Metode pemilihan Common dan Fem

Memakai LR test/chow test

H0

: common

Ha

: fem

Jika signifikan, maka menolak Ho dan metode yang cocok antara common effect dan fem adalah fem
Redundant Fixed Effects Tests
Pool: EQ1
Test cross-section fixed effects
Effects Test

Statistic

Cross-section F
Cross-section Chi-square

d.f.

Prob.

32.542478
61.615526

(3,43)
3

0.0000
0.0000

Cross-section fixed effects test equation:

Dependent Variable: Y?
Method: Panel Least Squares
Date: 10/16/12 Time: 11:23
Sample: 1998 2010
Included observations: 13
Cross-sections included: 4
Total pool (balanced) observations: 52
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
X1?
X2?
X3?
X4?
X5?

2.911053
1.546009
-0.616149
-0.370269
0.179860
-1.445750

2.012126
0.361171
0.519164
0.262123
0.361451
0.451351

1.446755
4.280550
-1.186810
-1.412579
0.497607
-3.203163

0.1547
0.0001
0.2414
0.1645
0.6211
0.0025

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.544671
0.495179
0.153879
1.089226
26.72538
11.00517
0.000001

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

7.650182
0.216576
-0.797130
-0.571987
-0.710815
0.647415

Metode pemilihan fem dan rem

Memakai hausman test
Ho
: rem
Ha
: fem
Jika signifikan, maka menolak Ho dan metode yang cocok antara rem dan fem adalah fem
Correlated Random Effects - Hausman Test
Pool: EQ1
Test period random effects

Test Summary

Chi-Sq.
Statistic

Chi-Sq. d.f.

Prob.

Period random

0.649765

0.7226

Random

Var(Diff.)

Prob.

1.546009
-1.445750

0.201293
0.302930

0.4203
0.4212

** WARNING: estimated period random effects variance is zero.

Period random effects test comparisons:
Variable
X1?
X5?

Fixed
1.907591
-1.888430

Period random effects test equation:

Dependent Variable: Y?
Method: Panel Least Squares
Date: 10/16/12 Time: 11:27
Sample: 1998 2010
Included observations: 13
Cross-sections included: 4
Total pool (balanced) observations: 52
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
X1?
X2?
X3?
X4?
X5?

-1.128031
1.907591
NA
NA
NA
-1.888430

1.744255
0.589616
NA
NA
NA
0.729037

-0.646712
3.235310
NA
NA
NA
-2.590308

0.5222
0.0027
NA
NA
NA
0.0140

Effects Specification
Period fixed (dummy variables)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.589087
0.383631
0.170032
0.982975
29.39400
2.867212
0.004363

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

7.650182
0.216576
-0.438231
0.237200
-0.179287
0.507222

Hasil regresi random effect

Dependent Variable: Y?
Method: Pooled EGLS (Period random effects)
Date: 10/16/12 Time: 11:21
Sample: 1998 2010
Included observations: 13
Cross-sections included: 4
Total pool (balanced) observations: 52
Swamy and Arora estimator of component variances
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
X1?
X2?
X3?
X4?
X5?
Random Effects (Period)
1998--C
1999--C
2000--C
2001--C
2002--C
2003--C
2004--C
2005--C
2006--C
2007--C
2008--C
2009--C
2010--C

2.911053
1.546009
-0.616149
-0.370269
0.179860
-1.445750

2.131304
0.382563
0.549914
0.277648
0.382860
0.478084

1.365855
4.041191
-1.120446
-1.333591
0.469782
-3.024049

0.1786
0.0002
0.2683
0.1889
0.6407
0.0041

0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
Effects Specification
S.D.

Period random
Idiosyncratic random

0.000000
0.162994

Rho
0.0000
1.0000

Weighted Statistics
R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)

0.544671
0.495179
0.153879
11.00517
0.000001

Mean dependent var

S.D. dependent var
Sum squared resid
Durbin-Watson stat

7.650182
0.216576
1.089226
0.647415

Unweighted Statistics
R-squared
Sum squared resid

0.544671
1.089226

Mean dependent var

Durbin-Watson stat

7.650182
0.647415

1991-2010
CEM
Dependent Variable: CO?
Method: Pooled Least Squares
Date: 11/06/12 Time: 14:20
Sample: 1991 2010
Included observations: 20
Cross-sections included: 6
Total pool (balanced) observations: 120
Variable

Coefficient

Std. Error

t-Statistic

Prob.

