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    Hasil Uji Eviwes 12&9

    Uploaded by

    Vivi Krisdayanti
    This document contains output from statistical tests performed on multiple variables: 1) Descriptive statistics are provided for variables Y, X1-X4, and Z including means, medians, maximums, minimums, standard deviations, skewness, kurtosis, and observations. 2) Several hypothesis tests are conducted including Chow, Hausman, LM, normality, multicollinearity, autocorrelation, heteroskedasticity, determination, and F tests. 3) Multiple regression analyses are performed with variables Y as the dependent variable and X1-X4 and Z as independent variables.

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    © All Rights Reserved
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    Hasil Uji Eviwes 12&9

    Uploaded by

    Vivi Krisdayanti
    19 views6 pages
    This document contains output from statistical tests performed on multiple variables: 1) Descriptive statistics are provided for variables Y, X1-X4, and Z including means, medians, maximums, minimums, standard deviations, skewness, kurtosis, and observations. 2) Several hypothesis tests are conducted including Chow, Hausman, LM, normality, multicollinearity, autocorrelation, heteroskedasticity, determination, and F tests. 3) Multiple regression analyses are performed with variables Y as the dependent variable and X1-X4 and Z as independent variables.

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    This document contains output from statistical tests performed on multiple variables: 1) Descriptive statistics are provided for variables Y, X1-X4, and Z including means, medians, maximums, minimums, standard deviations, skewness, kurtosis, and observations. 2) Several hypothesis tests are conducted including Chow, Hausman, LM, normality, multicollinearity, autocorrelation, heteroskedasticity, determination, and F tests. 3) Multiple regression analyses are performed with variables Y as the dependent variable and X1-X4 and Z as independent variables.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    19 views6 pages

    Hasil Uji Eviwes 12&9

    Uploaded by

    Vivi Krisdayanti
    This document contains output from statistical tests performed on multiple variables: 1) Descriptive statistics are provided for variables Y, X1-X4, and Z including means, medians, maximums, minimums, standard deviations, skewness, kurtosis, and observations. 2) Several hypothesis tests are conducted including Chow, Hausman, LM, normality, multicollinearity, autocorrelation, heteroskedasticity, determination, and F tests. 3) Multiple regression analyses are performed with variables Y as the dependent variable and X1-X4 and Z as independent variables.

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    © All Rights Reserved
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    Uji statistika deskriptif

    Y X1 X2 X3 X4 Z

    Mean 14.07033 4.342672 3.591772 14.19974 6.454980 1.010265


    Median 12.92049 4.369448 3.121042 12.63638 6.501290 1.406097
    Maximum 23.87964 4.442651 7.762171 23.87964 7.527794 4.543401
    Minimum 9.477463 4.219508 2.841415 9.477463 4.276666 -4.605170
    Std. Dev. 3.897986 0.054272 1.466191 4.370397 0.640068 1.778525
    Skewness 1.546684 -0.694049 2.405903 1.359894 -1.398674 -1.062677
    Kurtosis 4.390906 2.735946 6.937970 3.501975 6.315282 4.739644

    Jarque-Bera 21.56915 3.743512 72.48954 14.34230 35.28047 14.14405


    Probability 0.000021 0.153853 0.000000 0.000768 0.000000 0.000849

    Sum 633.1650 195.4202 161.6297 638.9881 290.4741 45.46191


    Sum Sq. Dev. 668.5491 0.129600 94.58748 840.4163 18.02621 139.1787

    Observations 45 45 45 45 45 45

    Uji chow

    Effects Test Statistic d.f. Prob.

    Cross-section F 29.541285 (8,31) 0.0000


    Cross-section Chi-square 96.952397 8 0.0000

    uji housman

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

    Cross-section random 4.535959 5 0.4751

    Uji Lm

    Test Hypothesis
    Cross-section Time Both

    Breusch-Pagan 46.74847 2.399756 49.14823


    (0.0000) (0.1214) (0.0000)

    Honda 6.837285 -1.549114 3.739301


    (0.0000) -- (0.0001)

    King-Wu 6.837285 -1.549114 2.682662


    (0.0000) -- (0.0037)

    Standardized Honda 9.027218 -1.371400 1.914639


    (0.0000) -- (0.0278)
    Standardized King-Wu 9.027218 -1.371400 0.700260
    (0.0000) -- (0.2419)

    Gourierioux, et al.* -- -- 46.74847


    (< 0.01)

    uji normalitas eviwes12

    10
    Series: Residuals
    Sample 1 45
    8 Observations 45

    Mean 5.03e-15
    6 Median 0.079038
    Maximum 2.662397
    4 Minimum -2.181693
    Std. Dev. 0.954927
    Skewness -0.083633
    2 Kurtosis 3.472956

    Jarque-Bera 0.471871
    0 Probability 0.789832
    -2 -1 0 1 2
    Uji multikolinearitas
    Y X1 X2 X3 X4 Z

    Y 1.000000 0.148672 -0.093471 -0.181822 0.162040 -0.017408


    X1 0.148672 1.000000 0.113017 -0.049329 -0.172196 0.343185
    X2 -0.093471 0.113017 1.000000 -0.104576 -0.016643 -0.121126
    X3 -0.181822 -0.049329 -0.104576 1.000000 -0.366452 0.070667
    X4 0.162040 -0.172196 -0.016643 -0.366452 1.000000 -0.113161
    Z -0.017408 0.343185 -0.121126 0.070667 -0.113161 1.000000

    uji autokorelasi eviwes12

    R-squared 0.939985 Mean dependent var 14.07033


    Adjusted R-squared 0.926648 S.D. dependent var 3.897986
    S.E. of regression 1.055711 Akaike info criterion 3.123163
    Sum squared resid 40.12296 Schwarz criterion 3.484496
    Log likelihood -61.27118 Hannan-Quinn criter. 3.257865
    F-statistic 70.48128 Durbin-Watson stat 2.155538
    Prob(F-statistic) 0.000000
    Uji autokorelasi eviwes9 (fixed)

