LAMPIRAN Uji Normalitas Suku Bunga Bank Indonesia Date: 06/03/14 Time: 22:24 X1 0.631279 0.186723 3.380827 0.0020 C -4.667840 1.468908-3.177763 0.0034 R-squared 0.275887 Mean dependent var 0.157500 Adjusted R-squared 0.251750 S.D. dependent var 2.271051 S.E. of regression 1.964492 Akaike info criterion 4.248806 Sum squared resid 115.7769 Schwarz criterion 4.340414 Log likelihood -65.98089 Hannan-Quinn criter. 4.279171 F-statistic 11.42999 Durbin-Watson stat 0.606866 Prob(F-statistic) 0.002023
6 5 4 3 2 1 0-3 -2-1 0 1 2 3 Series: Residuals Sample 2006Q1 2013Q4 Observations 32 Mean -1.08e-15 Median -0.073861 Maximum 2.764526 Minimum -3.461730 Std. Dev. 1.932547 Skewness -0.221126 Kurtosis 1.734707 Jarque-Bera 2.395404 Probability 0.301887 Uji Normalitas Nilai Tukar Date: 06/03/14 Time: 22:28 X2-0.000725 0.000453-1.598540 0.1204 C 7.080008 4.348204 1.628260 0.1139 R-squared 0.078492 Mean dependent var 0.157500 Adjusted R-squared 0.047775 S.D. dependent var 2.271051 S.E. of regression 2.216137 Akaike info criterion 4.489870 Sum squared resid 147.3379 Schwarz criterion 4.581478 Log likelihood -69.83792 Hannan-Quinn criter. 4.520235 F-statistic 2.555330 Durbin-Watson stat 0.521736 Prob(F-statistic) 0.120404
7 6 5 4 3 2 1 0-5 -4-3 -2-1 0 1 2 3 4 Series: Residuals Sample 2006Q1 2013Q4 Observations 32 Mean 6.25e-17 Median 0.362267 Maximum 3.549382 Minimum -4.391377 Std. Dev. 2.180100 Skewness -0.443596 Kurtosis 2.054234 Jarque-Bera 2.242109 Probability 0.325936 Uji Normalitas Pertumbuhan Ekonomi Date: 06/03/14 Time: 22:28 X3-1.012698 0.586315-1.727225 0.0944 C 6.100140 3.462516 1.761765 0.0883 R-squared 0.090449 Mean dependent var 0.157500 Adjusted R-squared 0.060131 S.D. dependent var 2.271051
S.E. of regression 2.201712 Akaike info criterion 4.476809 Sum squared resid 145.4261 Schwarz criterion 4.568418 Log likelihood -69.62895 Hannan-Quinn criter. 4.507175 F-statistic 2.983306 Durbin-Watson stat 0.485109 Prob(F-statistic) 0.094411 9 8 7 6 5 4 3 2 1 0-5 -4-3 -2-1 0 1 2 3 4 Series: Residuals Sample 2006Q1 2013Q4 Observations 32 Mean -8.60e-16 Median 0.717161 Maximum 3.279859 Minimum -4.626490 Std. Dev. 2.165910 Skewness -0.581604 Kurtosis 2.305228 Jarque-Bera 2.447681 Probability 0.294098 Uji Multikolonieritas Keseluruhan Variabel Date: 06/03/14 Time: 22:30
X1 0.428093 0.185485 2.307961 0.0286 X2-0.001293 0.000439-2.945840 0.0064 X3-1.473727 0.610608-2.413540 0.0226 C 17.88608 7.573381 2.361703 0.0254 R-squared 0.458778 Mean dependent var 0.157500 Adjusted R-squared 0.400790 S.D. dependent var 2.271051 S.E. of regression 1.757989 Akaike info criterion 4.082687 Sum squared resid 86.53475 Schwarz criterion 4.265904 Log likelihood -61.32300 Hannan-Quinn criter. 