PDRB PER KAPITA

Model OLS

Dependent Variable: ?PDRBP

Method: Pooled Least Squares
Date: 09/07/16 Time: 17:07
Sample (adjusted): 2004 2013
Included observations: 10 after adjustments
Cross-sections included: 10
Total pool (balanced) observations: 100

Variable Coefficient Std. Error t-Statistic Prob.

?PDRBP(-1) 1.030554 0.001653 623.4393 0.0000

R-squared 0.999102 Mean dependent var 8288.843

Adjusted R-squared 0.999102 S.D. dependent var 5242.702
S.E. of regression 157.0710 Akaike info criterion 12.96122
Sum squared resid 2442459. Schwarz criterion 12.98727
Log likelihood -647.0611 Hannan-Quinn criter. 12.97177
Durbin-Watson stat 0.918473

Fixed Effect

Dependent Variable: ?PDRBP

Method: Pooled Least Squares
Date: 09/07/16 Time: 17:08
Sample (adjusted): 2004 2013
Included observations: 10 after adjustments
Cross-sections included: 10
Total pool (balanced) observations: 100

Variable Coefficient Std. Error t-Statistic Prob.

C -218.0346 114.2463 -1.908460 0.0596

?PDRBP(-1) 1.063198 0.014203 74.85590 0.0000
Fixed Effects (Cross)
_ACEH--C -4.085601
_SUMUT--C 102.5463
_SUMBAR--C 91.02512
_RIAU--C 56.53266
_JAMBI--C 154.8035
_SUMSEL--C 154.7447
_BENGKULU--C 128.7322
_LAMPUNG--C 135.6259
_BABEL--C -120.4096
_KEPRI--C -699.5151

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.999551 Mean dependent var 8288.843
Adjusted R-squared 0.999500 S.D. dependent var 5242.702
S.E. of regression 117.2199 Akaike info criterion 12.46945
Sum squared resid 1222905. Schwarz criterion 12.75602
Log likelihood -612.4723 Hannan-Quinn criter. 12.58543
F-statistic 19794.64 Durbin-Watson stat 1.888162
Prob(F-statistic) 0.000000

Random Effet

Dependent Variable: ?PDRBP

Method: Pooled EGLS (Cross-section random effects)
Date: 09/07/16 Time: 17:08
Sample (adjusted): 2004 2013
Included observations: 10 after adjustments
Cross-sections included: 10
Total pool (balanced) observations: 100
Swamy and Arora estimator of component variances

Variable Coefficient Std. Error t-Statistic Prob.

C 122.3943 42.02718 2.912264 0.0044

?PDRBP(-1) 1.020651 0.004375 233.3061 0.0000
Random Effects (Cross)
_ACEH--C -61.64754
_SUMUT--C 79.62073
_SUMBAR--C 43.67895
_RIAU--C 42.09010
_JAMBI--C 7.017424
_SUMSEL--C 54.61067
_BENGKULU--C -18.09540
_LAMPUNG--C -9.342844
_BABEL--C -77.50980
_KEPRI--C -60.42230

Effects Specification
S.D. Rho

Cross-section random 63.53409 0.2271

Idiosyncratic random 117.2199 0.7729

Weighted Statistics

R-squared 0.998040 Mean dependent var 4177.065

Adjusted R-squared 0.998020 S.D. dependent var 2751.287
S.E. of regression 122.4350 Sum squared resid 1469053.
F-statistic 49893.42 Durbin-Watson stat 1.516397
Prob(F-statistic) 0.000000

Unweighted Statistics

R-squared 0.999327 Mean dependent var 8288.843

Sum squared resid 1829946. Durbin-Watson stat 1.217341
Test FEM dengan OLS

Redundant Fixed Effects Tests

Pool: FAHMI
Test cross-section fixed effects

Effects Test Statistic d.f. Prob.

Cross-section F 4.685670 (9,89) 0.0000

Cross-section Chi-square 38.786565 9 0.0000

Cross-section fixed effects test equation:

Dependent Variable: ?PDRBP
Method: Panel Least Squares
Date: 09/07/16 Time: 17:09
Sample (adjusted): 2004 2013
Included observations: 10 after adjustments
Cross-sections included: 10
Total pool (balanced) observations: 100

Variable Coefficient Std. Error t-Statistic Prob.