PDB?
KURS?
PCO?
PTEA?
POP?

0.491471
0.206291
-0.136169
0.248587
0.041787

0.106813
0.075810
0.265626
0.300048
0.183874

4.601217
2.721152
-0.512636
0.828491
0.227258

0.0000
0.0075
0.6092
0.4091
0.8206

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

0.653839
0.641798
0.248926
7.125896
-0.847245
0.370850

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.

7.382501
0.415917
0.097454
0.213600
0.144621

FEM
Dependent Variable: CO?
Method: Pooled Least Squares
Date: 11/06/12 Time: 14:21
Sample: 1991 2010
Included observations: 20
Cross-sections included: 6
Total pool (balanced) observations: 120
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
PDB?
KURS?
PCO?
PTEA?
POP?
Fixed Effects (Cross)
AMERIKA--C
JERMAN--C
JEPANG--C
ITALI--C
INGGRIS--C
MALAYSIA--C

-35.40210
-0.071771
0.111016
-0.147601
0.342513
5.416183

5.555040
0.218967
0.096812
0.159602
0.220621
0.882880

-6.372970
-0.327770
1.146723
-0.924811
1.552491
6.134676

0.0000
0.7437
0.2540
0.3571
0.1234
0.0000

-2.676963
0.271431
-0.720459
0.566755
0.393473
2.165764
Effects Specification

Cross-section fixed (dummy variables)

R-squared
Adjusted R-squared

0.884644
0.874061

Mean dependent var

S.D. dependent var

7.382501
0.415917

S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.147600
2.374658
65.08569
83.59010
0.000000

Akaike info criterion

Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

-0.901428
-0.645908
-0.797660
1.056182

Dependent Variable: CO?

Method: Pooled EGLS (Cross-section random effects)
REM
Date: 11/06/12 Time: 14:21
Sample: 1991
2010 CO?
Dependent
Variable:
IncludedPooled
observations:
20
Method:
EGLS (Cross-section
random effects)
Cross-sections
6
Date:
11/06/12 included:
Time: 14:21
Total pool
(balanced)
Sample:
1991
2010 observations: 120
Swamy and
Arora estimator
Included
observations:
20 of component variances
Cross-sections included: 6
Coefficient
Std. Error
t-Statistic
Total pool Variable
(balanced) observations:
120
Swamy and Arora estimator of component variances
C
-6.767482
2.397975
-2.822166
PDB?
0.253593 Std. Error
0.199033t-Statistic
1.274124
Variable
Coefficient
Prob.
KURS?
0.273431
0.089355
3.060063
PCO?
-0.132898 2.397975
0.159334
-0.834085
C
-6.767482
-2.822166
0.0056
PTEA?
0.401503 0.199033
0.2193161.274124
1.830706
PDB?
0.253593
0.2052
POP?
1.181929 0.089355
0.4720293.060063
2.503935
KURS?
0.273431
0.0028
Random
Effects (Cross) -0.132898
PCO?
0.159334
-0.834085
0.4060
AMERIKA--C
-0.562349 0.219316
PTEA?
0.401503
1.830706
0.0698
JERMAN--C
0.294928 0.472029
POP?
1.181929
2.503935
0.0137
0.021365
RandomJEPANG--C
Effects (Cross)
ITALI--C
0.028478
AMERIKA--C
-0.562349
INGGRIS--C
-0.112573
JERMAN--C
0.294928
MALAYSIA--C
0.330152
JEPANG--C
0.021365
ITALI--C
0.028478
Effects Specification
INGGRIS--C
-0.112573
S.D.
MALAYSIA--C
0.330152
Cross-section random
Idiosyncratic random
Cross-section random
Idiosyncratic random
R-squared
Adjusted R-squared
S.E. of regression
R-squared
F-statistic
Adjusted
R-squared
Prob(F-statistic)
S.E. of regression
F-statistic
Prob(F-statistic)
R-squared
Sum squared resid

0.251635
S.D.0.147600Rho

Effects Specification

Weighted Statistics

0.251635
0.147600
0.388865 Mean dependent var
0.362061
S.D. dependent var
Weighted
Statistics
0.166258 Sum squared resid
0.388865
MeanDurbin-Watson
dependent varstat
14.50766
0.362061
S.D. dependent var
0.000000
0.166258 Sum squared resid
14.50766
Durbin-Watson
Unweighted
Statistics stat
0.000000
0.326933 Mean dependent var
Unweighted
Statistics
13.85539
Durbin-Watson stat

