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Estimation Equation

Dependent Variable: Y
Method: Least Squares
Date: 06/05/10 Time: 06:59
Sample: 1971 1996
Included observations: 26
Variable Coefficient Std. Error t-Statistic Prob.
C 11647.35 910.6293 12.79044 0.0000
X1 1.186269 0.292333 4.057938 0.0005
X2 -469.9085 84.80438 -5.541088 0.0000
R-squared 0.656305 Mean dependent var 10409.76
Adjusted R-squared 0.626419 S.D. dependent var 1863.637
S.E. of regression 1139.079 Akaike info criterion 17.02199
Sum squared resid 29842507 Schwarz criterion 17.16716
Log likelihood -218.2859 F-statistic 21.95993
Durbin-Watson stat 1.486476 Prob(F-statistic) 0.000005

Uji Normalitas

8
Series: Residuals
7 Sample 1971 1996
Observations 26
6
Mean -2.31E-12
5
Median 82.68454
4 Maximum 2043.853
Minimum -2058.262
3 Std. Dev. 1092.566
Skewness 0.152339
2 Kurtosis 2.294438

1 Jarque-Bera 0.639867
Probability 0.726197
0
-2000 -1000 0 1000 2000

Uji Autokorelasi
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 0.616354 Probability 0.549392
Obs*R-squared 1.441589 Probability 0.486366

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 06/05/10 Time: 07:04
Presample missing value lagged residuals set to zero.
Variable Coefficient Std. Error t-Statistic Prob.
C 72.38835 941.2813 0.076904 0.9394
X1 0.012901 0.299867 0.043024 0.9661
X2 -11.37910 90.70160 -0.125456 0.9014
RESID(-1) 0.250764 0.237070 1.057761 0.3022
RESID(-2) -0.114204 0.238994 -0.477854 0.6377
R-squared 0.055446 Mean dependent var -2.31E-12
Adjusted R-squared -0.124469 S.D. dependent var 1092.566
S.E. of regression 1158.568 Akaike info criterion 17.11880
Sum squared resid 28187868 Schwarz criterion 17.36074
Log likelihood -217.5444 F-statistic 0.308177
Durbin-Watson stat 1.905245 Prob(F-statistic) 0.869238

Uji heterokorelasi

White Heteroskedasticity Test:


F-statistic 1.877308 Probability 0.151983
Obs*R-squared 6.848308 Probability 0.144125

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 06/05/10 Time: 07:05
Sample: 1971 1996
Included observations: 26
Variable Coefficient Std. Error t-Statistic Prob.
C -178137.3 3014062. -0.059102 0.9534
X1 -5473.391 3709.124 -1.475656 0.1549
X1^2 1.226409 0.924454 1.326632 0.1989
X2 1488676. 669011.2 2.225189 0.0372
X2^2 -73398.43 35344.37 -2.076666 0.0503
R-squared 0.263396 Mean dependent var 1147789.
Adjusted R-squared 0.123091 S.D. dependent var 1331739.
S.E. of regression 1247086. Akaike info criterion 31.08156
Sum squared resid 3.27E+13 Schwarz criterion 31.32350
Log likelihood -399.0603 F-statistic 1.877308
Durbin-Watson stat 1.339894 Prob(F-statistic) 0.151983

Uji Multikolinearitas
Dependent Variable: X1
Method: Least Squares
Date: 06/05/10 Time: 07:06
Sample: 1971 1996
Included observations: 26
Variable Coefficient Std. Error t-Statistic Prob.
C 1942.361 497.1051 3.907345 0.0007
X2 22.70459 59.03380 0.384603 0.7039
R-squared 0.006126 Mean dependent var 2123.893
Adjusted R-squared -0.035286 S.D. dependent var 781.7003
S.E. of regression 795.3722 Akaike info criterion 16.26930
Sum squared resid 15182808 Schwarz criterion 16.36608
Log likelihood -209.5009 F-statistic 0.147920
Durbin-Watson stat 0.115997 Prob(F-statistic) 0.703918