C 148.3240 25.14165 5.899533 0.0000

?PDRBP(-1) 1.017410 0.002646 384.5224 0.0000

R-squared 0.999338 Mean dependent var 8288.843

Adjusted R-squared 0.999331 S.D. dependent var 5242.702
S.E. of regression 135.6148 Akaike info criterion 12.67731
Sum squared resid 1802356. Schwarz criterion 12.72942
Log likelihood -631.8656 Hannan-Quinn criter. 12.69840
F-statistic 147857.5 Durbin-Watson stat 1.233371
Prob(F-statistic) 0.000000

Model terpilih FEM

Test FEM dengan REM

Correlated Random Effects - Hausman Test

Pool: FAHMI
Test cross-section random effects

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

Cross-section random 9.914096 1 0.0016

Cross-section random effects test comparisons:

Variable Fixed Random Var(Diff.) Prob.

?PDRBP(-1) 1.063198 1.020651 0.000183 0.0016

Cross-section random effects test equation:

Dependent Variable: ?PDRBP
Method: Panel Least Squares
Date: 09/07/16 Time: 17:10
Sample (adjusted): 2004 2013
Included observations: 10 after adjustments
Cross-sections included: 10
Total pool (balanced) observations: 100

Variable Coefficient Std. Error t-Statistic Prob.

C -218.0346 114.2463 -1.908460 0.0596

?PDRBP(-1) 1.063198 0.014203 74.85590 0.0000

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.999551 Mean dependent var 8288.843

Adjusted R-squared 0.999500 S.D. dependent var 5242.702
S.E. of regression 117.2199 Akaike info criterion 12.46945
Sum squared resid 1222905. Schwarz criterion 12.75602
Log likelihood -612.4723 Hannan-Quinn criter. 12.58543
F-statistic 19794.64 Durbin-Watson stat 1.888162
Prob(F-statistic) 0.000000

Model terpilih FEM

Kesimpulan terpilih FEM

PDRB
OLS

Dependent Variable: ?PDRB

Method: Pooled Least Squares
Date: 09/07/16 Time: 17:19
Sample (adjusted): 2004 2013
Included observations: 10 after adjustments
Cross-sections included: 9
Total pool (balanced) observations: 90

Variable Coefficient Std. Error t-Statistic Prob.

 ?PDRB(-1) 1.049739 0.002575 407.7238 0.0000

R-squared 0.998581 Mean dependent var 45093.88

Adjusted R-squared 0.998581 S.D. dependent var 35278.58
S.E. of regression 1329.009 Akaike info criterion 17.23330
Sum squared resid 1.57E+08 Schwarz criterion 17.26108
Log likelihood -774.4987 Hannan-Quinn criter. 17.24450
Durbin-Watson stat 0.453218

FEM

Dependent Variable: ?PDRB

Method: Pooled Least Squares
Date: 09/07/16 Time: 17:21
Sample (adjusted): 2004 2013
Included observations: 10 after adjustments
Cross-sections included: 9
Total pool (balanced) observations: 90

Variable Coefficient Std. Error t-Statistic Prob.

C -16.28363 538.1458 -0.030259 0.9759

?PDRB(-1) 1.047813 0.012285 85.29254 0.0000
Fixed Effects (Cross)
_SUMUT--C -2394.312
_SUMBAR--C 1413.644
_RIAU--C 427.1235
_JAMBI--C -633.5464
_SUMSEL--C 353.4214
_BENGKULU--C 396.7205
_LAMPUNG--C 111.2350
_BABEL--C 305.5646
_KEPRI--C 20.14921

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.999358 Mean dependent var 45093.88

Adjusted R-squared 0.999286 S.D. dependent var 35278.58
S.E. of regression 942.9221 Akaike info criterion 16.64028
Sum squared resid 71128168 Schwarz criterion 16.91804
Log likelihood -738.8128 Hannan-Quinn criter. 16.75229
F-statistic 13833.73 Durbin-Watson stat 0.999475
Prob(F-statistic) 0.000000

REM
Dependent Variable: ?PDRB
Method: Pooled EGLS (Cross-section random effects)
Date: 09/07/16 Time: 17:21
Sample (adjusted): 2004 2013
Included observations: 10 after adjustments
Cross-sections included: 9
Total pool (balanced) observations: 90
Swamy and Arora estimator of component variances

Variable Coefficient Std. Error t-Statistic Prob.

