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UJI ASUMSI KLASIKINDONESIA1. UJI REGRESI LINIER BERGANDA
Dependent Variable: INFLASI
Method: Least Squares
Date: 01/12/15 Time: 11:05
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C120.1773102.05431.1775820.2496
GMS0.4070430.1031333.9467790.0005
DIR0.6187040.1755243.5249000.0016
LN_ER8.7094172.1911873.9747490.0005
LN_GNI-7.6868644.475975-1.7173610.0978
R-squared0.781642Mean dependent var9.925012
Adjusted R-squared0.748048S.D. dependent var9.592867
S.E. of regression4.815123Akaike info criterion6.128090
Sum squared resid602.8207Schwarz criterion6.359379
Log likelihood-89.98540Hannan-Quinn criter.6.203485
F-statistic23.26756Durbin-Watson stat1.439236
Prob(F-statistic)0.000000
LIHAT R SQUARE, UJI T UJI F2. UJI MULTIKOLGMS
Dependent Variable: GMS
Method: Least Squares
Date: 01/12/15 Time: 11:11
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C-169.5462153.9536-1.1012810.2809
INFLASI0.9204310.2332113.9467790.0005
DIR0.0386320.3207820.1204310.9051
LN_ER-11.676653.494300-3.3416290.0025
LN_GNI10.676866.7865661.5732350.1278
R-squared0.658469Mean dependent var21.08860
Adjusted R-squared0.605926S.D. dependent var11.53437
S.E. of regression7.240740Akaike info criterion6.944014
Sum squared resid1363.136Schwarz criterion7.175302
Log likelihood-102.6322Hannan-Quinn criter.7.019408
F-statistic12.53194Durbin-Watson stat1.932246
Prob(F-statistic)0.000008
DIR
Dependent Variable: DIR
Method: Least Squares
Date: 01/12/15 Time: 12:06
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C115.166493.578711.2306910.2295
INFLASI0.5226340.1482693.5249000.0016
GMS0.0144320.1198320.1204310.9051
LN_ER-1.3255552.540205-0.5218300.6062
LN_GNI-3.6558134.281261-0.8539100.4010
R-squared0.662129Mean dependent var14.41043
Adjusted R-squared0.610148S.D. dependent var7.087863
S.E. of regression4.425526Akaike info criterion5.959345
Sum squared resid509.2173Schwarz criterion6.190634
Log likelihood-87.36985Hannan-Quinn criter.6.034740
F-statistic12.73809Durbin-Watson stat0.861635
Prob(F-statistic)0.000007
ER
Dependent Variable: LN_ER
Method: Least Squares
Date: 01/12/15 Time: 12:07
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C-28.918424.743462-6.0964800.0000
INFLASI0.0433980.0109183.9747490.0005
GMS-0.0257300.007700-3.3416290.0025
DIR-0.0078190.014984-0.5218300.6062
LN_GNI1.4383300.1777188.0933260.0000
R-squared0.873454Mean dependent var8.319721
Adjusted R-squared0.853985S.D. dependent var0.889506
S.E. of regression0.339897Akaike info criterion0.826340
Sum squared resid3.003775Schwarz criterion1.057629
Log likelihood-7.808276Hannan-Quinn criter.0.901735
F-statistic44.86467Durbin-Watson stat0.749481
Prob(F-statistic)0.000000
GNI
Dependent Variable: LN_GNI
Method: Least Squares
Date: 01/12/15 Time: 12:15
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C21.972670.58840337.342890.0000
INFLASI-0.0132540.007717-1.7173610.0978
GMS0.0081410.0051751.5732350.1278
DIR-0.0074620.008739-0.8539100.4010
LN_ER0.4976970.0614958.0933260.0000
R-squared0.832106Mean dependent var26.04598
Adjusted R-squared0.806276S.D. dependent var0.454265
S.E. of regression0.199940Akaike info criterion-0.234905
Sum squared resid1.039380Schwarz criterion-0.003617
Log likelihood8.641031Hannan-Quinn criter.-0.159511
F-statistic32.21495Durbin-Watson stat0.411137
Prob(F-statistic)0.000000
3. UJI NORMALITAS
Hal 5.394. UJI HETEROCT
Heteroskedasticity Test: White
F-statistic5.974001Prob. F(14,16)0.0005
Obs*R-squared26.02188Prob. Chi-Square(14)0.0257
Scaled explained SS20.98739Prob. Chi-Square(14)0.1020
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 01/12/15 Time: 12:37
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C121848.464927.911.8766730.0789
GMS481.4587141.28793.4076430.0036
