Statistik Deskriptif

VOLUME HARGA GDP TUKAR

Mean 36363.13 1966.164 2468428. 209.4180
Median 26820.15 1290.350 1212635. 24.77150
Maximum 136352.1 7468.900 11064666 1276.930
Minimum 2503.200 60.40000 143534.1 3.060000
Std. Dev. 33783.64 1835.994 2776664. 398.8384
Skewness 1.633889 1.406994 1.382459 1.793993
Kurtosis 4.675943 4.262493 4.160936 4.335305

Jarque-Bera 37.08970 26.15914 24.72950 40.30588

Probability 0.000000 0.000002 0.000004 0.000000

Sum 2399967. 129766.8 1.63E+08 13821.59

Sum Sq. Dev. 7.42E+10 2.19E+08 5.01E+14 10339685

Observations 66 66 66 66
Analisis Common Effect

Dependent Variable: LOGVOLUME

Method: Panel Least Squares
Date: 02/15/19 Time: 23:31
Sample: 2005 2015
Periods included: 11
Cross-sections included: 6
Total panel (balanced) observations: 66

Variable Coefficient Std. Error t-Statistic Prob.

LOGGDP -0.028424 0.093657 -0.303496 0.7625

LOGHARGA 0.428468 0.121644 3.522311 0.0008
LOGTUKAR -0.036433 0.051145 -0.712353 0.4789
C 7.606211 1.031922 7.370916 0.0000

R-squared 0.217093 Mean dependent var 10.14351

Adjusted R-squared 0.179210 S.D. dependent var 0.849811
S.E. of regression 0.769907 Akaike info criterion 2.373599
Sum squared resid 36.75096 Schwarz criterion 2.506305
Log likelihood -74.32876 Hannan-Quinn criter. 2.426037
F-statistic 5.730676 Durbin-Watson stat 0.320525
Prob(F-statistic) 0.001583
16
Series: Standardized Residuals
14 Sample 2005 2015
Observations 66
12
Mean 1.19e-15
10
Median 0.097992
Maximum 1.899914
8
Minimum -1.467413
6 Std. Dev. 0.751930
Skewness 0.228027
4 Kurtosis 3.018013

2 Jarque-Bera 0.572849
Probability 0.750944
0
-1.5 -1.0 -0.5 0.0 0.5 1.0 1.5 2.0

Probabilitas > 0,05 data Normal

MODEL FIXED EFFECT

Dependent Variable: LOGVOLUME

Method: Panel Least Squares
Date: 02/15/19 Time: 23:39
Sample: 2005 2015
Periods included: 11
Cross-sections included: 6
Total panel (balanced) observations: 66

Variable Coefficient Std. Error t-Statistic Prob.

LOGGDP 0.523078 0.328687 1.591418 0.1170

LOGHARGA 0.432766 0.111572 3.878786 0.0003
LOGTUKAR -0.760996 0.440635 -1.727042 0.0896
C 2.364080 4.472578 0.528572 0.5992

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.837213 Mean dependent var 10.14351

Adjusted R-squared 0.814365 S.D. dependent var 0.849811
S.E. of regression 0.366144 Akaike info criterion 0.954545
Sum squared resid 7.641512 Schwarz criterion 1.253134
Log likelihood -22.49999 Hannan-Quinn criter. 1.072532
F-statistic 36.64374 Durbin-Watson stat 0.453096
Prob(F-statistic) 0.000000
RANDOM EFFECT

Dependent Variable: LOGVOLUME

Method: Panel EGLS (Cross-section random effects)
Date: 02/15/19 Time: 23:40
Sample: 2005 2015
Periods included: 11
Cross-sections included: 6
Total panel (balanced) observations: 66
Swamy and Arora estimator of component variances

Variable Coefficient Std. Error t-Statistic Prob.

