WLS

Dependent Variable: IHSG

Method: Least Squares
Date: 12/02/15 Time: 11:25
Sample: 1 76
Included observations: 76
Weighting series: DJIA^0.265701
White Heteroskedasticity-Consistent Standard Errors & Covariance
Variable

Coefficient

Std. Error

t-Statistic

Prob.

INFLASI
SBI
KURS
DJIA
C

-57.46678
-298.2495
0.066737
0.337102
1080.092

45.13077
131.0252
0.044004
0.053219
981.8676

-1.273339
-2.276277
1.516617
6.334301
1.100038

0.2071
0.0258
0.1338
0.0000
0.2750

Weighted Statistics
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.885751
0.879315
453.9700
14632303
-570.2237
137.6130
0.000000

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

3540.263
1511.635
15.13746
15.29080
15.19875
0.714559

Unweighted Statistics
R-squared
Adjusted R-squared
S.E. of regression
Durbin-Watson stat

OLS

0.823415
0.813466
551.8343
0.849962

Mean dependent var

S.D. dependent var
Sum squared resid

3470.110
1277.703
21620998

Dependent Variable: IHSG

Method: Least Squares
Date: 12/02/15 Time: 11:26
Sample: 1 76
Included observations: 76
Variable

Coefficient

Std. Error

t-Statistic

Prob.

INFLASI
SBI
KURS
DJIA
C

-10.60720
-430.1488
0.099592
0.265701
2246.861

42.96281
107.9182
0.038082
0.031117
790.4826

-0.246893
-3.985877
2.615195
8.538742
2.842392

0.8057
0.0002
0.0109
0.0000
0.0058

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.836581
0.827374
530.8640
20008977
-582.1157
90.86620
0.000000

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

3470.110
1277.703
15.45041
15.60375
15.51170
0.753424

Perbandingan nilai R kuadrat dan Se :

OLS
0.836581

UJI WHITE

WLS
0.823415

Dependent Variable: IHSG

Method: Least Squares
Date: 12/02/15 Time: 11:15
Sample: 1 76
Included observations: 76
White Heteroskedasticity-Consistent Standard Errors & Covariance
Variable

Coefficient

Std. Error

t-Statistic

Prob.

INFLASI
SBI
KURS
DJIA
C

-10.60720
-430.1488
0.099592
0.265701
2246.861

60.82628
173.7029
0.061018
0.087035
1439.307

-0.174385
-2.476348
1.632177
3.052796
1.561072

0.8621
0.0157
0.1071
0.0032
0.1230

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.836581
0.827374
530.8640
20008977
-582.1157
90.86620
0.000000

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

3470.110
1277.703
15.45041
15.60375
15.51170
0.753424

DIBANDINGKAN dengan nilai sebelumnya (tanpa robust ) maka standard eror

intersep menurun dan SE koefisien slope meningkat sedikit. Kemudian diuji white .