Hasil Pemodelan

Dependent Variable: NILAI

Method: Least Squares
Date: 01/16/23 Time: 11:38
Sample: 1 46
Included observations: 46

Variable Coefficient Std. Error t-Statistic Prob.

C 20108900 8388316. 2.397251 0.0222

X1 -52.82751 682.0834 -0.077450 0.9387
X2 217547.0 463489.6 0.469368 0.6418
X3 988210.7 1784682. 0.553718 0.5834
X4 -356687.4 1914649. -0.186294 0.8533
X5 -691823.8 743098.3 -0.930999 0.3584
X6 -648128.5 796265.2 -0.813961 0.4213
X7 21992378 3243412. 6.780631 0.0000
X8 1103398. 1711208. 0.644806 0.5234
X9 -2580776. 2705415. -0.953930 0.3469
X10 558907.6 1786862. 0.312787 0.7564
X11 407515.6 1620811. 0.251427 0.8030

R-squared 0.767584 Mean dependent var 16528879

Adjusted R-squared 0.692391 S.D. dependent var 7003600.
S.E. of regression 3884375. Akaike info criterion 33.40228
Sum squared resid 5.13E+14 Schwarz criterion 33.87932
Log likelihood -756.2525 Hannan-Quinn criter. 33.58098
F-statistic 10.20813 Durbin-Watson stat 2.167838
Prob(F-statistic) 0.000000
 Uji Asumsi Klasik

Uji Autokorelasi Serial Korelasi

Breusch-Godfrey Serial Correlation LM Test:

Null hypothesis: No serial correlation at up to 2 lags

F-statistic 1.716596 Prob. F(2,32) 0.1958

Obs*R-squared 4.457032 Prob. Chi-Square(2) 0.1077

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 01/16/23 Time: 11:42
Sample: 1 46
Included observations: 46
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.

C -3540370. 8437847. -0.419582 0.6776

X1 -98.65293 695.5713 -0.141830 0.8881
X2 7830.322 469674.9 0.016672 0.9868
X3 -565313.1 1774668. -0.318546 0.7521
X4 -700294.3 1917596. -0.365194 0.7174
X5 577230.4 813050.1 0.709957 0.4829
X6 -46641.34 780724.6 -0.059741 0.9527
X7 -1052099. 3241792. -0.324542 0.7476
X8 -444819.2 1696901. -0.262136 0.7949
X9 -3642568. 3310216. -1.100402 0.2794
X10 260577.7 1756295. 0.148368 0.8830
X11 -40176.57 1593273. -0.025216 0.9800
RESID(-1) -0.263092 0.215884 -1.218671 0.2319
RESID(-2) -0.353776 0.209018 -1.692559 0.1003

R-squared 0.096892 Mean dependent var 1.94E-09

Adjusted R-squared -0.269996 S.D. dependent var 3376403.
S.E. of regression 3805007. Akaike info criterion 33.38732
Sum squared resid 4.63E+14 Schwarz criterion 33.94387
Log likelihood -753.9084 Hannan-Quinn criter. 33.59581
F-statistic 0.264092 Durbin-Watson stat 2.093921
Prob(F-statistic) 0.993155
Uji Normalitas

Uji Multikolineritas

Variance Inflation Factors

Date: 01/16/23 Time: 11:44
Sample: 1 46
Included observations: 46

Coefficient Uncentered Centered

Variable Variance VIF VIF

C 7.04E+13 214.5187 NA
X1 465237.7 7.696348 1.737021
X2 2.15E+11 62.36083 4.062059
X3 3.19E+12 4.855204 2.427602
X4 3.67E+12 8.017706 2.265873
X5 5.52E+11 145.2551 2.899947
X6 6.34E+11 9.454875 1.210407
X7 1.05E+13 2.091622 1.955212
X8 2.93E+12 3.687374 2.164328
X9 7.32E+12 3.880748 3.205835
X10 3.19E+12 4.020623 2.359931
X11 2.63E+12 5.223289 1.816796

Uji Heterokedastisitas

Heteroskedasticity Test: Breusch-Pagan-Godfrey

Null hypothesis: Homoskedasticity

F-statistic 0.616751 Prob. F(11,34) 0.8016

Obs*R-squared 7.651871 Prob. Chi-Square(11) 0.7441
Scaled explained SS 5.343199 Prob. Chi-Square(11) 0.9134

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 01/16/23 Time: 11:45
Sample: 1 46
Included observations: 46

Variable Coefficient Std. Error t-Statistic Prob.