GMS^20.1286570.0720121.7865960.0930
GMS*DIR-0.4122530.153688-2.6823960.0164
GMS*LN_ER8.7847712.8506833.0816370.0071
GMS*LN_GNI-21.227606.229438-3.4076260.0036
DIR-202.4091119.2280-1.6976650.1089
DIR^2-0.1199690.123751-0.9694400.3468
DIR*LN_ER-5.9552343.052167-1.9511500.0688
DIR*LN_GNI10.091305.4218441.8612310.0812
LN_ER7563.7302814.9652.6869710.0162
LN_ER^289.5462342.374402.1132150.0506
LN_ER*LN_GNI-350.1711130.8298-2.6765380.0165
LN_GNI-11986.985779.324-2.0741150.0546
LN_GNI^2290.4439129.52202.2424290.0395
R-squared0.839415Mean dependent var19.44583
Adjusted R-squared0.698904S.D. dependent var29.93366
S.E. of regression16.42526Akaike info criterion8.741862
Sum squared resid4316.628Schwarz criterion9.435726
Log likelihood-120.4989Hannan-Quinn criter.8.968044
F-statistic5.974001Durbin-Watson stat2.479665
Prob(F-statistic)0.000530
nonct
Heteroskedasticity Test: White
F-statistic10.77822Prob. F(4,26)0.0000
Obs*R-squared19.33792Prob. Chi-Square(4)0.0007
Scaled explained SS15.59658Prob. Chi-Square(4)0.0036
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 01/12/15 Time: 12:38
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C518.3257199.28912.6008740.0151
GMS^20.0425860.0077315.5081930.0000
DIR^2-0.0758460.021615-3.5089110.0017
LN_ER^20.8954110.5320731.6828730.1044
LN_GNI^2-0.8348570.338460-2.4666350.0205
R-squared0.623804Mean dependent var19.44583
Adjusted R-squared0.565928S.D. dependent var29.93366
S.E. of regression19.72155Akaike info criterion8.947991
Sum squared resid10112.43Schwarz criterion9.179279
Log likelihood-133.6939Hannan-Quinn criter.9.023385
F-statistic10.77822Durbin-Watson stat1.518708
Prob(F-statistic)0.000028
Nilai koefiisien determinasi (R2) sebesar 0.623. nilai Chi square hitung sebesar 19.34 diperoleh dari informasi Obs*R square yaitu jumlah observasi dikalikan dengan koefisian determinasi. Sedangkan nilai kritis Chi Square pada alpha = 5% dengan df sebesar 30 adalah 43.77. dengan demikian, nilai chi square hitung lebih kecil dari nilai kritis chi squares maka dapat disimpulkan tidak ada masalah heterokedastisitas.
Widarjono 1295. UJI AUTOUJI BG Breusch-Godfrey Serial Correlation LM Test:
F-statistic1.622173Prob. F(2,24)0.2184
Obs*R-squared3.691582Prob. Chi-Square(2)0.1579
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 01/12/15 Time: 17:06
Sample: 1983 2013
Included observations: 31
Presample missing value lagged residuals set to zero.
VariableCoefficientStd. Errort-StatisticProb.
C12.7500999.947470.1275680.8996
GMS0.0839060.1116800.7513060.4598
DIR-0.0934600.183914-0.5081730.6160
LN_ER0.5749562.1699290.2649650.7933
LN_GNI-0.6896004.389711-0.1570950.8765
RESID(-1)0.2911910.2064101.4107380.1712
RESID(-2)-0.3136950.218355-1.4366270.1637
R-squared0.119083Mean dependent var-1.91E-14
Adjusted R-squared-0.101146S.D. dependent var4.482636
S.E. of regression4.703876Akaike info criterion6.130330
Sum squared resid531.0349Schwarz criterion6.454134
Log likelihood-88.02012Hannan-Quinn criter.6.235882
F-statistic0.540724Durbin-Watson stat1.864438
Prob(F-statistic)0.772006
Winarno 5.30
THAILAND 1. REGRESI
Dependent Variable: INFLASI
Method: Least Squares
Date: 01/17/15 Time: 23:04
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C-49.6901023.82403-2.0857140.0470
GMS0.1479870.0859491.7217980.0970
DIR0.2358970.1563471.5088070.1434
LN_ER-1.6912632.639910-0.6406520.5274
LN_GNI2.1412290.9581072.2348530.0342
R-squared0.331489Mean dependent var3.450117
Adjusted R-squared0.228641S.D. dependent var2.014700
S.E. of regression1.769451Akaike info criterion4.125906
Sum squared resid81.40487Schwarz criterion4.357194
Log likelihood-58.95154Hannan-Quinn criter.4.201300
F-statistic3.223102Durbin-Watson stat1.963524
Prob(F-statistic)0.028278
2. MULTIKOLGMS
