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
37
Uji Multikolinearitas
LNQ LNL
LNB LNE
LNM LNQ
1.000000 0.956009
0.998433 0.970737
0.953529 LNL
0.956009 1.000000
0.959845 0.925718
0.909191 LNB
0.998433 0.959845
1.000000 0.967726
0.942225 LNE
0.970737 0.925718
0.967726 1.000000
0.927007 LNM
0.953529 0.909191
0.942225 0.927007
1.000000
Hasil Perhitungan TFP Provinsi Jawa Tengah Tahun
∆QQ a∆LL b∆BB c∆EE c∆MM
∆AA 1986 -0.111645 0.004938 -0.108163 0.348882 -0.031666 -0.325636
1987 0.242040 -0.001031 0.198100 -0.001508 -0.018490 0.064969 1988 0.192943 -0.028882 0.194752 0.008494 -0.004675 0.023253
1989 0.467587 -0.029823 0.264356 0.012495 0.186554 0.034005 1990 0.318609 -0.026699 0.201710 0.009679 0.059922 0.073997
1991 0.031715 -0.018798 0.116886 0.013727 0.108328 -0.188428 1992 0.305170 -0.017507 0.206621 0.009126 -0.016009 0.122940
1993 0.845940 -0.019871 1.067570 0.035522 -0.041619 -0.195661 1994 -0.112709 -0.022533 -0.106434 0.001142 0.006084 0.009032
1995 -0.127026 -0.020703 -0.121644 0.001112 0.005631 0.008577 1996 0.116875 -0.006760 0.110970 -0.000803 -0.002992 0.016461
1997 0.119752 0.000812 0.096038 0.004042 0.103456 -0.084595 1998 0.578100 -0.006868 0.584193 0.008533 0.037841 -0.045599
1999 0.122159 -0.005365 0.042469 0.008979 0.057555 0.018521 2000 0.221127 -0.007308 0.208971 0.019839 -0.009581 0.009207
2001 0.475830 -0.009849 0.246988 0.021522 0.076075 0.141094 2002 0.015967 0.007376 0.014645 0.017704 0.002580 -0.026337
2003 -0.057330 0.004813 -0.052144 0.028161 0.032689 -0.070849 2004 0.121981 0.008916 0.120401 -0.014645 -0.020246 0.027554
2005 0.022720 -0.030123 0.114276 0.001956 0.001888 -0.065278 2006 0.276953 -0.032957 0.165826 0.008262 -0.024006 0.159827
2007 0.454535 -0.004600 0.455199 0.019416 0.090982 -0.106463 2008 0.136520 0.007011 0.177322 0.001208 0.009525 -0.058545
2009 0.027894 0.007371 -0.014000 -0.009643 -0.027086 0.071252 2010 0.065088 -0.023000 0.020737 -0.022847 0.155206 -0.065008
Rata-rata Total -0.018068
Rata-rata Sebelum Krisis -0.032408
Rata-rata Setelah Krisis 0.002915
38
8. Provinsi Jawa Timur Hasil Estimasi dalam Perhitungan TFP
Dependent Variable: LNQ Method: Least Squares
Date: 050913 Time: 22:00 Sample adjusted: 1993 2010
Included observations: 18 after adjustments Convergence achieved after 16 iterations
Variable Coefficient
Std. Error t-Statistic
Prob. LNQ-1
0.200682 0.106492
1.884483 0.0862
LNTK 0.865705
0.307326 2.816898
0.0168 LNB
0.598660 0.131531
4.551487 0.0008
LNE 0.141056
0.092417 1.526300
0.1552 LNSM
0.004043 0.051841
0.077997 0.9392
C -10.21775
4.783073 -2.136231
0.0560 AR1
0.439438 0.299888
1.465342 0.1708
R-squared 0.994251 Mean dependent var
11.65876 Adjusted R-squared
0.991115 S.D. dependent var 0.864116
S.E. of regression 0.081454 Akaike info criterion
-1.892263 Sum squared resid
0.072982 Schwarz criterion -1.546007
Log likelihood 24.03036 Hannan-Quinn criter.
-1.844519 F-statistic
317.0411 Durbin-Watson stat 1.635487
ProbF-statistic 0.000000
Inverted AR Roots .44
Uji Kenormalan
Uji Heteroskedastisitas
Heteroskedasticity Test: Breusch-Pagan-Godfrey F-statistic
1.457227 Prob. F5,12 0.2739
ObsR-squared 6.800243 Prob. Chi-Square5
0.2359 Scaled explained SS
2.805157 Prob. Chi-Square5 0.7300
Uji Autokorelasi
Breusch-Godfrey Serial Correlation LM Test: F-statistic
0.684537 Prob. F2,9 0.5288
ObsR-squared 2.376617 Prob. Chi-Square2
0.3047
1 2
3 4
5
-0.15 -0.10
-0.05 -0.00
0.05 0.10
Series: Residuals Sample 1993 2010
Observations 18 Mean
-9.66e-11 Median
0.003284 Maximum
0.113477 Minimum
-0.147172 Std. Dev.
0.065521 Skewness
-0.259582 Kurtosis
3.209136 Jarque-Bera
0.234952 Probability
0.889162
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