30
4. Provinsi Sumatera Selatan Hasil Estimasi dalam Perhitungan TFP
Dependent Variable: LNQ Method: Least Squares
Date: 050713 Time: 00:19 Sample adjusted: 1988 2010
Included observations: 23 after adjustments Convergence achieved after 63 iterations
Variable Coefficient
Std. Error t-Statistic
Prob. LNTK
-0.252285 0.151916
-1.660686 0.1162
LNB 0.730401
0.055688 13.11604
0.0000 LNE
-0.029522 0.056242
-0.524904 0.6068
LNSM -0.075475
0.057539 -1.311719
0.2081 LNQ-1
0.356428 0.095831
3.719339 0.0019
C 2.923117
1.938403 1.508003
0.1510 AR1
0.806965 0.209751
3.847257 0.0014
R-squared 0.993371 Mean dependent var
8.627851 Adjusted R-squared
0.990885 S.D. dependent var 1.139031
S.E. of regression 0.108748 Akaike info criterion
-1.353772 Sum squared resid
0.189219 Schwarz criterion -1.008187
Log likelihood 22.56838 Hannan-Quinn criter.
-1.266859 F-statistic
399.5851 Durbin-Watson stat 1.821296
ProbF-statistic 0.000000
Inverted AR Roots .81
Uji Kenormalan
Uji Heteroskedastisitas
Heteroskedasticity Test: Breusch-Pagan-Godfrey F-statistic
0.466583 Prob. F5,17 0.7958
ObsR-squared 2.775422 Prob. Chi-Square5
0.7346 Scaled explained SS
1.160118 Prob. Chi-Square5 0.9486
Uji Autokorelasi
Breusch-Godfrey Serial Correlation LM Test: F-statistic
1.715593 Prob. F2,14 0.2156
ObsR-squared 4.527361 Prob. Chi-Square2
0.1040
1 2
3 4
5 6
7 8
9
-0.2 -0.1
-0.0 0.1
0.2
Series: Residuals Sample 1988 2010
Observations 23 Mean
2.20e-10 Median
0.006828 Maximum
0.179688 Minimum
-0.190857 Std. Dev.
0.092741 Skewness
-0.006607 Kurtosis
2.727503 Jarque-Bera
0.071328 Probability
0.964964
31
Uji Multikolinearitas
LNQ LNL
LNB LNE
LNM LNQ
1.000000 -0.360496
0.983378 0.894306
0.442886 LNL
-0.360496 1.000000
-0.261500 -0.327376
0.021905 LNB
0.983378 -0.261500
1.000000 0.867375
0.420986 LNE
0.894306 -0.327376
0.867375 1.000000
0.460910 LNM
0.442886 0.021905
0.420986 0.460910
1.000000
Hasil Perhitungan TFP Provinsi Sumatera Selatan Tahun
∆QQ a∆LL
b∆BB c∆EE c∆MM
∆AA 1986
0.548757 -0.028708 0.259557 -0.009678 -0.024809 0.352396
1987 0.354321 -0.025775 0.191504
-0.007289 -0.018672 0.214553 1988
0.126325 -0.023386 0.100433 -0.011360 -0.010729 0.071367
1989 0.112156 -0.031981 0.088292
-0.008204 -0.013106 0.077154 1990
0.085184 -0.028383 0.054730 0.003968 -0.005610 0.060479
1991 0.136227 0.023663 0.108500
-0.017257 -0.078301 0.099623 1992
0.043682 0.056615 -0.074273 -0.093830 0.015040 0.140130
1993 0.175991 -0.126167 0.090697
-0.000277 0.000325 0.211414 1994
0.352266 -0.014240 0.435716 0.001837 -0.030697 -0.040350
1995 0.448560 0.006701 0.302478
0.009149 -0.000915 0.131146 1996
0.045837 -0.003610 0.151424 -0.011075 -0.001222 -0.089681
1997 -0.090431 0.032808 -0.170504 -0.008053 0.012112 0.043206
1998 1.052899 -0.014506 1.207199
-0.003483 0.027600 -0.163911 1999
0.027390 0.013045 -0.089574 -0.076835 0.013900 0.166854
2000 -0.042318 0.015200 -0.027290 0.017316 0.017989 -0.065534
2001 0.059181 0.017755 0.048606
0.001293 -0.000643 -0.007830 2002
0.028972 0.006585 -0.010771 -0.000439 0.003716 0.029882
2003 0.070880 0.117853 -0.010933
-0.000432 -0.138160 0.102552 2004
0.048463 -0.029585 -0.087472 -0.032422 0.047318 0.150623
2005 0.012053 -0.000134 0.064401
-0.006667 -0.159959 0.114412 2006
1.508870 0.003414 1.043644 0.017996 0.025382 0.418435
2007 -0.133466 -0.003116 -0.363871 -0.045288 -0.004008 0.282817
2008 0.002120 -0.000051 -0.031731
0.000793 0.001406 0.031704 2009
0.955614 -0.157049 2.000527 0.002984 -0.003215 -0.887633
2010 0.985255 -0.026049 0.635189
-0.032224 -0.092752 0.501091 Rata-rata Total
0.077796 Rata-rata Sebelum Krisis
0.111657 Rata-rata Setelah Krisis
0.069781
32
5. Provinsi DKI Jakarta Hasil Estimasi dalam Perhitungan TFP
Dependent Variable: LNQ Method: Least Squares
Date: 050913 Time: 19:30 Sample adjusted: 1987 2010
Included observations: 24 after adjustments Variable
Coefficient Std. Error
t-Statistic Prob.
LNTK 0.061827
0.075988 0.813651
0.4265 LNB
0.632909 0.088143
7.180497 0.0000
LNE 0.004360
0.057818 0.075416
0.9407 LNSM
0.054038 0.051208
1.055280 0.3053
LNQ-1 0.352998
0.068711 5.137442
0.0001 C
-0.421987 0.888108
-0.475152 0.6404
R-squared 0.998131 Mean dependent var
10.83783 Adjusted R-squared
0.997611 S.D. dependent var 1.120292
S.E. of regression 0.054752 Akaike info criterion
-2.759686 Sum squared resid
0.053960 Schwarz criterion -2.465172
Log likelihood 39.11623 Hannan-Quinn criter.
-2.681551 F-statistic
1922.236 Durbin-Watson stat 1.757678
ProbF-statistic 0.000000
Uji Kenormalan
Uji Heteroskedastisitas
Heteroskedasticity Test: Breusch-Pagan-Godfrey F-statistic
1.802883 Prob. F5,18 0.1631
ObsR-squared 8.008536 Prob. Chi-Square5
0.1558 Scaled explained SS
4.142007 Prob. Chi-Square5 0.5292
Uji Autokorelasi
Breusch-Godfrey Serial Correlation LM Test: F-statistic
0.523298 Prob. F2,16 0.6024
ObsR-squared 1.473509 Prob. Chi-Square2
0.4787
1 2
3 4
5 6
7 8
-0.2 -0.1
-0.0 0.1
0.2
Series: Residuals Sample 1986 2010
Observations 25 Mean
1.10e-15 Median
-0.000591 Maximum
0.227503 Minimum
-0.161072 Std. Dev.
0.076979 Skewness
0.750767 Kurtosis
4.582020 Jarque-Bera
4.955619 Probability
0.083927