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  • Uji Annisa

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    Muhammad Bintang satrio
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    This document contains the results of several statistical tests performed on economic data: 1) A one-sample Kolmogorov-Smirnov test was used to test for normality of the residuals and found the data has a normal distribution. 2) A multicollinearity test found low collinearity between the independent variables with all tolerance values above 0.2 and VIF values below 5. 3) Tests for heteroskedasticity and autocorrelation were also performed but the details of those tests are not shown.

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    This document contains the results of several statistical tests performed on economic data: 1) A one-sample Kolmogorov-Smirnov test was used to test for normality of the residuals and found the data has a normal distribution. 2) A multicollinearity test found low collinearity between the independent variables with all tolerance values above 0.2 and VIF values below 5. 3) Tests for heteroskedasticity and autocorrelation were also performed but the details of those tests are not shown.

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    4 views2 pages

    Uji Annisa

    Uploaded by

    Muhammad Bintang satrio
    This document contains the results of several statistical tests performed on economic data: 1) A one-sample Kolmogorov-Smirnov test was used to test for normality of the residuals and found the data has a normal distribution. 2) A multicollinearity test found low collinearity between the independent variables with all tolerance values above 0.2 and VIF values below 5. 3) Tests for heteroskedasticity and autocorrelation were also performed but the details of those tests are not shown.

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    © All Rights Reserved
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    of 2

    Uji Normalitas

    One-Sample Kolmogorov-Smirnov Test


    Unstandardiz
    ed Residual
    N 35
    a,b
    Normal Parameters Mean .0000000
    Std. 379.1840567
    Deviation 0
    Most Extreme Absolute .101
    Differences Positive .101
    Negative -.096
    Test Statistic .101
    Asymp. Sig. (2-tailed) .200c,d
    a. Test distribution is Normal.
    b. Calculated from data.
    c. Lilliefors Significance Correction.
    d. This is a lower bound of the true significance.

    Uji Multikolinearitas

    Coefficientsa
    Standardiz
    ed
    Unstandardized Coefficient Collinearity
    Coefficients s Statistics
    Toleran
    Model B Std. Error Beta t Sig. ce VIF
    1 (Constant) 863.593 237.483 3.636 .001
    Jumlah Uang -5.289E-5 .000 -.322 -.946 .352 .247 4.043
    Beredar
    Suku Bunga -.151 .266 -.110 -.568 .574 .761 1.315
    Nilai Tukar -.004 .035 -.048 -.128 .899 .202 4.939
    Rupiah
    Tingkat -.182 .273 -.127 -.665 .511 .781 1.280
    Pengangguran
    a. Dependent Variable: Inflasi
    Uji Heterodiksitas

    Uji Autokorelasi

    Model Summaryb

    Adjusted R Std. Error of Durbin-


    Model R R Square Square the Estimate Watson
    a
    1 .371 .138 .023 403.672 2.456

    a. Predictors: (Constant), Tingkat Pengangguran, Jumlah Uang Beredar , Suku


    Bunga, Nilai Tukar Rupiah

    b. Dependent Variable: Inflasi

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