Nama : Zein Iqbal Nur Muhammad

NPM : 0119101112
Kelas/Prodi : A/S1 Akuntansi
Tugas Analisis Data

Denganmelakukanregresi
a. kemiskinankemiskinan(-1) pdb(-1) c
Dependent Variable: KEMISKINAN
Method: Least Squares
Date: 11/19/21 Time: 22:11
Sample (adjusted): 1991 2020
Included observations: 30 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

KEMISKINAN(-1) 0.877623 0.129495 6.777281 0.0000

PDB(-1) 0.012348 0.135066 0.091424 0.9278
C 1.565915 2.387737 0.655815 0.5175

R-squared 0.726421 Mean dependent var 14.46367

Adjusted R-squared 0.706156 S.D. dependent var 3.946662
S.E. of regression 2.139383 Akaike info criterion 4.453551
Sum squared resid 123.5779 Schwarz criterion 4.593671
Log likelihood -63.80327 Hannan-Quinn criter. 4.498377
F-statistic 35.84587 Durbin-Watson stat 1.193733
Prob(F-statistic) 0.000000

Nilai AIC sebesar 4.45

b. kemiskinankemiskinan(-1) kemiskinan(-2) pdb(-1) pdb(-2) c
Dependent Variable: KEMISKINAN
Method: Least Squares
Date: 11/19/21 Time: 22:14
Sample (adjusted): 1992 2020
Included observations: 29 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

KEMISKINAN(-1) 1.601839 0.256477 6.245545 0.0000

KEMISKINAN(-2) -0.644443 0.242644 -2.655917 0.0138
PDB(-1) 0.264496 0.151680 1.743770 0.0940
PDB(-2) 0.105421 0.121772 0.865722 0.3952
C -1.253968 2.417101 -0.518790 0.6087

R-squared 0.826899 Mean dependent var 14.39345

Adjusted R-squared 0.798049 S.D. dependent var 3.997403
S.E. of regression 1.796393 Akaike info criterion 4.165025
Sum squared resid 77.44870 Schwarz criterion 4.400765
Log likelihood -55.39286 Hannan-Quinn criter. 4.238856
F-statistic 28.66179 Durbin-Watson stat 1.602506
Prob(F-statistic) 0.000000
Nilai AIC sebesar 4,16
c. kemiskinankemiskinan(-1) kemiskinan(-2) kemiskinan(-3) pdb(-1) pdb(-2) pdb(-3) c
Dependent Variable: KEMISKINAN
Method: Least Squares
Date: 11/19/21 Time: 22:18
Sample (adjusted): 1993 2020
Included observations: 28 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

KEMISKINAN(-1) 1.976365 0.280922 7.035293 0.0000

KEMISKINAN(-2) -0.955148 0.402247 -2.374532 0.0272
KEMISKINAN(-3) -0.108380 0.273287 -0.396578 0.6957
PDB(-1) 0.432631 0.162787 2.657643 0.0147
PDB(-2) 0.128125 0.152072 0.842529 0.4090
PDB(-3) -0.245280 0.123381 -1.987991 0.0600
C -0.097022 2.630608 -0.036882 0.9709

R-squared 0.868747 Mean dependent var 14.35036

Adjusted R-squared 0.831246 S.D. dependent var 4.063891
S.E. of regression 1.669433 Akaike info criterion 4.075163
Sum squared resid 58.52714 Schwarz criterion 4.408214
Log likelihood -50.05228 Hannan-Quinn criter. 4.176980
F-statistic 23.16605 Durbin-Watson stat 2.200228
Prob(F-statistic) 0.000000

Nilai AIC 4.07

Dari hasilregresitersebutdapatkitacari AIC
No La Persamaan Nilai AIC Kesimpulan
g
1 1 kemiskinankemiskinan(-1) pdb(-1) c 4.45

2 2 kemiskinankemiskinan(-1) kemiskinan(-2) 4.16

pdb(-1) pdb(-2) c

3 3 kemiskinankemiskinan(-1) kemiskinan(-2) 4.07 Terkecil

kemiskinan(-3) pdb(-1) pdb(-2) pdb(-3) c

Hasil Uji Kausalitas Granger dengan Lag 2

Pairwise Granger Causality Tests
Date: 11/19/21 Time: 21:57
Sample: 1990 2020
Lags: 2

Null Hypothesis: Obs F-Statistic Prob.

PDB does not Granger Cause KEMISKINAN 29 2.60922 0.0943

KEMISKINAN does not Granger Cause PDB 5.96387 0.0079
Hasil Uji Kausalitas Granger dengan Lag 3
Pairwise Granger Causality Tests
Date: 11/19/21 Time: 22:25
Sample: 1990 2020
Lags: 3

Null Hypothesis: Obs F-Statistic Prob.

PDB does not Granger Cause KEMISKINAN 28 2.92914 0.0574

KEMISKINAN does not Granger Cause PDB 9.01373 0.0005

Null Hypothesis: Obs F-Statistic Probability

1. PDB = f (Kemiskinan)
Kemiskinan does not Granger Cause PDB
Ho = Kemiskinantidakmempengaruhi PDB
H1 = Kemiskinanmempengaruhi PDB
Karena nilai F statistic <Ftabelmaka Ho diterima dan H1 ditolak,
artinyaKemiskinantidakmempengaruhi PDB

2. Kemiskinan = f (PDB)
PDB does not Granger Cause Kemiskinan
Ho = PDB tidakmempengaruhiKemiskinan
H1 = PDB mempengaruhiKemiskinan
Karena nilai F statistic >Ftabelmaka Ho ditolak dan H1 diterima, artinya PDB
mempengaruhiKemiskinan

Kesimpulan:
Kemiskinantidakmempengaruhi PDB
PDB mempengaruhiKemiskinan
Terjadihubungansatuarahantara PDB denganKemiskinan