R-squared
0.326933 Mean dependent var
Sum squared resid
13.85539 Durbin-Watson stat
Dependent Variable: CO?
Method: Pooled EGLS (Cross-section random effects)
Date: 11/06/12 Time: 14:21
Sample: 1991 2010
Included observations: 20
Cross-sections included: 6
Total pool (balanced) observations: 120
Swamy and Arora estimator of component variances

Prob.
0.0056
0.2052
0.0028
0.4060
0.0698
0.0137

Rho
0.7440
0.2560

0.7440
0.2560
0.960065
0.208158
3.151170
0.9600650.848878
0.208158
3.151170
0.848878
7.382501
0.193063
7.382501
0.193063

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
PDB?
KURS?
PCO?

-6.767482
0.253593
0.273431
-0.132898

2.397975
0.199033
0.089355
0.159334

-2.822166
1.274124
3.060063
-0.834085

0.0056
0.2052
0.0028
0.4060

1992-2010
CEM
Dependent Variable: CO?
Method: Pooled Least Squares
Date: 11/06/12 Time: 14:22
Sample: 1992 2010
Included observations: 19
Cross-sections included: 6
Total pool (balanced) observations: 114
Variable

Coefficient

Std. Error

t-Statistic

Prob.

PDB?
KURS?
PCO?
PTEA?
POP?

0.485774
0.225369
-0.091101
0.185052
0.045461

0.107634
0.077203
0.262645
0.298531
0.184879

4.513218
2.919193
-0.346862
0.619876
0.245894

0.0000
0.0043
0.7294
0.5366
0.8062

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

0.664160
0.651835
0.243330
6.453840
1.917830
0.377705

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.

7.385778
0.412386
0.054073
0.174082
0.102778

FEM
Dependent Variable: CO?
Method: Pooled Least Squares
Date: 11/06/12 Time: 14:23
Sample: 1992 2010
Included observations: 19
Cross-sections included: 6
Total pool (balanced) observations: 114
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
PDB?
KURS?
PCO?
PTEA?
POP?
Fixed Effects (Cross)
AMERIKA--C
JERMAN--C
JEPANG--C
ITALI--C
INGGRIS--C
MALAYSIA--C

-38.60252
-0.038884
0.115461
-0.110692
0.293826
5.770237

5.738911
0.212416
0.096841
0.155311
0.213437
0.896540

-6.726454
-0.183057
1.192278
-0.712714
1.376642
6.436117

0.0000
0.8551
0.2359
0.4776
0.1716
0.0000

-2.891437
0.251096
-0.808648
0.631837
0.439106
2.378046
Effects Specification

Cross-section fixed (dummy variables)

R-squared
Adjusted R-squared

0.891466
0.880929

Mean dependent var

S.D. dependent var

7.385778
0.412386

S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.142301
2.085700
66.30337
84.60102
0.000000

Akaike info criterion

Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

-0.970234
-0.706215
-0.863084
1.093524

REM
Dependent Variable: CO?
Method: Pooled EGLS (Cross-section random effects)
Date: 11/06/12 Time: 14:23
Sample: 1992 2010
Included observations: 19
Cross-sections included: 6
Total pool (balanced) observations: 114
Swamy and Arora estimator of component variances
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
PDB?
KURS?
PCO?
PTEA?
POP?
Random Effects (Cross)
AMERIKA--C
JERMAN--C
JEPANG--C
ITALI--C
INGGRIS--C
MALAYSIA--C

-6.794231
0.276651
0.309005
-0.091000
0.374252
1.125210

2.339566
0.193542
0.088506
0.155054
0.211966
0.457694

-2.904056
1.429413
3.491339
-0.586896
1.765618
2.458432

0.0045
0.1558
0.0007
0.5585
0.0803
0.0155

-0.538206
0.279235
0.018211
0.033816
-0.121467
0.328411
Effects Specification
S.D.

Cross-section random
Idiosyncratic random

0.243443
0.142301

Rho
0.7453
0.2547

Weighted Statistics
R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)

0.411193
0.383933
0.163647
15.08434
0.000000

Mean dependent var

S.D. dependent var
Sum squared resid
Durbin-Watson stat

0.981657
0.208494
2.892267
0.860754

Unweighted Statistics
R-squared
Sum squared resid

0.354583
12.40298

Mean dependent var

Durbin-Watson stat

7.385778
0.200720

1993-2010
CEM
Dependent Variable: CO?
Method: Pooled Least Squares
Date: 11/06/12 Time: 14:24
Sample: 1993 2010
Included observations: 18
Cross-sections included: 6
Total pool (balanced) observations: 108
Variable

Coefficient

Std. Error

t-Statistic

Prob.

