2. Variabel Independen Inflasi
Dependent Variable: INFL? Method: Pooled Least Squares
Date: 122216 Time: 23:38 Sample: 2011M01 2015M12
Included observations: 60 Cross-sections included: 19
Total pool balanced observations: 1140 Variable
Coefficient Std. Error
t-Statistic Prob.
C -0.128501
0.033002 -3.893677
0.0001 I?
1.026014 0.081011
12.66511 0.0000
LOGER? -0.020227
0.006826 -2.963369
0.0031 LOGDJIA?
0.031829 0.006947
4.581564 0.0000
Fixed Effects Cross _ALKA--C
-2.30E-17 _AMFG--C
-2.30E-17 _DPNS--C
-2.30E-17 _DVLA--C
-2.30E-17 _EKAD--C
-2.30E-17 _IGAR--C
-2.30E-17 _INAF--C
-2.30E-17 _INDF--C
-2.30E-17 _INTP--C
-2.30E-17 _JPRS--C
-2.30E-17 _KAEF--C
-2.30E-17 _KBLM--C
-2.30E-17 _KDSI--C
-2.30E-17 _MRAT--C
-2.30E-17 _RICY--C
-2.30E-17 _SMGR--C
-2.30E-17 _SMSM--C
-2.30E-17 _TCID--C
-2.30E-17 _UNVR--C
-2.30E-17 Effects Specification
Cross-section fixed dummy variables R-squared
0.322569 Mean dependent var 0.058862
Adjusted R-squared 0.309844 S.D. dependent var
0.015332 S.E. of regression
0.012737 Akaike info criterion -5.869453
Sum squared resid 0.181383 Schwarz criterion
-5.772214 Log likelihood
3367.588 Hannan-Quinn criter. -5.832731
F-statistic 25.35009 Durbin-Watson stat
0.335640 ProbF-statistic
0.000000
3. Variabel Independen Kurs Dolar AS Terhadap Rupiah
Dependent Variable: LOGER? Method: Pooled Least Squares
Date: 122216 Time: 23:39 Sample: 2011M01 2015M12
Included observations: 60 Cross-sections included: 19
Total pool balanced observations: 1140 Variable
Coefficient Std. Error
t-Statistic Prob.
C 0.720332
0.143405 5.023063
0.0000 I?
4.711500 0.350853
13.42870 0.0000
INFL? -0.385305
0.130023 -2.963369
0.0031 LOGDJIA?
0.860923 0.016544
52.03849 0.0000
Fixed Effects Cross _ALKA--C
-8.57E-16 _AMFG--C
-8.57E-16 _DPNS--C
-8.57E-16 _DVLA--C
-8.57E-16 _EKAD--C
-8.57E-16 _IGAR--C
-8.57E-16 _INAF--C
-8.57E-16 _INDF--C
-8.57E-16 _INTP--C
-8.57E-16 _JPRS--C
-8.57E-16 _KAEF--C
-8.57E-16 _KBLM--C
-8.57E-16 _KDSI--C
-8.57E-16 _MRAT--C
-8.57E-16 _RICY--C
-8.57E-16 _SMGR--C
-8.57E-16 _SMSM--C
-8.57E-16 _TCID--C
-8.57E-16 _UNVR--C
-8.57E-16 Effects Specification
Cross-section fixed dummy variables R-squared
0.883672 Mean dependent var 9.280854
Adjusted R-squared 0.881487 S.D. dependent var
0.161485 S.E. of regression
0.055593 Akaike info criterion -2.922425
Sum squared resid 3.455217 Schwarz criterion
-2.825185 Log likelihood
1687.782 Hannan-Quinn criter. -2.885703
F-statistic 404.4154 Durbin-Watson stat
0.598262 ProbF-statistic
0.000000
4. Variabel Independen Dow Jones Industrial Average DJIA
Dependent Variable: LOGDJIA? Method: Pooled Least Squares
Date: 122216 Time: 23:40 Sample: 2011M01 2015M12
Included observations: 60 Cross-sections included: 19
Total pool balanced observations: 1140 Variable
Coefficient Std. Error
t-Statistic Prob.
C 1.926055
0.129473 14.87608
0.0000 I?
0.125894 0.369456
0.340755 0.7334
INFL? 0.579003
0.126377 4.581564
0.0000 LOGER?
0.822129 0.015798
52.03849 0.0000
Fixed Effects Cross _ALKA--C
-3.84E-16 _AMFG--C
-3.84E-16 _DPNS--C
-3.84E-16 _DVLA--C
-3.84E-16 _EKAD--C
-3.84E-16 _IGAR--C
-3.84E-16 _INAF--C
-3.84E-16 _INDF--C
-3.84E-16 _INTP--C
-3.84E-16 _JPRS--C
-3.84E-16 _KAEF--C
-3.84E-16 _KBLM--C
-3.84E-16 _KDSI--C
-3.84E-16 _MRAT--C
-3.84E-16 _RICY--C
-3.84E-16 _SMGR--C
-3.84E-16 _SMSM--C
-3.84E-16 _TCID--C
-3.84E-16 _UNVR--C
-3.84E-16 Effects Specification
Cross-section fixed dummy variables R-squared
0.867586 Mean dependent var 9.598727
Adjusted R-squared 0.865099 S.D. dependent var
0.147910 S.E. of regression
0.054326 Akaike info criterion -2.968533
Sum squared resid 3.299520 Schwarz criterion
-2.871293 Log likelihood
1714.064 Hannan-Quinn criter. -2.931811
F-statistic 348.8204 Durbin-Watson stat
0.663794 ProbF-statistic
0.000000
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