Вы находитесь на странице: 1из 9

year

price
gdp
lnprice
1970
23400
1038.5 10.06049
1971
25200
1127.1 10.1346
1972
27600
1238.3 10.22557
1973
32500
1382.7
10.389
1974
35900
1500 10.48849
1975
39300
1638.3 10.57898
1976
44200
1825.3 10.69648
1977
48800
2030.9 10.79549
1978
55700
2294.7 10.92774
1979
62900
2563.3 11.0493
1980
64600
2789.5 11.07597
1981
68900
3128.4 11.14041
1982
69300
3255 11.1462
1983
75300
3536.7 11.22924
1984
79900
3933.2 11.28853
1985
84300
4220.3 11.34214
1986
92000
4462.8 11.42954
1987
104500
4739.5 11.55694
1988
112500
5103.8 11.63071
1989
120000
5484.4 11.69525
1990
122900
5803.1 11.71913
1991
120000
5995.9 11.69525
1992
121500
6337.7 11.70767
1993
126500
6657.4
11.748
1994
130000
7072.2 11.77529
1995
133900
7397.7 11.80485
1996
140000
7816.9 11.8494
1997
146000
8304.3 11.89136
1998
152500
8747 11.93492
1999
161000
9268.4 11.98916
2000
169000
9817 12.03765
2001
175200
10128 12.07368
2002
187600 10469.6 12.14207
2003
195000 10960.8 12.18075
2004
221000 11685.9 12.30592
2005
240900 12421.9 12.39214
2006
246500 13178.4 12.41512
2007
247900 13807.5 12.42078

year

Yt
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007

t
1038.5 412738.742
1127.1 443493.416
1238.3 484499.648
1382.7 568220.705
1500 626312.867
1638.3 684405.029
1825.3 768126.086
2030.9 846721.364
2294.7 964614.281
2563.3
1087633
2789.5 1116679.06
3128.4 1190148.56
3255 1196982.93
3536.7 1299498.51
3933.2 1378093.79
4220.3 1453271.88
4462.8 1584833.54
4739.5 1798407.67
5103.8 1935095.11
5484.4 2063239.58
5803.1 2112788.78
5995.9 2063239.58
6337.7 2088868.48
6657.4 2174298.13
7072.2 2234098.88
7397.7
2300734
7816.9 2404958.18
8304.3 2507473.76
8747 2618532.31
9268.4 2763762.71
9817 2900450.15
10128 3006382.92
10469.6 3218248.45
10960.8 3344684.33
11685.9 3788918.51
12421.9 4128928.52
13178.4 4224609.73
13807.5
4248530

antilog
ln Yt
12.8623602
7283836690999 6.945533
12.926690515 8446767000171.25 7.027403
13.005659658 10131171293577.7 7.121495
13.147522097 14045011444257.8 7.231793
13.233891841 17135305083735.5 7.31322
13.312440361 20532430491701 7.401414
13.414437881 25967962830166.3
7.5095
13.500380814 31650517391123.7 7.616234
13.615181869 41227012911624.8 7.738357
13.720708709 52566457309636.9 7.849051
13.743858401 55444490998685.5 7.933618
13.79979785 63066372290796.9 8.048277
13.804822825 63800315321164.5 8.087948
13.876902552 75318654262385.8 8.170949
13.928374911 84795911182416.2 8.277209
13.974908253 94386146056766.7 8.347661
14.050782699 112404241343604 8.403532
14.161372491 145001498547084 8.463687
14.225406082 168037450021536 8.537741
14.28142952 191174305082839 8.609663
14.30215821 200520237519994 8.666148
14.28142952 191174305082839 8.698831
14.292213038 195980579613451 8.754271
14.327220281 212432168062109 8.803484
14.350911553 224342498922233 8.863927
14.376570426 237996420966729 8.908924
14.415241868 260160804946929 8.964043
14.451669394 282923742477065 9.024529
14.489480417 308660045988569 9.076466
14.536563899 344004321895452 9.134366
14.578660001 379018144571451 9.191871
14.609935809 407320069755779 9.223059
14.669297238 466978878764408 9.256231
14.702880406 504522345164855 9.302081
14.811529774 647932514147869 9.366138
14.886373392 769791997874222 9.427216
14.90632153 805974923626733 9.486334
14.911237752 815150410609253 9.532967

