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
35
Uji Multikolinearitas
LNQ LNL
LNB LNE
LNM LNQ
1.000000 0.713057
0.999424 0.981441
0.970896 LNL
0.713057 1.000000
0.724071 0.604154
0.689477 LNB
0.999424 0.724071
1.000000 0.978615
0.970916 LNE
0.981441 0.604154
0.978615 1.000000
0.973759 LNM
0.970896 0.689477
0.970916 0.973759
1.000000
Hasil Perhitungan TFP Provinsi Jawa Barat Tahun
∆QQ a∆LL
b∆BB c∆EE c∆MM ∆AA
1986 0.159813 0.000018 0.194490 -0.000862
-0.000788 -0.033045 1987 0.271479
-0.000162 0.374999 0.002231 -0.005125 -0.100462
1988 0.374817 0.000503 0.497783 0.010879
-0.003692 -0.130656 1989 0.349301
0.000101 0.266111 0.009121 -0.002088 0.076055
1990 0.383045 0.000323 0.349383 0.009305
-0.003997 0.028030 1991 0.324608
0.000238 0.399465 0.014937 -0.004059 -0.085972
1992 0.372379 0.000130 0.250075 0.006224
-0.004080 0.120030 1993 0.125171
0.000085 0.090038 0.005832 -0.004237 0.033453
1994 0.300298 0.000073 0.317389 0.002595
0.002614 -0.022373 1995 0.270477
0.000084 0.272795 0.006470 -0.001625 -0.007246
1996 0.403979 0.000037 0.333572 0.009113
-0.004079 0.065337 1997 0.001243
0.000004 0.027824 -0.005549 0.000525 -0.021560
1998 0.762955 -0.000011 0.776550 0.033684
-0.004794 -0.042473 1999 0.151347
0.000040 0.118313 0.006923 -0.000048 0.026119
2000 0.262833 0.000036 0.233520 0.016457
-0.005107 0.017926 2001 -0.363047
-0.000251 -0.337677 -0.009475 -0.003305 -0.012340
2002 0.194681 -0.000026 0.156700 0.018065
-0.000752 0.020694 2003 0.042428
-0.000014 -0.020511 0.002683 -0.003116 0.063387
2004 0.232262 -0.000018 0.326749 0.012125
0.000168 -0.106763 2005 0.056611
-0.000013 0.034397 0.006853 0.000021 0.015354
2006 0.166113 0.000179 0.152598 0.000586
0.002289 0.010460 2007 0.138326
-0.000054 0.084194 0.007080 -0.002024 0.049130
2008 0.445133 -0.000062 0.457638 0.005681
-0.000224 -0.017900 2009 0.203693
-0.000103 0.147414 0.004332 -0.001291 0.053340
2010 0.169223 0.000043 0.127652 0.003865
-0.001107 0.038771 Rata-rata Total
0.001492 Rata-rata Sebelum Krisis
-0.005168 Rata-rata Setelah Krisis
0.013181
36
7. Provinsi Jawa Tengah Hasil Estimasi dalam Perhitungan TFP
Dependent Variable: LNQ Method: Least Squares
Date: 070213 Time: 14:07 Sample adjusted: 1988 2010
Included observations: 23 after adjustments Convergence achieved after 6 iterations
Variable Coefficient
Std. Error t-Statistic
Prob. LNTK
-0.254887 0.130584
-1.951897 0.0687
LNB 0.851185
0.061798 13.77356
0.0000 LNE
0.042956 0.032879
1.306511 0.2098
LNSM 0.088506
0.023039 3.841634
0.0014 LNQ-1
0.035226 0.063125
0.558036 0.5845
C 4.413206
1.433964 3.077628
0.0072 AR1
-0.140968 0.252401
-0.558508 0.5842
R-squared 0.998310 Mean dependent var
10.34759 Adjusted R-squared
0.997676 S.D. dependent var 1.086523
S.E. of regression 0.052375 Akaike info criterion
-2.814967 Sum squared resid
0.043891 Schwarz criterion -2.469382
Log likelihood 39.37212 Hannan-Quinn criter.
-2.728053 F-statistic
1575.283 Durbin-Watson stat 2.110769
ProbF-statistic 0.000000
Inverted AR Roots -.14
Uji Kenormalan
Uji Heteroskedastisitas
Heteroskedasticity Test: Breusch-Pagan-Godfrey F-statistic
0.546436 Prob. F5,17 0.7389
ObsR-squared 3.184654 Prob. Chi-Square5
0.6715 Scaled explained SS
0.861756 Prob. Chi-Square5 0.9729
Uji Autokorelasi
Breusch-Godfrey Serial Correlation LM Test: F-statistic
1.608684 Prob. F2,14 0.2350
ObsR-squared 4.297953 Prob. Chi-Square2
0.1166
1 2
3 4
5 6
7
-0.05 -0.00
0.05 0.10
Series: Residuals Sample 1986 2010
Observations 25 Mean
6.41e-16 Median
0.000353 Maximum
0.103506 Minimum
-0.073741 Std. Dev.
0.046761 Skewness
0.250039 Kurtosis
2.322707 Jarque-Bera
0.738337 Probability
0.691309
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