UJI ASUMSI KLASIK

INDONESIA
1. UJI REGRESI LINIER BERGANDA
Dependent Variable: INFLASI
Method: Least Squares
Date: 01/12/15 Time: 11:05
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
GMS
DIR
LN_ER
LN_GNI

120.1773
0.407043
0.618704
8.709417
-7.686864

102.0543
0.103133
0.175524
2.191187
4.475975

1.177582
3.946779
3.524900
3.974749
-1.717361

0.2496
0.0005
0.0016
0.0005
0.0978

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

0.781642
0.748048
4.815123
602.8207
-89.98540
23.26756
0.000000

Mean dependent var

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

9.925012
9.592867
6.128090
6.359379
6.203485
1.439236

LIHAT R SQUARE, UJI T UJI F

2. UJI MULTIKOL
GMS

Dependent Variable: GMS

Method: Least Squares
Date: 01/12/15 Time: 11:11
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI
DIR
LN_ER
LN_GNI

-169.5462
0.920431
0.038632
-11.67665
10.67686

153.9536
0.233211
0.320782
3.494300
6.786566

-1.101281
3.946779
0.120431
-3.341629
1.573235

0.2809
0.0005
0.9051
0.0025
0.1278

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

DIR

0.658469
0.605926
7.240740
1363.136
-102.6322
12.53194
0.000008

Mean dependent var

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

21.08860
11.53437
6.944014
7.175302
7.019408
1.932246

Dependent Variable: DIR

Method: Least Squares
Date: 01/12/15 Time: 12:06
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI
GMS
LN_ER
LN_GNI

115.1664
0.522634
0.014432
-1.325555
-3.655813

93.57871
0.148269
0.119832
2.540205
4.281261

1.230691
3.524900
0.120431
-0.521830
-0.853910

0.2295
0.0016
0.9051
0.6062
0.4010

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

0.662129
0.610148
4.425526
509.2173
-87.36985
12.73809
0.000007

Mean dependent var

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

14.41043
7.087863
5.959345
6.190634
6.034740
0.861635

ER
Dependent Variable: LN_ER
Method: Least Squares
Date: 01/12/15 Time: 12:07
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI
GMS
DIR
LN_GNI

-28.91842
0.043398
-0.025730
-0.007819
1.438330

4.743462
0.010918
0.007700
0.014984
0.177718

-6.096480
3.974749
-3.341629
-0.521830
8.093326

0.0000
0.0005
0.0025
0.6062
0.0000

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

0.873454
0.853985
0.339897
3.003775
-7.808276
44.86467
0.000000

Mean dependent var

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

8.319721
0.889506
0.826340
1.057629
0.901735
0.749481

GNI

Dependent Variable: LN_GNI

Method: Least Squares
Date: 01/12/15 Time: 12:15
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI

21.97267
-0.013254

0.588403
0.007717

37.34289
-1.717361

0.0000
0.0978

GMS
DIR
LN_ER

0.008141
-0.007462
0.497697

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

0.832106
0.806276
0.199940
1.039380
8.641031
32.21495
0.000000

0.005175
0.008739
0.061495

1.573235
-0.853910
8.093326

Mean dependent var

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

0.1278
0.4010
0.0000
26.04598
0.454265
-0.234905
-0.003617
-0.159511
0.411137

3. UJI NORMALITAS

12

Series: Residuals
Sample 1983 2013
Observations 31

10

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

8
6
4

Jarque-Bera 0.481600
Probability
0.785999

2
0
-10.0

-1.91e-14
0.311054
9.506229
-9.381810
4.482636
-0.267831
3.293118

-7.5

-5.0

-2.5

0.0

2.5

5.0

7.5

10.0

Hal 5.39
4. UJI HETERO
CT
Heteroskedasticity Test: White
F-statistic
Obs*R-squared
Scaled explained SS

5.974001
26.02188
20.98739

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 01/12/15 Time: 12:37
Sample: 1983 2013
Included observations: 31

Prob. F(14,16)
Prob. Chi-Square(14)
Prob. Chi-Square(14)

0.0005
0.0257
0.1020

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
GMS
GMS^2
GMS*DIR
GMS*LN_ER
GMS*LN_GNI
DIR
DIR^2
DIR*LN_ER
DIR*LN_GNI
LN_ER
LN_ER^2
LN_ER*LN_GNI
LN_GNI
LN_GNI^2