C 1.61E+13 4.09E+13 0.392776 0.6969

X1 2.44E+09 3.33E+09 0.733499 0.4683
X2 -1.50E+12 2.26E+12 -0.663868 0.5113
X3 5.43E+12 8.70E+12 0.624309 0.5366
X4 -3.05E+12 9.33E+12 -0.326892 0.7458
X5 -2.03E+11 3.62E+12 -0.056097 0.9556
X6 1.55E+11 3.88E+12 0.039872 0.9684
X7 -1.15E+13 1.58E+13 -0.726927 0.4722
X8 5.35E+10 8.34E+12 0.006414 0.9949
X9 -1.90E+12 1.32E+13 -0.143713 0.8866
X10 1.37E+13 8.71E+12 1.573663 0.1248
X11 1.01E+12 7.90E+12 0.128150 0.8988

R-squared 0.166345 Mean dependent var 1.12E+13

Adjusted R-squared -0.103367 S.D. dependent var 1.80E+13
S.E. of regression 1.89E+13 Akaike info criterion 64.20159
Sum squared resid 1.22E+28 Schwarz criterion 64.67863
Log likelihood -1464.637 Hannan-Quinn criter. 64.38029
F-statistic 0.616751 Durbin-Watson stat 2.160679
Prob(F-statistic) 0.801590

Uji Linearitas

Ramsey RESET Test

Equation: UNTITLED
Omitted Variables: Squares of fitted values
Specification: NILAI C X1 X2 X3 X4 X5 X6 X7 X8 X9 X10 X11

Value df Probability
t-statistic 0.042271 33 0.9665
F-statistic 0.001787 (1, 33) 0.9665
Likelihood ratio 0.002491 1 0.9602

F-test summary:
Mean
Sum of Sq. df Squares
Test SSR 2.78E+10 1 2.78E+10
Restricted SSR 5.13E+14 34 1.51E+13
Unrestricted SSR 5.13E+14 33 1.55E+13

LR test summary:
Value
Restricted LogL -756.2525
Unrestricted LogL -756.2512

Unrestricted Test Equation:

Dependent Variable: NILAI
Method: Least Squares
Date: 01/16/23 Time: 11:46
Sample: 1 46
Included observations: 46

Variable Coefficient Std. Error t-Statistic Prob.

C 21640540 37221009 0.581407 0.5649

X1 -59.44096 709.7802 -0.083746 0.9338
X2 240347.5 715725.8 0.335809 0.7391
X3 1100964. 3224358. 0.341452 0.7349
X4 -389928.7 2096468. -0.185993 0.8536
X5 -774874.5 2104539. -0.368192 0.7151
X6 -735293.8 2214807. -0.331990 0.7420
X7 26593244 1.09E+08 0.244215 0.8086
X8 1237032. 3607113. 0.342942 0.7338
X9 -2817626. 6239886. -0.451551 0.6545
X10 639233.7 2626883. 0.243343 0.8092
X11 453875.1 1977197. 0.229555 0.8199
FITTED^2 -3.87E-09 9.15E-08 -0.042271 0.9665

R-squared 0.767597 Mean dependent var 16528879

Adjusted R-squared 0.683086 S.D. dependent var 7003600.
S.E. of regression 3942683. Akaike info criterion 33.44570
Sum squared resid 5.13E+14 Schwarz criterion 33.96249
Log likelihood -756.2512 Hannan-Quinn criter. 33.63930
F-statistic 9.082875 Durbin-Watson stat 2.169470
Prob(F-statistic) 0.000000