Dependent Variable: GMS
Method: Least Squares
Date: 01/17/15 Time: 23:21
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C147.428247.544893.1008200.0046
INFLASI0.6916290.4016901.7217980.0970
DIR0.4596100.3407651.3487610.1890
LN_ER-17.360034.636134-3.7445050.0009
LN_GNI-3.2203912.171513-1.4830180.1501
R-squared0.706094Mean dependent var12.84560
Adjusted R-squared0.660877S.D. dependent var6.568784
S.E. of regression3.825282Akaike info criterion5.667831
Sum squared resid380.4523Schwarz criterion5.899119
Log likelihood-82.85138Hannan-Quinn criter.5.743225
F-statistic15.61589Durbin-Watson stat2.115500
Prob(F-statistic)0.000001
DIR
Dependent Variable: DIR
Method: Least Squares
Date: 01/17/15 Time: 23:31
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C39.9716129.951641.3345380.1936
INFLASI0.3412870.2261961.5088070.1434
GMS0.1422780.1054881.3487610.1890
LN_ER6.1169202.9669382.0616950.0494
LN_GNI-2.1048151.188618-1.7708090.0883
R-squared0.310243Mean dependent var10.26815
Adjusted R-squared0.204127S.D. dependent var2.385696
S.E. of regression2.128320Akaike info criterion4.495233
Sum squared resid117.7734Schwarz criterion4.726522
Log likelihood-64.67612Hannan-Quinn criter.4.570627
F-statistic2.923610Durbin-Watson stat1.269138
Prob(F-statistic)0.040261
ER
Dependent Variable: LN_ER
Method: Least Squares
Date: 01/17/15 Time: 23:31
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C-0.0192391.897281-0.0101400.9920
INFLASI-0.0091890.014343-0.6406520.5274
GMS-0.0201810.005390-3.7445050.0009
DIR0.0229710.0111422.0616950.0494
LN_GNI0.1373790.0722471.9015190.0684
R-squared0.664690Mean dependent var3.429905
Adjusted R-squared0.613104S.D. dependent var0.209684
S.E. of regression0.130425Akaike info criterion-1.089343
Sum squared resid0.442279Schwarz criterion-0.858055
Log likelihood21.88482Hannan-Quinn criter.-1.013949
F-statistic12.88505Durbin-Watson stat1.225578
Prob(F-statistic)0.000007
GNI
Dependent Variable: LN_GNI
Method: Least Squares
Date: 01/17/15 Time: 23:33
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C23.036031.69604413.582210.0000
INFLASI0.0752570.0336742.2348530.0342
GMS-0.0242180.016330-1.4830180.1501
DIR-0.0511330.028876-1.7708090.0883
LN_ER0.8887080.4673671.9015190.0684
R-squared0.543485Mean dependent var25.50772
Adjusted R-squared0.473252S.D. dependent var0.457067
S.E. of regression0.331728Akaike info criterion0.777685
Sum squared resid2.861123Schwarz criterion1.008973
Log likelihood-7.054112Hannan-Quinn criter.0.853079
F-statistic7.738313Durbin-Watson stat0.721423
Prob(F-statistic)0.000302
3. UJI ORMALITAS
4. UJI HETERO5. Heteroskedasticity Test: White
F-statistic1.321217Prob. F(4,26)0.2884
Obs*R-squared5.236745Prob. Chi-Square(4)0.2639
Scaled explained SS6.726690Prob. Chi-Square(4)0.1511
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 01/18/15 Time: 07:10
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C2.06254633.453040.0616550.9513
GMS^2-0.0061340.007718-0.7948630.4339
DIR^20.0372990.0231931.6081870.1199
LN_ER^20.6682040.9549030.6997610.4903
LN_GNI^2-0.0156650.052790-0.2967480.7690
R-squared0.168927Mean dependent var2.625963
Adjusted R-squared0.041070S.D. dependent var5.101316
S.E. of regression4.995462Akaike info criterion6.201627
Sum squared resid648.8207Schwarz criterion6.432915
Log likelihood-91.12522Hannan-Quinn criter.6.277021
F-statistic1.321217Durbin-Watson stat2.375123
Prob(F-statistic)0.288351
6. UJI AUTO
Breusch-Godfrey Serial Correlation LM Test:
F-statistic0.129220Prob. F(2,24)0.8794
Obs*R-squared0.330263Prob. Chi-Square(2)0.8478
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 01/18/15 Time: 07:12
Sample: 1983 2013
Included observations: 31
Presample missing value lagged residuals set to zero.
VariableCoefficientStd. Errort-StatisticProb.
