Variance Inflation Factors

Date: 04/08/20 Time: 14:40

Sample: 1985 2000
Included observations: 16

Coefficient Uncentered Centered

Variable Variance VIF VIF

C  21017217  2.691388  NA

HRG  3.307217  2.508549  1.248358
KURS  16979.99  3.007933  1.248358

5
Series: Residuals
Sample 1985 2000
4 Observations 16

Mean 3.64e-12
3
Median -387.6572
Maximum 22663.78
Minimum -25108.38
Std. Dev. 10406.04
2
Skewness -0.150739
Kurtosis 4.260335
1 Jarque-Bera 1.119555
Probability 0.571336

0
-30000 -20000 -10000 0 10000 20000

Ramsey RESET Test

Equation: PERSAMAAN1
Specification: EKS C HRG KURS
Omitted Variables: Squares of fitted values

Value df Probability
t-statistic  0.197712  12  0.8466
F-statistic  0.039090 (1, 12)  0.8466
Likelihood ratio  0.052035  1  0.8196

F-test summary:
Mean
Sum of Sq. df Squares
Test SSR  5273914.  1  5273914.
Restricted SSR  1.62E+09  13  1.25E+08
Unrestricted SSR  1.62E+09  12  1.35E+08

LR test summary:
Value df
Restricted LogL -170.1890  13
Unrestricted LogL -170.1630  12
Unrestricted Test Equation:
Dependent Variable: EKS
Method: Least Squares
Date: 04/08/20 Time: 14:56
Sample: 1985 2000
Included observations: 16

Variable Coefficient Std. Error t-Statistic Prob.  

C -2399.560 9688.357 -0.247675 0.8086

HRG 7.300054 3.218033 2.268483 0.0426
KURS 893.8116 562.9980 1.587593 0.1384
FITTED^2 9.25E-07 4.68E-06 0.197712 0.8466

R-squared 0.911635    Mean dependent var 37913.01

Adjusted R-squared 0.889544    S.D. dependent var 34949.41
S.E. of regression 11615.40    Akaike info criterion 21.77037
Sum squared resid 1.62E+09    Schwarz criterion 21.96352
Log likelihood -170.1630    Hannan-Quinn criter. 21.78026
F-statistic 41.26693    Durbin-Watson stat 2.186556
Prob(F-statistic) 0.000001

Heteroskedasticity Test: Glejser

F-statistic 4.564439    Prob. F(2,13) 0.0315

Obs*R-squared 6.600518    Prob. Chi-Square(2) 0.0369
Scaled explained SS 7.438533    Prob. Chi-Square(2) 0.0243

Test Equation:
Dependent Variable: ARESID
Method: Least Squares
Date: 04/08/20 Time: 14:59
Sample: 1985 2000
Included observations: 16

Variable Coefficient Std. Error t-Statistic Prob.  

C 1516.726 2494.613 0.608000 0.5537

HRG 0.162585 0.989571 0.164299 0.8720
KURS 186.2648 70.90622 2.626918 0.0209

R-squared 0.412532    Mean dependent var 7095.835

Adjusted R-squared 0.322153    S.D. dependent var 7387.697
S.E. of regression 6082.401    Akaike info criterion 20.43155
Sum squared resid 4.81E+08    Schwarz criterion 20.57641
Log likelihood -160.4524    Hannan-Quinn criter. 20.43897
F-statistic 4.564439    Durbin-Watson stat 1.577711
Prob(F-statistic) 0.031506
PERSAMAAN 2

Variance Inflation Factors

Date: 04/08/20 Time: 15:05
Sample: 1985 2000
Included observations: 16

Coefficient Uncentered Centered

Variable Variance VIF VIF

LOG(HRG)  0.016895  82.71924  2.081316

LOG(KURS)  0.038959  38.33686  2.081316
C  0.401231  39.94741  NA

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 0.869639    Prob. F(2,11) 0.4460

Obs*R-squared 2.184460    Prob. Chi-Square(2) 0.3355

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 04/08/20 Time: 15:08
Sample: 1985 2000
Included observations: 16
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.  