PDB?
KURS?
PCO?
PTEA?
POP?

0.446183
0.222009
-0.131876
0.240566
0.105358

0.109867
0.079956
0.275933
0.316478
0.188324

4.061103
2.776634
-0.477928
0.760133
0.559452

0.0001
0.0065
0.6337
0.4489
0.5771

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

0.657219
0.643907
0.241487
6.006560
2.775703
0.376545

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.

7.396561
0.404681
0.041191
0.165363
0.091538

FEM
Dependent Variable: CO?
Method: Pooled Least Squares
Date: 11/06/12 Time: 14:24
Sample: 1993 2010
Included observations: 18
Cross-sections included: 6
Total pool (balanced) observations: 108
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
PDB?
KURS?
PCO?
PTEA?
POP?
Fixed Effects (Cross)
AMERIKA--C
JERMAN--C
JEPANG--C
ITALI--C
INGGRIS--C
MALAYSIA--C

-39.05531
-0.028637
0.099172
-0.132899
0.304985
5.824291

6.304429
0.218917
0.103807
0.167453
0.221565
0.971264

-6.194901
-0.130812
0.955350
-0.793652
1.376500
5.996607

0.0000
0.8962
0.3418
0.4293
0.1718
0.0000

-2.925423
0.245327
-0.828703
0.649378
0.444475
2.414946
Effects Specification

Cross-section fixed (dummy variables)

R-squared
Adjusted R-squared
S.E. of regression

0.884069
0.872117
0.144717

Mean dependent var

S.D. dependent var
Akaike info criterion

7.396561
0.404681
-0.931795

Sum squared resid

Log likelihood
F-statistic
Prob(F-statistic)

2.031462
61.31693
73.97041
0.000000

Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

-0.658615
-0.821030
1.058242

REM
Dependent Variable: CO?
Method: Pooled EGLS (Cross-section random effects)
Date: 11/06/12 Time: 14:25
Sample: 1993 2010
Included observations: 18
Cross-sections included: 6
Total pool (balanced) observations: 108
Swamy and Arora estimator of component variances
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
PDB?
KURS?
PCO?
PTEA?
POP?
Random Effects (Cross)
AMERIKA--C
JERMAN--C
JEPANG--C
ITALI--C
INGGRIS--C
MALAYSIA--C

-5.837977
0.273585
0.307399
-0.115882
0.402927
1.009523

2.349415
0.198342
0.093843
0.167118
0.219828
0.462157

-2.484864
1.379362
3.275679
-0.693414
1.832919
2.184374

0.0146
0.1708
0.0014
0.4896
0.0697
0.0312

-0.465092
0.273168
0.034025
0.023413
-0.141354
0.275840
Effects Specification
S.D.

Cross-section random
Idiosyncratic random

0.239317
0.144717

Rho
0.7322
0.2678

Weighted Statistics
R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)

0.379989
0.349596
0.164774
12.50264
0.000000

Mean dependent var

S.D. dependent var
Sum squared resid
Durbin-Watson stat

1.043688
0.204314
2.769355
0.848395

Unweighted Statistics
R-squared
Sum squared resid

0.434561
9.908196

Mean dependent var

Durbin-Watson stat

7.396561
0.237128

1994-2010
CEM
Dependent Variable: CO?
Method: Pooled Least Squares
Date: 11/09/12 Time: 10:52
Sample: 1994 2010
Included observations: 17
Cross-sections included: 6
Total pool (balanced) observations: 102
Variable

Coefficient

Std. Error

t-Statistic

Prob.

PDB?
KURS?
PCO?
PTEA?
POP?

0.398936
0.237897
-0.071813
0.170000
0.171903

0.112037
0.085207
0.306857
0.354551
0.192360

3.560763
2.791983
-0.234028
0.479481
0.893650

0.0006
0.0063
0.8155
0.6327
0.3737

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

0.653175
0.638873
0.239595
5.568365
3.569704
0.375619

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.