ln(t)
12.93057
13.00244
13.09087
13.25027
13.34761
13.43631
13.55171
13.64913
13.77948
13.89951
13.92587
13.98959
13.99531
14.07749
14.13621
14.18933
14.27599
14.40241
14.47567
14.53979
14.56352
14.53979
14.55213
14.59222
14.61935
14.64874
14.69304
14.73479
14.77812
14.8321
14.88038
14.91625
14.98435
15.02288
15.14759
15.23353
15.25644
15.26208

price
ln price
23400 10.060491
25200 10.134599
27600 10.225571
32500 10.388995
35900 10.488493
39300 10.57898
44200 10.69648
48800 10.795486
55700 10.927735
62900 11.049301
64600 11.07597
68900 11.140411
69300
11.1462
75300 11.229235
79900 11.288531
84300 11.342137
92000 11.429544
104500 11.556942
112500 11.630709
120000 11.695247
122900 11.719126
120000 11.695247
121500 11.70767
126500 11.747998
130000 11.77529
133900 11.804849
140000 11.849398
146000 11.891362
152500 11.93492
161000 11.98916
169000 12.037654
175200 12.073683
187600 12.142067
195000 12.180755
221000 12.305918
240900 12.392137
246500 12.415117
247900 12.420781

Dependent Variable: PRICE


Method: Least Squares
Date: 11/03/16 Time: 10:37
Sample: 1970 2007
Included observations: 38
Variable
C
GDP
R-squared
Adjusted R
S.E. of reg
Sum square
Log likelih
F-statistic
Prob(F-stati

Dependent Variable: LNPRICE


Method: Least Squares
Date: 11/03/16 Time: 10:42
Sample: 1970 2007
Included observations: 38
Variable
C
LNGDP
R-squared
Adjusted R
S.E. of reg
Sum square
Log likelih
F-statistic
Prob(F-stati

ependent Variable: PRICE


Method: Least Squares
ate: 11/03/16 Time: 10:37
ample: 1970 2007
ncluded observations: 38
Coefficient

Std. Error t-Statistic Prob.

12927.98
2,196,546 5,885,596 0.0000
17.08593 0.315860 5,409,330 0.0000
0.987846
0.987509
7,251,954
1.89E+09
-3,906,754
2,926,085
0.000000

Mean dependent va113268.4


S.D. dependent var64886.29
Akaike info criterio
2,066,713
Schwarz criterion
2,075,331
Hannan-Quinn crite
2,069,779
Durbin-Watson stat0.334658

ependent Variable: LNPRICE


Method: Least Squares
ate: 11/03/16 Time: 10:42
ample: 1970 2007
ncluded observations: 38
Coefficient

Std. Error t-Statistic Prob.

4.129230 0.109404 3,774,288 0.0000


0.868062
0.012927 6,715,168 0.0000
0.992080
0.991860
0.060357
0.131145
5,379,206
4,509,348
0.000000

Mean dependent va
1,144,643
S.D. dependent var0.668971
Akaike info criterio
-2,725,898
Schwarz criterion
-2,639,709
Hannan-Quinn crite
-2,695,232
Durbin-Watson stat0.270788

tahun
Yt
t
1970
1038.5 412738.74
1971
1127.1 443493.42
1972
1238.3 484499.65
1973
1382.7 568220.71
1974
1500 626312.87
1975
1638.3
684405
1976
1825.3 768126.09
1977
2030.9 846721.36
1978
2294.7 964614.28
1979
2563.3 1087633
1980
2789.5 1116679
1981
3128.4 1190149
1982
3255 1196983
1983
3536.7 1299499
1984
3933.2 1378094
1985
4220.3 1453272
1986
4462.8 1584834
1987
4739.5 1798408
1988
5103.8 1935095
1989
5484.4 2063240
1990
5803.1 2112789
1991
5995.9 2063240
1992
6337.7 2088868
1993
6657.4 2174298
1994
7072.2 2234099
1995
7397.7 2300734
1996
7816.9 2404958
1997
8304.3 2507474
1998
8747 2618532
1999
9268.4 2763763
2000
9817 2900450
2001
10128 3006383
2002 10469.6 3218248
2003 10960.8 3344684
2004 11685.9 3788919
2005 12421.9 4128929
2006 13178.4 4224610
2007 13807.5 4248530
Jumlah
223162.4 74032523

