4.6.2 Heteroskedastisitas Tabel 4.11 Uji White Test
White Heteroskedasticity Test: F-statistic
5.382606 Probability 0.001856
ObsR-squared 15.85824 Probability
0.007261 Test Equation:
Dependent Variable: RESID2 Method: Least Squares
Date: 072711 Time: 00:06 Sample: 1 30
Included observations: 30 Variable
Coefficient Std. Error
t-Statistic Prob.
C 5.57E+11
2.56E+11 2.176043
0.0396 X1
631817.8 450630.5
1.402075 0.1737
X12 0.524571
0.453505 1.156704
0.2588 X1X2
-0.400461 0.223725
-1.789971 0.0861
X2 -596742.9
273396.7 -2.182700
0.0391 X22
0.162845 0.079769
2.041468 0.0523
R-squared 0.528608 Mean dependent var
4.66E+10 Adjusted R-squared
0.430401 S.D. dependent var 5.07E+10
S.E. of regression 3.83E+10 Akaike info criterion
51.75129 Sum squared resid
3.52E+22 Schwarz criterion 52.03153
Log likelihood -770.2694 F-statistic
5.382606 Durbin-Watson stat
2.075407 ProbF-statistic 0.001856
Sumber: Lampiran
Dari hasil di atas, diperoleh bahwa nilai probability obsR-squared lebih tinggi dari 0.05 15.85824 0.05 berarti tidak terdapat heteroskedastisitas pada
hasil estimasi.
Universitas Sumatera Utara
4.6.3 Linearitas Tabel 4.12 Uji Linearitas
Ramsey RESET Test: F-statistic
1.419024 Probability 0.244326
Log likelihood ratio 1.594216 Probability
0.206725 Test Equation:
Dependent Variable: Y Method: Least Squares
Date: 072711 Time: 00:12 Sample: 1 30
Included observations: 30 Variable
Coefficient Std. Error
t-Statistic Prob.
C -202781.8
929604.0 -0.218138
0.8290 X1
3.064605 1.815243
1.688262 0.1033
X2 2.549066
1.516932 1.680409
0.1049 FITTED2
-4.45E-07 3.74E-07
-1.191228 0.2443
R-squared 0.733503 Mean dependent var
2626667. Adjusted R-squared
0.702754 S.D. dependent var 414340.6
S.E. of regression 225899.7 Akaike info criterion
27.61714 Sum squared resid
1.33E+12 Schwarz criterion 27.80396
Log likelihood -410.2570 F-statistic
23.85408 Durbin-Watson stat
2.002219 ProbF-statistic 0.000000
Sumber: Lampiran
Hasil pengujian dengan Ramsey RESET test diperoleh nilai F-statistik sebesar 1.419024
dengan nilai probabilitasnya 0.244326. Dapat dilihat bahwa nilai F-Statistik dan nilai probabilitasnya tidak terlalu tinggi dan F-hitungnya F-
tabel dengan demikian dapat disimpulkan bahwa model persamaan diatas linier.
Universitas Sumatera Utara
1 2
3 4
5 6
-400000 -200000
200000 400000
Series: Residuals Sample 1 30
Observations 30
Mean 1.90e-10
Median -11931.71
Maximum 370148.3
Minimum -454787.6
Std. Dev. 219655.8
Skewness 0.058342
Kurtosis 2.143413
Jarque-Bera 0.934196
Probability 0.626819
4.6.4 Normalitas Tabel 4.13 Uji Normalitas
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