LOGGDP 0.075720 0.152996 0.494911 0.6224

LOGHARGA 0.567323 0.073819 7.685367 0.0000
LOGTUKAR -0.115269 0.096689 -1.192165 0.2377
C 5.430082 1.772203 3.064030 0.0032

Effects Specification
S.D. Rho

Cross-section random 0.451426 0.6032

Idiosyncratic random 0.366144 0.3968

Weighted Statistics

R-squared 0.627493 Mean dependent var 2.409599

Adjusted R-squared 0.609468 S.D. dependent var 0.646879
S.E. of regression 0.404251 Sum squared resid 10.13197
F-statistic 34.81327 Durbin-Watson stat 0.375487
Prob(F-statistic) 0.000000

Unweighted Statistics

R-squared 0.133488 Mean dependent var 10.14351

Sum squared resid 40.67552 Durbin-Watson stat 0.280298
 Chow test

Redundant Fixed Effects Tests

Equation: Untitled
Test cross-section fixed effects

Effects Test Statistic d.f. Prob.

Cross-section F 43.426975 (5,57) 0.0000

Cross-section Chi-square 103.657552 5 0.0000

Cross-section fixed effects test equation:

Dependent Variable: LOGVOLUME
Method: Panel Least Squares
Date: 02/15/19 Time: 23:43
Sample: 2005 2015
Periods included: 11
Cross-sections included: 6
Total panel (balanced) observations: 66

Variable Coefficient Std. Error t-Statistic Prob.

LOGGDP -0.028424 0.093657 -0.303496 0.7625

LOGHARGA 0.428468 0.121644 3.522311 0.0008
LOGTUKAR -0.036433 0.051145 -0.712353 0.4789
C 7.606211 1.031922 7.370916 0.0000

R-squared 0.217093 Mean dependent var 10.14351

Adjusted R-squared 0.179210 S.D. dependent var 0.849811
S.E. of regression 0.769907 Akaike info criterion 2.373599
Sum squared resid 36.75096 Schwarz criterion 2.506305
Log likelihood -74.32876 Hannan-Quinn criter. 2.426037
F-statistic 5.730676 Durbin-Watson stat 0.320525
Prob(F-statistic) 0.001583

Yaitu jika nilai Prob. Cross-section Chi-square < 0,05 maka kita akan memilih fixed effect dari pada
common effect. Dan sebaliknya jika nilainya > 0,05 maka kita akan memilih common effect daripada
fixed effect.
 HAUSMAN TEST

Correlated Random Effects - Hausman Test

Equation: Untitled
Test cross-section random effects

Chi-Sq.
Test Summary Statistic Chi-Sq. d.f. Prob.

Cross-section random 16.576957 3 0.0009

Cross-section random effects test comparisons:

Variable Fixed Random Var(Diff.) Prob.

LOGGDP 0.523078 0.075720 0.084627 0.1241

LOGHARGA 0.432766 0.567323 0.006999 0.1078
LOGTUKAR -0.760996 -0.115269 0.184811 0.1331

Cross-section random effects test equation:

Dependent Variable: LOGVOLUME
Method: Panel Least Squares
Date: 02/15/19 Time: 23:45
Sample: 2005 2015
Periods included: 11
Cross-sections included: 6
Total panel (balanced) observations: 66

Variable Coefficient Std. Error t-Statistic Prob.

C 2.364080 4.472578 0.528572 0.5992

LOGGDP 0.523078 0.328687 1.591418 0.1170
LOGHARGA 0.432766 0.111572 3.878786 0.0003
LOGTUKAR -0.760996 0.440635 -1.727042 0.0896

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.837213 Mean dependent var 10.14351

Adjusted R-squared 0.814365 S.D. dependent var 0.849811
S.E. of regression 0.366144 Akaike info criterion 0.954545
Sum squared resid 7.641512 Schwarz criterion 1.253134
Log likelihood -22.49999 Hannan-Quinn criter. 1.072532
F-statistic 36.64374 Durbin-Watson stat 0.453096
Prob(F-statistic) 0.000000

Jika Hausman Test menerima H1 atau p value < 0,05 maka metode yang kita pilih adalah
fixed effect.
Jika Hausman Test menerima H0 atau p value > 0,05 maka metode yang kita pilih adalah
random effect.