antilog lnYt
ln Yt
ln(t)
12.86236
7283836690999 6.945533 12.93057
12.92669 8446767000171.27 7.027403 13.00244
13.00566 10131171293577.7 7.121495 13.09087
13.14752 14045011444257.8 7.231793 13.25027
13.23389 17135305083735.6 7.31322 13.34761
13.31244 20532430491701.1 7.401414 13.43631
13.41444 25967962830166.3
7.5095 13.55171
13.50038 31650517391123.9 7.616234 13.64913
13.61518 41227012911624.9 7.738357 13.77948
13.72071 52566457309637 7.849051 13.89951
13.74386 55444490998685.6 7.933618 13.92587
13.7998 63066372290797.1 8.048277 13.98959
13.80482 63800315321164.6 8.087948 13.99531
13.8769 75318654262386.2 8.170949 14.07749
13.92837 84795911182416.4 8.277209 14.13621
13.97491 94386146056767.3 8.347661 14.18933
14.05078 112404241343604 8.403532 14.27599
14.16137 145001498547084 8.463687 14.40241
14.22541 168037450021537 8.537741 14.47567
14.28143 191174305082839 8.609663 14.53979
14.30216 200520237519996 8.666148 14.56352
14.28143 191174305082839 8.698831 14.53979
14.29221 195980579613452 8.754271 14.55213
14.32722 212432168062109 8.803484 14.59222
14.35091 224342498922234 8.863927 14.61935
14.37657 237996420966730 8.908924 14.64874
14.41524 260160804946931 8.964043 14.69304
14.45167 282923742477066 9.024529 14.73479
14.48948 308660045988571 9.076466 14.77812
14.53656 344004321895454 9.134366 14.8321
14.57866 379018144571452 9.191871 14.88038
14.60994 407320069755779 9.223059 14.91625
14.6693 466978878764411 9.256231 14.98435
14.70288 504522345164856 9.302081 15.02288
14.81153 647932514147869 9.366138 15.14759
14.88637 769791997874225 9.427216 15.23353
14.90632 805974923626736 9.486334 15.25644
14.91124 815150410609253 9.532967 15.26208
18.12002

Yt2
1078482.25
1270354.41
1533386.89
1911859.29
2250000
2684026.89
3331720.09
4124554.81
5265648.09
6570506.89
7781310.25
9786886.56
10595025
12508246.89
15470062.24
17810932.09
19916583.84
22462860.25
26048774.44
30078643.36
33675969.61
35950816.81
40166441.29
44320974.76
50016012.84
54725965.29
61103925.61
68961398.49
76510009
85903238.56
96373489
102576384
109612524.16
120139136.64
136560258.81
154303599.61
173670226.56
190647056.25
1837697292

(t)2
Yt*t
170353269147.74
428629183.567
196686410035.35
499861429.1736
234739908912.12
599955914.1184
322874769590.7
785678768.8035
392267807369.76
939469300.5
468410243720.49 1121260759.0107
590017683993.68 1402060544.7758
716937068254.02 1719606418.1476
930480711109.15 2213500390.6107
1182945492657.9 2787929609.9441
1246972118575.8
3114976232.291
1416453587729.2 3723260745.7188
1432768132317.4
3896179433.895
1688696374893.2 4595936376.7803
1899142485768 5420318483.0284
2111999154292.2 6133243310.9437
2511697349508.9
7072795122.312
3234270129530.8 8523553128.2675
3744593065395
9876338396.899
4256957564478.6 11315631152.552
4463876416217.2 12260724551.8087
4256957564478.6 12370978197.722
4363371505848.8 13238621734.0075
4727572336378.5 14475172337.375
4991197805617.3 15799994099.136
5293376970966.3 17020139963.5839
5783823847548.9 18799317597.242
6287424657088.5 20822814345.168
6856711432328.6 22904302071.835
7638384317186.6 25615658301.364
8412611072635
28473719122.55
9038338237616.7 30448646173.248
10357123073055 33693773951.1808
11186913267348 36660416004.264
14355903475421 44276922816.009
17048050698496 51289137145.3223
17847327328565
55673596799.94
18050007390321 58661578347.8025
189708234724394 588655698260.898
3.465155311E+023

(Yt*t)2
3E+017
1E+017
7E+017
1E+017
3E+017
E+018
E+018
E+018
E+018
E+018
E+018
+019
+019
+019
+019
+019
+019
+019
+019
020
020
020
020
020
020
020
020
020
020
020
020
020
21
21
21
21
21
21
2

