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
33
Uji Multikolinearitas
LNQ LNL
LNB LNE
LNM LNQ
1.000000 0.519272
0.997431 0.977489
0.968159 LNL
0.519272 1.000000
0.531104 0.449509
0.435825 LNB
0.997431 0.531104
1.000000 0.974733
0.962414 LNE
0.977489 0.449509
0.974733 1.000000
0.976558 LNM
0.968159 0.435825
0.962414 0.976558
1.000000
Hasil Perhitungan TFP Provinsi DKI Jakarta
Tahun ∆QQ
a∆LL b∆BB c∆EE c∆MM ∆AA
1986 0.160345 -0.00406
0.10872 -0.00008 -0.03162 0.087408
1987 0.202141
0.00142 0.19827
0.00038 -0.00108 0.003145
1988 0.284184
0.00974 0.21876
0.00067 0.02786
0.027142 1989
0.391020 0.00805
0.18937 0.00047
0.01995 0.173163
1990 0.270498
0.01615 0.17181
0.00271 0.00665
0.073165 1991
0.165393 -0.00987 0.12176 -0.00084 -0.00962
0.063978 1992
0.103059 0.01641
0.00513 0.00085
0.01988 0.060783
1993 0.346986
0.00478 0.14202
0.00139 0.00146
0.197324 1994
0.158680 0.00222
0.11661 0.00065
0.01378 0.025395
1995 0.302649
0.00180 0.25388
0.00069 -0.00247 0.048734
1996 0.215709
0.00039 0.13153
0.00101 0.00885
0.073917 1997
-0.048303 -0.00678 -0.04770 -0.00024 -0.00255 0.008979
1998 0.039366 -0.00527
0.03404 0.00030
0.04239 -0.032111
1999 0.291145
0.00322 0.19447
0.00142 0.00522
0.086790 2000
0.536313 0.00441
0.41726 0.00260
0.02143 0.090588
2001 0.128488 -0.00197 -0.06502
0.00111 0.00283
0.191539 2002
-0.110109 -0.00364 -0.05354 0.00152
0.03746 -0.091902
2003 0.190825 -0.00026
0.11590 0.00019
0.02212 0.052869
2004 0.246103 -0.00191
0.12872 -0.00057 -0.02018 0.140054
2005 0.161078
0.00184 0.08539
0.00260 0.02700
0.044239 2006
0.150584 0.00603
0.07599 0.00114 -0.00410
0.071509 2007
0.130876 -0.00442 0.06785
0.00090 -0.00444 0.070989
2008 0.120647 -0.00450
0.19013 -0.00075 0.00046
-0.064701 2009
0.066948 -0.00592 0.03307
0.00043 0.00143
0.037931 2010
-0.088280 -0.00095 -0.19912 -0.00245 0.00207
0.112164 Rata-rata Total
0.062124 Rata-rata Sebelum Krisis
0.075832 Rata-rata Setelah Krisis
0.054612
34
6. Provinsi Jawa Barat Hasil Estimasi dalam Perhitungan TFP
Dependent Variable: LNQ Method: Least Squares
Date: 070213 Time: 13:43 Sample adjusted: 1988 2010
Included observations: 23 after adjustments Convergence achieved after 7 iterations
Variable Coefficient
Std. Error t-Statistic
Prob. LNTK
0.000889 0.050114
0.017748 0.9861
LNB 0.952192
0.075230 12.65714
0.0000 LNE
0.035828 0.061973
0.578117 0.5712
LNSM -0.007767
0.035125 -0.221129
0.8278 LNQ-1
0.046263 0.051806
0.892996 0.3851
C 0.391776
0.609675 0.642598
0.5296 AR1
-0.030142 0.256287
-0.117610 0.9078
R-squared 0.999353 Mean dependent var
11.65211 Adjusted R-squared
0.999110 S.D. dependent var 1.187633
S.E. of regression 0.035432 Akaike info criterion
-3.596591 Sum squared resid
0.020087 Schwarz criterion -3.251006
Log likelihood 48.36079 Hannan-Quinn criter.
-3.509677 F-statistic
4116.741 Durbin-Watson stat 1.657895
ProbF-statistic 0.000000
Inverted AR Roots -.03
Uji Kenormalan
Uji Heteroskedastisitas
Heteroskedasticity Test: Breusch-Pagan-Godfrey F-statistic
0.975450 Prob. F5,17 0.4605
ObsR-squared 5.127551 Prob. Chi-Square5
0.4005 Scaled explained SS
1.186511 Prob. Chi-Square5 0.9462
Uji Autokorelasi
Breusch-Godfrey Serial Correlation LM Test: F-statistic
1.062996 Prob. F2,14 0.3717
ObsR-squared 3.032236 Prob. Chi-Square2
0.2196
1 2
3 4
5
-0.06 -0.04
-0.02 0.00
0.02 0.04
Series: Residuals Sample 1987 2010
Observations 24 Mean
-1.37e-12 Median
0.004386 Maximum
0.045418 Minimum
-0.058602 Std. Dev.
0.031945 Skewness
-0.442501 Kurtosis
2.102228 Jarque-Bera
1.589224 Probability
0.451757
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