7.403122
0.398702
0.028045
0.156720
0.080150

FEM
Dependent Variable: CO?
Method: Pooled Least Squares
Date: 11/09/12 Time: 10:52
Sample: 1994 2010
Included observations: 17
Cross-sections included: 6
Total pool (balanced) observations: 102
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
PDB?
KURS?
PCO?
PTEA?
POP?
Fixed Effects (Cross)
AMERIKA--C
JERMAN--C
JEPANG--C
ITALI--C
INGGRIS--C
MALAYSIA--C

-36.82564
0.036538
0.133813
-0.049161
0.224974
5.419087

6.893287
0.226349
0.112349
0.189174
0.231786
1.059005

-5.342247
0.161421
1.191050
-0.259874
0.970611
5.117151

0.0000
0.8721
0.2367
0.7955
0.3343
0.0000

-2.741974
0.239074
-0.771172
0.609160
0.379379
2.285532
Effects Specification

Cross-section fixed (dummy variables)

R-squared
Adjusted R-squared
S.E. of regression

0.882643
0.869747
0.143894

Mean dependent var

S.D. dependent var
Akaike info criterion

7.403122
0.398702
-0.937907

Sum squared resid

Log likelihood
F-statistic
Prob(F-statistic)

1.884198
58.83326
68.44117
0.000000

Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

-0.654822
-0.823276
1.041389

REM
Dependent Variable: CO?
Method: Pooled EGLS (Cross-section random effects)
Date: 11/09/12 Time: 10:53
Sample: 1994 2010
Included observations: 17
Cross-sections included: 6
Total pool (balanced) observations: 102
Swamy and Arora estimator of component variances
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
PDB?
KURS?
PCO?
PTEA?
POP?
Random Effects (Cross)
AMERIKA--C
JERMAN--C
JEPANG--C
ITALI--C
INGGRIS--C
MALAYSIA--C

-5.060450
0.326429
0.338286
-0.019031
0.306787
0.809542

2.404733
0.202755
0.101360
0.188683
0.230298
0.472542

-2.104371
1.609964
3.337485
-0.100861
1.332132
1.713165

0.0380
0.1107
0.0012
0.9199
0.1860
0.0899

-0.384958
0.260651
0.051423
0.005290
-0.185411
0.253005
Effects Specification
S.D.

Cross-section random
Idiosyncratic random

0.241533
0.143894

Rho
0.7381
0.2619

Weighted Statistics
R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)

0.389486
0.357689
0.159697
12.24892
0.000000

Mean dependent var

S.D. dependent var
Sum squared resid
Durbin-Watson stat

1.058691
0.199261
2.448286
0.892189

Unweighted Statistics
R-squared
Sum squared resid

0.504640
7.953141

Mean dependent var

Durbin-Watson stat

7.403122
0.274651

model 1
REM 1991-2010
REM 1992-2010
REM 1993-2010
REM 1994-2010
REM 1995-2010
REM 1996-2010
REM 1997-2010

model 2

pdb
0.253
0.276
0.273
0.326
0.398**
0.586*
0.742*

pdb/pc

variabel independen
kurs
pco
ptea
0.273*
-0.132 0.401***
0.309*
-0.091 0.374***
0.307*
-0.115 0.402***
0.338*
-0.019
0.306
0.262** -0.038
0.281
0.037
0.071
0.093
0.021
0.051
0.053