C0.02854324.669110.0011570.9991
GMS0.0050890.0895620.0568160.9552
DIR-0.0161150.165733-0.0972350.9233
LN_ER0.1078082.7412880.0393270.9690
LN_GNI-0.0117080.992233-0.0118000.9907
RESID(-1)0.0132770.2038200.0651400.9486
RESID(-2)0.1042350.2076690.5019300.6203
R-squared0.010654Mean dependent var-3.20E-15
Adjusted R-squared-0.236683S.D. dependent var1.647269
S.E. of regression1.831866Akaike info criterion4.244227
Sum squared resid80.53761Schwarz criterion4.568031
Log likelihood-58.78552Hannan-Quinn criter.4.349779
F-statistic0.043073Durbin-Watson stat1.994862
Prob(F-statistic)0.999597
KORSELREGRESI
Dependent Variable: INFLASI
Method: Least Squares
Date: 01/18/15 Time: 07:16
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C-34.9180422.36901-1.5610000.1306
GMS0.0208890.0217090.9622550.3448
DIR0.5669810.1602053.5390980.0015
LN_ER-5.4476401.975678-2.7573520.0105
LN_GNI2.6537980.9303992.8523240.0084
R-squared0.514643Mean dependent var4.058389
Adjusted R-squared0.439972S.D. dependent var2.080614
S.E. of regression1.557027Akaike info criterion3.870124
Sum squared resid63.03267Schwarz criterion4.101412
Log likelihood-54.98692Hannan-Quinn criter.3.945518
F-statistic6.892199Durbin-Watson stat1.660530
Prob(F-statistic)0.000638
1. UJI MULTIKOL2. Dependent Variable: GMS
Method: Least Squares
Date: 01/18/15 Time: 07:17
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C-27.99946207.5994-0.1348730.8938
INFLASI1.6462011.7107740.9622550.3448
DIR0.9130641.7218860.5302700.6004
LN_ER36.6267318.599851.9691950.0597
LN_GNI-8.1296629.328526-0.8714840.3915
R-squared0.199304Mean dependent var16.56747
Adjusted R-squared0.076120S.D. dependent var14.38025
S.E. of regression13.82211Akaike info criterion8.237106
Sum squared resid4967.317Schwarz criterion8.468394
Log likelihood-122.6751Hannan-Quinn criter.8.312500
F-statistic1.617935Durbin-Watson stat1.746640
Prob(F-statistic)0.199660
DIR
Dependent Variable: DIR
Method: Least Squares
Date: 01/18/15 Time: 07:18
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C93.0749514.842186.2709750.0000
INFLASI0.5734180.1620243.5390980.0015
GMS0.0117180.0220980.5302700.6004
LN_ER2.3421212.2115621.0590350.2993
LN_GNI-3.8532810.760491-5.0668310.0000
R-squared0.735924Mean dependent var7.315806
Adjusted R-squared0.695297S.D. dependent var2.836673
S.E. of regression1.565840Akaike info criterion3.881412
Sum squared resid63.74825Schwarz criterion4.112701
Log likelihood-55.16189Hannan-Quinn criter.3.956807
F-statistic18.11415Durbin-Watson stat0.929356
Prob(F-statistic)0.000000
ER
Dependent Variable: LN_ER
Method: Least Squares
Date: 01/18/15 Time: 07:18
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C-1.2886732.026959-0.6357670.5305
INFLASI-0.0415330.015063-2.7573520.0105
GMS0.0035430.0017991.9691950.0597
DIR0.0176560.0166721.0590350.2993
LN_GNI0.3002910.0720884.1656220.0003
R-squared0.637156Mean dependent var6.863131
Adjusted R-squared0.581334S.D. dependent var0.210115
S.E. of regression0.135954Akaike info criterion-1.006315
Sum squared resid0.480569Schwarz criterion-0.775027
Log likelihood20.59788Hannan-Quinn criter.-0.930921
F-statistic11.41404Durbin-Watson stat1.248530
Prob(F-statistic)0.000018
GNI
Dependent Variable: LN_GNI
Method: Least Squares
Date: 01/18/15 Time: 07:19
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C18.570672.2926528.1000830.0000
INFLASI0.0898090.0314862.8523240.0084
GMS-0.0034910.004006-0.8714840.3915
DIR-0.1289380.025447-5.0668310.0000
LN_ER1.3329220.3199814.1656220.0003
R-squared0.769311Mean dependent var27.08204
Adjusted R-squared0.733821S.D. dependent var0.555182
S.E. of regression0.286433Akaike info criterion0.484063
Sum squared resid2.133134Schwarz criterion0.715351
Log likelihood-2.502972Hannan-Quinn criter.0.559457
F-statistic21.67652Durbin-Watson stat0.689731
Prob(F-statistic)0.000000
3. UJI NORMA
4. UJI HETERO5. Heteroskedasticity Test: White
F-statistic0.999282Prob. F(4,26)0.4257
Obs*R-squared4.130760Prob. Chi-Square(4)0.3886
Scaled explained SS1.862107Prob. Chi-Square(4)0.7611
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 01/18/15 Time: 07:21
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C-15.9392915.53363-1.0261150.3143
GMS^2-0.0001080.000354-0.3048990.7629
DIR^20.0278360.0144441.9271840.0650
LN_ER^20.0081300.2172980.0374150.9704
LN_GNI^20.0217160.0255570.8497060.4032
R-squared0.133250Mean dependent var2.033312
Adjusted R-squared-0.000096S.D. dependent var2.339995
S.E. of regression2.340108Akaike info criterion4.684961
Sum squared resid142.3787Schwarz criterion4.916249
Log likelihood-67.61689Hannan-Quinn criter.4.760355
F-statistic0.999282Durbin-Watson stat1.873146
Prob(F-statistic)0.425735
6. UJI AUTO
Breusch-Godfrey Serial Correlation LM Test:
F-statistic0.360947Prob. F(2,24)0.7007
Obs*R-squared0.905218Prob. Chi-Square(2)0.6360
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 01/18/15 Time: 07:22
Sample: 1983 2013
Included observations: 31
Presample missing value lagged residuals set to zero.
