HASIL REGRESI

Dependent Variable: Y
Method: Least Squares
Date: 09/21/23 Time: 14:56
Sample: 1990 2022
Included observations: 33

Variable Coefficient Std. Error t-Statistic Prob.

PDB -5886499. 1410418. -4.173586 0.0002

KURS 2782892. 830294.9 3.351691 0.0022
PMA -1.007415 0.068109 -14.79118 0.0000

R-squared 0.885317 Mean dependent var 20989032

Adjusted R-squared 0.877672 S.D. dependent var 1.15E+08
S.E. of regression 40108264 Akaike info criterion 37.93857
Sum squared resid 4.83E+16 Schwarz criterion 38.07462
Log likelihood -622.9864 Hannan-Quinn criter. 37.98435
Durbin-Watson stat 1.455027

UJI NORMALITAS

UJI HETEROSKEDISTITAS

Heteroskedasticity Test: White

F-statistic 80662680 Prob. F(6,26) 0.0000

Obs*R-squared 33.00000 Prob. Chi-Square(6) 0.0000
Scaled explained SS 106.5458 Prob. Chi-Square(6) 0.0000
UJI AUTOKOLERASI

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 2.527253 Prob. F(2,28) 0.0979

Obs*R-squared 5.046171 Prob. Chi-Square(2) 0.0802

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 09/21/23 Time: 15:04
Sample: 1990 2022
Included observations: 33
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.

PDB -785329.4 1393298. -0.563648 0.5775

KURS 149103.3 793878.6 0.187816 0.8524
PMA -0.108230 0.089785 -1.205436 0.2381
RESID(-1) 0.421459 0.251258 1.677393 0.1046
RESID(-2) 0.173107 0.183875 0.941435 0.3545

R-squared 0.136935 Mean dependent var 5203482.

Adjusted R-squared 0.013640 S.D. dependent var 38473477
S.E. of regression 38210186 Akaike info criterion 37.89383
Sum squared resid 4.09E+16 Schwarz criterion 38.12057
Log likelihood -620.2482 Hannan-Quinn criter. 37.97012
Durbin-Watson stat 2.009372

UJI MULTIKOLENIRITAS

Variance Inflation Factors

Date: 09/21/23 Time: 15:03
Sample: 1990 2022
Included observations: 33

Coefficient Uncentered
Variable Variance VIF

PDB 1.99E+12 1.445074

KURS 6.89E+11 1.448116
PMA 0.004639 1.027498
Unrestricted Test Equation:
Dependent Variable: Y
Method: Least Squares
Date: 09/21/23 Time: 15:01
Sample: 1990 2022
Included observations: 33

Variable Coefficient Std. Error t-Statistic Prob.

PDB -1816934. 1202556. -1.510894 0.1416

KURS 34544.18 745082.9 0.046363 0.9633
PMA 6.611270 1.315138 5.027055 0.0000
FITTED^2 1.28E-08 2.20E-09 5.796796 0.0000

R-squared 0.946875 Mean dependent var 20989032

Adjusted R-squared 0.941379 S.D. dependent var 1.15E+08
S.E. of regression 27764986 Akaike info criterion 37.22966
Sum squared resid 2.24E+16 Schwarz criterion 37.41106
Log likelihood -610.2894 Hannan-Quinn criter. 37.29070
Durbin-Watson stat 1.981908