Stasioner inflasi

Null Hypothesis: D(INFLASI) has a unit root

Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=3)

t-Statistic   Prob.*

Augmented Dickey-Fuller test statistic -5.049178  0.0016

Test critical values: 1% level -4.004425
5% level -3.098896
10% level -2.690439

*MacKinnon (1996) one-sided p-values.

Warning: Probabilities and critical values calculated for 20 observations
        and may not be accurate for a sample size of 14

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(INFLASI,2)
Method: Least Squares
Date: 12/19/20 Time: 18:20
Sample (adjusted): 3 16
Included observations: 14 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.  

D(INFLASI(-1)) -1.304732 0.258405 -5.049178 0.0003

C -0.007048 0.021454 -0.328512 0.7482

R-squared 0.679950    Mean dependent var -0.013571

Adjusted R-squared 0.653280    S.D. dependent var 0.136077
S.E. of regression 0.080126    Akaike info criterion -2.078860
Sum squared resid 0.077043    Schwarz criterion -1.987567
Log likelihood 16.55202    Hannan-Quinn criter. -2.087311
F-statistic 25.49420    Durbin-Watson stat 1.688383
Prob(F-statistic) 0.000285

stasioner kemiskinan

Null Hypothesis: D(KEMISKINAN) has a unit root

Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=3)

t-Statistic   Prob.*

Augmented Dickey-Fuller test statistic -3.138218  0.0467

Test critical values: 1% level -4.004425
5% level -3.098896
10% level -2.690439

*MacKinnon (1996) one-sided p-values.

Warning: Probabilities and critical values calculated for 20 observations
        and may not be accurate for a sample size of 14

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(KEMISKINAN,2)
Method: Least Squares
Date: 12/19/20 Time: 18:21
Sample (adjusted): 3 16
Included observations: 14 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.  

D(KEMISKINAN(-1)) -0.775565 0.247135 -3.138218 0.0086

C 0.309534 0.878672 0.352275 0.7307

R-squared 0.450761    Mean dependent var 0.507857

Adjusted R-squared 0.404991    S.D. dependent var 4.251116
S.E. of regression 3.279176    Akaike info criterion 5.344625
Sum squared resid 129.0359    Schwarz criterion 5.435919
Log likelihood -35.41237    Hannan-Quinn criter. 5.336174
F-statistic 9.848415    Durbin-Watson stat 2.037847
Prob(F-statistic) 0.008560

stasioner ipm

Null Hypothesis: D(IPM) has a unit root

Exogenous: Constant
Lag Length: 1 (Automatic - based on SIC, maxlag=3)

t-Statistic   Prob.*

Augmented Dickey-Fuller test statistic -5.476647  0.0010

Test critical values: 1% level -4.057910
5% level -3.119910
10% level -2.701103

*MacKinnon (1996) one-sided p-values.

Warning: Probabilities and critical values calculated for 20 observations
        and may not be accurate for a sample size of 13

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(IPM,2)
Method: Least Squares
Date: 12/19/20 Time: 18:21
Sample (adjusted): 4 16
Included observations: 13 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.  

D(IPM(-1)) -2.407363 0.439569 -5.476647 0.0003

D(IPM(-1),2) 0.786420 0.284082 2.768283 0.0198
C 0.485260 1.018953 0.476233 0.6441

R-squared 0.818054    Mean dependent var 0.010000

Adjusted R-squared 0.781665    S.D. dependent var 7.747153
S.E. of regression 3.619959    Akaike info criterion 5.609976
Sum squared resid 131.0410    Schwarz criterion 5.740349
Log likelihood -33.46485    Hannan-Quinn criter. 5.583179
F-statistic 22.48073    Durbin-Watson stat 1.818718
Prob(F-statistic) 0.000199

stasioner zakat

Null Hypothesis: D(ZAKAT) has a unit root

Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=3)

t-Statistic   Prob.*

Augmented Dickey-Fuller test statistic -4.878368  0.0022

Test critical values: 1% level -4.004425
5% level -3.098896
10% level -2.690439

*MacKinnon (1996) one-sided p-values.

Warning: Probabilities and critical values calculated for 20 observations
        and may not be accurate for a sample size of 14

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(ZAKAT,2)
Method: Least Squares
Date: 12/19/20 Time: 18:22
Sample (adjusted): 3 16
Included observations: 14 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.  

D(ZAKAT(-1)) -1.322974 0.271192 -4.878368 0.0004

C -1.906960 8.965568 -0.212698 0.8351

R-squared 0.664790    Mean dependent var -0.971429

Adjusted R-squared 0.636856    S.D. dependent var 55.65485
S.E. of regression 33.53841    Akaike info criterion 9.994823
Sum squared resid 13497.90    Schwarz criterion 10.08612
Log likelihood -67.96376    Hannan-Quinn criter. 9.986372
F-statistic 23.79847    Durbin-Watson stat 2.091168
Prob(F-statistic) 0.000380

estimasi

Dependent Variable: KEMISKINAN

Method: Least Squares
Date: 12/19/20 Time: 18:16
Sample: 1 16
Included observations: 16

Variable Coefficient Std. Error t-Statistic Prob.  