    R-squared 0.894659 Mean dependent var 14.07033


    Adjusted R-squared 0.850483 S.D. dependent var 3.897986
    S.E. of regression 1.507250 Akaike info criterion 3.907998
    Sum squared resid 70.42588 Schwarz criterion 4.470070
    Log likelihood -73.92995 Hannan-Quinn criter. 4.117533
    F-statistic 20.25241 Durbin-Watson stat 1.918488
    Prob(F-statistic) 0.000000

    Uji heterokedastisitas

    R-squared 0.894659 Mean dependent var 14.07033


    Adjusted R-squared 0.850483 S.D. dependent var 3.897986
    S.E. of regression 1.507250 Akaike info criterion 3.907998
    Sum squared resid 70.42588 Schwarz criterion 4.470070
    Log likelihood -73.92995 Hannan-Quinn criter. 4.117533
    F-statistic 20.25241 Durbin-Watson stat 1.918488
    Prob(F-statistic) 0.000000

    24

    20

    16
    2 12
    1
    8
    0
    -1
    -2
    -3
    5 10 15 20 25 30 35 40 45

    Residual Actual Fitted

    Uji determinasi

    R-squared 0.894659 Mean dependent var 14.07033


    Adjusted R-squared 0.850483 S.D. dependent var 3.897986
    S.E. of regression 1.507250 Akaike info criterion 3.907998
    Sum squared resid 70.42588 Schwarz criterion 4.470070
    Log likelihood -73.92995 Hannan-Quinn criter. 4.117533
    F-statistic 20.25241 Durbin-Watson stat 1.918488
    Prob(F-statistic) 0.000000

    Uji test eviwes12

    Variable Coefficient Std. Error t-Statistic Prob.

    C -24.72322 14.42660 -1.713724 0.0952


    X1 5.143184 3.291675 1.562482 0.1269
    X2 -0.353193 0.111702 -3.161924 0.0032
    X3 0.931446 0.041832 22.26631 0.0000
    X4 0.773089 0.254402 3.038853 0.0044
    Z -0.254821 0.097594 -2.611024 0.0131

    Uji f test

    R-squared 0.894659 Mean dependent var 14.07033


    Adjusted R-squared 0.850483 S.D. dependent var 3.897986
    S.E. of regression 1.507250 Akaike info criterion 3.907998
    Sum squared resid 70.42588 Schwarz criterion 4.470070
    Log likelihood -73.92995 Hannan-Quinn criter. 4.117533
    F-statistic 20.25241 Durbin-Watson stat 1.918488
    Prob(F-statistic) 0.000000

    uji mra

    m1

    Variable Coefficient Std. Error t-Statistic Prob.

    C 48.75656 60.79609 0.801969 0.4283


    X1 -8.020221 14.03334 -0.571512 0.5715
    Z -7.865305 15.84784 -0.496301 0.6230
    M1 1.830240 3.686148 0.496518 0.6228

    m2

    Variable Coefficient Std. Error t-Statistic Prob.

    C 13.18896 0.904302 14.58470 0.0000


    X2 0.201143 0.215282 0.934327 0.3569
    Z 0.480214 0.400648 1.198592 0.2392
    M2 -0.098270 0.080526 -1.220347 0.2310
    m3

    Variable Coefficient Std. Error t-Statistic Prob.

    C 13.84703 0.291122 47.56442 0.0000


    X3 0.937707 0.455755 2.057481 0.0476
    Z -0.062494 0.177623 -0.351835 0.7272
    M3 -0.062203 0.226087 -0.275127 0.7849

    m4

    Variable Coefficient Std. Error t-Statistic Prob.

    C 13.42703 3.678329 3.650306 0.0009


    X4 0.090502 0.560136 0.161572 0.8726
    Z 0.714615 1.461471 0.488969 0.6281
    M4 -0.103644 0.211044 -0.491104 0.6266

    hasil uji eviwes12 mra

    m1

    Variable Coefficient Std. Error t-Statistic Prob.

    C -71.96078 18.17598 -3.959115 0.0004


    X1 19.78427 4.211664 4.697494 0.0000
    Z 37.57284 9.594892 3.915921 0.0004
    M1 -8.807258 2.230038 -3.949375 0.0004

    M2

    Variable Coefficient Std. Error t-Statistic Prob.

    C 12.99580 0.830130 15.65514 0.0000


    X2 -0.060298 0.198135 -0.304329 0.7627
    Z 0.193356 0.374535 0.516257 0.6089
    M2 -0.075438 0.080601 -0.935943 0.3557
    M3

    Variable Coefficient Std. Error t-Statistic Prob.

    C 0.585618 0.868440 0.674332 0.5048


    X3 0.995563 0.067659 14.71442 0.0000
    Z 3.877662 0.464724 8.344013 0.0000
    M3 -0.341080 0.036236 -9.412762 0.0000

    M4

    Variable Coefficient Std. Error t-Statistic Prob.

    C 10.25117 3.128755 3.276439 0.0025


    X4 0.431599 0.479262 0.900549 0.3744
    Z 0.758870 1.294545 0.586206 0.5617
    M4 -0.138763 0.193916 -0.715583 0.4793

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