003 8242.001 8241.998 8242.004 8242.000 8242.002 8242.003
##  [737] 8241.998 8241.999 8242.000 8242.006 8242.001 8242.005 8241.996 8242.002
##  [745] 8241.995 8242.006 8242.003 8242.004 8242.002 8242.005 8241.998 8241.997
##  [753] 8242.000 8242.001 8242.001 8242.003 8242.004 8241.985 8241.999 8242.002
##  [761] 8241.998 8241.994 8241.994 8242.002 8242.005 8242.002 8241.998 8241.998
##  [769] 8242.008 8241.996 8242.000 8242.005 8241.997 8241.999 8242.008 8242.001
##  [777] 8241.994 8242.002 8242.002 8241.999 8242.007 8241.995 8241.995 8241.991
##  [785] 8241.998 8242.003 8241.997 8241.996 8241.995 8242.007 8241.998 8242.003
##  [793] 8242.000 8242.002 8242.002 8242.004 8241.999 8241.999 8242.003 8242.002
##  [801] 8241.998 8242.004 8242.001 8242.004 8242.001 8242.002 8242.006 8242.001
##  [809] 8242.001 8241.993 8241.997 8242.001 8241.999 8242.002 8241.998 8242.001
##  [817] 8242.007 8241.999 8241.998 8241.997 8241.999 8242.000 8241.998 8242.001
##  [825] 8241.998 8242.000 8241.996 8241.996 8241.997 8242.002 8242.001 8241.998
##  [833] 8241.999 8241.997 8242.005 8241.996 8241.999 8241.995 8242.001 8241.993
##  [841] 8242.006 8242.002 8241.998 8242.000 8242.003 8241.993 8242.004 8242.003
##  [849] 8241.996 8242.005 8241.998 8242.004 8241.997 8242.006 8241.997 8242.000
##  [857] 8241.994 8241.999 8242.002 8242.004 8242.000 8241.996 8241.994 8242.000
##  [865] 8242.005 8242.004 8242.000 8242.001 8241.998 8241.999 8241.999 8241.995
##  [873] 8242.000 8242.001 8242.008 8242.010 8242.003 8242.000 8242.001 8242.001
##  [881] 8241.997 8242.002 8242.001 8242.004 8241.998 8242.001 8241.995 8241.998
##  [889] 8242.002 8241.996 8242.006 8241.997 8242.004 8241.999 8241.999 8242.002
##  [897] 8241.999 8242.004 8242.003 8242.005 8241.999 8242.001 8241.998 8242.000
##  [905] 8241.993 8242.004 8242.000 8242.003 8241.998 8242.005 8241.999 8241.996
##  [913] 8241.995 8242.003 8242.005 8242.006 8242.001 8242.000 8242.008 8242.000
##  [921] 8241.999 8241.999 8241.999 8242.003 8242.003 8242.000 8241.997 8242.005
##  [929] 8242.004 8242.001 8241.991 8241.999 8241.996 8241.999 8242.000 8241.998
##  [937] 8241.999 8242.000 8242.005 8242.003 8241.997 8242.001 8241.994 8241.995
##  [945] 8242.003 8241.998 8242.005 8242.001 8242.005 8242.005 8241.995 8242.001
##  [953] 8241.995 8242.001 8241.998 8242.000 8242.005 8241.998 8242.002 8242.004
##  [961] 8242.007 8242.000 8241.999 8242.001 8242.003 8241.997 8241.997 8242.001
##  [969] 8242.000 8242.003 8241.992 8241.997 8241.996 8242.002 8241.997 8242.002
##  [977] 8242.000 8242.000 8241.996 8242.009 8241.999 8241.999 8241.997 8242.005
##  [985] 8241.999 8241.995 8241.997 8241.998 8242.001 8242.001 8242.005 8241.999
##  [993] 8242.001 8241.998 8242.000 8242.005 8241.994 8242.001 8241.998 8241.994
## [1001] 8241.995 8242.001 8242.001 8241.992 8242.009 8241.998 8242.010 8242.003
## [1009] 8241.999 8242.004 8242.005 8242.000 8242.005 8242.000 8242.004 8242.002
## [1017] 8241.997 8242.000 8242.009 8241.997 8242.001 8242.005 8242.000 8241.997
## [1025] 8241.998 8242.003 8242.001 8242.001 8242.002 8242.001 8242.000 8241.996
## [1033] 8241.998 8242.000 8241.995 8241.999 8242.005 8241.996 8242.004 8242.000
## [1041] 8242.004 8242.000 8241.998 8242.001 8241.995 8241.997 8241.995 8242.003
## [1049] 8242.001 8241.999 8241.999 8242.003 8241.996 8241.999

• Chạy mô hình có biến Bitcoin và Oil là biến ý nghĩa

