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Regresi Berganda

# Regresi Berganda

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05/10/2014

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Regresi Berganda
Berikut ini adalah data tahunan dari GDP (Y), Private Consumption (PC),Government Spending(G) selama 18 tahun, dari tahun 1990 – 2007 :
Tahun YPCG
1990115110.0062053.2011317.301991123225.2066707.0012135.801992131184.8068484.5012819.001993329775.80183530.5029756.701994354442.00200445.1030422.601995383767.80215797.9031476.001996413767.90225541.3031141.101997434095.50273917.0031700.801998348409.40260022.7026827.901999357207.40272070.2027014.3020001389769.60856798.3090779.7020011442984.60886736.0097646.0020021506124.40920749.60110333.6020031579559.00956593.40121404.1020041656516.801004109.00126248.6020051750656.101043805.10134625.6020061847292.901076928.10147292.9020071963974.301131186.70153309.6016127863.509705475.601226251.60

rata895992.4167539193.088968125.08889
*Data diperoleh dari Bank Indonesia dan BPS
Untuk menghitung regresi berganda dari data tersebut maka kita akanmencari nilai koefisien dari dan
Menghitung nilai koefisien
dan
1.094331333

4.696241694-13995.35762
Maka model regresi yang kita dapatkan adalah
GDP
= -13995.35762 + 1.0943
PC
+ 4.6962
G
Dengan menggunakan Eviews hasil estimasi terhadap data diatas denganmodel regresi berganda
Dependent Variable: YMethod: Least SquaresDate: 05/22/10 Time: 19:11Sample: 1990 2007Included observations: 18VariableCoefficientStd. Errort-StatisticProb.C-13995.3610543.31-1.3274160.2042PC1.0943310.10591610.332090.0000G4.6962420.8438425.5653090.0001R-squared0.998719 Mean dependent var895992.4Adjusted R-squared0.998548 S.D. dependent var704652.6S.E. of regression26847.55 Akaike info criterion23.38475Sum squared resid1.08E+10 Schwarz criterion23.53314

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