Hasil Estimasi

Welcome to SHAZAM - Version 9.0 - AUG 2001 SYSTEM=WIN-NT

CURRENT WORKING DIRECTORY IS: C:\SHAZAM\
|_FILE 4 e:\eko1.TXT
UNIT 4 IS NOW ASSIGNED TO: e:\eko1.TXT
|_READ (4) perm harga pend/list
...SAMPLE RANGE IS NOW SET TO:
PERM
HARGA
5.000000
2.000000
8.000000
3.000000
8.000000
5.000000
9.000000
4.000000
9.000000
6.000000
13.00000
2.000000
6.000000
3.000000
9.000000
4.000000
4.000000
5.000000
3.000000
6.000000

1
PEND
3.000000
4.000000
6.000000
5.000000
7.000000
6.000000
4.000000
5.000000
4.000000
3.000000

PAR=

2000

10

|_ols perm harga pend/max

REQUIRED MEMORY IS PAR=
1 CURRENT PAR=
2000
OLS ESTIMATION
10 OBSERVATIONS
DEPENDENT VARIABLE= PERM
...NOTE..SAMPLE RANGE SET TO:
1,
10
R-SQUARE =
0.8753
R-SQUARE ADJUSTED =
0.8397
VARIANCE OF THE ESTIMATE-SIGMA**2 =
1.3966
STANDARD ERROR OF THE ESTIMATE-SIGMA =
1.1818
SUM OF SQUARED ERRORS-SSE=
9.7765
MEAN OF DEPENDENT VARIABLE =
7.4000
LOG OF THE LIKELIHOOD FUNCTION = -14.0764
MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242)
AKAIKE (1969) FINAL PREDICTION ERROR - FPE =
1.8156
(FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC)
AKAIKE (1973) INFORMATION CRITERION - LOG AIC = 0.57739
SCHWARZ (1978) CRITERION - LOG SC =
0.66817
MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165)
CRAVEN-WAHBA (1979)
GENERALIZED CROSS VALIDATION - GCV =
1.9952
HANNAN AND QUINN (1979) CRITERION =
1.6125
RICE (1984) CRITERION =
2.4441
SHIBATA (1981) CRITERION =
1.5642
SCHWARZ (1978) CRITERION - SC =
1.9507
AKAIKE (1974) INFORMATION CRITERION - AIC =
1.7814

REGRESSION
ERROR
TOTAL

ANALYSIS OF VARIANCE - FROM MEAN

SS
DF
MS
68.624
2.
34.312
9.7765
7.
1.3966
78.400
9.
8.7111

F
24.567
P-VALUE
0.001

REGRESSION
ERROR
TOTAL

ANALYSIS OF VARIANCE - FROM ZERO

SS
DF
MS
616.22
3.
205.41
9.7765
7.
1.3966
626.00
10.
62.600

F
147.073
P-VALUE
0.000

VARIABLE
ESTIMATED STANDARD
ELASTICITY
NAME
COEFFICIENT
ERROR
HARGA
-1.0922
0.2711
PEND
1.9608
0.3021
CONSTANT
2.5529
1.626

T-RATIO

PARTIAL STANDARDIZED

7 DF
-4.029
6.490
1.570

P-VALUE CORR. COEFFICIENT

0.005-0.836
-0.5516
0.000 0.926
0.8886
0.160 0.510
0.0000

AT MEANS
-0.5904
1.2454
0.3450

VARIANCE-COVARIANCE MATRIX OF COEFFICIENTS

HARGA
0.73483E-01
PEND
-0.18257E-01 0.91284E-01
CONSTANT -0.20813
-0.35601
2.6454
HARGA
PEND
CONSTANT
CORRELATION MATRIX OF COEFFICIENTS
HARGA
1.0000
PEND
-0.22291
1.0000
CONSTANT -0.47205
-0.72446
1.0000
HARGA
PEND
CONSTANT
OBS.
OBSERVED
PREDICTED
CALCULATED
NO.
VALUE
VALUE
RESIDUAL
1
5.0000
6.2510
-1.2510
2
8.0000
7.1196
0.88039
3
8.0000
8.8569
-0.85686
4
9.0000
7.9882
1.0118
5
9.0000
9.7255
-0.72549
6
13.000
12.133
0.86667
7
6.0000
7.1196
-1.1196
8
9.0000
7.9882
1.0118
9
4.0000
4.9353
-0.93529
10
3.0000
1.8824
1.1176

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DURBIN-WATSON = 3.3856
VON NEUMANN RATIO = 3.7618
RHO = -0.95929
RESIDUAL SUM = 0.26645E-14 RESIDUAL VARIANCE =
1.3966
SUM OF ABSOLUTE ERRORS=
9.7765
R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.8753
RUNS TEST:
10 RUNS,
5 POS,
0 ZERO,
5 NEG NORMAL STATISTIC =
2.6833
COEFFICIENT OF SKEWNESS = -0.0478 WITH STANDARD DEVIATION OF 0.6870
COEFFICIENT OF EXCESS KURTOSIS = -2.4115 WITH STANDARD DEVIATION OF 1.3342
JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)=

1.5220 P-VALUE= 0.467

GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 6 GROUPS

OBSERVED 0.0 1.0 4.0 5.0 0.0 0.0
EXPECTED 0.2 1.4 3.4 3.4 1.4 0.2
CHI-SQUARE =
2.7487 WITH 1 DEGREES OF FREEDOM, P-VALUE= 0.097
|_ols harga pend
REQUIRED MEMORY IS PAR=
1 CURRENT PAR=
2000
OLS ESTIMATION
10 OBSERVATIONS
DEPENDENT VARIABLE= HARGA
...NOTE..SAMPLE RANGE SET TO:
1,
10
R-SQUARE =
0.0497
R-SQUARE ADJUSTED = -0.0691
VARIANCE OF THE ESTIMATE-SIGMA**2 =
2.3758
STANDARD ERROR OF THE ESTIMATE-SIGMA =
1.5414
SUM OF SQUARED ERRORS-SSE=
19.006
MEAN OF DEPENDENT VARIABLE =
4.0000
LOG OF THE LIKELIHOOD FUNCTION = -17.4003
VARIABLE
ELASTICITY

ESTIMATED

STANDARD

T-RATIO

PARTIAL STANDARDIZED

NAME
PEND
CONSTANT
|_stop

COEFFICIENT
ERROR
0.24845
0.3841
2.8323
1.870

8 DF
0.6468
1.515

P-VALUE CORR. COEFFICIENT

0.536 0.223
0.2229
0.168 0.472
0.0000

AT MEANS
0.2919
0.7081