variabel independen
kurs
pco

pop
1.181**
1.125**
1.009**
0.809***
0.569
0.14
-0.23

ptea

R-squared
0.326
0.354
0.434
0.504
0.54
0.528
0.492

R-squared

REM 1991-2010

0.729*

0.207**

-0.172

0.311

0.549

REM 1992-2010

0.732*

0.248**

-0.127

0.289

0.556

REM 1993-2010
REM 1994-2010

0.698*
0.695*

0.246**
0.285**

-0.158
-0.059

0.328
0.246

0.535
0.522

REM 1995-2010

0.684*

0.228**

-0.068

0.238

0.496

REM 1996-2010

0.782*

0.016

0.054

0.064

0.478

REM 1997-2010

0.887*

-0.007

0.038

0.032

0.444

model 1
REM 1991-2010
REM 1992-2010
REM 1993-2010
REM 1994-2010
REM 1995-2010
REM 1996-2010
REM 1997-2010

variabel independen
pco
ptea

pdb

kurs

0.527*
0.532*
0.525*
0.535*
0.621*
0.781*
0.847*

-0.5004**
-0.414
-0.494***
-0.435
-0.457***
-0.632*
-0.645***

model 2

0.415*
0.430*
0.430*
0.441*
0.478*
0.542*
0.566*

model 3
REM 1998-2010
REM 1999-2010
REM 2000-2010

-0.483***
-0.400
-0.480***
-0.419
-0.432***
-0.589**
-0.546

0.809*
0.790*
0.801*

FEM 1996-2010
FEM 1997-2010
FEM 1998-2010
FEM 1999-2010

-0.262
-0.221
-0.307
-0.227
-0.233
-0.183
-0.183

-0.211
-0.189
-0.176
-0.174
-0.273
-0.473***
-0.551**

0.358**
0.3202***
0.353**
0.329**
0.319**
0.329*
0.320**

ptea

0.640***
0.588***
0.680**
0.591***
0.571**
0.488***
0.461***

0.371**
0.332**
0.365**
0.340**
0.334**
0.354*
0.336**

variabel independen
kurs
pco
ptea

pdb

model 4

0.639***
0.543***
0.639***
0.553
0.514***
0.393
0.362

variabel independen
kurs
pco

pdb

REM 1991-2010
REM 1992-2010
REM 1993-2010
REM 1994-2010
REM 1995-2010
REM 1996-2010
REM 1997-2010

-0.2716
-0.229
-0.316
-0.237
0.249
-0.209
-0.217

pop

-0.628***
-0.569
-0.226

-0.211
-0.214
-0.273

pop

0.379
0.440***
0.482***

pdb

variabel independen
kurs

pco

1.085*
1.130*
1.076*
1.110*

-0.304**
-0.180
-0.690***
-0.679***

-0.203
-0.234***
-0.141
-0.145

-0.525**
-0.499**
-0.487***

R-squared
0.85
0.86
0.86
0.85

R-squared
0.4956
0.5284
0.5486
0.5811
0.622
0.5868
0.535

R-squared
0.5035
0.5338
0.5518
0.5836
0.6316
0.6288
0.6087

R-squared
0.5118
0.5260
0.5147

model 5
REM 1991-2010
REM 1992-2010
REM 1993-2010
REM 1994-2010
REM 1995-2010
REM 1996-2010
REM 1997-2010

model 6
REM 1991-2010
REM 1992-2010
REM 1993-2010
REM 1994-2010
REM 1995-2010
REM 1996-2010
REM 1997-2010

model 7
REM 1991-2010
REM 1992-2010
REM 1993-2010
REM 1994-2010
REM 1995-2010
REM 1996-2010
REM 1997-2010

variabel independen
pco
ptea

pcap

kurs

0.527*
0.532*
0.525*
0.535*
0.621*
0.781*
0.847*

-0.5001**
-0.414
-0.494***
-0.435
-0.457***
-0.632*
-0.646***

pcap
0.656*
0.675*
0.666*
0.679*
0.776*
0.956*
1.040*

kurs
0.189***
0.233**
0.215**
0.274**
0.296*
0.237***
0.593*

-0.271
-0.229
-0.316
-0.237
-0.249
-0.209
-0.217

0.591***
0.542***
0.639***
0.552
0.513***
0.392
0.362

variabel independen
kurs
pco
-0.507**
-0.421***
-0.502***
-0.445***
-0.472***
-0.655*
-0.704***

-0.276
-0.234
-0.322
-0.247
-0.261
-0.224
-0.238

Variabel independen
pco
ptea
-0.184
-0.135
-0.178
-0.020
-0.017
0.026
0.020

0.548***
0.523***
0.559***
0.425
0.428
0.380
0.356

R-squared

pop

0.315***
0.342**
0.349**
0.360**
0.347**
0.307**
0.295***

0.357**
0.319***
0.353**
0.329**
0.318**
0.328*
0.320**

R-squared

ptea

0.549
0.495
0.595***
0.511
0.467
0.333
0.301

0.348**
0.309***
0.343**
0.320**
0.308**
0.314**
0.311**

pop
0.513*
0.542*
0.543*
0.560*
0.587*
0.610*
0.609*

0.4956
0.5284
0.5486
0.5810
0.6220
0.5865
0.5355

0.3353
0.3558
0.3728
0.3957
0.4191
0.3549
0.2744

R-squared
0.34
0.36
0.37
0.39
0.42
0.43
0.45

model 8
FEM 1991-2010
REM 1991-2010
FEM 1992-2010
REM 1992-2010
FEM 1993-2010
REM 1993-2010
FEM 1994-2010
REM 1994-2010
FEM 1995-2010
REM 1995-2010
FEM 1996-2010
REM 1996-2010
FEM 1997-2010
REM 1997-2010

kurs
-0.431***

variabel independen
pco
ptea
pop
-0.232
0.807**
0.958

d
0.414**

-0.403
-0.377
-0.325
-0.455***
-0.402
-0.397
-0.330
-0.405
-0.328
-0.547**
-0.465***
-0.454
-0.302

