MODEL REGRESI LINIER

Dependent Variable: PDRB

Method: Least Squares
Date: 01/12/20 Time: 21:55
Sample: 1 18
Included observations: 18

Variable Coefficient Std. Error t-Statistic Prob.  

C 3.20E+13 2.10E+13 1.520638 0.1491

DBH 5.762458 1.558775 3.696787 0.0022
PAD 11.10727 3.170999 3.502768 0.0032

R-squared 0.699526    Mean dependent var 1.36E+14

Adjusted R-squared 0.659462    S.D. dependent var 6.69E+13
S.E. of regression 3.90E+13    Akaike info criterion 65.57974
Sum squared resid 2.29E+28    Schwarz criterion 65.72813
Log likelihood -587.2176    Hannan-Quinn criter. 65.60020
F-statistic 17.46052    Durbin-Watson stat 1.871444
Prob(F-statistic) 0.000121

UJI ASUMSI KLASIK

1. Multikolinieritas

Variance Inflation Factors

Date: 01/12/20 Time: 22:08
Sample: 1 18
Included observations: 18

Coefficient Uncentered Centered

Variable Variance VIF VIF

C  4.43E+26  5.234456  NA

DBH  2.429779  2.385804  1.071031
PAD  10.05523  5.189195  1.071031
 2. Autokorelasi

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 1.122698    Prob. F(2,13) 0.3550

Obs*R-squared 2.651104    Prob. Chi-Square(2) 0.2657

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 01/12/20 Time: 22:09
Sample: 1 18
Included observations: 18
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.  

C -1.53E+13 2.37E+13 -0.644974 0.5302

DBH 0.288341 1.579718 0.182527 0.8580
PAD 2.492042 3.576243 0.696833 0.4982
RESID(-1) 0.081657 0.277898 0.293838 0.7735
RESID(-2) -0.460991 0.308691 -1.493373 0.1592

R-squared 0.147284    Mean dependent var -0.009115

Adjusted R-squared -0.115091    S.D. dependent var 3.67E+13
S.E. of regression 3.87E+13    Akaike info criterion 65.64263
Sum squared resid 1.95E+28    Schwarz criterion 65.88996
Log likelihood -585.7837    Hannan-Quinn criter. 65.67673
F-statistic 0.561349    Durbin-Watson stat 1.864686
Prob(F-statistic) 0.694860

3. Normalitas
 4. Linieritas

Ramsey RESET Test

Equation: UNTITLED
Specification: PDRB C DBH PAD
Omitted Variables: Squares of fitted values

Value df Probability
t-statistic  0.246355  14  0.8090
F-statistic  0.060691 (1, 14)  0.8090
Likelihood ratio  0.077862  1  0.7802

F-test summary:
Mean
Sum of Sq. df Squares
Test SSR  9.86E+25  1  9.86E+25
Restricted SSR  2.29E+28  15  1.52E+27
Unrestricted SSR  2.28E+28  14  1.63E+27

LR test summary:
Value df
Restricted LogL -587.2176  15
Unrestricted LogL -587.1787  14

Unrestricted Test Equation:

Dependent Variable: PDRB
Method: Least Squares
Date: 01/12/20 Time: 22:11
Sample: 1 18
Included observations: 18

Variable Coefficient Std. Error t-Statistic Prob.  

C 3.93E+13 3.67E+13 1.069640 0.3029

DBH 4.451031 5.561474 0.800333 0.4369
PAD 9.011512 9.115789 0.988561 0.3397
FITTED^2 6.45E-16 2.62E-15 0.246355 0.8090

R-squared 0.700822    Mean dependent var 1.36E+14

Adjusted R-squared 0.636713    S.D. dependent var 6.69E+13
S.E. of regression 4.03E+13    Akaike info criterion 65.68652
Sum squared resid 2.28E+28    Schwarz criterion 65.88438
Log likelihood -587.1787    Hannan-Quinn criter. 65.71380
F-statistic 10.93165    Durbin-Watson stat 1.848269
Prob(F-statistic) 0.000579

5. Heteroskedastisitas

Heteroskedasticity Test: Glejser

F-statistic 6.727913    Prob. F(2,15) 0.0082

Obs*R-squared 8.511609    Prob. Chi-Square(2) 0.0142
Scaled explained SS 7.240848    Prob. Chi-Square(2) 0.0268

Test Equation:
Dependent Variable: ARESID
Method: Least Squares
Date: 01/12/20 Time: 22:12
Sample: 1 18
Included observations: 18

Variable Coefficient Std. Error t-Statistic Prob.  