121848.4
481.4587
0.128657
-0.412253
8.784771
-21.22760
-202.4091
-0.119969
-5.955234
10.09130
7563.730
89.54623
-350.1711
-11986.98
290.4439

64927.91
141.2879
0.072012
0.153688
2.850683
6.229438
119.2280
0.123751
3.052167
5.421844
2814.965
42.37440
130.8298
5779.324
129.5220

1.876673
3.407643
1.786596
-2.682396
3.081637
-3.407626
-1.697665
-0.969440
-1.951150
1.861231
2.686971
2.113215
-2.676538
-2.074115
2.242429

0.0789
0.0036
0.0930
0.0164
0.0071
0.0036
0.1089
0.3468
0.0688
0.0812
0.0162
0.0506
0.0165
0.0546
0.0395

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

0.839415
0.698904
16.42526
4316.628
-120.4989
5.974001
0.000530

Mean dependent var

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

19.44583
29.93366
8.741862
9.435726
8.968044
2.479665

nonct
Heteroskedasticity Test: White
F-statistic
Obs*R-squared
Scaled explained SS

10.77822
19.33792
15.59658

Prob. F(4,26)
Prob. Chi-Square(4)
Prob. Chi-Square(4)

0.0000
0.0007
0.0036

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 01/12/15 Time: 12:38
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
GMS^2
DIR^2
LN_ER^2
LN_GNI^2

518.3257
0.042586
-0.075846
0.895411
-0.834857

199.2891
0.007731
0.021615
0.532073
0.338460

2.600874
5.508193
-3.508911
1.682873
-2.466635

0.0151
0.0000
0.0017
0.1044
0.0205

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

0.623804
0.565928
19.72155
10112.43
-133.6939
10.77822
0.000028

Mean dependent var

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

19.44583
29.93366
8.947991
9.179279
9.023385
1.518708

Nilai koefiisien determinasi (R2) sebesar 0.623. nilai Chi square hitung sebesar 19.34
diperoleh dari informasi Obs*R square yaitu jumlah observasi dikalikan dengan
koefisian determinasi. Sedangkan nilai kritis Chi Square pada alpha = 5% dengan df
sebesar 30 adalah 43.77. dengan demikian, nilai chi square hitung lebih kecil dari
nilai kritis chi squares maka dapat disimpulkan tidak ada masalah heterokedastisitas.

Widarjono 129
5. UJI AUTO
UJI BG
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared

1.622173
3.691582

Prob. F(2,24)
Prob. Chi-Square(2)

0.2184
0.1579

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 01/12/15 Time: 17:06
Sample: 1983 2013
Included observations: 31
Presample missing value lagged residuals set to zero.
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
GMS
DIR
LN_ER
LN_GNI
RESID(-1)
RESID(-2)

12.75009
0.083906
-0.093460
0.574956
-0.689600
0.291191
-0.313695

99.94747
0.111680
0.183914
2.169929
4.389711
0.206410
0.218355

0.127568
0.751306
-0.508173
0.264965
-0.157095
1.410738
-1.436627

0.8996
0.4598
0.6160
0.7933
0.8765
0.1712
0.1637

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
Winarno 5.30

0.119083
-0.101146
4.703876
531.0349
-88.02012
0.540724
0.772006

Mean dependent var

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

-1.91E-14
4.482636
6.130330
6.454134
6.235882
1.864438

THAILAND
1. REGRESI
Dependent Variable: INFLASI
Method: Least Squares
Date: 01/17/15 Time: 23:04
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
GMS
DIR
LN_ER
LN_GNI

-49.69010
0.147987
0.235897
-1.691263
2.141229

23.82403
0.085949
0.156347
2.639910
0.958107

-2.085714
1.721798
1.508807
-0.640652
2.234853

0.0470
0.0970
0.1434
0.5274
0.0342

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

0.331489
0.228641
1.769451
81.40487
-58.95154
3.223102
0.028278

Mean dependent var

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

3.450117
2.014700
4.125906
4.357194
4.201300
1.963524

2. MULTIKOL
GMS
Dependent Variable: GMS
Method: Least Squares
Date: 01/17/15 Time: 23:21
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI
DIR
LN_ER
LN_GNI