4.143418 F-statistic 7.911602 Durbin-Watson stat 1.003436 Prob(F-statistic) 0.000564 Uji Multikolonieritas X1 dan X2 ( Suku Bunga Bank Indonesia dan Nilai Tukar ) Dependent Variable: X1 Date: 06/03/14 Time: 22:33 X2-6.21E-05 0.000393-0.157974 0.8755 C 8.236456 3.767245 2.186334 0.0367 R-squared 0.000831 Mean dependent var 7.643750 Adjusted R-squared -0.032474 S.D. dependent var 1.889604 S.E. of regression 1.920041 Akaike info criterion 4.203032 Sum squared resid 110.5967 Schwarz criterion 4.294640 Log likelihood -65.24851 Hannan-Quinn criter. 4.233397 F-statistic 0.024956 Durbin-Watson stat 0.098690 Prob(F-statistic) 0.875536 Uji Multikolonieritas X1 dan X3 ( Suku Bunga Bank Indonesia dan Pertumbuhan Ekonomi ) Dependent Variable: X1 Date: 06/03/14 Time: 22:35
X3-0.989972 0.478522-2.068810 0.0473 C 13.45303 2.825938 4.760552 0.0000 R-squared 0.124854 Mean dependent var 7.643750 Adjusted R-squared 0.095682 S.D. dependent var 1.889604 S.E. of regression 1.796931 Akaike info criterion 4.070499 Sum squared resid 96.86887 Schwarz criterion 4.162108 Log likelihood -63.12799 Hannan-Quinn criter. 4.100865 F-statistic 4.279976 Durbin-Watson stat 0.151690 Prob(F-statistic) 0.047276 Uji Multikolonieritas X2 dan X3 ( Nilai Tukar dan Pertumbuhan Ekonomi ) Dependent Variable: X2 Date: 06/03/14 Time: 22:36 X3-684.1916 202.1806-3.384062 0.0020 C 13566.70 1193.988 11.36251 0.0000 R-squared 0.276269 Mean dependent var 9551.781 Adjusted R-squared 0.252145 S.D. dependent var 877.9305 S.E. of regression 759.2222 Akaike info criterion 16.16293 Sum squared resid 17292550 Schwarz criterion 16.25454 Log likelihood -256.6068 Hannan-Quinn criter. 16.19329 F-statistic 11.45187 Durbin-Watson stat 0.531956 Prob(F-statistic) 0.002006 Uji Heterokodesitas Heteroskedasticity Test: White
F-statistic 0.888717 Prob. F(9,22) 0.5503 Obs*R-squared 8.532122 Prob. Chi-Square(9) 0.4815 Scaled explained SS 3.706364 Prob. Chi-Square(9) 0.9297 Test Equation: Dependent Variable: RESID^2 Date: 06/03/14 Time: 22:37 C -496.6035 227.3841-2.183986 0.0399 X1 26.96261 18.40197 1.465202 0.1570 X1^2-0.300012 0.393853-0.761735 0.4543 X1*X2-0.001340 0.000873-1.535140 0.1390 X1*X3-1.699862 1.275939-1.332244 0.1964 X2 0.054049 0.023930 2.258668 0.0342 X2^2-1.65E-06 8.58E-07-1.919618 0.0680 X2*X3-0.001749 0.001917-0.912061 0.3716 X3 44.55495 34.09998 1.306597 0.2048 X3^2-1.253633 1.682529-0.745088 0.4641 R-squared 0.266629 Mean dependent var 2.704211 Adjusted R-squared -0.033387 S.D. dependent var 2.926760 S.E. of regression 2.975217 Akaike info criterion 5.268817 Sum squared resid 194.7421 Schwarz criterion 5.726860 Log likelihood -74.30108 Hannan-Quinn criter. 5.420645 F-statistic 0.888717 Durbin-Watson stat 2.550645 Prob(F-statistic) 0.550309 Uji Autokorelasi
Breusch-Godfrey Serial Correlation LM Test: F-statistic 7.684901 Prob. F(2,26) 0.0024 Obs*R-squared 11.88871 Prob. Chi-Square(2) 0.0026 Test Equation: Dependent Variable: RESID Date: 06/03/14 Time: 22:39 Presample missing value lagged residuals set to zero. X1 0.167603 0.158487 1.057517 0.3000 X2 0.001032 0.000451 2.290233 0.0304 X3 0.662289 0.532828 1.242969 0.2250 C -15.01670 7.318352-2.051924 0.0504 RESID(-1) 0.528295 0.191698 2.755867 0.0106 RESID(-2) 0.354966 0.203126 1.747516 0.0924 R-squared 0.371522 Mean dependent var 1.38E-15 Adjusted R-squared 0.250661 S.D. dependent var 1.670761 S.E. of regression 1.446284 Akaike info criterion 3.743233 Sum squared resid 54.38516 Schwarz criterion 4.018058 Log likelihood -53.89172 Hannan-Quinn criter. 