38
8. Provinsi Jawa Timur Hasil Estimasi dalam Perhitungan TFP
Dependent Variable: LNQ Method: Least Squares
Date: 050913 Time: 22:00 Sample adjusted: 1993 2010
Included observations: 18 after adjustments Convergence achieved after 16 iterations
Variable Coefficient
Std. Error t-Statistic
Prob. LNQ-1
0.200682 0.106492
1.884483 0.0862
LNTK 0.865705
0.307326 2.816898
0.0168 LNB
0.598660 0.131531
4.551487 0.0008
LNE 0.141056
0.092417 1.526300
0.1552 LNSM
0.004043 0.051841
0.077997 0.9392
C -10.21775
4.783073 -2.136231
0.0560 AR1
0.439438 0.299888
1.465342 0.1708
R-squared 0.994251 Mean dependent var
11.65876 Adjusted R-squared
0.991115 S.D. dependent var 0.864116
S.E. of regression 0.081454 Akaike info criterion
-1.892263 Sum squared resid
0.072982 Schwarz criterion -1.546007
Log likelihood 24.03036 Hannan-Quinn criter.
-1.844519 F-statistic
317.0411 Durbin-Watson stat 1.635487
ProbF-statistic 0.000000
Inverted AR Roots .44
Uji Kenormalan
Uji Heteroskedastisitas
Heteroskedasticity Test: Breusch-Pagan-Godfrey F-statistic
1.457227 Prob. F5,12 0.2739
ObsR-squared 6.800243 Prob. Chi-Square5
0.2359 Scaled explained SS
2.805157 Prob. Chi-Square5 0.7300
Uji Autokorelasi
Breusch-Godfrey Serial Correlation LM Test: F-statistic
0.684537 Prob. F2,9 0.5288
ObsR-squared 2.376617 Prob. Chi-Square2
0.3047
1 2
3 4
5
-0.15 -0.10
-0.05 -0.00
0.05 0.10
Series: Residuals Sample 1993 2010
Observations 18 Mean
-9.66e-11 Median
0.003284 Maximum
0.113477 Minimum
-0.147172 Std. Dev.
0.065521 Skewness
-0.259582 Kurtosis
3.209136 Jarque-Bera
0.234952 Probability
0.889162
39
Uji Multikolinearitas
LNQ LNL
LNB LNE
LNM LNQ
1.000000 0.595548
0.993079 0.966715
0.930821 LNL
0.595548 1.000000
0.535888 0.487687
0.579611 LNB
0.993079 0.535888
1.000000 0.970440
0.912475 LNE
0.966715 0.487687
0.970440 1.000000
0.871383 LNM
0.930821 0.579611
0.912475 0.871383
1.000000
Hasil Perhitungan TFP Provinsi Jawa Timur Tahun
∆QQ a∆LL
b∆BB c∆EE c∆MM ∆AA
1991 0.34810
0.105049 0.199459 0.032327 0.000265 0.011004
1992 0.25821
0.093683 0.149611 0.026297 0.000247 -0.011622
1993 0.20366
0.099858 0.084226 0.027744 -0.000566 -0.007602
1994 0.15128
0.049276 0.099213 0.029531 0.002842 -0.029582
1995 0.21848
0.180130 0.062741 0.006782 -0.000251 -0.030913
1996 0.17608
-0.072749 0.202183 0.023451 0.001934 0.021263
1997 0.14970
0.079424 0.151139 0.020108 0.001308 -0.102273
1998 0.46894
-0.045251 0.197110 0.032571 -0.000024 0.284534
1999 0.31923
-0.047747 0.148286 0.026461 -0.000024 0.192261
2000 0.72183
0.359527 0.119185 0.082859 0.084302 0.075966
2001 -0.23981 -0.246368
0.102307 -0.065237 -0.001326 -0.029189 2002
0.49309 -0.010423
0.463583 0.253863 -0.001569 -0.212360 2003 -0.20492
-0.029613 -0.225162 -0.000158 0.000845 0.049165
2004 0.11836
0.004090 0.129278 0.042767 -0.001627 -0.056142
2005 0.12672
0.010313 0.069444 0.022812 -0.000062 0.024219
2006 0.25022
0.049575 0.105357 0.030895 0.001237 0.063158
2007 0.26353
0.027645 0.237260 0.027642 0.000624 -0.029635
2008 0.10385
0.016781 0.097088 0.036842 0.007282 -0.054138
2009 -0.00715 -0.000027
-0.046176 -0.025000 -0.002062 0.066118 2010 -0.00720
-0.000027 -0.050035 -0.030385 -0.000802 0.074051
Rata-rata Total 0.014914
Rata-rata Sebelum Krisis -0.007908
Rata-rata Setelah Krisis 0.013623
40
9. Provinsi Kalimantan Timur Hasil Estimasi dalam Perhitungan TFP
Dependent Variable: LNQ Method: Least Squares
Date: 050913 Time: 22:26 Sample: 1986 2010
Included observations: 25 Variable
Coefficient Std. Error
t-Statistic Prob.
LNTK -0.006222
0.127910 -0.048641
0.9617 LNB
0.833545 0.068859
12.10511 0.0000
LNE 0.168958
0.072188 2.340545
0.0297 LNSM
0.013535 0.037229
0.363554 0.7200
C 1.242682
1.475610 0.842148
0.4097 R-squared
0.988298 Mean dependent var 8.706449
Adjusted R-squared 0.985958 S.D. dependent var
1.116031 S.E. of regression
0.132248 Akaike info criterion -1.031412
Sum squared resid 0.349793 Schwarz criterion
-0.787637 Log likelihood
17.89266 Hannan-Quinn criter. -0.963800
F-statistic 422.2896 Durbin-Watson stat
1.572901 ProbF-statistic
0.000000
Uji Kenormalan
Uji Heteroskedastisitas
Heteroskedasticity Test: Breusch-Pagan-Godfrey F-statistic
2.178284 Prob. F4,20 0.1085
ObsR-squared 7.586368 Prob. Chi-Square4
0.1080 Scaled explained SS
6.216958 Prob. Chi-Square4 0.1835
Uji Autokorelasi
Breusch-Godfrey Serial Correlation LM Test: F-statistic
0.490025 Prob. F2,18 0.6205
ObsR-squared 1.290895 Prob. Chi-Square2
0.5244
1 2
3 4
5 6
7
-0.3 -0.2
-0.1 -0.0
0.1 0.2
0.3
Series: Residuals Sample 1986 2010
Observations 25 Mean
1.02e-15 Median
-0.013523 Maximum
0.300593 Minimum
-0.258126 Std. Dev.
0.120726 Skewness
0.379884 Kurtosis
3.560908 Jarque-Bera
0.929026 Probability
0.628441