Uji Data Thursday February 21 21:25:28 2019 Page 9

. reg C In

Source SS df MS Number of obs = 68

F(1, 66) = 9.69
Model 25928.6951 1 25928.6951 Prob > F = 0.0027
Residual 176540.029 66 2674.84892 R-squared = 0.1281
Adj R-squared = 0.1149
Total 202468.724 67 3021.92125 Root MSE = 51.719

C Coef. Std. Err. t P>|t| [95% Conf. Interval]

In -7.867447 2.52693 -3.11 0.003 -12.91263 -2.82227

_cons 266.0587 8.613154 30.89 0.000 248.862 283.2555

. reg C R
no observations
r(2000);

. replace R = " 6.50 " in 66

(1 real change made)

. recast strL R

. recast str R

. generate time=q(1959q1)+_n-1

. drop t

. drop time

. gen t = _n

. tsset t
time variable: t, 1 to 68
delta: 1 unit

. generate time=q(2000q1)+_n-1

. format time %tq

. sort time

. tsset time
time variable: time, 2000q1 to 2016q4
delta: 1 quarter

. gen ln_C = log( C )

. gen ln_ Y = log( Y )

variable Y already defined
r(110);

. gen ln_Y = log( Y )

. gen ln_F = log( F )

(8 missing values generated)
Uji Data Thursday February 21 21:25:28 2019 Page 10

. gen inf = 68*( ln_C[_n]- ln_C[_n-1])

(1 missing value generated)

. drop inf

. gen inf = 69*( ln_C[_n]- ln_C[_n-1])

(1 missing value generated)

. drop inf

. gen inf = 400*( ln_C[_n]- ln_C[_n-1])

(1 missing value generated)

. gen inf2 = 400*( ln_Y[_n]- ln_Y[_n-1])

(1 missing value generated)

. corrgram inf if tin(2000q1,2016q4)

-1 0 1 -1 0 1
LAG AC PAC Q Prob>Q [Autocorrelation] [Partial Autocor]

1 -0.5193 -0.5217 18.891 0.0000

2 0.0815 -0.2580 19.364 0.0001
3 -0.3623 -0.6934 28.848 0.0000
4 0.7054 0.4636 65.357 0.0000
5 -0.3678 0.2116 75.444 0.0000
6 0.0082 -0.1342 75.449 0.0000
7 -0.2994 -0.2373 82.356 0.0000
8 0.6273 0.1645 113.19 0.0000
9 -0.3838 -0.2073 124.93 0.0000
10 0.0403 -0.0298 125.06 0.0000
11 -0.3742 -0.5805 136.61 0.0000
12 0.7015 0.2335 177.98 0.0000
13 -0.4020 -0.0344 191.82 0.0000
14 0.0846 0.2641 192.44 0.0000
15 -0.3264 0.0912 201.91 0.0000
16 0.5796 0.0974 232.37 0.0000
17 -0.2876 -0.0759 240.01 0.0000
18 0.0218 0.0330 240.06 0.0000
19 -0.2171 0.1229 244.6 0.0000
20 0.4964 0.3214 268.84 0.0000
21 -0.2929 -0.0889 277.46 0.0000
22 0.0645 0.0736 277.89 0.0000
23 -0.2964 -0.1579 287.12 0.0000
24 0.5289 0.2082 317.19 0.0000
25 -0.3063 0.1117 327.52 0.0000
26 0.0567 0.0558 327.88 0.0000
27 -0.2509 0.2065 335.16 0.0000
28 0.4238 0.5499 356.44 0.0000
29 -0.2344 0.4210 363.13 0.0000
30 -0.0040 -0.2962 363.13 0.0000
31 -0.1172 0.6712 364.9 0.0000

. corrgram inf if tin(2000q1,2016q4) noplot lags 8

invalid 'noplot'
r(198);

. corrgram inf if tin(2000q1,2016q4), noplot lags(8)

LAG AC PAC Q Prob>Q

1 -0.5193 -0.5217 18.891 0.0000

2 0.0815 -0.2580 19.364 0.0001
3 -0.3623 -0.6934 28.848 0.0000
4 0.7054 0.4636 65.357 0.0000
5 -0.3678 0.2116 75.444 0.0000
6 0.0082 -0.1342 75.449 0.0000
7 -0.2994 -0.2373 82.356 0.0000
8 0.6273 0.1645 113.19 0.0000
Uji Data Thursday February 21 21:25:29 2019 Page 11

. corrgram inf if tin(2000q1,2016q4), noplot lags(68)

lags() too large; must be less than 67
r(498);

