1.

Variance Inflation Factors

Date: 12/04/18 Time: 21:04
Sample: 2010 2016
Included observations: 7

Coefficient Uncentered Centered

Variable Variance VIF VIF

C 1.12E+16 17033.54 NA
IPM 7.52E+12 50641.62 13.43833
INF 1.20E+14 9835.669 13.55132
KEMISKINAN 2.71E+10 4047.914 3.236629

Metode Korelasi

IPM INF KEMISKINAN

0.96053049118 0.82220171825
IPM 1 70494 45837
0.96053049118 0.82384285994
INF 70494 1 09081
0.82220171825 0.82384285994
KEMISKINAN 45837 09081 1

2. Uji normalitas

4
Series: Residuals
Sample 2010 2016
Observations 7
3
Mean -5.96e-08
Median 132094.2
Maximum 2850070.
2 Minimum -1987980.
Std. Dev. 1516663.
Skewness 0.688054
Kurtosis 3.090206
1
Jarque-Bera 0.554695
Probability 0.757791
0
-1999990 10 2000010

3. Auto korelasi
4.
Breusch-Godfrey Serial Correlation LM Test:

F-statistic 150.8030 Prob. F(2,1) 0.0575

Obs*R-squared 6.976868 Prob. Chi-Square(2) 0.0305
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 12/04/18 Time: 21:10
Sample: 2010 2016
Included observations: 7
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.

C -22732898 11449503 -1.985492 0.2970

IPM 1355841. 295880.0 4.582401 0.1368
INF -10849724 1481535. -7.323299 0.0864
KEMISKINAN 35320.01 52422.35 0.673759 0.6226
RESID(-1) -1.088737 0.153026 -7.114714 0.0889
RESID(-2) -2.486859 0.203281 -12.23362 0.0519

R-squared 0.996695 Mean dependent var -5.96E-08

Adjusted R-squared 0.980172 S.D. dependent var 1516663.
S.E. of regression 213563.0 Akaike info criterion 27.14963
Sum squared resid 4.56E+10 Schwarz criterion 27.10326
Log likelihood -89.02369 Hannan-Quinn criter. 26.57659
F-statistic 60.32118 Durbin-Watson stat 3.386643
Prob(F-statistic) 0.097430

5. Heteroskedatisitas
Breusch

Heteroskedasticity Test: Breusch-Pagan-Godfrey

F-statistic 3.200747 Prob. F(3,3) 0.1824

Obs*R-squared 5.333630 Prob. Chi-Square(3) 0.1489
Scaled explained SS 1.023831 Prob. Chi-Square(3) 0.7955

Harvey

Heteroskedasticity Test: Harvey

F-statistic 117.4647 Prob. F(3,3) 0.0013

Obs*R-squared 6.940911 Prob. Chi-Square(3) 0.0738
Scaled explained SS 7.954302 Prob. Chi-Square(3) 0.0470

Glejser

Heteroskedasticity Test: Harvey

F-statistic 117.4647 Prob. F(3,3) 0.0013

Obs*R-squared 6.940911 Prob. Chi-Square(3) 0.0738
Scaled explained SS 7.954302 Prob. Chi-Square(3) 0.0470
Arch

Heteroskedasticity Test: ARCH

F-statistic 0.074961 Prob. F(1,4) 0.7978

Obs*R-squared 0.110374 Prob. Chi-Square(1) 0.7397

White

Heteroskedasticity Test: White

F-statistic 3.308241 Prob. F(3,3) 0.1760

Obs*R-squared 5.375207 Prob. Chi-Square(3) 0.1463
Scaled explained SS 1.031812 Prob. Chi-Square(3) 0.7936

Uji Kelayakan Model

Dependent Variable: PDRB

Method: Least Squares
Date: 12/04/18 Time: 21:17
Sample: 2010 2016
Included observations: 7

Variable Coefficient Std. Error t-Statistic Prob.

C -3.49E+08 1.06E+08 -3.299715 0.0457

IPM 3604794. 2742434. 1.314451 0.2802
INF 12104376 10973920 1.103013 0.3506
KEMISKINAN 576051.6 164550.2 3.500766 0.0395

R-squared 0.985849 Mean dependent var 1.60E+08

Adjusted R-squared 0.971698 S.D. dependent var 12749534
S.E. of regression 2144885. Akaike info criterion 32.29063
Sum squared resid 1.38E+13 Schwarz criterion 32.25972
Log likelihood -109.0172 Hannan-Quinn criter. 31.90861
F-statistic 69.66600 Durbin-Watson stat 2.564935
Prob(F-statistic) 0.002846