147.4282
0.691629
0.459610
-17.36003
-3.220391

47.54489
0.401690
0.340765
4.636134
2.171513

3.100820
1.721798
1.348761
-3.744505
-1.483018

0.0046
0.0970
0.1890
0.0009
0.1501

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

DIR
Dependent Variable: DIR

0.706094
0.660877
3.825282
380.4523
-82.85138
15.61589
0.000001

Mean dependent var

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

12.84560
6.568784
5.667831
5.899119
5.743225
2.115500

Method: Least Squares

Date: 01/17/15 Time: 23:31
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI
GMS
LN_ER
LN_GNI

39.97161
0.341287
0.142278
6.116920
-2.104815

29.95164
0.226196
0.105488
2.966938
1.188618

1.334538
1.508807
1.348761
2.061695
-1.770809

0.1936
0.1434
0.1890
0.0494
0.0883

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

0.310243
0.204127
2.128320
117.7734
-64.67612
2.923610
0.040261

Mean dependent var

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

10.26815
2.385696
4.495233
4.726522
4.570627
1.269138

ER
Dependent Variable: LN_ER
Method: Least Squares
Date: 01/17/15 Time: 23:31
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI
GMS
DIR
LN_GNI

-0.019239
-0.009189
-0.020181
0.022971
0.137379

1.897281
0.014343
0.005390
0.011142
0.072247

-0.010140
-0.640652
-3.744505
2.061695
1.901519

0.9920
0.5274
0.0009
0.0494
0.0684

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

0.664690
0.613104
0.130425
0.442279
21.88482
12.88505
0.000007

Mean dependent var

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

3.429905
0.209684
-1.089343
-0.858055
-1.013949
1.225578

GNI
Dependent Variable: LN_GNI
Method: Least Squares
Date: 01/17/15 Time: 23:33
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI
GMS
DIR
LN_ER

23.03603
0.075257
-0.024218
-0.051133
0.888708

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

1.696044
0.033674
0.016330
0.028876
0.467367

0.543485
0.473252
0.331728
2.861123
-7.054112
7.738313
0.000302

13.58221
2.234853
-1.483018
-1.770809
1.901519

0.0000
0.0342
0.1501
0.0883
0.0684

Mean dependent var

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

25.50772
0.457067
0.777685
1.008973
0.853079
0.721423

3. UJI ORMALITAS

12

Series: Residuals
Sample 1983 2013
Observations 31

10

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

8
6
4

-3.20e-15
-0.082108
4.786961
-4.189571
1.647269
0.165067
4.652133

Jarque-Bera 3.666439
Probability
0.159898

2
0
-5

-4

-3

-2

-1

4. UJI HETERO
5.
Heteroskedasticity Test: White
F-statistic
Obs*R-squared
Scaled explained SS

1.321217
5.236745
6.726690

Prob. F(4,26)
Prob. Chi-Square(4)
Prob. Chi-Square(4)

0.2884
0.2639
0.1511

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 01/18/15 Time: 07:10
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
GMS^2
DIR^2

2.062546
-0.006134
0.037299

33.45304
0.007718
0.023193

0.061655
-0.794863
1.608187

0.9513
0.4339
0.1199

LN_ER^2
LN_GNI^2
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.668204
-0.015665
0.168927
0.041070
4.995462
648.8207
-91.12522
1.321217
0.288351

0.954903
0.052790

0.699761
-0.296748

Mean dependent var

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

0.4903
0.7690
2.625963
5.101316
6.201627
6.432915
6.277021
2.375123

6. UJI AUTO
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared

0.129220
0.330263

Prob. F(2,24)
Prob. Chi-Square(2)

0.8794
0.8478

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 01/18/15 Time: 07:12
Sample: 1983 2013
Included observations: 31
Presample missing value lagged residuals set to zero.
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
GMS
DIR
LN_ER
LN_GNI
RESID(-1)
RESID(-2)

0.028543
0.005089
-0.016115
0.107808
-0.011708
0.013277
0.104235

24.66911
0.089562
0.165733
2.741288
0.992233
0.203820
0.207669

0.001157
0.056816
-0.097235
0.039327
-0.011800
0.065140
0.501930

0.9991
0.9552
0.9233
0.9690
0.9907
0.9486
0.6203

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

0.010654
-0.236683
1.831866
80.53761
-58.78552
0.043073
0.999597

Mean dependent var

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

-3.20E-15
1.647269
4.244227
4.568031
4.349779
1.994862

KORSEL
REGRESI
Dependent Variable: INFLASI
Method: Least Squares
Date: 01/18/15 Time: 07:16
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
GMS
DIR
LN_ER
LN_GNI

