Uji CEM

Dependent Variable: Y
Method: Panel Least Squares
Date: 04/21/19 Time: 21:30
Sample: 2010 2018
Periods included: 9
Cross-sections included: 6
Total panel (balanced) observations: 54

Variable Coefficient Std. Error t-Statistic Prob.

C 47.11225 1.222368 38.54178 0.0000

X1 4.63E-07 2.95E-07 1.567844 0.1231
X2 6.03E-06 1.58E-06 3.826748 0.0004

R-squared 0.439620 Mean dependent var 51.95722

Adjusted R-squared 0.417644 S.D. dependent var 6.648146
S.E. of regression 5.073348 Akaike info criterion 6.139832
Sum squared resid 1312.682 Schwarz criterion 6.250331
Log likelihood -162.7755 Hannan-Quinn criter. 6.182447
F-statistic 20.00484 Durbin-Watson stat 0.539196
Prob(F-statistic) 0.000000

Uji FEM

Dependent Variable: Y
Method: Panel Least Squares
Date: 04/21/19 Time: 21:31
Sample: 2010 2018
Periods included: 9
Cross-sections included: 6
Total panel (balanced) observations: 54

Variable Coefficient Std. Error t-Statistic Prob.

C 43.69436 1.214267 35.98416 0.0000

X1 1.52E-06 3.22E-07 4.708703 0.0000
X2 3.55E-06 2.83E-06 1.252263 0.0168

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.747328 Mean dependent var 51.95722

Adjusted R-squared 0.708878 S.D. dependent var 6.648146
S.E. of regression 3.587054 Akaike info criterion 5.528493
Sum squared resid 591.8799 Schwarz criterion 5.823157
Log likelihood -141.2693 Hannan-Quinn criter. 5.642134
F-statistic 19.43634 Durbin-Watson stat 1.810257
Prob(F-statistic) 0.000000
Uji Chow

Redundant Fixed Effects Tests

Equation: Untitled
Test cross-section fixed effects

Effects Test Statistic d.f. Prob.

Cross-section F 11.188447 (5,46) 0.0000

Cross-section Chi-square 42.971308 5 0.0000

Uji REM

Dependent Variable: Y
Method: Panel EGLS (Cross-section random effects)
Date: 04/21/19 Time: 21:32
Sample: 2010 2018
Periods included: 9
Cross-sections included: 6
Total panel (balanced) observations: 54
Swamy and Arora estimator of component variances

Variable Coefficient Std. Error t-Statistic Prob.

C 44.33398 1.780503 24.89969 0.0000

X1 1.31E-06 2.93E-07 4.474564 0.0000
X2 4.11E-06 2.21E-06 1.861559 0.0684

Effects Specification
S.D. Rho

Cross-section random 3.392968 0.4720

Idiosyncratic random 3.588415 0.5280

Weighted Statistics

R-squared 0.512617 Mean dependent var 17.27469

Adjusted R-squared 0.493504 S.D. dependent var 5.215777
S.E. of regression 3.711992 Sum squared resid 702.7233
F-statistic 26.82024 Durbin-Watson stat 0.938789
Prob(F-statistic) 0.000000

Unweighted Statistics

R-squared 0.343903 Mean dependent var 51.95722

Sum squared resid 1536.898 Durbin-Watson stat 0.429247
Uji Hausmann

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 5.573138 2 0.0415

Cross-section random effects test comparisons:

Variable Fixed Random Var(Diff.) Prob.

X1 0.000002 0.000001 0.000000 0.1142

X2 0.000004 0.000004 0.000000 0.7324

berdasarkan uji Chow dan Hausman diketahui model terbaik Model REM krn pada uji hausman
0,0415 > 0,05

Uji Normalitas
8
Series: Standardized Residuals
7 Sample 2010 2018
6
Observations 54

5 Mean 6.37e-15
Median -0.207468
4
Maximum 10.10776
3 Minimum -10.18046
Std. Dev. 4.976704
2 Skewness 0.108829
Kurtosis 2.340064
1

0 Jarque-Bera 1.086505
-10 -8 -6 -4 -2 0 2 4 6 8 10 Probability 0.580856
Uji Asumsi Heteroskedastisitas

Dependent Variable: REABS

Method: Panel Least Squares
Date: 04/21/19 Time: 21:17
Sample: 2010 2018
Periods included: 9
Cross-sections included: 6
Total panel (balanced) observations: 54

Variable Coefficient Std. Error t-Statistic Prob.

C 5.177620 0.657100 7.879497 0.0000

X1 -9.99E-08 1.59E-07 -0.629055 0.5321
X2 -1.55E-06 8.47E-07 -1.830674 0.0730

R-squared 0.141937 Mean dependent var 4.015257

Adjusted R-squared 0.108287 S.D. dependent var 2.888097
S.E. of regression 2.727246 Akaike info criterion 4.898414
Sum squared resid 379.3313 Schwarz criterion 5.008913
Log likelihood -129.2572 Hannan-Quinn criter. 4.941029
F-statistic 4.218092 Durbin-Watson stat 1.262310
Prob(F-statistic) 0.020172

Uji

Uji Asumsi Multikolinieritas

Korelasi antara X1 dan X2 0,62 < 0,8

Tidak terjadi Multikolieritas