2. MODEL JANGKA PENDEK
Heteroskedasticity Test: Breusch-Pagan-Godfrey F-statistic
0.710821 Prob. F3,27
0.5540 ObsR-squared
2.269163 Prob. Chi-Square3
0.5185 Scaled explained SS
5.884279 Prob. Chi-Square3
0.1174 Test Equation:
Dependent Variable: RESID2 Method: Least Squares
Date: 012013 Time: 15:13 Sample: 1980 2010
Included observations: 31
Variable Coefficient
Std. Error t-Statistic
Prob. C
-1.10E+12 1.31E+12
-0.842605 0.4069
KONSUMSI -163668.9
412419.9 -0.396850
0.6946 PENDUDUK
6314.655 11853.19
0.532739 0.5986
PRODUKSI 257398.7
291283.9 0.883670
0.3847 R-squared
0.073199 Mean dependent var
1.77E+11 Adjusted R-squared
-0.029779 S.D. dependent var
4.71E+11 S.E. of regression
4.78E+11 Akaike info criterion
56.74518 Sum squared resid
6.18E+24 Schwarz criterion
56.93021 Log likelihood
-875.5502 Hannan-Quinn criter.
56.80549 F-statistic
0.710821 Durbin-Watson stat
2.275888 ProbF-statistic
0.554014
LAMPIRAN 9 HASIL UJI ASUMSI KLASIK AUTOKORELASI
1. MODEL ECM
LAG 1
Breusch-Godfrey Serial Correlation LM Test: F-statistic
0.480423 Prob. F1,24
0.4949 ObsR-squared
0.588744 Prob. Chi-Square1
0.4429 Test Equation:
Dependent Variable: RESID Method: Least Squares
Date: 012013 Time: 15:19 Sample: 1981 2010
Included observations: 30 Presample missing value lagged residuals set to zero.
Variable Coefficient
Std. Error t-Statistic
Prob. DKONSUMSI
0.063414 0.320308
0.197977 0.8447
DPENDUDUK -0.001597
0.071741 -0.022262
0.9824 DPRODUKSI
-0.037811 0.365284
-0.103510 0.9184
RESID02 -0.259517
0.414612 -0.625927
0.5373 C
6549.898 230724.6
0.028388 0.9776
RESID-1 0.354707
0.511749 0.693126
0.4949 R-squared
0.019625 Mean dependent var
-4.66E-11 Adjusted R-squared
-0.184620 S.D. dependent var
376973.1 S.E. of regression
410298.5 Akaike info criterion
28.86401 Sum squared resid
4.04E+12 Schwarz criterion
29.14425 Log likelihood
-426.9602 Hannan-Quinn criter.
28.95366 F-statistic
0.096085 Durbin-Watson stat
1.932384 ProbF-statistic
0.991951
LAG 2
Breusch-Godfrey Serial Correlation LM Test: F-statistic
0.638049 Prob. F2,23
0.5374 ObsR-squared
1.576981 Prob. Chi-Square2
0.4545 Test Equation:
Dependent Variable: RESID Method: Least Squares
Date: 012013 Time: 15:22 Sample: 1981 2010
Included observations: 30 Presample missing value lagged residuals set to zero.
Variable Coefficient
Std. Error t-Statistic
Prob. DKONSUMSI
-0.001050 0.329632
-0.003186 0.9975
DPENDUDUK 0.000435
0.072078 0.006039
0.9952 DPRODUKSI
-0.088425 0.371159
-0.238239 0.8138
RESID02 -0.321483
0.422080 -0.761663
0.4540 C
13773.55 231834.3
0.059411 0.9531
RESID-1 0.403030
0.516732 0.779959
0.4434 RESID-2
0.202464 0.226407
0.894251 0.3805
R-squared 0.052566
Mean dependent var -4.66E-11
Adjusted R-squared -0.194591
S.D. dependent var 376973.1
S.E. of regression 412021.5
Akaike info criterion 28.89650
Sum squared resid 3.90E+12
Schwarz criterion 29.22345
Log likelihood -426.4475
Hannan-Quinn criter. 29.00110
F-statistic 0.212683
Durbin-Watson stat 1.853028
ProbF-statistic 0.969027
LAG 3
Breusch-Godfrey Serial Correlation LM Test: F-statistic
0.491584 Prob. F3,22
0.6917 ObsR-squared
1.884686 Prob. Chi-Square3
0.5967 Test Equation:
Dependent Variable: RESID Method: Least Squares
Date: 012013 Time: 15:24 Sample: 1981 2010
Included observations: 30 Presample missing value lagged residuals set to zero.
Variable Coefficient
Std. Error t-Statistic
Prob. DKONSUMSI
0.007683 0.335683
0.022887 0.9819
DPENDUDUK 0.008397
0.075073 0.111848
0.9120 DPRODUKSI
-0.151757 0.398898
-0.380440 0.7073
RESID02 -0.340078
0.430893 -0.789240
0.4384 C
-9234.598 240375.8
-0.038417 0.9697
RESID-1 0.451621
0.534727 0.844582
0.4074 RESID-2
0.218151 0.232447
0.938495 0.3582
RESID-3 -0.123857
0.252413 -0.490691
0.6285 R-squared
0.062823 Mean dependent var
-4.66E-11 Adjusted R-squared
-0.235370 S.D. dependent var
376973.1 S.E. of regression
418995.0 Akaike info criterion
28.95228 Sum squared resid
3.86E+12 Schwarz criterion
29.32594 Log likelihood
-426.2843 Hannan-Quinn criter.
29.07182 F-statistic
0.210679 Durbin-Watson stat
1.890907 ProbF-statistic
0.979267
2. MODEL JANGKA PENDEK
Kategori