-34.91804
0.020889
0.566981
-5.447640
2.653798

22.36901
0.021709
0.160205
1.975678
0.930399

-1.561000
0.962255
3.539098
-2.757352
2.852324

0.1306
0.3448
0.0015
0.0105
0.0084

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

0.514643
0.439972
1.557027
63.03267
-54.98692
6.892199
0.000638

Mean dependent var

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

4.058389
2.080614
3.870124
4.101412
3.945518
1.660530

1. UJI MULTIKOL
2.
Dependent Variable: GMS
Method: Least Squares
Date: 01/18/15 Time: 07:17
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI
DIR
LN_ER
LN_GNI

-27.99946
1.646201
0.913064
36.62673
-8.129662

207.5994
1.710774
1.721886
18.59985
9.328526

-0.134873
0.962255
0.530270
1.969195
-0.871484

0.8938
0.3448
0.6004
0.0597
0.3915

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

DIR
Dependent Variable: DIR
Method: Least Squares

0.199304
0.076120
13.82211
4967.317
-122.6751
1.617935
0.199660

Mean dependent var

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

16.56747
14.38025
8.237106
8.468394
8.312500
1.746640

Date: 01/18/15 Time: 07:18

Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI
GMS
LN_ER
LN_GNI

93.07495
0.573418
0.011718
2.342121
-3.853281

14.84218
0.162024
0.022098
2.211562
0.760491

6.270975
3.539098
0.530270
1.059035
-5.066831

0.0000
0.0015
0.6004
0.2993
0.0000

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

0.735924
0.695297
1.565840
63.74825
-55.16189
18.11415
0.000000

Mean dependent var

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

7.315806
2.836673
3.881412
4.112701
3.956807
0.929356

ER
Dependent Variable: LN_ER
Method: Least Squares
Date: 01/18/15 Time: 07:18
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI
GMS
DIR
LN_GNI

-1.288673
-0.041533
0.003543
0.017656
0.300291

2.026959
0.015063
0.001799
0.016672
0.072088

-0.635767
-2.757352
1.969195
1.059035
4.165622

0.5305
0.0105
0.0597
0.2993
0.0003

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

0.637156
0.581334
0.135954
0.480569
20.59788
11.41404
0.000018

Mean dependent var

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

6.863131
0.210115
-1.006315
-0.775027
-0.930921
1.248530

GNI
Dependent Variable: LN_GNI
Method: Least Squares
Date: 01/18/15 Time: 07:19
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI

18.57067
0.089809

2.292652
0.031486

8.100083
2.852324

0.0000
0.0084

GMS
DIR
LN_ER

-0.003491
-0.128938
1.332922

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

0.769311
0.733821
0.286433
2.133134
-2.502972
21.67652
0.000000

0.004006
0.025447
0.319981

-0.871484
-5.066831
4.165622

Mean dependent var

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

0.3915
0.0000
0.0003
27.08204
0.555182
0.484063
0.715351
0.559457
0.689731

3. UJI NORMA

Series: Residuals
Sample 1983 2013
Observations 31

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

4
3
2

1.09e-14
0.155874
3.042089
-2.947256
1.449513
0.090941
2.281686

Jarque-Bera 0.709198
Probability
0.701455

1
0
-3

-2

-1

4. UJI HETERO
5.
Heteroskedasticity Test: White
F-statistic
Obs*R-squared
Scaled explained SS

0.999282
4.130760
1.862107

Prob. F(4,26)
Prob. Chi-Square(4)
Prob. Chi-Square(4)

0.4257
0.3886
0.7611

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 01/18/15 Time: 07:21
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
GMS^2
DIR^2

-15.93929
-0.000108
0.027836

15.53363
0.000354
0.014444

-1.026115
-0.304899
1.927184

0.3143
0.7629
0.0650

LN_ER^2
LN_GNI^2
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.008130
0.021716
0.133250
-0.000096
2.340108
142.3787
-67.61689
0.999282
0.425735