C -159.8651 510.3633 -0.313238 0.7548

?PDRB(-1) 1.051148 0.008308 126.5158 0.0000
Random Effects (Cross)
_SUMUT--C -2195.547
_SUMBAR--C 1119.944
_RIAU--C 422.3928
_JAMBI--C -727.7493
_SUMSEL--C 413.0597
_BENGKULU--C 323.4225
_LAMPUNG--C 213.1781
_BABEL--C 310.2345
_KEPRI--C 121.0643

Effects Specification
S.D. Rho

Cross-section random 1050.633 0.5539

Idiosyncratic random 942.9221 0.4461

Weighted Statistics

R-squared 0.994586 Mean dependent var 12311.77

Adjusted R-squared 0.994524 S.D. dependent var 12679.56
S.E. of regression 938.2809 Sum squared resid 77472647
F-statistic 16164.98 Durbin-Watson stat 0.921114
Prob(F-statistic) 0.000000

Unweighted Statistics

R-squared 0.998597 Mean dependent var 45093.88

Sum squared resid 1.55E+08 Durbin-Watson stat 0.459131

TES OLS VS FEM

Redundant Fixed Effects Tests

Pool: FAHMI1
Test cross-section fixed effects

Effects Test Statistic d.f. Prob.

Cross-section F 11.767667 (8,80) 0.0000

Cross-section Chi-square 70.005655 8 0.0000
Cross-section fixed effects test equation:
Dependent Variable: ?PDRB
Method: Panel Least Squares
Date: 09/07/16 Time: 17:22
Sample (adjusted): 2004 2013
Included observations: 10 after adjustments
Cross-sections included: 9
Total pool (balanced) observations: 90

Variable Coefficient Std. Error t-Statistic Prob.

C -265.2550 228.6381 -1.160152 0.2491

?PDRB(-1) 1.053596 0.004202 250.7362 0.0000

R-squared 0.998602 Mean dependent var 45093.88

Adjusted R-squared 0.998586 S.D. dependent var 35278.58
S.E. of regression 1326.433 Akaike info criterion 17.24035
Sum squared resid 1.55E+08 Schwarz criterion 17.29590
Log likelihood -773.8156 Hannan-Quinn criter. 17.26275
F-statistic 62868.62 Durbin-Watson stat 0.462253
Prob(F-statistic) 0.000000

TES FEMVS REM

Correlated Random Effects - Hausman Test

Pool: FAHMI1
Test cross-section random effects

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

Cross-section random 0.135828 1 0.7125

Cross-section random effects test comparisons:

Variable Fixed Random Var(Diff.) Prob.

?PDRB(-1) 1.047813 1.051148 0.000082 0.7125

Cross-section random effects test equation:

Dependent Variable: ?PDRB
Method: Panel Least Squares
Date: 09/07/16 Time: 17:22
Sample (adjusted): 2004 2013
Included observations: 10 after adjustments
Cross-sections included: 9
Total pool (balanced) observations: 90

Variable Coefficient Std. Error t-Statistic Prob.

C -16.28363 538.1458 -0.030259 0.9759

 ?PDRB(-1) 1.047813 0.012285 85.29254 0.0000

Effects Specification

Cross-section fixed (dummy variables)

R-squared 0.999358 Mean dependent var 45093.88

Adjusted R-squared 0.999286 S.D. dependent var 35278.58
S.E. of regression 942.9221 Akaike info criterion 16.64028
Sum squared resid 71128168 Schwarz criterion 16.91804
Log likelihood -738.8128 Hannan-Quinn criter. 16.75229
F-statistic 13833.73 Durbin-Watson stat 0.999475
Prob(F-statistic) 0.000000