Dependent Variable: BPHTB

Method: Least Squares

Date: 10/24/20 Time: 14:37
Sample: 2003 2018
Included observations: 16

Variable Coefficient Std. Error t-Statistic Prob.  

C 9.31E+09 8.45E+10 0.110173 0.9141

YKAP 257296.0 112565.1 2.285753 0.0412
JP 9343.761 1667.554 5.603274 0.0001
ST 249605.7 482911.3 0.516877 0.6146

R-squared 0.888154    Mean dependent var 4.33E+11

Adjusted R-squared 0.860192    S.D. dependent var 4.15E-05
S.E. of regression 3.40E+10    Akaike info criterion 51.54832
Sum squared resid 1.39E+22    Schwarz criterion 51.74146
Log likelihood -408.3865    Hannan-Quinn criter. 51.55821
F-statistic 31.76334    Durbin-Watson stat 0.729818
Prob(F-statistic) 0.000005    Weighted mean dep. 4.24E+11
Wald F-statistic 34.50337    Prob(Wald F-statistic) 0.000004

Uji Normalitas

5
Series: Residuals
Sample 2003 2018
4 Observations 16

Mean 2.38e-05
3 Median 3.38e+09
Maximum 7.06e+10
Minimum -6.11e+10
2
Std. Dev. 3.61e+10
Skewness 0.014547
Kurtosis 2.239951
1

Jarque-Bera 0.385680
0 Probability 0.824614
-5.0e+10 250000. 5.0e+10
Uji Autokorelasi

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 7.092895    Prob. F(5,7) 0.0115

Obs*R-squared 13.36250    Prob. Chi-Square(5) 0.0202

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 10/24/20 Time: 14:31
Sample: 2003 2018
Included observations: 16
No d.f. adjustment for standard errors & covariance
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.  

C 5.20E+10 3.25E+10 1.598814 0.1539

YKAP -172088.6 73269.60 -2.348705 0.0512
JP -68.57340 655.5336 -0.104607 0.9196
ST -1490665. 516084.0 -2.888416 0.0234
RESID(-1) 0.751387 0.192722 3.898820 0.0059
RESID(-2) 0.076534 0.266036 0.287682 0.7819
RESID(-3) -0.467217 0.263135 -1.775582 0.1191
RESID(-4) -0.415632 0.355920 -1.167767 0.2811
RESID(-5) -0.427889 0.299928 -1.426636 0.1967

R-squared 0.835156    Mean dependent var 2.38E-05

Adjusted R-squared 0.646764    S.D. dependent var 3.61E+10
S.E. of regression 2.15E+10    Akaike info criterion 50.71429
Sum squared resid 3.22E+21    Schwarz criterion 51.14887
Log likelihood -396.7143    Hannan-Quinn criter. 50.73655
F-statistic 4.433060    Durbin-Watson stat 1.809990
Prob(F-statistic) 0.032419
Uji heteroskedastisitas

Heteroskedasticity Test: ARCH

F-statistic 0.350950    Prob. F(1,13) 0.5637

Obs*R-squared 0.394298    Prob. Chi-Square(1) 0.5300

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 10/24/20 Time: 14:32
Sample (adjusted): 2004 2018
Included observations: 15 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.  

C 1.04E+21 2.26E+20 4.591748 0.0005

RESID^2(-1) 0.230094 0.063284 3.635893 0.0030

R-squared 0.026287    Mean dependent var 1.26E+21

Adjusted R-squared -0.048615    S.D. dependent var 1.44E+21
S.E. of regression 1.48E+21    Akaike info criterion 100.4522
Sum squared resid 2.84E+43    Schwarz criterion 100.5466
Log likelihood -751.3913    Hannan-Quinn criter. 100.4512
F-statistic 0.350950    Durbin-Watson stat 1.539035
Prob(F-statistic) 0.563739

1 0.1446971168945973 -0.1340256554919769
0.1446971168945973 1 0.5686135475292799
-0.1340256554919769 0.5686135475292799 1