VIBc33<-(-1.561e+03) + 3.214e-01*Bitcoin21 + 2.015e+02*Oil0

## Warning in (-1561) + 0.3214 * Bitcoin21 + 201.5 * Oil0: longer object length is
## not a multiple of shorter object length

VIBc33

##    [1] 10478.178 10436.524 11400.653 11292.921  9012.569 12399.293 11653.200
##    [8] 13697.062 12064.031 10995.959 14056.672 14089.533 10267.883 11860.100
##   [15] 11218.323 11594.081 11632.276 10227.140 11687.042 13067.850 11262.812
##   [22] 11263.907 12737.023 12265.161  9862.425 11633.237 12977.571 12752.787
##   [29] 11813.799 12098.015 10288.426 11700.760 10517.187 10985.521 12300.261
##   [36] 10345.071 11669.425 11821.703 11469.419 13136.664 10453.137 11989.436
##   [43] 11333.720 11171.548 11855.436 10454.970 10178.508 10951.122 13070.220
##   [50] 11470.228 11730.288 11238.514 11861.480 10519.802 12509.996 11969.219
##   [57] 10656.815 11469.082 12093.402 11943.777 12815.669 10839.321 12470.575
##   [64] 12395.493 11264.326 10496.927 10390.119 11849.488 11350.518 13096.021
##   [71] 11922.461 11066.718 10450.119 10868.178 11741.093 10992.205 11902.738
##   [78] 11102.200 11318.031 10728.454 13214.830 11731.410 11635.198  9821.515
##   [85] 12040.064 10451.932 10576.556 12283.976 10990.537  9768.206 13087.342
##   [92]  9174.774 11957.999 12377.287 10822.360 11836.755 11831.893 12399.338
##   [99] 11874.311 11186.591 12281.762 12172.919 10534.054 10096.112 11568.818
##  [106] 11159.156 10487.857 11496.795 10172.332 11569.714 10828.060 12320.602
##  [113] 13704.872 10553.488 12415.410 12196.059 11351.392 10989.646 12903.755
##  [120]  9525.670 10810.826 10062.098 12733.952 11237.708 10922.640 14421.442
##  [127] 11370.409 10998.976 11700.511  9937.966 11880.167 11326.892 11859.625
##  [134] 10490.847 10452.537 10763.446 10693.097 12643.139 12907.376 11269.614
##  [141] 11079.000 11107.198 11482.931 11509.031 11691.231 10713.197 10618.654
##  [148] 12546.937 10900.044 11703.510 11363.872 10513.981 11975.219 11580.922
##  [155] 12738.164 11528.425 11104.837 11680.158 10299.128 10629.034 11899.004
##  [162] 11103.346 11355.388 11308.917 10803.926  9513.191 11746.705 12136.145
##  [169] 10201.839 12816.111 11780.972 12683.316 10514.625 11574.955 11323.259
##  [176] 12142.624 10874.348 11408.090  9739.630 10684.005 11535.576 10751.270
##  [183] 11376.510 10976.176 11990.191 12519.966 10641.670 11127.959 12775.885
##  [190]  9343.154 11115.882 13365.453 13487.044 11565.346 10602.889 11573.708
##  [197] 10801.787 12788.203 10656.778 11769.423 12002.376 10702.980 12220.944
##  [204] 10712.019 12012.183 12452.201 10485.119 12462.897 10955.790 11695.309
##  [211] 11608.029 11014.600 11670.543 10256.826 11289.185 12196.664  9366.545
##  [218] 10013.904 10321.443  9918.464 11813.449 10480.890  9375.586 10816.134
##  [225] 11049.087 12225.902 10376.339 12513.178 11793.431 11759.461 10613.341
##  [232] 13260.706 11262.644  9696.006 11225.292  9592.663 11124.680 11019.287
##  [239] 12060.851 12369.973 10732.609 12178.099 12761.319 10677.854 