. corrgram inf if tin(2000q1,2016q4), noplot lags(67)

lags() too large; must be less than 67
r(498);

. corrgram inf if tin(2000q1,2016q4), noplot lags(66)

LAG AC PAC Q Prob>Q

1 -0.5193 -0.5217 18.891 0.0000

2 0.0815 -0.2580 19.364 0.0001
3 -0.3623 -0.6934 28.848 0.0000
4 0.7054 0.4636 65.357 0.0000
5 -0.3678 0.2116 75.444 0.0000
6 0.0082 -0.1342 75.449 0.0000
7 -0.2994 -0.2373 82.356 0.0000
8 0.6273 0.1645 113.19 0.0000
9 -0.3838 -0.2073 124.93 0.0000
10 0.0403 -0.0298 125.06 0.0000
11 -0.3742 -0.5805 136.61 0.0000
12 0.7015 0.2335 177.98 0.0000
13 -0.4020 -0.0344 191.82 0.0000
14 0.0846 0.2641 192.44 0.0000
15 -0.3264 0.0912 201.91 0.0000
16 0.5796 0.0974 232.37 0.0000
17 -0.2876 -0.0759 240.01 0.0000
18 0.0218 0.0330 240.06 0.0000
19 -0.2171 0.1229 244.6 0.0000
20 0.4964 0.3214 268.84 0.0000
21 -0.2929 -0.0889 277.46 0.0000
22 0.0645 0.0736 277.89 0.0000
23 -0.2964 -0.1579 287.12 0.0000
24 0.5289 0.2082 317.19 0.0000
25 -0.3063 0.1117 327.52 0.0000
26 0.0567 0.0558 327.88 0.0000
27 -0.2509 0.2065 335.16 0.0000
28 0.4238 0.5499 356.44 0.0000
29 -0.2344 0.4210 363.13 0.0000
30 -0.0040 -0.2962 363.13 0.0000
31 -0.1172 0.6712 364.9 0.0000
32 0.3226 . 378.64 0.0000
33 -0.2466 . 386.91 0.0000
34 0.1017 . 388.36 0.0000
35 -0.2275 . 395.83 0.0000
36 0.3681 . 416.04 0.0000
37 -0.2443 . 425.24 0.0000
38 0.1170 . 427.42 0.0000
39 -0.2184 . 435.3 0.0000
40 0.2832 . 449.03 0.0000
41 -0.1629 . 453.74 0.0000
42 0.0539 . 454.28 0.0000
43 -0.1321 . 457.64 0.0000
44 0.2275 . 468.04 0.0000
45 -0.1656 . 473.81 0.0000
46 0.0790 . 475.18 0.0000
47 -0.1514 . 480.48 0.0000
48 0.2353 . 493.96 0.0000
49 -0.1724 . 501.59 0.0000
50 0.0998 . 504.3 0.0000
51 -0.1176 . 508.3 0.0000
52 0.1485 . 515.09 0.0000
53 -0.1126 . 519.28 0.0000
54 0.0522 . 520.25 0.0000
55 -0.0645 . 521.85 0.0000
56 0.1057 . 526.54 0.0000
57 -0.0995 . 531.12 0.0000
58 0.0527 . 532.55 0.0000
59 -0.0486 . 533.92 0.0000
60 0.0803 . 538.17 0.0000
Uji Data Thursday February 21 21:25:30 2019 Page 12

61 -0.1046 . 546.61 0.0000

62 0.1016 . 556.15 0.0000
63 -0.0617 . 560.54 0.0000
64 0.0268 . 561.65 0.0000
65 -0.0065 . 561.75 0.0000
66 0.0024 . 561.78 0.0000

. gen dinf = inf[_n]-inf[_n-1]

(2 missing values generated)

. reg dinf L.dinf if tin(2000q1,2016q4), r

Linear regression Number of obs = 65

F(1, 63) = 73.30
Prob > F = 0.0000
R-squared = 0.4887
Root MSE = 49.3

Robust
dinf Coef. Std. Err. t P>|t| [95% Conf. Interval]

dinf
L1. -.7035321 .0821723 -8.56 0.000 -.8677403 -.5393239

_cons -.1453889 6.148649 -0.02 0.981 -12.43248 12.14171

. dis "Adjusted Rsquared = " _result(8)

Adjusted Rsquared = .48058752

. log using "C:\Users\Fairuz Ramadhan\Google Drive\Brawijaya Uni. Lecture\Skripsi dan Exchange\Sk