0.217298
0.025557

0.037415
0.849706

Mean dependent var

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

0.9704
0.4032
2.033312
2.339995
4.684961
4.916249
4.760355
1.873146

6. UJI AUTO
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared

0.360947
0.905218

Prob. F(2,24)
Prob. Chi-Square(2)

0.7007
0.6360

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 01/18/15 Time: 07:22
Sample: 1983 2013
Included observations: 31
Presample missing value lagged residuals set to zero.
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
GMS
DIR
LN_ER
LN_GNI
RESID(-1)
RESID(-2)

-2.209955
0.006293
0.019757
0.361293
-0.019488
0.188152
0.032752

23.09225
0.024781
0.165978
2.131189
0.966258
0.222728
0.236736

-0.095701
0.253930
0.119032
0.169526
-0.020168
0.844762
0.138349

0.9246
0.8017
0.9062
0.8668
0.9841
0.4066
0.8911

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

0.029201
-0.213499
1.596769
61.19208
-54.52757
0.120316
0.992883

Mean dependent var

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

1.09E-14
1.449513
3.969521
4.293324
4.075072
1.935715

KET : MEMAKAI INF GDP

INDONESIA
REGRESI
Dependent Variable: INFLASI
Method: Least Squares
Date: 01/18/15 Time: 07:28
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
GMS
DIR
LN_ER
LN_GNI

198.1998
0.755444
0.420977
13.81706
-12.40988

121.8178
0.123105
0.209515
2.615524
5.342777

1.627018
6.136566
2.009292
5.282712
-2.322740

0.1158
0.0000
0.0550
0.0000
0.0283

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

0.818885
0.791021
5.747603
858.9084
-95.47306
29.38881
0.000000

Mean dependent var

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

11.92392
12.57291
6.482133
6.713421
6.557527
1.686289

MULTIKOL
GMS
Dependent Variable: GMS
Method: Least Squares
Date: 01/18/15 Time: 07:30
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI
DIR
LN_ER
LN_GNI

-193.6941
0.783068
0.067524
-13.21033
12.07014

124.5205
0.127607
0.228893
2.826714
5.488673

-1.555519
6.136566
0.295002
-4.673387
2.199100

0.1319
0.0000
0.7703
0.0001
0.0370

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

DIR

0.776933
0.742615
5.851743
890.3154
-96.02972
22.63926
0.000000

Mean dependent var

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

21.08860
11.53437
6.518046
6.749335
6.593440
1.779016

Dependent Variable: DIR

Method: Least Squares
Date: 01/18/15 Time: 07:31
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI
GMS
LN_ER
LN_GNI

164.3928
0.319277
0.049405
-0.284270
-5.853731

106.5883
0.158900
0.167473
3.279341
4.982335

1.542315
2.009292
0.295002
-0.086685
-1.174897

0.1351
0.0550
0.7703
0.9316
0.2507

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

0.567781
0.501286
5.005429
651.4122
-91.18700
8.538666
0.000154

Mean dependent var

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

14.41043
7.087863
6.205613
6.436901
6.281007
1.132636

ER

Dependent Variable: LN_ER

Method: Least Squares
Date: 01/18/15 Time: 07:33
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI
GMS
DIR
LN_GNI

-25.80492
0.037467
-0.034558
-0.001016
1.321559

4.327330
0.007092
0.007395
0.011725
0.162153

-5.963243
5.282712
-4.673387
-0.086685
8.150085

0.0000
0.0000
0.0001
0.9316
0.0000

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

0.901878
0.886783
0.299299
2.329077
-3.865113
59.74423
0.000000

Mean dependent var

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

8.319721
0.889506
0.571943
0.803231
0.647337
0.968178

GNI

Dependent Variable: LN_GNI

Method: Least Squares
Date: 01/18/15 Time: 07:34
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI
GMS
DIR
LN_ER

21.53679
-0.013848
0.012993
-0.008612
0.543818

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

0.845186
0.821368
0.191994
0.958408
9.898167
35.48580
0.000000

0.636267
0.005962
0.005908
0.007330
0.066725

33.84869
-2.322740
2.199100
-1.174897
8.150085

Mean dependent var

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

0.0000
0.0283
0.0370
0.2507
0.0000
26.04598
0.454265
-0.316011
-0.084723
-0.240617
0.470924