-0.219
-0.204
-0.181
-0.287
-0.265
-0.200
-0.170
-0.204
-0.170
-0.150
-0.111
-0.151
-0.098

0.427**
0.365**
0.393**
0.394**
0.425**
0.360**
0.397**
0.356**
0.396*
0.379*
0.425*
0.339**
0.382**

-0.839**
0.730**
0.797**
0.813**
0.887*
0.703**
0.789**
0.691**
0.787*
0.632**
0.738*
0.579***
0.695**

0.499*
1.45
0.529*
1.508
0.528*
1.741***
0.545*
1.893***
0.569*
2.067**
0.588*
2.410**
0.599*

R-squared
0.687
0.363
0.701
0.381
0.706
0.389
0.734
0.409
0.791
0.441
0.825
0.458
0.829
0.469

8 negara

Model A1
REM 1994-2010
REM 1995-2010
REM 1997-2010

variabel independen
pcap
kurs

C
1.015
0.840
-1.119

0.446**
0.469*
0.463**

0.179***
0.177***
0.620*

pco

pop

-0.339**
-0.336*
-0.408*

0.398**
0.410*
0.422*

pco

pop

-0.326**
-0.324**
-0.395*

0.381*
0.391*
0.413*

pco

pop

-0.183***
-0.245*

0.385*
0.416*

pco

-0.238***
-0.230***

R-squared
0.57
0.62
0.66

7 negara (without, Inggris)

Model A2
REM 1994-2010
REM 1995-2010
REM 1997-2010

variabel independen
pcap
kurs

C
0.789
0.671
-1.257

0.494*
0.510*
0.499*

0.239**
0.233**
0.655*

R-squared
0.65
0.72
0.77

6 negara (without, Inggris & Aljazair)

Model A3
REM 1995-2010
REM 1997-2010

variabel independen
pcap
kurs

0.989
0.850

0.505**
0.399**

pdb

1.959**
0.756

0.437*
0.455*

0.237*
0.295***

R-squared
0.76
0.80

8 negara

Model B1
REM 1995-2010
REM 1997-2010

variabel independen
kurs
0.191***
0.461**

6 negara (without, Inggris & Singapore)

model B2
REM 1994-2010
REM 1995-2010
REM 1996-2010
REM 1997-2010

C
0.746
0.508
0.643
-0.577

variabel independen
pdb
kurs
0.474*
0.488*
0.500*
0.489*

0.369*
0.393*
0.319**
0.667*

pco
-0.318***
-0.325**
-0.340*
-0.320**

R-squared
0.65
0.72
0.75
0.75

R-squared
0.61
0.63

7 negara (amerika,jerman,jepang,italy,malaysia,singapura,aljazair), Dummy=1998

Model A4
REM 1994-2010
REM 1995-2010

C
2.336**
2.264**

variabel independen
pcap
kurs
0.860*
0.889*

0.214**
0.208***

R-squared

pco

0.281**
0.270**

-0.0146
-0.0125

pco

0.201***

-0.0300

0.49
0.52

6 negara (without, Aljazair)

Model A5
REM 1995-2010

C
3.336*

variabel independen
pcap
kurs
0.623***

0.258*

R-squared
0.46

5 negara (without, singapura & aljazair)

model A6
REM 1993-2010
REM 1994-2010
REM 1995-2010
REM 1996-2010

Pcap

0.690
0.424
1.105
2.057

1.167*
1.097*
0.998*
0.932*

variabel independen
pco
kurs
0.363*
0.458*
0.386*
0.197**

R-squared

0.198***
0.298*
0.313*
0.352*

-0.007
-0.018
-0.275
-0.044

0.75
0.76
0.77
0.78

8 negara, Dummy: 1998

Model B3
C
REM 1994-2010
REM 1995-2010

3.135*
3.022*

variabel independen
pdb
kurs
0.386*
0.405*

0.231**
0.212**

pco

-0.178*
-0.159*

-0.0785
-0.0724

R-squared
0.58
0.63

(Memakai harga ritel kopi)