VariableCoefficientStd. Errort-StatisticProb.
C-2.20995523.09225-0.0957010.9246
GMS0.0062930.0247810.2539300.8017
DIR0.0197570.1659780.1190320.9062
LN_ER0.3612932.1311890.1695260.8668
LN_GNI-0.0194880.966258-0.0201680.9841
RESID(-1)0.1881520.2227280.8447620.4066
RESID(-2)0.0327520.2367360.1383490.8911
R-squared0.029201Mean dependent var1.09E-14
Adjusted R-squared-0.213499S.D. dependent var1.449513
S.E. of regression1.596769Akaike info criterion3.969521
Sum squared resid61.19208Schwarz criterion4.293324
Log likelihood-54.52757Hannan-Quinn criter.4.075072
F-statistic0.120316Durbin-Watson stat1.935715
Prob(F-statistic)0.992883
KET : MEMAKAI INF GDPINDONESIAREGRESI
Dependent Variable: INFLASI
Method: Least Squares
Date: 01/18/15 Time: 07:28
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C198.1998121.81781.6270180.1158
GMS0.7554440.1231056.1365660.0000
DIR0.4209770.2095152.0092920.0550
LN_ER13.817062.6155245.2827120.0000
LN_GNI-12.409885.342777-2.3227400.0283
R-squared0.818885Mean dependent var11.92392
Adjusted R-squared0.791021S.D. dependent var12.57291
S.E. of regression5.747603Akaike info criterion6.482133
Sum squared resid858.9084Schwarz criterion6.713421
Log likelihood-95.47306Hannan-Quinn criter.6.557527
F-statistic29.38881Durbin-Watson stat1.686289
Prob(F-statistic)0.000000
MULTIKOLGMS
Dependent Variable: GMS
Method: Least Squares
Date: 01/18/15 Time: 07:30
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C-193.6941124.5205-1.5555190.1319
INFLASI0.7830680.1276076.1365660.0000
DIR0.0675240.2288930.2950020.7703
LN_ER-13.210332.826714-4.6733870.0001
LN_GNI12.070145.4886732.1991000.0370
R-squared0.776933Mean dependent var21.08860
Adjusted R-squared0.742615S.D. dependent var11.53437
S.E. of regression5.851743Akaike info criterion6.518046
Sum squared resid890.3154Schwarz criterion6.749335
Log likelihood-96.02972Hannan-Quinn criter.6.593440
F-statistic22.63926Durbin-Watson stat1.779016
Prob(F-statistic)0.000000
DIR
Dependent Variable: DIR
Method: Least Squares
Date: 01/18/15 Time: 07:31
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C164.3928106.58831.5423150.1351
INFLASI0.3192770.1589002.0092920.0550
GMS0.0494050.1674730.2950020.7703
LN_ER-0.2842703.279341-0.0866850.9316
LN_GNI-5.8537314.982335-1.1748970.2507
R-squared0.567781Mean dependent var14.41043
Adjusted R-squared0.501286S.D. dependent var7.087863
S.E. of regression5.005429Akaike info criterion6.205613
Sum squared resid651.4122Schwarz criterion6.436901
Log likelihood-91.18700Hannan-Quinn criter.6.281007
F-statistic8.538666Durbin-Watson stat1.132636
Prob(F-statistic)0.000154
ER
Dependent Variable: LN_ER
Method: Least Squares
Date: 01/18/15 Time: 07:33
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C-25.804924.327330-5.9632430.0000
INFLASI0.0374670.0070925.2827120.0000
GMS-0.0345580.007395-4.6733870.0001
DIR-0.0010160.011725-0.0866850.9316
LN_GNI1.3215590.1621538.1500850.0000
R-squared0.901878Mean dependent var8.319721
Adjusted R-squared0.886783S.D. dependent var0.889506
S.E. of regression0.299299Akaike info criterion0.571943
Sum squared resid2.329077Schwarz criterion0.803231
Log likelihood-3.865113Hannan-Quinn criter.0.647337
F-statistic59.74423Durbin-Watson stat0.968178
Prob(F-statistic)0.000000
GNI
Dependent Variable: LN_GNI
Method: Least Squares
Date: 01/18/15 Time: 07:34
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C21.536790.63626733.848690.0000
INFLASI-0.0138480.005962-2.3227400.0283
GMS0.0129930.0059082.1991000.0370
DIR-0.0086120.007330-1.1748970.2507
LN_ER0.5438180.0667258.1500850.0000
R-squared0.845186Mean dependent var26.04598
Adjusted R-squared0.821368S.D. dependent var0.454265
S.E. of regression0.191994Akaike info criterion-0.316011
Sum squared resid0.958408Schwarz criterion-0.084723
Log likelihood9.898167Hannan-Quinn criter.-0.240617
F-statistic35.48580Durbin-Watson stat0.470924
Prob(F-statistic)0.000000
UJI NORM
HETERO
Heteroskedasticity Test: White