UJI NORM

Series: Residuals
Sample 1983 2013
Observations 31

8
7

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

6
5
4
3
2

-4.39e-14
0.336556
8.958299
-16.63499
5.350727
-0.847757
4.597358

Jarque-Bera 7.009001
Probability
0.030062

1
0
-15

-10

-5

10

HETERO
Heteroskedasticity Test: White
F-statistic
Obs*R-squared
Scaled explained SS

7.904880
17.01169
21.52407

Prob. F(4,26)
Prob. Chi-Square(4)
Prob. Chi-Square(4)

0.0003
0.0019
0.0002

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 01/18/15 Time: 07:36
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
GMS^2

551.6618
0.073753

389.5073
0.015111

1.416307
4.880744

0.1686
0.0000

DIR^2
LN_ER^2
LN_GNI^2
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

-0.125318
0.669703
-0.856187
0.548764
0.479343
38.54544
38629.53
-154.4678
7.904880
0.000262

0.042247
1.039927
0.661515

-2.966348
0.643990
-1.294282

Mean dependent var

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

0.0064
0.5252
0.2069
27.70672
53.41918
10.28824
10.51953
10.36364
1.797584

AUTO

Breusch-Godfrey Serial Correlation LM Test:

F-statistic
Obs*R-squared

0.801766
1.941509

Prob. F(2,24)
Prob. Chi-Square(2)

0.4602
0.3788

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 01/18/15 Time: 07:37
Sample: 1983 2013
Included observations: 31
Presample missing value lagged residuals set to zero.
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
GMS
DIR
LN_ER
LN_GNI
RESID(-1)
RESID(-2)

-0.506413
0.045586
-0.059713
0.129153
-0.024947
0.143189
-0.236859

122.9087
0.130540
0.216604
2.637685
5.388842
0.199794
0.210951

-0.004120
0.349215
-0.275677
0.048964
-0.004629
0.716685
-1.122815

0.9967
0.7300
0.7852
0.9614
0.9963
0.4805
0.2726

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

0.062629
-0.171713
5.791932
805.1156
-94.47057
0.267255
0.946840

Mean dependent var

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

-4.39E-14
5.350727
6.546489
6.870292
6.652040
1.977962

THAILAND
REGRESI

Dependent Variable: INFLASI

Method: Least Squares
Date: 01/18/15 Time: 07:44
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
GMS
DIR
LN_ER
LN_GNI

-93.02830
0.184485
0.381219
3.140215
3.167457

37.35200
0.093641
0.169561
3.057374
1.348553

-2.490584
1.970129
2.248276
1.027095
2.348782

0.0195
0.0596
0.0333
0.3138
0.0267

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

0.364909
0.267203
2.034609
107.6305
-63.28020
3.734760
0.015706

Mean dependent var

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

3.474695
2.376781
4.405174
4.636462
4.480568
2.309942

MULTIKOL

GMS
Dependent Variable: GMS
Method: Least Squares
Date: 01/18/15 Time: 07:48
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI
DIR
LN_ER
LN_GNI

151.8235
0.704090
0.077304
-15.83616
-3.435374

75.55464
0.357383
0.361706
5.241853
2.821258

2.009452
1.970129
0.213722
-3.021099
-1.217675

0.0550
0.0596
0.8324
0.0056
0.2343

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

DIR
Dependent Variable: DIR

0.682670
0.633850
3.974795
410.7739
-84.03996
13.98339
0.000003

Mean dependent var

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

12.84560
6.568784
5.744513
5.975802
5.819908
2.115587

Method: Least Squares

Date: 01/18/15 Time: 07:49
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI
GMS
LN_ER
LN_GNI

167.0481
0.426969
0.022686
-6.984275
-5.415287

29.36211
0.189909
0.106147
3.002989
1.158071

5.689242
2.248276
0.213722
-2.325775
-4.676127

0.0000
0.0333
0.8324
0.0281
0.0001

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

0.799286
0.768407
2.153235
120.5470
-65.03691
25.88445
0.000000

Mean dependent var

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

6.736102
4.474342
4.518510
4.749798
4.593904
0.720032

ER
Dependent Variable: LN_ER
Method: Least Squares
Date: 01/18/15 Time: 07:50
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI
GMS
DIR
LN_GNI