Dependent Variable: CO?
Method: Pooled EGLS (Cross-section random effects)
Date: 12/11/12 Time: 20:08
Sample: 1994 2010
Included observations: 17
Cross-sections included: 8
Total pool (balanced) observations: 136
Swamy and Arora estimator of component variances
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
PDB?
KURS?
PCO?
D?
Random Effects (Cross)
AMERIKA--C
JERMAN--C
JEPANG--C
ITALI--C
INGGRIS--C
MALAYSIA--C
SINGAPURA--C
ALJAZAIR--C

3.135673
0.386780
0.231234
-0.178210
-0.078571

0.803566
0.092193
0.098122
0.054267
0.084829

3.902200
4.195328
2.356591
-3.283947
-0.926222

0.0002
0.0000
0.0199
0.0013
0.3560

-0.066170
0.261407
0.102923
-0.086237
-0.276073
-0.080143
0.058170
0.086122
Effects Specification
S.D.

Cross-section random
Idiosyncratic random

0.198214
0.227733

Rho
0.4310
0.5690

Weighted Statistics
R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)

0.228592
0.205038
0.226479
9.704845
0.000001

Mean dependent var

S.D. dependent var
Sum squared resid
Durbin-Watson stat

1.959356
0.254012
6.719327
0.835464

Unweighted Statistics
R-squared
Sum squared resid

0.584612
10.09355

Mean dependent var

Durbin-Watson stat

7.299344
0.556172

(Memakai harga internasional kopi)

Dependent Variable: CO?
Method: Pooled EGLS (Cross-section random effects)
Date: 12/17/12 Time: 10:05
Sample: 1994 2010
Included observations: 17
Cross-sections included: 8
Total pool (balanced) observations: 136
Swamy and Arora estimator of component variances
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
PDB?
KURS?
PCO?
D?
Random Effects (Cross)
AMERIKA--C
JERMAN--C
JEPANG--C
ITALI--C
INGGRIS--C
MALAYSIA--C
SINGAPURA--C
ALJAZAIR--C

2.209400
0.410441
0.194261
0.360338
-0.068198

0.844935
0.085162
0.097637
0.137442
0.085824

2.614877
4.819519
1.989614
2.621736
-0.794630

0.0100
0.0000
0.0487
0.0098
0.4283

-0.046996
0.238874
0.108673
-0.092328
-0.291683
-0.079467
0.088418
0.074510
Effects Specification
S.D.

Cross-section random
Idiosyncratic random

0.182919
0.230728

Rho
0.3859
0.6141

Weighted Statistics
R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)

0.220727
0.196933
0.230580
9.276361
0.000001

Mean dependent var

S.D. dependent var
Sum squared resid
Durbin-Watson stat

2.135367
0.257304
6.964915
0.815696

Unweighted Statistics
R-squared
Sum squared resid

0.572309
10.39249

Mean dependent var

Durbin-Watson stat

7.299344
0.546669

Dependent Variable: CO?

Method: Pooled EGLS (Cross-section random effects)
Date: 12/18/12 Time: 09:43
Sample: 1994 2010
Included observations: 17
Cross-sections included: 8
Total pool (balanced) observations: 136
Swamy and Arora estimator of component variances
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
PDB?
KURS?
PCO?
D?
Random Effects (Cross)
AMERIKA--C
JERMAN--C
JEPANG--C
ITALI--C
INGGRIS--C
MALAYSIA--C
SINGAPURA--C
ALJAZAIR--C

2.844557
0.395488
0.235057
0.353970
-0.067022

0.821380
0.093595
0.102668
0.121822
0.085155

3.463143
4.225545
2.289491
2.905647
-0.787055

0.0007
0.0000
0.0237
0.0043
0.4327

-0.071691
0.263000
0.103576
-0.082037
-0.276045
-0.098598
0.072124
0.089671
Effects Specification
S.D.

Cross-section random
Idiosyncratic random

0.201799
0.229540

Rho
0.4360
0.5640

Weighted Statistics
R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)

0.214030
0.190031
0.228313
8.918242
0.000002

Mean dependent var

S.D. dependent var
Sum squared resid
Durbin-Watson stat

1.941203
0.253686
6.828626
0.831624

Unweighted Statistics
R-squared
Sum squared resid

0.575231
10.32150

Mean dependent var

Durbin-Watson stat

7.299344
0.550197