3.834329 F-statistic 3.073960 Durbin-Watson stat 1.976942 Prob(F-statistic) 0.026036 Uji Kesesuaian Koefisien Determinasi Date: 06/03/14 Time: 22:40 X1 0.428093 0.185485 2.307961 0.0286 X2-0.001293 0.000439-2.945840 0.0064 X3-1.473727 0.610608-2.413540 0.0226 C 17.88608 7.573381 2.361703 0.0254 R-squared 0.458778 Mean dependent var 0.157500 Adjusted R-squared 0.400790 S.D. dependent var 2.271051 S.E. of regression 1.757989 Akaike info criterion 4.082687 Sum squared resid 86.53475 Schwarz criterion 4.265904 Log likelihood -61.32300 Hannan-Quinn criter. 4.143418 F-statistic 7.911602 Durbin-Watson stat 1.003436
Prob(F-statistic) 0.000564 Uji t ( Parsial ) Suku Bunga Bank Indonesia Date: 06/03/14 Time: 22:41 X1 0.631279 0.186723 3.380827 0.0020 C -4.667840 1.468908-3.177763 0.0034 R-squared 0.275887 Mean dependent var 0.157500 Adjusted R-squared 0.251750 S.D. dependent var 2.271051 S.E. of regression 1.964492 Akaike info criterion 4.248806 Sum squared resid 115.7769 Schwarz criterion 4.340414 Log likelihood -65.98089 Hannan-Quinn criter. 4.279171 F-statistic 11.42999 Durbin-Watson stat 0.606866 Prob(F-statistic) 0.002023 Uji t ( Parsial ) Nilai Tukar Date: 06/03/14 Time: 22:42 X2-0.000725 0.000453-1.598540 0.1204 C 7.080008 4.348204 1.628260 0.1139 R-squared 0.078492 Mean dependent var 0.157500 Adjusted R-squared 0.047775 S.D. dependent var 2.271051 S.E. of regression 2.216137 Akaike info criterion 4.489870 Sum squared resid 147.3379 Schwarz criterion 4.581478 Log likelihood -69.83792 Hannan-Quinn criter. 4.520235 F-statistic 2.555330 Durbin-Watson stat 0.521736
Prob(F-statistic) 0.120404 Uji t ( Parsial ) Pertumbuhan Ekonomi Date: 06/03/14 Time: 22:43 X3-1.012698 0.586315-1.727225 0.0944 C 6.100140 3.462516 1.761765 0.0883 R-squared 0.090449 Mean dependent var 0.157500 Adjusted R-squared 0.060131 S.D. dependent var 2.271051 S.E. of regression 2.201712 Akaike info criterion 4.476809 Sum squared resid 145.4261 Schwarz criterion 4.568418 Log likelihood -69.62895 Hannan-Quinn criter. 4.507175 F-statistic 2.983306 Durbin-Watson stat 0.485109 Prob(F-statistic) 0.094411 Uji F ( Simultan ) Date: 06/03/14 Time: 22:45 X1 0.428093 0.185485 2.307961 0.0286 X2-0.001293 0.000439-2.945840 0.0064 X3-1.473727 0.610608-2.413540 0.0226 C 17.88608 7.573381 2.361703 0.0254 R-squared 0.458778 Mean dependent var 0.157500
Adjusted R-squared 0.400790 S.D. dependent var 2.271051 S.E. of regression 1.757989 Akaike info criterion 4.082687 Sum squared resid 86.53475 Schwarz criterion 4.265904 Log likelihood -61.32300 Hannan-Quinn criter. 4.143418 F-statistic 7.911602 Durbin-Watson stat 1.003436 Prob(F-statistic) 0.000564