C 3.29E+12 9.31E+12 0.353668 0.7285

DBH -0.779246 0.689292 -1.130501 0.2760
PAD 5.136475 1.402220 3.663101 0.0023

R-squared 0.472867    Mean dependent var 2.83E+13

Adjusted R-squared 0.402583    S.D. dependent var 2.23E+13
S.E. of regression 1.73E+13    Akaike info criterion 63.94776
Sum squared resid 4.47E+27    Schwarz criterion 64.09615
Log likelihood -572.5298    Hannan-Quinn criter. 63.96822
F-statistic 6.727913    Durbin-Watson stat 2.543054
Prob(F-statistic) 0.008211

Estimasi Model Regresi (Log-Linier)

Dependent Variable: LOG(PDRB)
Method: Least Squares
Date: 01/12/20 Time: 22:14
Sample: 1 18
Included observations: 18

Variable Coefficient Std. Error t-Statistic Prob.  

LOG(DBH) 0.196105 0.083316 2.353745 0.0326

LOG(PAD) 0.639425 0.138855 4.604982 0.0003
C 7.985679 3.827641 2.086319 0.0544

R-squared 0.735975    Mean dependent var 32.43875

Adjusted R-squared 0.700771    S.D. dependent var 0.477330
S.E. of regression 0.261108    Akaike info criterion 0.303246
Sum squared resid 1.022660    Schwarz criterion 0.451641
Log likelihood 0.270785    Hannan-Quinn criter. 0.323708
F-statistic 20.90637    Durbin-Watson stat 1.912887
Prob(F-statistic) 0.000046

Pengujian Asumsi Klasik

Multikolinieritas

Variance Inflation Factors

Date: 01/12/20 Time: 22:17
Sample: 1 18
Included observations: 18

Coefficient Uncentered Centered

Variable Variance VIF VIF

LOG(DBH)  0.006942  1564.266  1.184467

LOG(PAD)  0.019281  4367.000  1.184467
C  14.65084  3868.074  NA

Autokorelasi
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 0.429250    Prob. F(2,13) 0.6599
Obs*R-squared 1.115055    Prob. Chi-Square(2) 0.5726

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 01/12/20 Time: 22:18
Sample: 1 18
Included observations: 18
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.  

LOG(DBH) 0.015098 0.088817 0.169987 0.8676

LOG(PAD) 0.050751 0.154537 0.328408 0.7478
C -1.920934 4.508435 -0.426076 0.6770
RESID(-1) 0.042996 0.278347 0.154468 0.8796
RESID(-2) -0.291495 0.316369 -0.921376 0.3736

R-squared 0.061948    Mean dependent var -2.66E-15

Adjusted R-squared -0.226684    S.D. dependent var 0.245268
S.E. of regression 0.271649    Akaike info criterion 0.461519
Sum squared resid 0.959309    Schwarz criterion 0.708844
Log likelihood 0.846330    Hannan-Quinn criter. 0.495622
F-statistic 0.214625    Durbin-Watson stat 1.960822
Prob(F-statistic) 0.925611

Normalitas
Linieritas

Ramsey RESET Test

Equation: UNTITLED
Specification: LOG(PDRB) LOG(DBH) LOG(PAD) C
Omitted Variables: Squares of fitted values

Value df Probability
t-statistic  0.121939  14  0.9047
F-statistic  0.014869 (1, 14)  0.9047
Likelihood ratio  0.019107  1  0.8901

F-test summary:
Mean
Sum of Sq. df Squares
Test SSR  0.001085  1  0.001085
Restricted SSR  1.022660  15  0.068177
Unrestricted SSR  1.021575  14  0.072970

LR test summary:
Value df
Restricted LogL  0.270785  15
Unrestricted LogL  0.280339  14

Unrestricted Test Equation:

Dependent Variable: LOG(PDRB)
Method: Least Squares
Date: 01/12/20 Time: 22:20
Sample: 1 18
Included observations: 18

Variable Coefficient Std. Error t-Statistic Prob.  