C 21.32850 40.01097 0.533066 0.6037

ZAKAT -0.033798 0.064876 -0.520968 0.6119
INFLASI -10.47876 15.29264 -0.685216 0.5062
IPM -0.147304 0.569877 -0.258484 0.8004

R-squared 0.220140    Mean dependent var 8.840625

Adjusted R-squared 0.025174    S.D. dependent var 3.717991
S.E. of regression 3.670894    Akaike info criterion 5.651065
Sum squared resid 161.7055    Schwarz criterion 5.844213
Log likelihood -41.20852    Hannan-Quinn criter. 5.660956
F-statistic 1.129123    Durbin-Watson stat 1.345944
Prob(F-statistic) 0.376269

Multikolonearitas
Variance Inflation Factors
Date: 12/19/20 Time: 18:17
Sample: 1 16
Included observations: 16

Coefficient Uncentered Centered

Variable Variance VIF VIF

C  1600.878  1900.792  NA

ZAKAT  0.004209  5.853810  3.326679
INFLASI  233.8649  3.696588  1.256059
IPM  0.324759  2055.538  3.624940

hetereroskedasitas

Heteroskedasticity Test: White

F-statistic 0.471178    Prob. F(9,6) 0.8508

Obs*R-squared 6.625550    Prob. Chi-Square(9) 0.6760
Scaled explained SS 1.693787    Prob. Chi-Square(9) 0.9954

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/19/20 Time: 18:17
Sample: 1 16
Included observations: 16

Variable Coefficient Std. Error t-Statistic Prob.  

C -1040.856 12802.66 -0.081300 0.9378

ZAKAT^2 0.007214 0.015462 0.466594 0.6573
ZAKAT*INFLASI -4.773204 7.041596 -0.677858 0.5231
ZAKAT*IPM -0.013993 0.331839 -0.042169 0.9677
ZAKAT 0.748856 23.58924 0.031746 0.9757
INFLASI^2 -121.6687 1184.196 -0.102744 0.9215
INFLASI*IPM 34.95871 58.34308 0.599192 0.5710
INFLASI -2412.114 4102.231 -0.588001 0.5780
IPM^2 -0.219991 2.589839 -0.084944 0.9351
IPM 30.44336 364.2574 0.083577 0.9361

R-squared 0.414097    Mean dependent var 10.10660

Adjusted R-squared -0.464758    S.D. dependent var 9.951565
S.E. of regression 12.04410    Akaike info criterion 8.084197
Sum squared resid 870.3618    Schwarz criterion 8.567065
Log likelihood -54.67358    Hannan-Quinn criter. 8.108924
F-statistic 0.471178    Durbin-Watson stat 1.982979
Prob(F-statistic) 0.850809

autokorelasi

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 2.103947    Prob. F(2,10) 0.1727

Obs*R-squared 4.738654    Prob. Chi-Square(2) 0.0935
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 12/19/20 Time: 18:18
Sample: 1 16
Included observations: 16
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.  

C -25.15080 39.82694 -0.631502 0.5419

ZAKAT -0.022804 0.061641 -0.369951 0.7191
INFLASI -9.500915 15.25028 -0.622999 0.5472
IPM 0.363284 0.567415 0.640245 0.5364
RESID(-1) 0.469707 0.337116 1.393309 0.1937
RESID(-2) -0.497573 0.293575 -1.694876 0.1210

R-squared 0.296166    Mean dependent var -1.25E-15

Adjusted R-squared -0.055751    S.D. dependent var 3.283347
S.E. of regression 3.373631    Akaike info criterion 5.549853
Sum squared resid 113.8139    Schwarz criterion 5.839574
Log likelihood -38.39882    Hannan-Quinn criter. 5.564689
F-statistic 0.841579    Durbin-Watson stat 2.075199
Prob(F-statistic) 0.549887

normalitas

Persamaan

Dependent Variable: KEMISKINAN

Method: Least Squares
Date: 12/19/20 Time: 18:16
Sample: 1 16
Included observations: 16
 Variable Coefficient Std. Error t-Statistic Prob.  

C 21.32850 40.01097 0.533066 0.6037

ZAKAT -0.033798 0.064876 -0.520968 0.6119
INFLASI -10.47876 15.29264 -0.685216 0.5062
IPM -0.147304 0.569877 -0.258484 0.8004

R-squared 0.220140    Mean dependent var 8.840625

Adjusted R-squared 0.025174    S.D. dependent var 3.717991
S.E. of regression 3.670894    Akaike info criterion 5.651065
Sum squared resid 161.7055    Schwarz criterion 5.844213
Log likelihood -41.20852    Hannan-Quinn criter. 5.660956
F-statistic 1.129123    Durbin-Watson stat 1.345944
Prob(F-statistic) 0.376269