F-statistic7.904880Prob. F(4,26)0.0003
Obs*R-squared17.01169Prob. Chi-Square(4)0.0019
Scaled explained SS21.52407Prob. Chi-Square(4)0.0002
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 01/18/15 Time: 07:36
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C551.6618389.50731.4163070.1686
GMS^20.0737530.0151114.8807440.0000
DIR^2-0.1253180.042247-2.9663480.0064
LN_ER^20.6697031.0399270.6439900.5252
LN_GNI^2-0.8561870.661515-1.2942820.2069
R-squared0.548764Mean dependent var27.70672
Adjusted R-squared0.479343S.D. dependent var53.41918
S.E. of regression38.54544Akaike info criterion10.28824
Sum squared resid38629.53Schwarz criterion10.51953
Log likelihood-154.4678Hannan-Quinn criter.10.36364
F-statistic7.904880Durbin-Watson stat1.797584
Prob(F-statistic)0.000262
AUTO
Breusch-Godfrey Serial Correlation LM Test:
F-statistic0.801766Prob. F(2,24)0.4602
Obs*R-squared1.941509Prob. Chi-Square(2)0.3788
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 01/18/15 Time: 07:37
Sample: 1983 2013
Included observations: 31
Presample missing value lagged residuals set to zero.
VariableCoefficientStd. Errort-StatisticProb.
C-0.506413122.9087-0.0041200.9967
GMS0.0455860.1305400.3492150.7300
DIR-0.0597130.216604-0.2756770.7852
LN_ER0.1291532.6376850.0489640.9614
LN_GNI-0.0249475.388842-0.0046290.9963
RESID(-1)0.1431890.1997940.7166850.4805
RESID(-2)-0.2368590.210951-1.1228150.2726
R-squared0.062629Mean dependent var-4.39E-14
Adjusted R-squared-0.171713S.D. dependent var5.350727
S.E. of regression5.791932Akaike info criterion6.546489
Sum squared resid805.1156Schwarz criterion6.870292
Log likelihood-94.47057Hannan-Quinn criter.6.652040
F-statistic0.267255Durbin-Watson stat1.977962
Prob(F-statistic)0.946840
THAILANDREGRESI
Dependent Variable: INFLASI
Method: Least Squares
Date: 01/18/15 Time: 07:44
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C-93.0283037.35200-2.4905840.0195
GMS0.1844850.0936411.9701290.0596
DIR0.3812190.1695612.2482760.0333
LN_ER3.1402153.0573741.0270950.3138
LN_GNI3.1674571.3485532.3487820.0267
R-squared0.364909Mean dependent var3.474695
Adjusted R-squared0.267203S.D. dependent var2.376781
S.E. of regression2.034609Akaike info criterion4.405174
Sum squared resid107.6305Schwarz criterion4.636462
Log likelihood-63.28020Hannan-Quinn criter.4.480568
F-statistic3.734760Durbin-Watson stat2.309942
Prob(F-statistic)0.015706
MULTIKOLGMS
Dependent Variable: GMS
Method: Least Squares
Date: 01/18/15 Time: 07:48
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C151.823575.554642.0094520.0550
INFLASI0.7040900.3573831.9701290.0596
DIR0.0773040.3617060.2137220.8324
LN_ER-15.836165.241853-3.0210990.0056
LN_GNI-3.4353742.821258-1.2176750.2343
R-squared0.682670Mean dependent var12.84560
Adjusted R-squared0.633850S.D. dependent var6.568784
S.E. of regression3.974795Akaike info criterion5.744513
Sum squared resid410.7739Schwarz criterion5.975802
Log likelihood-84.03996Hannan-Quinn criter.5.819908
F-statistic13.98339Durbin-Watson stat2.115587
Prob(F-statistic)0.000003
DIR
Dependent Variable: DIR
Method: Least Squares
Date: 01/18/15 Time: 07:49
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C167.048129.362115.6892420.0000
INFLASI0.4269690.1899092.2482760.0333
GMS0.0226860.1061470.2137220.8324
LN_ER-6.9842753.002989-2.3257750.0281
LN_GNI-5.4152871.158071-4.6761270.0001
R-squared0.799286Mean dependent var6.736102
Adjusted R-squared0.768407S.D. dependent var4.474342
S.E. of regression2.153235Akaike info criterion4.518510
Sum squared resid120.5470Schwarz criterion4.749798
Log likelihood-65.03691Hannan-Quinn criter.4.593904
F-statistic25.88445Durbin-Watson stat0.720032
Prob(F-statistic)0.000000
ER
Dependent Variable: LN_ER
Method: Least Squares
Date: 01/18/15 Time: 07:50
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C5.1071392.4144872.1152060.0442
INFLASI0.0124170.0120891.0270950.3138
GMS-0.0164070.005431-3.0210990.0056
