1.

Regresi Estimasi
Dependent Variable: Y
Method: Least Squares
Date: 05/05/17 Time: 13:27
Sample: 1 23
Included observations: 23

Variable Coefficient Std. Error t-Statistic Prob.  

Cadangan Devisa (C) -2785.741 1051.716 -2.648758 0.0158

Ekspor (X1) 0.788728 0.161510 4.883458 0.0001
Impor (X2) -0.477459 0.178527 -2.674430 0.0150
Nilai Tukar (X3) 0.392996 0.389538 1.008877 0.3257

R-squared 0.975494    Mean dependent var 21246.91

Adjusted R-squared 0.971625    S.D. dependent var 14063.03
S.E. of regression 2368.894    Akaike info criterion 18.53500
Sum squared resid 1.07E+08    Schwarz criterion 18.73248
Log likelihood -209.1526    Hannan-Quinn criter. 18.58467
F-statistic 252.1115    Durbin-Watson stat 1.796013
Prob(F-statistic) 0.000000

2. Uji Asumsi Klasik

a. Uji Multikolinearitas
- Matriks Korelasi

X1 X2 X3
0.97224794012 0.81637015642
X1 1 42661 87986
0.97224794012 0.68726399621
X2 42661 1 1918
0.81637015642 0.68726399621
X3 87986 1918 1

- Regresi Aux (x1 c x2 x3)

Dependent Variable: X1
Method: Least Squares
Date: 05/06/17 Time: 17:13
Sample: 1 23
Included observations: 23

Variable Coefficient Std. Error t-Statistic Prob.  

C -75.35410 1455.977 -0.051755 0.9592

X2 1.083401 0.049026 22.09864 0.0000
X3 2.102948 0.264067 7.963687 0.0000

R-squared 0.986878    Mean dependent var 49590.52

Adjusted R-squared 0.985565    S.D. dependent var 27297.75
S.E. of regression 3279.674    Akaike info criterion 19.14998
Sum squared resid 2.15E+08    Schwarz criterion 19.29809
Log likelihood -217.2248    Hannan-Quinn criter. 19.18723
F-statistic 752.0528    Durbin-Watson stat 1.549709
Prob(F-statistic) 0.000000

- Regresi Aux (x2 c x1 x3)

Dependent Variable: X2
Method: Least Squares
Date: 05/06/17 Time: 17:14
Sample: 1 23
Included observations: 23
 Variable Coefficient Std. Error t-Statistic Prob.  

C 725.3245 1307.259 0.554844 0.5852

X1 0.886705 0.040125 22.09864 0.0000
X3 -1.719055 0.300480 -5.721021 0.0000

R-squared 0.979240    Mean dependent var 35830.91

Adjusted R-squared 0.977164    S.D. dependent var 19634.29
S.E. of regression 2967.056    Akaike info criterion 18.94964
Sum squared resid 1.76E+08    Schwarz criterion 19.09774
Log likelihood -214.9208    Hannan-Quinn criter. 18.98688
F-statistic 471.6946    Durbin-Watson stat 1.521770
Prob(F-statistic) 0.000000

- Regresi Aux (x3 c x1 x2)

Dependent Variable: X3
Method: Least Squares
Date: 05/06/17 Time: 17:16
Sample: 1 23
Included observations: 23

Variable Coefficient Std. Error t-Statistic Prob.  

C 167.7326 602.5507 0.278371 0.7836

X1 0.361516 0.045396 7.963687 0.0000
X2 -0.361076 0.063114 -5.721021 0.0000

R-squared 0.873492    Mean dependent var 5157.826

Adjusted R-squared 0.860841    S.D. dependent var 3645.226
S.E. of regression 1359.817    Akaike info criterion 17.38920
Sum squared resid 36982038    Schwarz criterion 17.53730
Log likelihood -196.9757    Hannan-Quinn criter. 17.42644
F-statistic 69.04617    Durbin-Watson stat 1.288134
Prob(F-statistic) 0.000000

b. Uji Heteroskadastisitas
Heteroskedasticity Test: White

F-statistic 10.88096    Prob. F(9,13) 0.0001

Obs*R-squared 20.30457    Prob. Chi-Square(9) 0.0161
Scaled explained SS 11.37849    Prob. Chi-Square(9) 0.2507

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 05/05/17 Time: 13:32
Sample: 1 23
Included observations: 23

Variable Coefficient Std. Error t-Statistic Prob.  

C 9660594. 4162717. 2.320743 0.0372

X1^2 -0.505872 0.179321 -2.821044 0.0144
X1*X2 1.028448 0.365900 2.810735 0.0147
X1*X3 2.522069 0.776321 3.248745 0.0063
X1 166.3122 1022.760 0.162611 0.8733
X2^2 -0.524653 0.181138 -2.896432 0.0125
X2*X3 -2.457629 0.800211 -3.071225 0.0089
X2 -194.0122 1361.614 -0.142487 0.8889
X3^2 -2.873720 0.883400 -3.253021 0.0063
 X3 -6391.585 2316.998 -2.758564 0.0163

R-squared 0.882808    Mean dependent var 4635717.

Adjusted R-squared 0.801674    S.D. dependent var 6074409.
S.E. of regression 2705163.    Akaike info criterion 32.75824
Sum squared resid 9.51E+13    Schwarz criterion 33.25194
Log likelihood -366.7198    Hannan-Quinn criter. 32.88241
F-statistic 10.88096    Durbin-Watson stat 2.441262
Prob(F-statistic) 0.000102

c. Uji Autokorelasi
Breusch-Godfrey Serial Correlation LM Test:

F-statistic 3.349088    Prob. F(2,17) 0.0594

Obs*R-squared 6.500840    Prob. Chi-Square(2) 0.0388

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 05/05/17 Time: 13:34
Sample: 1 23
Included observations: 23
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.  

C -392.4412 954.4957 -0.411150 0.6861

X1 -0.040269 0.178636 -0.225425 0.8243
X2 0.054183 0.193971 0.279335 0.7834
X3 0.098242 0.421455 0.233103 0.8185
RESID(-1) 0.177135 0.272125 0.650932 0.5238
RESID(-2) -0.677453 0.263372 -2.572233 0.0198

R-squared 0.282645    Mean dependent var 1.03E-12

Adjusted R-squared 0.071659    S.D. dependent var 2201.461
S.E. of regression 2121.118    Akaike info criterion 18.37673
Sum squared resid 76485429    Schwarz criterion 18.67295
Log likelihood -205.3324    Hannan-Quinn criter. 18.45123
F-statistic 1.339635    Durbin-Watson stat 2.093782
Prob(F-statistic) 0.295102
d. Uji Normalitas

7
Series: Residuals
6 Sample 1 23
Observations 23
5
Mean 1.03e-12
Median -285.9862
4 Maximum 3805.469
Minimum -4559.590
3 Std. Dev. 2201.461
Skewness -0.010676
2 Kurtosis 2.642363

Jarque-Bera 0.123012
1
Probability 0.940347

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