Nama : Lukas

Nim :01021282025060

Dependent Variable: M
Method: Least Squares
Date: 03/05/23 Time: 18:56
Sample: 1990Q1 2003Q2
Included observations: 54

Variable Coefficient Std. Error t-Statistic Prob.  

C -726.3627 434.0551 -1.673434 0.1006

CONS 0.040636 0.011752 3.457701 0.0011
I 0.068046 0.016843 4.039935 0.0002
X 0.582841 0.061354 9.499644 0.0000
P -10.18951 1.575524 -6.467380 0.0000

R-squared 0.944060    Mean dependent var 8486.426

Adjusted R-squared 0.939494    S.D. dependent var 1930.581
S.E. of regression 474.8837    Akaike info criterion 15.25204
Sum squared resid 11050210    Schwarz criterion 15.43620
Log likelihood -406.8050    Hannan-Quinn criter. 15.32306
F-statistic 206.7365    Durbin-Watson stat 1.550676
Prob(F-statistic) 0.000000

Hasil Uji Asumsi Klasik

Multikolonieritas

Variance Inflation Factors

Date: 03/05/23 Time: 19:00
Sample: 1990Q1 2003Q2
Included observations: 54

Coefficient Uncentered Centered

Variable Variance VIF VIF

C  188403.8  45.11375  NA

CONS  0.000138  152.0025  6.573587
I  0.000284  42.21425  2.990245
X  0.003764  133.7085  8.626934
P  2.482276  29.54608  7.038853
Normalitas

Autokorelasi

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 1.355938    Prob. F(2,47) 0.2676

Obs*R-squared 2.945801    Prob. Chi-Square(2) 0.2293

Heterokedaksitas

Heteroskedasticity Test: ARCH

F-statistic 0.055448    Prob. F(1,51) 0.8148

Obs*R-squared 0.057559    Prob. Chi-Square(1) 0.8104

Linieritas

Ramsey RESET Test

Equation: UNTITLED
Specification: M C CONS I X P
Omitted Variables: Squares of fitted values

Value df Probability
t-statistic  1.150802  48  0.2555
F-statistic  1.324346 (1, 48)  0.2555
Likelihood ratio  1.469706  1  0.2254

F-test summary:
Sum of Sq. df Mean
 Squares
Test SSR  296695.3  1  296695.3
Restricted SSR  11050210  49  225514.5
Unrestricted SSR  10753515  48  224031.6

LR test summary:
Value
Restricted LogL -406.8050
Unrestricted LogL -406.0702