5.107139
0.012417
-0.016407
-0.024658
-0.052671

2.414487
0.012089
0.005431
0.010602
0.092791

2.115206
1.027095
-3.021099
-2.325775
-0.567631

0.0442
0.3138
0.0056
0.0281
0.5752

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

0.677343
0.627703
0.127941
0.425590
22.48102
13.64522
0.000004

Mean dependent var

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

3.429905
0.209684
-1.127808
-0.896520
-1.052414
0.957291

GNI
Dependent Variable: LN_GNI
Method: Least Squares
Date: 01/18/15 Time: 07:51
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI
GMS

26.88279
0.055263
-0.015705

1.534100
0.023528
0.012897

17.52350
2.348782
-1.217675

0.0000
0.0267
0.2343

DIR
LN_ER

-0.084357
-0.232401

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

0.018040
0.409423

0.700377
0.654281
0.268746
1.877835
-0.527143
15.19390
0.000002

-4.676127
-0.567631

0.0001
0.5752

Mean dependent var

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

25.50772
0.457067
0.356590
0.587878
0.431984
0.679386

NORM

12

Series: Residuals
Sample 1983 2013
Observations 31

10

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

8
6
4

2.56e-14
-0.074429
3.838975
-5.924059
1.894118
-0.815334
4.712051

Jarque-Bera 7.220671
Probability
0.027043

2
0
-6

-5

-4

-3

-2

-1

HETERO
Heteroskedasticity Test: White
F-statistic
Obs*R-squared
Scaled explained SS

0.647214
2.807197
3.665052

Prob. F(4,26)
Prob. Chi-Square(4)
Prob. Chi-Square(4)

0.6339
0.5906
0.4532

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 01/18/15 Time: 07:46
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
GMS^2
DIR^2

10.14473
-0.005106
0.015079

63.69612
0.010059
0.039136

0.159268
-0.507574
0.385289

0.8747
0.6160
0.7032

LN_ER^2
LN_GNI^2
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

1.527882
-0.037847
0.090555
-0.049360
6.965670
1261.535
-101.4316
0.647214
0.633864

1.367130
0.090878

1.117584
-0.416465

Mean dependent var

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

0.2740
0.6805
3.471950
6.799871
6.866555
7.097843
6.941949
1.732835

AUTO
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared

0.417172
1.041487

Prob. F(2,24)
Prob. Chi-Square(2)

0.6636
0.5941

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 01/18/15 Time: 07:47
Sample: 1983 2013
Included observations: 31
Presample missing value lagged residuals set to zero.
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
GMS
DIR
LN_ER
LN_GNI
RESID(-1)
RESID(-2)

2.354909
0.012367
-0.021153
0.047827
-0.099774
-0.148441
0.095251

40.16838
0.101163
0.175301
3.256346
1.502328
0.227610
0.249369

0.058626
0.122253
-0.120669
0.014687
-0.066413
-0.652173
0.381969

0.9537
0.9037
0.9050
0.9884
0.9476
0.5205
0.7058

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

0.033596
-0.208005
2.081811
104.0145
-62.75051
0.139057
0.989549

Mean dependent var

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

2.56E-14
1.894118
4.500033
4.823836
4.605585
2.011744

KORSEL
REGRESI
Dependent Variable: INFLASI
Method: Least Squares
Date: 01/18/15 Time: 08:01
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
GMS
DIR
LN_ER
LN_GNI

29.47938
0.020963
0.407505
-7.956372
0.957469

28.12013
0.027290
0.201394
2.483629
1.169606

1.048337
0.768147
2.023421
-3.203527
0.818625

0.3041
0.4493
0.0534
0.0036
0.4204

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

0.571387
0.505446
1.957342
99.61085
-62.07999
8.665178
0.000139

Mean dependent var

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

4.132501
2.783298
4.327742
4.559030
4.403136
1.239952

MULTIKOL
GMS
Dependent Variable: GMS
Method: Least Squares
Date: 01/18/15 Time: 08:08
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI
DIR
LN_ER
LN_GNI