DIR-0.0246580.010602-2.3257750.0281
LN_GNI-0.0526710.092791-0.5676310.5752
R-squared0.677343Mean dependent var3.429905
Adjusted R-squared0.627703S.D. dependent var0.209684
S.E. of regression0.127941Akaike info criterion-1.127808
Sum squared resid0.425590Schwarz criterion-0.896520
Log likelihood22.48102Hannan-Quinn criter.-1.052414
F-statistic13.64522Durbin-Watson stat0.957291
Prob(F-statistic)0.000004
GNI
Dependent Variable: LN_GNI
Method: Least Squares
Date: 01/18/15 Time: 07:51
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C26.882791.53410017.523500.0000
INFLASI0.0552630.0235282.3487820.0267
GMS-0.0157050.012897-1.2176750.2343
DIR-0.0843570.018040-4.6761270.0001
LN_ER-0.2324010.409423-0.5676310.5752
R-squared0.700377Mean dependent var25.50772
Adjusted R-squared0.654281S.D. dependent var0.457067
S.E. of regression0.268746Akaike info criterion0.356590
Sum squared resid1.877835Schwarz criterion0.587878
Log likelihood-0.527143Hannan-Quinn criter.0.431984
F-statistic15.19390Durbin-Watson stat0.679386
Prob(F-statistic)0.000002
NORM
HETERO
Heteroskedasticity Test: White
F-statistic0.647214Prob. F(4,26)0.6339
Obs*R-squared2.807197Prob. Chi-Square(4)0.5906
Scaled explained SS3.665052Prob. Chi-Square(4)0.4532
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 01/18/15 Time: 07:46
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C10.1447363.696120.1592680.8747
GMS^2-0.0051060.010059-0.5075740.6160
DIR^20.0150790.0391360.3852890.7032
LN_ER^21.5278821.3671301.1175840.2740
LN_GNI^2-0.0378470.090878-0.4164650.6805
R-squared0.090555Mean dependent var3.471950
Adjusted R-squared-0.049360S.D. dependent var6.799871
S.E. of regression6.965670Akaike info criterion6.866555
Sum squared resid1261.535Schwarz criterion7.097843
Log likelihood-101.4316Hannan-Quinn criter.6.941949
F-statistic0.647214Durbin-Watson stat1.732835
Prob(F-statistic)0.633864
AUTO
Breusch-Godfrey Serial Correlation LM Test:
F-statistic0.417172Prob. F(2,24)0.6636
Obs*R-squared1.041487Prob. Chi-Square(2)0.5941
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 01/18/15 Time: 07:47
Sample: 1983 2013
Included observations: 31
Presample missing value lagged residuals set to zero.
VariableCoefficientStd. Errort-StatisticProb.
C2.35490940.168380.0586260.9537
GMS0.0123670.1011630.1222530.9037
DIR-0.0211530.175301-0.1206690.9050
LN_ER0.0478273.2563460.0146870.9884
LN_GNI-0.0997741.502328-0.0664130.9476
RESID(-1)-0.1484410.227610-0.6521730.5205
RESID(-2)0.0952510.2493690.3819690.7058
R-squared0.033596Mean dependent var2.56E-14
Adjusted R-squared-0.208005S.D. dependent var1.894118
S.E. of regression2.081811Akaike info criterion4.500033
Sum squared resid104.0145Schwarz criterion4.823836
Log likelihood-62.75051Hannan-Quinn criter.4.605585
F-statistic0.139057Durbin-Watson stat2.011744
Prob(F-statistic)0.989549
KORSELREGRESI
Dependent Variable: INFLASI
Method: Least Squares
Date: 01/18/15 Time: 08:01
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C29.4793828.120131.0483370.3041
GMS0.0209630.0272900.7681470.4493
DIR0.4075050.2013942.0234210.0534
LN_ER-7.9563722.483629-3.2035270.0036
LN_GNI0.9574691.1696060.8186250.4204
R-squared0.571387Mean dependent var4.132501
Adjusted R-squared0.505446S.D. dependent var2.783298
S.E. of regression1.957342Akaike info criterion4.327742
Sum squared resid99.61085Schwarz criterion4.559030
Log likelihood-62.07999Hannan-Quinn criter.4.403136
F-statistic8.665178Durbin-Watson stat1.239952
Prob(F-statistic)0.000139
MULTIKOLGMS
Dependent Variable: GMS
Method: Least Squares
Date: 01/18/15 Time: 08:08
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C-117.7673202.6934-0.5810120.5662
INFLASI1.0585671.3780780.7681470.4493
DIR1.4383821.5136350.9502830.3507
LN_ER36.4305619.580351.8605670.0742
LN_GNI-4.8220298.364520-0.5764860.5692
R-squared0.189189Mean dependent var16.56747
Adjusted R-squared0.064449S.D. dependent var14.38025
S.E. of regression13.90913Akaike info criterion8.249659