LOG(HRG) 0.020013 0.162057 0.123496 0.9039

LOG(KURS) -0.015556 0.225527 -0.068974 0.9462
C -0.092553 0.722126 -0.128168 0.9003
RESID(-1) 0.191502 0.323678 0.591644 0.5660
RESID(-2) -0.353900 0.306381 -1.155096 0.2725

R-squared 0.136529    Mean dependent var -2.22E-15

Adjusted R-squared -0.177461    S.D. dependent var 0.373198
S.E. of regression 0.404960    Akaike info criterion 1.280251
Sum squared resid 1.803920    Schwarz criterion 1.521685
Log likelihood -5.242005    Hannan-Quinn criter. 1.292614
F-statistic 0.434820    Durbin-Watson stat 1.969265
Prob(F-statistic) 0.780956
6
Series: Residuals
Sample 1985 2000
5 Observations 16

4 Mean -2.22e-15
Median -0.024398
Maximum 0.856540
3 Minimum -0.698222
Std. Dev. 0.373198
2 Skewness 0.287542
Kurtosis 3.263067

1 Jarque-Bera 0.266617
Probability 0.875195
0
-0.75 -0.50 -0.25 0.00 0.25 0.50 0.75 1.00

Ramsey RESET Test

Equation: PERSAMAAN2
Specification: LOG(EKS) LOG(HRG) LOG(KURS) C
Omitted Variables: Squares of fitted values

Value df Probability
t-statistic  0.675260  12  0.5123
F-statistic  0.455976 (1, 12)  0.5123
Likelihood ratio  0.596702  1  0.4398

F-test summary:
Mean
Sum of Sq. df Squares
Test SSR  0.076478  1  0.076478
Restricted SSR  2.089149  13  0.160704
Unrestricted SSR  2.012672  12  0.167723

LR test summary:
Value df
Restricted LogL -6.416363  13
Unrestricted LogL -6.118012  12

Unrestricted Test Equation:

Dependent Variable: LOG(EKS)
Method: Least Squares
Date: 04/08/20 Time: 15:09
Sample: 1985 2000
Included observations: 16

Variable Coefficient Std. Error t-Statistic Prob.  

LOG(HRG) 1.023798 0.951406 1.076089 0.3030

LOG(KURS) 2.429723 2.337796 1.039322 0.3191
C 4.434828 0.811964 5.461855 0.0001
FITTED^2 -0.086757 0.128480 -0.675260 0.5123

R-squared 0.885726    Mean dependent var 10.07000

Adjusted R-squared 0.857158    S.D. dependent var 1.083597
S.E. of regression 0.409540    Akaike info criterion 1.264751
Sum squared resid 2.012672    Schwarz criterion 1.457899
Log likelihood -6.118012    Hannan-Quinn criter. 1.274642
F-statistic 31.00372    Durbin-Watson stat 1.930700
Prob(F-statistic) 0.000006

Heteroskedasticity Test: Breusch-Pagan-Godfrey

F-statistic 3.149253    Prob. F(2,13) 0.0767

Obs*R-squared 5.221964    Prob. Chi-Square(2) 0.0735
Scaled explained SS 3.900749    Prob. Chi-Square(2) 0.1422

Heteroskedasticity Test: Harvey

F-statistic 0.039339    Prob. F(2,13) 0.9615

Obs*R-squared 0.096252    Prob. Chi-Square(2) 0.9530
Scaled explained SS 0.104587    Prob. Chi-Square(2) 0.9491

Heteroskedasticity Test: Glejser

F-statistic 1.227674    Prob. F(2,13) 0.3248

Obs*R-squared 2.541875    Prob. Chi-Square(2) 0.2806
Scaled explained SS 2.261898    Prob. Chi-Square(2) 0.3227

Heteroskedasticity Test: ARCH

F-statistic 0.039612    Prob. F(1,13) 0.8453

Obs*R-squared 0.045568    Prob. Chi-Square(1) 0.8310

Heteroskedasticity Test: White

F-statistic 2.171995    Prob. F(2,13) 0.1535

Obs*R-squared 4.007373    Prob. Chi-Square(2) 0.1348
Scaled explained SS 2.993463    Prob. Chi-Square(2) 0.2239