10802.137
##  [246] 12031.555 11590.299 11935.326 12742.793 11782.788 12409.789 12005.262
##  [253] 11826.694 11781.849 12635.847 10472.085 10374.988 11976.057 11304.698
##  [260] 11487.433 12116.934 12128.271 11169.814 11122.764 11487.049 12420.467
##  [267] 11819.520 12769.507 11410.414 12479.569 12250.634 11995.060 11808.841
##  [274] 11153.581 11314.747 11634.027 11463.738 12307.451 11314.486 11351.219
##  [281] 10960.704 11287.108 11352.741  9234.842 10130.042 11349.230 11167.349
##  [288] 10284.716  9538.803 11083.306 12034.124 13090.487 11381.337 12826.288
##  [295] 11495.937 11526.609 11724.053 10596.314 11368.826 12274.644 10710.324
##  [302] 11114.209 10334.802 11751.912 11818.369 12029.261 10266.848 11518.783
##  [309] 10526.995 11417.254 12684.248 10942.587 12093.732 10710.378 10966.173
##  [316] 11831.502 10776.941  9811.042 12611.176 11757.577 10867.012  9536.396
##  [323] 13212.159 14616.083 11613.353 12219.319 12572.865 10755.532 11086.298
##  [330]  9788.253 10722.725 12004.793 11143.353 11215.523 11311.425  9659.431
##  [337] 12207.831 10055.826 11220.850 11003.877 11211.395 12794.946 10868.502
##  [344] 10678.844  9983.978 10657.521 10317.436 11802.470 10603.457 11704.448
##  [351] 11279.473 10065.198 10671.755 12252.628 12269.576 13309.667 11414.235
##  [358] 10006.450 10692.692 11802.978 13210.201 11521.397 12493.456 12142.223
##  [365] 10315.638 11256.189 12648.994 12244.126 11855.158 11867.726 10954.021
##  [372] 10172.909 12639.718 10077.785 10531.859 12010.977 10226.863 10896.980
##  [379] 10301.761 12003.149 11838.666 11815.621 11835.037 11943.321 12020.787
##  [386]  9560.385 11277.219 11523.713 12101.272 10297.343 10946.290 10404.744
##  [393] 12415.012 12624.290 12160.710 10264.400 11843.989 12502.948 11576.050
##  [400] 10883.546 10392.970 10789.966 12092.001 11010.388 11632.345 12639.265
##  [407] 11963.217 12705.045  9812.346 11152.827 11479.001 11963.458 10314.585
##  [414] 12178.168 11707.606 11666.489 11897.317 11307.843 12290.777 12029.159
##  [421] 11275.908 12399.106 11693.616 12048.516 10857.065 12908.596 11413.853
##  [428] 12217.473 11323.165 11153.814 12157.652  9922.691 11868.905 11788.906
##  [435]  8874.845 11765.142  9371.938 12040.070 10989.394 10762.011 11411.155
##  [442] 12712.952 10818.251 11944.130 11739.463 10304.859  9775.137  9537.809
##  [449] 11937.683 11384.841 13163.446 11958.820 12219.218 12676.472 10945.235
##  [456] 11898.837 12237.232 12709.458 12137.100 11814.926 10598.533 12105.882
##  [463] 11889.565 12015.962 11817.279 11227.198 11345.100 12066.073 11579.535
##  [470] 10634.495 11143.876 10173.155 10505.316 11281.189  9721.259  9824.652
##  [477] 12457.775 10873.634  9670.731 11311.140 12663.912 12042.387 11834.013
##  [484] 12534.359 10689.784 12106.004 10863.759 11418.340 13506.738 12332.177
##  [491] 12142.155 10372.021 10675.882 13572.444 10386.193 11619.955 12259.664
##  [498] 12378.711 12445.083 11263.719 10643.095 11127.748 10566.578 12009.189
##  [505] 12474.557 13424.423 11763.004 10592.348 12384.106 12271.166 11192.850
##  [512]  9947.937 12135.835 12482.849 11139.210 11923.504 11157.339 12061.308
##  [519] 11306.959 11092.450 11522.919 11150.249 