PENGARUH INFLASI, INVESTASI, EKSPOR TERHADAP PDRB

Dependent Variable: PDRB_HB_MILYAR_RP

Method: Least Squares
Date: 05/04/21 Time: 21:32
Sample: 2001 2020 UJI NORMALITAS
Included observations: 20

Variable Coefficient Std. Error t-Statistic Prob.  

C 43877.14 48479.53 0.905065 0.3789

INFLASI__ -3114.716 3480.676 -0.894860 0.3841
INVESTASI_MILYAR_R
P 16.64280 2.457918 6.771095 0.0000
EKSPOR_MILYAR_RP 2.039678 0.665665 3.064118 0.0074

R-squared 0.951060    Mean dependent var 381113.8

Adjusted R-squared 0.941884    S.D. dependent var 254810.9
S.E. of regression 61428.14    Akaike info criterion 25.06598
Sum squared resid 6.04E+10    Schwarz criterion 25.26513
Log likelihood -246.6598    Hannan-Quinn criter. 25.10486
F-statistic 103.6434    Durbin-Watson stat 2.386821
Prob(F-statistic) 0.000000

8
Series: Residuals
7 Sample 2001 2020
Observations 20
6

5
Mean 1.94e-11
Median 9898.997
4 Maximum 123038.8
Minimum -134055.8
3 Std. Dev. 56370.33
Skewness -0.057803
2 Kurtosis 3.621734
1
Jarque-Bera 0.333265
0 Probability 0.846511
-150000 -100000 -50000 0 50000 100000

Nilai probabilty sebesar 0.846511 lebih besar dari 0,05 maka uji asumsi normalitas dapat
diterima
UJI MULTIKOLIENERITAS

Variance Inflation Factors

Date: 05/04/21 Time: 21:41
Sample: 2001 2020
Included observations: 20

Coefficient Uncentered Centered

Variable Variance VIF VIF

C  2.35E+09  12.45696  NA

INFLASI__  12115106  4.542423  1.567101
INVESTASI_MILYAR_R
P  6.041359  7.808807  3.557169
EKSPOR_MILYAR_RP  0.443111  18.37985  2.698932

Uji autokolerasi
A = 20
K= 3
α = 0,05
dl = 0,9976
du = 1,6763
dw = 2.386821

0 0,9976 1,6763 2,3237 3,0024

Hasil uji DW tidak diketahui maka akan dilakukan uji LM Test

Uji LM test

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 0.393444    Prob. F(2,14) 0.6820

Obs*R-squared 1.064305    Prob. Chi-Square(2) 0.5873

nilai Probabilitas diatas lebih besar dari 0,05 maka lulus uji LM Test yang berarti lulus uji auto
korelasi

UJI HETEROSKEDASTISITAS

Heteroskedasticity Test: Breusch-Pagan-Godfrey

F-statistic 2.222871    Prob. F(3,16) 0.1250

Obs*R-squared 5.883566    Prob. Chi-Square(3) 0.1174
Scaled explained SS 4.936046    Prob. Chi-Square(3) 0.1765

nilai Probabilitas diatas lebih besar dari 0,05 maka lulus Uji heteroskedastisitas

PENGARUH INFLASI, INVESTASI, EKSPOR TERHADAP PDRB SETELAH DI LOG\

Dependent Variable: LOG(PDRB_HB_MILYAR_RP)

Method: Least Squares
Date: 05/04/21 Time: 22:22
Sample: 2001 2020
Included observations: 20

Variable Coefficient Std. Error t-Statistic Prob.  

C 5.223440 0.964394 5.416294 0.0001

LOG(INFLASI__) -0.084065 0.080208 -1.048083 0.3102
LOG(INVESTASI_MILYAR_RP
) 0.432521 0.077943 5.549178 0.0000
LOG(EKSPOR_MILYAR_RP) 0.333658 0.134243 2.485476 0.0244

R-squared 0.962145    Mean dependent var 12.58906

Adjusted R-squared 0.955048    S.D. dependent var 0.788076
S.E. of regression 0.167088    Akaike info criterion -0.563739
Sum squared resid 0.446693    Schwarz criterion -0.364592
Log likelihood 9.637389    Hannan-Quinn criter. -0.524863
F-statistic 135.5564    Durbin-Watson stat 2.362275
Prob(F-statistic) 0.000000
Uji Normalitas

7
Series: Residuals
6 Sample 2001 2020
Observations 20
5
Mean 3.22e-15
4 Median 0.020911
Maximum 0.275857
3 Minimum -0.314730
Std. Dev. 0.153330
2 Skewness -0.246491
Kurtosis 2.436931
1
Jarque-Bera 0.466732
0 Probability 0.791864
-0.4 -0.3 -0.2 -0.1 0.0 0.1 0.2 0.3

Nilai probability sebesar 0.79186 lebih besar dari 0.05 ini menunjukkan bahwa hasil uji normalitas dapat
diterima

Uji Multikolienirity

Variance Inflation Factors

Date: 05/04/21 Time: 22:30
Sample: 2001 2020
Included observations: 20

Coefficient Uncentered Centered

Variable Variance VIF VIF

C  0.930055  666.2690  NA

LOG(INFLASI__)  0.006433  15.26413  2.299272
LOG(INVESTASI_MILY
AR_RP)  0.006075  338.8186  6.848329
LOG(EKSPOR_MILYAR
_RP)  0.018021  1617.018  4.421156

Berdasarkan Tabel diatas dengan kriteria bahwa jika nilai VIF < 10 maka Ho diterima. maka dapat
disimpulkan bahwa tidak terjadi permasalahan multikolinearity dalam data penelitian ini.

Uji autokolerasi
A = 20
K= 3
α = 0,05
dl = 0,9976
du = 1,6763
dw = 2.362275

0 0,9976 1,6763 2,3237 3,0024

Hasil uji DW tidak diketahui maka akan dilakukan uji LM Test

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 0.417413    Prob. F(2,14) 0.6667

Obs*R-squared 1.125494    Prob. Chi-Square(2) 0.5696

nilai Probabilitas diatas lebih besar dari 0,05 maka lulus uji LM Test yang berarti lulus uji auto korelasi

Uji heteroskedastisitas

Heteroskedasticity Test: Breusch-Pagan-Godfrey

F-statistic 0.336884    Prob. F(3,16) 0.7989

Obs*R-squared 1.188257    Prob. Chi-Square(3) 0.7558
Scaled explained SS 0.546382    Prob. Chi-Square(3) 0.9086

nilai Probabilitas diatas lebih besar dari 0,05 maka lulus Uji heteroskedastisitas