Sum squared resid5030.064Schwarz criterion8.480947
Log likelihood-122.8697Hannan-Quinn criter.8.325053
F-statistic1.516669Durbin-Watson stat1.778261
Prob(F-statistic)0.226444
DIR
Dependent Variable: DIR
Method: Least Squares
Date: 01/18/15 Time: 08:12
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C83.6763320.147254.1532380.0003
INFLASI0.3338540.1649952.0234210.0534
GMS0.0233360.0245570.9502830.3507
LN_ER1.6556292.6349270.6283400.5353
LN_GNI-3.3043880.854201-3.8683950.0007
R-squared0.661943Mean dependent var7.315806
Adjusted R-squared0.609934S.D. dependent var2.836673
S.E. of regression1.771652Akaike info criterion4.128392
Sum squared resid81.60751Schwarz criterion4.359680
Log likelihood-58.99007Hannan-Quinn criter.4.203786
F-statistic12.72751Durbin-Watson stat0.796879
Prob(F-statistic)0.000007
ER
Dependent Variable: LN_ER
Method: Least Squares
Date: 01/18/15 Time: 08:13
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C1.1983211.9050730.6290160.5348
INFLASI-0.0355700.011103-3.2035270.0036
GMS0.0032250.0017331.8605670.0742
DIR0.0090350.0143780.6283400.5353
LN_GNI0.2101860.0676333.1077610.0045
R-squared0.663768Mean dependent var6.863131
Adjusted R-squared0.612040S.D. dependent var0.210115
S.E. of regression0.130873Akaike info criterion-1.082486
Sum squared resid0.445322Schwarz criterion-0.851198
Log likelihood21.77854Hannan-Quinn criter.-1.007092
F-statistic12.83190Durbin-Watson stat1.230297
Prob(F-statistic)0.000007
GNI
Dependent Variable: LN_GNI
Method: Least Squares
Date: 01/18/15 Time: 08:14
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C18.981622.9549836.4235960.0000
INFLASI0.0262430.0320580.8186250.4204
GMS-0.0026170.004540-0.5764860.5692
DIR-0.1105510.028578-3.8683950.0007
LN_ER1.2886410.4146523.1077610.0045
R-squared0.704736Mean dependent var27.08204
Adjusted R-squared0.659311S.D. dependent var0.555182
S.E. of regression0.324052Akaike info criterion0.730863
Sum squared resid2.730248Schwarz criterion0.962151
Log likelihood-6.328377Hannan-Quinn criter.0.806257
F-statistic15.51422Durbin-Watson stat0.349676
Prob(F-statistic)0.000001
NORM
HETERO
Heteroskedasticity Test: White
F-statistic0.215992Prob. F(4,26)0.9271
Obs*R-squared0.996988Prob. Chi-Square(4)0.9103
Scaled explained SS0.537503Prob. Chi-Square(4)0.9697
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 01/18/15 Time: 08:04
Sample: 1983 2013
Included observations: 31
VariableCoefficientStd. Errort-StatisticProb.
C-20.5132228.36787-0.7231140.4761
GMS^2-0.0001870.000647-0.2889300.7749
DIR^20.0115550.0263780.4380570.6650
LN_ER^20.0045780.3968350.0115370.9909
LN_GNI^20.0311980.0466730.6684270.5098
R-squared0.032161Mean dependent var3.213253
Adjusted R-squared-0.116737S.D. dependent var4.044027
S.E. of regression4.273558Akaike info criterion5.889460
Sum squared resid474.8457Schwarz criterion6.120749
Log likelihood-86.28664Hannan-Quinn criter.5.964855
F-statistic0.215992Durbin-Watson stat1.817622
Prob(F-statistic)0.927140
AUTO
Breusch-Godfrey Serial Correlation LM Test:
F-statistic3.247900Prob. F(2,24)0.0564
Obs*R-squared6.603197Prob. Chi-Square(2)0.0368
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 01/18/15 Time: 08:05
Sample: 1983 2013
Included observations: 31
Presample missing value lagged residuals set to zero.
VariableCoefficientStd. Errort-StatisticProb.
C-8.23429026.17558-0.3145790.7558
GMS0.0032550.0283690.1147450.9096
DIR0.0714280.1883660.3791980.7079
LN_ER0.0090422.3574400.0038350.9970
LN_GNI0.2804321.0990050.2551690.8008
RESID(-1)0.4998990.2024142.4696890.0210
RESID(-2)-0.2688650.222963-1.2058720.2396
R-squared0.213006Mean dependent var9.00E-15
Adjusted R-squared0.016258S.D. dependent var1.822186
S.E. of regression1.807313Akaike info criterion4.217239
Sum squared resid78.39311Schwarz criterion4.541042
Log likelihood-58.36720Hannan-Quinn criter.4.322791
F-statistic1.082633Durbin-Watson stat2.081906
Prob(F-statistic)0.400508