10860.050 11119.559 11409.923
##  [526] 11613.370 12863.302 10136.483 11229.294 12013.393 13079.906 11819.510
##  [533] 11404.639 11127.473 11808.475 12350.704 11244.163 11572.107 11622.269
##  [540] 12105.616 12466.091 11680.978 11345.748 12733.339 11572.838 12906.156
##  [547] 11359.199 11996.789  9959.037 11311.585 11397.052 10702.195 10440.354
##  [554] 12312.109 12280.030 10192.392 11817.973 10368.041 10426.031 11913.283
##  [561] 10770.420 12354.863 11453.958 11923.413 10923.622 10331.555 12280.594
##  [568] 11642.210 11192.079 11482.933 12668.473 10758.967 10710.627 10833.069
##  [575]  9922.339 12190.851 11599.100 11613.056 11376.727 10936.329 10640.802
##  [582] 12221.251 10072.155 11832.992 10669.873 11683.945 10718.849 10923.896
##  [589] 13086.836 12048.068  9394.123 11536.871 10991.375 10345.323 11615.528
##  [596] 11540.226 11107.701 13278.664  9296.206 12208.396 11144.951 12036.969
##  [603] 10989.311 10857.362  9804.047 11220.019 13756.058 12351.299 12998.347
##  [610] 12280.796 12497.107 12269.390 11866.102 10868.062 10914.844  9907.385
##  [617] 11412.124 12266.062 12391.130 11507.361 10900.985 14521.889 12112.603
##  [624] 12757.784 11099.049 11381.807 11840.830 12999.243 11123.775 12222.913
##  [631]  9441.365 10939.070 10198.730 12467.960 11262.469 11049.334 12709.222
##  [638] 12470.705 10570.422 11821.263 10258.700 10968.918 12942.694 12785.663
##  [645] 12463.863 10879.022  9642.677 10308.465 12316.257 11143.491  9377.412
##  [652] 11247.628 12748.030 12024.664 10642.839  9959.201 10637.851 11450.190
##  [659] 12255.423  9587.475 12382.904 11422.767 11955.143  9857.932 10788.696
##  [666] 10994.753 12402.418 12387.592 11828.080 12931.025 10931.377 12372.840
##  [673] 11383.713 10788.047 12288.728 12720.544 12246.148 10937.044 10974.419
##  [680] 12717.311 11750.472 12200.234 11098.082 12607.274 10654.635 12007.571
##  [687] 10646.694  9094.423 10150.670 11546.194 12250.565  9765.439 10237.019
##  [694] 13082.284 11008.279 11894.691 10920.507 11135.933 11499.922 11427.958
##  [701] 11235.951 10974.409  8542.268 13180.503 13106.698 10378.853 11259.027
##  [708] 12715.048 12359.403 12621.961 10406.530 13849.007 10348.312 12128.859
##  [715] 11550.896 11036.758 11059.673 10482.333 12948.431 11502.060 11662.159
##  [722] 11615.384 11063.679 10347.781 11656.980  9442.480 10079.341 10402.144
##  [729] 10399.994 11518.739 12925.627  9988.059 11826.747 12266.245 10484.093
##  [736] 11367.806 12194.607 11176.567 11209.422 11707.928 11360.999 10893.416
##  [743] 11286.843 13193.886 12241.829 10554.789 10243.163 11078.011 12671.181
##  [750] 11693.732 10755.814 12249.912 11291.793 10360.369 11852.704 12855.492
##  [757] 11827.495 11598.738 10798.515 11953.843 10407.639  9858.032 11376.712
##  [764] 11384.981 13648.809 10270.116 11578.847 12177.100 12408.749 11407.495
##  [771] 10716.428 11355.558 13247.576 11873.030  9488.863 12760.505 11927.521
##  [778] 11385.945 11400.764 11276.303 11659.658 10942.264 11678.944 10538.968
##  [785] 11606.432 12461.806 11897.997 12392.850 10388.487 11469.311 11999.927
##  [792] 10410.063 12894.802 10441.379 11572.823 11560.857 11532.398 11219.100
##  [799] 11842.087 10444.817 