> d tax evasion\Skripsi, Matrix, Data\percobaan tsset 1.smcl"

name: <unnamed>
log: C:\Users\Fairuz Ramadhan\Google Drive\Brawijaya Uni. Lecture\Skripsi dan Exchange\
> d tax evasion\Skripsi, Matrix, Data\percobaan tsset 1.smcl
log type: smcl
opened on: 21 Feb 2019, 21:14:53

. reg dinf L(1/4).dinf if tin(2000q1,2016q4), r

Linear regression Number of obs = 62

F(4, 57) = 157.38
Prob > F = 0.0000
R-squared = 0.8988
Root MSE = 21.305

Robust
dinf Coef. Std. Err. t P>|t| [95% Conf. Interval]

dinf
L1. -1.411703 .1349897 -10.46 0.000 -1.682015 -1.141391
L2. -1.364772 .1481625 -9.21 0.000 -1.661462 -1.068082
L3. -1.257418 .1378474 -9.12 0.000 -1.533453 -.9813833
L4. -.3761139 .1188959 -3.16 0.003 -.6141988 -.1380289

_cons .323973 2.69939 0.12 0.905 -5.081463 5.729409

Uji Data Thursday February 21 21:25:30 2019 Page 13

. dis "Adjusted Rsquared = " _result(8

Adjusted Rsquared = too few ')' or ']'
r(132);

. dis "Adjusted Rsquared = " _result(8)

Adjusted Rsquared = .89170201

. test L2.dinf L3.dinf L4.dinf

( 1) L2.dinf = 0
( 2) L3.dinf = 0
( 3) L4.dinf = 0

F( 3, 57) = 94.03
Prob > F = 0.0000

. reg dinf L(1/4).dinf L(1/4).unem if tin(2000q1,2016q4), r

variable unem not found
r(111);

. reg dinf L.inf L(1/4).dinf if tin(2000q1,2016q4)

Source SS df MS Number of obs = 62

F(5, 56) = 114.67
Model 232910.385 5 46582.0769 Prob > F = 0.0000
Residual 22748.0282 56 406.21479 R-squared = 0.9110
Adj R-squared = 0.9031
Total 255658.413 61 4191.12152 Root MSE = 20.155

dinf Coef. Std. Err. t P>|t| [95% Conf. Interval]

inf
L1. -1.304175 .4703042 -2.77 0.008 -2.246307 -.3620424

dinf
L1. -.2736655 .4264271 -0.64 0.524 -1.127902 .5805707
L2. -.5504161 .3235721 -1.70 0.094 -1.198609 .0977768
L3. -.774594 .2194009 -3.53 0.001 -1.214107 -.3350812
L4. -.2115872 .127907 -1.65 0.104 -.4678157 .0446413

_cons 5.603783 3.190593 1.76 0.084 -.7877435 11.99531

. reg C Y In F P

Source SS df MS Number of obs = 60

F(4, 55) = 250.93
Model 188181.796 4 47045.449 Prob > F = 0.0000
Residual 10311.5901 55 187.483456 R-squared = 0.9481
Adj R-squared = 0.9443
Total 198493.386 59 3364.29468 Root MSE = 13.692

C Coef. Std. Err. t P>|t| [95% Conf. Interval]

Y .0928275 .0238017 3.90 0.000 .0451279 .1405271

In -.0635935 .7652935 -0.08 0.934 -1.597276 1.470089
F .0005035 .0002154 2.34 0.023 .000072 .0009351
P 4.124549 .7037883 5.86 0.000 2.714125 5.534972
_cons 37.26887 29.34833 1.27 0.209 -21.5465 96.08425
Uji Data Thursday February 21 21:25:31 2019 Page 14

. reg ln_C ln_Y In ln_F P

Source SS df MS Number of obs = 60

F(4, 55) = 186.32
Model 2.71363434 4 .678408586 Prob > F = 0.0000
Residual .200258397 55 .003641062 R-squared = 0.9313
Adj R-squared = 0.9263
Total 2.91389274 59 .049388013 Root MSE = .06034

ln_C Coef. Std. Err. t P>|t| [95% Conf. Interval]

ln_Y .7361904 .2001696 3.68 0.001 .3350417 1.137339

In .0001961 .0034773 0.06 0.955 -.0067726 .0071648
ln_F .0427786 .0592724 0.72 0.474 -.0760059 .1615631
P .0161119 .0034375 4.69 0.000 .009223 .0230007
_cons -.5011117 .8757219 -0.57 0.569 -2.256098 1.253874

. twoway (tsline C, recast(scatter))