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  • Uji Normalitas

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    imelda jumelia
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    This document reports the results of a heteroskedasticity test on residual data from a regression model. The test results show that the F-statistic, obs*R-squared, and scaled explained sum of squares values are not statistically significant, indicating that heteroskedasticity is not present in the residual data. The regression model tested price, exchange rate, and an intercept as factors to explain the residual values.

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    Uji Normalitas menggunakan SPSS

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    UJI NORMALITAS

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    This document reports the results of a heteroskedasticity test on residual data from a regression model. The test results show that the F-statistic, obs*R-squared, and scaled explained sum of squares values are not statistically significant, indicating that heteroskedasticity is not present in the residual data. The regression model tested price, exchange rate, and an intercept as factors to explain the residual values.

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    12 views1 page

    Uji Normalitas

    Uploaded by

    imelda jumelia
    This document reports the results of a heteroskedasticity test on residual data from a regression model. The test results show that the F-statistic, obs*R-squared, and scaled explained sum of squares values are not statistically significant, indicating that heteroskedasticity is not present in the residual data. The regression model tested price, exchange rate, and an intercept as factors to explain the residual values.

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    of 1

    NORMALITAS

    VIEW RESIDUAL

    Heteroskedasticity Test: Glejser

    F-statistic 1.222109 Prob. F(2,13) 0.3263


    Obs*R-squared 2.532176 Prob. Chi-Square(2) 0.2819
    Scaled explained SS 2.251287 Prob. Chi-Square(2) 0.3244

    Test Equation:
    Dependent Variable: ARESID
    Method: Least Squares
    Date: 01/04/19 Time: 08:45
    Sample: 2000 2015
    Included observations: 16

    Variable Coefficient Std. Error t-Statistic Prob.

    C 0.828707 0.365241 2.268932 0.0409


    LOG(HARGA) -0.102594 0.074948 -1.368863 0.1942
    LOG(KURS) 0.052710 0.113811 0.463139 0.6509

    R-squared 0.158261 Mean dependent var 0.279521


    Adjusted R-squared 0.028763 S.D. dependent var 0.234548
    S.E. of regression 0.231151 Akaike info criterion 0.075867
    Sum squared resid 0.694598 Schwarz criterion 0.220727
    Log likelihood 2.393067 Hannan-Quinn criter. 0.083285
    F-statistic 1.222109 Durbin-Watson stat 1.421047
    Prob(F-statistic) 0.326327

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