10201.229 10800.098 11363.537 12603.232 12915.218
##  [806] 11719.015 11777.612 11187.762 11462.949 10092.563 11691.136 10912.375
##  [813] 11733.350 11091.218 10793.446 11210.906 11071.482 12450.238 11614.980
##  [820] 11825.625 10246.994 12829.715 11567.964 10609.801 11709.168 12238.781
##  [827] 10112.252 13012.057 11268.527 12475.327 11485.787 11104.006  9686.553
##  [834] 10379.712 11378.618 12198.607  9642.441 12715.201 12737.421 10339.007
##  [841] 11863.187 10442.482 11299.500 12293.714 12236.808 10616.500 11052.865
##  [848] 10496.706 11737.937  9946.789  8937.111 12804.237 13562.405 10988.341
##  [855] 12135.636 11410.537 12808.477 11940.393 11609.753  9720.314 12439.274
##  [862] 11086.617 10093.560 11227.240 11298.016 12416.872 10316.295 10891.536
##  [869] 12821.504 12699.378 12514.989 12985.091 11610.098 10868.668 11941.400
##  [876] 12416.420 13694.636  9563.853 11675.386 12035.348 11366.105  9947.969
##  [883] 12117.147 10682.629 11894.843 12273.799 12628.895  9947.927 12438.130
##  [890] 10703.477 10201.560 12657.542 12498.998 11188.761 12134.164 10605.986
##  [897] 11275.131 11329.199 11152.767 12110.166 12867.927 10987.642 11386.804
##  [904] 12961.730 11107.192  8960.971 11902.506 10581.324 10475.594 12758.015
##  [911] 13727.053 10436.682 12390.280 11328.798 11551.399 12570.676 11619.196
##  [918] 10614.438 10973.838 12064.914  9213.885 12450.867  9939.167 11438.307
##  [925] 11238.032 12637.495 11595.773 11513.787 12076.238 10637.411 11232.798
##  [932] 12528.546 12062.401 10214.312 12019.462 10117.997 10853.169 12559.996
##  [939]  9293.985  9739.297 12645.326 10648.941 12590.922 11258.885 11821.180
##  [946] 12184.860 10803.266 11130.265 11026.017 14074.309 11536.619 11863.655
##  [953] 11096.145 11189.511 12718.329 11097.912 11436.615 11773.239 11010.329
##  [960] 13265.797 10070.013 13315.066 11085.923 12697.920  9531.595 12319.578
##  [967] 12244.437 10218.351 10692.779 11600.188 12496.702 10694.970 11206.172
##  [974] 12900.023 10354.074 12311.764 11840.982 10374.391 10787.547 12156.565
##  [981] 11652.482 12762.051 10849.890  9800.173 12406.133 10843.439 11531.142
##  [988] 13039.355 11181.376 12879.465 10382.578 12290.741 11650.446 10722.544
##  [995] 10210.056 11489.924 11658.333 11679.359 11924.083 10983.190 10478.176
## [1002] 10436.523 11400.653 11292.915  9012.574 12399.289 11653.213 13697.064
## [1009] 12064.030 10995.957 14056.674 14089.534 10267.887 11860.099 11218.327
## [1016] 11594.080 11632.276 10227.139 11687.046 13067.851 11262.813 11263.914
## [1023] 12737.026 12265.159  9862.426 11633.238 12977.571 12752.786 11813.799
## [1030] 12098.015 10288.428 11700.756 10517.188 10985.522 12300.259 10345.071
## [1037] 11669.429 11821.700 11469.422 13136.666 10453.136 11989.438 11333.717
## [1044] 11171.547 11855.435 10454.968 10178.504 10951.124 13070.221 11470.223
## [1051] 11730.289 11238.516 11861.475 10519.801

plotNormalHistogram(VIBc33, col = "lightblue", prob=TRUE, main = "Histogram of VIBc33", xlab = "Mô hình VIBc33", length = 1000, linecol  = "navy", lwd = 2)

summary(VIBc33)

##    Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
##    8542   10802   11470   11463   12117   14616