(ln Yt)2
(ln(t))2
ln Yt*ln(t)
(ln Yt*ln(t))2
48.240423699 167.19964274 89.80969663 8065.7816083684
49.384396315 169.06340006 91.3733766 8349.0939507905
50.715687477 171.3709293 93.22657611 8691.1944928916
52.298835612 175.56952754 95.82318018 9182.0818591406
53.48319243 178.15856759 97.61397929 9528.488953255
54.780935088 180.53429659 99.44766253 9889.8375829864
56.392584784 183.64882151 101.7665551 10356.431737686
58.007025271 186.29866654 103.9549492 10806.631457668
59.882175173 189.87416805 106.6305688 11370.078192022
61.607597988 193.19649811 109.0979935 11902.372188438
62.942288973 193.92984723 110.4825257 12206.388484884
64.774762198 195.70859186 112.5920845 12676.977497643
65.414895647 195.86883419 113.1933715 12812.739349262
66.764413574 198.17569614 115.0264497 13231.084137545
68.512182587 199.83248373 117.0083741 13690.959612045
69.683452428 201.33703025 118.4477073 14029.859369047
70.619344205 203.8038887 119.9687333 14392.496966434
71.633996346 207.4294772 121.8975078 14859.002411845
72.893015224 209.54493605 123.5894907 15274.36221386
74.126296586 211.40543268 125.1826737 15670.701802391
75.102113125 212.09609522 126.2096071 15928.864936353
75.669663921 211.40543268 126.4791605 15996.978041602
76.637264341 211.76457711 127.3933196 16229.057874361
77.501335766 212.93278149 128.4623485 16502.574993584
78.569199813 213.72535112 129.5848364 16792.22981737
79.368934323 214.58554736 130.5045065 17031.426214997
80.354072921 215.88551473 131.7090748 17347.280393427
81.442118833 217.11392831 132.9745026 17682.218350046
82.3822362 218.39296462 134.1331458 17991.700795792
83.436643024 219.9912975 135.4818636 18355.335357531
84.490489828 221.42560499 136.7784991 18708.357826135
85.064819981 222.49446111 137.5734396 18926.451281239
85.677814153 224.53067927 138.6985862 19237.297810145
86.528702569 225.68700992 139.7440666 19528.404154791
87.724546015 229.44951864 141.8744334 20128.354856016
88.872407598 232.06039033 143.6097685 20623.765596333
89.990540437 232.75888341 144.7276674 20946.097709763
90.87746367 232.93119597 145.4929424 21168.196299239
2721.8478681 7781.1819698 4597.565225 566111.15617692
21137606

Dependent Variable: PRICE


Method: Least Squares
Date: 11/03/16 Time: 10:37
Sample: 1970 2007
Included observations: 38
Variable

Coefficient

C
GDP

12927.98
2,196,546
17.08593 0.315860

R-squared 0.987846
Adjusted R0.987509
S.E. of reg
7,251,954
Sum square1.89E+09
Log likelih
-3,906,754
F-statistic
2,926,085
Prob(F-stati0.000000

Std. Error

0.987846
0.9939454423

model 2 lebih baik karena R2 lebih besar

Prob.

5,885,596 0.0000
5,409,330 0.0000

Mean dependent var


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

R2 model 1R2 model 2


0.993945 0.9980363956
R2 1
R2 2

t-Statistic

113268.4
64886.29
2,066,713
2,075,331
2,069,779
0.334658

Dependent Variable: LNPRICE


Method: Least Squares
Date: 11/03/16 Time: 10:42
Sample: 1970 2007
Included observations: 38
Variable

Coefficient

C
LNGDP

4.129230 0.109404
0.868062
0.012927

R-squared 0.992080
Adjusted R0.991860
S.E. of reg 0.060357
Sum square0.131145
Log likelih
5,379,206
F-statistic
4,509,348
Prob(F-stati0.000000

R2 1
R2 2

Std. Error t-Statistic

Prob.

3,774,288 0.0000
6,715,168 0.0000

Mean dependent var


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

0.992080
0.998036396

model 2 lebih baik karena R2 lebih besar

1,144,643
0.668971
-2,725,898
-2,639,709
-2,695,232
0.270788