LOG(DBH) 0.807993 5.018722 0.160996 0.8744

LOG(PAD) 2.635922 16.37353 0.160987 0.8744
C -17.68884 210.5892 -0.083997 0.9342
FITTED^2 -0.048140 0.394786 -0.121939 0.9047

R-squared 0.736255    Mean dependent var 32.43875

Adjusted R-squared 0.679738    S.D. dependent var 0.477330
S.E. of regression 0.270129    Akaike info criterion 0.413296
Sum squared resid 1.021575    Schwarz criterion 0.611156
Log likelihood 0.280339    Hannan-Quinn criter. 0.440578
F-statistic 13.02718    Durbin-Watson stat 1.934318
Prob(F-statistic) 0.000245
Heteroskedastisitas

Heteroskedasticity Test: Glejser

F-statistic 1.811938    Prob. F(2,15) 0.1973

Obs*R-squared 3.502481    Prob. Chi-Square(2) 0.1736
Scaled explained SS 2.009238    Prob. Chi-Square(2) 0.3662

Test Equation:
Dependent Variable: ARESID
Method: Least Squares
Date: 01/12/20 Time: 22:20
Sample: 1 18
Included observations: 18

Variable Coefficient Std. Error t-Statistic Prob.  

C -2.975154 1.718070 -1.731684 0.1038

LOG(DBH) -0.001079 0.037397 -0.028845 0.9774
LOG(PAD) 0.109715 0.062326 1.760325 0.0987

R-squared 0.194582    Mean dependent var 0.206404

Adjusted R-squared 0.087193    S.D. dependent var 0.122671
S.E. of regression 0.117201    Akaike info criterion -1.298848
Sum squared resid 0.206040    Schwarz criterion -1.150453
Log likelihood 14.68964    Hannan-Quinn criter. -1.278387
F-statistic 1.811938    Durbin-Watson stat 2.720990
Prob(F-statistic) 0.197314

Uji Kelayakan Model

Dependent Variable: LOG(PDRB)

Method: Least Squares
Date: 01/12/20 Time: 22:14
Sample: 1 18
Included observations: 18

Variable Coefficient Std. Error t-Statistic Prob.  

LOG(DBH) 0.196105 0.083316 2.353745 0.0326

LOG(PAD) 0.639425 0.138855 4.604982 0.0003
C 7.985679 3.827641 2.086319 0.0544

R-squared 0.735975    Mean dependent var 32.43875

Adjusted R-squared 0.700771    S.D. dependent var 0.477330
S.E. of regression 0.261108    Akaike info criterion 0.303246
Sum squared resid 1.022660    Schwarz criterion 0.451641
Log likelihood 0.270785    Hannan-Quinn criter. 0.323708
F-statistic 20.90637    Durbin-Watson stat 1.912887
Prob(F-statistic) 0.000046
a) Uji Keterandalan Model (Uji F)
layak karena prob f hitung lebih kecil daripada 0,05

b) Uji Koefisien Regresi (Uji t)

Hasil uji t dapat dilihat pada tabel di atas. Apabila nilai prob. t hitung (ditunjukkan pada Prob.) lebih
kecil dari tingkat kesalahan (alpha) 0,05 (yang telah ditentukan) maka dapat dikatakan bahwa
variabel bebas berpengaruh signifikan terhadap variabel terikatnya, sedangkan apabila nilai prob. t
hitung lebih besar dari tingkat kesalahan 0,05 maka dapat dikatakan bahwa variabel bebas tidak
berpengaruh signifikan terhadap variabel terikatnya.

Layak karena lebih kecil dari 0,05

c) Koefisien Determinasi
R-squared 0.735975
menunjukkan bahwa proporsi pengaruh variabel log(HRG) dan log(KURS) terhadap variabel
log(EKS) sebesar 88,14%. Artinya, Harga Ekspor Pakaian Jadi dan Nilai Tukar Yen terhadap
Rupiah memiliki proporsi pengaruh terhadap Ekspor Pakaian Jadi sebesar 88,14% sedangkan
sisanya 11,86% (100% - 88,14%) dipengaruhi oleh variabel lain yang tidak ada didalam
model regresi.
Besok ganti kata2 sendiri

5) Interpretasi Model
Setelah estimasi model