Nama : Meikasari

NIM : 20190430036
Kelas : A (Ekonometrika)

Hasil regres

Dependent Variable: LOG(PDRB)

Method: Least Squares
Date: 11/11/21 Time: 17:17
Sample: 1 30
Included observations: 30

Variable Coefficient Std. Error t-Statistic Prob.  

LOG(IPM) -3.480634 39.30206 -0.088561 0.9301

LOG(KONSUMSI) -0.281339 0.254898 -1.103729 0.2798
LOG(IMPOR) -1.114123 0.311732 -3.573971 0.0014
C 74.50793 528.7741 0.140907 0.8890

R-squared 0.364080     Mean dependent var 11.97739

Adjusted R-squared 0.290705     S.D. dependent var 1.184008
S.E. of regression 0.997167     Akaike info criterion 2.955770
Sum squared resid 25.85292     Schwarz criterion 3.142596
Log likelihood -40.33655     Hannan-Quinn criter. 3.015537
F-statistic 4.961885     Durbin-Watson stat 1.635321
Prob(F-statistic) 0.007438

Hasil pam
Dependent Variable: LOG(PDRB)
Method: Least Squares
Date: 11/11/21 Time: 17:29
Sample (adjusted): 2 30
Included observations: 29 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.  

LOG(IPM) -0.006474 40.18474 -0.000161 0.9999

LOG(KONSUMSI) -0.265134 0.259399 -1.022111 0.3169
LOG(IMPOR) -1.018001 0.359900 -2.828568 0.0093
LOG(PDRB(-1)) 0.158573 0.192685 0.822964 0.4186
C 24.51753 541.1833 0.045304 0.9642

R-squared 0.394395    Mean dependent var 11.97522

Adjusted R-squared 0.293461    S.D. dependent var 1.204905
S.E. of regression 1.012793    Akaike info criterion 3.018887
Sum squared resid 24.61800    Schwarz criterion 3.254628
Log likelihood -38.77386    Hannan-Quinn criter. 3.092718
F-statistic 3.907448    Durbin-Watson stat 1.925915
Prob(F-statistic) 0.013952
Uji linieritas

Ramsey RESET Test

Equation: UNTITLED
Specification: LOG(PDRB)LOG(IPM)LOG(KONSUMSI)LOG(IMPOR)LOG(P
        DRB(-1)) C
Omitted Variables: Squares of fitted values

Value df Probability
t-statistic  0.538265  23  0.5956
F-statistic  0.289729 (1, 23)  0.5956
Likelihood ratio  0.363029  1  0.5468

F-test summary:
Mean
Sum of Sq. df Squares
Test SSR  0.306253  1  0.306253
Restricted SSR  24.61800  24  1.025750
Unrestricted SSR  24.31175  23  1.057033

LR test summary:
Value
Restricted LogL -38.77386
Unrestricted LogL -38.59234
Uji Normalitas
6
Series: Residuals
Sample 2 30
5
Observations 29

4 Mean -1.03e-16
Median 0.004758
3 Maximum 1.554101
Minimum -1.666322
Std. Dev. 0.937664
2
Skewness -0.038623
Kurtosis 2.261718
1
Jarque-Bera 0.665825
0 Probability 0.716833
-1.5 -1.0 -0.5 0.0 0.5 1.0 1.5
Uji Hetero

Heteroskedasticity Test: Breusch-Pagan-Godfrey

F-statistic 2.336519    Prob. F(4,24) 0.0843

Obs*R-squared 8.127980    Prob. Chi-Square(4) 0.0870
Scaled explained SS 3.511894    Prob. Chi-Square(4) 0.4761

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 11/11/21 Time: 17:31
Sample: 2 30
Included observations: 29

Variable Coefficient Std. Error t-Statistic Prob.  

C -412.3484 475.1560 -0.867817 0.3941

LOG(IPM) 31.65089 35.28199 0.897084 0.3786
LOG(KONSUMSI) -0.589409 0.227750 -2.587960 0.0161
LOG(IMPOR) -0.697478 0.315990 -2.207279 0.0371
LOG(PDRB(-1)) 0.089707 0.169177 0.530257 0.6008

R-squared 0.280275    Mean dependent var 0.848897

Adjusted R-squared 0.160321    S.D. dependent var 0.970412
S.E. of regression 0.889227    Akaike info criterion 2.758657
Sum squared resid 18.97739    Schwarz criterion 2.994398
Log likelihood -35.00053    Hannan-Quinn criter. 2.832488
F-statistic 2.336519    Durbin-Watson stat 2.257222
Prob(F-statistic) 0.084297
Uji Autokorelasi

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 0.113856    Prob. F(2,22) 0.8929

Obs*R-squared 0.297090    Prob. Chi-Square(2) 0.8620

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 11/11/21 Time: 17:31
Sample: 2 30
Included observations: 29
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.  

LOG(IPM) -5.778394 43.79348 -0.131946 0.8962

LOG(KONSUMSI) -0.046712 0.286948 -0.162788 0.8722
LOG(IMPOR) -0.304458 0.739611 -0.411646 0.6846
LOG(PDRB(-1)) -0.316857 0.693673 -0.456782 0.6523
C 85.64433 594.5214 0.144056 0.8868
RESID(-1) 0.350806 0.735184 0.477168 0.6379
RESID(-2) 0.027351 0.224064 0.122070 0.9040

R-squared 0.010244    Mean dependent var -1.03E-16

Adjusted R-squared -0.259689    S.D. dependent var 0.937664
S.E. of regression 1.052396    Akaike info criterion 3.146521
Sum squared resid 24.36580    Schwarz criterion 3.476557
Log likelihood -38.62455    Hannan-Quinn criter. 3.249884
F-statistic 0.037952    Durbin-Watson stat 1.984008
Prob(F-statistic) 0.999715
Uji Multi