-117.7673
1.058567
1.438382
36.43056
-4.822029

202.6934
1.378078
1.513635
19.58035
8.364520

-0.581012
0.768147
0.950283
1.860567
-0.576486

0.5662
0.4493
0.3507
0.0742
0.5692

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

DIR

0.189189
0.064449
13.90913
5030.064
-122.8697
1.516669
0.226444

Mean dependent var

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

16.56747
14.38025
8.249659
8.480947
8.325053
1.778261

Dependent Variable: DIR

Method: Least Squares
Date: 01/18/15 Time: 08:12
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI
GMS
LN_ER
LN_GNI

83.67633
0.333854
0.023336
1.655629
-3.304388

20.14725
0.164995
0.024557
2.634927
0.854201

4.153238
2.023421
0.950283
0.628340
-3.868395

0.0003
0.0534
0.3507
0.5353
0.0007

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

0.661943
0.609934
1.771652
81.60751
-58.99007
12.72751
0.000007

Mean dependent var

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

7.315806
2.836673
4.128392
4.359680
4.203786
0.796879

ER
Dependent Variable: LN_ER
Method: Least Squares
Date: 01/18/15 Time: 08:13
Sample: 1983 2013
Included observations: 31
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI
GMS
DIR
LN_GNI

1.198321
-0.035570
0.003225
0.009035
0.210186

1.905073
0.011103
0.001733
0.014378
0.067633

0.629016
-3.203527
1.860567
0.628340
3.107761

0.5348
0.0036
0.0742
0.5353
0.0045

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

GNI
Dependent Variable: LN_GNI
Method: Least Squares
Date: 01/18/15 Time: 08:14
Sample: 1983 2013
Included observations: 31

0.663768
0.612040
0.130873
0.445322
21.77854
12.83190
0.000007

Mean dependent var

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

6.863131
0.210115
-1.082486
-0.851198
-1.007092
1.230297

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI
GMS
DIR
LN_ER

18.98162
0.026243
-0.002617
-0.110551
1.288641

2.954983
0.032058
0.004540
0.028578
0.414652

6.423596
0.818625
-0.576486
-3.868395
3.107761

0.0000
0.4204
0.5692
0.0007
0.0045

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

0.704736
0.659311
0.324052
2.730248
-6.328377
15.51422
0.000001

Mean dependent var

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

27.08204
0.555182
0.730863
0.962151
0.806257
0.349676

NORM

Series: Residuals
Sample 1983 2013
Observations 31

6
5

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

4
3
2

9.00e-15
-0.192640
3.163705
-4.036966
1.822186
-0.152636
2.532843

Jarque-Bera 0.402259
Probability
0.817807

1
0
-4

-3

-2

-1

HETERO
Heteroskedasticity Test: White
F-statistic
Obs*R-squared
Scaled explained SS

0.215992
0.996988
0.537503

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 01/18/15 Time: 08:04
Sample: 1983 2013
Included observations: 31

Prob. F(4,26)
Prob. Chi-Square(4)
Prob. Chi-Square(4)

0.9271
0.9103
0.9697

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
GMS^2
DIR^2
LN_ER^2
LN_GNI^2

-20.51322
-0.000187
0.011555
0.004578
0.031198

28.36787
0.000647
0.026378
0.396835
0.046673

-0.723114
-0.288930
0.438057
0.011537
0.668427

0.4761
0.7749
0.6650
0.9909
0.5098

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

0.032161
-0.116737
4.273558
474.8457
-86.28664
0.215992
0.927140

Mean dependent var

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

3.213253
4.044027
5.889460
6.120749
5.964855
1.817622

AUTO
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared

3.247900
6.603197

Prob. F(2,24)
Prob. Chi-Square(2)

0.0564
0.0368

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 01/18/15 Time: 08:05
Sample: 1983 2013
Included observations: 31
Presample missing value lagged residuals set to zero.
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
GMS
DIR
LN_ER
LN_GNI
RESID(-1)
RESID(-2)

-8.234290
0.003255
0.071428
0.009042
0.280432
0.499899
-0.268865

26.17558
0.028369
0.188366
2.357440
1.099005
0.202414
0.222963

-0.314579
0.114745
0.379198
0.003835
0.255169
2.469689
-1.205872

0.7558
0.9096
0.7079
0.9970
0.8008
0.0210
0.2396

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

0.213006
0.016258
1.807313
78.39311
-58.36720
1.082633
0.400508

Mean dependent var

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

9.00E-15
1.822186
4.217239
4.541042
4.322791
2.081906